[ { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -600.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "61f30fb559289ce2ee22ff56ba39702e05af1b3dba70a35370080ee4e41effc7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -24.9126740091425, \"dd_pct\": -50.16425322747916, \"calmar\": -0.4969157618825262, \"cagr_pct\": -24.92740811180078, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.17580692893878783, \"sortino\": -0.24340633413632295}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.8503982315941756, \"dd_pct\": -31.679586668326444, \"calmar\": -0.09003660550238864, \"cagr_pct\": -2.8523224473348385, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 26.232876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.07193658092685043, \"sortino\": 0.10462429822141942}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -31.16034055071054, \"dd_pct\": -44.1075319923969, \"calmar\": -0.7068621254930866, \"cagr_pct\": -31.17794381439999, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 50.06849315068494, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.3297162105376856, \"sortino\": -1.789285102692049}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.06503413935539, \"dd_pct\": -29.052042308558313, \"calmar\": 1.0970611584066818, \"cagr_pct\": 31.87186718910691, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9066795586785075, \"sortino\": 1.3187018380170246}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -3.909042326362233, \"dd_pct\": -43.07964880296944, \"calmar\": -0.09080080267775775, \"cagr_pct\": -3.9116666903855313, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 70.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.0726303527689838, \"sortino\": 0.10263209629582624}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -35.99822638204999, \"dd_pct\": -37.48938434125094, \"calmar\": -1.7610746735999867, \"cagr_pct\": -66.02160529223295, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 59.60264900662252, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5997566958389418, \"sortino\": -3.2491821605084645}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -66.67860921132495, \"dd_pct\": -80.50882862270844, \"calmar\": -0.15497465883833947, \"cagr_pct\": -12.476828249278581, \"entries\": 192, \"exits\": 192, \"exposure_pct\": 44.91201859229748, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13047037300052575, \"sortino\": -0.18122440263628709}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.32666317782708, \"dd_pct\": -70.31067510153841, \"calmar\": -0.05936336787990513, \"cagr_pct\": -4.173878471937111, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 30.057675244010646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.09435468651172531, \"sortino\": 0.13075953469626392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -61.99370071169915, \"dd_pct\": -74.72058791144262, \"calmar\": -0.2287618353339939, \"cagr_pct\": -17.093218827856653, \"entries\": 133, \"exits\": 133, \"exposure_pct\": 53.79310344827586, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26321572258658493, \"sortino\": -0.3661172537208835}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.623463149449513, \"dd_pct\": -22.53532182398622, \"calmar\": -0.3317248960630046, \"cagr_pct\": -7.475527289808189, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 26.945244956772335, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.31093722347288316, \"sortino\": -0.48807647705038115}]", "Additional_Threshold_Budget": 0, "Total Trades": 192, "Total P&L %": -66.67860921132495, "Sharpe Ratio": -0.13047037300052575, "Sortino Ratio": -0.18122440263628709, "Calmar Ratio": -0.15497465883833947, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.50882862270844, "% In Market": 44.91201859229748, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05936336787990513, "Sub1_Sortino": 0.13075953469626392, "Sub1_Trades": 59, "Sub2_Calmar": -0.2287618353339939, "Sub2_Sortino": -0.3661172537208835, "Sub2_Trades": 133, "WFO_Score": -0.04937938291167214, "WFO_Min_Fold": -0.7068621254930866, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.496916, -0.706862, 1.097061, -0.090801]", "OOS_Total Trades": 4, "OOS_Total P&L %": -3.623463149449513, "OOS_Sortino Ratio": -0.48807647705038115, "OOS_Calmar Ratio": -0.3317248960630046, "OOS_Max Drawdown %": -22.53532182398622, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64c91d99079f1ce3bced5d50cab7cc10e84838a34c050ba5e13ee97b52898f44", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -601.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "5205f779905c880ae9cf17a444271267643f5b91b9b03af98b738b8049bede5e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -24.9126740091425, \"dd_pct\": -50.16425322747916, \"calmar\": -0.4969157618825262, \"cagr_pct\": -24.92740811180078, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.17580692893878783, \"sortino\": -0.24340633413632295}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.8503982315941756, \"dd_pct\": -31.679586668326444, \"calmar\": -0.09003660550238864, \"cagr_pct\": -2.8523224473348385, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 26.232876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.07193658092685043, \"sortino\": 0.10462429822141942}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -30.222484347080204, \"dd_pct\": -44.1075319923969, \"calmar\": -0.6855899549775301, \"cagr_pct\": -30.239680872837354, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 50.68493150684932, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.2728443605243598, \"sortino\": -1.716070237919125}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.06503413935539, \"dd_pct\": -29.052042308558313, \"calmar\": 1.0970611584066818, \"cagr_pct\": 31.87186718910691, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9066795586785075, \"sortino\": 1.3187018380170246}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -3.909042326362233, \"dd_pct\": -43.07964880296944, \"calmar\": -0.09080080267775775, \"cagr_pct\": -3.9116666903855313, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 70.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.0726303527689838, \"sortino\": 0.10263209629582624}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -35.99822638204999, \"dd_pct\": -37.48938434125094, \"calmar\": -1.7610746735999867, \"cagr_pct\": -66.02160529223295, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 59.60264900662252, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5997566958389418, \"sortino\": -3.2491821605084645}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -66.22464599717279, \"dd_pct\": -80.24328524061667, \"calmar\": -0.15369623229807267, \"cagr_pct\": -12.333090608702326, \"entries\": 193, \"exits\": 193, \"exposure_pct\": 44.9867197875166, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.12631141017240557, \"sortino\": -0.17546362623427889}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.32666317782708, \"dd_pct\": -70.31067510153841, \"calmar\": -0.05936336787990513, \"cagr_pct\": -4.173878471937111, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 30.057675244010646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.09435468651172531, \"sortino\": 0.13075953469626392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -61.47591134653214, \"dd_pct\": -74.37618682577423, \"calmar\": -0.22689454406383933, \"cagr_pct\": -16.875550999040975, \"entries\": 134, \"exits\": 134, \"exposure_pct\": 53.91246684350133, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2565745960345749, \"sortino\": -0.35693170243441785}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.623463149449513, \"dd_pct\": -22.53532182398622, \"calmar\": -0.3317248960630046, \"cagr_pct\": -7.475527289808189, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 26.945244956772335, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.31093722347288316, \"sortino\": -0.48807647705038115}]", "Additional_Threshold_Budget": 0, "Total Trades": 193, "Total P&L %": -66.22464599717279, "Sharpe Ratio": -0.12631141017240557, "Sortino Ratio": -0.17546362623427889, "Calmar Ratio": -0.15369623229807267, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.24328524061667, "% In Market": 44.9867197875166, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05936336787990513, "Sub1_Sortino": 0.13075953469626392, "Sub1_Trades": 59, "Sub2_Calmar": -0.22689454406383933, "Sub2_Sortino": -0.35693170243441785, "Sub2_Trades": 134, "WFO_Score": -0.04406134028278301, "WFO_Min_Fold": -0.6855899549775301, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.496916, -0.68559, 1.097061, -0.090801]", "OOS_Total Trades": 4, "OOS_Total P&L %": -3.623463149449513, "OOS_Sortino Ratio": -0.48807647705038115, "OOS_Calmar Ratio": -0.3317248960630046, "OOS_Max Drawdown %": -22.53532182398622, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64c91d99079f1ce3bced5d50cab7cc10e84838a34c050ba5e13ee97b52898f44", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -600.05, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "8e5c8fd616b1044e947bacb7c598f27c856eb206aeab2db71738d710783dadab", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -24.9126740091425, \"dd_pct\": -50.16425322747916, \"calmar\": -0.4969157618825262, \"cagr_pct\": -24.92740811180078, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.17580692893878783, \"sortino\": -0.24340633413632295}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.8503982315941756, \"dd_pct\": -31.679586668326444, \"calmar\": -0.09003660550238864, \"cagr_pct\": -2.8523224473348385, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 26.232876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.07193658092685043, \"sortino\": 0.10462429822141942}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -31.16034055071054, \"dd_pct\": -44.1075319923969, \"calmar\": -0.7068621254930866, \"cagr_pct\": -31.17794381439999, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 50.06849315068494, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.3297162105376856, \"sortino\": -1.789285102692049}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.06503413935539, \"dd_pct\": -29.052042308558313, \"calmar\": 1.0970611584066818, \"cagr_pct\": 31.87186718910691, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9066795586785075, \"sortino\": 1.3187018380170246}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -3.909042326362233, \"dd_pct\": -43.07964880296944, \"calmar\": -0.09080080267775775, \"cagr_pct\": -3.9116666903855313, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 70.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.0726303527689838, \"sortino\": 0.10263209629582624}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -35.99822638204999, \"dd_pct\": -37.48938434125094, \"calmar\": -1.7610746735999867, \"cagr_pct\": -66.02160529223295, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 59.60264900662252, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5997566958389418, \"sortino\": -3.2491821605084645}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -66.67860921132495, \"dd_pct\": -80.50882862270844, \"calmar\": -0.15497465883833947, \"cagr_pct\": -12.476828249278581, \"entries\": 192, \"exits\": 192, \"exposure_pct\": 44.91201859229748, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13047037300052575, \"sortino\": -0.18122440263628709}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.32666317782708, \"dd_pct\": -70.31067510153841, \"calmar\": -0.05936336787990513, \"cagr_pct\": -4.173878471937111, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 30.057675244010646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.09435468651172531, \"sortino\": 0.13075953469626392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -61.99370071169915, \"dd_pct\": -74.72058791144262, \"calmar\": -0.2287618353339939, \"cagr_pct\": -17.093218827856653, \"entries\": 133, \"exits\": 133, \"exposure_pct\": 53.79310344827586, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26321572258658493, \"sortino\": -0.3661172537208835}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.623463149449513, \"dd_pct\": -22.53532182398622, \"calmar\": -0.3317248960630046, \"cagr_pct\": -7.475527289808189, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 26.945244956772335, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.31093722347288316, \"sortino\": -0.48807647705038115}]", "Additional_Threshold_Budget": 0, "Total Trades": 192, "Total P&L %": -66.67860921132495, "Sharpe Ratio": -0.13047037300052575, "Sortino Ratio": -0.18122440263628709, "Calmar Ratio": -0.15497465883833947, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.50882862270844, "% In Market": 44.91201859229748, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05936336787990513, "Sub1_Sortino": 0.13075953469626392, "Sub1_Trades": 59, "Sub2_Calmar": -0.2287618353339939, "Sub2_Sortino": -0.3661172537208835, "Sub2_Trades": 133, "WFO_Score": -0.04937938291167214, "WFO_Min_Fold": -0.7068621254930866, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.496916, -0.706862, 1.097061, -0.090801]", "OOS_Total Trades": 4, "OOS_Total P&L %": -3.623463149449513, "OOS_Sortino Ratio": -0.48807647705038115, "OOS_Calmar Ratio": -0.3317248960630046, "OOS_Max Drawdown %": -22.53532182398622, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64c91d99079f1ce3bced5d50cab7cc10e84838a34c050ba5e13ee97b52898f44", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -599.95, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "dcfca56edb7df5b5e781134f1e02803f0eca7d89dce5a0f596c899679c0d08be", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -24.9126740091425, \"dd_pct\": -50.16425322747916, \"calmar\": -0.4969157618825262, \"cagr_pct\": -24.92740811180078, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.17580692893878783, \"sortino\": -0.24340633413632295}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.8503982315941756, \"dd_pct\": -31.679586668326444, \"calmar\": -0.09003660550238864, \"cagr_pct\": -2.8523224473348385, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 26.232876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.07193658092685043, \"sortino\": 0.10462429822141942}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -31.16034055071054, \"dd_pct\": -44.1075319923969, \"calmar\": -0.7068621254930866, \"cagr_pct\": -31.17794381439999, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 50.06849315068494, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.3297162105376856, \"sortino\": -1.789285102692049}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.06503413935539, \"dd_pct\": -29.052042308558313, \"calmar\": 1.0970611584066818, \"cagr_pct\": 31.87186718910691, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9066795586785075, \"sortino\": 1.3187018380170246}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -3.909042326362233, \"dd_pct\": -43.07964880296944, \"calmar\": -0.09080080267775775, \"cagr_pct\": -3.9116666903855313, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 70.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.0726303527689838, \"sortino\": 0.10263209629582624}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -35.99822638204999, \"dd_pct\": -37.48938434125094, \"calmar\": -1.7610746735999867, \"cagr_pct\": -66.02160529223295, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 59.60264900662252, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5997566958389418, \"sortino\": -3.2491821605084645}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -66.67860921132495, \"dd_pct\": -80.50882862270844, \"calmar\": -0.15497465883833947, \"cagr_pct\": -12.476828249278581, \"entries\": 192, \"exits\": 192, \"exposure_pct\": 44.91201859229748, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13047037300052575, \"sortino\": -0.18122440263628709}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.32666317782708, \"dd_pct\": -70.31067510153841, \"calmar\": -0.05936336787990513, \"cagr_pct\": -4.173878471937111, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 30.057675244010646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.09435468651172531, \"sortino\": 0.13075953469626392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -61.99370071169915, \"dd_pct\": -74.72058791144262, \"calmar\": -0.2287618353339939, \"cagr_pct\": -17.093218827856653, \"entries\": 133, \"exits\": 133, \"exposure_pct\": 53.79310344827586, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26321572258658493, \"sortino\": -0.3661172537208835}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.623463149449513, \"dd_pct\": -22.53532182398622, \"calmar\": -0.3317248960630046, \"cagr_pct\": -7.475527289808189, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 26.945244956772335, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.31093722347288316, \"sortino\": -0.48807647705038115}]", "Additional_Threshold_Budget": 0, "Total Trades": 192, "Total P&L %": -66.67860921132495, "Sharpe Ratio": -0.13047037300052575, "Sortino Ratio": -0.18122440263628709, "Calmar Ratio": -0.15497465883833947, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.50882862270844, "% In Market": 44.91201859229748, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05936336787990513, "Sub1_Sortino": 0.13075953469626392, "Sub1_Trades": 59, "Sub2_Calmar": -0.2287618353339939, "Sub2_Sortino": -0.3661172537208835, "Sub2_Trades": 133, "WFO_Score": -0.04937938291167214, "WFO_Min_Fold": -0.7068621254930866, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.496916, -0.706862, 1.097061, -0.090801]", "OOS_Total Trades": 4, "OOS_Total P&L %": -3.623463149449513, "OOS_Sortino Ratio": -0.48807647705038115, "OOS_Calmar Ratio": -0.3317248960630046, "OOS_Max Drawdown %": -22.53532182398622, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64c91d99079f1ce3bced5d50cab7cc10e84838a34c050ba5e13ee97b52898f44", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -599.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "6950941dc6f29419eed19fbd772dec1f7a78da936ab3cb96bae4103f3596c7a5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -24.9126740091425, \"dd_pct\": -50.16425322747916, \"calmar\": -0.4969157618825262, \"cagr_pct\": -24.92740811180078, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.17580692893878783, \"sortino\": -0.24340633413632295}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.8503982315941756, \"dd_pct\": -31.679586668326444, \"calmar\": -0.09003660550238864, \"cagr_pct\": -2.8523224473348385, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 26.232876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.07193658092685043, \"sortino\": 0.10462429822141942}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -33.79524541341192, \"dd_pct\": -44.1075319923969, \"calmar\": -0.7666251688233581, \"cagr_pct\": -33.81394416005294, \"entries\": 31, \"exits\": 30, \"exposure_pct\": 49.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.502898769556478, \"sortino\": -2.00659592126307}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.06503413935539, \"dd_pct\": -29.052042308558313, \"calmar\": 1.0970611584066818, \"cagr_pct\": 31.87186718910691, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9066795586785075, \"sortino\": 1.3187018380170246}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 6.619690206261697, \"dd_pct\": -36.99022226566547, \"calmar\": 0.179084385040853, \"cagr_pct\": 6.624371206971169, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 70.61643835616438, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.35785477111293507, \"sortino\": 0.5221843583678005}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -33.385277981090624, \"dd_pct\": -34.93731423451403, \"calmar\": -1.790875648944305, \"cagr_pct\": -62.568385302106414, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 61.75496688741722, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.318795556712061, \"sortino\": -2.9212472014215063}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -62.99105610991713, \"dd_pct\": -78.35181393150799, \"calmar\": -0.14493239355570517, \"cagr_pct\": -11.3557159325247, \"entries\": 191, \"exits\": 191, \"exposure_pct\": 45.028220451527226, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.09695485770268396, \"sortino\": -0.13511869161830084}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.32666317782708, \"dd_pct\": -70.31067510153841, \"calmar\": -0.05936336787990513, \"cagr_pct\": -4.173878471937111, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 30.057675244010646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.09435468651172531, \"sortino\": 0.13075953469626392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.78768639187567, \"dd_pct\": -71.92301037213402, \"calmar\": -0.2139762834433792, \"cagr_pct\": -15.389818453488852, \"entries\": 132, \"exits\": 132, \"exposure_pct\": 53.97877984084881, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2092525664329422, \"sortino\": -0.29258782647233833}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.623463149449513, \"dd_pct\": -22.53532182398622, \"calmar\": -0.3317248960630046, \"cagr_pct\": -7.475527289808189, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 26.945244956772335, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.31093722347288316, \"sortino\": -0.48807647705038115}]", "Additional_Threshold_Budget": 0, "Total Trades": 191, "Total P&L %": -62.99105610991713, "Sharpe Ratio": -0.09695485770268396, "Sortino Ratio": -0.13511869161830084, "Calmar Ratio": -0.14493239355570517, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.35181393150799, "% In Market": 45.028220451527226, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05936336787990513, "Sub1_Sortino": 0.13075953469626392, "Sub1_Trades": 59, "Sub2_Calmar": -0.2139762834433792, "Sub2_Sortino": -0.29258782647233833, "Sub2_Trades": 132, "WFO_Score": 0.0031511531854126473, "WFO_Min_Fold": -0.7666251688233581, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[-0.496916, -0.766625, 1.097061, 0.179084]", "OOS_Total Trades": 4, "OOS_Total P&L %": -3.623463149449513, "OOS_Sortino Ratio": -0.48807647705038115, "OOS_Calmar Ratio": -0.3317248960630046, "OOS_Max Drawdown %": -22.53532182398622, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64c91d99079f1ce3bced5d50cab7cc10e84838a34c050ba5e13ee97b52898f44", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -600.0, "i_long_exit_activation_threshold": -91.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "614d4627aa8006b3611e96a8c2e2b0a0186a148b1881de87797c0e24411193b7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -24.9126740091425, \"dd_pct\": -50.16425322747916, \"calmar\": -0.4969157618825262, \"cagr_pct\": -24.92740811180078, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.17580692893878783, \"sortino\": -0.24340633413632295}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.8503982315941756, \"dd_pct\": -31.679586668326444, \"calmar\": -0.09003660550238864, \"cagr_pct\": -2.8523224473348385, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 26.232876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.07193658092685043, \"sortino\": 0.10462429822141942}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -31.16034055071054, \"dd_pct\": -44.1075319923969, \"calmar\": -0.7068621254930866, \"cagr_pct\": -31.17794381439999, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 50.06849315068494, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.3297162105376856, \"sortino\": -1.789285102692049}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 31.609733076360325, \"dd_pct\": -28.832107404495254, \"calmar\": 1.533579061106376, \"cagr_pct\": 44.21631620310402, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 63.59489051094891, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1626900097276671, \"sortino\": 1.7282514081201836}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -3.909042326362233, \"dd_pct\": -43.07964880296944, \"calmar\": -0.09080080267775775, \"cagr_pct\": -3.9116666903855313, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 70.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.0726303527689838, \"sortino\": 0.10263209629582624}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -35.99822638204999, \"dd_pct\": -37.48938434125094, \"calmar\": -1.7610746735999867, \"cagr_pct\": -66.02160529223295, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 59.60264900662252, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5997566958389418, \"sortino\": -3.2491821605084645}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -64.36502554848597, \"dd_pct\": -79.15551009065537, \"calmar\": -0.14858672171523638, \"cagr_pct\": -11.761457750067795, \"entries\": 192, \"exits\": 192, \"exposure_pct\": 44.70451527224436, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.11159497286059142, \"sortino\": -0.1552128961398264}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.32666317782708, \"dd_pct\": -70.31067510153841, \"calmar\": -0.05936336787990513, \"cagr_pct\": -4.173878471937111, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 30.057675244010646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.09435468651172531, \"sortino\": 0.13075953469626392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -59.35483267416628, \"dd_pct\": -72.96537801683837, \"calmar\": -0.2193888795261967, \"cagr_pct\": -16.007792527319555, \"entries\": 133, \"exits\": 133, \"exposure_pct\": 53.46153846153846, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.233722178404857, \"sortino\": -0.3257890623748285}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.623463149449513, \"dd_pct\": -22.53532182398622, \"calmar\": -0.3317248960630046, \"cagr_pct\": -7.475527289808189, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 26.945244956772335, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.31093722347288316, \"sortino\": -0.48807647705038115}]", "Additional_Threshold_Budget": 0, "Total Trades": 192, "Total P&L %": -64.36502554848597, "Sharpe Ratio": -0.11159497286059142, "Sortino Ratio": -0.1552128961398264, "Calmar Ratio": -0.14858672171523638, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.15551009065537, "% In Market": 44.70451527224436, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05936336787990513, "Sub1_Sortino": 0.13075953469626392, "Sub1_Trades": 59, "Sub2_Calmar": -0.2193888795261967, "Sub2_Sortino": -0.3257890623748285, "Sub2_Trades": 133, "WFO_Score": 0.0597500927632514, "WFO_Min_Fold": -0.7068621254930866, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.496916, -0.706862, 1.533579, -0.090801]", "OOS_Total Trades": 4, "OOS_Total P&L %": -3.623463149449513, "OOS_Sortino Ratio": -0.48807647705038115, "OOS_Calmar Ratio": -0.3317248960630046, "OOS_Max Drawdown %": -22.53532182398622, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64c91d99079f1ce3bced5d50cab7cc10e84838a34c050ba5e13ee97b52898f44", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -600.0, "i_long_exit_activation_threshold": -90.05, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "f4345fcf7d4d34064ad18e92feda0983e310de9bb877aef584726c861a4fc71c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -24.9126740091425, \"dd_pct\": -50.16425322747916, \"calmar\": -0.4969157618825262, \"cagr_pct\": -24.92740811180078, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.17580692893878783, \"sortino\": -0.24340633413632295}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.8503982315941756, \"dd_pct\": -31.679586668326444, \"calmar\": -0.09003660550238864, \"cagr_pct\": -2.8523224473348385, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 26.232876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.07193658092685043, \"sortino\": 0.10462429822141942}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -31.16034055071054, \"dd_pct\": -44.1075319923969, \"calmar\": -0.7068621254930866, \"cagr_pct\": -31.17794381439999, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 50.06849315068494, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.3297162105376856, \"sortino\": -1.789285102692049}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.06503413935539, \"dd_pct\": -29.052042308558313, \"calmar\": 1.0970611584066818, \"cagr_pct\": 31.87186718910691, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9066795586785075, \"sortino\": 1.3187018380170246}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -3.909042326362233, \"dd_pct\": -43.07964880296944, \"calmar\": -0.09080080267775775, \"cagr_pct\": -3.9116666903855313, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 70.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.0726303527689838, \"sortino\": 0.10263209629582624}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -35.99822638204999, \"dd_pct\": -37.48938434125094, \"calmar\": -1.7610746735999867, \"cagr_pct\": -66.02160529223295, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 59.60264900662252, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5997566958389418, \"sortino\": -3.2491821605084645}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -66.67860921132495, \"dd_pct\": -80.50882862270844, \"calmar\": -0.15497465883833947, \"cagr_pct\": -12.476828249278581, \"entries\": 192, \"exits\": 192, \"exposure_pct\": 44.91201859229748, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13047037300052575, \"sortino\": -0.18122440263628709}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.32666317782708, \"dd_pct\": -70.31067510153841, \"calmar\": -0.05936336787990513, \"cagr_pct\": -4.173878471937111, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 30.057675244010646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.09435468651172531, \"sortino\": 0.13075953469626392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -61.99370071169915, \"dd_pct\": -74.72058791144262, \"calmar\": -0.2287618353339939, \"cagr_pct\": -17.093218827856653, \"entries\": 133, \"exits\": 133, \"exposure_pct\": 53.79310344827586, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26321572258658493, \"sortino\": -0.3661172537208835}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.623463149449513, \"dd_pct\": -22.53532182398622, \"calmar\": -0.3317248960630046, \"cagr_pct\": -7.475527289808189, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 26.945244956772335, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.31093722347288316, \"sortino\": -0.48807647705038115}]", "Additional_Threshold_Budget": 0, "Total Trades": 192, "Total P&L %": -66.67860921132495, "Sharpe Ratio": -0.13047037300052575, "Sortino Ratio": -0.18122440263628709, "Calmar Ratio": -0.15497465883833947, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.50882862270844, "% In Market": 44.91201859229748, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05936336787990513, "Sub1_Sortino": 0.13075953469626392, "Sub1_Trades": 59, "Sub2_Calmar": -0.2287618353339939, "Sub2_Sortino": -0.3661172537208835, "Sub2_Trades": 133, "WFO_Score": -0.04937938291167214, "WFO_Min_Fold": -0.7068621254930866, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.496916, -0.706862, 1.097061, -0.090801]", "OOS_Total Trades": 4, "OOS_Total P&L %": -3.623463149449513, "OOS_Sortino Ratio": -0.48807647705038115, "OOS_Calmar Ratio": -0.3317248960630046, "OOS_Max Drawdown %": -22.53532182398622, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64c91d99079f1ce3bced5d50cab7cc10e84838a34c050ba5e13ee97b52898f44", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -600.0, "i_long_exit_activation_threshold": -89.95, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "2a61f5cb11bc60ff28a9bbe8fe296d6df4b9a0aad85a89d8c207213b1b0edf8c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -24.9126740091425, \"dd_pct\": -50.16425322747916, \"calmar\": -0.4969157618825262, \"cagr_pct\": -24.92740811180078, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.17580692893878783, \"sortino\": -0.24340633413632295}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.8503982315941756, \"dd_pct\": -31.679586668326444, \"calmar\": -0.09003660550238864, \"cagr_pct\": -2.8523224473348385, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 26.232876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.07193658092685043, \"sortino\": 0.10462429822141942}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -31.16034055071054, \"dd_pct\": -44.1075319923969, \"calmar\": -0.7068621254930866, \"cagr_pct\": -31.17794381439999, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 50.06849315068494, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.3297162105376856, \"sortino\": -1.789285102692049}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.06503413935539, \"dd_pct\": -29.052042308558313, \"calmar\": 1.0970611584066818, \"cagr_pct\": 31.87186718910691, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9066795586785075, \"sortino\": 1.3187018380170246}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -3.909042326362233, \"dd_pct\": -43.07964880296944, \"calmar\": -0.09080080267775775, \"cagr_pct\": -3.9116666903855313, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 70.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.0726303527689838, \"sortino\": 0.10263209629582624}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -35.99822638204999, \"dd_pct\": -37.48938434125094, \"calmar\": -1.7610746735999867, \"cagr_pct\": -66.02160529223295, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 59.60264900662252, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5997566958389418, \"sortino\": -3.2491821605084645}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -66.67860921132495, \"dd_pct\": -80.50882862270844, \"calmar\": -0.15497465883833947, \"cagr_pct\": -12.476828249278581, \"entries\": 192, \"exits\": 192, \"exposure_pct\": 44.91201859229748, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13047037300052575, \"sortino\": -0.18122440263628709}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.32666317782708, \"dd_pct\": -70.31067510153841, \"calmar\": -0.05936336787990513, \"cagr_pct\": -4.173878471937111, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 30.057675244010646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.09435468651172531, \"sortino\": 0.13075953469626392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -61.99370071169915, \"dd_pct\": -74.72058791144262, \"calmar\": -0.2287618353339939, \"cagr_pct\": -17.093218827856653, \"entries\": 133, \"exits\": 133, \"exposure_pct\": 53.79310344827586, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26321572258658493, \"sortino\": -0.3661172537208835}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.623463149449513, \"dd_pct\": -22.53532182398622, \"calmar\": -0.3317248960630046, \"cagr_pct\": -7.475527289808189, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 26.945244956772335, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.31093722347288316, \"sortino\": -0.48807647705038115}]", "Additional_Threshold_Budget": 0, "Total Trades": 192, "Total P&L %": -66.67860921132495, "Sharpe Ratio": -0.13047037300052575, "Sortino Ratio": -0.18122440263628709, "Calmar Ratio": -0.15497465883833947, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.50882862270844, "% In Market": 44.91201859229748, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05936336787990513, "Sub1_Sortino": 0.13075953469626392, "Sub1_Trades": 59, "Sub2_Calmar": -0.2287618353339939, "Sub2_Sortino": -0.3661172537208835, "Sub2_Trades": 133, "WFO_Score": -0.04937938291167214, "WFO_Min_Fold": -0.7068621254930866, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.496916, -0.706862, 1.097061, -0.090801]", "OOS_Total Trades": 4, "OOS_Total P&L %": -3.623463149449513, "OOS_Sortino Ratio": -0.48807647705038115, "OOS_Calmar Ratio": -0.3317248960630046, "OOS_Max Drawdown %": -22.53532182398622, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64c91d99079f1ce3bced5d50cab7cc10e84838a34c050ba5e13ee97b52898f44", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -600.0, "i_long_exit_activation_threshold": -89.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "4820c0a6fd7182a4fb1b55b5aaf3fc8982d918457bcdea09e7279bb18ec6b99e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -24.9126740091425, \"dd_pct\": -50.16425322747916, \"calmar\": -0.4969157618825262, \"cagr_pct\": -24.92740811180078, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.17580692893878783, \"sortino\": -0.24340633413632295}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.8503982315941756, \"dd_pct\": -31.679586668326444, \"calmar\": -0.09003660550238864, \"cagr_pct\": -2.8523224473348385, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 26.232876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.07193658092685043, \"sortino\": 0.10462429822141942}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -31.16034055071054, \"dd_pct\": -44.1075319923969, \"calmar\": -0.7068621254930866, \"cagr_pct\": -31.17794381439999, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 50.06849315068494, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.3297162105376856, \"sortino\": -1.789285102692049}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.06503413935539, \"dd_pct\": -29.052042308558313, \"calmar\": 1.0970611584066818, \"cagr_pct\": 31.87186718910691, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9066795586785075, \"sortino\": 1.3187018380170246}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -3.909042326362233, \"dd_pct\": -43.07964880296944, \"calmar\": -0.09080080267775775, \"cagr_pct\": -3.9116666903855313, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 70.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.0726303527689838, \"sortino\": 0.10263209629582624}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -35.99822638204999, \"dd_pct\": -37.48938434125094, \"calmar\": -1.7610746735999867, \"cagr_pct\": -66.02160529223295, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 59.60264900662252, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5997566958389418, \"sortino\": -3.2491821605084645}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -66.67860921132495, \"dd_pct\": -80.50882862270844, \"calmar\": -0.15497465883833947, \"cagr_pct\": -12.476828249278581, \"entries\": 192, \"exits\": 192, \"exposure_pct\": 44.91201859229748, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13047037300052575, \"sortino\": -0.18122440263628709}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.32666317782708, \"dd_pct\": -70.31067510153841, \"calmar\": -0.05936336787990513, \"cagr_pct\": -4.173878471937111, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 30.057675244010646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.09435468651172531, \"sortino\": 0.13075953469626392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -61.99370071169915, \"dd_pct\": -74.72058791144262, \"calmar\": -0.2287618353339939, \"cagr_pct\": -17.093218827856653, \"entries\": 133, \"exits\": 133, \"exposure_pct\": 53.79310344827586, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26321572258658493, \"sortino\": -0.3661172537208835}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.623463149449513, \"dd_pct\": -22.53532182398622, \"calmar\": -0.3317248960630046, \"cagr_pct\": -7.475527289808189, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 26.945244956772335, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.31093722347288316, \"sortino\": -0.48807647705038115}]", "Additional_Threshold_Budget": 0, "Total Trades": 192, "Total P&L %": -66.67860921132495, "Sharpe Ratio": -0.13047037300052575, "Sortino Ratio": -0.18122440263628709, "Calmar Ratio": -0.15497465883833947, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.50882862270844, "% In Market": 44.91201859229748, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05936336787990513, "Sub1_Sortino": 0.13075953469626392, "Sub1_Trades": 59, "Sub2_Calmar": -0.2287618353339939, "Sub2_Sortino": -0.3661172537208835, "Sub2_Trades": 133, "WFO_Score": -0.04937938291167214, "WFO_Min_Fold": -0.7068621254930866, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.496916, -0.706862, 1.097061, -0.090801]", "OOS_Total Trades": 4, "OOS_Total P&L %": -3.623463149449513, "OOS_Sortino Ratio": -0.48807647705038115, "OOS_Calmar Ratio": -0.3317248960630046, "OOS_Max Drawdown %": -22.53532182398622, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64c91d99079f1ce3bced5d50cab7cc10e84838a34c050ba5e13ee97b52898f44", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -600.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 329.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "23db62c812f82763bb8e7f2d26582b0ac0d8a65850aa427fc795a352cf285c6c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -24.9126740091425, \"dd_pct\": -50.16425322747916, \"calmar\": -0.4969157618825262, \"cagr_pct\": -24.92740811180078, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.17580692893878783, \"sortino\": -0.24340633413632295}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.8503982315941756, \"dd_pct\": -31.679586668326444, \"calmar\": -0.09003660550238864, \"cagr_pct\": -2.8523224473348385, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 26.232876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.07193658092685043, \"sortino\": 0.10462429822141942}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -31.16034055071054, \"dd_pct\": -44.1075319923969, \"calmar\": -0.7068621254930866, \"cagr_pct\": -31.17794381439999, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 50.06849315068494, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.3297162105376856, \"sortino\": -1.789285102692049}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.06503413935539, \"dd_pct\": -29.052042308558313, \"calmar\": 1.0970611584066818, \"cagr_pct\": 31.87186718910691, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9066795586785075, \"sortino\": 1.3187018380170246}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -3.909042326362233, \"dd_pct\": -43.07964880296944, \"calmar\": -0.09080080267775775, \"cagr_pct\": -3.9116666903855313, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 70.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.0726303527689838, \"sortino\": 0.10263209629582624}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -35.99822638204999, \"dd_pct\": -37.48938434125094, \"calmar\": -1.7610746735999867, \"cagr_pct\": -66.02160529223295, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 59.60264900662252, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5997566958389418, \"sortino\": -3.2491821605084645}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -66.67860921132495, \"dd_pct\": -80.50882862270844, \"calmar\": -0.15497465883833947, \"cagr_pct\": -12.476828249278581, \"entries\": 192, \"exits\": 192, \"exposure_pct\": 44.91201859229748, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13047037300052575, \"sortino\": -0.18122440263628709}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.32666317782708, \"dd_pct\": -70.31067510153841, \"calmar\": -0.05936336787990513, \"cagr_pct\": -4.173878471937111, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 30.057675244010646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.09435468651172531, \"sortino\": 0.13075953469626392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -61.99370071169915, \"dd_pct\": -74.72058791144262, \"calmar\": -0.2287618353339939, \"cagr_pct\": -17.093218827856653, \"entries\": 133, \"exits\": 133, \"exposure_pct\": 53.79310344827586, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26321572258658493, \"sortino\": -0.3661172537208835}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.623463149449513, \"dd_pct\": -22.53532182398622, \"calmar\": -0.3317248960630046, \"cagr_pct\": -7.475527289808189, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 26.945244956772335, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.31093722347288316, \"sortino\": -0.48807647705038115}]", "Additional_Threshold_Budget": 0, "Total Trades": 192, "Total P&L %": -66.67860921132495, "Sharpe Ratio": -0.13047037300052575, "Sortino Ratio": -0.18122440263628709, "Calmar Ratio": -0.15497465883833947, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.50882862270844, "% In Market": 44.91201859229748, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05936336787990513, "Sub1_Sortino": 0.13075953469626392, "Sub1_Trades": 59, "Sub2_Calmar": -0.2287618353339939, "Sub2_Sortino": -0.3661172537208835, "Sub2_Trades": 133, "WFO_Score": -0.04937938291167214, "WFO_Min_Fold": -0.7068621254930866, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.496916, -0.706862, 1.097061, -0.090801]", "OOS_Total Trades": 4, "OOS_Total P&L %": -3.623463149449513, "OOS_Sortino Ratio": -0.48807647705038115, "OOS_Calmar Ratio": -0.3317248960630046, "OOS_Max Drawdown %": -22.53532182398622, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64c91d99079f1ce3bced5d50cab7cc10e84838a34c050ba5e13ee97b52898f44", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -600.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 329.95, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "b6355d042c919837c02b49d8bab0901ada9a6fa78fd6256ccee10079bbc1d9fb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -24.9126740091425, \"dd_pct\": -50.16425322747916, \"calmar\": -0.4969157618825262, \"cagr_pct\": -24.92740811180078, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.17580692893878783, \"sortino\": -0.24340633413632295}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.8503982315941756, \"dd_pct\": -31.679586668326444, \"calmar\": -0.09003660550238864, \"cagr_pct\": -2.8523224473348385, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 26.232876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.07193658092685043, \"sortino\": 0.10462429822141942}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -31.16034055071054, \"dd_pct\": -44.1075319923969, \"calmar\": -0.7068621254930866, \"cagr_pct\": -31.17794381439999, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 50.06849315068494, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.3297162105376856, \"sortino\": -1.789285102692049}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.06503413935539, \"dd_pct\": -29.052042308558313, \"calmar\": 1.0970611584066818, \"cagr_pct\": 31.87186718910691, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9066795586785075, \"sortino\": 1.3187018380170246}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -3.909042326362233, \"dd_pct\": -43.07964880296944, \"calmar\": -0.09080080267775775, \"cagr_pct\": -3.9116666903855313, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 70.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.0726303527689838, \"sortino\": 0.10263209629582624}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -35.99822638204999, \"dd_pct\": -37.48938434125094, \"calmar\": -1.7610746735999867, \"cagr_pct\": -66.02160529223295, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 59.60264900662252, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5997566958389418, \"sortino\": -3.2491821605084645}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -66.67860921132495, \"dd_pct\": -80.50882862270844, \"calmar\": -0.15497465883833947, \"cagr_pct\": -12.476828249278581, \"entries\": 192, \"exits\": 192, \"exposure_pct\": 44.91201859229748, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13047037300052575, \"sortino\": -0.18122440263628709}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.32666317782708, \"dd_pct\": -70.31067510153841, \"calmar\": -0.05936336787990513, \"cagr_pct\": -4.173878471937111, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 30.057675244010646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.09435468651172531, \"sortino\": 0.13075953469626392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -61.99370071169915, \"dd_pct\": -74.72058791144262, \"calmar\": -0.2287618353339939, \"cagr_pct\": -17.093218827856653, \"entries\": 133, \"exits\": 133, \"exposure_pct\": 53.79310344827586, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26321572258658493, \"sortino\": -0.3661172537208835}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.623463149449513, \"dd_pct\": -22.53532182398622, \"calmar\": -0.3317248960630046, \"cagr_pct\": -7.475527289808189, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 26.945244956772335, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.31093722347288316, \"sortino\": -0.48807647705038115}]", "Additional_Threshold_Budget": 0, "Total Trades": 192, "Total P&L %": -66.67860921132495, "Sharpe Ratio": -0.13047037300052575, "Sortino Ratio": -0.18122440263628709, "Calmar Ratio": -0.15497465883833947, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.50882862270844, "% In Market": 44.91201859229748, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05936336787990513, "Sub1_Sortino": 0.13075953469626392, "Sub1_Trades": 59, "Sub2_Calmar": -0.2287618353339939, "Sub2_Sortino": -0.3661172537208835, "Sub2_Trades": 133, "WFO_Score": -0.04937938291167214, "WFO_Min_Fold": -0.7068621254930866, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.496916, -0.706862, 1.097061, -0.090801]", "OOS_Total Trades": 4, "OOS_Total P&L %": -3.623463149449513, "OOS_Sortino Ratio": -0.48807647705038115, "OOS_Calmar Ratio": -0.3317248960630046, "OOS_Max Drawdown %": -22.53532182398622, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64c91d99079f1ce3bced5d50cab7cc10e84838a34c050ba5e13ee97b52898f44", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -600.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 330.05, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "fb450f3fb7480a62c3df1eebfb466514a46723ccdeac7e630cb2b88c109b4f72", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -24.9126740091425, \"dd_pct\": -50.16425322747916, \"calmar\": -0.4969157618825262, \"cagr_pct\": -24.92740811180078, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.17580692893878783, \"sortino\": -0.24340633413632295}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.8503982315941756, \"dd_pct\": -31.679586668326444, \"calmar\": -0.09003660550238864, \"cagr_pct\": -2.8523224473348385, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 26.232876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.07193658092685043, \"sortino\": 0.10462429822141942}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -31.16034055071054, \"dd_pct\": -44.1075319923969, \"calmar\": -0.7068621254930866, \"cagr_pct\": -31.17794381439999, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 50.06849315068494, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.3297162105376856, \"sortino\": -1.789285102692049}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.06503413935539, \"dd_pct\": -29.052042308558313, \"calmar\": 1.0970611584066818, \"cagr_pct\": 31.87186718910691, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9066795586785075, \"sortino\": 1.3187018380170246}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -3.909042326362233, \"dd_pct\": -43.07964880296944, \"calmar\": -0.09080080267775775, \"cagr_pct\": -3.9116666903855313, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 70.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.0726303527689838, \"sortino\": 0.10263209629582624}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -35.99822638204999, \"dd_pct\": -37.48938434125094, \"calmar\": -1.7610746735999867, \"cagr_pct\": -66.02160529223295, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 59.60264900662252, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5997566958389418, \"sortino\": -3.2491821605084645}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -66.67860921132495, \"dd_pct\": -80.50882862270844, \"calmar\": -0.15497465883833947, \"cagr_pct\": -12.476828249278581, \"entries\": 192, \"exits\": 192, \"exposure_pct\": 44.91201859229748, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13047037300052575, \"sortino\": -0.18122440263628709}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.32666317782708, \"dd_pct\": -70.31067510153841, \"calmar\": -0.05936336787990513, \"cagr_pct\": -4.173878471937111, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 30.057675244010646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.09435468651172531, \"sortino\": 0.13075953469626392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -61.99370071169915, \"dd_pct\": -74.72058791144262, \"calmar\": -0.2287618353339939, \"cagr_pct\": -17.093218827856653, \"entries\": 133, \"exits\": 133, \"exposure_pct\": 53.79310344827586, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26321572258658493, \"sortino\": -0.3661172537208835}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.623463149449513, \"dd_pct\": -22.53532182398622, \"calmar\": -0.3317248960630046, \"cagr_pct\": -7.475527289808189, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 26.945244956772335, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.31093722347288316, \"sortino\": -0.48807647705038115}]", "Additional_Threshold_Budget": 0, "Total Trades": 192, "Total P&L %": -66.67860921132495, "Sharpe Ratio": -0.13047037300052575, "Sortino Ratio": -0.18122440263628709, "Calmar Ratio": -0.15497465883833947, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.50882862270844, "% In Market": 44.91201859229748, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05936336787990513, "Sub1_Sortino": 0.13075953469626392, "Sub1_Trades": 59, "Sub2_Calmar": -0.2287618353339939, "Sub2_Sortino": -0.3661172537208835, "Sub2_Trades": 133, "WFO_Score": -0.04937938291167214, "WFO_Min_Fold": -0.7068621254930866, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.496916, -0.706862, 1.097061, -0.090801]", "OOS_Total Trades": 4, "OOS_Total P&L %": -3.623463149449513, "OOS_Sortino Ratio": -0.48807647705038115, "OOS_Calmar Ratio": -0.3317248960630046, "OOS_Max Drawdown %": -22.53532182398622, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64c91d99079f1ce3bced5d50cab7cc10e84838a34c050ba5e13ee97b52898f44", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -600.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 331.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "80c4cc8b85e97941be41f8213b58851036b660d0d7f1982c0e896bcab6f569a2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -24.9126740091425, \"dd_pct\": -50.16425322747916, \"calmar\": -0.4969157618825262, \"cagr_pct\": -24.92740811180078, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.17580692893878783, \"sortino\": -0.24340633413632295}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.8503982315941756, \"dd_pct\": -31.679586668326444, \"calmar\": -0.09003660550238864, \"cagr_pct\": -2.8523224473348385, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 26.232876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.07193658092685043, \"sortino\": 0.10462429822141942}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -31.16034055071054, \"dd_pct\": -44.1075319923969, \"calmar\": -0.7068621254930866, \"cagr_pct\": -31.17794381439999, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 50.06849315068494, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.3297162105376856, \"sortino\": -1.789285102692049}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.06503413935539, \"dd_pct\": -29.052042308558313, \"calmar\": 1.0970611584066818, \"cagr_pct\": 31.87186718910691, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9066795586785075, \"sortino\": 1.3187018380170246}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -3.909042326362233, \"dd_pct\": -43.07964880296944, \"calmar\": -0.09080080267775775, \"cagr_pct\": -3.9116666903855313, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 70.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.0726303527689838, \"sortino\": 0.10263209629582624}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -35.99822638204999, \"dd_pct\": -37.48938434125094, \"calmar\": -1.7610746735999867, \"cagr_pct\": -66.02160529223295, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 59.60264900662252, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5997566958389418, \"sortino\": -3.2491821605084645}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -66.67860921132495, \"dd_pct\": -80.50882862270844, \"calmar\": -0.15497465883833947, \"cagr_pct\": -12.476828249278581, \"entries\": 192, \"exits\": 192, \"exposure_pct\": 44.91201859229748, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13047037300052575, \"sortino\": -0.18122440263628709}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.32666317782708, \"dd_pct\": -70.31067510153841, \"calmar\": -0.05936336787990513, \"cagr_pct\": -4.173878471937111, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 30.057675244010646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.09435468651172531, \"sortino\": 0.13075953469626392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -61.99370071169915, \"dd_pct\": -74.72058791144262, \"calmar\": -0.2287618353339939, \"cagr_pct\": -17.093218827856653, \"entries\": 133, \"exits\": 133, \"exposure_pct\": 53.79310344827586, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26321572258658493, \"sortino\": -0.3661172537208835}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.623463149449513, \"dd_pct\": -22.53532182398622, \"calmar\": -0.3317248960630046, \"cagr_pct\": -7.475527289808189, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 26.945244956772335, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.31093722347288316, \"sortino\": -0.48807647705038115}]", "Additional_Threshold_Budget": 0, "Total Trades": 192, "Total P&L %": -66.67860921132495, "Sharpe Ratio": -0.13047037300052575, "Sortino Ratio": -0.18122440263628709, "Calmar Ratio": -0.15497465883833947, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.50882862270844, "% In Market": 44.91201859229748, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05936336787990513, "Sub1_Sortino": 0.13075953469626392, "Sub1_Trades": 59, "Sub2_Calmar": -0.2287618353339939, "Sub2_Sortino": -0.3661172537208835, "Sub2_Trades": 133, "WFO_Score": -0.04937938291167214, "WFO_Min_Fold": -0.7068621254930866, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.496916, -0.706862, 1.097061, -0.090801]", "OOS_Total Trades": 4, "OOS_Total P&L %": -3.623463149449513, "OOS_Sortino Ratio": -0.48807647705038115, "OOS_Calmar Ratio": -0.3317248960630046, "OOS_Max Drawdown %": -22.53532182398622, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64c91d99079f1ce3bced5d50cab7cc10e84838a34c050ba5e13ee97b52898f44", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 430.0, "i_long_exit_activation_threshold": 700.0, "i_long_exit_activation_confirmation_threshold": 300.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "2ff3523698ed022d22f052de2c747911a5ffa8de47591cc7a016a9d3ec0e3fc0", "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\": 1.1202141124577736, \"dd_pct\": -8.19172494014614, \"calmar\": 0.13684366541932175, \"cagr_pct\": 1.1209856669164717, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.15270482091317167, \"sortino\": 0.21428360661027063}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.11773017115183175, \"cagr_pct\": 5.875884684415986, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 27.13313413014608, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3517328475526446, \"sortino\": 0.5029464226984179}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.19139730350904643, \"cagr_pct\": 9.552593641242032, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 43.35543766578249, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4446158618911087, \"sortino\": 0.6357604830527731}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 60.13511451343394, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.909760827902815, "% In Market": 27.13313413014608, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3435702c35d844844aa2a696ba986596c8bf9cc93c910bece32d899b418b6d68", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 429.0, "i_long_exit_activation_threshold": 700.0, "i_long_exit_activation_confirmation_threshold": 300.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "d0b822f3341fcec9903281d423f5ece0a88e71a6d93d3e25b0920a4e867de36d", "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\": 1.1202141124577736, \"dd_pct\": -8.19172494014614, \"calmar\": 0.13684366541932175, \"cagr_pct\": 1.1209856669164717, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.15270482091317167, \"sortino\": 0.21428360661027063}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.11773017115183175, \"cagr_pct\": 5.875884684415986, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 27.13313413014608, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3517328475526446, \"sortino\": 0.5029464226984179}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.19139730350904643, \"cagr_pct\": 9.552593641242032, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 43.35543766578249, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4446158618911087, \"sortino\": 0.6357604830527731}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 60.13511451343394, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.909760827902815, "% In Market": 27.13313413014608, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3435702c35d844844aa2a696ba986596c8bf9cc93c910bece32d899b418b6d68", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 429.95, "i_long_exit_activation_threshold": 700.0, "i_long_exit_activation_confirmation_threshold": 300.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "e26fb0c89290e989b092aff639b13c09923b8324a1da0edec20aba545cb5b057", "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\": 1.1202141124577736, \"dd_pct\": -8.19172494014614, \"calmar\": 0.13684366541932175, \"cagr_pct\": 1.1209856669164717, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.15270482091317167, \"sortino\": 0.21428360661027063}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.11773017115183175, \"cagr_pct\": 5.875884684415986, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 27.13313413014608, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3517328475526446, \"sortino\": 0.5029464226984179}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.19139730350904643, \"cagr_pct\": 9.552593641242032, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 43.35543766578249, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4446158618911087, \"sortino\": 0.6357604830527731}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 60.13511451343394, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.909760827902815, "% In Market": 27.13313413014608, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3435702c35d844844aa2a696ba986596c8bf9cc93c910bece32d899b418b6d68", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 430.05, "i_long_exit_activation_threshold": 700.0, "i_long_exit_activation_confirmation_threshold": 300.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "51d185c9773e5721ab36b7b9e8c1f9d389e493f512f74dad7a2a9773d7ec27cc", "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\": 1.1202141124577736, \"dd_pct\": -8.19172494014614, \"calmar\": 0.13684366541932175, \"cagr_pct\": 1.1209856669164717, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.15270482091317167, \"sortino\": 0.21428360661027063}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.11773017115183175, \"cagr_pct\": 5.875884684415986, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 27.13313413014608, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3517328475526446, \"sortino\": 0.5029464226984179}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.19139730350904643, \"cagr_pct\": 9.552593641242032, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 43.35543766578249, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4446158618911087, \"sortino\": 0.6357604830527731}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 60.13511451343394, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.909760827902815, "% In Market": 27.13313413014608, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3435702c35d844844aa2a696ba986596c8bf9cc93c910bece32d899b418b6d68", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 431.0, "i_long_exit_activation_threshold": 700.0, "i_long_exit_activation_confirmation_threshold": 300.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "6aa86113a7793691eb1822001cc8fc8d984c2abe0db42591c682a9196de1ca8a", "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\": 1.1202141124577736, \"dd_pct\": -8.19172494014614, \"calmar\": 0.13684366541932175, \"cagr_pct\": 1.1209856669164717, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.15270482091317167, \"sortino\": 0.21428360661027063}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.11773017115183175, \"cagr_pct\": 5.875884684415986, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 27.13313413014608, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3517328475526446, \"sortino\": 0.5029464226984179}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.19139730350904643, \"cagr_pct\": 9.552593641242032, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 43.35543766578249, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4446158618911087, \"sortino\": 0.6357604830527731}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 60.13511451343394, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.909760827902815, "% In Market": 27.13313413014608, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3435702c35d844844aa2a696ba986596c8bf9cc93c910bece32d899b418b6d68", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 430.0, "i_long_exit_activation_threshold": 699.0, "i_long_exit_activation_confirmation_threshold": 300.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "a8402fbbc1c6dca7ff47ea0fd60c7fc2c4f3b1df8a06cc8dd9d854536ef9e0d9", "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\": 1.1202141124577736, \"dd_pct\": -8.19172494014614, \"calmar\": 0.13684366541932175, \"cagr_pct\": 1.1209856669164717, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.15270482091317167, \"sortino\": 0.21428360661027063}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.11773017115183175, \"cagr_pct\": 5.875884684415986, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 27.13313413014608, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3517328475526446, \"sortino\": 0.5029464226984179}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.19139730350904643, \"cagr_pct\": 9.552593641242032, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 43.35543766578249, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4446158618911087, \"sortino\": 0.6357604830527731}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 60.13511451343394, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.909760827902815, "% In Market": 27.13313413014608, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3435702c35d844844aa2a696ba986596c8bf9cc93c910bece32d899b418b6d68", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 430.0, "i_long_exit_activation_threshold": 699.95, "i_long_exit_activation_confirmation_threshold": 300.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "925e0e949d52115103dcf650610ce29e6b63b2d3f28d75a1ada16c71df327ba9", "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\": 1.1202141124577736, \"dd_pct\": -8.19172494014614, \"calmar\": 0.13684366541932175, \"cagr_pct\": 1.1209856669164717, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.15270482091317167, \"sortino\": 0.21428360661027063}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.11773017115183175, \"cagr_pct\": 5.875884684415986, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 27.13313413014608, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3517328475526446, \"sortino\": 0.5029464226984179}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.19139730350904643, \"cagr_pct\": 9.552593641242032, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 43.35543766578249, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4446158618911087, \"sortino\": 0.6357604830527731}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 60.13511451343394, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.909760827902815, "% In Market": 27.13313413014608, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3435702c35d844844aa2a696ba986596c8bf9cc93c910bece32d899b418b6d68", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 430.0, "i_long_exit_activation_threshold": 700.05, "i_long_exit_activation_confirmation_threshold": 300.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "f0f4b035188435dac70e9c3e90b5d92a1ff7d7a76b43abfffe44129f0c250ce7", "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\": 1.1202141124577736, \"dd_pct\": -8.19172494014614, \"calmar\": 0.13684366541932175, \"cagr_pct\": 1.1209856669164717, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.15270482091317167, \"sortino\": 0.21428360661027063}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.11773017115183175, \"cagr_pct\": 5.875884684415986, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 27.13313413014608, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3517328475526446, \"sortino\": 0.5029464226984179}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.19139730350904643, \"cagr_pct\": 9.552593641242032, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 43.35543766578249, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4446158618911087, \"sortino\": 0.6357604830527731}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 60.13511451343394, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.909760827902815, "% In Market": 27.13313413014608, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3435702c35d844844aa2a696ba986596c8bf9cc93c910bece32d899b418b6d68", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 430.0, "i_long_exit_activation_threshold": 701.0, "i_long_exit_activation_confirmation_threshold": 300.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "92f91421dcce67ee89f175825b22a4aedb5704097976f652ba170ed385b7595c", "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\": 1.1202141124577736, \"dd_pct\": -8.19172494014614, \"calmar\": 0.13684366541932175, \"cagr_pct\": 1.1209856669164717, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.15270482091317167, \"sortino\": 0.21428360661027063}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.11773017115183175, \"cagr_pct\": 5.875884684415986, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 27.13313413014608, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3517328475526446, \"sortino\": 0.5029464226984179}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.19139730350904643, \"cagr_pct\": 9.552593641242032, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 43.35543766578249, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4446158618911087, \"sortino\": 0.6357604830527731}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 60.13511451343394, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.909760827902815, "% In Market": 27.13313413014608, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3435702c35d844844aa2a696ba986596c8bf9cc93c910bece32d899b418b6d68", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 430.0, "i_long_exit_activation_threshold": 700.0, "i_long_exit_activation_confirmation_threshold": 299.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "a6c7b8e4f0274a6890c638ade1b6dec1c4da2d408ac016af4113b6efc9738208", "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\": 1.1202141124577736, \"dd_pct\": -8.19172494014614, \"calmar\": 0.13684366541932175, \"cagr_pct\": 1.1209856669164717, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.15270482091317167, \"sortino\": 0.21428360661027063}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.11773017115183175, \"cagr_pct\": 5.875884684415986, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 27.13313413014608, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3517328475526446, \"sortino\": 0.5029464226984179}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.19139730350904643, \"cagr_pct\": 9.552593641242032, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 43.35543766578249, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4446158618911087, \"sortino\": 0.6357604830527731}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 60.13511451343394, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.909760827902815, "% In Market": 27.13313413014608, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3435702c35d844844aa2a696ba986596c8bf9cc93c910bece32d899b418b6d68", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 430.0, "i_long_exit_activation_threshold": 700.0, "i_long_exit_activation_confirmation_threshold": 299.95, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "e93b3cb5c295b1ffc62ddbcf36e03a0ff450c8c8d8e39279831a16db21082196", "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\": 1.1202141124577736, \"dd_pct\": -8.19172494014614, \"calmar\": 0.13684366541932175, \"cagr_pct\": 1.1209856669164717, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.15270482091317167, \"sortino\": 0.21428360661027063}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.11773017115183175, \"cagr_pct\": 5.875884684415986, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 27.13313413014608, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3517328475526446, \"sortino\": 0.5029464226984179}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.19139730350904643, \"cagr_pct\": 9.552593641242032, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 43.35543766578249, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4446158618911087, \"sortino\": 0.6357604830527731}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 60.13511451343394, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.909760827902815, "% In Market": 27.13313413014608, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3435702c35d844844aa2a696ba986596c8bf9cc93c910bece32d899b418b6d68", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 430.0, "i_long_exit_activation_threshold": 700.0, "i_long_exit_activation_confirmation_threshold": 300.05, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "f9c9311926332562682865b7debd1c337b8796bf877056ee61d5d73dcffa556d", "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\": 1.1202141124577736, \"dd_pct\": -8.19172494014614, \"calmar\": 0.13684366541932175, \"cagr_pct\": 1.1209856669164717, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.15270482091317167, \"sortino\": 0.21428360661027063}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.11773017115183175, \"cagr_pct\": 5.875884684415986, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 27.13313413014608, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3517328475526446, \"sortino\": 0.5029464226984179}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.19139730350904643, \"cagr_pct\": 9.552593641242032, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 43.35543766578249, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4446158618911087, \"sortino\": 0.6357604830527731}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 60.13511451343394, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.909760827902815, "% In Market": 27.13313413014608, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3435702c35d844844aa2a696ba986596c8bf9cc93c910bece32d899b418b6d68", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 430.0, "i_long_exit_activation_threshold": 700.0, "i_long_exit_activation_confirmation_threshold": 301.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "5cbd47d4453cce621afd3290d3f0cf41e9857120ce68a8ce11a44eaf7ccb5961", "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\": 1.1202141124577736, \"dd_pct\": -8.19172494014614, \"calmar\": 0.13684366541932175, \"cagr_pct\": 1.1209856669164717, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.15270482091317167, \"sortino\": 0.21428360661027063}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.11773017115183175, \"cagr_pct\": 5.875884684415986, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 27.13313413014608, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3517328475526446, \"sortino\": 0.5029464226984179}, {\"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\": 60.13511451343394, \"dd_pct\": -49.909760827902815, \"calmar\": 0.19139730350904643, \"cagr_pct\": 9.552593641242032, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 43.35543766578249, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4446158618911087, \"sortino\": 0.6357604830527731}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 60.13511451343394, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.909760827902815, "% In Market": 27.13313413014608, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3435702c35d844844aa2a696ba986596c8bf9cc93c910bece32d899b418b6d68", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 240.0, "i_long_exit_activation_threshold": -100.0, "i_long_exit_activation_confirmation_threshold": 260.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "b6568ee37b7c9a6d44c15c42b157b26068ff86e403f8b7ce352737821c770ad2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -7.528489902889978, \"dd_pct\": -8.9475051173873, \"calmar\": -0.8419606364822475, \"cagr_pct\": -7.533447103563577, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0601174192683425, \"sortino\": -1.1602035218947249}, {\"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\": -3.8239131582005204, \"dd_pct\": -5.469185904370288, \"calmar\": -0.6996437097257328, \"cagr_pct\": -3.8264815153133154, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6199835719942888, \"sortino\": -0.8690790886276163}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.616861277728228, \"dd_pct\": -2.7259647064911796, \"calmar\": 4.776518487872422, \"cagr_pct\": 13.02062081784284, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.4598540145985401, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5015803176814522, \"sortino\": 4.3413409636007225}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.592411352249172, \"dd_pct\": -1.912184342744505, \"calmar\": 3.450019083030566, \"cagr_pct\": 6.597072472740803, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2544642396010453, \"sortino\": 4.21586321216863}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.323169796105987, \"dd_pct\": -25.28252005542977, \"calmar\": 0.029517751692126958, \"cagr_pct\": 0.7462831491473958, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 0.7221115537848605, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1373125185929357, \"sortino\": 0.22637439223422906}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.3173335158909625, \"dd_pct\": -15.967335588259857, \"calmar\": 0.04667147378342314, \"cagr_pct\": 0.7452190842985892, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.4880212954747116, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1243377365640753, \"sortino\": 0.21383042686353268}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.915110121192522, \"dd_pct\": -12.218227712203744, \"calmar\": 0.06113156122605212, \"cagr_pct\": 0.74691933546243, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 0.8620689655172413, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1592163309082413, \"sortino\": 0.24645796239287932}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 6.323169796105987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -25.28252005542977, "% In Market": 0.7221115537848605, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06113156122605212, "Sub2_Sortino": 0.24645796239287932, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8bf656a84264bcfd6dba20b5188136db52299d7b1599d541c532b5cb2ec785f4", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 239.0, "i_long_exit_activation_threshold": -100.0, "i_long_exit_activation_confirmation_threshold": 260.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "edae459b6fd708342509de9d63657ae8a6943e5276fadf9310d999bfc85e4bbb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -7.528489902889978, \"dd_pct\": -8.9475051173873, \"calmar\": -0.8419606364822475, \"cagr_pct\": -7.533447103563577, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0601174192683425, \"sortino\": -1.1602035218947249}, {\"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\": -3.8239131582005204, \"dd_pct\": -5.469185904370288, \"calmar\": -0.6996437097257328, \"cagr_pct\": -3.8264815153133154, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6199835719942888, \"sortino\": -0.8690790886276163}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.616861277728228, \"dd_pct\": -2.7259647064911796, \"calmar\": 4.776518487872422, \"cagr_pct\": 13.02062081784284, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.4598540145985401, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5015803176814522, \"sortino\": 4.3413409636007225}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.592411352249172, \"dd_pct\": -1.912184342744505, \"calmar\": 3.450019083030566, \"cagr_pct\": 6.597072472740803, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2544642396010453, \"sortino\": 4.21586321216863}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.323169796105987, \"dd_pct\": -25.28252005542977, \"calmar\": 0.029517751692126958, \"cagr_pct\": 0.7462831491473958, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 0.7221115537848605, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1373125185929357, \"sortino\": 0.22637439223422906}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.3173335158909625, \"dd_pct\": -15.967335588259857, \"calmar\": 0.04667147378342314, \"cagr_pct\": 0.7452190842985892, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.4880212954747116, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1243377365640753, \"sortino\": 0.21383042686353268}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.915110121192522, \"dd_pct\": -12.218227712203744, \"calmar\": 0.06113156122605212, \"cagr_pct\": 0.74691933546243, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 0.8620689655172413, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1592163309082413, \"sortino\": 0.24645796239287932}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 6.323169796105987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -25.28252005542977, "% In Market": 0.7221115537848605, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06113156122605212, "Sub2_Sortino": 0.24645796239287932, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8bf656a84264bcfd6dba20b5188136db52299d7b1599d541c532b5cb2ec785f4", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 239.95, "i_long_exit_activation_threshold": -100.0, "i_long_exit_activation_confirmation_threshold": 260.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "fb96ba380b67eea1deead679fc50263619cf52b33ad7c50c0d0de92572dbbae8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -7.528489902889978, \"dd_pct\": -8.9475051173873, \"calmar\": -0.8419606364822475, \"cagr_pct\": -7.533447103563577, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0601174192683425, \"sortino\": -1.1602035218947249}, {\"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\": -3.8239131582005204, \"dd_pct\": -5.469185904370288, \"calmar\": -0.6996437097257328, \"cagr_pct\": -3.8264815153133154, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6199835719942888, \"sortino\": -0.8690790886276163}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.616861277728228, \"dd_pct\": -2.7259647064911796, \"calmar\": 4.776518487872422, \"cagr_pct\": 13.02062081784284, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.4598540145985401, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5015803176814522, \"sortino\": 4.3413409636007225}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.592411352249172, \"dd_pct\": -1.912184342744505, \"calmar\": 3.450019083030566, \"cagr_pct\": 6.597072472740803, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2544642396010453, \"sortino\": 4.21586321216863}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.323169796105987, \"dd_pct\": -25.28252005542977, \"calmar\": 0.029517751692126958, \"cagr_pct\": 0.7462831491473958, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 0.7221115537848605, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1373125185929357, \"sortino\": 0.22637439223422906}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.3173335158909625, \"dd_pct\": -15.967335588259857, \"calmar\": 0.04667147378342314, \"cagr_pct\": 0.7452190842985892, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.4880212954747116, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1243377365640753, \"sortino\": 0.21383042686353268}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.915110121192522, \"dd_pct\": -12.218227712203744, \"calmar\": 0.06113156122605212, \"cagr_pct\": 0.74691933546243, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 0.8620689655172413, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1592163309082413, \"sortino\": 0.24645796239287932}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 6.323169796105987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -25.28252005542977, "% In Market": 0.7221115537848605, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06113156122605212, "Sub2_Sortino": 0.24645796239287932, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8bf656a84264bcfd6dba20b5188136db52299d7b1599d541c532b5cb2ec785f4", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 240.05, "i_long_exit_activation_threshold": -100.0, "i_long_exit_activation_confirmation_threshold": 260.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "e2873f36dea412d6da6ffe1cfd3da4c1d9ba41d558abb1d077529f21b6887a03", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -7.528489902889978, \"dd_pct\": -8.9475051173873, \"calmar\": -0.8419606364822475, \"cagr_pct\": -7.533447103563577, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0601174192683425, \"sortino\": -1.1602035218947249}, {\"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\": -3.8239131582005204, \"dd_pct\": -5.469185904370288, \"calmar\": -0.6996437097257328, \"cagr_pct\": -3.8264815153133154, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6199835719942888, \"sortino\": -0.8690790886276163}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.616861277728228, \"dd_pct\": -2.7259647064911796, \"calmar\": 4.776518487872422, \"cagr_pct\": 13.02062081784284, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.4598540145985401, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5015803176814522, \"sortino\": 4.3413409636007225}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.592411352249172, \"dd_pct\": -1.912184342744505, \"calmar\": 3.450019083030566, \"cagr_pct\": 6.597072472740803, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2544642396010453, \"sortino\": 4.21586321216863}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.323169796105987, \"dd_pct\": -25.28252005542977, \"calmar\": 0.029517751692126958, \"cagr_pct\": 0.7462831491473958, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 0.7221115537848605, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1373125185929357, \"sortino\": 0.22637439223422906}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.3173335158909625, \"dd_pct\": -15.967335588259857, \"calmar\": 0.04667147378342314, \"cagr_pct\": 0.7452190842985892, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.4880212954747116, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1243377365640753, \"sortino\": 0.21383042686353268}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.915110121192522, \"dd_pct\": -12.218227712203744, \"calmar\": 0.06113156122605212, \"cagr_pct\": 0.74691933546243, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 0.8620689655172413, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1592163309082413, \"sortino\": 0.24645796239287932}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 6.323169796105987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -25.28252005542977, "% In Market": 0.7221115537848605, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06113156122605212, "Sub2_Sortino": 0.24645796239287932, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8bf656a84264bcfd6dba20b5188136db52299d7b1599d541c532b5cb2ec785f4", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 241.0, "i_long_exit_activation_threshold": -100.0, "i_long_exit_activation_confirmation_threshold": 260.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "0466d0887d2d7eb56d51ece4412bf3295fb9a9be72be013dcdf8ef5428cf48ba", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -7.528489902889978, \"dd_pct\": -8.9475051173873, \"calmar\": -0.8419606364822475, \"cagr_pct\": -7.533447103563577, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0601174192683425, \"sortino\": -1.1602035218947249}, {\"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\": -3.265250637623063, \"dd_pct\": -5.469185904370288, \"calmar\": -0.5974289822157189, \"cagr_pct\": -3.267450168396498, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 1.9178082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5413666277191442, \"sortino\": -0.7829308713532056}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.616861277728228, \"dd_pct\": -2.7259647064911796, \"calmar\": 4.776518487872422, \"cagr_pct\": 13.02062081784284, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.4598540145985401, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5015803176814522, \"sortino\": 4.3413409636007225}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.592411352249172, \"dd_pct\": -1.912184342744505, \"calmar\": 3.450019083030566, \"cagr_pct\": 6.597072472740803, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2544642396010453, \"sortino\": 4.21586321216863}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.940774150624818, \"dd_pct\": -24.84850514540654, \"calmar\": 0.03288198205556403, \"cagr_pct\": 0.8170681002988484, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 0.7304116865869853, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14706157779177853, \"sortino\": 0.2434538969500702}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.3173335158909625, \"dd_pct\": -15.967335588259857, \"calmar\": 0.04667147378342314, \"cagr_pct\": 0.7452190842985892, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.4880212954747116, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1243377365640753, \"sortino\": 0.21383042686353268}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.5187266671837145, \"dd_pct\": -11.708325638024697, \"calmar\": 0.07345623495274134, \"cagr_pct\": 0.8600495189699473, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 0.8753315649867375, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17973716785426272, \"sortino\": 0.28076125793872264}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 6.940774150624818, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -24.84850514540654, "% In Market": 0.7304116865869853, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.07345623495274134, "Sub2_Sortino": 0.28076125793872264, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8bf656a84264bcfd6dba20b5188136db52299d7b1599d541c532b5cb2ec785f4", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 240.0, "i_long_exit_activation_threshold": -101.0, "i_long_exit_activation_confirmation_threshold": 260.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "5b1a81cc8619279f3462902dbc82cf241e2ced2f8cc39adc479f0c857502349e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -7.528489902889978, \"dd_pct\": -8.9475051173873, \"calmar\": -0.8419606364822475, \"cagr_pct\": -7.533447103563577, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0601174192683425, \"sortino\": -1.1602035218947249}, {\"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\": -3.8239131582005204, \"dd_pct\": -5.469185904370288, \"calmar\": -0.6996437097257328, \"cagr_pct\": -3.8264815153133154, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6199835719942888, \"sortino\": -0.8690790886276163}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.616861277728228, \"dd_pct\": -2.7259647064911796, \"calmar\": 4.776518487872422, \"cagr_pct\": 13.02062081784284, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.4598540145985401, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5015803176814522, \"sortino\": 4.3413409636007225}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.592411352249172, \"dd_pct\": -1.912184342744505, \"calmar\": 3.450019083030566, \"cagr_pct\": 6.597072472740803, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2544642396010453, \"sortino\": 4.21586321216863}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.323169796105987, \"dd_pct\": -25.28252005542977, \"calmar\": 0.029517751692126958, \"cagr_pct\": 0.7462831491473958, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 0.7221115537848605, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1373125185929357, \"sortino\": 0.22637439223422906}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.3173335158909625, \"dd_pct\": -15.967335588259857, \"calmar\": 0.04667147378342314, \"cagr_pct\": 0.7452190842985892, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.4880212954747116, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1243377365640753, \"sortino\": 0.21383042686353268}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.915110121192522, \"dd_pct\": -12.218227712203744, \"calmar\": 0.06113156122605212, \"cagr_pct\": 0.74691933546243, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 0.8620689655172413, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1592163309082413, \"sortino\": 0.24645796239287932}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 6.323169796105987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -25.28252005542977, "% In Market": 0.7221115537848605, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06113156122605212, "Sub2_Sortino": 0.24645796239287932, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8bf656a84264bcfd6dba20b5188136db52299d7b1599d541c532b5cb2ec785f4", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 240.0, "i_long_exit_activation_threshold": -100.05, "i_long_exit_activation_confirmation_threshold": 260.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "b645a52519ca2894ef1217b111ceb380d4007bfdbe55d95b5640613291ae80fc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -7.528489902889978, \"dd_pct\": -8.9475051173873, \"calmar\": -0.8419606364822475, \"cagr_pct\": -7.533447103563577, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0601174192683425, \"sortino\": -1.1602035218947249}, {\"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\": -3.8239131582005204, \"dd_pct\": -5.469185904370288, \"calmar\": -0.6996437097257328, \"cagr_pct\": -3.8264815153133154, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6199835719942888, \"sortino\": -0.8690790886276163}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.616861277728228, \"dd_pct\": -2.7259647064911796, \"calmar\": 4.776518487872422, \"cagr_pct\": 13.02062081784284, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.4598540145985401, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5015803176814522, \"sortino\": 4.3413409636007225}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.592411352249172, \"dd_pct\": -1.912184342744505, \"calmar\": 3.450019083030566, \"cagr_pct\": 6.597072472740803, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2544642396010453, \"sortino\": 4.21586321216863}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.323169796105987, \"dd_pct\": -25.28252005542977, \"calmar\": 0.029517751692126958, \"cagr_pct\": 0.7462831491473958, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 0.7221115537848605, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1373125185929357, \"sortino\": 0.22637439223422906}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.3173335158909625, \"dd_pct\": -15.967335588259857, \"calmar\": 0.04667147378342314, \"cagr_pct\": 0.7452190842985892, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.4880212954747116, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1243377365640753, \"sortino\": 0.21383042686353268}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.915110121192522, \"dd_pct\": -12.218227712203744, \"calmar\": 0.06113156122605212, \"cagr_pct\": 0.74691933546243, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 0.8620689655172413, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1592163309082413, \"sortino\": 0.24645796239287932}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 6.323169796105987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -25.28252005542977, "% In Market": 0.7221115537848605, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06113156122605212, "Sub2_Sortino": 0.24645796239287932, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8bf656a84264bcfd6dba20b5188136db52299d7b1599d541c532b5cb2ec785f4", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 240.0, "i_long_exit_activation_threshold": -99.95, "i_long_exit_activation_confirmation_threshold": 260.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "086e17e3db6367572bf126cbb784e8390c5c99a96877a3ee602fe1726f9c10c2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -7.528489902889978, \"dd_pct\": -8.9475051173873, \"calmar\": -0.8419606364822475, \"cagr_pct\": -7.533447103563577, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0601174192683425, \"sortino\": -1.1602035218947249}, {\"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\": -3.8239131582005204, \"dd_pct\": -5.469185904370288, \"calmar\": -0.6996437097257328, \"cagr_pct\": -3.8264815153133154, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6199835719942888, \"sortino\": -0.8690790886276163}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.616861277728228, \"dd_pct\": -2.7259647064911796, \"calmar\": 4.776518487872422, \"cagr_pct\": 13.02062081784284, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.4598540145985401, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5015803176814522, \"sortino\": 4.3413409636007225}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.592411352249172, \"dd_pct\": -1.912184342744505, \"calmar\": 3.450019083030566, \"cagr_pct\": 6.597072472740803, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2544642396010453, \"sortino\": 4.21586321216863}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.323169796105987, \"dd_pct\": -25.28252005542977, \"calmar\": 0.029517751692126958, \"cagr_pct\": 0.7462831491473958, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 0.7221115537848605, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1373125185929357, \"sortino\": 0.22637439223422906}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.3173335158909625, \"dd_pct\": -15.967335588259857, \"calmar\": 0.04667147378342314, \"cagr_pct\": 0.7452190842985892, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.4880212954747116, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1243377365640753, \"sortino\": 0.21383042686353268}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.915110121192522, \"dd_pct\": -12.218227712203744, \"calmar\": 0.06113156122605212, \"cagr_pct\": 0.74691933546243, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 0.8620689655172413, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1592163309082413, \"sortino\": 0.24645796239287932}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 6.323169796105987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -25.28252005542977, "% In Market": 0.7221115537848605, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06113156122605212, "Sub2_Sortino": 0.24645796239287932, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8bf656a84264bcfd6dba20b5188136db52299d7b1599d541c532b5cb2ec785f4", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 240.0, "i_long_exit_activation_threshold": -99.0, "i_long_exit_activation_confirmation_threshold": 260.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "35b0da5cba8a2003765735a80d8d9619a4faf1be23a3df61050ab85a5c04ccef", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -7.528489902889978, \"dd_pct\": -8.9475051173873, \"calmar\": -0.8419606364822475, \"cagr_pct\": -7.533447103563577, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0601174192683425, \"sortino\": -1.1602035218947249}, {\"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\": -3.8239131582005204, \"dd_pct\": -5.469185904370288, \"calmar\": -0.6996437097257328, \"cagr_pct\": -3.8264815153133154, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6199835719942888, \"sortino\": -0.8690790886276163}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.616861277728228, \"dd_pct\": -2.7259647064911796, \"calmar\": 4.776518487872422, \"cagr_pct\": 13.02062081784284, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.4598540145985401, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5015803176814522, \"sortino\": 4.3413409636007225}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.592411352249172, \"dd_pct\": -1.912184342744505, \"calmar\": 3.450019083030566, \"cagr_pct\": 6.597072472740803, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2544642396010453, \"sortino\": 4.21586321216863}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.323169796105987, \"dd_pct\": -25.28252005542977, \"calmar\": 0.029517751692126958, \"cagr_pct\": 0.7462831491473958, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 0.7221115537848605, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1373125185929357, \"sortino\": 0.22637439223422906}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.3173335158909625, \"dd_pct\": -15.967335588259857, \"calmar\": 0.04667147378342314, \"cagr_pct\": 0.7452190842985892, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.4880212954747116, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1243377365640753, \"sortino\": 0.21383042686353268}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.915110121192522, \"dd_pct\": -12.218227712203744, \"calmar\": 0.06113156122605212, \"cagr_pct\": 0.74691933546243, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 0.8620689655172413, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1592163309082413, \"sortino\": 0.24645796239287932}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 6.323169796105987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -25.28252005542977, "% In Market": 0.7221115537848605, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06113156122605212, "Sub2_Sortino": 0.24645796239287932, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8bf656a84264bcfd6dba20b5188136db52299d7b1599d541c532b5cb2ec785f4", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 240.0, "i_long_exit_activation_threshold": -100.0, "i_long_exit_activation_confirmation_threshold": 259.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "6288af38731f95d4029567c11c389062e74a0aa188891e9f419eaac2c22c5fe9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -7.528489902889978, \"dd_pct\": -8.9475051173873, \"calmar\": -0.8419606364822475, \"cagr_pct\": -7.533447103563577, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0601174192683425, \"sortino\": -1.1602035218947249}, {\"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\": -3.8239131582005204, \"dd_pct\": -5.469185904370288, \"calmar\": -0.6996437097257328, \"cagr_pct\": -3.8264815153133154, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6199835719942888, \"sortino\": -0.8690790886276163}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.616861277728228, \"dd_pct\": -2.7259647064911796, \"calmar\": 4.776518487872422, \"cagr_pct\": 13.02062081784284, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.4598540145985401, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5015803176814522, \"sortino\": 4.3413409636007225}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.592411352249172, \"dd_pct\": -1.912184342744505, \"calmar\": 3.450019083030566, \"cagr_pct\": 6.597072472740803, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2544642396010453, \"sortino\": 4.21586321216863}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.323169796105987, \"dd_pct\": -25.28252005542977, \"calmar\": 0.029517751692126958, \"cagr_pct\": 0.7462831491473958, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 0.7221115537848605, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1373125185929357, \"sortino\": 0.22637439223422906}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.3173335158909625, \"dd_pct\": -15.967335588259857, \"calmar\": 0.04667147378342314, \"cagr_pct\": 0.7452190842985892, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.4880212954747116, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1243377365640753, \"sortino\": 0.21383042686353268}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.915110121192522, \"dd_pct\": -12.218227712203744, \"calmar\": 0.06113156122605212, \"cagr_pct\": 0.74691933546243, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 0.8620689655172413, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1592163309082413, \"sortino\": 0.24645796239287932}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 6.323169796105987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -25.28252005542977, "% In Market": 0.7221115537848605, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06113156122605212, "Sub2_Sortino": 0.24645796239287932, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8bf656a84264bcfd6dba20b5188136db52299d7b1599d541c532b5cb2ec785f4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 240.0, "i_long_exit_activation_threshold": -100.0, "i_long_exit_activation_confirmation_threshold": 259.95, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "2bdbae3c352b88ea44f7451e42836b6183088dc195517e59487303e78a7d9e49", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -7.528489902889978, \"dd_pct\": -8.9475051173873, \"calmar\": -0.8419606364822475, \"cagr_pct\": -7.533447103563577, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0601174192683425, \"sortino\": -1.1602035218947249}, {\"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\": -3.8239131582005204, \"dd_pct\": -5.469185904370288, \"calmar\": -0.6996437097257328, \"cagr_pct\": -3.8264815153133154, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6199835719942888, \"sortino\": -0.8690790886276163}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.616861277728228, \"dd_pct\": -2.7259647064911796, \"calmar\": 4.776518487872422, \"cagr_pct\": 13.02062081784284, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.4598540145985401, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5015803176814522, \"sortino\": 4.3413409636007225}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.592411352249172, \"dd_pct\": -1.912184342744505, \"calmar\": 3.450019083030566, \"cagr_pct\": 6.597072472740803, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2544642396010453, \"sortino\": 4.21586321216863}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.323169796105987, \"dd_pct\": -25.28252005542977, \"calmar\": 0.029517751692126958, \"cagr_pct\": 0.7462831491473958, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 0.7221115537848605, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1373125185929357, \"sortino\": 0.22637439223422906}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.3173335158909625, \"dd_pct\": -15.967335588259857, \"calmar\": 0.04667147378342314, \"cagr_pct\": 0.7452190842985892, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.4880212954747116, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1243377365640753, \"sortino\": 0.21383042686353268}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.915110121192522, \"dd_pct\": -12.218227712203744, \"calmar\": 0.06113156122605212, \"cagr_pct\": 0.74691933546243, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 0.8620689655172413, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1592163309082413, \"sortino\": 0.24645796239287932}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 6.323169796105987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -25.28252005542977, "% In Market": 0.7221115537848605, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06113156122605212, "Sub2_Sortino": 0.24645796239287932, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8bf656a84264bcfd6dba20b5188136db52299d7b1599d541c532b5cb2ec785f4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 240.0, "i_long_exit_activation_threshold": -100.0, "i_long_exit_activation_confirmation_threshold": 260.05, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "f9280b7e4375e92a4d19fac29a5e7feb0da41fa05565794a88d9782dc336d9ae", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -7.528489902889978, \"dd_pct\": -8.9475051173873, \"calmar\": -0.8419606364822475, \"cagr_pct\": -7.533447103563577, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0601174192683425, \"sortino\": -1.1602035218947249}, {\"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\": -3.8239131582005204, \"dd_pct\": -5.469185904370288, \"calmar\": -0.6996437097257328, \"cagr_pct\": -3.8264815153133154, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6199835719942888, \"sortino\": -0.8690790886276163}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.616861277728228, \"dd_pct\": -2.7259647064911796, \"calmar\": 4.776518487872422, \"cagr_pct\": 13.02062081784284, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.4598540145985401, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5015803176814522, \"sortino\": 4.3413409636007225}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.592411352249172, \"dd_pct\": -1.912184342744505, \"calmar\": 3.450019083030566, \"cagr_pct\": 6.597072472740803, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2544642396010453, \"sortino\": 4.21586321216863}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.323169796105987, \"dd_pct\": -25.28252005542977, \"calmar\": 0.029517751692126958, \"cagr_pct\": 0.7462831491473958, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 0.7221115537848605, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1373125185929357, \"sortino\": 0.22637439223422906}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.3173335158909625, \"dd_pct\": -15.967335588259857, \"calmar\": 0.04667147378342314, \"cagr_pct\": 0.7452190842985892, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.4880212954747116, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1243377365640753, \"sortino\": 0.21383042686353268}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.915110121192522, \"dd_pct\": -12.218227712203744, \"calmar\": 0.06113156122605212, \"cagr_pct\": 0.74691933546243, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 0.8620689655172413, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1592163309082413, \"sortino\": 0.24645796239287932}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 6.323169796105987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -25.28252005542977, "% In Market": 0.7221115537848605, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06113156122605212, "Sub2_Sortino": 0.24645796239287932, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8bf656a84264bcfd6dba20b5188136db52299d7b1599d541c532b5cb2ec785f4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 240.0, "i_long_exit_activation_threshold": -100.0, "i_long_exit_activation_confirmation_threshold": 261.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "da1a74e4ee7fe03653947a0fd5a5a422a8816a2b91b142b66645b536c4a9e4da", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -7.528489902889978, \"dd_pct\": -8.9475051173873, \"calmar\": -0.8419606364822475, \"cagr_pct\": -7.533447103563577, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0601174192683425, \"sortino\": -1.1602035218947249}, {\"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\": -3.8239131582005204, \"dd_pct\": -5.469185904370288, \"calmar\": -0.6996437097257328, \"cagr_pct\": -3.8264815153133154, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6199835719942888, \"sortino\": -0.8690790886276163}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.616861277728228, \"dd_pct\": -2.7259647064911796, \"calmar\": 4.776518487872422, \"cagr_pct\": 13.02062081784284, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.4598540145985401, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5015803176814522, \"sortino\": 4.3413409636007225}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.592411352249172, \"dd_pct\": -1.912184342744505, \"calmar\": 3.450019083030566, \"cagr_pct\": 6.597072472740803, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2544642396010453, \"sortino\": 4.21586321216863}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.323169796105987, \"dd_pct\": -25.28252005542977, \"calmar\": 0.029517751692126958, \"cagr_pct\": 0.7462831491473958, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 0.7221115537848605, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1373125185929357, \"sortino\": 0.22637439223422906}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.3173335158909625, \"dd_pct\": -15.967335588259857, \"calmar\": 0.04667147378342314, \"cagr_pct\": 0.7452190842985892, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.4880212954747116, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1243377365640753, \"sortino\": 0.21383042686353268}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.915110121192522, \"dd_pct\": -12.218227712203744, \"calmar\": 0.06113156122605212, \"cagr_pct\": 0.74691933546243, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 0.8620689655172413, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1592163309082413, \"sortino\": 0.24645796239287932}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 6.323169796105987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -25.28252005542977, "% In Market": 0.7221115537848605, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06113156122605212, "Sub2_Sortino": 0.24645796239287932, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8bf656a84264bcfd6dba20b5188136db52299d7b1599d541c532b5cb2ec785f4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 365.0, "i_long_exit_activation_threshold": 310.0, "i_long_exit_activation_confirmation_threshold": 660.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "5dac4d9e6f39d5e4f12b731c9cb706fa4232cab230d35233ff92148795ed8300", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 1.7030372333021024, \"cagr_pct\": 9.310452233363748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0158803057220003, \"sortino\": 1.9282879864392477}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.19839579065020294, \"cagr_pct\": 1.0846236923238666, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3154050464807437, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.353636755345943, \"sortino\": 0.6712601165412841}, {\"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\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.3180386461975164, \"cagr_pct\": 1.7387075079058951, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5039787798408488, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4470226624373018, \"sortino\": 0.848521108186202}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 9.3037919182263, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.4669692777716055, "% In Market": 0.3154050464807437, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2650f4b2c507e971ec619b08a763d1e226d2906373a53c7ac7af2c70a7a27834", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 364.0, "i_long_exit_activation_threshold": 310.0, "i_long_exit_activation_confirmation_threshold": 660.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "23cea3811ab707226c2d4fcc1da59eb36604b9d9aa73200fc60b55e8c04412af", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 1.7030372333021024, \"cagr_pct\": 9.310452233363748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0158803057220003, \"sortino\": 1.9282879864392477}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.19839579065020294, \"cagr_pct\": 1.0846236923238666, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3154050464807437, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.353636755345943, \"sortino\": 0.6712601165412841}, {\"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\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.3180386461975164, \"cagr_pct\": 1.7387075079058951, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5039787798408488, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4470226624373018, \"sortino\": 0.848521108186202}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 9.3037919182263, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.4669692777716055, "% In Market": 0.3154050464807437, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2650f4b2c507e971ec619b08a763d1e226d2906373a53c7ac7af2c70a7a27834", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 364.95, "i_long_exit_activation_threshold": 310.0, "i_long_exit_activation_confirmation_threshold": 660.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "8ec8cc6eb2bde3f871c5f6292aa7751a98ad67c8f0f3caee42fcb27fad79389f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 1.7030372333021024, \"cagr_pct\": 9.310452233363748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0158803057220003, \"sortino\": 1.9282879864392477}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.19839579065020294, \"cagr_pct\": 1.0846236923238666, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3154050464807437, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.353636755345943, \"sortino\": 0.6712601165412841}, {\"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\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.3180386461975164, \"cagr_pct\": 1.7387075079058951, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5039787798408488, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4470226624373018, \"sortino\": 0.848521108186202}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 9.3037919182263, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.4669692777716055, "% In Market": 0.3154050464807437, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2650f4b2c507e971ec619b08a763d1e226d2906373a53c7ac7af2c70a7a27834", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 365.05, "i_long_exit_activation_threshold": 310.0, "i_long_exit_activation_confirmation_threshold": 660.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "aa3daea8b93b830b6a8f06105214140bfd2f1a319b3fd298af78b95780ac3dbe", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 1.7030372333021024, \"cagr_pct\": 9.310452233363748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0158803057220003, \"sortino\": 1.9282879864392477}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.19839579065020294, \"cagr_pct\": 1.0846236923238666, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3154050464807437, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.353636755345943, \"sortino\": 0.6712601165412841}, {\"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\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.3180386461975164, \"cagr_pct\": 1.7387075079058951, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5039787798408488, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4470226624373018, \"sortino\": 0.848521108186202}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 9.3037919182263, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.4669692777716055, "% In Market": 0.3154050464807437, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2650f4b2c507e971ec619b08a763d1e226d2906373a53c7ac7af2c70a7a27834", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 366.0, "i_long_exit_activation_threshold": 310.0, "i_long_exit_activation_confirmation_threshold": 660.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "fe4785fe88e2cbfa0f34696d080be836618aa158172b595efada8de5dafe877e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 1.7030372333021024, \"cagr_pct\": 9.310452233363748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0158803057220003, \"sortino\": 1.9282879864392477}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.19839579065020294, \"cagr_pct\": 1.0846236923238666, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3154050464807437, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.353636755345943, \"sortino\": 0.6712601165412841}, {\"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\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.3180386461975164, \"cagr_pct\": 1.7387075079058951, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5039787798408488, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4470226624373018, \"sortino\": 0.848521108186202}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 9.3037919182263, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.4669692777716055, "% In Market": 0.3154050464807437, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2650f4b2c507e971ec619b08a763d1e226d2906373a53c7ac7af2c70a7a27834", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 365.0, "i_long_exit_activation_threshold": 309.0, "i_long_exit_activation_confirmation_threshold": 660.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "c3960b095a1d9b539d8fcb85eff8caaf4ae726009e6a87b8b20ea7a5f59c4ad8", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 1.7030372333021024, \"cagr_pct\": 9.310452233363748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0158803057220003, \"sortino\": 1.9282879864392477}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.19839579065020294, \"cagr_pct\": 1.0846236923238666, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3154050464807437, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.353636755345943, \"sortino\": 0.6712601165412841}, {\"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\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.3180386461975164, \"cagr_pct\": 1.7387075079058951, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5039787798408488, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4470226624373018, \"sortino\": 0.848521108186202}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 9.3037919182263, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.4669692777716055, "% In Market": 0.3154050464807437, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2650f4b2c507e971ec619b08a763d1e226d2906373a53c7ac7af2c70a7a27834", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 365.0, "i_long_exit_activation_threshold": 309.95, "i_long_exit_activation_confirmation_threshold": 660.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "a44a1f5a2fdd674dbb6b54fd1e8a3459e6a05ce3132e6506b3d63aceb0ead598", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 1.7030372333021024, \"cagr_pct\": 9.310452233363748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0158803057220003, \"sortino\": 1.9282879864392477}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.19839579065020294, \"cagr_pct\": 1.0846236923238666, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3154050464807437, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.353636755345943, \"sortino\": 0.6712601165412841}, {\"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\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.3180386461975164, \"cagr_pct\": 1.7387075079058951, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5039787798408488, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4470226624373018, \"sortino\": 0.848521108186202}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 9.3037919182263, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.4669692777716055, "% In Market": 0.3154050464807437, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2650f4b2c507e971ec619b08a763d1e226d2906373a53c7ac7af2c70a7a27834", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 365.0, "i_long_exit_activation_threshold": 310.05, "i_long_exit_activation_confirmation_threshold": 660.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "5c0cf1081878887c5774e67f0842c336b1b1bd75a846e07fa24b32deef88fef2", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 1.7030372333021024, \"cagr_pct\": 9.310452233363748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0158803057220003, \"sortino\": 1.9282879864392477}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.19839579065020294, \"cagr_pct\": 1.0846236923238666, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3154050464807437, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.353636755345943, \"sortino\": 0.6712601165412841}, {\"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\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.3180386461975164, \"cagr_pct\": 1.7387075079058951, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5039787798408488, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4470226624373018, \"sortino\": 0.848521108186202}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 9.3037919182263, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.4669692777716055, "% In Market": 0.3154050464807437, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2650f4b2c507e971ec619b08a763d1e226d2906373a53c7ac7af2c70a7a27834", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 365.0, "i_long_exit_activation_threshold": 311.0, "i_long_exit_activation_confirmation_threshold": 660.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "97c9434d13f8eb8401fdaaffdd3d6a0f48caa2288f4afd7f1ed2a30d6221ccad", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 1.7030372333021024, \"cagr_pct\": 9.310452233363748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0158803057220003, \"sortino\": 1.9282879864392477}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.19839579065020294, \"cagr_pct\": 1.0846236923238666, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3154050464807437, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.353636755345943, \"sortino\": 0.6712601165412841}, {\"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\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.3180386461975164, \"cagr_pct\": 1.7387075079058951, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5039787798408488, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4470226624373018, \"sortino\": 0.848521108186202}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 9.3037919182263, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.4669692777716055, "% In Market": 0.3154050464807437, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2650f4b2c507e971ec619b08a763d1e226d2906373a53c7ac7af2c70a7a27834", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 365.0, "i_long_exit_activation_threshold": 310.0, "i_long_exit_activation_confirmation_threshold": 659.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "cf051d0df3a749874266282287c73f52aeee6954c31d2809398631329137cd3a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 1.7030372333021024, \"cagr_pct\": 9.310452233363748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0158803057220003, \"sortino\": 1.9282879864392477}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.19839579065020294, \"cagr_pct\": 1.0846236923238666, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3154050464807437, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.353636755345943, \"sortino\": 0.6712601165412841}, {\"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\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.3180386461975164, \"cagr_pct\": 1.7387075079058951, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5039787798408488, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4470226624373018, \"sortino\": 0.848521108186202}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 9.3037919182263, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.4669692777716055, "% In Market": 0.3154050464807437, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2650f4b2c507e971ec619b08a763d1e226d2906373a53c7ac7af2c70a7a27834", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 365.0, "i_long_exit_activation_threshold": 310.0, "i_long_exit_activation_confirmation_threshold": 659.95, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "81c2799e4fe0956b7f7116824dd293c527ef05034cb7b3de41f513dabafcb13e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 1.7030372333021024, \"cagr_pct\": 9.310452233363748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0158803057220003, \"sortino\": 1.9282879864392477}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.19839579065020294, \"cagr_pct\": 1.0846236923238666, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3154050464807437, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.353636755345943, \"sortino\": 0.6712601165412841}, {\"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\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.3180386461975164, \"cagr_pct\": 1.7387075079058951, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5039787798408488, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4470226624373018, \"sortino\": 0.848521108186202}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 9.3037919182263, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.4669692777716055, "% In Market": 0.3154050464807437, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2650f4b2c507e971ec619b08a763d1e226d2906373a53c7ac7af2c70a7a27834", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 365.0, "i_long_exit_activation_threshold": 310.0, "i_long_exit_activation_confirmation_threshold": 660.05, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "adae072e716b32ffb7832f6df14fa5d379fc6f31236ee0f1f034e5e9ae9476f7", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 1.7030372333021024, \"cagr_pct\": 9.310452233363748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0158803057220003, \"sortino\": 1.9282879864392477}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.19839579065020294, \"cagr_pct\": 1.0846236923238666, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3154050464807437, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.353636755345943, \"sortino\": 0.6712601165412841}, {\"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\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.3180386461975164, \"cagr_pct\": 1.7387075079058951, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5039787798408488, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4470226624373018, \"sortino\": 0.848521108186202}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 9.3037919182263, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.4669692777716055, "% In Market": 0.3154050464807437, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2650f4b2c507e971ec619b08a763d1e226d2906373a53c7ac7af2c70a7a27834", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 365.0, "i_long_exit_activation_threshold": 310.0, "i_long_exit_activation_confirmation_threshold": 661.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "190d129a5f5dd1cbe65e15d88c4a80c144bfcbf1323ba1880da97ce345d10862", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 1.7030372333021024, \"cagr_pct\": 9.310452233363748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0158803057220003, \"sortino\": 1.9282879864392477}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.19839579065020294, \"cagr_pct\": 1.0846236923238666, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3154050464807437, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.353636755345943, \"sortino\": 0.6712601165412841}, {\"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\": 9.3037919182263, \"dd_pct\": -5.4669692777716055, \"calmar\": 0.3180386461975164, \"cagr_pct\": 1.7387075079058951, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5039787798408488, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4470226624373018, \"sortino\": 0.848521108186202}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 9.3037919182263, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.4669692777716055, "% In Market": 0.3154050464807437, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2650f4b2c507e971ec619b08a763d1e226d2906373a53c7ac7af2c70a7a27834", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 550.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "c131eaa99353e5ca52209fb37451ecc21aac72d7d5584a7102ef9915a4ef8fb1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 162.2331860034435, \"dd_pct\": -16.106132056196177, \"calmar\": 10.083513524630975, \"cagr_pct\": 162.40640041814663, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 32.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.509255362778554, \"sortino\": 4.371197339001718}, {\"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\": 4.40847041832928, \"dd_pct\": -22.16386724274355, \"calmar\": 0.19904268130312172, \"cagr_pct\": 4.411555564042104, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3070661928381867, \"sortino\": 0.4579531534381706}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.587701338139507, \"dd_pct\": -22.057818717966814, \"calmar\": 1.9369708093956282, \"cagr_pct\": 42.725350975642215, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 29.105839416058394, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3440996526140339, \"sortino\": 2.0226133022348884}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.583145413326488, \"dd_pct\": -15.598301149525962, \"calmar\": 1.3205672044482375, \"cagr_pct\": 20.598604943171228, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.891080869904713, \"sortino\": 1.3185209926005916}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.474551606234508, \"dd_pct\": -20.356053323756274, \"calmar\": -1.3534723932869714, \"cagr_pct\": -27.551356209981613, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 24.834437086092713, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3484333004647024, \"sortino\": -1.6513873577177947}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 192.34986698196207, \"dd_pct\": -47.47327090350149, \"calmar\": 0.29265250621730227, \"cagr_pct\": 13.893171708242647, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 20.102921646746346, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6543834012074984, \"sortino\": 0.9439827242351115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -22.5259453140617, \"dd_pct\": -47.47327090350149, \"calmar\": -0.16722685328947115, \"cagr_pct\": -7.938805708551164, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 8.695652173913043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3000875404213749, \"sortino\": -0.35756180580337177}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 277.351964044069, \"dd_pct\": -22.556245337799997, \"calmar\": 1.3010304465602218, \"cagr_pct\": 29.346361944559852, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 26.923076923076923, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0955801781643355, \"sortino\": 1.7245945109624654}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 31, "Total P&L %": 192.34986698196207, "Sharpe Ratio": 0.6543834012074984, "Sortino Ratio": 0.9439827242351115, "Calmar Ratio": 0.29265250621730227, "P&L/DD Ratio": 0.0, "Max Drawdown %": -47.47327090350149, "% In Market": 20.102921646746346, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 1.3010304465602218, "Sub2_Sortino": 1.7245945109624654, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d85081f7804aaaeb1da1caee33cfa2d9e7e28e890d9d882103e8311bebfbadc6", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -131.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 550.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "df0d7cc4ac3a717b52567cd1c0288a273d63f6f2567e06c62d821c7bcf75be4f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 162.2331860034435, \"dd_pct\": -16.106132056196177, \"calmar\": 10.083513524630975, \"cagr_pct\": 162.40640041814663, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 32.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.509255362778554, \"sortino\": 4.371197339001718}, {\"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\": 4.40847041832928, \"dd_pct\": -22.16386724274355, \"calmar\": 0.19904268130312172, \"cagr_pct\": 4.411555564042104, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3070661928381867, \"sortino\": 0.4579531534381706}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.587701338139507, \"dd_pct\": -22.057818717966814, \"calmar\": 1.9369708093956282, \"cagr_pct\": 42.725350975642215, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 29.105839416058394, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3440996526140339, \"sortino\": 2.0226133022348884}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.583145413326488, \"dd_pct\": -15.598301149525962, \"calmar\": 1.3205672044482375, \"cagr_pct\": 20.598604943171228, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.891080869904713, \"sortino\": 1.3185209926005916}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.474551606234508, \"dd_pct\": -20.356053323756274, \"calmar\": -1.3534723932869714, \"cagr_pct\": -27.551356209981613, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 24.834437086092713, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3484333004647024, \"sortino\": -1.6513873577177947}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 192.34986698196207, \"dd_pct\": -47.47327090350149, \"calmar\": 0.29265250621730227, \"cagr_pct\": 13.893171708242647, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 20.102921646746346, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6543834012074984, \"sortino\": 0.9439827242351115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -22.5259453140617, \"dd_pct\": -47.47327090350149, \"calmar\": -0.16722685328947115, \"cagr_pct\": -7.938805708551164, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 8.695652173913043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3000875404213749, \"sortino\": -0.35756180580337177}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 277.351964044069, \"dd_pct\": -22.556245337799997, \"calmar\": 1.3010304465602218, \"cagr_pct\": 29.346361944559852, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 26.923076923076923, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0955801781643355, \"sortino\": 1.7245945109624654}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 31, "Total P&L %": 192.34986698196207, "Sharpe Ratio": 0.6543834012074984, "Sortino Ratio": 0.9439827242351115, "Calmar Ratio": 0.29265250621730227, "P&L/DD Ratio": 0.0, "Max Drawdown %": -47.47327090350149, "% In Market": 20.102921646746346, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 1.3010304465602218, "Sub2_Sortino": 1.7245945109624654, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d85081f7804aaaeb1da1caee33cfa2d9e7e28e890d9d882103e8311bebfbadc6", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -130.05, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 550.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "dc7a37edbf7aba412c425df7ca036aa83b6b3e6a90b771a6d6f6e782b70894de", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 162.2331860034435, \"dd_pct\": -16.106132056196177, \"calmar\": 10.083513524630975, \"cagr_pct\": 162.40640041814663, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 32.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.509255362778554, \"sortino\": 4.371197339001718}, {\"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\": 4.40847041832928, \"dd_pct\": -22.16386724274355, \"calmar\": 0.19904268130312172, \"cagr_pct\": 4.411555564042104, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3070661928381867, \"sortino\": 0.4579531534381706}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.587701338139507, \"dd_pct\": -22.057818717966814, \"calmar\": 1.9369708093956282, \"cagr_pct\": 42.725350975642215, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 29.105839416058394, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3440996526140339, \"sortino\": 2.0226133022348884}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.583145413326488, \"dd_pct\": -15.598301149525962, \"calmar\": 1.3205672044482375, \"cagr_pct\": 20.598604943171228, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.891080869904713, \"sortino\": 1.3185209926005916}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.474551606234508, \"dd_pct\": -20.356053323756274, \"calmar\": -1.3534723932869714, \"cagr_pct\": -27.551356209981613, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 24.834437086092713, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3484333004647024, \"sortino\": -1.6513873577177947}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 192.34986698196207, \"dd_pct\": -47.47327090350149, \"calmar\": 0.29265250621730227, \"cagr_pct\": 13.893171708242647, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 20.102921646746346, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6543834012074984, \"sortino\": 0.9439827242351115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -22.5259453140617, \"dd_pct\": -47.47327090350149, \"calmar\": -0.16722685328947115, \"cagr_pct\": -7.938805708551164, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 8.695652173913043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3000875404213749, \"sortino\": -0.35756180580337177}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 277.351964044069, \"dd_pct\": -22.556245337799997, \"calmar\": 1.3010304465602218, \"cagr_pct\": 29.346361944559852, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 26.923076923076923, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0955801781643355, \"sortino\": 1.7245945109624654}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 31, "Total P&L %": 192.34986698196207, "Sharpe Ratio": 0.6543834012074984, "Sortino Ratio": 0.9439827242351115, "Calmar Ratio": 0.29265250621730227, "P&L/DD Ratio": 0.0, "Max Drawdown %": -47.47327090350149, "% In Market": 20.102921646746346, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 1.3010304465602218, "Sub2_Sortino": 1.7245945109624654, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d85081f7804aaaeb1da1caee33cfa2d9e7e28e890d9d882103e8311bebfbadc6", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -129.95, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 550.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "5586267b678b85bd506bad40fa1f7f7ff80ccab8cb070a0bb6e9bae2acafabfc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 162.2331860034435, \"dd_pct\": -16.106132056196177, \"calmar\": 10.083513524630975, \"cagr_pct\": 162.40640041814663, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 32.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.509255362778554, \"sortino\": 4.371197339001718}, {\"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\": 4.40847041832928, \"dd_pct\": -22.16386724274355, \"calmar\": 0.19904268130312172, \"cagr_pct\": 4.411555564042104, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3070661928381867, \"sortino\": 0.4579531534381706}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.587701338139507, \"dd_pct\": -22.057818717966814, \"calmar\": 1.9369708093956282, \"cagr_pct\": 42.725350975642215, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 29.105839416058394, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3440996526140339, \"sortino\": 2.0226133022348884}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.583145413326488, \"dd_pct\": -15.598301149525962, \"calmar\": 1.3205672044482375, \"cagr_pct\": 20.598604943171228, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.891080869904713, \"sortino\": 1.3185209926005916}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.474551606234508, \"dd_pct\": -20.356053323756274, \"calmar\": -1.3534723932869714, \"cagr_pct\": -27.551356209981613, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 24.834437086092713, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3484333004647024, \"sortino\": -1.6513873577177947}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 192.34986698196207, \"dd_pct\": -47.47327090350149, \"calmar\": 0.29265250621730227, \"cagr_pct\": 13.893171708242647, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 20.102921646746346, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6543834012074984, \"sortino\": 0.9439827242351115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -22.5259453140617, \"dd_pct\": -47.47327090350149, \"calmar\": -0.16722685328947115, \"cagr_pct\": -7.938805708551164, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 8.695652173913043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3000875404213749, \"sortino\": -0.35756180580337177}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 277.351964044069, \"dd_pct\": -22.556245337799997, \"calmar\": 1.3010304465602218, \"cagr_pct\": 29.346361944559852, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 26.923076923076923, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0955801781643355, \"sortino\": 1.7245945109624654}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 31, "Total P&L %": 192.34986698196207, "Sharpe Ratio": 0.6543834012074984, "Sortino Ratio": 0.9439827242351115, "Calmar Ratio": 0.29265250621730227, "P&L/DD Ratio": 0.0, "Max Drawdown %": -47.47327090350149, "% In Market": 20.102921646746346, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 1.3010304465602218, "Sub2_Sortino": 1.7245945109624654, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d85081f7804aaaeb1da1caee33cfa2d9e7e28e890d9d882103e8311bebfbadc6", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -129.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 550.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "fe891af8a9ea35a9247cad55c3813df1558a346dab620bd97c58a838c4996340", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 162.2331860034435, \"dd_pct\": -16.106132056196177, \"calmar\": 10.083513524630975, \"cagr_pct\": 162.40640041814663, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 32.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.509255362778554, \"sortino\": 4.371197339001718}, {\"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\": true, \"pnl_pct\": 7.42055755109885, \"dd_pct\": -22.16386724274355, \"calmar\": 0.3350419063340666, \"cagr_pct\": 7.4258243327439715, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 36.57534246575342, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4338997152816866, \"sortino\": 0.6517566360339373}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.587701338139507, \"dd_pct\": -22.057818717966814, \"calmar\": 1.9369708093956282, \"cagr_pct\": 42.725350975642215, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 29.105839416058394, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3440996526140339, \"sortino\": 2.0226133022348884}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.583145413326488, \"dd_pct\": -15.598301149525962, \"calmar\": 1.3205672044482375, \"cagr_pct\": 20.598604943171228, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.891080869904713, \"sortino\": 1.3185209926005916}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.474551606234508, \"dd_pct\": -20.356053323756274, \"calmar\": -1.3534723932869714, \"cagr_pct\": -27.551356209981613, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 24.834437086092713, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3484333004647024, \"sortino\": -1.6513873577177947}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 200.78388837002726, \"dd_pct\": -47.47327090350149, \"calmar\": 0.3009409737830458, \"cagr_pct\": 14.286652374366074, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 20.37682602921647, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6676154384329591, \"sortino\": 0.96381845185175}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -22.5259453140617, \"dd_pct\": -47.47327090350149, \"calmar\": -0.16722685328947115, \"cagr_pct\": -7.938805708551164, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 8.695652173913043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3000875404213749, \"sortino\": -0.35756180580337177}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 288.2382167673249, \"dd_pct\": -22.55624533779995, \"calmar\": 1.332719175845148, \"cagr_pct\": 30.061140696753714, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 27.36074270557029, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.113962973945575, \"sortino\": 1.7548123230745813}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 32, "Total P&L %": 200.78388837002726, "Sharpe Ratio": 0.6676154384329591, "Sortino Ratio": 0.96381845185175, "Calmar Ratio": 0.3009409737830458, "P&L/DD Ratio": 0.0, "Max Drawdown %": -47.47327090350149, "% In Market": 20.37682602921647, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 1.332719175845148, "Sub2_Sortino": 1.7548123230745813, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.335042]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d85081f7804aaaeb1da1caee33cfa2d9e7e28e890d9d882103e8311bebfbadc6", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": 239.0, "i_long_exit_activation_confirmation_threshold": 550.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "f8f8d276287b7a204fee6a201efe02ccd43950b5803ded60021d99420cb956cc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 162.2331860034435, \"dd_pct\": -16.106132056196177, \"calmar\": 10.083513524630975, \"cagr_pct\": 162.40640041814663, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 32.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.509255362778554, \"sortino\": 4.371197339001718}, {\"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\": 4.40847041832928, \"dd_pct\": -22.16386724274355, \"calmar\": 0.19904268130312172, \"cagr_pct\": 4.411555564042104, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3070661928381867, \"sortino\": 0.4579531534381706}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.587701338139507, \"dd_pct\": -22.057818717966814, \"calmar\": 1.9369708093956282, \"cagr_pct\": 42.725350975642215, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 29.105839416058394, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3440996526140339, \"sortino\": 2.0226133022348884}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.583145413326488, \"dd_pct\": -15.598301149525962, \"calmar\": 1.3205672044482375, \"cagr_pct\": 20.598604943171228, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.891080869904713, \"sortino\": 1.3185209926005916}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.474551606234508, \"dd_pct\": -20.356053323756274, \"calmar\": -1.3534723932869714, \"cagr_pct\": -27.551356209981613, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 24.834437086092713, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3484333004647024, \"sortino\": -1.6513873577177947}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 342.0631225401283, \"dd_pct\": -27.859218296346768, \"calmar\": 0.7089125494878052, \"cagr_pct\": 19.749749469200495, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 19.912018592297475, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8934309897358449, \"sortino\": 1.3736066014652744}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 17.14875359400636, \"dd_pct\": -27.859218296346768, \"calmar\": 0.18892703881103592, \"cagr_pct\": 5.263359616319028, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 8.18544809228039, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4095234813382518, \"sortino\": 0.567473203420008}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 277.351964044069, \"dd_pct\": -22.556245337799997, \"calmar\": 1.3010304465602218, \"cagr_pct\": 29.346361944559852, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 26.923076923076923, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0955801781643355, \"sortino\": 1.7245945109624654}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": 342.0631225401283, "Sharpe Ratio": 0.8934309897358449, "Sortino Ratio": 1.3736066014652744, "Calmar Ratio": 0.7089125494878052, "P&L/DD Ratio": 12.278274246660528, "Max Drawdown %": -27.859218296346768, "% In Market": 19.912018592297475, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 1.3010304465602218, "Sub2_Sortino": 1.7245945109624654, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d85081f7804aaaeb1da1caee33cfa2d9e7e28e890d9d882103e8311bebfbadc6", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": 239.95, "i_long_exit_activation_confirmation_threshold": 550.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "82ae401dc08044a4861afe878b7a3ba7d009f1989523edabe36e7a88b3541ae1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 162.2331860034435, \"dd_pct\": -16.106132056196177, \"calmar\": 10.083513524630975, \"cagr_pct\": 162.40640041814663, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 32.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.509255362778554, \"sortino\": 4.371197339001718}, {\"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\": 4.40847041832928, \"dd_pct\": -22.16386724274355, \"calmar\": 0.19904268130312172, \"cagr_pct\": 4.411555564042104, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3070661928381867, \"sortino\": 0.4579531534381706}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.587701338139507, \"dd_pct\": -22.057818717966814, \"calmar\": 1.9369708093956282, \"cagr_pct\": 42.725350975642215, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 29.105839416058394, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3440996526140339, \"sortino\": 2.0226133022348884}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.583145413326488, \"dd_pct\": -15.598301149525962, \"calmar\": 1.3205672044482375, \"cagr_pct\": 20.598604943171228, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.891080869904713, \"sortino\": 1.3185209926005916}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.474551606234508, \"dd_pct\": -20.356053323756274, \"calmar\": -1.3534723932869714, \"cagr_pct\": -27.551356209981613, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 24.834437086092713, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3484333004647024, \"sortino\": -1.6513873577177947}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 192.34986698196207, \"dd_pct\": -47.47327090350149, \"calmar\": 0.29265250621730227, \"cagr_pct\": 13.893171708242647, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 20.102921646746346, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6543834012074984, \"sortino\": 0.9439827242351115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -22.5259453140617, \"dd_pct\": -47.47327090350149, \"calmar\": -0.16722685328947115, \"cagr_pct\": -7.938805708551164, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 8.695652173913043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3000875404213749, \"sortino\": -0.35756180580337177}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 277.351964044069, \"dd_pct\": -22.556245337799997, \"calmar\": 1.3010304465602218, \"cagr_pct\": 29.346361944559852, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 26.923076923076923, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0955801781643355, \"sortino\": 1.7245945109624654}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 31, "Total P&L %": 192.34986698196207, "Sharpe Ratio": 0.6543834012074984, "Sortino Ratio": 0.9439827242351115, "Calmar Ratio": 0.29265250621730227, "P&L/DD Ratio": 0.0, "Max Drawdown %": -47.47327090350149, "% In Market": 20.102921646746346, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 1.3010304465602218, "Sub2_Sortino": 1.7245945109624654, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d85081f7804aaaeb1da1caee33cfa2d9e7e28e890d9d882103e8311bebfbadc6", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": 240.05, "i_long_exit_activation_confirmation_threshold": 550.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "cb34cdb25572e27e85848824d38101efaeb6798603ba4650b602c8bca36fca0f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 162.2331860034435, \"dd_pct\": -16.106132056196177, \"calmar\": 10.083513524630975, \"cagr_pct\": 162.40640041814663, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 32.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.509255362778554, \"sortino\": 4.371197339001718}, {\"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\": 4.40847041832928, \"dd_pct\": -22.16386724274355, \"calmar\": 0.19904268130312172, \"cagr_pct\": 4.411555564042104, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3070661928381867, \"sortino\": 0.4579531534381706}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.587701338139507, \"dd_pct\": -22.057818717966814, \"calmar\": 1.9369708093956282, \"cagr_pct\": 42.725350975642215, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 29.105839416058394, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3440996526140339, \"sortino\": 2.0226133022348884}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.583145413326488, \"dd_pct\": -15.598301149525962, \"calmar\": 1.3205672044482375, \"cagr_pct\": 20.598604943171228, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.891080869904713, \"sortino\": 1.3185209926005916}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.474551606234508, \"dd_pct\": -20.356053323756274, \"calmar\": -1.3534723932869714, \"cagr_pct\": -27.551356209981613, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 24.834437086092713, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3484333004647024, \"sortino\": -1.6513873577177947}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 192.34986698196207, \"dd_pct\": -47.47327090350149, \"calmar\": 0.29265250621730227, \"cagr_pct\": 13.893171708242647, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 20.102921646746346, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6543834012074984, \"sortino\": 0.9439827242351115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -22.5259453140617, \"dd_pct\": -47.47327090350149, \"calmar\": -0.16722685328947115, \"cagr_pct\": -7.938805708551164, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 8.695652173913043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3000875404213749, \"sortino\": -0.35756180580337177}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 277.351964044069, \"dd_pct\": -22.556245337799997, \"calmar\": 1.3010304465602218, \"cagr_pct\": 29.346361944559852, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 26.923076923076923, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0955801781643355, \"sortino\": 1.7245945109624654}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 31, "Total P&L %": 192.34986698196207, "Sharpe Ratio": 0.6543834012074984, "Sortino Ratio": 0.9439827242351115, "Calmar Ratio": 0.29265250621730227, "P&L/DD Ratio": 0.0, "Max Drawdown %": -47.47327090350149, "% In Market": 20.102921646746346, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 1.3010304465602218, "Sub2_Sortino": 1.7245945109624654, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d85081f7804aaaeb1da1caee33cfa2d9e7e28e890d9d882103e8311bebfbadc6", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": 241.0, "i_long_exit_activation_confirmation_threshold": 550.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "584f6adeb8d7554e1e50de4f35099671623307ef09c42088c610884afa2c204e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 162.2331860034435, \"dd_pct\": -16.106132056196177, \"calmar\": 10.083513524630975, \"cagr_pct\": 162.40640041814663, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 32.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.509255362778554, \"sortino\": 4.371197339001718}, {\"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\": 4.40847041832928, \"dd_pct\": -22.16386724274355, \"calmar\": 0.19904268130312172, \"cagr_pct\": 4.411555564042104, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3070661928381867, \"sortino\": 0.4579531534381706}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.587701338139507, \"dd_pct\": -22.057818717966814, \"calmar\": 1.9369708093956282, \"cagr_pct\": 42.725350975642215, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 29.105839416058394, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3440996526140339, \"sortino\": 2.0226133022348884}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.583145413326488, \"dd_pct\": -15.598301149525962, \"calmar\": 1.3205672044482375, \"cagr_pct\": 20.598604943171228, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.891080869904713, \"sortino\": 1.3185209926005916}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.474551606234508, \"dd_pct\": -20.356053323756274, \"calmar\": -1.3534723932869714, \"cagr_pct\": -27.551356209981613, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 24.834437086092713, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3484333004647024, \"sortino\": -1.6513873577177947}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 192.34986698196207, \"dd_pct\": -47.47327090350149, \"calmar\": 0.29265250621730227, \"cagr_pct\": 13.893171708242647, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 20.102921646746346, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6543834012074984, \"sortino\": 0.9439827242351115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -22.5259453140617, \"dd_pct\": -47.47327090350149, \"calmar\": -0.16722685328947115, \"cagr_pct\": -7.938805708551164, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 8.695652173913043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3000875404213749, \"sortino\": -0.35756180580337177}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 277.351964044069, \"dd_pct\": -22.556245337799997, \"calmar\": 1.3010304465602218, \"cagr_pct\": 29.346361944559852, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 26.923076923076923, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0955801781643355, \"sortino\": 1.7245945109624654}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 31, "Total P&L %": 192.34986698196207, "Sharpe Ratio": 0.6543834012074984, "Sortino Ratio": 0.9439827242351115, "Calmar Ratio": 0.29265250621730227, "P&L/DD Ratio": 0.0, "Max Drawdown %": -47.47327090350149, "% In Market": 20.102921646746346, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 1.3010304465602218, "Sub2_Sortino": 1.7245945109624654, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d85081f7804aaaeb1da1caee33cfa2d9e7e28e890d9d882103e8311bebfbadc6", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 549.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "894316a9a5dba01f1f2f6c61f1ff02a94d30946ac5903b262887d5c802001e74", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 162.2331860034435, \"dd_pct\": -16.106132056196177, \"calmar\": 10.083513524630975, \"cagr_pct\": 162.40640041814663, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 32.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.509255362778554, \"sortino\": 4.371197339001718}, {\"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\": 4.40847041832928, \"dd_pct\": -22.16386724274355, \"calmar\": 0.19904268130312172, \"cagr_pct\": 4.411555564042104, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3070661928381867, \"sortino\": 0.4579531534381706}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.587701338139507, \"dd_pct\": -22.057818717966814, \"calmar\": 1.9369708093956282, \"cagr_pct\": 42.725350975642215, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 29.105839416058394, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3440996526140339, \"sortino\": 2.0226133022348884}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.583145413326488, \"dd_pct\": -15.598301149525962, \"calmar\": 1.3205672044482375, \"cagr_pct\": 20.598604943171228, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.891080869904713, \"sortino\": 1.3185209926005916}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.474551606234508, \"dd_pct\": -20.356053323756274, \"calmar\": -1.3534723932869714, \"cagr_pct\": -27.551356209981613, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 24.834437086092713, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3484333004647024, \"sortino\": -1.6513873577177947}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 192.34986698196207, \"dd_pct\": -47.47327090350149, \"calmar\": 0.29265250621730227, \"cagr_pct\": 13.893171708242647, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 20.102921646746346, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6543834012074984, \"sortino\": 0.9439827242351115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -22.5259453140617, \"dd_pct\": -47.47327090350149, \"calmar\": -0.16722685328947115, \"cagr_pct\": -7.938805708551164, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 8.695652173913043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3000875404213749, \"sortino\": -0.35756180580337177}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 277.351964044069, \"dd_pct\": -22.556245337799997, \"calmar\": 1.3010304465602218, \"cagr_pct\": 29.346361944559852, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 26.923076923076923, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0955801781643355, \"sortino\": 1.7245945109624654}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 31, "Total P&L %": 192.34986698196207, "Sharpe Ratio": 0.6543834012074984, "Sortino Ratio": 0.9439827242351115, "Calmar Ratio": 0.29265250621730227, "P&L/DD Ratio": 0.0, "Max Drawdown %": -47.47327090350149, "% In Market": 20.102921646746346, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 1.3010304465602218, "Sub2_Sortino": 1.7245945109624654, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d85081f7804aaaeb1da1caee33cfa2d9e7e28e890d9d882103e8311bebfbadc6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 549.95, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "fad95edb0136aad27a3ecf00ac1a9a8897192c16f88f6509f7fcc7fae3ef800d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 162.2331860034435, \"dd_pct\": -16.106132056196177, \"calmar\": 10.083513524630975, \"cagr_pct\": 162.40640041814663, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 32.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.509255362778554, \"sortino\": 4.371197339001718}, {\"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\": 4.40847041832928, \"dd_pct\": -22.16386724274355, \"calmar\": 0.19904268130312172, \"cagr_pct\": 4.411555564042104, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3070661928381867, \"sortino\": 0.4579531534381706}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.587701338139507, \"dd_pct\": -22.057818717966814, \"calmar\": 1.9369708093956282, \"cagr_pct\": 42.725350975642215, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 29.105839416058394, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3440996526140339, \"sortino\": 2.0226133022348884}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.583145413326488, \"dd_pct\": -15.598301149525962, \"calmar\": 1.3205672044482375, \"cagr_pct\": 20.598604943171228, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.891080869904713, \"sortino\": 1.3185209926005916}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.474551606234508, \"dd_pct\": -20.356053323756274, \"calmar\": -1.3534723932869714, \"cagr_pct\": -27.551356209981613, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 24.834437086092713, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3484333004647024, \"sortino\": -1.6513873577177947}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 192.34986698196207, \"dd_pct\": -47.47327090350149, \"calmar\": 0.29265250621730227, \"cagr_pct\": 13.893171708242647, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 20.102921646746346, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6543834012074984, \"sortino\": 0.9439827242351115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -22.5259453140617, \"dd_pct\": -47.47327090350149, \"calmar\": -0.16722685328947115, \"cagr_pct\": -7.938805708551164, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 8.695652173913043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3000875404213749, \"sortino\": -0.35756180580337177}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 277.351964044069, \"dd_pct\": -22.556245337799997, \"calmar\": 1.3010304465602218, \"cagr_pct\": 29.346361944559852, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 26.923076923076923, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0955801781643355, \"sortino\": 1.7245945109624654}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 31, "Total P&L %": 192.34986698196207, "Sharpe Ratio": 0.6543834012074984, "Sortino Ratio": 0.9439827242351115, "Calmar Ratio": 0.29265250621730227, "P&L/DD Ratio": 0.0, "Max Drawdown %": -47.47327090350149, "% In Market": 20.102921646746346, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 1.3010304465602218, "Sub2_Sortino": 1.7245945109624654, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d85081f7804aaaeb1da1caee33cfa2d9e7e28e890d9d882103e8311bebfbadc6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 550.05, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "37e3b65a8bc5db925716119eea2ea63ab39bfc6cd6bf092e278f33393d0fa697", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 162.2331860034435, \"dd_pct\": -16.106132056196177, \"calmar\": 10.083513524630975, \"cagr_pct\": 162.40640041814663, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 32.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.509255362778554, \"sortino\": 4.371197339001718}, {\"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\": 4.40847041832928, \"dd_pct\": -22.16386724274355, \"calmar\": 0.19904268130312172, \"cagr_pct\": 4.411555564042104, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3070661928381867, \"sortino\": 0.4579531534381706}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.587701338139507, \"dd_pct\": -22.057818717966814, \"calmar\": 1.9369708093956282, \"cagr_pct\": 42.725350975642215, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 29.105839416058394, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3440996526140339, \"sortino\": 2.0226133022348884}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.583145413326488, \"dd_pct\": -15.598301149525962, \"calmar\": 1.3205672044482375, \"cagr_pct\": 20.598604943171228, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.891080869904713, \"sortino\": 1.3185209926005916}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.474551606234508, \"dd_pct\": -20.356053323756274, \"calmar\": -1.3534723932869714, \"cagr_pct\": -27.551356209981613, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 24.834437086092713, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3484333004647024, \"sortino\": -1.6513873577177947}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 192.34986698196207, \"dd_pct\": -47.47327090350149, \"calmar\": 0.29265250621730227, \"cagr_pct\": 13.893171708242647, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 20.102921646746346, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6543834012074984, \"sortino\": 0.9439827242351115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -22.5259453140617, \"dd_pct\": -47.47327090350149, \"calmar\": -0.16722685328947115, \"cagr_pct\": -7.938805708551164, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 8.695652173913043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3000875404213749, \"sortino\": -0.35756180580337177}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 277.351964044069, \"dd_pct\": -22.556245337799997, \"calmar\": 1.3010304465602218, \"cagr_pct\": 29.346361944559852, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 26.923076923076923, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0955801781643355, \"sortino\": 1.7245945109624654}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 31, "Total P&L %": 192.34986698196207, "Sharpe Ratio": 0.6543834012074984, "Sortino Ratio": 0.9439827242351115, "Calmar Ratio": 0.29265250621730227, "P&L/DD Ratio": 0.0, "Max Drawdown %": -47.47327090350149, "% In Market": 20.102921646746346, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 1.3010304465602218, "Sub2_Sortino": 1.7245945109624654, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d85081f7804aaaeb1da1caee33cfa2d9e7e28e890d9d882103e8311bebfbadc6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 551.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "c4a5c0ca0f0feb8a63b708174bfe728059ae697b7aa3f33cb6fd34b28ec93241", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 162.2331860034435, \"dd_pct\": -16.106132056196177, \"calmar\": 10.083513524630975, \"cagr_pct\": 162.40640041814663, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 32.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.509255362778554, \"sortino\": 4.371197339001718}, {\"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\": 4.40847041832928, \"dd_pct\": -22.16386724274355, \"calmar\": 0.19904268130312172, \"cagr_pct\": 4.411555564042104, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3070661928381867, \"sortino\": 0.4579531534381706}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.587701338139507, \"dd_pct\": -22.057818717966814, \"calmar\": 1.9369708093956282, \"cagr_pct\": 42.725350975642215, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 29.105839416058394, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3440996526140339, \"sortino\": 2.0226133022348884}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.583145413326488, \"dd_pct\": -15.598301149525962, \"calmar\": 1.3205672044482375, \"cagr_pct\": 20.598604943171228, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.891080869904713, \"sortino\": 1.3185209926005916}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.474551606234508, \"dd_pct\": -20.356053323756274, \"calmar\": -1.3534723932869714, \"cagr_pct\": -27.551356209981613, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 24.834437086092713, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3484333004647024, \"sortino\": -1.6513873577177947}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 192.34986698196207, \"dd_pct\": -47.47327090350149, \"calmar\": 0.29265250621730227, \"cagr_pct\": 13.893171708242647, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 20.102921646746346, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6543834012074984, \"sortino\": 0.9439827242351115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -22.5259453140617, \"dd_pct\": -47.47327090350149, \"calmar\": -0.16722685328947115, \"cagr_pct\": -7.938805708551164, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 8.695652173913043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3000875404213749, \"sortino\": -0.35756180580337177}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 277.351964044069, \"dd_pct\": -22.556245337799997, \"calmar\": 1.3010304465602218, \"cagr_pct\": 29.346361944559852, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 26.923076923076923, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0955801781643355, \"sortino\": 1.7245945109624654}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 31, "Total P&L %": 192.34986698196207, "Sharpe Ratio": 0.6543834012074984, "Sortino Ratio": 0.9439827242351115, "Calmar Ratio": 0.29265250621730227, "P&L/DD Ratio": 0.0, "Max Drawdown %": -47.47327090350149, "% In Market": 20.102921646746346, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 1.3010304465602218, "Sub2_Sortino": 1.7245945109624654, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d85081f7804aaaeb1da1caee33cfa2d9e7e28e890d9d882103e8311bebfbadc6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": 550.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "9b87092722b7905ab72aee6a58d356fa2003210d0dcd9dc2a563be351849dc3f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.571852432013262, \"dd_pct\": -12.095861002347707, \"calmar\": -0.8745715711813048, \"cagr_pct\": -10.578696161613907, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.341662682972078, \"sortino\": -1.5386769837046321}, {\"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\": -0.1670238586592987, \"dd_pct\": -3.3873730380081013, \"calmar\": -0.049341528385233806, \"cagr_pct\": -0.1671381629062524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01445417763215742, \"sortino\": -0.022270841526754993}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -28.66290348818763, \"dd_pct\": -28.807385076587266, \"calmar\": -1.2584343360778065, \"cagr_pct\": -36.25220251299281, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.197080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6024911819499503, \"sortino\": -2.772195870187673}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.794688045922912, \"dd_pct\": -10.934674430795678, \"calmar\": -0.438777764841195, \"cagr_pct\": -4.797892006010693, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46893660509313845, \"sortino\": -0.6944801031347735}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.69324622557024, \"dd_pct\": -48.499737141753684, \"calmar\": -0.11119836388716271, \"cagr_pct\": -5.393091419120467, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 2.9299468791500667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4487266783443322, \"sortino\": -0.6074625430310472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.4059337850580915, \"dd_pct\": -27.415256886588512, \"calmar\": 0.05132791045725918, \"cagr_pct\": 1.407167850637573, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.3717834960070983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.168753346942854, \"sortino\": 0.2587638423490311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.36479328391405, \"dd_pct\": -41.57245597731594, \"calmar\": -0.22223815300211747, \"cagr_pct\": -9.238985832160532, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.6657824933687, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.074968177606422, \"sortino\": -1.2531456866288895}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": -36.69324622557024, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.499737141753684, "% In Market": 2.9299468791500667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d7486d99f5354dcd3e9505dca25ab08a4c51f534d7c9ff130660d9b3ba782d93", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 269.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": 550.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "1b39f6714212c6c24e0a0aac87f6d952fbca99c8faef723144c31528cef09cd9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.571852432013262, \"dd_pct\": -12.095861002347707, \"calmar\": -0.8745715711813048, \"cagr_pct\": -10.578696161613907, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.341662682972078, \"sortino\": -1.5386769837046321}, {\"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\": -0.1670238586592987, \"dd_pct\": -3.3873730380081013, \"calmar\": -0.049341528385233806, \"cagr_pct\": -0.1671381629062524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01445417763215742, \"sortino\": -0.022270841526754993}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -28.66290348818763, \"dd_pct\": -28.807385076587266, \"calmar\": -1.2584343360778065, \"cagr_pct\": -36.25220251299281, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.197080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6024911819499503, \"sortino\": -2.772195870187673}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.794688045922912, \"dd_pct\": -10.934674430795678, \"calmar\": -0.438777764841195, \"cagr_pct\": -4.797892006010693, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46893660509313845, \"sortino\": -0.6944801031347735}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.69324622557024, \"dd_pct\": -48.499737141753684, \"calmar\": -0.11119836388716271, \"cagr_pct\": -5.393091419120467, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 2.9299468791500667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4487266783443322, \"sortino\": -0.6074625430310472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.4059337850580915, \"dd_pct\": -27.415256886588512, \"calmar\": 0.05132791045725918, \"cagr_pct\": 1.407167850637573, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.3717834960070983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.168753346942854, \"sortino\": 0.2587638423490311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.36479328391405, \"dd_pct\": -41.57245597731594, \"calmar\": -0.22223815300211747, \"cagr_pct\": -9.238985832160532, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.6657824933687, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.074968177606422, \"sortino\": -1.2531456866288895}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": -36.69324622557024, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.499737141753684, "% In Market": 2.9299468791500667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d7486d99f5354dcd3e9505dca25ab08a4c51f534d7c9ff130660d9b3ba782d93", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 269.95, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": 550.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "7432400f898c72a0600f1a4f145612c43d2fa46d2d54c1e8e6050e493fcbe6bc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.571852432013262, \"dd_pct\": -12.095861002347707, \"calmar\": -0.8745715711813048, \"cagr_pct\": -10.578696161613907, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.341662682972078, \"sortino\": -1.5386769837046321}, {\"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\": -0.1670238586592987, \"dd_pct\": -3.3873730380081013, \"calmar\": -0.049341528385233806, \"cagr_pct\": -0.1671381629062524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01445417763215742, \"sortino\": -0.022270841526754993}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -28.66290348818763, \"dd_pct\": -28.807385076587266, \"calmar\": -1.2584343360778065, \"cagr_pct\": -36.25220251299281, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.197080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6024911819499503, \"sortino\": -2.772195870187673}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.794688045922912, \"dd_pct\": -10.934674430795678, \"calmar\": -0.438777764841195, \"cagr_pct\": -4.797892006010693, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46893660509313845, \"sortino\": -0.6944801031347735}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.69324622557024, \"dd_pct\": -48.499737141753684, \"calmar\": -0.11119836388716271, \"cagr_pct\": -5.393091419120467, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 2.9299468791500667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4487266783443322, \"sortino\": -0.6074625430310472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.4059337850580915, \"dd_pct\": -27.415256886588512, \"calmar\": 0.05132791045725918, \"cagr_pct\": 1.407167850637573, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.3717834960070983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.168753346942854, \"sortino\": 0.2587638423490311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.36479328391405, \"dd_pct\": -41.57245597731594, \"calmar\": -0.22223815300211747, \"cagr_pct\": -9.238985832160532, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.6657824933687, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.074968177606422, \"sortino\": -1.2531456866288895}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": -36.69324622557024, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.499737141753684, "% In Market": 2.9299468791500667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d7486d99f5354dcd3e9505dca25ab08a4c51f534d7c9ff130660d9b3ba782d93", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 270.05, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": 550.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "5bf7dbbceafd6344c64836101598a7db978c77d01a8b04d64041466e56a270b7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.571852432013262, \"dd_pct\": -12.095861002347707, \"calmar\": -0.8745715711813048, \"cagr_pct\": -10.578696161613907, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.341662682972078, \"sortino\": -1.5386769837046321}, {\"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\": -0.1670238586592987, \"dd_pct\": -3.3873730380081013, \"calmar\": -0.049341528385233806, \"cagr_pct\": -0.1671381629062524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01445417763215742, \"sortino\": -0.022270841526754993}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -28.66290348818763, \"dd_pct\": -28.807385076587266, \"calmar\": -1.2584343360778065, \"cagr_pct\": -36.25220251299281, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.197080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6024911819499503, \"sortino\": -2.772195870187673}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.794688045922912, \"dd_pct\": -10.934674430795678, \"calmar\": -0.438777764841195, \"cagr_pct\": -4.797892006010693, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46893660509313845, \"sortino\": -0.6944801031347735}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.69324622557024, \"dd_pct\": -48.499737141753684, \"calmar\": -0.11119836388716271, \"cagr_pct\": -5.393091419120467, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 2.9299468791500667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4487266783443322, \"sortino\": -0.6074625430310472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.4059337850580915, \"dd_pct\": -27.415256886588512, \"calmar\": 0.05132791045725918, \"cagr_pct\": 1.407167850637573, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.3717834960070983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.168753346942854, \"sortino\": 0.2587638423490311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.36479328391405, \"dd_pct\": -41.57245597731594, \"calmar\": -0.22223815300211747, \"cagr_pct\": -9.238985832160532, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.6657824933687, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.074968177606422, \"sortino\": -1.2531456866288895}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": -36.69324622557024, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.499737141753684, "% In Market": 2.9299468791500667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d7486d99f5354dcd3e9505dca25ab08a4c51f534d7c9ff130660d9b3ba782d93", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 271.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": 550.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "a29898f2df95afbd2e226064871adcd1eed822b3ada9e898ed681bbcd8303a19", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.571852432013262, \"dd_pct\": -12.095861002347707, \"calmar\": -0.8745715711813048, \"cagr_pct\": -10.578696161613907, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.341662682972078, \"sortino\": -1.5386769837046321}, {\"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\": -0.1670238586592987, \"dd_pct\": -3.3873730380081013, \"calmar\": -0.049341528385233806, \"cagr_pct\": -0.1671381629062524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01445417763215742, \"sortino\": -0.022270841526754993}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -28.66290348818763, \"dd_pct\": -28.807385076587266, \"calmar\": -1.2584343360778065, \"cagr_pct\": -36.25220251299281, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.197080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6024911819499503, \"sortino\": -2.772195870187673}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.794688045922912, \"dd_pct\": -10.934674430795678, \"calmar\": -0.438777764841195, \"cagr_pct\": -4.797892006010693, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46893660509313845, \"sortino\": -0.6944801031347735}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.69324622557024, \"dd_pct\": -48.499737141753684, \"calmar\": -0.11119836388716271, \"cagr_pct\": -5.393091419120467, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 2.9299468791500667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4487266783443322, \"sortino\": -0.6074625430310472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.4059337850580915, \"dd_pct\": -27.415256886588512, \"calmar\": 0.05132791045725918, \"cagr_pct\": 1.407167850637573, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.3717834960070983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.168753346942854, \"sortino\": 0.2587638423490311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.36479328391405, \"dd_pct\": -41.57245597731594, \"calmar\": -0.22223815300211747, \"cagr_pct\": -9.238985832160532, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.6657824933687, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.074968177606422, \"sortino\": -1.2531456866288895}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": -36.69324622557024, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.499737141753684, "% In Market": 2.9299468791500667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d7486d99f5354dcd3e9505dca25ab08a4c51f534d7c9ff130660d9b3ba782d93", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": -71.0, "i_long_exit_activation_confirmation_threshold": 550.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "759e83446946962c2a2fc7e5f3729df505848082093d30f52392a2e4af5c3cc4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.571852432013262, \"dd_pct\": -12.095861002347707, \"calmar\": -0.8745715711813048, \"cagr_pct\": -10.578696161613907, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.341662682972078, \"sortino\": -1.5386769837046321}, {\"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\": -0.1670238586592987, \"dd_pct\": -3.3873730380081013, \"calmar\": -0.049341528385233806, \"cagr_pct\": -0.1671381629062524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01445417763215742, \"sortino\": -0.022270841526754993}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -28.66290348818763, \"dd_pct\": -28.807385076587266, \"calmar\": -1.2584343360778065, \"cagr_pct\": -36.25220251299281, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.197080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6024911819499503, \"sortino\": -2.772195870187673}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.794688045922912, \"dd_pct\": -10.934674430795678, \"calmar\": -0.438777764841195, \"cagr_pct\": -4.797892006010693, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46893660509313845, \"sortino\": -0.6944801031347735}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.69324622557024, \"dd_pct\": -48.499737141753684, \"calmar\": -0.11119836388716271, \"cagr_pct\": -5.393091419120467, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 2.9299468791500667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4487266783443322, \"sortino\": -0.6074625430310472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.4059337850580915, \"dd_pct\": -27.415256886588512, \"calmar\": 0.05132791045725918, \"cagr_pct\": 1.407167850637573, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.3717834960070983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.168753346942854, \"sortino\": 0.2587638423490311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.36479328391405, \"dd_pct\": -41.57245597731594, \"calmar\": -0.22223815300211747, \"cagr_pct\": -9.238985832160532, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.6657824933687, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.074968177606422, \"sortino\": -1.2531456866288895}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": -36.69324622557024, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.499737141753684, "% In Market": 2.9299468791500667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d7486d99f5354dcd3e9505dca25ab08a4c51f534d7c9ff130660d9b3ba782d93", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": -70.05, "i_long_exit_activation_confirmation_threshold": 550.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "76b99991b859de344c1ab487f31b524b2f6f6318ff6d9e57687bf6ed5addbde1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.571852432013262, \"dd_pct\": -12.095861002347707, \"calmar\": -0.8745715711813048, \"cagr_pct\": -10.578696161613907, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.341662682972078, \"sortino\": -1.5386769837046321}, {\"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\": -0.1670238586592987, \"dd_pct\": -3.3873730380081013, \"calmar\": -0.049341528385233806, \"cagr_pct\": -0.1671381629062524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01445417763215742, \"sortino\": -0.022270841526754993}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -28.66290348818763, \"dd_pct\": -28.807385076587266, \"calmar\": -1.2584343360778065, \"cagr_pct\": -36.25220251299281, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.197080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6024911819499503, \"sortino\": -2.772195870187673}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.794688045922912, \"dd_pct\": -10.934674430795678, \"calmar\": -0.438777764841195, \"cagr_pct\": -4.797892006010693, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46893660509313845, \"sortino\": -0.6944801031347735}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.69324622557024, \"dd_pct\": -48.499737141753684, \"calmar\": -0.11119836388716271, \"cagr_pct\": -5.393091419120467, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 2.9299468791500667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4487266783443322, \"sortino\": -0.6074625430310472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.4059337850580915, \"dd_pct\": -27.415256886588512, \"calmar\": 0.05132791045725918, \"cagr_pct\": 1.407167850637573, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.3717834960070983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.168753346942854, \"sortino\": 0.2587638423490311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.36479328391405, \"dd_pct\": -41.57245597731594, \"calmar\": -0.22223815300211747, \"cagr_pct\": -9.238985832160532, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.6657824933687, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.074968177606422, \"sortino\": -1.2531456866288895}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": -36.69324622557024, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.499737141753684, "% In Market": 2.9299468791500667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d7486d99f5354dcd3e9505dca25ab08a4c51f534d7c9ff130660d9b3ba782d93", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": -69.95, "i_long_exit_activation_confirmation_threshold": 550.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "746902cccb00faa315d089ff94c3f46bff261ede9e4ddc9d487244f162c8fa08", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.571852432013262, \"dd_pct\": -12.095861002347707, \"calmar\": -0.8745715711813048, \"cagr_pct\": -10.578696161613907, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.341662682972078, \"sortino\": -1.5386769837046321}, {\"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\": -0.1670238586592987, \"dd_pct\": -3.3873730380081013, \"calmar\": -0.049341528385233806, \"cagr_pct\": -0.1671381629062524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01445417763215742, \"sortino\": -0.022270841526754993}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -28.66290348818763, \"dd_pct\": -28.807385076587266, \"calmar\": -1.2584343360778065, \"cagr_pct\": -36.25220251299281, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.197080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6024911819499503, \"sortino\": -2.772195870187673}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.794688045922912, \"dd_pct\": -10.934674430795678, \"calmar\": -0.438777764841195, \"cagr_pct\": -4.797892006010693, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46893660509313845, \"sortino\": -0.6944801031347735}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.69324622557024, \"dd_pct\": -48.499737141753684, \"calmar\": -0.11119836388716271, \"cagr_pct\": -5.393091419120467, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 2.9299468791500667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4487266783443322, \"sortino\": -0.6074625430310472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.4059337850580915, \"dd_pct\": -27.415256886588512, \"calmar\": 0.05132791045725918, \"cagr_pct\": 1.407167850637573, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.3717834960070983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.168753346942854, \"sortino\": 0.2587638423490311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.36479328391405, \"dd_pct\": -41.57245597731594, \"calmar\": -0.22223815300211747, \"cagr_pct\": -9.238985832160532, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.6657824933687, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.074968177606422, \"sortino\": -1.2531456866288895}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": -36.69324622557024, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.499737141753684, "% In Market": 2.9299468791500667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d7486d99f5354dcd3e9505dca25ab08a4c51f534d7c9ff130660d9b3ba782d93", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": -69.0, "i_long_exit_activation_confirmation_threshold": 550.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "865329d6c3c1dde9ad6e72b517cf8a1820e04c238df06794c0b1a2c586c35f56", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.571852432013262, \"dd_pct\": -12.095861002347707, \"calmar\": -0.8745715711813048, \"cagr_pct\": -10.578696161613907, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.341662682972078, \"sortino\": -1.5386769837046321}, {\"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\": -0.1670238586592987, \"dd_pct\": -3.3873730380081013, \"calmar\": -0.049341528385233806, \"cagr_pct\": -0.1671381629062524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01445417763215742, \"sortino\": -0.022270841526754993}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -28.66290348818763, \"dd_pct\": -28.807385076587266, \"calmar\": -1.2584343360778065, \"cagr_pct\": -36.25220251299281, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.197080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6024911819499503, \"sortino\": -2.772195870187673}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.794688045922912, \"dd_pct\": -10.934674430795678, \"calmar\": -0.438777764841195, \"cagr_pct\": -4.797892006010693, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46893660509313845, \"sortino\": -0.6944801031347735}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.69324622557024, \"dd_pct\": -48.499737141753684, \"calmar\": -0.11119836388716271, \"cagr_pct\": -5.393091419120467, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 2.9299468791500667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4487266783443322, \"sortino\": -0.6074625430310472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.4059337850580915, \"dd_pct\": -27.415256886588512, \"calmar\": 0.05132791045725918, \"cagr_pct\": 1.407167850637573, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.3717834960070983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.168753346942854, \"sortino\": 0.2587638423490311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.36479328391405, \"dd_pct\": -41.57245597731594, \"calmar\": -0.22223815300211747, \"cagr_pct\": -9.238985832160532, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.6657824933687, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.074968177606422, \"sortino\": -1.2531456866288895}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": -36.69324622557024, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.499737141753684, "% In Market": 2.9299468791500667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d7486d99f5354dcd3e9505dca25ab08a4c51f534d7c9ff130660d9b3ba782d93", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": 549.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "8b15bc56092f8a8f315d072e3ba5f54dbd3b20be39f25de5d7db909408c0e204", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.571852432013262, \"dd_pct\": -12.095861002347707, \"calmar\": -0.8745715711813048, \"cagr_pct\": -10.578696161613907, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.341662682972078, \"sortino\": -1.5386769837046321}, {\"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\": -0.1670238586592987, \"dd_pct\": -3.3873730380081013, \"calmar\": -0.049341528385233806, \"cagr_pct\": -0.1671381629062524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01445417763215742, \"sortino\": -0.022270841526754993}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -28.66290348818763, \"dd_pct\": -28.807385076587266, \"calmar\": -1.2584343360778065, \"cagr_pct\": -36.25220251299281, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.197080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6024911819499503, \"sortino\": -2.772195870187673}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.794688045922912, \"dd_pct\": -10.934674430795678, \"calmar\": -0.438777764841195, \"cagr_pct\": -4.797892006010693, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46893660509313845, \"sortino\": -0.6944801031347735}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.69324622557024, \"dd_pct\": -48.499737141753684, \"calmar\": -0.11119836388716271, \"cagr_pct\": -5.393091419120467, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 2.9299468791500667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4487266783443322, \"sortino\": -0.6074625430310472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.4059337850580915, \"dd_pct\": -27.415256886588512, \"calmar\": 0.05132791045725918, \"cagr_pct\": 1.407167850637573, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.3717834960070983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.168753346942854, \"sortino\": 0.2587638423490311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.36479328391405, \"dd_pct\": -41.57245597731594, \"calmar\": -0.22223815300211747, \"cagr_pct\": -9.238985832160532, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.6657824933687, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.074968177606422, \"sortino\": -1.2531456866288895}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": -36.69324622557024, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.499737141753684, "% In Market": 2.9299468791500667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d7486d99f5354dcd3e9505dca25ab08a4c51f534d7c9ff130660d9b3ba782d93", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": 549.95, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "83534908c40ef605328ad25bb77e4db85df93a05f8c1ac10831839747ac6a97c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.571852432013262, \"dd_pct\": -12.095861002347707, \"calmar\": -0.8745715711813048, \"cagr_pct\": -10.578696161613907, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.341662682972078, \"sortino\": -1.5386769837046321}, {\"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\": -0.1670238586592987, \"dd_pct\": -3.3873730380081013, \"calmar\": -0.049341528385233806, \"cagr_pct\": -0.1671381629062524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01445417763215742, \"sortino\": -0.022270841526754993}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -28.66290348818763, \"dd_pct\": -28.807385076587266, \"calmar\": -1.2584343360778065, \"cagr_pct\": -36.25220251299281, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.197080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6024911819499503, \"sortino\": -2.772195870187673}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.794688045922912, \"dd_pct\": -10.934674430795678, \"calmar\": -0.438777764841195, \"cagr_pct\": -4.797892006010693, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46893660509313845, \"sortino\": -0.6944801031347735}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.69324622557024, \"dd_pct\": -48.499737141753684, \"calmar\": -0.11119836388716271, \"cagr_pct\": -5.393091419120467, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 2.9299468791500667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4487266783443322, \"sortino\": -0.6074625430310472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.4059337850580915, \"dd_pct\": -27.415256886588512, \"calmar\": 0.05132791045725918, \"cagr_pct\": 1.407167850637573, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.3717834960070983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.168753346942854, \"sortino\": 0.2587638423490311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.36479328391405, \"dd_pct\": -41.57245597731594, \"calmar\": -0.22223815300211747, \"cagr_pct\": -9.238985832160532, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.6657824933687, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.074968177606422, \"sortino\": -1.2531456866288895}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": -36.69324622557024, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.499737141753684, "% In Market": 2.9299468791500667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d7486d99f5354dcd3e9505dca25ab08a4c51f534d7c9ff130660d9b3ba782d93", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": 550.05, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "f1a62efefa913de0cda3f9b4376cc4a9c05e5c08ab0b72c3cf7ef0ac14d0f2b9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.571852432013262, \"dd_pct\": -12.095861002347707, \"calmar\": -0.8745715711813048, \"cagr_pct\": -10.578696161613907, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.341662682972078, \"sortino\": -1.5386769837046321}, {\"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\": -0.1670238586592987, \"dd_pct\": -3.3873730380081013, \"calmar\": -0.049341528385233806, \"cagr_pct\": -0.1671381629062524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01445417763215742, \"sortino\": -0.022270841526754993}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -28.66290348818763, \"dd_pct\": -28.807385076587266, \"calmar\": -1.2584343360778065, \"cagr_pct\": -36.25220251299281, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.197080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6024911819499503, \"sortino\": -2.772195870187673}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.794688045922912, \"dd_pct\": -10.934674430795678, \"calmar\": -0.438777764841195, \"cagr_pct\": -4.797892006010693, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46893660509313845, \"sortino\": -0.6944801031347735}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.69324622557024, \"dd_pct\": -48.499737141753684, \"calmar\": -0.11119836388716271, \"cagr_pct\": -5.393091419120467, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 2.9299468791500667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4487266783443322, \"sortino\": -0.6074625430310472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.4059337850580915, \"dd_pct\": -27.415256886588512, \"calmar\": 0.05132791045725918, \"cagr_pct\": 1.407167850637573, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.3717834960070983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.168753346942854, \"sortino\": 0.2587638423490311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.36479328391405, \"dd_pct\": -41.57245597731594, \"calmar\": -0.22223815300211747, \"cagr_pct\": -9.238985832160532, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.6657824933687, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.074968177606422, \"sortino\": -1.2531456866288895}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": -36.69324622557024, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.499737141753684, "% In Market": 2.9299468791500667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d7486d99f5354dcd3e9505dca25ab08a4c51f534d7c9ff130660d9b3ba782d93", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": 551.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "cf54264990c1569df248dcedbe43f4dab3bfb688c8e67d1533ebe724c76ef997", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.571852432013262, \"dd_pct\": -12.095861002347707, \"calmar\": -0.8745715711813048, \"cagr_pct\": -10.578696161613907, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.341662682972078, \"sortino\": -1.5386769837046321}, {\"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\": -0.1670238586592987, \"dd_pct\": -3.3873730380081013, \"calmar\": -0.049341528385233806, \"cagr_pct\": -0.1671381629062524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01445417763215742, \"sortino\": -0.022270841526754993}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -28.66290348818763, \"dd_pct\": -28.807385076587266, \"calmar\": -1.2584343360778065, \"cagr_pct\": -36.25220251299281, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.197080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6024911819499503, \"sortino\": -2.772195870187673}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.794688045922912, \"dd_pct\": -10.934674430795678, \"calmar\": -0.438777764841195, \"cagr_pct\": -4.797892006010693, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46893660509313845, \"sortino\": -0.6944801031347735}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.69324622557024, \"dd_pct\": -48.499737141753684, \"calmar\": -0.11119836388716271, \"cagr_pct\": -5.393091419120467, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 2.9299468791500667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4487266783443322, \"sortino\": -0.6074625430310472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.4059337850580915, \"dd_pct\": -27.415256886588512, \"calmar\": 0.05132791045725918, \"cagr_pct\": 1.407167850637573, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.3717834960070983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.168753346942854, \"sortino\": 0.2587638423490311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.36479328391405, \"dd_pct\": -41.57245597731594, \"calmar\": -0.22223815300211747, \"cagr_pct\": -9.238985832160532, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.6657824933687, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.074968177606422, \"sortino\": -1.2531456866288895}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": -36.69324622557024, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.499737141753684, "% In Market": 2.9299468791500667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d7486d99f5354dcd3e9505dca25ab08a4c51f534d7c9ff130660d9b3ba782d93", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -315.0, "i_long_exit_activation_threshold": -600.0, "i_long_exit_activation_confirmation_threshold": -420.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "3a2b8a7f0b550936f301f4df9330823dc411180a083c9f99a4d57211d35d98d9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -14.675673764176478, \"dd_pct\": -28.2843407750048, \"calmar\": -0.5191900576014571, \"cagr_pct\": -14.684948516193986, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 7.876712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5728047739358816, \"sortino\": -0.8900467182131722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -19.614943559999787, \"dd_pct\": -21.92995524148221, \"calmar\": -0.8949842336300671, \"cagr_pct\": -19.62696418533963, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0661410763074097, \"sortino\": -2.2092685981739395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.694112238480464, \"dd_pct\": -35.51702924415599, \"calmar\": -0.5266666933717536, \"cagr_pct\": -18.705636350407513, \"entries\": 61, \"exits\": 61, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9192189785693629, \"sortino\": -1.4089846458406379}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -29.229230500379533, \"dd_pct\": -29.229230500379533, \"calmar\": -1.2633218392310563, \"cagr_pct\": -36.92592523504796, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9036380749493362, \"sortino\": -2.599996791025315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -36.84105652174914, \"dd_pct\": -42.68168137516035, \"calmar\": -0.8636241743489159, \"cagr_pct\": -36.86093183744636, \"entries\": 52, \"exits\": 51, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.3409646621230253, \"sortino\": -3.229748421113514}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -18.11452388226137, \"dd_pct\": -20.04733272932451, \"calmar\": -1.912085463628355, \"cagr_pct\": -38.33221349626235, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 7.9470198675496695, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.476017815176418, \"sortino\": -3.8326253966672073}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.64867497143425, \"dd_pct\": -89.31626130603185, \"calmar\": -0.25965399720068705, \"cagr_pct\": -23.191324263132227, \"entries\": 304, \"exits\": 304, \"exposure_pct\": 9.661354581673306, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2493525781990444, \"sortino\": -1.7184310517255157}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -44.386436780707015, \"dd_pct\": -51.825655324715505, \"calmar\": -0.3341422264585158, \"cagr_pct\": -17.317139857872075, \"entries\": 93, \"exits\": 92, \"exposure_pct\": 7.87488908606921, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8287869701335033, \"sortino\": -1.1061660111309761}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -79.58892692452436, \"dd_pct\": -82.08677940865451, \"calmar\": -0.32285439213654726, \"cagr_pct\": -26.502077268428, \"entries\": 211, \"exits\": 212, \"exposure_pct\": 10.729442970822282, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5195484571114775, \"sortino\": -2.135981482941635}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.072174466960558, \"dd_pct\": -9.072174466960558, \"calmar\": -1.999992285916292, \"cagr_pct\": -18.144278950407866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.729106628242075, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -4.084661093284737, \"sortino\": -4.064432020399301}]", "Additional_Threshold_Budget": 0, "Total Trades": 304, "Total P&L %": -88.64867497143425, "Sharpe Ratio": -1.2493525781990444, "Sortino Ratio": -1.7184310517255157, "Calmar Ratio": -0.25965399720068705, "P&L/DD Ratio": 0.0, "Max Drawdown %": -89.31626130603185, "% In Market": 9.661354581673306, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3341422264585158, "Sub1_Sortino": -1.1061660111309761, "Sub1_Trades": 93, "Sub2_Calmar": -0.32285439213654726, "Sub2_Sortino": -2.135981482941635, "Sub2_Trades": 211, "WFO_Score": -0.9966454103019341, "WFO_Min_Fold": -1.912085463628355, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.51919, -0.894984, -0.526667, -1.263322, -0.863624, -1.912085]", "OOS_Total Trades": 4, "OOS_Total P&L %": -9.072174466960558, "OOS_Sortino Ratio": -4.064432020399301, "OOS_Calmar Ratio": -1.999992285916292, "OOS_Max Drawdown %": -9.072174466960558, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 46, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e7fbd813668c599ca7060e7a4efedec436d529f69401e45dc0d6ad6878e60ca6", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -316.0, "i_long_exit_activation_threshold": -600.0, "i_long_exit_activation_confirmation_threshold": -420.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "3b2363ce68783af86545de5f117cfd17fddaaf1f6d32b695002d05e2ebbea25a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -14.675673764176478, \"dd_pct\": -28.2843407750048, \"calmar\": -0.5191900576014571, \"cagr_pct\": -14.684948516193986, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 7.876712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5728047739358816, \"sortino\": -0.8900467182131722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -19.614943559999787, \"dd_pct\": -21.92995524148221, \"calmar\": -0.8949842336300671, \"cagr_pct\": -19.62696418533963, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0661410763074097, \"sortino\": -2.2092685981739395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.694112238480464, \"dd_pct\": -35.51702924415599, \"calmar\": -0.5266666933717536, \"cagr_pct\": -18.705636350407513, \"entries\": 61, \"exits\": 61, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9192189785693629, \"sortino\": -1.4089846458406379}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -29.14062800072762, \"dd_pct\": -29.14062800072762, \"calmar\": -1.2635499355764865, \"cagr_pct\": -36.82063863297774, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 13.686131386861314, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.88912393811847, \"sortino\": -2.572731790601655}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -36.8621950295303, \"dd_pct\": -42.70086509891392, \"calmar\": -0.8637314040177606, \"cagr_pct\": -36.88207816465791, \"entries\": 52, \"exits\": 51, \"exposure_pct\": 13.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.3337375181317705, \"sortino\": -3.2194973453150206}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -18.11452388226137, \"dd_pct\": -20.04733272932451, \"calmar\": -1.912085463628355, \"cagr_pct\": -38.33221349626235, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 7.9470198675496695, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.476017815176418, \"sortino\": -3.8326253966672073}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.6699803048015, \"dd_pct\": -89.33631364475978, \"calmar\": -0.25979156287519484, \"cagr_pct\": -23.208820543280737, \"entries\": 305, \"exits\": 305, \"exposure_pct\": 9.677954847277556, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2492021455827922, \"sortino\": -1.7173791139052845}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -44.541665455930065, \"dd_pct\": -51.960119640087555, \"calmar\": -0.3347183517364847, \"cagr_pct\": -17.39200560196065, \"entries\": 94, \"exits\": 93, \"exposure_pct\": 7.830523513753327, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8330055138487225, \"sortino\": -1.1115210873256505}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -79.57021286639055, \"dd_pct\": -82.07035552685905, \"calmar\": -0.3227599605348984, \"cagr_pct\": -26.489024710934107, \"entries\": 211, \"exits\": 212, \"exposure_pct\": 10.782493368700266, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.516249524640882, \"sortino\": -2.129793443412155}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.072174466960558, \"dd_pct\": -9.072174466960558, \"calmar\": -1.999992285916292, \"cagr_pct\": -18.144278950407866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.729106628242075, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -4.084661093284737, \"sortino\": -4.064432020399301}]", "Additional_Threshold_Budget": 0, "Total Trades": 305, "Total P&L %": -88.6699803048015, "Sharpe Ratio": -1.2492021455827922, "Sortino Ratio": -1.7173791139052845, "Calmar Ratio": -0.25979156287519484, "P&L/DD Ratio": 0.0, "Max Drawdown %": -89.33631364475978, "% In Market": 9.677954847277556, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3347183517364847, "Sub1_Sortino": -1.1115210873256505, "Sub1_Trades": 94, "Sub2_Calmar": -0.3227599605348984, "Sub2_Sortino": -2.129793443412155, "Sub2_Trades": 211, "WFO_Score": -0.9967012979709798, "WFO_Min_Fold": -1.912085463628355, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.51919, -0.894984, -0.526667, -1.26355, -0.863731, -1.912085]", "OOS_Total Trades": 4, "OOS_Total P&L %": -9.072174466960558, "OOS_Sortino Ratio": -4.064432020399301, "OOS_Calmar Ratio": -1.999992285916292, "OOS_Max Drawdown %": -9.072174466960558, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 51, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e7fbd813668c599ca7060e7a4efedec436d529f69401e45dc0d6ad6878e60ca6", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -315.05, "i_long_exit_activation_threshold": -600.0, "i_long_exit_activation_confirmation_threshold": -420.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "03d43a683fe6cbf003251ad0fd80ba8cb1212ff03ca741e45bd100e74d8ffbd8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -14.675673764176478, \"dd_pct\": -28.2843407750048, \"calmar\": -0.5191900576014571, \"cagr_pct\": -14.684948516193986, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 7.876712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5728047739358816, \"sortino\": -0.8900467182131722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -19.614943559999787, \"dd_pct\": -21.92995524148221, \"calmar\": -0.8949842336300671, \"cagr_pct\": -19.62696418533963, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0661410763074097, \"sortino\": -2.2092685981739395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.694112238480464, \"dd_pct\": -35.51702924415599, \"calmar\": -0.5266666933717536, \"cagr_pct\": -18.705636350407513, \"entries\": 61, \"exits\": 61, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9192189785693629, \"sortino\": -1.4089846458406379}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -29.229230500379533, \"dd_pct\": -29.229230500379533, \"calmar\": -1.2633218392310563, \"cagr_pct\": -36.92592523504796, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9036380749493362, \"sortino\": -2.599996791025315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -36.84105652174914, \"dd_pct\": -42.68168137516035, \"calmar\": -0.8636241743489159, \"cagr_pct\": -36.86093183744636, \"entries\": 52, \"exits\": 51, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.3409646621230253, \"sortino\": -3.229748421113514}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -18.11452388226137, \"dd_pct\": -20.04733272932451, \"calmar\": -1.912085463628355, \"cagr_pct\": -38.33221349626235, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 7.9470198675496695, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.476017815176418, \"sortino\": -3.8326253966672073}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.64867497143425, \"dd_pct\": -89.31626130603185, \"calmar\": -0.25965399720068705, \"cagr_pct\": -23.191324263132227, \"entries\": 304, \"exits\": 304, \"exposure_pct\": 9.661354581673306, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2493525781990444, \"sortino\": -1.7184310517255157}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -44.386436780707015, \"dd_pct\": -51.825655324715505, \"calmar\": -0.3341422264585158, \"cagr_pct\": -17.317139857872075, \"entries\": 93, \"exits\": 92, \"exposure_pct\": 7.87488908606921, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8287869701335033, \"sortino\": -1.1061660111309761}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -79.58892692452436, \"dd_pct\": -82.08677940865451, \"calmar\": -0.32285439213654726, \"cagr_pct\": -26.502077268428, \"entries\": 211, \"exits\": 212, \"exposure_pct\": 10.729442970822282, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5195484571114775, \"sortino\": -2.135981482941635}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.072174466960558, \"dd_pct\": -9.072174466960558, \"calmar\": -1.999992285916292, \"cagr_pct\": -18.144278950407866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.729106628242075, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -4.084661093284737, \"sortino\": -4.064432020399301}]", "Additional_Threshold_Budget": 0, "Total Trades": 304, "Total P&L %": -88.64867497143425, "Sharpe Ratio": -1.2493525781990444, "Sortino Ratio": -1.7184310517255157, "Calmar Ratio": -0.25965399720068705, "P&L/DD Ratio": 0.0, "Max Drawdown %": -89.31626130603185, "% In Market": 9.661354581673306, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3341422264585158, "Sub1_Sortino": -1.1061660111309761, "Sub1_Trades": 93, "Sub2_Calmar": -0.32285439213654726, "Sub2_Sortino": -2.135981482941635, "Sub2_Trades": 211, "WFO_Score": -0.9966454103019341, "WFO_Min_Fold": -1.912085463628355, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.51919, -0.894984, -0.526667, -1.263322, -0.863624, -1.912085]", "OOS_Total Trades": 4, "OOS_Total P&L %": -9.072174466960558, "OOS_Sortino Ratio": -4.064432020399301, "OOS_Calmar Ratio": -1.999992285916292, "OOS_Max Drawdown %": -9.072174466960558, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 46, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e7fbd813668c599ca7060e7a4efedec436d529f69401e45dc0d6ad6878e60ca6", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -314.95, "i_long_exit_activation_threshold": -600.0, "i_long_exit_activation_confirmation_threshold": -420.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "282791825f27b8abcc85ba4e4bf268333bf89f82ca3132f831cf69ba87f1589c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -14.675673764176478, \"dd_pct\": -28.2843407750048, \"calmar\": -0.5191900576014571, \"cagr_pct\": -14.684948516193986, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 7.876712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5728047739358816, \"sortino\": -0.8900467182131722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -19.614943559999787, \"dd_pct\": -21.92995524148221, \"calmar\": -0.8949842336300671, \"cagr_pct\": -19.62696418533963, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0661410763074097, \"sortino\": -2.2092685981739395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.694112238480464, \"dd_pct\": -35.51702924415599, \"calmar\": -0.5266666933717536, \"cagr_pct\": -18.705636350407513, \"entries\": 61, \"exits\": 61, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9192189785693629, \"sortino\": -1.4089846458406379}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -29.229230500379533, \"dd_pct\": -29.229230500379533, \"calmar\": -1.2633218392310563, \"cagr_pct\": -36.92592523504796, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9036380749493362, \"sortino\": -2.599996791025315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -36.84105652174914, \"dd_pct\": -42.68168137516035, \"calmar\": -0.8636241743489159, \"cagr_pct\": -36.86093183744636, \"entries\": 52, \"exits\": 51, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.3409646621230253, \"sortino\": -3.229748421113514}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -18.11452388226137, \"dd_pct\": -20.04733272932451, \"calmar\": -1.912085463628355, \"cagr_pct\": -38.33221349626235, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 7.9470198675496695, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.476017815176418, \"sortino\": -3.8326253966672073}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.64867497143425, \"dd_pct\": -89.31626130603185, \"calmar\": -0.25965399720068705, \"cagr_pct\": -23.191324263132227, \"entries\": 304, \"exits\": 304, \"exposure_pct\": 9.661354581673306, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2493525781990444, \"sortino\": -1.7184310517255157}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -44.386436780707015, \"dd_pct\": -51.825655324715505, \"calmar\": -0.3341422264585158, \"cagr_pct\": -17.317139857872075, \"entries\": 93, \"exits\": 92, \"exposure_pct\": 7.87488908606921, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8287869701335033, \"sortino\": -1.1061660111309761}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -79.58892692452436, \"dd_pct\": -82.08677940865451, \"calmar\": -0.32285439213654726, \"cagr_pct\": -26.502077268428, \"entries\": 211, \"exits\": 212, \"exposure_pct\": 10.729442970822282, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5195484571114775, \"sortino\": -2.135981482941635}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.072174466960558, \"dd_pct\": -9.072174466960558, \"calmar\": -1.999992285916292, \"cagr_pct\": -18.144278950407866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.729106628242075, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -4.084661093284737, \"sortino\": -4.064432020399301}]", "Additional_Threshold_Budget": 0, "Total Trades": 304, "Total P&L %": -88.64867497143425, "Sharpe Ratio": -1.2493525781990444, "Sortino Ratio": -1.7184310517255157, "Calmar Ratio": -0.25965399720068705, "P&L/DD Ratio": 0.0, "Max Drawdown %": -89.31626130603185, "% In Market": 9.661354581673306, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3341422264585158, "Sub1_Sortino": -1.1061660111309761, "Sub1_Trades": 93, "Sub2_Calmar": -0.32285439213654726, "Sub2_Sortino": -2.135981482941635, "Sub2_Trades": 211, "WFO_Score": -0.9966454103019341, "WFO_Min_Fold": -1.912085463628355, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.51919, -0.894984, -0.526667, -1.263322, -0.863624, -1.912085]", "OOS_Total Trades": 4, "OOS_Total P&L %": -9.072174466960558, "OOS_Sortino Ratio": -4.064432020399301, "OOS_Calmar Ratio": -1.999992285916292, "OOS_Max Drawdown %": -9.072174466960558, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 46, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e7fbd813668c599ca7060e7a4efedec436d529f69401e45dc0d6ad6878e60ca6", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -314.0, "i_long_exit_activation_threshold": -600.0, "i_long_exit_activation_confirmation_threshold": -420.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "0bd7a8e0f63f87e8a4e5e9571f44489ddb11f5142a8b0a92b28287677b5fc70c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -14.675673764176478, \"dd_pct\": -28.2843407750048, \"calmar\": -0.5191900576014571, \"cagr_pct\": -14.684948516193986, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 7.876712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5728047739358816, \"sortino\": -0.8900467182131722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -19.614943559999787, \"dd_pct\": -21.92995524148221, \"calmar\": -0.8949842336300671, \"cagr_pct\": -19.62696418533963, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0661410763074097, \"sortino\": -2.2092685981739395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.694112238480464, \"dd_pct\": -35.51702924415599, \"calmar\": -0.5266666933717536, \"cagr_pct\": -18.705636350407513, \"entries\": 61, \"exits\": 61, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9192189785693629, \"sortino\": -1.4089846458406379}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -28.285446339940844, \"dd_pct\": -28.285446339940844, \"calmar\": -1.2657454487954065, \"cagr_pct\": -35.80217497192682, \"entries\": 42, \"exits\": 42, \"exposure_pct\": 13.594890510948904, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.840409132893305, \"sortino\": -2.5246227940806167}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -37.05659337626423, \"dd_pct\": -42.877286453746656, \"calmar\": -0.864713027828841, \"cagr_pct\": -37.076548194503815, \"entries\": 52, \"exits\": 51, \"exposure_pct\": 13.082191780821917, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.358321105508111, \"sortino\": -3.2532981016871947}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -18.11452388226137, \"dd_pct\": -20.04733272932451, \"calmar\": -1.912085463628355, \"cagr_pct\": -38.33221349626235, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 7.9470198675496695, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.476017815176418, \"sortino\": -3.8326253966672073}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.50125216953727, \"dd_pct\": -89.17750863275042, \"calmar\": -0.2587092106731369, \"cagr_pct\": -23.071042868175713, \"entries\": 303, \"exits\": 303, \"exposure_pct\": 9.694555112881806, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2431752044873101, \"sortino\": -1.711539414296361}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -44.21519198642859, \"dd_pct\": -51.677317306687655, \"calmar\": -0.3335063470439148, \"cagr_pct\": -17.234713319982678, \"entries\": 93, \"exits\": 92, \"exposure_pct\": 7.919254658385093, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8250465578290893, \"sortino\": -1.1021307216015628}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -79.38731306977829, \"dd_pct\": -81.90983851774773, \"calmar\": -0.32184121360450696, \"cagr_pct\": -26.36196183470112, \"entries\": 210, \"exits\": 211, \"exposure_pct\": 10.755968169761273, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5118828574678436, \"sortino\": -2.1273392248388494}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.072174466960558, \"dd_pct\": -9.072174466960558, \"calmar\": -1.999992285916292, \"cagr_pct\": -18.144278950407866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.729106628242075, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -4.084661093284737, \"sortino\": -4.064432020399301}]", "Additional_Threshold_Budget": 0, "Total Trades": 303, "Total P&L %": -88.50125216953727, "Sharpe Ratio": -1.2431752044873101, "Sortino Ratio": -1.711539414296361, "Calmar Ratio": -0.2587092106731369, "P&L/DD Ratio": 0.0, "Max Drawdown %": -89.17750863275042, "% In Market": 9.694555112881806, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3335063470439148, "Sub1_Sortino": -1.1021307216015628, "Sub1_Trades": 93, "Sub2_Calmar": -0.32184121360450696, "Sub2_Sortino": -2.1273392248388494, "Sub2_Trades": 210, "WFO_Score": -0.9972308208093134, "WFO_Min_Fold": -1.912085463628355, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.51919, -0.894984, -0.526667, -1.265745, -0.864713, -1.912085]", "OOS_Total Trades": 4, "OOS_Total P&L %": -9.072174466960558, "OOS_Sortino Ratio": -4.064432020399301, "OOS_Calmar Ratio": -1.999992285916292, "OOS_Max Drawdown %": -9.072174466960558, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 43, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e7fbd813668c599ca7060e7a4efedec436d529f69401e45dc0d6ad6878e60ca6", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -315.0, "i_long_exit_activation_threshold": -601.0, "i_long_exit_activation_confirmation_threshold": -420.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "9ea32170055853acee7eb2c9fd7f4de014d7a7dd745abc129e226d09e997c615", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -14.675673764176478, \"dd_pct\": -28.2843407750048, \"calmar\": -0.5191900576014571, \"cagr_pct\": -14.684948516193986, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 7.876712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5728047739358816, \"sortino\": -0.8900467182131722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -19.614943559999787, \"dd_pct\": -21.92995524148221, \"calmar\": -0.8949842336300671, \"cagr_pct\": -19.62696418533963, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0661410763074097, \"sortino\": -2.2092685981739395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.51381362696175, \"dd_pct\": -35.51702924415599, \"calmar\": -0.5215875335479877, \"cagr_pct\": -18.525239682411076, \"entries\": 61, \"exits\": 61, \"exposure_pct\": 18.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9097496594486639, \"sortino\": -1.3969386318039412}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -29.229230500379533, \"dd_pct\": -29.229230500379533, \"calmar\": -1.2633218392310563, \"cagr_pct\": -36.92592523504796, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9036380749493362, \"sortino\": -2.599996791025315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -36.84105652174914, \"dd_pct\": -42.68168137516035, \"calmar\": -0.8636241743489159, \"cagr_pct\": -36.86093183744636, \"entries\": 52, \"exits\": 51, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.3409646621230253, \"sortino\": -3.229748421113514}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -18.11452388226137, \"dd_pct\": -20.04733272932451, \"calmar\": -1.912085463628355, \"cagr_pct\": -38.33221349626235, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 7.9470198675496695, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.476017815176418, \"sortino\": -3.8326253966672073}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.62350301651317, \"dd_pct\": -89.29256974684239, \"calmar\": -0.2594918016830339, \"cagr_pct\": -23.170689800516094, \"entries\": 304, \"exits\": 304, \"exposure_pct\": 9.669654714475431, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2482247764180479, \"sortino\": -1.7171413710882586}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -44.386436780707015, \"dd_pct\": -51.825655324715505, \"calmar\": -0.3341422264585158, \"cagr_pct\": -17.317139857872075, \"entries\": 93, \"exits\": 92, \"exposure_pct\": 7.87488908606921, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8287869701335033, \"sortino\": -1.1061660111309761}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -79.54366466570846, \"dd_pct\": -82.04705622390897, \"calmar\": -0.32262613423577335, \"cagr_pct\": -26.470524574944896, \"entries\": 211, \"exits\": 212, \"exposure_pct\": 10.742705570291777, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5177832404110334, \"sortino\": -2.1340999524235715}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.072174466960558, \"dd_pct\": -9.072174466960558, \"calmar\": -1.999992285916292, \"cagr_pct\": -18.144278950407866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.729106628242075, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -4.084661093284737, \"sortino\": -4.064432020399301}]", "Additional_Threshold_Budget": 0, "Total Trades": 304, "Total P&L %": -88.62350301651317, "Sharpe Ratio": -1.2482247764180479, "Sortino Ratio": -1.7171413710882586, "Calmar Ratio": -0.2594918016830339, "P&L/DD Ratio": 0.0, "Max Drawdown %": -89.29256974684239, "% In Market": 9.669654714475431, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3341422264585158, "Sub1_Sortino": -1.1061660111309761, "Sub1_Trades": 93, "Sub2_Calmar": -0.32262613423577335, "Sub2_Sortino": -2.1340999524235715, "Sub2_Trades": 211, "WFO_Score": -0.9957988836646399, "WFO_Min_Fold": -1.912085463628355, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.51919, -0.894984, -0.521588, -1.263322, -0.863624, -1.912085]", "OOS_Total Trades": 4, "OOS_Total P&L %": -9.072174466960558, "OOS_Sortino Ratio": -4.064432020399301, "OOS_Calmar Ratio": -1.999992285916292, "OOS_Max Drawdown %": -9.072174466960558, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e7fbd813668c599ca7060e7a4efedec436d529f69401e45dc0d6ad6878e60ca6", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -315.0, "i_long_exit_activation_threshold": -600.05, "i_long_exit_activation_confirmation_threshold": -420.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "8775ae720810ce1a35f67efea74504532d72a6da64e121a5766804876e82f421", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -14.675673764176478, \"dd_pct\": -28.2843407750048, \"calmar\": -0.5191900576014571, \"cagr_pct\": -14.684948516193986, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 7.876712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5728047739358816, \"sortino\": -0.8900467182131722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -19.614943559999787, \"dd_pct\": -21.92995524148221, \"calmar\": -0.8949842336300671, \"cagr_pct\": -19.62696418533963, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0661410763074097, \"sortino\": -2.2092685981739395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.694112238480464, \"dd_pct\": -35.51702924415599, \"calmar\": -0.5266666933717536, \"cagr_pct\": -18.705636350407513, \"entries\": 61, \"exits\": 61, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9192189785693629, \"sortino\": -1.4089846458406379}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -29.229230500379533, \"dd_pct\": -29.229230500379533, \"calmar\": -1.2633218392310563, \"cagr_pct\": -36.92592523504796, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9036380749493362, \"sortino\": -2.599996791025315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -36.84105652174914, \"dd_pct\": -42.68168137516035, \"calmar\": -0.8636241743489159, \"cagr_pct\": -36.86093183744636, \"entries\": 52, \"exits\": 51, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.3409646621230253, \"sortino\": -3.229748421113514}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -18.11452388226137, \"dd_pct\": -20.04733272932451, \"calmar\": -1.912085463628355, \"cagr_pct\": -38.33221349626235, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 7.9470198675496695, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.476017815176418, \"sortino\": -3.8326253966672073}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.64867497143425, \"dd_pct\": -89.31626130603185, \"calmar\": -0.25965399720068705, \"cagr_pct\": -23.191324263132227, \"entries\": 304, \"exits\": 304, \"exposure_pct\": 9.661354581673306, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2493525781990444, \"sortino\": -1.7184310517255157}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -44.386436780707015, \"dd_pct\": -51.825655324715505, \"calmar\": -0.3341422264585158, \"cagr_pct\": -17.317139857872075, \"entries\": 93, \"exits\": 92, \"exposure_pct\": 7.87488908606921, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8287869701335033, \"sortino\": -1.1061660111309761}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -79.58892692452436, \"dd_pct\": -82.08677940865451, \"calmar\": -0.32285439213654726, \"cagr_pct\": -26.502077268428, \"entries\": 211, \"exits\": 212, \"exposure_pct\": 10.729442970822282, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5195484571114775, \"sortino\": -2.135981482941635}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.072174466960558, \"dd_pct\": -9.072174466960558, \"calmar\": -1.999992285916292, \"cagr_pct\": -18.144278950407866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.729106628242075, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -4.084661093284737, \"sortino\": -4.064432020399301}]", "Additional_Threshold_Budget": 0, "Total Trades": 304, "Total P&L %": -88.64867497143425, "Sharpe Ratio": -1.2493525781990444, "Sortino Ratio": -1.7184310517255157, "Calmar Ratio": -0.25965399720068705, "P&L/DD Ratio": 0.0, "Max Drawdown %": -89.31626130603185, "% In Market": 9.661354581673306, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3341422264585158, "Sub1_Sortino": -1.1061660111309761, "Sub1_Trades": 93, "Sub2_Calmar": -0.32285439213654726, "Sub2_Sortino": -2.135981482941635, "Sub2_Trades": 211, "WFO_Score": -0.9966454103019341, "WFO_Min_Fold": -1.912085463628355, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.51919, -0.894984, -0.526667, -1.263322, -0.863624, -1.912085]", "OOS_Total Trades": 4, "OOS_Total P&L %": -9.072174466960558, "OOS_Sortino Ratio": -4.064432020399301, "OOS_Calmar Ratio": -1.999992285916292, "OOS_Max Drawdown %": -9.072174466960558, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e7fbd813668c599ca7060e7a4efedec436d529f69401e45dc0d6ad6878e60ca6", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -315.0, "i_long_exit_activation_threshold": -599.95, "i_long_exit_activation_confirmation_threshold": -420.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "ff5147de9a215e41d18a28a494916fdfc704474bd574aa8778d05e75b2ef8ae9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -14.675673764176478, \"dd_pct\": -28.2843407750048, \"calmar\": -0.5191900576014571, \"cagr_pct\": -14.684948516193986, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 7.876712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5728047739358816, \"sortino\": -0.8900467182131722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -19.614943559999787, \"dd_pct\": -21.92995524148221, \"calmar\": -0.8949842336300671, \"cagr_pct\": -19.62696418533963, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0661410763074097, \"sortino\": -2.2092685981739395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.694112238480464, \"dd_pct\": -35.51702924415599, \"calmar\": -0.5266666933717536, \"cagr_pct\": -18.705636350407513, \"entries\": 61, \"exits\": 61, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9192189785693629, \"sortino\": -1.4089846458406379}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -29.229230500379533, \"dd_pct\": -29.229230500379533, \"calmar\": -1.2633218392310563, \"cagr_pct\": -36.92592523504796, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9036380749493362, \"sortino\": -2.599996791025315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -36.84105652174914, \"dd_pct\": -42.68168137516035, \"calmar\": -0.8636241743489159, \"cagr_pct\": -36.86093183744636, \"entries\": 52, \"exits\": 51, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.3409646621230253, \"sortino\": -3.229748421113514}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -18.11452388226137, \"dd_pct\": -20.04733272932451, \"calmar\": -1.912085463628355, \"cagr_pct\": -38.33221349626235, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 7.9470198675496695, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.476017815176418, \"sortino\": -3.8326253966672073}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.64867497143425, \"dd_pct\": -89.31626130603185, \"calmar\": -0.25965399720068705, \"cagr_pct\": -23.191324263132227, \"entries\": 304, \"exits\": 304, \"exposure_pct\": 9.661354581673306, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2493525781990444, \"sortino\": -1.7184310517255157}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -44.386436780707015, \"dd_pct\": -51.825655324715505, \"calmar\": -0.3341422264585158, \"cagr_pct\": -17.317139857872075, \"entries\": 93, \"exits\": 92, \"exposure_pct\": 7.87488908606921, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8287869701335033, \"sortino\": -1.1061660111309761}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -79.58892692452436, \"dd_pct\": -82.08677940865451, \"calmar\": -0.32285439213654726, \"cagr_pct\": -26.502077268428, \"entries\": 211, \"exits\": 212, \"exposure_pct\": 10.729442970822282, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5195484571114775, \"sortino\": -2.135981482941635}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.072174466960558, \"dd_pct\": -9.072174466960558, \"calmar\": -1.999992285916292, \"cagr_pct\": -18.144278950407866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.729106628242075, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -4.084661093284737, \"sortino\": -4.064432020399301}]", "Additional_Threshold_Budget": 0, "Total Trades": 304, "Total P&L %": -88.64867497143425, "Sharpe Ratio": -1.2493525781990444, "Sortino Ratio": -1.7184310517255157, "Calmar Ratio": -0.25965399720068705, "P&L/DD Ratio": 0.0, "Max Drawdown %": -89.31626130603185, "% In Market": 9.661354581673306, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3341422264585158, "Sub1_Sortino": -1.1061660111309761, "Sub1_Trades": 93, "Sub2_Calmar": -0.32285439213654726, "Sub2_Sortino": -2.135981482941635, "Sub2_Trades": 211, "WFO_Score": -0.9966454103019341, "WFO_Min_Fold": -1.912085463628355, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.51919, -0.894984, -0.526667, -1.263322, -0.863624, -1.912085]", "OOS_Total Trades": 4, "OOS_Total P&L %": -9.072174466960558, "OOS_Sortino Ratio": -4.064432020399301, "OOS_Calmar Ratio": -1.999992285916292, "OOS_Max Drawdown %": -9.072174466960558, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 47, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e7fbd813668c599ca7060e7a4efedec436d529f69401e45dc0d6ad6878e60ca6", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -315.0, "i_long_exit_activation_threshold": -599.0, "i_long_exit_activation_confirmation_threshold": -420.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "1cac89183de79b9c1ccabb442a477647a44c29b5137239a97771a8cc2f3699d2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -14.675673764176478, \"dd_pct\": -28.2843407750048, \"calmar\": -0.5191900576014571, \"cagr_pct\": -14.684948516193986, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 7.876712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5728047739358816, \"sortino\": -0.8900467182131722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -19.614943559999787, \"dd_pct\": -21.92995524148221, \"calmar\": -0.8949842336300671, \"cagr_pct\": -19.62696418533963, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0661410763074097, \"sortino\": -2.2092685981739395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.694112238480464, \"dd_pct\": -35.51702924415599, \"calmar\": -0.5266666933717536, \"cagr_pct\": -18.705636350407513, \"entries\": 61, \"exits\": 61, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9192189785693629, \"sortino\": -1.4089846458406379}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -29.229230500379533, \"dd_pct\": -29.229230500379533, \"calmar\": -1.2633218392310563, \"cagr_pct\": -36.92592523504796, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9036380749493362, \"sortino\": -2.599996791025315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -37.383577336409125, \"dd_pct\": -43.17403256412532, \"calmar\": -0.8663460320438536, \"cagr_pct\": -37.40365179926209, \"entries\": 52, \"exits\": 51, \"exposure_pct\": 12.67123287671233, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.393469768972386, \"sortino\": -3.2970009574965324}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -19.170928814632326, \"dd_pct\": -21.078802485200534, \"calmar\": -1.9089809106110516, \"cagr_pct\": -40.23903156278861, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 7.28476821192053, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.878848977222955, \"sortino\": -4.10130530935422}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.8330282924403, \"dd_pct\": -89.48977256608627, \"calmar\": -0.2608530908434665, \"cagr_pct\": -23.34368377274246, \"entries\": 304, \"exits\": 304, \"exposure_pct\": 9.603253652058433, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.261734574288063, \"sortino\": -1.7336634868544878}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -44.09437942421985, \"dd_pct\": -51.57266538949254, \"calmar\": -0.33305752982013165, \"cagr_pct\": -17.176664540864582, \"entries\": 93, \"exits\": 92, \"exposure_pct\": 7.852706299911269, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8210665982758656, \"sortino\": -1.0960107181145133}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -80.02531482067563, \"dd_pct\": -82.46976332225107, \"calmar\": -0.325079351639219, \"cagr_pct\": -26.809217190637224, \"entries\": 211, \"exits\": 212, \"exposure_pct\": 10.649867374005305, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5453267829656072, \"sortino\": -2.168176758399461}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.072174466960558, \"dd_pct\": -9.072174466960558, \"calmar\": -1.999992285916292, \"cagr_pct\": -18.144278950407866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.729106628242075, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -4.084661093284737, \"sortino\": -4.064432020399301}]", "Additional_Threshold_Budget": 0, "Total Trades": 304, "Total P&L %": -88.8330282924403, "Sharpe Ratio": -1.261734574288063, "Sortino Ratio": -1.7336634868544878, "Calmar Ratio": -0.2608530908434665, "P&L/DD Ratio": 0.0, "Max Drawdown %": -89.48977256608627, "% In Market": 9.603253652058433, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.33305752982013165, "Sub1_Sortino": -1.0960107181145133, "Sub1_Trades": 93, "Sub2_Calmar": -0.325079351639219, "Sub2_Sortino": -2.168176758399461, "Sub2_Trades": 211, "WFO_Score": -0.9965816277482066, "WFO_Min_Fold": -1.9089809106110516, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.51919, -0.894984, -0.526667, -1.263322, -0.866346, -1.908981]", "OOS_Total Trades": 4, "OOS_Total P&L %": -9.072174466960558, "OOS_Sortino Ratio": -4.064432020399301, "OOS_Calmar Ratio": -1.999992285916292, "OOS_Max Drawdown %": -9.072174466960558, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 48, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e7fbd813668c599ca7060e7a4efedec436d529f69401e45dc0d6ad6878e60ca6", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -315.0, "i_long_exit_activation_threshold": -600.0, "i_long_exit_activation_confirmation_threshold": -421.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "0ecbdffea184b7ce4c071a003ffdb3ec6e2959e30ce3619fa30e39c16d0afb1e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -14.675673764176478, \"dd_pct\": -28.2843407750048, \"calmar\": -0.5191900576014571, \"cagr_pct\": -14.684948516193986, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 7.876712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5728047739358816, \"sortino\": -0.8900467182131722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -19.614943559999787, \"dd_pct\": -21.92995524148221, \"calmar\": -0.8949842336300671, \"cagr_pct\": -19.62696418533963, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0661410763074097, \"sortino\": -2.2092685981739395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.694112238480464, \"dd_pct\": -35.51702924415599, \"calmar\": -0.5266666933717536, \"cagr_pct\": -18.705636350407513, \"entries\": 61, \"exits\": 61, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9192189785693629, \"sortino\": -1.4089846458406379}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -29.229230500379533, \"dd_pct\": -29.229230500379533, \"calmar\": -1.2633218392310563, \"cagr_pct\": -36.92592523504796, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9036380749493362, \"sortino\": -2.599996791025315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -36.84105652174914, \"dd_pct\": -42.68168137516035, \"calmar\": -0.8636241743489159, \"cagr_pct\": -36.86093183744636, \"entries\": 52, \"exits\": 51, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.3409646621230253, \"sortino\": -3.229748421113514}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -18.11452388226137, \"dd_pct\": -20.04733272932451, \"calmar\": -1.912085463628355, \"cagr_pct\": -38.33221349626235, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 7.9470198675496695, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.476017815176418, \"sortino\": -3.8326253966672073}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.64867497143425, \"dd_pct\": -89.31626130603185, \"calmar\": -0.25965399720068705, \"cagr_pct\": -23.191324263132227, \"entries\": 304, \"exits\": 304, \"exposure_pct\": 9.661354581673306, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2493525781990444, \"sortino\": -1.7184310517255157}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -44.386436780707015, \"dd_pct\": -51.825655324715505, \"calmar\": -0.3341422264585158, \"cagr_pct\": -17.317139857872075, \"entries\": 93, \"exits\": 92, \"exposure_pct\": 7.87488908606921, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8287869701335033, \"sortino\": -1.1061660111309761}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -79.58892692452436, \"dd_pct\": -82.08677940865451, \"calmar\": -0.32285439213654726, \"cagr_pct\": -26.502077268428, \"entries\": 211, \"exits\": 212, \"exposure_pct\": 10.729442970822282, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5195484571114775, \"sortino\": -2.135981482941635}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.072174466960558, \"dd_pct\": -9.072174466960558, \"calmar\": -1.999992285916292, \"cagr_pct\": -18.144278950407866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.729106628242075, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -4.084661093284737, \"sortino\": -4.064432020399301}]", "Additional_Threshold_Budget": 0, "Total Trades": 304, "Total P&L %": -88.64867497143425, "Sharpe Ratio": -1.2493525781990444, "Sortino Ratio": -1.7184310517255157, "Calmar Ratio": -0.25965399720068705, "P&L/DD Ratio": 0.0, "Max Drawdown %": -89.31626130603185, "% In Market": 9.661354581673306, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3341422264585158, "Sub1_Sortino": -1.1061660111309761, "Sub1_Trades": 93, "Sub2_Calmar": -0.32285439213654726, "Sub2_Sortino": -2.135981482941635, "Sub2_Trades": 211, "WFO_Score": -0.9966454103019341, "WFO_Min_Fold": -1.912085463628355, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.51919, -0.894984, -0.526667, -1.263322, -0.863624, -1.912085]", "OOS_Total Trades": 4, "OOS_Total P&L %": -9.072174466960558, "OOS_Sortino Ratio": -4.064432020399301, "OOS_Calmar Ratio": -1.999992285916292, "OOS_Max Drawdown %": -9.072174466960558, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 52, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e7fbd813668c599ca7060e7a4efedec436d529f69401e45dc0d6ad6878e60ca6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -315.0, "i_long_exit_activation_threshold": -600.0, "i_long_exit_activation_confirmation_threshold": -420.05, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "5f2076ee27db716f5981492e7f2a27be3824c90d09cecbdac10242588773afa6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -14.675673764176478, \"dd_pct\": -28.2843407750048, \"calmar\": -0.5191900576014571, \"cagr_pct\": -14.684948516193986, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 7.876712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5728047739358816, \"sortino\": -0.8900467182131722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -19.614943559999787, \"dd_pct\": -21.92995524148221, \"calmar\": -0.8949842336300671, \"cagr_pct\": -19.62696418533963, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0661410763074097, \"sortino\": -2.2092685981739395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.694112238480464, \"dd_pct\": -35.51702924415599, \"calmar\": -0.5266666933717536, \"cagr_pct\": -18.705636350407513, \"entries\": 61, \"exits\": 61, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9192189785693629, \"sortino\": -1.4089846458406379}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -29.229230500379533, \"dd_pct\": -29.229230500379533, \"calmar\": -1.2633218392310563, \"cagr_pct\": -36.92592523504796, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9036380749493362, \"sortino\": -2.599996791025315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -36.84105652174914, \"dd_pct\": -42.68168137516035, \"calmar\": -0.8636241743489159, \"cagr_pct\": -36.86093183744636, \"entries\": 52, \"exits\": 51, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.3409646621230253, \"sortino\": -3.229748421113514}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -18.11452388226137, \"dd_pct\": -20.04733272932451, \"calmar\": -1.912085463628355, \"cagr_pct\": -38.33221349626235, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 7.9470198675496695, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.476017815176418, \"sortino\": -3.8326253966672073}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.64867497143425, \"dd_pct\": -89.31626130603185, \"calmar\": -0.25965399720068705, \"cagr_pct\": -23.191324263132227, \"entries\": 304, \"exits\": 304, \"exposure_pct\": 9.661354581673306, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2493525781990444, \"sortino\": -1.7184310517255157}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -44.386436780707015, \"dd_pct\": -51.825655324715505, \"calmar\": -0.3341422264585158, \"cagr_pct\": -17.317139857872075, \"entries\": 93, \"exits\": 92, \"exposure_pct\": 7.87488908606921, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8287869701335033, \"sortino\": -1.1061660111309761}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -79.58892692452436, \"dd_pct\": -82.08677940865451, \"calmar\": -0.32285439213654726, \"cagr_pct\": -26.502077268428, \"entries\": 211, \"exits\": 212, \"exposure_pct\": 10.729442970822282, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5195484571114775, \"sortino\": -2.135981482941635}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.072174466960558, \"dd_pct\": -9.072174466960558, \"calmar\": -1.999992285916292, \"cagr_pct\": -18.144278950407866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.729106628242075, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -4.084661093284737, \"sortino\": -4.064432020399301}]", "Additional_Threshold_Budget": 0, "Total Trades": 304, "Total P&L %": -88.64867497143425, "Sharpe Ratio": -1.2493525781990444, "Sortino Ratio": -1.7184310517255157, "Calmar Ratio": -0.25965399720068705, "P&L/DD Ratio": 0.0, "Max Drawdown %": -89.31626130603185, "% In Market": 9.661354581673306, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3341422264585158, "Sub1_Sortino": -1.1061660111309761, "Sub1_Trades": 93, "Sub2_Calmar": -0.32285439213654726, "Sub2_Sortino": -2.135981482941635, "Sub2_Trades": 211, "WFO_Score": -0.9966454103019341, "WFO_Min_Fold": -1.912085463628355, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.51919, -0.894984, -0.526667, -1.263322, -0.863624, -1.912085]", "OOS_Total Trades": 4, "OOS_Total P&L %": -9.072174466960558, "OOS_Sortino Ratio": -4.064432020399301, "OOS_Calmar Ratio": -1.999992285916292, "OOS_Max Drawdown %": -9.072174466960558, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 48, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e7fbd813668c599ca7060e7a4efedec436d529f69401e45dc0d6ad6878e60ca6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -315.0, "i_long_exit_activation_threshold": -600.0, "i_long_exit_activation_confirmation_threshold": -419.95, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "79f5bf2e567c9b12a54d6d12605a1de5c9f33f9a726b88bc8555445fb20b5cf2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -14.675673764176478, \"dd_pct\": -28.2843407750048, \"calmar\": -0.5191900576014571, \"cagr_pct\": -14.684948516193986, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 7.876712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5728047739358816, \"sortino\": -0.8900467182131722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -19.614943559999787, \"dd_pct\": -21.92995524148221, \"calmar\": -0.8949842336300671, \"cagr_pct\": -19.62696418533963, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0661410763074097, \"sortino\": -2.2092685981739395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.694112238480464, \"dd_pct\": -35.51702924415599, \"calmar\": -0.5266666933717536, \"cagr_pct\": -18.705636350407513, \"entries\": 61, \"exits\": 61, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9192189785693629, \"sortino\": -1.4089846458406379}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -29.229230500379533, \"dd_pct\": -29.229230500379533, \"calmar\": -1.2633218392310563, \"cagr_pct\": -36.92592523504796, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9036380749493362, \"sortino\": -2.599996791025315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -36.84105652174914, \"dd_pct\": -42.68168137516035, \"calmar\": -0.8636241743489159, \"cagr_pct\": -36.86093183744636, \"entries\": 52, \"exits\": 51, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.3409646621230253, \"sortino\": -3.229748421113514}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -18.11452388226137, \"dd_pct\": -20.04733272932451, \"calmar\": -1.912085463628355, \"cagr_pct\": -38.33221349626235, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 7.9470198675496695, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.476017815176418, \"sortino\": -3.8326253966672073}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.64867497143425, \"dd_pct\": -89.31626130603185, \"calmar\": -0.25965399720068705, \"cagr_pct\": -23.191324263132227, \"entries\": 304, \"exits\": 304, \"exposure_pct\": 9.661354581673306, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2493525781990444, \"sortino\": -1.7184310517255157}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -44.386436780707015, \"dd_pct\": -51.825655324715505, \"calmar\": -0.3341422264585158, \"cagr_pct\": -17.317139857872075, \"entries\": 93, \"exits\": 92, \"exposure_pct\": 7.87488908606921, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8287869701335033, \"sortino\": -1.1061660111309761}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -79.58892692452436, \"dd_pct\": -82.08677940865451, \"calmar\": -0.32285439213654726, \"cagr_pct\": -26.502077268428, \"entries\": 211, \"exits\": 212, \"exposure_pct\": 10.729442970822282, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5195484571114775, \"sortino\": -2.135981482941635}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.072174466960558, \"dd_pct\": -9.072174466960558, \"calmar\": -1.999992285916292, \"cagr_pct\": -18.144278950407866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.729106628242075, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -4.084661093284737, \"sortino\": -4.064432020399301}]", "Additional_Threshold_Budget": 0, "Total Trades": 304, "Total P&L %": -88.64867497143425, "Sharpe Ratio": -1.2493525781990444, "Sortino Ratio": -1.7184310517255157, "Calmar Ratio": -0.25965399720068705, "P&L/DD Ratio": 0.0, "Max Drawdown %": -89.31626130603185, "% In Market": 9.661354581673306, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3341422264585158, "Sub1_Sortino": -1.1061660111309761, "Sub1_Trades": 93, "Sub2_Calmar": -0.32285439213654726, "Sub2_Sortino": -2.135981482941635, "Sub2_Trades": 211, "WFO_Score": -0.9966454103019341, "WFO_Min_Fold": -1.912085463628355, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.51919, -0.894984, -0.526667, -1.263322, -0.863624, -1.912085]", "OOS_Total Trades": 4, "OOS_Total P&L %": -9.072174466960558, "OOS_Sortino Ratio": -4.064432020399301, "OOS_Calmar Ratio": -1.999992285916292, "OOS_Max Drawdown %": -9.072174466960558, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e7fbd813668c599ca7060e7a4efedec436d529f69401e45dc0d6ad6878e60ca6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -315.0, "i_long_exit_activation_threshold": -600.0, "i_long_exit_activation_confirmation_threshold": -419.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "30e7cf7437e4112ecb4a5de4565c583d885c144732e5d8178158378190d9da67", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -14.675673764176478, \"dd_pct\": -28.2843407750048, \"calmar\": -0.5191900576014571, \"cagr_pct\": -14.684948516193986, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 7.876712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5728047739358816, \"sortino\": -0.8900467182131722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -19.614943559999787, \"dd_pct\": -21.92995524148221, \"calmar\": -0.8949842336300671, \"cagr_pct\": -19.62696418533963, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0661410763074097, \"sortino\": -2.2092685981739395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.694112238480464, \"dd_pct\": -35.51702924415599, \"calmar\": -0.5266666933717536, \"cagr_pct\": -18.705636350407513, \"entries\": 61, \"exits\": 61, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9192189785693629, \"sortino\": -1.4089846458406379}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -29.229230500379533, \"dd_pct\": -29.229230500379533, \"calmar\": -1.2633218392310563, \"cagr_pct\": -36.92592523504796, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9036380749493362, \"sortino\": -2.599996791025315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -36.84105652174914, \"dd_pct\": -42.68168137516035, \"calmar\": -0.8636241743489159, \"cagr_pct\": -36.86093183744636, \"entries\": 52, \"exits\": 51, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.3409646621230253, \"sortino\": -3.229748421113514}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -18.11452388226137, \"dd_pct\": -20.04733272932451, \"calmar\": -1.912085463628355, \"cagr_pct\": -38.33221349626235, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 7.9470198675496695, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.476017815176418, \"sortino\": -3.8326253966672073}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.64867497143425, \"dd_pct\": -89.31626130603185, \"calmar\": -0.25965399720068705, \"cagr_pct\": -23.191324263132227, \"entries\": 304, \"exits\": 304, \"exposure_pct\": 9.661354581673306, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2493525781990444, \"sortino\": -1.7184310517255157}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -44.386436780707015, \"dd_pct\": -51.825655324715505, \"calmar\": -0.3341422264585158, \"cagr_pct\": -17.317139857872075, \"entries\": 93, \"exits\": 92, \"exposure_pct\": 7.87488908606921, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8287869701335033, \"sortino\": -1.1061660111309761}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -79.58892692452436, \"dd_pct\": -82.08677940865451, \"calmar\": -0.32285439213654726, \"cagr_pct\": -26.502077268428, \"entries\": 211, \"exits\": 212, \"exposure_pct\": 10.729442970822282, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5195484571114775, \"sortino\": -2.135981482941635}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.072174466960558, \"dd_pct\": -9.072174466960558, \"calmar\": -1.999992285916292, \"cagr_pct\": -18.144278950407866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.729106628242075, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -4.084661093284737, \"sortino\": -4.064432020399301}]", "Additional_Threshold_Budget": 0, "Total Trades": 304, "Total P&L %": -88.64867497143425, "Sharpe Ratio": -1.2493525781990444, "Sortino Ratio": -1.7184310517255157, "Calmar Ratio": -0.25965399720068705, "P&L/DD Ratio": 0.0, "Max Drawdown %": -89.31626130603185, "% In Market": 9.661354581673306, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3341422264585158, "Sub1_Sortino": -1.1061660111309761, "Sub1_Trades": 93, "Sub2_Calmar": -0.32285439213654726, "Sub2_Sortino": -2.135981482941635, "Sub2_Trades": 211, "WFO_Score": -0.9966454103019341, "WFO_Min_Fold": -1.912085463628355, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.51919, -0.894984, -0.526667, -1.263322, -0.863624, -1.912085]", "OOS_Total Trades": 4, "OOS_Total P&L %": -9.072174466960558, "OOS_Sortino Ratio": -4.064432020399301, "OOS_Calmar Ratio": -1.999992285916292, "OOS_Max Drawdown %": -9.072174466960558, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 47, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e7fbd813668c599ca7060e7a4efedec436d529f69401e45dc0d6ad6878e60ca6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 345.0, "i_long_exit_activation_threshold": -360.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "e5512e704ff8866a9a15a82bf6c5165fa8e63f4320fdf1f4e6d6e122c3b3e445", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.088687488593166, \"dd_pct\": -2.088687488593166, \"calmar\": -1.000677723240113, \"cagr_pct\": -2.0901030406455186, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.410958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.109959807355741, \"sortino\": -1.1587258001760703}, {\"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\": 3.481913446544027, \"dd_pct\": -3.7200626379719326, \"calmar\": 0.9366346032878147, \"cagr_pct\": 3.4843393931226623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.672631486077419, \"sortino\": 1.0674361794079805}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 1.9008282583062197, \"dd_pct\": -3.360586540325028, \"calmar\": 0.5660150325694129, \"cagr_pct\": 1.902142500074401, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4000765531176491, \"sortino\": 0.631068307231526}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 10.402300492629868, \"dd_pct\": -16.142788855038546, \"calmar\": 0.07478737673653532, \"cagr_pct\": 1.2072768316801117, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 0.9130146082337318, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.21740538237751608, \"sortino\": 0.3727125355088206}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.9308665200039865, \"dd_pct\": -13.673192619690088, \"calmar\": 0.16057416141529884, \"cagr_pct\": 2.195561438776589, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4214729370008873, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27209377707195936, \"sortino\": 0.4794792083839044}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.24642835656479, \"dd_pct\": -5.7310496436779435, \"calmar\": 0.10835263740568687, \"cagr_pct\": 0.6209743439954272, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.206896551724138, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.20309452563996797, \"sortino\": 0.30902141462921456}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 10.402300492629868, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.142788855038546, "% In Market": 0.9130146082337318, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf831b2b1cf4940e67f1c4646e09219d4997409ac9932b25b7e2e569fee57db3", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 344.0, "i_long_exit_activation_threshold": -360.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "c8136e0075f8c256d3c861af7a8b56225864d33666733d899050f5d462b7e53b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.088687488593166, \"dd_pct\": -2.088687488593166, \"calmar\": -1.000677723240113, \"cagr_pct\": -2.0901030406455186, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.410958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.109959807355741, \"sortino\": -1.1587258001760703}, {\"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\": 3.481913446544027, \"dd_pct\": -3.7200626379719326, \"calmar\": 0.9366346032878147, \"cagr_pct\": 3.4843393931226623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.672631486077419, \"sortino\": 1.0674361794079805}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 1.9008282583062197, \"dd_pct\": -3.360586540325028, \"calmar\": 0.5660150325694129, \"cagr_pct\": 1.902142500074401, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4000765531176491, \"sortino\": 0.631068307231526}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 10.402300492629868, \"dd_pct\": -16.142788855038546, \"calmar\": 0.07478737673653532, \"cagr_pct\": 1.2072768316801117, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 0.9130146082337318, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.21740538237751608, \"sortino\": 0.3727125355088206}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.9308665200039865, \"dd_pct\": -13.673192619690088, \"calmar\": 0.16057416141529884, \"cagr_pct\": 2.195561438776589, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4214729370008873, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27209377707195936, \"sortino\": 0.4794792083839044}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.24642835656479, \"dd_pct\": -5.7310496436779435, \"calmar\": 0.10835263740568687, \"cagr_pct\": 0.6209743439954272, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.206896551724138, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.20309452563996797, \"sortino\": 0.30902141462921456}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 10.402300492629868, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.142788855038546, "% In Market": 0.9130146082337318, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf831b2b1cf4940e67f1c4646e09219d4997409ac9932b25b7e2e569fee57db3", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 344.95, "i_long_exit_activation_threshold": -360.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "e53f74efb2d26001a12633ad51a9ce4f7a92da9815043a60e3458ad908865aaa", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.088687488593166, \"dd_pct\": -2.088687488593166, \"calmar\": -1.000677723240113, \"cagr_pct\": -2.0901030406455186, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.410958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.109959807355741, \"sortino\": -1.1587258001760703}, {\"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\": 3.481913446544027, \"dd_pct\": -3.7200626379719326, \"calmar\": 0.9366346032878147, \"cagr_pct\": 3.4843393931226623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.672631486077419, \"sortino\": 1.0674361794079805}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 1.9008282583062197, \"dd_pct\": -3.360586540325028, \"calmar\": 0.5660150325694129, \"cagr_pct\": 1.902142500074401, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4000765531176491, \"sortino\": 0.631068307231526}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 10.402300492629868, \"dd_pct\": -16.142788855038546, \"calmar\": 0.07478737673653532, \"cagr_pct\": 1.2072768316801117, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 0.9130146082337318, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.21740538237751608, \"sortino\": 0.3727125355088206}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.9308665200039865, \"dd_pct\": -13.673192619690088, \"calmar\": 0.16057416141529884, \"cagr_pct\": 2.195561438776589, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4214729370008873, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27209377707195936, \"sortino\": 0.4794792083839044}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.24642835656479, \"dd_pct\": -5.7310496436779435, \"calmar\": 0.10835263740568687, \"cagr_pct\": 0.6209743439954272, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.206896551724138, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.20309452563996797, \"sortino\": 0.30902141462921456}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 10.402300492629868, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.142788855038546, "% In Market": 0.9130146082337318, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf831b2b1cf4940e67f1c4646e09219d4997409ac9932b25b7e2e569fee57db3", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 345.05, "i_long_exit_activation_threshold": -360.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "fd1b67756a2b3ef26aaa8512de6b52b7885915ad976beeccb0e7d37d511840d6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.088687488593166, \"dd_pct\": -2.088687488593166, \"calmar\": -1.000677723240113, \"cagr_pct\": -2.0901030406455186, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.410958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.109959807355741, \"sortino\": -1.1587258001760703}, {\"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\": 3.481913446544027, \"dd_pct\": -3.7200626379719326, \"calmar\": 0.9366346032878147, \"cagr_pct\": 3.4843393931226623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.672631486077419, \"sortino\": 1.0674361794079805}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 1.9008282583062197, \"dd_pct\": -3.360586540325028, \"calmar\": 0.5660150325694129, \"cagr_pct\": 1.902142500074401, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4000765531176491, \"sortino\": 0.631068307231526}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 10.402300492629868, \"dd_pct\": -16.142788855038546, \"calmar\": 0.07478737673653532, \"cagr_pct\": 1.2072768316801117, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 0.9130146082337318, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.21740538237751608, \"sortino\": 0.3727125355088206}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.9308665200039865, \"dd_pct\": -13.673192619690088, \"calmar\": 0.16057416141529884, \"cagr_pct\": 2.195561438776589, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4214729370008873, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27209377707195936, \"sortino\": 0.4794792083839044}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.24642835656479, \"dd_pct\": -5.7310496436779435, \"calmar\": 0.10835263740568687, \"cagr_pct\": 0.6209743439954272, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.206896551724138, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.20309452563996797, \"sortino\": 0.30902141462921456}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 10.402300492629868, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.142788855038546, "% In Market": 0.9130146082337318, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf831b2b1cf4940e67f1c4646e09219d4997409ac9932b25b7e2e569fee57db3", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 346.0, "i_long_exit_activation_threshold": -360.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "799e3b46825c411d7afb5d0bf4e3f81b6ecdb2cd40c061643e3a6b412d5d6b26", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.088687488593166, \"dd_pct\": -2.088687488593166, \"calmar\": -1.000677723240113, \"cagr_pct\": -2.0901030406455186, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.410958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.109959807355741, \"sortino\": -1.1587258001760703}, {\"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\": 3.481913446544027, \"dd_pct\": -3.7200626379719326, \"calmar\": 0.9366346032878147, \"cagr_pct\": 3.4843393931226623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.672631486077419, \"sortino\": 1.0674361794079805}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 1.9008282583062197, \"dd_pct\": -3.360586540325028, \"calmar\": 0.5660150325694129, \"cagr_pct\": 1.902142500074401, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4000765531176491, \"sortino\": 0.631068307231526}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 7.304461083528135, \"dd_pct\": -18.495784872902966, \"calmar\": 0.046420477172744515, \"cagr_pct\": 0.8585831594845853, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 0.8798140770252325, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1656349767478857, \"sortino\": 0.279967518863458}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.9304340029552742, \"dd_pct\": -14.016435098265989, \"calmar\": 0.0896988528074578, \"cagr_pct\": 1.2572581487646464, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.33274179236912155, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17809167499396877, \"sortino\": 0.3085858830425255}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.24642835656479, \"dd_pct\": -5.7310496436779435, \"calmar\": 0.10835263740568687, \"cagr_pct\": 0.6209743439954272, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.206896551724138, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.20309452563996797, \"sortino\": 0.30902141462921456}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 7.304461083528135, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -18.495784872902966, "% In Market": 0.8798140770252325, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf831b2b1cf4940e67f1c4646e09219d4997409ac9932b25b7e2e569fee57db3", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 345.0, "i_long_exit_activation_threshold": -361.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "cbd243e1d0f86395594b3cd8f668efb08dd70140db986d5cb680c9ffeed9e324", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.088687488593166, \"dd_pct\": -2.088687488593166, \"calmar\": -1.000677723240113, \"cagr_pct\": -2.0901030406455186, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.410958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.109959807355741, \"sortino\": -1.1587258001760703}, {\"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\": 3.481913446544027, \"dd_pct\": -3.7200626379719326, \"calmar\": 0.9366346032878147, \"cagr_pct\": 3.4843393931226623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.672631486077419, \"sortino\": 1.0674361794079805}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 1.9008282583062197, \"dd_pct\": -3.360586540325028, \"calmar\": 0.5660150325694129, \"cagr_pct\": 1.902142500074401, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4000765531176491, \"sortino\": 0.631068307231526}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 10.402300492629868, \"dd_pct\": -16.142788855038546, \"calmar\": 0.07478737673653532, \"cagr_pct\": 1.2072768316801117, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 0.9130146082337318, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.21740538237751608, \"sortino\": 0.3727125355088206}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.9308665200039865, \"dd_pct\": -13.673192619690088, \"calmar\": 0.16057416141529884, \"cagr_pct\": 2.195561438776589, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4214729370008873, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27209377707195936, \"sortino\": 0.4794792083839044}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.24642835656479, \"dd_pct\": -5.7310496436779435, \"calmar\": 0.10835263740568687, \"cagr_pct\": 0.6209743439954272, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.206896551724138, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.20309452563996797, \"sortino\": 0.30902141462921456}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 10.402300492629868, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.142788855038546, "% In Market": 0.9130146082337318, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf831b2b1cf4940e67f1c4646e09219d4997409ac9932b25b7e2e569fee57db3", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 345.0, "i_long_exit_activation_threshold": -360.05, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "78581dd718fd7a5aec86da8fbda315cbcad16c43121c88578284c8f4c09f8c95", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.088687488593166, \"dd_pct\": -2.088687488593166, \"calmar\": -1.000677723240113, \"cagr_pct\": -2.0901030406455186, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.410958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.109959807355741, \"sortino\": -1.1587258001760703}, {\"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\": 3.481913446544027, \"dd_pct\": -3.7200626379719326, \"calmar\": 0.9366346032878147, \"cagr_pct\": 3.4843393931226623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.672631486077419, \"sortino\": 1.0674361794079805}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 1.9008282583062197, \"dd_pct\": -3.360586540325028, \"calmar\": 0.5660150325694129, \"cagr_pct\": 1.902142500074401, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4000765531176491, \"sortino\": 0.631068307231526}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 10.402300492629868, \"dd_pct\": -16.142788855038546, \"calmar\": 0.07478737673653532, \"cagr_pct\": 1.2072768316801117, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 0.9130146082337318, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.21740538237751608, \"sortino\": 0.3727125355088206}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.9308665200039865, \"dd_pct\": -13.673192619690088, \"calmar\": 0.16057416141529884, \"cagr_pct\": 2.195561438776589, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4214729370008873, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27209377707195936, \"sortino\": 0.4794792083839044}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.24642835656479, \"dd_pct\": -5.7310496436779435, \"calmar\": 0.10835263740568687, \"cagr_pct\": 0.6209743439954272, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.206896551724138, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.20309452563996797, \"sortino\": 0.30902141462921456}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 10.402300492629868, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.142788855038546, "% In Market": 0.9130146082337318, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf831b2b1cf4940e67f1c4646e09219d4997409ac9932b25b7e2e569fee57db3", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 345.0, "i_long_exit_activation_threshold": -359.95, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "3b4a3490bc5d91915ad0787fb5fa725b658fa03eb96c0b9bcae51ae1c8ffb1d9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.088687488593166, \"dd_pct\": -2.088687488593166, \"calmar\": -1.000677723240113, \"cagr_pct\": -2.0901030406455186, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.410958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.109959807355741, \"sortino\": -1.1587258001760703}, {\"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\": 3.481913446544027, \"dd_pct\": -3.7200626379719326, \"calmar\": 0.9366346032878147, \"cagr_pct\": 3.4843393931226623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.672631486077419, \"sortino\": 1.0674361794079805}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 1.9008282583062197, \"dd_pct\": -3.360586540325028, \"calmar\": 0.5660150325694129, \"cagr_pct\": 1.902142500074401, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4000765531176491, \"sortino\": 0.631068307231526}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 10.402300492629868, \"dd_pct\": -16.142788855038546, \"calmar\": 0.07478737673653532, \"cagr_pct\": 1.2072768316801117, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 0.9130146082337318, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.21740538237751608, \"sortino\": 0.3727125355088206}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.9308665200039865, \"dd_pct\": -13.673192619690088, \"calmar\": 0.16057416141529884, \"cagr_pct\": 2.195561438776589, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4214729370008873, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27209377707195936, \"sortino\": 0.4794792083839044}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.24642835656479, \"dd_pct\": -5.7310496436779435, \"calmar\": 0.10835263740568687, \"cagr_pct\": 0.6209743439954272, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.206896551724138, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.20309452563996797, \"sortino\": 0.30902141462921456}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 10.402300492629868, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.142788855038546, "% In Market": 0.9130146082337318, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf831b2b1cf4940e67f1c4646e09219d4997409ac9932b25b7e2e569fee57db3", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 345.0, "i_long_exit_activation_threshold": -359.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "0403682ef0ccf513f79547c52c969cff6d01ef63143050b97f3d45e6755cfd1e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.088687488593166, \"dd_pct\": -2.088687488593166, \"calmar\": -1.000677723240113, \"cagr_pct\": -2.0901030406455186, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.410958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.109959807355741, \"sortino\": -1.1587258001760703}, {\"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\": 3.481913446544027, \"dd_pct\": -3.7200626379719326, \"calmar\": 0.9366346032878147, \"cagr_pct\": 3.4843393931226623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.672631486077419, \"sortino\": 1.0674361794079805}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 1.9008282583062197, \"dd_pct\": -3.360586540325028, \"calmar\": 0.5660150325694129, \"cagr_pct\": 1.902142500074401, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4000765531176491, \"sortino\": 0.631068307231526}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 10.402300492629868, \"dd_pct\": -16.142788855038546, \"calmar\": 0.07478737673653532, \"cagr_pct\": 1.2072768316801117, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 0.9130146082337318, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.21740538237751608, \"sortino\": 0.3727125355088206}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.9308665200039865, \"dd_pct\": -13.673192619690088, \"calmar\": 0.16057416141529884, \"cagr_pct\": 2.195561438776589, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4214729370008873, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27209377707195936, \"sortino\": 0.4794792083839044}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.24642835656479, \"dd_pct\": -5.7310496436779435, \"calmar\": 0.10835263740568687, \"cagr_pct\": 0.6209743439954272, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.206896551724138, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.20309452563996797, \"sortino\": 0.30902141462921456}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 10.402300492629868, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.142788855038546, "% In Market": 0.9130146082337318, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf831b2b1cf4940e67f1c4646e09219d4997409ac9932b25b7e2e569fee57db3", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 345.0, "i_long_exit_activation_threshold": -360.0, "i_long_exit_activation_confirmation_threshold": -261.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "f12849aed492c1f621bebe7ee485c03b159fd2066d728ecdbf9a5074ee771785", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.088687488593166, \"dd_pct\": -2.088687488593166, \"calmar\": -1.000677723240113, \"cagr_pct\": -2.0901030406455186, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.410958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.109959807355741, \"sortino\": -1.1587258001760703}, {\"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\": 3.481913446544027, \"dd_pct\": -3.7200626379719326, \"calmar\": 0.9366346032878147, \"cagr_pct\": 3.4843393931226623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.672631486077419, \"sortino\": 1.0674361794079805}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 1.9008282583062197, \"dd_pct\": -3.360586540325028, \"calmar\": 0.5660150325694129, \"cagr_pct\": 1.902142500074401, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4000765531176491, \"sortino\": 0.631068307231526}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 10.402300492629868, \"dd_pct\": -16.142788855038546, \"calmar\": 0.07478737673653532, \"cagr_pct\": 1.2072768316801117, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 0.9130146082337318, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.21740538237751608, \"sortino\": 0.3727125355088206}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.9308665200039865, \"dd_pct\": -13.673192619690088, \"calmar\": 0.16057416141529884, \"cagr_pct\": 2.195561438776589, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4214729370008873, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27209377707195936, \"sortino\": 0.4794792083839044}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.24642835656479, \"dd_pct\": -5.7310496436779435, \"calmar\": 0.10835263740568687, \"cagr_pct\": 0.6209743439954272, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.206896551724138, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.20309452563996797, \"sortino\": 0.30902141462921456}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 10.402300492629868, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.142788855038546, "% In Market": 0.9130146082337318, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf831b2b1cf4940e67f1c4646e09219d4997409ac9932b25b7e2e569fee57db3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 345.0, "i_long_exit_activation_threshold": -360.0, "i_long_exit_activation_confirmation_threshold": -260.05, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "ad5fb3c4beb572906f4741a18c0eaf48018ec5dec4c2a2f02e3584a41363c3ac", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.088687488593166, \"dd_pct\": -2.088687488593166, \"calmar\": -1.000677723240113, \"cagr_pct\": -2.0901030406455186, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.410958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.109959807355741, \"sortino\": -1.1587258001760703}, {\"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\": 3.481913446544027, \"dd_pct\": -3.7200626379719326, \"calmar\": 0.9366346032878147, \"cagr_pct\": 3.4843393931226623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.672631486077419, \"sortino\": 1.0674361794079805}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 1.9008282583062197, \"dd_pct\": -3.360586540325028, \"calmar\": 0.5660150325694129, \"cagr_pct\": 1.902142500074401, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4000765531176491, \"sortino\": 0.631068307231526}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 10.402300492629868, \"dd_pct\": -16.142788855038546, \"calmar\": 0.07478737673653532, \"cagr_pct\": 1.2072768316801117, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 0.9130146082337318, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.21740538237751608, \"sortino\": 0.3727125355088206}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.9308665200039865, \"dd_pct\": -13.673192619690088, \"calmar\": 0.16057416141529884, \"cagr_pct\": 2.195561438776589, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4214729370008873, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27209377707195936, \"sortino\": 0.4794792083839044}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.24642835656479, \"dd_pct\": -5.7310496436779435, \"calmar\": 0.10835263740568687, \"cagr_pct\": 0.6209743439954272, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.206896551724138, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.20309452563996797, \"sortino\": 0.30902141462921456}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 10.402300492629868, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.142788855038546, "% In Market": 0.9130146082337318, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf831b2b1cf4940e67f1c4646e09219d4997409ac9932b25b7e2e569fee57db3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 345.0, "i_long_exit_activation_threshold": -360.0, "i_long_exit_activation_confirmation_threshold": -259.95, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "07aeec1eafff4474f6f7ba1ff6a7603ca33fdbbaa17ec7e34764ef25c6cf2a88", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.088687488593166, \"dd_pct\": -2.088687488593166, \"calmar\": -1.000677723240113, \"cagr_pct\": -2.0901030406455186, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.410958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.109959807355741, \"sortino\": -1.1587258001760703}, {\"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\": 3.481913446544027, \"dd_pct\": -3.7200626379719326, \"calmar\": 0.9366346032878147, \"cagr_pct\": 3.4843393931226623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.672631486077419, \"sortino\": 1.0674361794079805}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 1.9008282583062197, \"dd_pct\": -3.360586540325028, \"calmar\": 0.5660150325694129, \"cagr_pct\": 1.902142500074401, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4000765531176491, \"sortino\": 0.631068307231526}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 10.402300492629868, \"dd_pct\": -16.142788855038546, \"calmar\": 0.07478737673653532, \"cagr_pct\": 1.2072768316801117, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 0.9130146082337318, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.21740538237751608, \"sortino\": 0.3727125355088206}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.9308665200039865, \"dd_pct\": -13.673192619690088, \"calmar\": 0.16057416141529884, \"cagr_pct\": 2.195561438776589, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4214729370008873, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27209377707195936, \"sortino\": 0.4794792083839044}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.24642835656479, \"dd_pct\": -5.7310496436779435, \"calmar\": 0.10835263740568687, \"cagr_pct\": 0.6209743439954272, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.206896551724138, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.20309452563996797, \"sortino\": 0.30902141462921456}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 10.402300492629868, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.142788855038546, "% In Market": 0.9130146082337318, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf831b2b1cf4940e67f1c4646e09219d4997409ac9932b25b7e2e569fee57db3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 345.0, "i_long_exit_activation_threshold": -360.0, "i_long_exit_activation_confirmation_threshold": -259.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "7e650c4a7af1e82971df8c1821a4e0a742d5f28434b7d37d4f212fde04b45f26", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.088687488593166, \"dd_pct\": -2.088687488593166, \"calmar\": -1.000677723240113, \"cagr_pct\": -2.0901030406455186, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.410958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.109959807355741, \"sortino\": -1.1587258001760703}, {\"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\": 3.481913446544027, \"dd_pct\": -3.7200626379719326, \"calmar\": 0.9366346032878147, \"cagr_pct\": 3.4843393931226623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.672631486077419, \"sortino\": 1.0674361794079805}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 1.9008282583062197, \"dd_pct\": -3.360586540325028, \"calmar\": 0.5660150325694129, \"cagr_pct\": 1.902142500074401, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4000765531176491, \"sortino\": 0.631068307231526}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 10.402300492629868, \"dd_pct\": -16.142788855038546, \"calmar\": 0.07478737673653532, \"cagr_pct\": 1.2072768316801117, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 0.9130146082337318, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.21740538237751608, \"sortino\": 0.3727125355088206}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.9308665200039865, \"dd_pct\": -13.673192619690088, \"calmar\": 0.16057416141529884, \"cagr_pct\": 2.195561438776589, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4214729370008873, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27209377707195936, \"sortino\": 0.4794792083839044}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.24642835656479, \"dd_pct\": -5.7310496436779435, \"calmar\": 0.10835263740568687, \"cagr_pct\": 0.6209743439954272, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.206896551724138, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.20309452563996797, \"sortino\": 0.30902141462921456}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 10.402300492629868, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.142788855038546, "% In Market": 0.9130146082337318, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf831b2b1cf4940e67f1c4646e09219d4997409ac9932b25b7e2e569fee57db3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -280.0, "i_long_exit_activation_threshold": 360.0, "i_long_exit_activation_confirmation_threshold": 510.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "dcd259e7af430c7cb78825b7a9f3ae0498eef340269db2b695a57c17228f3675", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 156.14365821031365, \"dd_pct\": -32.820675169723486, \"calmar\": 4.762507921414404, \"cagr_pct\": 156.30872548197715, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7323984777386403, \"sortino\": 2.638026575538178}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 148.34614570136222, \"dd_pct\": -20.80213007809435, \"calmar\": 7.138736537076953, \"cagr_pct\": 148.50092603751958, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3918634922306983, \"sortino\": 3.8387704669109066}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 52.30527015226125, \"dd_pct\": -31.31910680868679, \"calmar\": 2.4014796657386803, \"cagr_pct\": 75.21219815015918, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.16788321167883, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3526897154862751, \"sortino\": 1.9645783743508707}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 79.81106938584139, \"dd_pct\": -29.510249246185904, \"calmar\": 2.706969524100781, \"cagr_pct\": 79.88334535804329, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 97.26027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5335813469712767, \"sortino\": 2.287091214407771}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -29.434939118140846, \"dd_pct\": -39.79408063360126, \"calmar\": -1.4316542172934816, \"cagr_pct\": -56.971363362412106, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4523248809836231, \"sortino\": -1.923433196377839}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 825.295490669584, \"dd_pct\": -84.11536994554871, \"calmar\": 0.3681995380543445, \"cagr_pct\": 30.97124035722133, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 94.7211155378486, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7429977587353397, \"sortino\": 1.0671751293065563}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 110.41849552839085, \"dd_pct\": -84.11536994554871, \"calmar\": 0.32413621633659084, \"cagr_pct\": 27.26483774990275, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.06832298136646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6996699175146918, \"sortino\": 0.992528522208865}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 339.740569547386, \"dd_pct\": -77.08431703376026, \"calmar\": 0.4311976818491517, \"cagr_pct\": 33.238578811882505, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 92.12201591511936, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7985909113789365, \"sortino\": 1.1644875144331044}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 825.295490669584, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 94.7211155378486, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "67308a91a07757595f9b074100394833ba50a933b639f1e1ebfc8613da0bbfdd", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -281.0, "i_long_exit_activation_threshold": 360.0, "i_long_exit_activation_confirmation_threshold": 510.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "df9dcdb2ad898520c81661d32cd4b340da48379878a20dd6469872d3ba1b1506", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 156.14365821031365, \"dd_pct\": -32.820675169723486, \"calmar\": 4.762507921414404, \"cagr_pct\": 156.30872548197715, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7323984777386403, \"sortino\": 2.638026575538178}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 148.34614570136222, \"dd_pct\": -20.80213007809435, \"calmar\": 7.138736537076953, \"cagr_pct\": 148.50092603751958, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3918634922306983, \"sortino\": 3.8387704669109066}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 52.30527015226125, \"dd_pct\": -31.31910680868679, \"calmar\": 2.4014796657386803, \"cagr_pct\": 75.21219815015918, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.16788321167883, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3526897154862751, \"sortino\": 1.9645783743508707}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 79.81106938584139, \"dd_pct\": -29.510249246185904, \"calmar\": 2.706969524100781, \"cagr_pct\": 79.88334535804329, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 97.26027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5335813469712767, \"sortino\": 2.287091214407771}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -29.434939118140846, \"dd_pct\": -39.79408063360126, \"calmar\": -1.4316542172934816, \"cagr_pct\": -56.971363362412106, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4523248809836231, \"sortino\": -1.923433196377839}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 825.295490669584, \"dd_pct\": -84.11536994554871, \"calmar\": 0.3681995380543445, \"cagr_pct\": 30.97124035722133, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 94.7211155378486, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7429977587353397, \"sortino\": 1.0671751293065563}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 110.41849552839085, \"dd_pct\": -84.11536994554871, \"calmar\": 0.32413621633659084, \"cagr_pct\": 27.26483774990275, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.06832298136646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6996699175146918, \"sortino\": 0.992528522208865}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 339.740569547386, \"dd_pct\": -77.08431703376026, \"calmar\": 0.4311976818491517, \"cagr_pct\": 33.238578811882505, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 92.12201591511936, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7985909113789365, \"sortino\": 1.1644875144331044}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 825.295490669584, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 94.7211155378486, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "67308a91a07757595f9b074100394833ba50a933b639f1e1ebfc8613da0bbfdd", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -280.05, "i_long_exit_activation_threshold": 360.0, "i_long_exit_activation_confirmation_threshold": 510.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "9946220704a51ab19c1fefe11d9d0eca017653028395333e4f1506d1ff16a092", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 156.14365821031365, \"dd_pct\": -32.820675169723486, \"calmar\": 4.762507921414404, \"cagr_pct\": 156.30872548197715, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7323984777386403, \"sortino\": 2.638026575538178}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 148.34614570136222, \"dd_pct\": -20.80213007809435, \"calmar\": 7.138736537076953, \"cagr_pct\": 148.50092603751958, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3918634922306983, \"sortino\": 3.8387704669109066}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 52.30527015226125, \"dd_pct\": -31.31910680868679, \"calmar\": 2.4014796657386803, \"cagr_pct\": 75.21219815015918, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.16788321167883, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3526897154862751, \"sortino\": 1.9645783743508707}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 79.81106938584139, \"dd_pct\": -29.510249246185904, \"calmar\": 2.706969524100781, \"cagr_pct\": 79.88334535804329, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 97.26027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5335813469712767, \"sortino\": 2.287091214407771}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -29.434939118140846, \"dd_pct\": -39.79408063360126, \"calmar\": -1.4316542172934816, \"cagr_pct\": -56.971363362412106, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4523248809836231, \"sortino\": -1.923433196377839}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 825.295490669584, \"dd_pct\": -84.11536994554871, \"calmar\": 0.3681995380543445, \"cagr_pct\": 30.97124035722133, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 94.7211155378486, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7429977587353397, \"sortino\": 1.0671751293065563}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 110.41849552839085, \"dd_pct\": -84.11536994554871, \"calmar\": 0.32413621633659084, \"cagr_pct\": 27.26483774990275, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.06832298136646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6996699175146918, \"sortino\": 0.992528522208865}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 339.740569547386, \"dd_pct\": -77.08431703376026, \"calmar\": 0.4311976818491517, \"cagr_pct\": 33.238578811882505, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 92.12201591511936, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7985909113789365, \"sortino\": 1.1644875144331044}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 825.295490669584, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 94.7211155378486, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "67308a91a07757595f9b074100394833ba50a933b639f1e1ebfc8613da0bbfdd", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -279.95, "i_long_exit_activation_threshold": 360.0, "i_long_exit_activation_confirmation_threshold": 510.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "d6551e64312fa35fe3aa49b5d1836ec7fbbb26b2743d8c6be65e8868ed50018d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 156.14365821031365, \"dd_pct\": -32.820675169723486, \"calmar\": 4.762507921414404, \"cagr_pct\": 156.30872548197715, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7323984777386403, \"sortino\": 2.638026575538178}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 148.34614570136222, \"dd_pct\": -20.80213007809435, \"calmar\": 7.138736537076953, \"cagr_pct\": 148.50092603751958, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3918634922306983, \"sortino\": 3.8387704669109066}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 52.30527015226125, \"dd_pct\": -31.31910680868679, \"calmar\": 2.4014796657386803, \"cagr_pct\": 75.21219815015918, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.16788321167883, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3526897154862751, \"sortino\": 1.9645783743508707}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 79.81106938584139, \"dd_pct\": -29.510249246185904, \"calmar\": 2.706969524100781, \"cagr_pct\": 79.88334535804329, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 97.26027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5335813469712767, \"sortino\": 2.287091214407771}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -29.434939118140846, \"dd_pct\": -39.79408063360126, \"calmar\": -1.4316542172934816, \"cagr_pct\": -56.971363362412106, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4523248809836231, \"sortino\": -1.923433196377839}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 825.295490669584, \"dd_pct\": -84.11536994554871, \"calmar\": 0.3681995380543445, \"cagr_pct\": 30.97124035722133, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 94.7211155378486, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7429977587353397, \"sortino\": 1.0671751293065563}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 110.41849552839085, \"dd_pct\": -84.11536994554871, \"calmar\": 0.32413621633659084, \"cagr_pct\": 27.26483774990275, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.06832298136646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6996699175146918, \"sortino\": 0.992528522208865}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 339.740569547386, \"dd_pct\": -77.08431703376026, \"calmar\": 0.4311976818491517, \"cagr_pct\": 33.238578811882505, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 92.12201591511936, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7985909113789365, \"sortino\": 1.1644875144331044}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 825.295490669584, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 94.7211155378486, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "67308a91a07757595f9b074100394833ba50a933b639f1e1ebfc8613da0bbfdd", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -279.0, "i_long_exit_activation_threshold": 360.0, "i_long_exit_activation_confirmation_threshold": 510.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "6bcf976b9c47ac7b7fea1d6cff9d74fc7260265ccdda62cea095c1c000847536", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 156.14365821031365, \"dd_pct\": -32.820675169723486, \"calmar\": 4.762507921414404, \"cagr_pct\": 156.30872548197715, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7323984777386403, \"sortino\": 2.638026575538178}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 148.34614570136222, \"dd_pct\": -20.80213007809435, \"calmar\": 7.138736537076953, \"cagr_pct\": 148.50092603751958, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3918634922306983, \"sortino\": 3.8387704669109066}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 52.30527015226125, \"dd_pct\": -31.31910680868679, \"calmar\": 2.4014796657386803, \"cagr_pct\": 75.21219815015918, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.16788321167883, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3526897154862751, \"sortino\": 1.9645783743508707}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 79.81106938584139, \"dd_pct\": -29.510249246185904, \"calmar\": 2.706969524100781, \"cagr_pct\": 79.88334535804329, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 97.26027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5335813469712767, \"sortino\": 2.287091214407771}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -29.434939118140846, \"dd_pct\": -39.79408063360126, \"calmar\": -1.4316542172934816, \"cagr_pct\": -56.971363362412106, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4523248809836231, \"sortino\": -1.923433196377839}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 825.295490669584, \"dd_pct\": -84.11536994554871, \"calmar\": 0.3681995380543445, \"cagr_pct\": 30.97124035722133, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 94.7211155378486, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7429977587353397, \"sortino\": 1.0671751293065563}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 110.41849552839085, \"dd_pct\": -84.11536994554871, \"calmar\": 0.32413621633659084, \"cagr_pct\": 27.26483774990275, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.06832298136646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6996699175146918, \"sortino\": 0.992528522208865}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 339.740569547386, \"dd_pct\": -77.08431703376026, \"calmar\": 0.4311976818491517, \"cagr_pct\": 33.238578811882505, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 92.12201591511936, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7985909113789365, \"sortino\": 1.1644875144331044}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 825.295490669584, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 94.7211155378486, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "67308a91a07757595f9b074100394833ba50a933b639f1e1ebfc8613da0bbfdd", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -280.0, "i_long_exit_activation_threshold": 359.0, "i_long_exit_activation_confirmation_threshold": 510.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "ef067b15c4a599b3b0c9ee589198fcbaa65340e705a2c743296f1574e5ca1010", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 156.14365821031365, \"dd_pct\": -32.820675169723486, \"calmar\": 4.762507921414404, \"cagr_pct\": 156.30872548197715, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7323984777386403, \"sortino\": 2.638026575538178}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 148.34614570136222, \"dd_pct\": -20.80213007809435, \"calmar\": 7.138736537076953, \"cagr_pct\": 148.50092603751958, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3918634922306983, \"sortino\": 3.8387704669109066}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 52.30527015226125, \"dd_pct\": -31.31910680868679, \"calmar\": 2.4014796657386803, \"cagr_pct\": 75.21219815015918, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.16788321167883, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3526897154862751, \"sortino\": 1.9645783743508707}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 79.81106938584139, \"dd_pct\": -29.510249246185904, \"calmar\": 2.706969524100781, \"cagr_pct\": 79.88334535804329, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 97.26027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5335813469712767, \"sortino\": 2.287091214407771}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -29.434939118140846, \"dd_pct\": -39.79408063360126, \"calmar\": -1.4316542172934816, \"cagr_pct\": -56.971363362412106, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4523248809836231, \"sortino\": -1.923433196377839}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 825.295490669584, \"dd_pct\": -84.11536994554871, \"calmar\": 0.3681995380543445, \"cagr_pct\": 30.97124035722133, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 94.7211155378486, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7429977587353397, \"sortino\": 1.0671751293065563}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 110.41849552839085, \"dd_pct\": -84.11536994554871, \"calmar\": 0.32413621633659084, \"cagr_pct\": 27.26483774990275, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.06832298136646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6996699175146918, \"sortino\": 0.992528522208865}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 339.740569547386, \"dd_pct\": -77.08431703376026, \"calmar\": 0.4311976818491517, \"cagr_pct\": 33.238578811882505, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 92.12201591511936, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7985909113789365, \"sortino\": 1.1644875144331044}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 825.295490669584, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 94.7211155378486, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "67308a91a07757595f9b074100394833ba50a933b639f1e1ebfc8613da0bbfdd", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -280.0, "i_long_exit_activation_threshold": 359.95, "i_long_exit_activation_confirmation_threshold": 510.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "26902653ef74e00487e6923d9a770519058c5583ab6233d7a87f6a076923a771", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 156.14365821031365, \"dd_pct\": -32.820675169723486, \"calmar\": 4.762507921414404, \"cagr_pct\": 156.30872548197715, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7323984777386403, \"sortino\": 2.638026575538178}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 148.34614570136222, \"dd_pct\": -20.80213007809435, \"calmar\": 7.138736537076953, \"cagr_pct\": 148.50092603751958, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3918634922306983, \"sortino\": 3.8387704669109066}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 52.30527015226125, \"dd_pct\": -31.31910680868679, \"calmar\": 2.4014796657386803, \"cagr_pct\": 75.21219815015918, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.16788321167883, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3526897154862751, \"sortino\": 1.9645783743508707}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 79.81106938584139, \"dd_pct\": -29.510249246185904, \"calmar\": 2.706969524100781, \"cagr_pct\": 79.88334535804329, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 97.26027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5335813469712767, \"sortino\": 2.287091214407771}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -29.434939118140846, \"dd_pct\": -39.79408063360126, \"calmar\": -1.4316542172934816, \"cagr_pct\": -56.971363362412106, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4523248809836231, \"sortino\": -1.923433196377839}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 825.295490669584, \"dd_pct\": -84.11536994554871, \"calmar\": 0.3681995380543445, \"cagr_pct\": 30.97124035722133, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 94.7211155378486, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7429977587353397, \"sortino\": 1.0671751293065563}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 110.41849552839085, \"dd_pct\": -84.11536994554871, \"calmar\": 0.32413621633659084, \"cagr_pct\": 27.26483774990275, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.06832298136646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6996699175146918, \"sortino\": 0.992528522208865}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 339.740569547386, \"dd_pct\": -77.08431703376026, \"calmar\": 0.4311976818491517, \"cagr_pct\": 33.238578811882505, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 92.12201591511936, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7985909113789365, \"sortino\": 1.1644875144331044}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 825.295490669584, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 94.7211155378486, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "67308a91a07757595f9b074100394833ba50a933b639f1e1ebfc8613da0bbfdd", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -280.0, "i_long_exit_activation_threshold": 360.05, "i_long_exit_activation_confirmation_threshold": 510.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "e34c9eba7320c40d8e88eb995d672a316a5bf96161762616f442f2beb50180d1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 156.14365821031365, \"dd_pct\": -32.820675169723486, \"calmar\": 4.762507921414404, \"cagr_pct\": 156.30872548197715, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7323984777386403, \"sortino\": 2.638026575538178}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 148.34614570136222, \"dd_pct\": -20.80213007809435, \"calmar\": 7.138736537076953, \"cagr_pct\": 148.50092603751958, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3918634922306983, \"sortino\": 3.8387704669109066}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 52.30527015226125, \"dd_pct\": -31.31910680868679, \"calmar\": 2.4014796657386803, \"cagr_pct\": 75.21219815015918, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.16788321167883, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3526897154862751, \"sortino\": 1.9645783743508707}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 79.81106938584139, \"dd_pct\": -29.510249246185904, \"calmar\": 2.706969524100781, \"cagr_pct\": 79.88334535804329, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 97.26027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5335813469712767, \"sortino\": 2.287091214407771}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -29.434939118140846, \"dd_pct\": -39.79408063360126, \"calmar\": -1.4316542172934816, \"cagr_pct\": -56.971363362412106, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4523248809836231, \"sortino\": -1.923433196377839}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 825.295490669584, \"dd_pct\": -84.11536994554871, \"calmar\": 0.3681995380543445, \"cagr_pct\": 30.97124035722133, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 94.7211155378486, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7429977587353397, \"sortino\": 1.0671751293065563}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 110.41849552839085, \"dd_pct\": -84.11536994554871, \"calmar\": 0.32413621633659084, \"cagr_pct\": 27.26483774990275, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.06832298136646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6996699175146918, \"sortino\": 0.992528522208865}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 339.740569547386, \"dd_pct\": -77.08431703376026, \"calmar\": 0.4311976818491517, \"cagr_pct\": 33.238578811882505, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 92.12201591511936, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7985909113789365, \"sortino\": 1.1644875144331044}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 825.295490669584, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 94.7211155378486, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "67308a91a07757595f9b074100394833ba50a933b639f1e1ebfc8613da0bbfdd", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -280.0, "i_long_exit_activation_threshold": 361.0, "i_long_exit_activation_confirmation_threshold": 510.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "f0d554a973230d1989052a6e01f2a17a7eff28cf66c34811f7fbd737d744843d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 156.14365821031365, \"dd_pct\": -32.820675169723486, \"calmar\": 4.762507921414404, \"cagr_pct\": 156.30872548197715, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7323984777386403, \"sortino\": 2.638026575538178}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 148.34614570136222, \"dd_pct\": -20.80213007809435, \"calmar\": 7.138736537076953, \"cagr_pct\": 148.50092603751958, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3918634922306983, \"sortino\": 3.8387704669109066}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 52.30527015226125, \"dd_pct\": -31.31910680868679, \"calmar\": 2.4014796657386803, \"cagr_pct\": 75.21219815015918, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.16788321167883, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3526897154862751, \"sortino\": 1.9645783743508707}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 79.81106938584139, \"dd_pct\": -29.510249246185904, \"calmar\": 2.706969524100781, \"cagr_pct\": 79.88334535804329, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 97.26027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5335813469712767, \"sortino\": 2.287091214407771}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -29.434939118140846, \"dd_pct\": -39.79408063360126, \"calmar\": -1.4316542172934816, \"cagr_pct\": -56.971363362412106, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4523248809836231, \"sortino\": -1.923433196377839}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 825.295490669584, \"dd_pct\": -84.11536994554871, \"calmar\": 0.3681995380543445, \"cagr_pct\": 30.97124035722133, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 94.7211155378486, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7429977587353397, \"sortino\": 1.0671751293065563}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 110.41849552839085, \"dd_pct\": -84.11536994554871, \"calmar\": 0.32413621633659084, \"cagr_pct\": 27.26483774990275, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.06832298136646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6996699175146918, \"sortino\": 0.992528522208865}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 339.740569547386, \"dd_pct\": -77.08431703376026, \"calmar\": 0.4311976818491517, \"cagr_pct\": 33.238578811882505, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 92.12201591511936, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7985909113789365, \"sortino\": 1.1644875144331044}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 825.295490669584, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 94.7211155378486, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "67308a91a07757595f9b074100394833ba50a933b639f1e1ebfc8613da0bbfdd", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -280.0, "i_long_exit_activation_threshold": 360.0, "i_long_exit_activation_confirmation_threshold": 509.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "cca93b6a42a54696d506fcbb1f1c96b2265feea5e9dd751d349eeea2cf0b8e8b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 156.14365821031365, \"dd_pct\": -32.820675169723486, \"calmar\": 4.762507921414404, \"cagr_pct\": 156.30872548197715, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7323984777386403, \"sortino\": 2.638026575538178}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 148.34614570136222, \"dd_pct\": -20.80213007809435, \"calmar\": 7.138736537076953, \"cagr_pct\": 148.50092603751958, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3918634922306983, \"sortino\": 3.8387704669109066}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 52.30527015226125, \"dd_pct\": -31.31910680868679, \"calmar\": 2.4014796657386803, \"cagr_pct\": 75.21219815015918, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.16788321167883, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3526897154862751, \"sortino\": 1.9645783743508707}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 79.81106938584139, \"dd_pct\": -29.510249246185904, \"calmar\": 2.706969524100781, \"cagr_pct\": 79.88334535804329, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 97.26027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5335813469712767, \"sortino\": 2.287091214407771}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -29.434939118140846, \"dd_pct\": -39.79408063360126, \"calmar\": -1.4316542172934816, \"cagr_pct\": -56.971363362412106, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4523248809836231, \"sortino\": -1.923433196377839}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 825.295490669584, \"dd_pct\": -84.11536994554871, \"calmar\": 0.3681995380543445, \"cagr_pct\": 30.97124035722133, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 94.7211155378486, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7429977587353397, \"sortino\": 1.0671751293065563}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 110.41849552839085, \"dd_pct\": -84.11536994554871, \"calmar\": 0.32413621633659084, \"cagr_pct\": 27.26483774990275, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.06832298136646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6996699175146918, \"sortino\": 0.992528522208865}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 339.740569547386, \"dd_pct\": -77.08431703376026, \"calmar\": 0.4311976818491517, \"cagr_pct\": 33.238578811882505, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 92.12201591511936, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7985909113789365, \"sortino\": 1.1644875144331044}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 825.295490669584, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 94.7211155378486, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "67308a91a07757595f9b074100394833ba50a933b639f1e1ebfc8613da0bbfdd", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -280.0, "i_long_exit_activation_threshold": 360.0, "i_long_exit_activation_confirmation_threshold": 509.95, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "2b48e8611612f4078f243e06a1a046503619b39ed58d8249ca207ad75a816987", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 156.14365821031365, \"dd_pct\": -32.820675169723486, \"calmar\": 4.762507921414404, \"cagr_pct\": 156.30872548197715, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7323984777386403, \"sortino\": 2.638026575538178}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 148.34614570136222, \"dd_pct\": -20.80213007809435, \"calmar\": 7.138736537076953, \"cagr_pct\": 148.50092603751958, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3918634922306983, \"sortino\": 3.8387704669109066}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 52.30527015226125, \"dd_pct\": -31.31910680868679, \"calmar\": 2.4014796657386803, \"cagr_pct\": 75.21219815015918, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.16788321167883, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3526897154862751, \"sortino\": 1.9645783743508707}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 79.81106938584139, \"dd_pct\": -29.510249246185904, \"calmar\": 2.706969524100781, \"cagr_pct\": 79.88334535804329, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 97.26027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5335813469712767, \"sortino\": 2.287091214407771}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -29.434939118140846, \"dd_pct\": -39.79408063360126, \"calmar\": -1.4316542172934816, \"cagr_pct\": -56.971363362412106, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4523248809836231, \"sortino\": -1.923433196377839}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 825.295490669584, \"dd_pct\": -84.11536994554871, \"calmar\": 0.3681995380543445, \"cagr_pct\": 30.97124035722133, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 94.7211155378486, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7429977587353397, \"sortino\": 1.0671751293065563}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 110.41849552839085, \"dd_pct\": -84.11536994554871, \"calmar\": 0.32413621633659084, \"cagr_pct\": 27.26483774990275, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.06832298136646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6996699175146918, \"sortino\": 0.992528522208865}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 339.740569547386, \"dd_pct\": -77.08431703376026, \"calmar\": 0.4311976818491517, \"cagr_pct\": 33.238578811882505, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 92.12201591511936, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7985909113789365, \"sortino\": 1.1644875144331044}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 825.295490669584, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 94.7211155378486, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "67308a91a07757595f9b074100394833ba50a933b639f1e1ebfc8613da0bbfdd", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -280.0, "i_long_exit_activation_threshold": 360.0, "i_long_exit_activation_confirmation_threshold": 510.05, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "0eaf041d6a8d1f2b5fee0cee7be659d6d489097dd56e5906a051a602ffa275a7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 156.14365821031365, \"dd_pct\": -32.820675169723486, \"calmar\": 4.762507921414404, \"cagr_pct\": 156.30872548197715, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7323984777386403, \"sortino\": 2.638026575538178}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 148.34614570136222, \"dd_pct\": -20.80213007809435, \"calmar\": 7.138736537076953, \"cagr_pct\": 148.50092603751958, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3918634922306983, \"sortino\": 3.8387704669109066}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 52.30527015226125, \"dd_pct\": -31.31910680868679, \"calmar\": 2.4014796657386803, \"cagr_pct\": 75.21219815015918, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.16788321167883, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3526897154862751, \"sortino\": 1.9645783743508707}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 79.81106938584139, \"dd_pct\": -29.510249246185904, \"calmar\": 2.706969524100781, \"cagr_pct\": 79.88334535804329, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 97.26027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5335813469712767, \"sortino\": 2.287091214407771}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -29.434939118140846, \"dd_pct\": -39.79408063360126, \"calmar\": -1.4316542172934816, \"cagr_pct\": -56.971363362412106, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4523248809836231, \"sortino\": -1.923433196377839}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 825.295490669584, \"dd_pct\": -84.11536994554871, \"calmar\": 0.3681995380543445, \"cagr_pct\": 30.97124035722133, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 94.7211155378486, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7429977587353397, \"sortino\": 1.0671751293065563}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 110.41849552839085, \"dd_pct\": -84.11536994554871, \"calmar\": 0.32413621633659084, \"cagr_pct\": 27.26483774990275, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.06832298136646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6996699175146918, \"sortino\": 0.992528522208865}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 339.740569547386, \"dd_pct\": -77.08431703376026, \"calmar\": 0.4311976818491517, \"cagr_pct\": 33.238578811882505, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 92.12201591511936, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7985909113789365, \"sortino\": 1.1644875144331044}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 825.295490669584, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 94.7211155378486, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "67308a91a07757595f9b074100394833ba50a933b639f1e1ebfc8613da0bbfdd", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -280.0, "i_long_exit_activation_threshold": 360.0, "i_long_exit_activation_confirmation_threshold": 511.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "26e4313dd54c6444212252c8522ce2fafcd39e66b308aaceb4b42e37de26c890", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 156.14365821031365, \"dd_pct\": -32.820675169723486, \"calmar\": 4.762507921414404, \"cagr_pct\": 156.30872548197715, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7323984777386403, \"sortino\": 2.638026575538178}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 148.34614570136222, \"dd_pct\": -20.80213007809435, \"calmar\": 7.138736537076953, \"cagr_pct\": 148.50092603751958, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3918634922306983, \"sortino\": 3.8387704669109066}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 52.30527015226125, \"dd_pct\": -31.31910680868679, \"calmar\": 2.4014796657386803, \"cagr_pct\": 75.21219815015918, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.16788321167883, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3526897154862751, \"sortino\": 1.9645783743508707}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 79.81106938584139, \"dd_pct\": -29.510249246185904, \"calmar\": 2.706969524100781, \"cagr_pct\": 79.88334535804329, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 97.26027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5335813469712767, \"sortino\": 2.287091214407771}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -29.434939118140846, \"dd_pct\": -39.79408063360126, \"calmar\": -1.4316542172934816, \"cagr_pct\": -56.971363362412106, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4523248809836231, \"sortino\": -1.923433196377839}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 825.295490669584, \"dd_pct\": -84.11536994554871, \"calmar\": 0.3681995380543445, \"cagr_pct\": 30.97124035722133, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 94.7211155378486, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7429977587353397, \"sortino\": 1.0671751293065563}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 110.41849552839085, \"dd_pct\": -84.11536994554871, \"calmar\": 0.32413621633659084, \"cagr_pct\": 27.26483774990275, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.06832298136646, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6996699175146918, \"sortino\": 0.992528522208865}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 339.740569547386, \"dd_pct\": -77.08431703376026, \"calmar\": 0.4311976818491517, \"cagr_pct\": 33.238578811882505, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 92.12201591511936, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7985909113789365, \"sortino\": 1.1644875144331044}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 825.295490669584, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 94.7211155378486, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "67308a91a07757595f9b074100394833ba50a933b639f1e1ebfc8613da0bbfdd", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 740.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "50d99acfd8514f35970e7446c8e4430700ca258084efa09e27766ae9053a9675", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.366214841924033, \"dd_pct\": -11.296289722847863, \"calmar\": -0.47535872091711917, \"cagr_pct\": -5.369789833762159, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 1.643835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.36767233807969535, \"sortino\": -0.5320406094373247}, {\"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\": true, \"pnl_pct\": -18.15631577188499, \"dd_pct\": -20.72145047037034, \"calmar\": -0.8767507186857213, \"cagr_pct\": -18.167546592107772, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9649542070049957, \"sortino\": -2.2823384415963024}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -2.4081167926800706, \"dd_pct\": -7.416555355822229, \"calmar\": -0.4310826516388943, \"cagr_pct\": -3.19714834881449, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 3.010948905109489, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1236115317078238, \"sortino\": -0.19450957655129983}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -16.32786559607966, \"dd_pct\": -16.32786559607966, \"calmar\": -1.0006256567909746, \"cagr_pct\": -16.338081236071968, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.920361956206138, \"sortino\": -2.295992881768852}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.221823637196133, \"dd_pct\": -6.221823637196133, \"calmar\": -2.313041326269536, \"cagr_pct\": -14.391335197595293, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.1589403973509933, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1381234866731478, \"sortino\": -3.132896261514309}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.801661885910775, \"dd_pct\": -48.542675174002134, \"calmar\": -0.11150504937127206, \"cagr_pct\": -5.412753391890731, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 1.552124833997344, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4743632426688282, \"sortino\": -0.695004472400303}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.556009136231711, \"dd_pct\": -20.099158041014732, \"calmar\": 0.10345288226452809, \"cagr_pct\": 2.0793158304332398, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 1.109139307897072, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24088688847911954, \"sortino\": 0.40496388575319525}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.69002900315998, \"dd_pct\": -43.44082188218389, \"calmar\": -0.22160687738166998, \"cagr_pct\": -9.626784888204092, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 1.8169761273209548, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9314702357180792, \"sortino\": -1.2648470176423312}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -36.801661885910775, "Sharpe Ratio": -0.4743632426688282, "Sortino Ratio": -0.695004472400303, "Calmar Ratio": -0.11150504937127206, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.542675174002134, "% In Market": 1.552124833997344, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.10345288226452809, "Sub1_Sortino": 0.40496388575319525, "Sub1_Trades": 18, "Sub2_Calmar": -0.22160687738166998, "Sub2_Sortino": -1.2648470176423312, "Sub2_Trades": 57, "WFO_Score": -0.6959544370081774, "WFO_Min_Fold": -1.0006256567909746, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.475359, -0.876751, -0.431083, -1.000626]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e47627af50c37289cbbe84ae601a810cc393bb8296c4dbbd4566fa59d7068ebd", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 229.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 740.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "e943e8a832b4cc6ff11a5dfd0adde0c6e02e78b0d9b89d2480ec1abc87647cc9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.366214841924033, \"dd_pct\": -11.296289722847863, \"calmar\": -0.47535872091711917, \"cagr_pct\": -5.369789833762159, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 1.643835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.36767233807969535, \"sortino\": -0.5320406094373247}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.4659328426861009, \"dd_pct\": -0.4659328426861009, \"calmar\": -1.0006833322694892, \"cagr_pct\": -0.46625122963292315, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0003424071321025, \"sortino\": -1.0003424071321025}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.15631577188499, \"dd_pct\": -20.72145047037034, \"calmar\": -0.8767507186857213, \"cagr_pct\": -18.167546592107772, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9649542070049957, \"sortino\": -2.2823384415963024}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -2.4081167926800706, \"dd_pct\": -7.416555355822229, \"calmar\": -0.4310826516388943, \"cagr_pct\": -3.19714834881449, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 3.010948905109489, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1236115317078238, \"sortino\": -0.19450957655129983}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -16.32786559607966, \"dd_pct\": -16.32786559607966, \"calmar\": -1.0006256567909746, \"cagr_pct\": -16.338081236071968, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.920361956206138, \"sortino\": -2.295992881768852}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.221823637196133, \"dd_pct\": -6.221823637196133, \"calmar\": -2.313041326269536, \"cagr_pct\": -14.391335197595293, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.1589403973509933, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1381234866731478, \"sortino\": -3.132896261514309}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -37.09612369921611, \"dd_pct\": -48.78243175033411, \"calmar\": -0.1120548107934647, \"cagr_pct\": -5.466306159828794, \"entries\": 76, \"exits\": 76, \"exposure_pct\": 1.5604249667994687, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.47965479283429524, \"sortino\": -0.7026611114025876}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.556009136231711, \"dd_pct\": -20.099158041014732, \"calmar\": 0.10345288226452809, \"cagr_pct\": 2.0793158304332398, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 1.109139307897072, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24088688847911954, \"sortino\": 0.40496388575319525}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.96637363702181, \"dd_pct\": -43.70434966858808, \"calmar\": -0.22214103584187164, \"cagr_pct\": -9.708529506175516, \"entries\": 58, \"exits\": 59, \"exposure_pct\": 1.8302387267904512, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9400554265222302, \"sortino\": -1.276284268083973}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 76, "Total P&L %": -37.09612369921611, "Sharpe Ratio": -0.47965479283429524, "Sortino Ratio": -0.7026611114025876, "Calmar Ratio": -0.1120548107934647, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.78243175033411, "% In Market": 1.5604249667994687, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.10345288226452809, "Sub1_Sortino": 0.40496388575319525, "Sub1_Trades": 18, "Sub2_Calmar": -0.22214103584187164, "Sub2_Sortino": -1.276284268083973, "Sub2_Trades": 58, "WFO_Score": -0.6959544370081774, "WFO_Min_Fold": -1.0006256567909746, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.475359, -0.876751, -0.431083, -1.000626]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e47627af50c37289cbbe84ae601a810cc393bb8296c4dbbd4566fa59d7068ebd", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 229.95, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 740.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "7a08d1430b3e7db658ec2cddcd54557fa9278ef874b6a6e4238e7df8bbb05e6d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.366214841924033, \"dd_pct\": -11.296289722847863, \"calmar\": -0.47535872091711917, \"cagr_pct\": -5.369789833762159, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 1.643835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.36767233807969535, \"sortino\": -0.5320406094373247}, {\"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\": true, \"pnl_pct\": -18.15631577188499, \"dd_pct\": -20.72145047037034, \"calmar\": -0.8767507186857213, \"cagr_pct\": -18.167546592107772, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9649542070049957, \"sortino\": -2.2823384415963024}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -2.4081167926800706, \"dd_pct\": -7.416555355822229, \"calmar\": -0.4310826516388943, \"cagr_pct\": -3.19714834881449, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 3.010948905109489, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1236115317078238, \"sortino\": -0.19450957655129983}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -16.32786559607966, \"dd_pct\": -16.32786559607966, \"calmar\": -1.0006256567909746, \"cagr_pct\": -16.338081236071968, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.920361956206138, \"sortino\": -2.295992881768852}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.221823637196133, \"dd_pct\": -6.221823637196133, \"calmar\": -2.313041326269536, \"cagr_pct\": -14.391335197595293, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.1589403973509933, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1381234866731478, \"sortino\": -3.132896261514309}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.801661885910775, \"dd_pct\": -48.542675174002134, \"calmar\": -0.11150504937127206, \"cagr_pct\": -5.412753391890731, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 1.552124833997344, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4743632426688282, \"sortino\": -0.695004472400303}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.556009136231711, \"dd_pct\": -20.099158041014732, \"calmar\": 0.10345288226452809, \"cagr_pct\": 2.0793158304332398, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 1.109139307897072, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24088688847911954, \"sortino\": 0.40496388575319525}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.69002900315998, \"dd_pct\": -43.44082188218389, \"calmar\": -0.22160687738166998, \"cagr_pct\": -9.626784888204092, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 1.8169761273209548, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9314702357180792, \"sortino\": -1.2648470176423312}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -36.801661885910775, "Sharpe Ratio": -0.4743632426688282, "Sortino Ratio": -0.695004472400303, "Calmar Ratio": -0.11150504937127206, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.542675174002134, "% In Market": 1.552124833997344, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.10345288226452809, "Sub1_Sortino": 0.40496388575319525, "Sub1_Trades": 18, "Sub2_Calmar": -0.22160687738166998, "Sub2_Sortino": -1.2648470176423312, "Sub2_Trades": 57, "WFO_Score": -0.6959544370081774, "WFO_Min_Fold": -1.0006256567909746, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.475359, -0.876751, -0.431083, -1.000626]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e47627af50c37289cbbe84ae601a810cc393bb8296c4dbbd4566fa59d7068ebd", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 230.05, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 740.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "58a30b491fe2f6f159cd9a157defc7923dfea947b29f6812682be9a054971769", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.366214841924033, \"dd_pct\": -11.296289722847863, \"calmar\": -0.47535872091711917, \"cagr_pct\": -5.369789833762159, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 1.643835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.36767233807969535, \"sortino\": -0.5320406094373247}, {\"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\": true, \"pnl_pct\": -18.15631577188499, \"dd_pct\": -20.72145047037034, \"calmar\": -0.8767507186857213, \"cagr_pct\": -18.167546592107772, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9649542070049957, \"sortino\": -2.2823384415963024}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -2.4081167926800706, \"dd_pct\": -7.416555355822229, \"calmar\": -0.4310826516388943, \"cagr_pct\": -3.19714834881449, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 3.010948905109489, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1236115317078238, \"sortino\": -0.19450957655129983}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -16.32786559607966, \"dd_pct\": -16.32786559607966, \"calmar\": -1.0006256567909746, \"cagr_pct\": -16.338081236071968, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.920361956206138, \"sortino\": -2.295992881768852}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.221823637196133, \"dd_pct\": -6.221823637196133, \"calmar\": -2.313041326269536, \"cagr_pct\": -14.391335197595293, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.1589403973509933, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1381234866731478, \"sortino\": -3.132896261514309}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.801661885910775, \"dd_pct\": -48.542675174002134, \"calmar\": -0.11150504937127206, \"cagr_pct\": -5.412753391890731, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 1.552124833997344, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4743632426688282, \"sortino\": -0.695004472400303}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.556009136231711, \"dd_pct\": -20.099158041014732, \"calmar\": 0.10345288226452809, \"cagr_pct\": 2.0793158304332398, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 1.109139307897072, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24088688847911954, \"sortino\": 0.40496388575319525}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.69002900315998, \"dd_pct\": -43.44082188218389, \"calmar\": -0.22160687738166998, \"cagr_pct\": -9.626784888204092, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 1.8169761273209548, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9314702357180792, \"sortino\": -1.2648470176423312}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -36.801661885910775, "Sharpe Ratio": -0.4743632426688282, "Sortino Ratio": -0.695004472400303, "Calmar Ratio": -0.11150504937127206, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.542675174002134, "% In Market": 1.552124833997344, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.10345288226452809, "Sub1_Sortino": 0.40496388575319525, "Sub1_Trades": 18, "Sub2_Calmar": -0.22160687738166998, "Sub2_Sortino": -1.2648470176423312, "Sub2_Trades": 57, "WFO_Score": -0.6959544370081774, "WFO_Min_Fold": -1.0006256567909746, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.475359, -0.876751, -0.431083, -1.000626]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e47627af50c37289cbbe84ae601a810cc393bb8296c4dbbd4566fa59d7068ebd", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 231.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 740.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "bcb378d6e6f800813552b4702ea48660676470da6820adb102163771ad183d5d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.366214841924033, \"dd_pct\": -11.296289722847863, \"calmar\": -0.47535872091711917, \"cagr_pct\": -5.369789833762159, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 1.643835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.36767233807969535, \"sortino\": -0.5320406094373247}, {\"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\": true, \"pnl_pct\": -18.15631577188499, \"dd_pct\": -20.72145047037034, \"calmar\": -0.8767507186857213, \"cagr_pct\": -18.167546592107772, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9649542070049957, \"sortino\": -2.2823384415963024}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -2.4081167926800706, \"dd_pct\": -7.416555355822229, \"calmar\": -0.4310826516388943, \"cagr_pct\": -3.19714834881449, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 3.010948905109489, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1236115317078238, \"sortino\": -0.19450957655129983}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.761411293768168, \"dd_pct\": -15.801821112833657, \"calmar\": -0.9347489323583708, \"cagr_pct\": -14.770735414539224, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 1.7123287671232876, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7361793109712043, \"sortino\": -2.0867235006872864}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.221823637196133, \"dd_pct\": -6.221823637196133, \"calmar\": -2.313041326269536, \"cagr_pct\": -14.391335197595293, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.1589403973509933, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1381234866731478, \"sortino\": -3.132896261514309}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -35.61850444236037, \"dd_pct\": -47.5793252076919, \"calmar\": -0.10928619360731837, \"cagr_pct\": -5.1997633463533806, \"entries\": 74, \"exits\": 74, \"exposure_pct\": 1.5355245683930943, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4536407397340965, \"sortino\": -0.665422301731003}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.556009136231711, \"dd_pct\": -20.099158041014732, \"calmar\": 0.10345288226452809, \"cagr_pct\": 2.0793158304332398, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 1.109139307897072, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24088688847911954, \"sortino\": 0.40496388575319525}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.579666994352166, \"dd_pct\": -42.381958396400655, \"calmar\": -0.21946594071104458, \"cagr_pct\": -9.301396368642424, \"entries\": 56, \"exits\": 57, \"exposure_pct\": 1.790450928381963, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.898261003859014, \"sortino\": -1.2215413979406}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 74, "Total P&L %": -35.61850444236037, "Sharpe Ratio": -0.4536407397340965, "Sortino Ratio": -0.665422301731003, "Calmar Ratio": -0.10928619360731837, "P&L/DD Ratio": 0.0, "Max Drawdown %": -47.5793252076919, "% In Market": 1.5355245683930943, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.10345288226452809, "Sub1_Sortino": 0.40496388575319525, "Sub1_Trades": 18, "Sub2_Calmar": -0.21946594071104458, "Sub2_Sortino": -1.2215413979406, "Sub2_Trades": 56, "WFO_Score": -0.6794852559000264, "WFO_Min_Fold": -0.9347489323583708, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.475359, -0.876751, -0.431083, -0.934749]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e47627af50c37289cbbe84ae601a810cc393bb8296c4dbbd4566fa59d7068ebd", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -91.0, "i_long_exit_activation_confirmation_threshold": 740.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "4f748e6b47202abfedd5724703a3507399bc671d032831f2400a7a2e2a13bf7c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.366214841924033, \"dd_pct\": -11.296289722847863, \"calmar\": -0.47535872091711917, \"cagr_pct\": -5.369789833762159, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 1.643835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.36767233807969535, \"sortino\": -0.5320406094373247}, {\"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\": true, \"pnl_pct\": -18.15631577188499, \"dd_pct\": -20.72145047037034, \"calmar\": -0.8767507186857213, \"cagr_pct\": -18.167546592107772, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9649542070049957, \"sortino\": -2.2823384415963024}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -2.4081167926800706, \"dd_pct\": -7.416555355822229, \"calmar\": -0.4310826516388943, \"cagr_pct\": -3.19714834881449, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 3.010948905109489, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1236115317078238, \"sortino\": -0.19450957655129983}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -16.32786559607966, \"dd_pct\": -16.32786559607966, \"calmar\": -1.0006256567909746, \"cagr_pct\": -16.338081236071968, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.920361956206138, \"sortino\": -2.295992881768852}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.221823637196133, \"dd_pct\": -6.221823637196133, \"calmar\": -2.313041326269536, \"cagr_pct\": -14.391335197595293, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.1589403973509933, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1381234866731478, \"sortino\": -3.132896261514309}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.801661885910775, \"dd_pct\": -48.542675174002134, \"calmar\": -0.11150504937127206, \"cagr_pct\": -5.412753391890731, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 1.552124833997344, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4743632426688282, \"sortino\": -0.695004472400303}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.556009136231711, \"dd_pct\": -20.099158041014732, \"calmar\": 0.10345288226452809, \"cagr_pct\": 2.0793158304332398, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 1.109139307897072, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24088688847911954, \"sortino\": 0.40496388575319525}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.69002900315998, \"dd_pct\": -43.44082188218389, \"calmar\": -0.22160687738166998, \"cagr_pct\": -9.626784888204092, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 1.8169761273209548, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9314702357180792, \"sortino\": -1.2648470176423312}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -36.801661885910775, "Sharpe Ratio": -0.4743632426688282, "Sortino Ratio": -0.695004472400303, "Calmar Ratio": -0.11150504937127206, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.542675174002134, "% In Market": 1.552124833997344, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.10345288226452809, "Sub1_Sortino": 0.40496388575319525, "Sub1_Trades": 18, "Sub2_Calmar": -0.22160687738166998, "Sub2_Sortino": -1.2648470176423312, "Sub2_Trades": 57, "WFO_Score": -0.6959544370081774, "WFO_Min_Fold": -1.0006256567909746, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.475359, -0.876751, -0.431083, -1.000626]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e47627af50c37289cbbe84ae601a810cc393bb8296c4dbbd4566fa59d7068ebd", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -90.05, "i_long_exit_activation_confirmation_threshold": 740.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "fef4899eba48aae701f2252d8ca30ff93e1d37f66e0fa3659a6f637b970e0d3f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.366214841924033, \"dd_pct\": -11.296289722847863, \"calmar\": -0.47535872091711917, \"cagr_pct\": -5.369789833762159, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 1.643835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.36767233807969535, \"sortino\": -0.5320406094373247}, {\"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\": true, \"pnl_pct\": -18.15631577188499, \"dd_pct\": -20.72145047037034, \"calmar\": -0.8767507186857213, \"cagr_pct\": -18.167546592107772, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9649542070049957, \"sortino\": -2.2823384415963024}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -2.4081167926800706, \"dd_pct\": -7.416555355822229, \"calmar\": -0.4310826516388943, \"cagr_pct\": -3.19714834881449, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 3.010948905109489, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1236115317078238, \"sortino\": -0.19450957655129983}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -16.32786559607966, \"dd_pct\": -16.32786559607966, \"calmar\": -1.0006256567909746, \"cagr_pct\": -16.338081236071968, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.920361956206138, \"sortino\": -2.295992881768852}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.221823637196133, \"dd_pct\": -6.221823637196133, \"calmar\": -2.313041326269536, \"cagr_pct\": -14.391335197595293, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.1589403973509933, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1381234866731478, \"sortino\": -3.132896261514309}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.801661885910775, \"dd_pct\": -48.542675174002134, \"calmar\": -0.11150504937127206, \"cagr_pct\": -5.412753391890731, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 1.552124833997344, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4743632426688282, \"sortino\": -0.695004472400303}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.556009136231711, \"dd_pct\": -20.099158041014732, \"calmar\": 0.10345288226452809, \"cagr_pct\": 2.0793158304332398, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 1.109139307897072, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24088688847911954, \"sortino\": 0.40496388575319525}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.69002900315998, \"dd_pct\": -43.44082188218389, \"calmar\": -0.22160687738166998, \"cagr_pct\": -9.626784888204092, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 1.8169761273209548, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9314702357180792, \"sortino\": -1.2648470176423312}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -36.801661885910775, "Sharpe Ratio": -0.4743632426688282, "Sortino Ratio": -0.695004472400303, "Calmar Ratio": -0.11150504937127206, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.542675174002134, "% In Market": 1.552124833997344, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.10345288226452809, "Sub1_Sortino": 0.40496388575319525, "Sub1_Trades": 18, "Sub2_Calmar": -0.22160687738166998, "Sub2_Sortino": -1.2648470176423312, "Sub2_Trades": 57, "WFO_Score": -0.6959544370081774, "WFO_Min_Fold": -1.0006256567909746, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.475359, -0.876751, -0.431083, -1.000626]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e47627af50c37289cbbe84ae601a810cc393bb8296c4dbbd4566fa59d7068ebd", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -89.95, "i_long_exit_activation_confirmation_threshold": 740.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "9122a42cba3151d92f72320bb7f0c5017a5d80c3327a1dc4cee7ff978740bc9b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.366214841924033, \"dd_pct\": -11.296289722847863, \"calmar\": -0.47535872091711917, \"cagr_pct\": -5.369789833762159, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 1.643835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.36767233807969535, \"sortino\": -0.5320406094373247}, {\"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\": true, \"pnl_pct\": -18.15631577188499, \"dd_pct\": -20.72145047037034, \"calmar\": -0.8767507186857213, \"cagr_pct\": -18.167546592107772, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9649542070049957, \"sortino\": -2.2823384415963024}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -2.4081167926800706, \"dd_pct\": -7.416555355822229, \"calmar\": -0.4310826516388943, \"cagr_pct\": -3.19714834881449, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 3.010948905109489, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1236115317078238, \"sortino\": -0.19450957655129983}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -16.32786559607966, \"dd_pct\": -16.32786559607966, \"calmar\": -1.0006256567909746, \"cagr_pct\": -16.338081236071968, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.920361956206138, \"sortino\": -2.295992881768852}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.221823637196133, \"dd_pct\": -6.221823637196133, \"calmar\": -2.313041326269536, \"cagr_pct\": -14.391335197595293, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.1589403973509933, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1381234866731478, \"sortino\": -3.132896261514309}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.801661885910775, \"dd_pct\": -48.542675174002134, \"calmar\": -0.11150504937127206, \"cagr_pct\": -5.412753391890731, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 1.552124833997344, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4743632426688282, \"sortino\": -0.695004472400303}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.556009136231711, \"dd_pct\": -20.099158041014732, \"calmar\": 0.10345288226452809, \"cagr_pct\": 2.0793158304332398, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 1.109139307897072, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24088688847911954, \"sortino\": 0.40496388575319525}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.69002900315998, \"dd_pct\": -43.44082188218389, \"calmar\": -0.22160687738166998, \"cagr_pct\": -9.626784888204092, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 1.8169761273209548, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9314702357180792, \"sortino\": -1.2648470176423312}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -36.801661885910775, "Sharpe Ratio": -0.4743632426688282, "Sortino Ratio": -0.695004472400303, "Calmar Ratio": -0.11150504937127206, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.542675174002134, "% In Market": 1.552124833997344, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.10345288226452809, "Sub1_Sortino": 0.40496388575319525, "Sub1_Trades": 18, "Sub2_Calmar": -0.22160687738166998, "Sub2_Sortino": -1.2648470176423312, "Sub2_Trades": 57, "WFO_Score": -0.6959544370081774, "WFO_Min_Fold": -1.0006256567909746, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.475359, -0.876751, -0.431083, -1.000626]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e47627af50c37289cbbe84ae601a810cc393bb8296c4dbbd4566fa59d7068ebd", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -89.0, "i_long_exit_activation_confirmation_threshold": 740.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "148a876b6e37cccbc5a519c13c4a9dce7698846771fd5162ee2cf689d6fbd2f8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -4.6670087147627655, \"dd_pct\": -10.226276229532495, \"calmar\": -0.4566793776674248, \"cagr_pct\": -4.670129464358078, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 1.5753424657534247, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.32303818390802724, \"sortino\": -0.4579748687756672}, {\"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\": true, \"pnl_pct\": -18.15631577188499, \"dd_pct\": -20.72145047037034, \"calmar\": -0.8767507186857213, \"cagr_pct\": -18.167546592107772, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9649542070049957, \"sortino\": -2.2823384415963024}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -2.4081167926800706, \"dd_pct\": -7.416555355822229, \"calmar\": -0.4310826516388943, \"cagr_pct\": -3.19714834881449, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 3.010948905109489, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1236115317078238, \"sortino\": -0.19450957655129983}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -16.32786559607966, \"dd_pct\": -16.32786559607966, \"calmar\": -1.0006256567909746, \"cagr_pct\": -16.338081236071968, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.920361956206138, \"sortino\": -2.295992881768852}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.221823637196133, \"dd_pct\": -6.221823637196133, \"calmar\": -2.313041326269536, \"cagr_pct\": -14.391335197595293, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.1589403973509933, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1381234866731478, \"sortino\": -3.132896261514309}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.334718022659715, \"dd_pct\": -48.16248033401378, \"calmar\": -0.11063134023451483, \"cagr_pct\": -5.3282797483704085, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46882884967105853, \"sortino\": -0.6845050313668731}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.556009136231711, \"dd_pct\": -20.099158041014732, \"calmar\": 0.10345288226452809, \"cagr_pct\": 2.0793158304332398, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 1.109139307897072, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24088688847911954, \"sortino\": 0.40496388575319525}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.25181452137129, \"dd_pct\": -42.758560863250175, \"calmar\": -0.222125937648585, \"cagr_pct\": -9.497785424253534, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 1.8037135278514589, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9264610461925442, \"sortino\": -1.2501649949012954}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -36.334718022659715, "Sharpe Ratio": -0.46882884967105853, "Sortino Ratio": -0.6845050313668731, "Calmar Ratio": -0.11063134023451483, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.16248033401378, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.10345288226452809, "Sub1_Sortino": 0.40496388575319525, "Sub1_Trades": 18, "Sub2_Calmar": -0.222125937648585, "Sub2_Sortino": -1.2501649949012954, "Sub2_Trades": 57, "WFO_Score": -0.6912846011957537, "WFO_Min_Fold": -1.0006256567909746, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.456679, -0.876751, -0.431083, -1.000626]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e47627af50c37289cbbe84ae601a810cc393bb8296c4dbbd4566fa59d7068ebd", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 739.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "b4f2a7b4988240002ecd43d5e53ef7aaaf610849685f3f8847741e0a287a95a9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.366214841924033, \"dd_pct\": -11.296289722847863, \"calmar\": -0.47535872091711917, \"cagr_pct\": -5.369789833762159, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 1.643835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.36767233807969535, \"sortino\": -0.5320406094373247}, {\"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\": true, \"pnl_pct\": -18.15631577188499, \"dd_pct\": -20.72145047037034, \"calmar\": -0.8767507186857213, \"cagr_pct\": -18.167546592107772, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9649542070049957, \"sortino\": -2.2823384415963024}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -2.4081167926800706, \"dd_pct\": -7.416555355822229, \"calmar\": -0.4310826516388943, \"cagr_pct\": -3.19714834881449, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 3.010948905109489, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1236115317078238, \"sortino\": -0.19450957655129983}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -16.32786559607966, \"dd_pct\": -16.32786559607966, \"calmar\": -1.0006256567909746, \"cagr_pct\": -16.338081236071968, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.920361956206138, \"sortino\": -2.295992881768852}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.221823637196133, \"dd_pct\": -6.221823637196133, \"calmar\": -2.313041326269536, \"cagr_pct\": -14.391335197595293, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.1589403973509933, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1381234866731478, \"sortino\": -3.132896261514309}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.801661885910775, \"dd_pct\": -48.542675174002134, \"calmar\": -0.11150504937127206, \"cagr_pct\": -5.412753391890731, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 1.552124833997344, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4743632426688282, \"sortino\": -0.695004472400303}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.556009136231711, \"dd_pct\": -20.099158041014732, \"calmar\": 0.10345288226452809, \"cagr_pct\": 2.0793158304332398, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 1.109139307897072, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24088688847911954, \"sortino\": 0.40496388575319525}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.69002900315998, \"dd_pct\": -43.44082188218389, \"calmar\": -0.22160687738166998, \"cagr_pct\": -9.626784888204092, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 1.8169761273209548, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9314702357180792, \"sortino\": -1.2648470176423312}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -36.801661885910775, "Sharpe Ratio": -0.4743632426688282, "Sortino Ratio": -0.695004472400303, "Calmar Ratio": -0.11150504937127206, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.542675174002134, "% In Market": 1.552124833997344, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.10345288226452809, "Sub1_Sortino": 0.40496388575319525, "Sub1_Trades": 18, "Sub2_Calmar": -0.22160687738166998, "Sub2_Sortino": -1.2648470176423312, "Sub2_Trades": 57, "WFO_Score": -0.6959544370081774, "WFO_Min_Fold": -1.0006256567909746, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.475359, -0.876751, -0.431083, -1.000626]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e47627af50c37289cbbe84ae601a810cc393bb8296c4dbbd4566fa59d7068ebd", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 739.95, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "b6ec6f1ac44c776688dee58b4c1557ca3d070d272a9063567e4f298f366631a8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.366214841924033, \"dd_pct\": -11.296289722847863, \"calmar\": -0.47535872091711917, \"cagr_pct\": -5.369789833762159, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 1.643835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.36767233807969535, \"sortino\": -0.5320406094373247}, {\"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\": true, \"pnl_pct\": -18.15631577188499, \"dd_pct\": -20.72145047037034, \"calmar\": -0.8767507186857213, \"cagr_pct\": -18.167546592107772, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9649542070049957, \"sortino\": -2.2823384415963024}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -2.4081167926800706, \"dd_pct\": -7.416555355822229, \"calmar\": -0.4310826516388943, \"cagr_pct\": -3.19714834881449, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 3.010948905109489, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1236115317078238, \"sortino\": -0.19450957655129983}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -16.32786559607966, \"dd_pct\": -16.32786559607966, \"calmar\": -1.0006256567909746, \"cagr_pct\": -16.338081236071968, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.920361956206138, \"sortino\": -2.295992881768852}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.221823637196133, \"dd_pct\": -6.221823637196133, \"calmar\": -2.313041326269536, \"cagr_pct\": -14.391335197595293, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.1589403973509933, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1381234866731478, \"sortino\": -3.132896261514309}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.801661885910775, \"dd_pct\": -48.542675174002134, \"calmar\": -0.11150504937127206, \"cagr_pct\": -5.412753391890731, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 1.552124833997344, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4743632426688282, \"sortino\": -0.695004472400303}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.556009136231711, \"dd_pct\": -20.099158041014732, \"calmar\": 0.10345288226452809, \"cagr_pct\": 2.0793158304332398, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 1.109139307897072, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24088688847911954, \"sortino\": 0.40496388575319525}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.69002900315998, \"dd_pct\": -43.44082188218389, \"calmar\": -0.22160687738166998, \"cagr_pct\": -9.626784888204092, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 1.8169761273209548, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9314702357180792, \"sortino\": -1.2648470176423312}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -36.801661885910775, "Sharpe Ratio": -0.4743632426688282, "Sortino Ratio": -0.695004472400303, "Calmar Ratio": -0.11150504937127206, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.542675174002134, "% In Market": 1.552124833997344, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.10345288226452809, "Sub1_Sortino": 0.40496388575319525, "Sub1_Trades": 18, "Sub2_Calmar": -0.22160687738166998, "Sub2_Sortino": -1.2648470176423312, "Sub2_Trades": 57, "WFO_Score": -0.6959544370081774, "WFO_Min_Fold": -1.0006256567909746, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.475359, -0.876751, -0.431083, -1.000626]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e47627af50c37289cbbe84ae601a810cc393bb8296c4dbbd4566fa59d7068ebd", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 740.05, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "cb5b587861b855aedc4766193cf8e1180e718f011b9f987118ddc114dea311e9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.366214841924033, \"dd_pct\": -11.296289722847863, \"calmar\": -0.47535872091711917, \"cagr_pct\": -5.369789833762159, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 1.643835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.36767233807969535, \"sortino\": -0.5320406094373247}, {\"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\": true, \"pnl_pct\": -18.15631577188499, \"dd_pct\": -20.72145047037034, \"calmar\": -0.8767507186857213, \"cagr_pct\": -18.167546592107772, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9649542070049957, \"sortino\": -2.2823384415963024}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -2.4081167926800706, \"dd_pct\": -7.416555355822229, \"calmar\": -0.4310826516388943, \"cagr_pct\": -3.19714834881449, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 3.010948905109489, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1236115317078238, \"sortino\": -0.19450957655129983}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -16.32786559607966, \"dd_pct\": -16.32786559607966, \"calmar\": -1.0006256567909746, \"cagr_pct\": -16.338081236071968, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.920361956206138, \"sortino\": -2.295992881768852}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.221823637196133, \"dd_pct\": -6.221823637196133, \"calmar\": -2.313041326269536, \"cagr_pct\": -14.391335197595293, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.1589403973509933, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1381234866731478, \"sortino\": -3.132896261514309}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.801661885910775, \"dd_pct\": -48.542675174002134, \"calmar\": -0.11150504937127206, \"cagr_pct\": -5.412753391890731, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 1.552124833997344, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4743632426688282, \"sortino\": -0.695004472400303}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.556009136231711, \"dd_pct\": -20.099158041014732, \"calmar\": 0.10345288226452809, \"cagr_pct\": 2.0793158304332398, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 1.109139307897072, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24088688847911954, \"sortino\": 0.40496388575319525}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.69002900315998, \"dd_pct\": -43.44082188218389, \"calmar\": -0.22160687738166998, \"cagr_pct\": -9.626784888204092, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 1.8169761273209548, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9314702357180792, \"sortino\": -1.2648470176423312}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -36.801661885910775, "Sharpe Ratio": -0.4743632426688282, "Sortino Ratio": -0.695004472400303, "Calmar Ratio": -0.11150504937127206, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.542675174002134, "% In Market": 1.552124833997344, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.10345288226452809, "Sub1_Sortino": 0.40496388575319525, "Sub1_Trades": 18, "Sub2_Calmar": -0.22160687738166998, "Sub2_Sortino": -1.2648470176423312, "Sub2_Trades": 57, "WFO_Score": -0.6959544370081774, "WFO_Min_Fold": -1.0006256567909746, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.475359, -0.876751, -0.431083, -1.000626]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e47627af50c37289cbbe84ae601a810cc393bb8296c4dbbd4566fa59d7068ebd", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 741.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "f61769f3691f5558d6da52b8bbb880512b1346b5a1840848cb34f89d178ef738", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.366214841924033, \"dd_pct\": -11.296289722847863, \"calmar\": -0.47535872091711917, \"cagr_pct\": -5.369789833762159, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 1.643835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.36767233807969535, \"sortino\": -0.5320406094373247}, {\"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\": true, \"pnl_pct\": -18.15631577188499, \"dd_pct\": -20.72145047037034, \"calmar\": -0.8767507186857213, \"cagr_pct\": -18.167546592107772, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9649542070049957, \"sortino\": -2.2823384415963024}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -2.4081167926800706, \"dd_pct\": -7.416555355822229, \"calmar\": -0.4310826516388943, \"cagr_pct\": -3.19714834881449, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 3.010948905109489, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1236115317078238, \"sortino\": -0.19450957655129983}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -16.32786559607966, \"dd_pct\": -16.32786559607966, \"calmar\": -1.0006256567909746, \"cagr_pct\": -16.338081236071968, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 1.8493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.920361956206138, \"sortino\": -2.295992881768852}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.221823637196133, \"dd_pct\": -6.221823637196133, \"calmar\": -2.313041326269536, \"cagr_pct\": -14.391335197595293, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.1589403973509933, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1381234866731478, \"sortino\": -3.132896261514309}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.801661885910775, \"dd_pct\": -48.542675174002134, \"calmar\": -0.11150504937127206, \"cagr_pct\": -5.412753391890731, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 1.552124833997344, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4743632426688282, \"sortino\": -0.695004472400303}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.556009136231711, \"dd_pct\": -20.099158041014732, \"calmar\": 0.10345288226452809, \"cagr_pct\": 2.0793158304332398, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 1.109139307897072, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24088688847911954, \"sortino\": 0.40496388575319525}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.69002900315998, \"dd_pct\": -43.44082188218389, \"calmar\": -0.22160687738166998, \"cagr_pct\": -9.626784888204092, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 1.8169761273209548, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9314702357180792, \"sortino\": -1.2648470176423312}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -36.801661885910775, "Sharpe Ratio": -0.4743632426688282, "Sortino Ratio": -0.695004472400303, "Calmar Ratio": -0.11150504937127206, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.542675174002134, "% In Market": 1.552124833997344, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.10345288226452809, "Sub1_Sortino": 0.40496388575319525, "Sub1_Trades": 18, "Sub2_Calmar": -0.22160687738166998, "Sub2_Sortino": -1.2648470176423312, "Sub2_Trades": 57, "WFO_Score": -0.6959544370081774, "WFO_Min_Fold": -1.0006256567909746, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.475359, -0.876751, -0.431083, -1.000626]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e47627af50c37289cbbe84ae601a810cc393bb8296c4dbbd4566fa59d7068ebd", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 525.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "0ea8f2716e3b9067c368f7527142e96fc6987cf73308536bb1c81eabbec429e1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2410242e5a60584b4d5d7bfa6914a9e08808191beadd83bfe401e7be0275e859", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 524.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "2a6b1125f800c649e5991c6eade6df5010d2dfce94effa5315a805c7eaa7ef63", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2410242e5a60584b4d5d7bfa6914a9e08808191beadd83bfe401e7be0275e859", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 524.95, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "d181997b71c3c0420235a6de46a244433e7f2347fa24b8efa44f5cdb629b043f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2410242e5a60584b4d5d7bfa6914a9e08808191beadd83bfe401e7be0275e859", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 525.05, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "cc38160f4723c69c9a99fe793553d8e413cac9b2a28b97514506c89356a632f4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2410242e5a60584b4d5d7bfa6914a9e08808191beadd83bfe401e7be0275e859", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 526.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "3079c53783ec2e96e4a850a58206da6f898191801d5939d871fba4dce43e9546", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2410242e5a60584b4d5d7bfa6914a9e08808191beadd83bfe401e7be0275e859", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 525.0, "i_long_exit_activation_threshold": -251.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "c7d515fc7ffceb3de1c0ac987ae0f8fb3b33598c938a189a2d13c1c2df621f55", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2410242e5a60584b4d5d7bfa6914a9e08808191beadd83bfe401e7be0275e859", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 525.0, "i_long_exit_activation_threshold": -250.05, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "2818cf97da3ada2064a2fa9484c906a531270ede19032b6ae856ba2bbc221cdb", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2410242e5a60584b4d5d7bfa6914a9e08808191beadd83bfe401e7be0275e859", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 525.0, "i_long_exit_activation_threshold": -249.95, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "71020c745008e6ef71eeda6daa45c04c9a75f130ca407fb5bcb536fedcf281a1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2410242e5a60584b4d5d7bfa6914a9e08808191beadd83bfe401e7be0275e859", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 525.0, "i_long_exit_activation_threshold": -249.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "a6b49876bb2ce09108e7c6c36a1949d70169f905288afc5cc1d7a608783da352", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2410242e5a60584b4d5d7bfa6914a9e08808191beadd83bfe401e7be0275e859", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 525.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": 189.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "57e263cc1b4e452ea99badd845204fe0914814f4f6890f1f6bc767f271dce166", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2410242e5a60584b4d5d7bfa6914a9e08808191beadd83bfe401e7be0275e859", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 525.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": 189.95, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "5175c63390d91e3ebe642dd26048b1c17bf78d8457bf2e52ad5b28605298e4e3", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2410242e5a60584b4d5d7bfa6914a9e08808191beadd83bfe401e7be0275e859", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 525.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": 190.05, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "154fb0490447d2442acba7272d06b55627127a9d060616f9edc6009addd9e06b", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2410242e5a60584b4d5d7bfa6914a9e08808191beadd83bfe401e7be0275e859", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 525.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": 191.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "4e46ffbd89d0256f5556dc46e4f161bcb6c7e01cdcf250e848ab20b9670502b1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2410242e5a60584b4d5d7bfa6914a9e08808191beadd83bfe401e7be0275e859", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 25.0, "i_long_exit_activation_threshold": -20.0, "i_long_exit_activation_confirmation_threshold": -430.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "a7fea4afdb1ad22c115751cd59d1b244ca149abd84eafdf890428fa18d0ab55a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 15.520372614719413, \"dd_pct\": -25.365099834579365, \"calmar\": 0.6123291043559702, \"cagr_pct\": 15.531788863607748, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6580172492994808, \"sortino\": 1.0326012287540478}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.207429113886228, \"dd_pct\": -2.207429113886228, \"calmar\": -1.0006773103933586, \"cagr_pct\": -2.2089242285676653, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3847259576866213, \"sortino\": -1.3842917025981856}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.32532341935392, \"dd_pct\": -20.80213007809434, \"calmar\": 1.3145957949519609, \"cagr_pct\": 27.346392726706526, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 23.424657534246577, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.186304232252062, \"sortino\": 1.922072004170532}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -15.096055272043895, \"dd_pct\": -22.209343268302796, \"calmar\": -0.8824887487227138, \"cagr_pct\": -19.59949555079776, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 19.525547445255476, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138266365821078, \"sortino\": -1.5410024380223826}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -7.553866884070581, \"dd_pct\": -9.913812703193347, \"calmar\": -0.7624554073004562, \"cagr_pct\": -7.558840102513721, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6702347049176162, \"sortino\": -0.9103763743059976}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.819317974976732, \"dd_pct\": -38.97690330792899, \"calmar\": -0.05302080467865741, \"cagr_pct\": -2.066586777268619, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 6.565405046480743, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.03755515696149678, \"sortino\": -0.050470907043878785}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.438164773186113, \"dd_pct\": -35.82707865956578, \"calmar\": -0.2532969469062514, \"cagr_pct\": -9.074889641038125, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 1.9077196095829636, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5288237816309187, \"sortino\": -0.589367014032243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 12.90049630477743, \"dd_pct\": -38.976903307928936, \"calmar\": 0.06103500718258046, \"cagr_pct\": 2.3789555733541867, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 9.350132625994695, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22063914696434733, \"sortino\": 0.3336028008208186}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": -15.819317974976732, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -38.97690330792899, "% In Market": 6.565405046480743, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06103500718258046, "Sub2_Sortino": 0.3336028008208186, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35f361a19cca9891510e5e7e5e4ea4fa83104bf8fef35104e9135abb48ce49c3", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 24.0, "i_long_exit_activation_threshold": -20.0, "i_long_exit_activation_confirmation_threshold": -430.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "4257805aac2b08475170e246e9f15344b6ffbf4d7cce589265850952ecc255fd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 15.520372614719413, \"dd_pct\": -25.365099834579365, \"calmar\": 0.6123291043559702, \"cagr_pct\": 15.531788863607748, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6580172492994808, \"sortino\": 1.0326012287540478}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.207429113886228, \"dd_pct\": -2.207429113886228, \"calmar\": -1.0006773103933586, \"cagr_pct\": -2.2089242285676653, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3847259576866213, \"sortino\": -1.3842917025981856}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.32532341935392, \"dd_pct\": -20.80213007809434, \"calmar\": 1.3145957949519609, \"cagr_pct\": 27.346392726706526, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 23.424657534246577, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.186304232252062, \"sortino\": 1.922072004170532}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -15.096055272043895, \"dd_pct\": -22.209343268302796, \"calmar\": -0.8824887487227138, \"cagr_pct\": -19.59949555079776, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 19.525547445255476, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138266365821078, \"sortino\": -1.5410024380223826}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -7.553866884070581, \"dd_pct\": -9.913812703193347, \"calmar\": -0.7624554073004562, \"cagr_pct\": -7.558840102513721, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6702347049176162, \"sortino\": -0.9103763743059976}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.819317974976732, \"dd_pct\": -38.97690330792899, \"calmar\": -0.05302080467865741, \"cagr_pct\": -2.066586777268619, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 6.565405046480743, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.03755515696149678, \"sortino\": -0.050470907043878785}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.438164773186113, \"dd_pct\": -35.82707865956578, \"calmar\": -0.2532969469062514, \"cagr_pct\": -9.074889641038125, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 1.9077196095829636, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5288237816309187, \"sortino\": -0.589367014032243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 12.90049630477743, \"dd_pct\": -38.976903307928936, \"calmar\": 0.06103500718258046, \"cagr_pct\": 2.3789555733541867, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 9.350132625994695, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22063914696434733, \"sortino\": 0.3336028008208186}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": -15.819317974976732, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -38.97690330792899, "% In Market": 6.565405046480743, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06103500718258046, "Sub2_Sortino": 0.3336028008208186, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35f361a19cca9891510e5e7e5e4ea4fa83104bf8fef35104e9135abb48ce49c3", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 24.95, "i_long_exit_activation_threshold": -20.0, "i_long_exit_activation_confirmation_threshold": -430.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "24e4a00ecb7efa67835e786958342a82cd190663393969758850d7b3c0b64c5e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 15.520372614719413, \"dd_pct\": -25.365099834579365, \"calmar\": 0.6123291043559702, \"cagr_pct\": 15.531788863607748, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6580172492994808, \"sortino\": 1.0326012287540478}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.207429113886228, \"dd_pct\": -2.207429113886228, \"calmar\": -1.0006773103933586, \"cagr_pct\": -2.2089242285676653, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3847259576866213, \"sortino\": -1.3842917025981856}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.32532341935392, \"dd_pct\": -20.80213007809434, \"calmar\": 1.3145957949519609, \"cagr_pct\": 27.346392726706526, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 23.424657534246577, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.186304232252062, \"sortino\": 1.922072004170532}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -15.096055272043895, \"dd_pct\": -22.209343268302796, \"calmar\": -0.8824887487227138, \"cagr_pct\": -19.59949555079776, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 19.525547445255476, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138266365821078, \"sortino\": -1.5410024380223826}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -7.553866884070581, \"dd_pct\": -9.913812703193347, \"calmar\": -0.7624554073004562, \"cagr_pct\": -7.558840102513721, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6702347049176162, \"sortino\": -0.9103763743059976}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.819317974976732, \"dd_pct\": -38.97690330792899, \"calmar\": -0.05302080467865741, \"cagr_pct\": -2.066586777268619, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 6.565405046480743, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.03755515696149678, \"sortino\": -0.050470907043878785}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.438164773186113, \"dd_pct\": -35.82707865956578, \"calmar\": -0.2532969469062514, \"cagr_pct\": -9.074889641038125, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 1.9077196095829636, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5288237816309187, \"sortino\": -0.589367014032243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 12.90049630477743, \"dd_pct\": -38.976903307928936, \"calmar\": 0.06103500718258046, \"cagr_pct\": 2.3789555733541867, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 9.350132625994695, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22063914696434733, \"sortino\": 0.3336028008208186}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": -15.819317974976732, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -38.97690330792899, "% In Market": 6.565405046480743, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06103500718258046, "Sub2_Sortino": 0.3336028008208186, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35f361a19cca9891510e5e7e5e4ea4fa83104bf8fef35104e9135abb48ce49c3", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 25.05, "i_long_exit_activation_threshold": -20.0, "i_long_exit_activation_confirmation_threshold": -430.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "378b5457780f1169921d7d91765353429bb68975439ff841a93cbad7f6eb0879", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 15.520372614719413, \"dd_pct\": -25.365099834579365, \"calmar\": 0.6123291043559702, \"cagr_pct\": 15.531788863607748, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6580172492994808, \"sortino\": 1.0326012287540478}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.207429113886228, \"dd_pct\": -2.207429113886228, \"calmar\": -1.0006773103933586, \"cagr_pct\": -2.2089242285676653, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3847259576866213, \"sortino\": -1.3842917025981856}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.32532341935392, \"dd_pct\": -20.80213007809434, \"calmar\": 1.3145957949519609, \"cagr_pct\": 27.346392726706526, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 23.424657534246577, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.186304232252062, \"sortino\": 1.922072004170532}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -15.096055272043895, \"dd_pct\": -22.209343268302796, \"calmar\": -0.8824887487227138, \"cagr_pct\": -19.59949555079776, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 19.525547445255476, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138266365821078, \"sortino\": -1.5410024380223826}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -7.553866884070581, \"dd_pct\": -9.913812703193347, \"calmar\": -0.7624554073004562, \"cagr_pct\": -7.558840102513721, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6702347049176162, \"sortino\": -0.9103763743059976}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.819317974976732, \"dd_pct\": -38.97690330792899, \"calmar\": -0.05302080467865741, \"cagr_pct\": -2.066586777268619, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 6.565405046480743, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.03755515696149678, \"sortino\": -0.050470907043878785}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.438164773186113, \"dd_pct\": -35.82707865956578, \"calmar\": -0.2532969469062514, \"cagr_pct\": -9.074889641038125, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 1.9077196095829636, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5288237816309187, \"sortino\": -0.589367014032243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 12.90049630477743, \"dd_pct\": -38.976903307928936, \"calmar\": 0.06103500718258046, \"cagr_pct\": 2.3789555733541867, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 9.350132625994695, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22063914696434733, \"sortino\": 0.3336028008208186}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": -15.819317974976732, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -38.97690330792899, "% In Market": 6.565405046480743, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06103500718258046, "Sub2_Sortino": 0.3336028008208186, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35f361a19cca9891510e5e7e5e4ea4fa83104bf8fef35104e9135abb48ce49c3", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 26.0, "i_long_exit_activation_threshold": -20.0, "i_long_exit_activation_confirmation_threshold": -430.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "a6fa6a4bb477ac55568537fb5d2debcf2a54ec97dc5759bae8bc7a1a9690d716", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 15.520372614719413, \"dd_pct\": -25.365099834579365, \"calmar\": 0.6123291043559702, \"cagr_pct\": 15.531788863607748, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6580172492994808, \"sortino\": 1.0326012287540478}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.207429113886228, \"dd_pct\": -2.207429113886228, \"calmar\": -1.0006773103933586, \"cagr_pct\": -2.2089242285676653, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3847259576866213, \"sortino\": -1.3842917025981856}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.32532341935392, \"dd_pct\": -20.80213007809434, \"calmar\": 1.3145957949519609, \"cagr_pct\": 27.346392726706526, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 23.424657534246577, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.186304232252062, \"sortino\": 1.922072004170532}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -15.096055272043895, \"dd_pct\": -22.209343268302796, \"calmar\": -0.8824887487227138, \"cagr_pct\": -19.59949555079776, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 19.525547445255476, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138266365821078, \"sortino\": -1.5410024380223826}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -7.553866884070581, \"dd_pct\": -9.913812703193347, \"calmar\": -0.7624554073004562, \"cagr_pct\": -7.558840102513721, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6702347049176162, \"sortino\": -0.9103763743059976}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.819317974976732, \"dd_pct\": -38.97690330792899, \"calmar\": -0.05302080467865741, \"cagr_pct\": -2.066586777268619, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 6.565405046480743, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.03755515696149678, \"sortino\": -0.050470907043878785}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.438164773186113, \"dd_pct\": -35.82707865956578, \"calmar\": -0.2532969469062514, \"cagr_pct\": -9.074889641038125, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 1.9077196095829636, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5288237816309187, \"sortino\": -0.589367014032243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 12.90049630477743, \"dd_pct\": -38.976903307928936, \"calmar\": 0.06103500718258046, \"cagr_pct\": 2.3789555733541867, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 9.350132625994695, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22063914696434733, \"sortino\": 0.3336028008208186}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": -15.819317974976732, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -38.97690330792899, "% In Market": 6.565405046480743, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06103500718258046, "Sub2_Sortino": 0.3336028008208186, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35f361a19cca9891510e5e7e5e4ea4fa83104bf8fef35104e9135abb48ce49c3", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 25.0, "i_long_exit_activation_threshold": -21.0, "i_long_exit_activation_confirmation_threshold": -430.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "e7f65839d6da2ac120c7681d307583d6abf17f977116a342b641f5bf556fdb5a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 15.520372614719413, \"dd_pct\": -25.365099834579365, \"calmar\": 0.6123291043559702, \"cagr_pct\": 15.531788863607748, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6580172492994808, \"sortino\": 1.0326012287540478}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.207429113886228, \"dd_pct\": -2.207429113886228, \"calmar\": -1.0006773103933586, \"cagr_pct\": -2.2089242285676653, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3847259576866213, \"sortino\": -1.3842917025981856}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.32532341935392, \"dd_pct\": -20.80213007809434, \"calmar\": 1.3145957949519609, \"cagr_pct\": 27.346392726706526, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 23.424657534246577, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.186304232252062, \"sortino\": 1.922072004170532}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -15.096055272043895, \"dd_pct\": -22.209343268302796, \"calmar\": -0.8824887487227138, \"cagr_pct\": -19.59949555079776, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 19.525547445255476, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138266365821078, \"sortino\": -1.5410024380223826}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -7.553866884070581, \"dd_pct\": -9.913812703193347, \"calmar\": -0.7624554073004562, \"cagr_pct\": -7.558840102513721, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6702347049176162, \"sortino\": -0.9103763743059976}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.819317974976732, \"dd_pct\": -38.97690330792899, \"calmar\": -0.05302080467865741, \"cagr_pct\": -2.066586777268619, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 6.565405046480743, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.03755515696149678, \"sortino\": -0.050470907043878785}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.438164773186113, \"dd_pct\": -35.82707865956578, \"calmar\": -0.2532969469062514, \"cagr_pct\": -9.074889641038125, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 1.9077196095829636, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5288237816309187, \"sortino\": -0.589367014032243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 12.90049630477743, \"dd_pct\": -38.976903307928936, \"calmar\": 0.06103500718258046, \"cagr_pct\": 2.3789555733541867, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 9.350132625994695, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22063914696434733, \"sortino\": 0.3336028008208186}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": -15.819317974976732, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -38.97690330792899, "% In Market": 6.565405046480743, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06103500718258046, "Sub2_Sortino": 0.3336028008208186, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35f361a19cca9891510e5e7e5e4ea4fa83104bf8fef35104e9135abb48ce49c3", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 25.0, "i_long_exit_activation_threshold": -20.05, "i_long_exit_activation_confirmation_threshold": -430.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "c3d425d15fdc83154b6d4fdabe8a6d0669e8cde0d98c337c17321359a5634e56", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 15.520372614719413, \"dd_pct\": -25.365099834579365, \"calmar\": 0.6123291043559702, \"cagr_pct\": 15.531788863607748, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6580172492994808, \"sortino\": 1.0326012287540478}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.207429113886228, \"dd_pct\": -2.207429113886228, \"calmar\": -1.0006773103933586, \"cagr_pct\": -2.2089242285676653, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3847259576866213, \"sortino\": -1.3842917025981856}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.32532341935392, \"dd_pct\": -20.80213007809434, \"calmar\": 1.3145957949519609, \"cagr_pct\": 27.346392726706526, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 23.424657534246577, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.186304232252062, \"sortino\": 1.922072004170532}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -15.096055272043895, \"dd_pct\": -22.209343268302796, \"calmar\": -0.8824887487227138, \"cagr_pct\": -19.59949555079776, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 19.525547445255476, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138266365821078, \"sortino\": -1.5410024380223826}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -7.553866884070581, \"dd_pct\": -9.913812703193347, \"calmar\": -0.7624554073004562, \"cagr_pct\": -7.558840102513721, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6702347049176162, \"sortino\": -0.9103763743059976}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.819317974976732, \"dd_pct\": -38.97690330792899, \"calmar\": -0.05302080467865741, \"cagr_pct\": -2.066586777268619, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 6.565405046480743, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.03755515696149678, \"sortino\": -0.050470907043878785}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.438164773186113, \"dd_pct\": -35.82707865956578, \"calmar\": -0.2532969469062514, \"cagr_pct\": -9.074889641038125, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 1.9077196095829636, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5288237816309187, \"sortino\": -0.589367014032243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 12.90049630477743, \"dd_pct\": -38.976903307928936, \"calmar\": 0.06103500718258046, \"cagr_pct\": 2.3789555733541867, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 9.350132625994695, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22063914696434733, \"sortino\": 0.3336028008208186}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": -15.819317974976732, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -38.97690330792899, "% In Market": 6.565405046480743, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06103500718258046, "Sub2_Sortino": 0.3336028008208186, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35f361a19cca9891510e5e7e5e4ea4fa83104bf8fef35104e9135abb48ce49c3", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 25.0, "i_long_exit_activation_threshold": -19.95, "i_long_exit_activation_confirmation_threshold": -430.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "4b37064acc04e53068d593dc58424ef3f8b61f4dd593c2480f17b62b99759b11", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 15.520372614719413, \"dd_pct\": -25.365099834579365, \"calmar\": 0.6123291043559702, \"cagr_pct\": 15.531788863607748, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6580172492994808, \"sortino\": 1.0326012287540478}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.207429113886228, \"dd_pct\": -2.207429113886228, \"calmar\": -1.0006773103933586, \"cagr_pct\": -2.2089242285676653, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3847259576866213, \"sortino\": -1.3842917025981856}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.32532341935392, \"dd_pct\": -20.80213007809434, \"calmar\": 1.3145957949519609, \"cagr_pct\": 27.346392726706526, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 23.424657534246577, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.186304232252062, \"sortino\": 1.922072004170532}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -15.096055272043895, \"dd_pct\": -22.209343268302796, \"calmar\": -0.8824887487227138, \"cagr_pct\": -19.59949555079776, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 19.525547445255476, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138266365821078, \"sortino\": -1.5410024380223826}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -7.553866884070581, \"dd_pct\": -9.913812703193347, \"calmar\": -0.7624554073004562, \"cagr_pct\": -7.558840102513721, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6702347049176162, \"sortino\": -0.9103763743059976}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.819317974976732, \"dd_pct\": -38.97690330792899, \"calmar\": -0.05302080467865741, \"cagr_pct\": -2.066586777268619, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 6.565405046480743, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.03755515696149678, \"sortino\": -0.050470907043878785}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.438164773186113, \"dd_pct\": -35.82707865956578, \"calmar\": -0.2532969469062514, \"cagr_pct\": -9.074889641038125, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 1.9077196095829636, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5288237816309187, \"sortino\": -0.589367014032243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 12.90049630477743, \"dd_pct\": -38.976903307928936, \"calmar\": 0.06103500718258046, \"cagr_pct\": 2.3789555733541867, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 9.350132625994695, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22063914696434733, \"sortino\": 0.3336028008208186}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": -15.819317974976732, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -38.97690330792899, "% In Market": 6.565405046480743, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06103500718258046, "Sub2_Sortino": 0.3336028008208186, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35f361a19cca9891510e5e7e5e4ea4fa83104bf8fef35104e9135abb48ce49c3", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 25.0, "i_long_exit_activation_threshold": -19.0, "i_long_exit_activation_confirmation_threshold": -430.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "c482c71a0c1281cfd84ad24b0f6a64ff209ab482a2264aea2b21c6686f8fef52", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 15.520372614719413, \"dd_pct\": -25.365099834579365, \"calmar\": 0.6123291043559702, \"cagr_pct\": 15.531788863607748, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6580172492994808, \"sortino\": 1.0326012287540478}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.207429113886228, \"dd_pct\": -2.207429113886228, \"calmar\": -1.0006773103933586, \"cagr_pct\": -2.2089242285676653, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3847259576866213, \"sortino\": -1.3842917025981856}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.32532341935392, \"dd_pct\": -20.80213007809434, \"calmar\": 1.3145957949519609, \"cagr_pct\": 27.346392726706526, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 23.424657534246577, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.186304232252062, \"sortino\": 1.922072004170532}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -15.096055272043895, \"dd_pct\": -22.209343268302796, \"calmar\": -0.8824887487227138, \"cagr_pct\": -19.59949555079776, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 19.525547445255476, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138266365821078, \"sortino\": -1.5410024380223826}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -7.553866884070581, \"dd_pct\": -9.913812703193347, \"calmar\": -0.7624554073004562, \"cagr_pct\": -7.558840102513721, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6702347049176162, \"sortino\": -0.9103763743059976}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.819317974976732, \"dd_pct\": -38.97690330792899, \"calmar\": -0.05302080467865741, \"cagr_pct\": -2.066586777268619, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 6.565405046480743, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.03755515696149678, \"sortino\": -0.050470907043878785}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.438164773186113, \"dd_pct\": -35.82707865956578, \"calmar\": -0.2532969469062514, \"cagr_pct\": -9.074889641038125, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 1.9077196095829636, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5288237816309187, \"sortino\": -0.589367014032243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 12.90049630477743, \"dd_pct\": -38.976903307928936, \"calmar\": 0.06103500718258046, \"cagr_pct\": 2.3789555733541867, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 9.350132625994695, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22063914696434733, \"sortino\": 0.3336028008208186}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": -15.819317974976732, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -38.97690330792899, "% In Market": 6.565405046480743, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06103500718258046, "Sub2_Sortino": 0.3336028008208186, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35f361a19cca9891510e5e7e5e4ea4fa83104bf8fef35104e9135abb48ce49c3", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 25.0, "i_long_exit_activation_threshold": -20.0, "i_long_exit_activation_confirmation_threshold": -431.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "11eea0aaffc36ad7ff2f8a4560936fa74cf8883c60eb06030665233407d7c033", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 15.520372614719413, \"dd_pct\": -25.365099834579365, \"calmar\": 0.6123291043559702, \"cagr_pct\": 15.531788863607748, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6580172492994808, \"sortino\": 1.0326012287540478}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.207429113886228, \"dd_pct\": -2.207429113886228, \"calmar\": -1.0006773103933586, \"cagr_pct\": -2.2089242285676653, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3847259576866213, \"sortino\": -1.3842917025981856}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.32532341935392, \"dd_pct\": -20.80213007809434, \"calmar\": 1.3145957949519609, \"cagr_pct\": 27.346392726706526, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 23.424657534246577, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.186304232252062, \"sortino\": 1.922072004170532}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -15.096055272043895, \"dd_pct\": -22.209343268302796, \"calmar\": -0.8824887487227138, \"cagr_pct\": -19.59949555079776, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 19.525547445255476, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138266365821078, \"sortino\": -1.5410024380223826}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -7.553866884070581, \"dd_pct\": -9.913812703193347, \"calmar\": -0.7624554073004562, \"cagr_pct\": -7.558840102513721, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6702347049176162, \"sortino\": -0.9103763743059976}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.819317974976732, \"dd_pct\": -38.97690330792899, \"calmar\": -0.05302080467865741, \"cagr_pct\": -2.066586777268619, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 6.565405046480743, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.03755515696149678, \"sortino\": -0.050470907043878785}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.438164773186113, \"dd_pct\": -35.82707865956578, \"calmar\": -0.2532969469062514, \"cagr_pct\": -9.074889641038125, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 1.9077196095829636, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5288237816309187, \"sortino\": -0.589367014032243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 12.90049630477743, \"dd_pct\": -38.976903307928936, \"calmar\": 0.06103500718258046, \"cagr_pct\": 2.3789555733541867, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 9.350132625994695, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22063914696434733, \"sortino\": 0.3336028008208186}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": -15.819317974976732, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -38.97690330792899, "% In Market": 6.565405046480743, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06103500718258046, "Sub2_Sortino": 0.3336028008208186, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35f361a19cca9891510e5e7e5e4ea4fa83104bf8fef35104e9135abb48ce49c3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 25.0, "i_long_exit_activation_threshold": -20.0, "i_long_exit_activation_confirmation_threshold": -430.05, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "17863a0bf7124cc8b197e30da7e57db56f93d6aaa28e94e2edcded800e732ca2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 15.520372614719413, \"dd_pct\": -25.365099834579365, \"calmar\": 0.6123291043559702, \"cagr_pct\": 15.531788863607748, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6580172492994808, \"sortino\": 1.0326012287540478}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.207429113886228, \"dd_pct\": -2.207429113886228, \"calmar\": -1.0006773103933586, \"cagr_pct\": -2.2089242285676653, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3847259576866213, \"sortino\": -1.3842917025981856}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.32532341935392, \"dd_pct\": -20.80213007809434, \"calmar\": 1.3145957949519609, \"cagr_pct\": 27.346392726706526, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 23.424657534246577, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.186304232252062, \"sortino\": 1.922072004170532}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -15.096055272043895, \"dd_pct\": -22.209343268302796, \"calmar\": -0.8824887487227138, \"cagr_pct\": -19.59949555079776, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 19.525547445255476, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138266365821078, \"sortino\": -1.5410024380223826}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -7.553866884070581, \"dd_pct\": -9.913812703193347, \"calmar\": -0.7624554073004562, \"cagr_pct\": -7.558840102513721, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6702347049176162, \"sortino\": -0.9103763743059976}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.819317974976732, \"dd_pct\": -38.97690330792899, \"calmar\": -0.05302080467865741, \"cagr_pct\": -2.066586777268619, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 6.565405046480743, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.03755515696149678, \"sortino\": -0.050470907043878785}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.438164773186113, \"dd_pct\": -35.82707865956578, \"calmar\": -0.2532969469062514, \"cagr_pct\": -9.074889641038125, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 1.9077196095829636, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5288237816309187, \"sortino\": -0.589367014032243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 12.90049630477743, \"dd_pct\": -38.976903307928936, \"calmar\": 0.06103500718258046, \"cagr_pct\": 2.3789555733541867, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 9.350132625994695, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22063914696434733, \"sortino\": 0.3336028008208186}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": -15.819317974976732, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -38.97690330792899, "% In Market": 6.565405046480743, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06103500718258046, "Sub2_Sortino": 0.3336028008208186, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35f361a19cca9891510e5e7e5e4ea4fa83104bf8fef35104e9135abb48ce49c3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 25.0, "i_long_exit_activation_threshold": -20.0, "i_long_exit_activation_confirmation_threshold": -429.95, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "315d764ea9efd46efd49a13a38d630f9eeb207219af6b7f081b23009b6e0f460", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 15.520372614719413, \"dd_pct\": -25.365099834579365, \"calmar\": 0.6123291043559702, \"cagr_pct\": 15.531788863607748, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6580172492994808, \"sortino\": 1.0326012287540478}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.207429113886228, \"dd_pct\": -2.207429113886228, \"calmar\": -1.0006773103933586, \"cagr_pct\": -2.2089242285676653, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3847259576866213, \"sortino\": -1.3842917025981856}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.32532341935392, \"dd_pct\": -20.80213007809434, \"calmar\": 1.3145957949519609, \"cagr_pct\": 27.346392726706526, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 23.424657534246577, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.186304232252062, \"sortino\": 1.922072004170532}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -15.096055272043895, \"dd_pct\": -22.209343268302796, \"calmar\": -0.8824887487227138, \"cagr_pct\": -19.59949555079776, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 19.525547445255476, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138266365821078, \"sortino\": -1.5410024380223826}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -7.553866884070581, \"dd_pct\": -9.913812703193347, \"calmar\": -0.7624554073004562, \"cagr_pct\": -7.558840102513721, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6702347049176162, \"sortino\": -0.9103763743059976}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.819317974976732, \"dd_pct\": -38.97690330792899, \"calmar\": -0.05302080467865741, \"cagr_pct\": -2.066586777268619, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 6.565405046480743, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.03755515696149678, \"sortino\": -0.050470907043878785}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.438164773186113, \"dd_pct\": -35.82707865956578, \"calmar\": -0.2532969469062514, \"cagr_pct\": -9.074889641038125, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 1.9077196095829636, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5288237816309187, \"sortino\": -0.589367014032243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 12.90049630477743, \"dd_pct\": -38.976903307928936, \"calmar\": 0.06103500718258046, \"cagr_pct\": 2.3789555733541867, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 9.350132625994695, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22063914696434733, \"sortino\": 0.3336028008208186}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": -15.819317974976732, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -38.97690330792899, "% In Market": 6.565405046480743, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06103500718258046, "Sub2_Sortino": 0.3336028008208186, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35f361a19cca9891510e5e7e5e4ea4fa83104bf8fef35104e9135abb48ce49c3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 25.0, "i_long_exit_activation_threshold": -20.0, "i_long_exit_activation_confirmation_threshold": -429.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "5bf6e8354fb6e67a5ce30d29cd4de4d6dd66a965eb62a7411bedccb02336801f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 15.520372614719413, \"dd_pct\": -25.365099834579365, \"calmar\": 0.6123291043559702, \"cagr_pct\": 15.531788863607748, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6580172492994808, \"sortino\": 1.0326012287540478}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -2.207429113886228, \"dd_pct\": -2.207429113886228, \"calmar\": -1.0006773103933586, \"cagr_pct\": -2.2089242285676653, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3847259576866213, \"sortino\": -1.3842917025981856}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.32532341935392, \"dd_pct\": -20.80213007809434, \"calmar\": 1.3145957949519609, \"cagr_pct\": 27.346392726706526, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 23.424657534246577, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.186304232252062, \"sortino\": 1.922072004170532}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -15.096055272043895, \"dd_pct\": -22.209343268302796, \"calmar\": -0.8824887487227138, \"cagr_pct\": -19.59949555079776, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 19.525547445255476, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138266365821078, \"sortino\": -1.5410024380223826}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -7.553866884070581, \"dd_pct\": -9.913812703193347, \"calmar\": -0.7624554073004562, \"cagr_pct\": -7.558840102513721, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6702347049176162, \"sortino\": -0.9103763743059976}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.819317974976732, \"dd_pct\": -38.97690330792899, \"calmar\": -0.05302080467865741, \"cagr_pct\": -2.066586777268619, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 6.565405046480743, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.03755515696149678, \"sortino\": -0.050470907043878785}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.438164773186113, \"dd_pct\": -35.82707865956578, \"calmar\": -0.2532969469062514, \"cagr_pct\": -9.074889641038125, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 1.9077196095829636, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5288237816309187, \"sortino\": -0.589367014032243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 12.90049630477743, \"dd_pct\": -38.976903307928936, \"calmar\": 0.06103500718258046, \"cagr_pct\": 2.3789555733541867, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 9.350132625994695, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22063914696434733, \"sortino\": 0.3336028008208186}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": -15.819317974976732, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -38.97690330792899, "% In Market": 6.565405046480743, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": 0.06103500718258046, "Sub2_Sortino": 0.3336028008208186, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35f361a19cca9891510e5e7e5e4ea4fa83104bf8fef35104e9135abb48ce49c3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 5.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": 10.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "890f1257285bc5207009fcce0ae852ac4b0eb7b4397c0632436f197f3d82533c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 116.60280278345513, \"dd_pct\": -16.106132056196152, \"calmar\": 7.246773959560679, \"cagr_pct\": 116.71749837408778, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 21.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.090720650197077, \"sortino\": 3.756775505654181}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -21.946341305093362, \"dd_pct\": -26.15125922739585, \"calmar\": -0.839714306666869, \"cagr_pct\": -21.959586510598267, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 8.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6266251314592266, \"sortino\": -2.0420917526435334}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 53.712874797126005, \"dd_pct\": -23.072214332607132, \"calmar\": 2.329995009024881, \"cagr_pct\": 53.758144242126946, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4134516752513755, \"sortino\": 2.2288423536486492}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 83.56203148458043, \"dd_pct\": -19.146527819391256, \"calmar\": 6.513664617300366, \"cagr_pct\": 124.71406080132597, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 44.06934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.4089104957323584, \"sortino\": 3.828708692965745}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.6542239659994, \"dd_pct\": -23.167282140024636, \"calmar\": 2.836392344984433, \"cagr_pct\": 65.71150171606045, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 63.76712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.60304882768653, \"sortino\": 2.407048089345214}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -27.60406808703012, \"dd_pct\": -35.24965454657952, \"calmar\": -1.538199739965503, \"cagr_pct\": -54.22100945742243, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 51.324503311258276, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8259273977036354, \"sortino\": -2.408517269158238}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 335.05289777388055, \"dd_pct\": -76.33339019632601, \"calmar\": 0.25569214380391186, \"cagr_pct\": 19.517848183119106, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 35.582669322709165, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6514673729194405, \"sortino\": 0.9546817140365735}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -23.954249363742974, \"dd_pct\": -76.33339019632601, \"calmar\": -0.11125308391617834, \"cagr_pct\": -8.492325065118242, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 28.305235137533273, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.04082270071821858, \"sortino\": 0.05682899332400025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 472.093633285088, \"dd_pct\": -36.34054392263094, \"calmar\": 1.1064138885736472, \"cagr_pct\": 40.20768251431953, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 39.93368700265252, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.163568203026523, \"sortino\": 1.8178454064206997}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.759988243934473, \"dd_pct\": -13.863300659481926, \"calmar\": -0.11492215007402674, \"cagr_pct\": -1.5932003189103359, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.622478386167145, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03435652167769845, \"sortino\": 0.0517701089485437}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 335.05289777388055, "Sharpe Ratio": 0.6514673729194405, "Sortino Ratio": 0.9546817140365735, "Calmar Ratio": 0.25569214380391186, "P&L/DD Ratio": 0.0, "Max Drawdown %": -76.33339019632601, "% In Market": 35.582669322709165, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.11125308391617834, "Sub1_Sortino": 0.05682899332400025, "Sub1_Trades": 28, "Sub2_Calmar": 1.1064138885736472, "Sub2_Sortino": 1.8178454064206997, "Sub2_Trades": 60, "WFO_Score": 4.731706482717589, "WFO_Min_Fold": 2.329995009024881, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[7.246774, 2.329995, 6.513665, 2.836392]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.759988243934473, "OOS_Sortino Ratio": 0.0517701089485437, "OOS_Calmar Ratio": -0.11492215007402674, "OOS_Max Drawdown %": -13.863300659481926, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f2ef79a63a22bf223ac06a0f8b968cdb3fc6672aa26e3f2511dc958b54cd9bc", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 4.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": 10.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "fb76a50556ca2a37feafc9a75310bcc10f79965769fed299d9b01bec932a12c7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 116.60280278345513, \"dd_pct\": -16.106132056196152, \"calmar\": 7.246773959560679, \"cagr_pct\": 116.71749837408778, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 21.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.090720650197077, \"sortino\": 3.756775505654181}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -21.946341305093362, \"dd_pct\": -26.15125922739585, \"calmar\": -0.839714306666869, \"cagr_pct\": -21.959586510598267, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 8.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6266251314592266, \"sortino\": -2.0420917526435334}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 53.712874797126005, \"dd_pct\": -23.072214332607132, \"calmar\": 2.329995009024881, \"cagr_pct\": 53.758144242126946, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4134516752513755, \"sortino\": 2.2288423536486492}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 83.56203148458043, \"dd_pct\": -19.146527819391256, \"calmar\": 6.513664617300366, \"cagr_pct\": 124.71406080132597, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 44.06934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.4089104957323584, \"sortino\": 3.828708692965745}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.6542239659994, \"dd_pct\": -23.167282140024636, \"calmar\": 2.836392344984433, \"cagr_pct\": 65.71150171606045, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 63.76712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.60304882768653, \"sortino\": 2.407048089345214}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -27.60406808703012, \"dd_pct\": -35.24965454657952, \"calmar\": -1.538199739965503, \"cagr_pct\": -54.22100945742243, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 51.324503311258276, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8259273977036354, \"sortino\": -2.408517269158238}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 335.05289777388055, \"dd_pct\": -76.33339019632601, \"calmar\": 0.25569214380391186, \"cagr_pct\": 19.517848183119106, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 35.582669322709165, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6514673729194405, \"sortino\": 0.9546817140365735}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -23.954249363742974, \"dd_pct\": -76.33339019632601, \"calmar\": -0.11125308391617834, \"cagr_pct\": -8.492325065118242, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 28.305235137533273, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.04082270071821858, \"sortino\": 0.05682899332400025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 472.093633285088, \"dd_pct\": -36.34054392263094, \"calmar\": 1.1064138885736472, \"cagr_pct\": 40.20768251431953, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 39.93368700265252, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.163568203026523, \"sortino\": 1.8178454064206997}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.759988243934473, \"dd_pct\": -13.863300659481926, \"calmar\": -0.11492215007402674, \"cagr_pct\": -1.5932003189103359, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.622478386167145, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03435652167769845, \"sortino\": 0.0517701089485437}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 335.05289777388055, "Sharpe Ratio": 0.6514673729194405, "Sortino Ratio": 0.9546817140365735, "Calmar Ratio": 0.25569214380391186, "P&L/DD Ratio": 0.0, "Max Drawdown %": -76.33339019632601, "% In Market": 35.582669322709165, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.11125308391617834, "Sub1_Sortino": 0.05682899332400025, "Sub1_Trades": 28, "Sub2_Calmar": 1.1064138885736472, "Sub2_Sortino": 1.8178454064206997, "Sub2_Trades": 60, "WFO_Score": 4.731706482717589, "WFO_Min_Fold": 2.329995009024881, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[7.246774, 2.329995, 6.513665, 2.836392]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.759988243934473, "OOS_Sortino Ratio": 0.0517701089485437, "OOS_Calmar Ratio": -0.11492215007402674, "OOS_Max Drawdown %": -13.863300659481926, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f2ef79a63a22bf223ac06a0f8b968cdb3fc6672aa26e3f2511dc958b54cd9bc", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 4.95, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": 10.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "5dee8072658fb7e48a7bd5f8939af840155b6061629968645ab7f230c7b8e62e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 116.60280278345513, \"dd_pct\": -16.106132056196152, \"calmar\": 7.246773959560679, \"cagr_pct\": 116.71749837408778, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 21.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.090720650197077, \"sortino\": 3.756775505654181}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -21.946341305093362, \"dd_pct\": -26.15125922739585, \"calmar\": -0.839714306666869, \"cagr_pct\": -21.959586510598267, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 8.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6266251314592266, \"sortino\": -2.0420917526435334}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 53.712874797126005, \"dd_pct\": -23.072214332607132, \"calmar\": 2.329995009024881, \"cagr_pct\": 53.758144242126946, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4134516752513755, \"sortino\": 2.2288423536486492}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 83.56203148458043, \"dd_pct\": -19.146527819391256, \"calmar\": 6.513664617300366, \"cagr_pct\": 124.71406080132597, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 44.06934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.4089104957323584, \"sortino\": 3.828708692965745}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.6542239659994, \"dd_pct\": -23.167282140024636, \"calmar\": 2.836392344984433, \"cagr_pct\": 65.71150171606045, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 63.76712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.60304882768653, \"sortino\": 2.407048089345214}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -27.60406808703012, \"dd_pct\": -35.24965454657952, \"calmar\": -1.538199739965503, \"cagr_pct\": -54.22100945742243, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 51.324503311258276, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8259273977036354, \"sortino\": -2.408517269158238}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 335.05289777388055, \"dd_pct\": -76.33339019632601, \"calmar\": 0.25569214380391186, \"cagr_pct\": 19.517848183119106, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 35.582669322709165, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6514673729194405, \"sortino\": 0.9546817140365735}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -23.954249363742974, \"dd_pct\": -76.33339019632601, \"calmar\": -0.11125308391617834, \"cagr_pct\": -8.492325065118242, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 28.305235137533273, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.04082270071821858, \"sortino\": 0.05682899332400025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 472.093633285088, \"dd_pct\": -36.34054392263094, \"calmar\": 1.1064138885736472, \"cagr_pct\": 40.20768251431953, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 39.93368700265252, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.163568203026523, \"sortino\": 1.8178454064206997}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.759988243934473, \"dd_pct\": -13.863300659481926, \"calmar\": -0.11492215007402674, \"cagr_pct\": -1.5932003189103359, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.622478386167145, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03435652167769845, \"sortino\": 0.0517701089485437}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 335.05289777388055, "Sharpe Ratio": 0.6514673729194405, "Sortino Ratio": 0.9546817140365735, "Calmar Ratio": 0.25569214380391186, "P&L/DD Ratio": 0.0, "Max Drawdown %": -76.33339019632601, "% In Market": 35.582669322709165, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.11125308391617834, "Sub1_Sortino": 0.05682899332400025, "Sub1_Trades": 28, "Sub2_Calmar": 1.1064138885736472, "Sub2_Sortino": 1.8178454064206997, "Sub2_Trades": 60, "WFO_Score": 4.731706482717589, "WFO_Min_Fold": 2.329995009024881, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[7.246774, 2.329995, 6.513665, 2.836392]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.759988243934473, "OOS_Sortino Ratio": 0.0517701089485437, "OOS_Calmar Ratio": -0.11492215007402674, "OOS_Max Drawdown %": -13.863300659481926, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f2ef79a63a22bf223ac06a0f8b968cdb3fc6672aa26e3f2511dc958b54cd9bc", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 5.05, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": 10.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "314d328deea95199b3b62bccafd5f17f9242502375c42bc98d48001375c31de4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 116.60280278345513, \"dd_pct\": -16.106132056196152, \"calmar\": 7.246773959560679, \"cagr_pct\": 116.71749837408778, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 21.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.090720650197077, \"sortino\": 3.756775505654181}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -21.946341305093362, \"dd_pct\": -26.15125922739585, \"calmar\": -0.839714306666869, \"cagr_pct\": -21.959586510598267, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 8.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6266251314592266, \"sortino\": -2.0420917526435334}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 53.712874797126005, \"dd_pct\": -23.072214332607132, \"calmar\": 2.329995009024881, \"cagr_pct\": 53.758144242126946, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4134516752513755, \"sortino\": 2.2288423536486492}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 83.56203148458043, \"dd_pct\": -19.146527819391256, \"calmar\": 6.513664617300366, \"cagr_pct\": 124.71406080132597, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 44.06934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.4089104957323584, \"sortino\": 3.828708692965745}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.6542239659994, \"dd_pct\": -23.167282140024636, \"calmar\": 2.836392344984433, \"cagr_pct\": 65.71150171606045, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 63.76712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.60304882768653, \"sortino\": 2.407048089345214}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -27.60406808703012, \"dd_pct\": -35.24965454657952, \"calmar\": -1.538199739965503, \"cagr_pct\": -54.22100945742243, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 51.324503311258276, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8259273977036354, \"sortino\": -2.408517269158238}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 335.05289777388055, \"dd_pct\": -76.33339019632601, \"calmar\": 0.25569214380391186, \"cagr_pct\": 19.517848183119106, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 35.582669322709165, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6514673729194405, \"sortino\": 0.9546817140365735}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -23.954249363742974, \"dd_pct\": -76.33339019632601, \"calmar\": -0.11125308391617834, \"cagr_pct\": -8.492325065118242, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 28.305235137533273, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.04082270071821858, \"sortino\": 0.05682899332400025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 472.093633285088, \"dd_pct\": -36.34054392263094, \"calmar\": 1.1064138885736472, \"cagr_pct\": 40.20768251431953, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 39.93368700265252, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.163568203026523, \"sortino\": 1.8178454064206997}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.759988243934473, \"dd_pct\": -13.863300659481926, \"calmar\": -0.11492215007402674, \"cagr_pct\": -1.5932003189103359, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.622478386167145, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03435652167769845, \"sortino\": 0.0517701089485437}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 335.05289777388055, "Sharpe Ratio": 0.6514673729194405, "Sortino Ratio": 0.9546817140365735, "Calmar Ratio": 0.25569214380391186, "P&L/DD Ratio": 0.0, "Max Drawdown %": -76.33339019632601, "% In Market": 35.582669322709165, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.11125308391617834, "Sub1_Sortino": 0.05682899332400025, "Sub1_Trades": 28, "Sub2_Calmar": 1.1064138885736472, "Sub2_Sortino": 1.8178454064206997, "Sub2_Trades": 60, "WFO_Score": 4.731706482717589, "WFO_Min_Fold": 2.329995009024881, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[7.246774, 2.329995, 6.513665, 2.836392]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.759988243934473, "OOS_Sortino Ratio": 0.0517701089485437, "OOS_Calmar Ratio": -0.11492215007402674, "OOS_Max Drawdown %": -13.863300659481926, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f2ef79a63a22bf223ac06a0f8b968cdb3fc6672aa26e3f2511dc958b54cd9bc", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 6.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": 10.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "e076260590fcb2fe4589947b90a9998285824d86c203009309238dec290f407b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 116.60280278345513, \"dd_pct\": -16.106132056196152, \"calmar\": 7.246773959560679, \"cagr_pct\": 116.71749837408778, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 21.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.090720650197077, \"sortino\": 3.756775505654181}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -21.946341305093362, \"dd_pct\": -26.15125922739585, \"calmar\": -0.839714306666869, \"cagr_pct\": -21.959586510598267, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 8.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6266251314592266, \"sortino\": -2.0420917526435334}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 50.59018245949214, \"dd_pct\": -23.655277502410456, \"calmar\": 2.140427846641016, \"cagr_pct\": 50.63241468618007, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 56.57534246575342, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3608830518889896, \"sortino\": 2.1451182839577094}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 83.95243516459905, \"dd_pct\": -19.146527819391256, \"calmar\": 6.546950849170694, \"cagr_pct\": 125.3513765658339, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 43.70437956204379, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.4195491219091174, \"sortino\": 3.8428399684279597}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 82.3733808638605, \"dd_pct\": -17.827338691171512, \"calmar\": 4.624832476164193, \"cagr_pct\": 82.44845494250848, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 63.561643835616444, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8969524205892843, \"sortino\": 2.8999462323019363}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -27.60406808703012, \"dd_pct\": -35.24965454657952, \"calmar\": -1.538199739965503, \"cagr_pct\": -54.22100945742243, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 51.324503311258276, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8259273977036354, \"sortino\": -2.408517269158238}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 370.4432937132427, \"dd_pct\": -76.33339019632601, \"calmar\": 0.27061199755745996, \"cagr_pct\": 20.656731201360813, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 35.18426294820717, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6772488272633119, \"sortino\": 0.9935997572871202}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -23.919714809048497, \"dd_pct\": -76.33339019632601, \"calmar\": -0.11107667458805105, \"cagr_pct\": -8.47885914304003, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 27.66193433895297, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.03868612572992724, \"sortino\": 0.05379930875517675}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 518.351117549694, \"dd_pct\": -36.34054392263083, \"calmar\": 1.1649813508920557, \"cagr_pct\": 42.336055951138555, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 39.681697612732094, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2118747496108595, \"sortino\": 1.900907657144027}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.759988243934473, \"dd_pct\": -13.863300659481926, \"calmar\": -0.11492215007402674, \"cagr_pct\": -1.5932003189103359, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.622478386167145, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03435652167769845, \"sortino\": 0.0517701089485437}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 370.4432937132427, "Sharpe Ratio": 0.6772488272633119, "Sortino Ratio": 0.9935997572871202, "Calmar Ratio": 0.27061199755745996, "P&L/DD Ratio": 0.0, "Max Drawdown %": -76.33339019632601, "% In Market": 35.18426294820717, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.11107667458805105, "Sub1_Sortino": 0.05379930875517675, "Sub1_Trades": 28, "Sub2_Calmar": 1.1649813508920557, "Sub2_Sortino": 1.900907657144027, "Sub2_Trades": 60, "WFO_Score": 5.139746282884145, "WFO_Min_Fold": 2.140427846641016, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[7.246774, 2.140428, 6.546951, 4.624832]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.759988243934473, "OOS_Sortino Ratio": 0.0517701089485437, "OOS_Calmar Ratio": -0.11492215007402674, "OOS_Max Drawdown %": -13.863300659481926, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f2ef79a63a22bf223ac06a0f8b968cdb3fc6672aa26e3f2511dc958b54cd9bc", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 5.0, "i_long_exit_activation_threshold": -541.0, "i_long_exit_activation_confirmation_threshold": 10.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "133ee8b034765c04357ba7954d52fd5c289eb8d145df2e2a15dddadaa37804ca", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 116.60280278345513, \"dd_pct\": -16.106132056196152, \"calmar\": 7.246773959560679, \"cagr_pct\": 116.71749837408778, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 21.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.090720650197077, \"sortino\": 3.756775505654181}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -21.946341305093362, \"dd_pct\": -26.15125922739585, \"calmar\": -0.839714306666869, \"cagr_pct\": -21.959586510598267, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 8.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6266251314592266, \"sortino\": -2.0420917526435334}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 66.40321184810574, \"dd_pct\": -22.176264339814633, \"calmar\": 2.996954847622983, \"cagr_pct\": 66.46126291537615, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 58.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6340325116500534, \"sortino\": 2.593357854048246}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 83.56203148458043, \"dd_pct\": -19.146527819391256, \"calmar\": 6.513664617300366, \"cagr_pct\": 124.71406080132597, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 44.06934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.4089104957323584, \"sortino\": 3.828708692965745}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.6542239659994, \"dd_pct\": -23.167282140024636, \"calmar\": 2.836392344984433, \"cagr_pct\": 65.71150171606045, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 63.76712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.60304882768653, \"sortino\": 2.407048089345214}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -27.60406808703012, \"dd_pct\": -35.24965454657952, \"calmar\": -1.538199739965503, \"cagr_pct\": -54.22100945742243, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 51.324503311258276, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8259273977036354, \"sortino\": -2.408517269158238}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 370.9703049204369, \"dd_pct\": -76.33339019632601, \"calmar\": 0.2708266180406385, \"cagr_pct\": 20.6731139104474, \"entries\": 87, \"exits\": 86, \"exposure_pct\": 35.76527224435591, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6759156327494431, \"sortino\": 0.9911364273781988}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -23.954249363742974, \"dd_pct\": -76.33339019632601, \"calmar\": -0.11125308391617834, \"cagr_pct\": -8.492325065118242, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 28.305235137533273, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.04082270071821858, \"sortino\": 0.05682899332400025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 519.3249471271431, \"dd_pct\": -36.34054392263082, \"calmar\": 1.1661758192304656, \"cagr_pct\": 42.379463580254715, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 40.22546419098143, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2076531162765511, \"sortino\": 1.8892105967078625}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.759988243934473, \"dd_pct\": -13.863300659481926, \"calmar\": -0.11492215007402674, \"cagr_pct\": -1.5932003189103359, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.622478386167145, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03435652167769845, \"sortino\": 0.0517701089485437}]", "Additional_Threshold_Budget": 0, "Total Trades": 87, "Total P&L %": 370.9703049204369, "Sharpe Ratio": 0.6759156327494431, "Sortino Ratio": 0.9911364273781988, "Calmar Ratio": 0.2708266180406385, "P&L/DD Ratio": 0.0, "Max Drawdown %": -76.33339019632601, "% In Market": 35.76527224435591, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.11125308391617834, "Sub1_Sortino": 0.05682899332400025, "Sub1_Trades": 28, "Sub2_Calmar": 1.1661758192304656, "Sub2_Sortino": 1.8892105967078625, "Sub2_Trades": 59, "WFO_Score": 4.898446442367115, "WFO_Min_Fold": 2.836392344984433, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[7.246774, 2.996955, 6.513665, 2.836392]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.759988243934473, "OOS_Sortino Ratio": 0.0517701089485437, "OOS_Calmar Ratio": -0.11492215007402674, "OOS_Max Drawdown %": -13.863300659481926, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f2ef79a63a22bf223ac06a0f8b968cdb3fc6672aa26e3f2511dc958b54cd9bc", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 5.0, "i_long_exit_activation_threshold": -540.05, "i_long_exit_activation_confirmation_threshold": 10.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "1090be5d3b312807ec8dbffcb0d525a21b5850d4437b578648d4c8af23f76adc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 116.60280278345513, \"dd_pct\": -16.106132056196152, \"calmar\": 7.246773959560679, \"cagr_pct\": 116.71749837408778, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 21.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.090720650197077, \"sortino\": 3.756775505654181}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -21.946341305093362, \"dd_pct\": -26.15125922739585, \"calmar\": -0.839714306666869, \"cagr_pct\": -21.959586510598267, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 8.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6266251314592266, \"sortino\": -2.0420917526435334}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 53.63938469203235, \"dd_pct\": -23.072214332607132, \"calmar\": 2.3268066680266997, \"cagr_pct\": 53.68458215525147, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 57.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.41203544520294, \"sortino\": 2.2265098622932293}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 83.56203148458043, \"dd_pct\": -19.146527819391256, \"calmar\": 6.513664617300366, \"cagr_pct\": 124.71406080132597, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 44.06934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.4089104957323584, \"sortino\": 3.828708692965745}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.6542239659994, \"dd_pct\": -23.167282140024636, \"calmar\": 2.836392344984433, \"cagr_pct\": 65.71150171606045, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 63.76712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.60304882768653, \"sortino\": 2.407048089345214}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -27.60406808703012, \"dd_pct\": -35.24965454657952, \"calmar\": -1.538199739965503, \"cagr_pct\": -54.22100945742243, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 51.324503311258276, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8259273977036354, \"sortino\": -2.408517269158238}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 334.8448990410415, \"dd_pct\": -76.33339019632601, \"calmar\": 0.25560134850951266, \"cagr_pct\": 19.510917470483736, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 35.59096945551129, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6513180633134878, \"sortino\": 0.954459750367322}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -23.954249363742974, \"dd_pct\": -76.33339019632601, \"calmar\": -0.11125308391617834, \"cagr_pct\": -8.492325065118242, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 28.305235137533273, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.04082270071821858, \"sortino\": 0.05682899332400025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 471.8201153947432, \"dd_pct\": -36.34054392263085, \"calmar\": 1.106056400466118, \"cagr_pct\": 40.19469120204594, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 39.94694960212202, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1632899514655768, \"sortino\": 1.817394782880893}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.759988243934473, \"dd_pct\": -13.863300659481926, \"calmar\": -0.11492215007402674, \"cagr_pct\": -1.5932003189103359, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.622478386167145, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03435652167769845, \"sortino\": 0.0517701089485437}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 334.8448990410415, "Sharpe Ratio": 0.6513180633134878, "Sortino Ratio": 0.954459750367322, "Calmar Ratio": 0.25560134850951266, "P&L/DD Ratio": 0.0, "Max Drawdown %": -76.33339019632601, "% In Market": 35.59096945551129, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.11125308391617834, "Sub1_Sortino": 0.05682899332400025, "Sub1_Trades": 28, "Sub2_Calmar": 1.106056400466118, "Sub2_Sortino": 1.817394782880893, "Sub2_Trades": 60, "WFO_Score": 4.730909397468045, "WFO_Min_Fold": 2.3268066680266997, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[7.246774, 2.326807, 6.513665, 2.836392]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.759988243934473, "OOS_Sortino Ratio": 0.0517701089485437, "OOS_Calmar Ratio": -0.11492215007402674, "OOS_Max Drawdown %": -13.863300659481926, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f2ef79a63a22bf223ac06a0f8b968cdb3fc6672aa26e3f2511dc958b54cd9bc", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 5.0, "i_long_exit_activation_threshold": -539.95, "i_long_exit_activation_confirmation_threshold": 10.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "a447d1755f1294762bb04145f25553e6177e94156753279133fd48538c008696", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 116.60280278345513, \"dd_pct\": -16.106132056196152, \"calmar\": 7.246773959560679, \"cagr_pct\": 116.71749837408778, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 21.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.090720650197077, \"sortino\": 3.756775505654181}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -21.946341305093362, \"dd_pct\": -26.15125922739585, \"calmar\": -0.839714306666869, \"cagr_pct\": -21.959586510598267, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 8.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6266251314592266, \"sortino\": -2.0420917526435334}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 53.712874797126005, \"dd_pct\": -23.072214332607132, \"calmar\": 2.329995009024881, \"cagr_pct\": 53.758144242126946, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4134516752513755, \"sortino\": 2.2288423536486492}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 83.56203148458043, \"dd_pct\": -19.146527819391256, \"calmar\": 6.513664617300366, \"cagr_pct\": 124.71406080132597, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 44.06934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.4089104957323584, \"sortino\": 3.828708692965745}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.6542239659994, \"dd_pct\": -23.167282140024636, \"calmar\": 2.836392344984433, \"cagr_pct\": 65.71150171606045, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 63.76712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.60304882768653, \"sortino\": 2.407048089345214}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -27.60406808703012, \"dd_pct\": -35.24965454657952, \"calmar\": -1.538199739965503, \"cagr_pct\": -54.22100945742243, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 51.324503311258276, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8259273977036354, \"sortino\": -2.408517269158238}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 335.05289777388055, \"dd_pct\": -76.33339019632601, \"calmar\": 0.25569214380391186, \"cagr_pct\": 19.517848183119106, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 35.582669322709165, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6514673729194405, \"sortino\": 0.9546817140365735}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -23.954249363742974, \"dd_pct\": -76.33339019632601, \"calmar\": -0.11125308391617834, \"cagr_pct\": -8.492325065118242, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 28.305235137533273, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.04082270071821858, \"sortino\": 0.05682899332400025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 472.093633285088, \"dd_pct\": -36.34054392263094, \"calmar\": 1.1064138885736472, \"cagr_pct\": 40.20768251431953, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 39.93368700265252, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.163568203026523, \"sortino\": 1.8178454064206997}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.759988243934473, \"dd_pct\": -13.863300659481926, \"calmar\": -0.11492215007402674, \"cagr_pct\": -1.5932003189103359, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.622478386167145, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03435652167769845, \"sortino\": 0.0517701089485437}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 335.05289777388055, "Sharpe Ratio": 0.6514673729194405, "Sortino Ratio": 0.9546817140365735, "Calmar Ratio": 0.25569214380391186, "P&L/DD Ratio": 0.0, "Max Drawdown %": -76.33339019632601, "% In Market": 35.582669322709165, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.11125308391617834, "Sub1_Sortino": 0.05682899332400025, "Sub1_Trades": 28, "Sub2_Calmar": 1.1064138885736472, "Sub2_Sortino": 1.8178454064206997, "Sub2_Trades": 60, "WFO_Score": 4.731706482717589, "WFO_Min_Fold": 2.329995009024881, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[7.246774, 2.329995, 6.513665, 2.836392]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.759988243934473, "OOS_Sortino Ratio": 0.0517701089485437, "OOS_Calmar Ratio": -0.11492215007402674, "OOS_Max Drawdown %": -13.863300659481926, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f2ef79a63a22bf223ac06a0f8b968cdb3fc6672aa26e3f2511dc958b54cd9bc", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 5.0, "i_long_exit_activation_threshold": -539.0, "i_long_exit_activation_confirmation_threshold": 10.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "1cad35229659b491100e2914f98b41f46d3516813c5c542bd1bb93567f3ab474", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 116.60280278345513, \"dd_pct\": -16.106132056196152, \"calmar\": 7.246773959560679, \"cagr_pct\": 116.71749837408778, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 21.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.090720650197077, \"sortino\": 3.756775505654181}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -21.946341305093362, \"dd_pct\": -26.15125922739585, \"calmar\": -0.839714306666869, \"cagr_pct\": -21.959586510598267, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 8.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6266251314592266, \"sortino\": -2.0420917526435334}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 54.46987372644132, \"dd_pct\": -23.072214332607132, \"calmar\": 2.362837187955745, \"cagr_pct\": 54.51588603356967, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 58.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4211572430958201, \"sortino\": 2.244178929365292}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 83.56203148458043, \"dd_pct\": -19.146527819391256, \"calmar\": 6.513664617300366, \"cagr_pct\": 124.71406080132597, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 44.06934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.4089104957323584, \"sortino\": 3.828708692965745}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.6542239659994, \"dd_pct\": -23.167282140024636, \"calmar\": 2.836392344984433, \"cagr_pct\": 65.71150171606045, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 63.76712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.60304882768653, \"sortino\": 2.407048089345214}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -27.60406808703012, \"dd_pct\": -35.24965454657952, \"calmar\": -1.538199739965503, \"cagr_pct\": -54.22100945742243, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 51.324503311258276, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8259273977036354, \"sortino\": -2.408517269158238}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 331.32143202708545, \"dd_pct\": -76.65136604093216, \"calmar\": 0.25300354554556387, \"cagr_pct\": 19.393067379266668, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 35.723771580345286, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6486988569114093, \"sortino\": 0.9506119636935465}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -24.975972034960147, \"dd_pct\": -76.65136604093216, \"calmar\": -0.11601365882555635, \"cagr_pct\": -8.892605428385538, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 28.283052351375332, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.031192485191985826, \"sortino\": 0.043405314288653324}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 474.91105679913164, \"dd_pct\": -36.34054392263084, \"calmar\": 1.1100882662121851, \"cagr_pct\": 40.34121139628103, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 40.17241379310345, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1653634262731827, \"sortino\": 1.8212068181864258}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.759988243934473, \"dd_pct\": -13.863300659481926, \"calmar\": -0.11492215007402674, \"cagr_pct\": -1.5932003189103359, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.622478386167145, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03435652167769845, \"sortino\": 0.0517701089485437}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 331.32143202708545, "Sharpe Ratio": 0.6486988569114093, "Sortino Ratio": 0.9506119636935465, "Calmar Ratio": 0.25300354554556387, "P&L/DD Ratio": 0.0, "Max Drawdown %": -76.65136604093216, "% In Market": 35.723771580345286, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.11601365882555635, "Sub1_Sortino": 0.043405314288653324, "Sub1_Trades": 28, "Sub2_Calmar": 1.1100882662121851, "Sub2_Sortino": 1.8212068181864258, "Sub2_Trades": 60, "WFO_Score": 4.739917027450305, "WFO_Min_Fold": 2.362837187955745, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[7.246774, 2.362837, 6.513665, 2.836392]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.759988243934473, "OOS_Sortino Ratio": 0.0517701089485437, "OOS_Calmar Ratio": -0.11492215007402674, "OOS_Max Drawdown %": -13.863300659481926, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f2ef79a63a22bf223ac06a0f8b968cdb3fc6672aa26e3f2511dc958b54cd9bc", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 5.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": 9.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "36f39a9dd11e7a05ce5cf0489d35a2ca6d276462b6c5aa5ad14ad421d689569b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 116.60280278345513, \"dd_pct\": -16.106132056196152, \"calmar\": 7.246773959560679, \"cagr_pct\": 116.71749837408778, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 21.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.090720650197077, \"sortino\": 3.756775505654181}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -21.946341305093362, \"dd_pct\": -26.15125922739585, \"calmar\": -0.839714306666869, \"cagr_pct\": -21.959586510598267, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 8.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6266251314592266, \"sortino\": -2.0420917526435334}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 53.712874797126005, \"dd_pct\": -23.072214332607132, \"calmar\": 2.329995009024881, \"cagr_pct\": 53.758144242126946, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4134516752513755, \"sortino\": 2.2288423536486492}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 83.56203148458043, \"dd_pct\": -19.146527819391256, \"calmar\": 6.513664617300366, \"cagr_pct\": 124.71406080132597, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 44.06934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.4089104957323584, \"sortino\": 3.828708692965745}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.6542239659994, \"dd_pct\": -23.167282140024636, \"calmar\": 2.836392344984433, \"cagr_pct\": 65.71150171606045, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 63.76712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.60304882768653, \"sortino\": 2.407048089345214}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -27.60406808703012, \"dd_pct\": -35.24965454657952, \"calmar\": -1.538199739965503, \"cagr_pct\": -54.22100945742243, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 51.324503311258276, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8259273977036354, \"sortino\": -2.408517269158238}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 335.05289777388055, \"dd_pct\": -76.33339019632601, \"calmar\": 0.25569214380391186, \"cagr_pct\": 19.517848183119106, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 35.582669322709165, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6514673729194405, \"sortino\": 0.9546817140365735}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -23.954249363742974, \"dd_pct\": -76.33339019632601, \"calmar\": -0.11125308391617834, \"cagr_pct\": -8.492325065118242, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 28.305235137533273, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.04082270071821858, \"sortino\": 0.05682899332400025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 472.093633285088, \"dd_pct\": -36.34054392263094, \"calmar\": 1.1064138885736472, \"cagr_pct\": 40.20768251431953, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 39.93368700265252, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.163568203026523, \"sortino\": 1.8178454064206997}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.759988243934473, \"dd_pct\": -13.863300659481926, \"calmar\": -0.11492215007402674, \"cagr_pct\": -1.5932003189103359, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.622478386167145, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03435652167769845, \"sortino\": 0.0517701089485437}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 335.05289777388055, "Sharpe Ratio": 0.6514673729194405, "Sortino Ratio": 0.9546817140365735, "Calmar Ratio": 0.25569214380391186, "P&L/DD Ratio": 0.0, "Max Drawdown %": -76.33339019632601, "% In Market": 35.582669322709165, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.11125308391617834, "Sub1_Sortino": 0.05682899332400025, "Sub1_Trades": 28, "Sub2_Calmar": 1.1064138885736472, "Sub2_Sortino": 1.8178454064206997, "Sub2_Trades": 60, "WFO_Score": 4.731706482717589, "WFO_Min_Fold": 2.329995009024881, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[7.246774, 2.329995, 6.513665, 2.836392]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.759988243934473, "OOS_Sortino Ratio": 0.0517701089485437, "OOS_Calmar Ratio": -0.11492215007402674, "OOS_Max Drawdown %": -13.863300659481926, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f2ef79a63a22bf223ac06a0f8b968cdb3fc6672aa26e3f2511dc958b54cd9bc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 5.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": 9.95, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "9e2901f9b3d80dc38b6ab7149a5a624dd4147ad9400bcdf1fdd5cde5942c411e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 116.60280278345513, \"dd_pct\": -16.106132056196152, \"calmar\": 7.246773959560679, \"cagr_pct\": 116.71749837408778, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 21.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.090720650197077, \"sortino\": 3.756775505654181}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -21.946341305093362, \"dd_pct\": -26.15125922739585, \"calmar\": -0.839714306666869, \"cagr_pct\": -21.959586510598267, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 8.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6266251314592266, \"sortino\": -2.0420917526435334}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 53.712874797126005, \"dd_pct\": -23.072214332607132, \"calmar\": 2.329995009024881, \"cagr_pct\": 53.758144242126946, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4134516752513755, \"sortino\": 2.2288423536486492}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 83.56203148458043, \"dd_pct\": -19.146527819391256, \"calmar\": 6.513664617300366, \"cagr_pct\": 124.71406080132597, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 44.06934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.4089104957323584, \"sortino\": 3.828708692965745}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.6542239659994, \"dd_pct\": -23.167282140024636, \"calmar\": 2.836392344984433, \"cagr_pct\": 65.71150171606045, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 63.76712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.60304882768653, \"sortino\": 2.407048089345214}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -27.60406808703012, \"dd_pct\": -35.24965454657952, \"calmar\": -1.538199739965503, \"cagr_pct\": -54.22100945742243, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 51.324503311258276, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8259273977036354, \"sortino\": -2.408517269158238}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 335.05289777388055, \"dd_pct\": -76.33339019632601, \"calmar\": 0.25569214380391186, \"cagr_pct\": 19.517848183119106, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 35.582669322709165, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6514673729194405, \"sortino\": 0.9546817140365735}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -23.954249363742974, \"dd_pct\": -76.33339019632601, \"calmar\": -0.11125308391617834, \"cagr_pct\": -8.492325065118242, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 28.305235137533273, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.04082270071821858, \"sortino\": 0.05682899332400025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 472.093633285088, \"dd_pct\": -36.34054392263094, \"calmar\": 1.1064138885736472, \"cagr_pct\": 40.20768251431953, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 39.93368700265252, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.163568203026523, \"sortino\": 1.8178454064206997}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.759988243934473, \"dd_pct\": -13.863300659481926, \"calmar\": -0.11492215007402674, \"cagr_pct\": -1.5932003189103359, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.622478386167145, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03435652167769845, \"sortino\": 0.0517701089485437}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 335.05289777388055, "Sharpe Ratio": 0.6514673729194405, "Sortino Ratio": 0.9546817140365735, "Calmar Ratio": 0.25569214380391186, "P&L/DD Ratio": 0.0, "Max Drawdown %": -76.33339019632601, "% In Market": 35.582669322709165, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.11125308391617834, "Sub1_Sortino": 0.05682899332400025, "Sub1_Trades": 28, "Sub2_Calmar": 1.1064138885736472, "Sub2_Sortino": 1.8178454064206997, "Sub2_Trades": 60, "WFO_Score": 4.731706482717589, "WFO_Min_Fold": 2.329995009024881, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[7.246774, 2.329995, 6.513665, 2.836392]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.759988243934473, "OOS_Sortino Ratio": 0.0517701089485437, "OOS_Calmar Ratio": -0.11492215007402674, "OOS_Max Drawdown %": -13.863300659481926, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f2ef79a63a22bf223ac06a0f8b968cdb3fc6672aa26e3f2511dc958b54cd9bc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 5.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": 10.05, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "1a74cf468fc737b70729f9748b095d9c41568fca3630f128a5f03d536fbd35c7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 116.60280278345513, \"dd_pct\": -16.106132056196152, \"calmar\": 7.246773959560679, \"cagr_pct\": 116.71749837408778, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 21.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.090720650197077, \"sortino\": 3.756775505654181}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -21.946341305093362, \"dd_pct\": -26.15125922739585, \"calmar\": -0.839714306666869, \"cagr_pct\": -21.959586510598267, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 8.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6266251314592266, \"sortino\": -2.0420917526435334}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 53.712874797126005, \"dd_pct\": -23.072214332607132, \"calmar\": 2.329995009024881, \"cagr_pct\": 53.758144242126946, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4134516752513755, \"sortino\": 2.2288423536486492}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 83.56203148458043, \"dd_pct\": -19.146527819391256, \"calmar\": 6.513664617300366, \"cagr_pct\": 124.71406080132597, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 44.06934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.4089104957323584, \"sortino\": 3.828708692965745}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.6542239659994, \"dd_pct\": -23.167282140024636, \"calmar\": 2.836392344984433, \"cagr_pct\": 65.71150171606045, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 63.76712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.60304882768653, \"sortino\": 2.407048089345214}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -27.60406808703012, \"dd_pct\": -35.24965454657952, \"calmar\": -1.538199739965503, \"cagr_pct\": -54.22100945742243, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 51.324503311258276, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8259273977036354, \"sortino\": -2.408517269158238}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 335.05289777388055, \"dd_pct\": -76.33339019632601, \"calmar\": 0.25569214380391186, \"cagr_pct\": 19.517848183119106, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 35.582669322709165, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6514673729194405, \"sortino\": 0.9546817140365735}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -23.954249363742974, \"dd_pct\": -76.33339019632601, \"calmar\": -0.11125308391617834, \"cagr_pct\": -8.492325065118242, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 28.305235137533273, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.04082270071821858, \"sortino\": 0.05682899332400025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 472.093633285088, \"dd_pct\": -36.34054392263094, \"calmar\": 1.1064138885736472, \"cagr_pct\": 40.20768251431953, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 39.93368700265252, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.163568203026523, \"sortino\": 1.8178454064206997}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.759988243934473, \"dd_pct\": -13.863300659481926, \"calmar\": -0.11492215007402674, \"cagr_pct\": -1.5932003189103359, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.622478386167145, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03435652167769845, \"sortino\": 0.0517701089485437}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 335.05289777388055, "Sharpe Ratio": 0.6514673729194405, "Sortino Ratio": 0.9546817140365735, "Calmar Ratio": 0.25569214380391186, "P&L/DD Ratio": 0.0, "Max Drawdown %": -76.33339019632601, "% In Market": 35.582669322709165, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.11125308391617834, "Sub1_Sortino": 0.05682899332400025, "Sub1_Trades": 28, "Sub2_Calmar": 1.1064138885736472, "Sub2_Sortino": 1.8178454064206997, "Sub2_Trades": 60, "WFO_Score": 4.731706482717589, "WFO_Min_Fold": 2.329995009024881, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[7.246774, 2.329995, 6.513665, 2.836392]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.759988243934473, "OOS_Sortino Ratio": 0.0517701089485437, "OOS_Calmar Ratio": -0.11492215007402674, "OOS_Max Drawdown %": -13.863300659481926, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f2ef79a63a22bf223ac06a0f8b968cdb3fc6672aa26e3f2511dc958b54cd9bc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 5.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": 11.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "1f6805a75df2d93ad686f7881b1a6099e3c9c0c0e5b9f04797ab25cd9565c36a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 116.60280278345513, \"dd_pct\": -16.106132056196152, \"calmar\": 7.246773959560679, \"cagr_pct\": 116.71749837408778, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 21.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.090720650197077, \"sortino\": 3.756775505654181}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -21.946341305093362, \"dd_pct\": -26.15125922739585, \"calmar\": -0.839714306666869, \"cagr_pct\": -21.959586510598267, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 8.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6266251314592266, \"sortino\": -2.0420917526435334}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 53.712874797126005, \"dd_pct\": -23.072214332607132, \"calmar\": 2.329995009024881, \"cagr_pct\": 53.758144242126946, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 57.397260273972606, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4134516752513755, \"sortino\": 2.2288423536486492}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 83.56203148458043, \"dd_pct\": -19.146527819391256, \"calmar\": 6.513664617300366, \"cagr_pct\": 124.71406080132597, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 44.06934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.4089104957323584, \"sortino\": 3.828708692965745}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.6542239659994, \"dd_pct\": -23.167282140024636, \"calmar\": 2.836392344984433, \"cagr_pct\": 65.71150171606045, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 63.76712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.60304882768653, \"sortino\": 2.407048089345214}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -27.60406808703012, \"dd_pct\": -35.24965454657952, \"calmar\": -1.538199739965503, \"cagr_pct\": -54.22100945742243, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 51.324503311258276, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8259273977036354, \"sortino\": -2.408517269158238}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 335.05289777388055, \"dd_pct\": -76.33339019632601, \"calmar\": 0.25569214380391186, \"cagr_pct\": 19.517848183119106, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 35.582669322709165, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6514673729194405, \"sortino\": 0.9546817140365735}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -23.954249363742974, \"dd_pct\": -76.33339019632601, \"calmar\": -0.11125308391617834, \"cagr_pct\": -8.492325065118242, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 28.305235137533273, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.04082270071821858, \"sortino\": 0.05682899332400025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 472.093633285088, \"dd_pct\": -36.34054392263094, \"calmar\": 1.1064138885736472, \"cagr_pct\": 40.20768251431953, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 39.93368700265252, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.163568203026523, \"sortino\": 1.8178454064206997}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.759988243934473, \"dd_pct\": -13.863300659481926, \"calmar\": -0.11492215007402674, \"cagr_pct\": -1.5932003189103359, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.622478386167145, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03435652167769845, \"sortino\": 0.0517701089485437}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 335.05289777388055, "Sharpe Ratio": 0.6514673729194405, "Sortino Ratio": 0.9546817140365735, "Calmar Ratio": 0.25569214380391186, "P&L/DD Ratio": 0.0, "Max Drawdown %": -76.33339019632601, "% In Market": 35.582669322709165, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.11125308391617834, "Sub1_Sortino": 0.05682899332400025, "Sub1_Trades": 28, "Sub2_Calmar": 1.1064138885736472, "Sub2_Sortino": 1.8178454064206997, "Sub2_Trades": 60, "WFO_Score": 4.731706482717589, "WFO_Min_Fold": 2.329995009024881, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[7.246774, 2.329995, 6.513665, 2.836392]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.759988243934473, "OOS_Sortino Ratio": 0.0517701089485437, "OOS_Calmar Ratio": -0.11492215007402674, "OOS_Max Drawdown %": -13.863300659481926, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f2ef79a63a22bf223ac06a0f8b968cdb3fc6672aa26e3f2511dc958b54cd9bc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": -220.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "dab295b3ad3355041150b01df989444a1498f8eafd0a27f682c58ae401132f07", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.342574652291948, \"dd_pct\": -41.89638633023256, \"calmar\": -0.24702079596074517, \"cagr_pct\": -10.34927869917293, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 46.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.10717976560124856, \"sortino\": 0.15098620563285858}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -20.062291124171082, \"dd_pct\": -25.725306161033046, \"calmar\": -0.780342524608644, \"cagr_pct\": -20.07455035603083, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 17.876712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8128199392466083, \"sortino\": -1.0886650775541744}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.03040982965334, \"dd_pct\": -20.080465610039212, \"calmar\": 2.2941842082971418, \"cagr_pct\": 46.068287097805786, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4041329462852683, \"sortino\": 2.197107166158125}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.727941416575711, \"dd_pct\": -47.51818488765544, \"calmar\": 0.19082283537122008, \"cagr_pct\": 9.06755477195627, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 45.98540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.42339678042262857, \"sortino\": 0.5719139202139887}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 23.56186434903149, \"dd_pct\": -31.586705656111704, \"calmar\": 0.7465093549568899, \"cagr_pct\": 23.57977126455709, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 57.73972602739727, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7820958779304414, \"sortino\": 1.1487696116757422}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.57085554711315, \"dd_pct\": -24.993444696916967, \"calmar\": -1.4938785646153312, \"cagr_pct\": -37.337171288622976, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 29.80132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7796291367034343, \"sortino\": -2.1683962406752895}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 221.02113366397168, \"dd_pct\": -56.29508067361033, \"calmar\": 0.2698752699076549, \"cagr_pct\": 15.192650091263795, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 40.24734395750332, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5747649549551812, \"sortino\": 0.8190879735453069}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 182.16879443490134, \"dd_pct\": -32.569279484300964, \"calmar\": 1.2269403769381382, \"cagr_pct\": 39.96056404707179, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 31.277728482697427, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2027599618407174, \"sortino\": 1.749621106429757}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.769183550888474, \"dd_pct\": -56.2950806736104, \"calmar\": 0.04496166199524857, \"cagr_pct\": 2.5311203892421212, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 45.61007957559682, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.2550022436739881, \"sortino\": 0.36021514856757175}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 221.02113366397168, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.29508067361033, "% In Market": 40.24734395750332, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 10, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4f6a5c4b3025d422da830d18360e36411992c534bf9ec32502c210163eec3812", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 194.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": -220.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "dcc8eb505c3343d845a189844caa746ab8e97aec5b7ab6f1551c9e6f29babfcd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.342574652291948, \"dd_pct\": -41.89638633023256, \"calmar\": -0.24702079596074517, \"cagr_pct\": -10.34927869917293, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 46.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.10717976560124856, \"sortino\": 0.15098620563285858}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -20.062291124171082, \"dd_pct\": -25.725306161033046, \"calmar\": -0.780342524608644, \"cagr_pct\": -20.07455035603083, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 17.876712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8128199392466083, \"sortino\": -1.0886650775541744}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.03040982965334, \"dd_pct\": -20.080465610039212, \"calmar\": 2.2941842082971418, \"cagr_pct\": 46.068287097805786, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4041329462852683, \"sortino\": 2.197107166158125}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.727941416575711, \"dd_pct\": -47.51818488765544, \"calmar\": 0.19082283537122008, \"cagr_pct\": 9.06755477195627, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 45.98540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.42339678042262857, \"sortino\": 0.5719139202139887}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 23.56186434903149, \"dd_pct\": -31.586705656111704, \"calmar\": 0.7465093549568899, \"cagr_pct\": 23.57977126455709, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 57.73972602739727, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7820958779304414, \"sortino\": 1.1487696116757422}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.57085554711315, \"dd_pct\": -24.993444696916967, \"calmar\": -1.4938785646153312, \"cagr_pct\": -37.337171288622976, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 29.80132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7796291367034343, \"sortino\": -2.1683962406752895}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 221.02113366397168, \"dd_pct\": -56.29508067361033, \"calmar\": 0.2698752699076549, \"cagr_pct\": 15.192650091263795, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 40.24734395750332, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5747649549551812, \"sortino\": 0.8190879735453069}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 182.16879443490134, \"dd_pct\": -32.569279484300964, \"calmar\": 1.2269403769381382, \"cagr_pct\": 39.96056404707179, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 31.277728482697427, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2027599618407174, \"sortino\": 1.749621106429757}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.769183550888474, \"dd_pct\": -56.2950806736104, \"calmar\": 0.04496166199524857, \"cagr_pct\": 2.5311203892421212, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 45.61007957559682, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.2550022436739881, \"sortino\": 0.36021514856757175}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 221.02113366397168, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.29508067361033, "% In Market": 40.24734395750332, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 10, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4f6a5c4b3025d422da830d18360e36411992c534bf9ec32502c210163eec3812", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 194.95, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": -220.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "dcde7967cdc7cbaea14021bc880f8894694f1578a6053a83a52dc12bec54eb1e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.342574652291948, \"dd_pct\": -41.89638633023256, \"calmar\": -0.24702079596074517, \"cagr_pct\": -10.34927869917293, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 46.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.10717976560124856, \"sortino\": 0.15098620563285858}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -20.062291124171082, \"dd_pct\": -25.725306161033046, \"calmar\": -0.780342524608644, \"cagr_pct\": -20.07455035603083, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 17.876712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8128199392466083, \"sortino\": -1.0886650775541744}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.03040982965334, \"dd_pct\": -20.080465610039212, \"calmar\": 2.2941842082971418, \"cagr_pct\": 46.068287097805786, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4041329462852683, \"sortino\": 2.197107166158125}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.727941416575711, \"dd_pct\": -47.51818488765544, \"calmar\": 0.19082283537122008, \"cagr_pct\": 9.06755477195627, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 45.98540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.42339678042262857, \"sortino\": 0.5719139202139887}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 23.56186434903149, \"dd_pct\": -31.586705656111704, \"calmar\": 0.7465093549568899, \"cagr_pct\": 23.57977126455709, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 57.73972602739727, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7820958779304414, \"sortino\": 1.1487696116757422}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.57085554711315, \"dd_pct\": -24.993444696916967, \"calmar\": -1.4938785646153312, \"cagr_pct\": -37.337171288622976, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 29.80132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7796291367034343, \"sortino\": -2.1683962406752895}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 221.02113366397168, \"dd_pct\": -56.29508067361033, \"calmar\": 0.2698752699076549, \"cagr_pct\": 15.192650091263795, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 40.24734395750332, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5747649549551812, \"sortino\": 0.8190879735453069}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 182.16879443490134, \"dd_pct\": -32.569279484300964, \"calmar\": 1.2269403769381382, \"cagr_pct\": 39.96056404707179, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 31.277728482697427, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2027599618407174, \"sortino\": 1.749621106429757}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.769183550888474, \"dd_pct\": -56.2950806736104, \"calmar\": 0.04496166199524857, \"cagr_pct\": 2.5311203892421212, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 45.61007957559682, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.2550022436739881, \"sortino\": 0.36021514856757175}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 221.02113366397168, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.29508067361033, "% In Market": 40.24734395750332, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 10, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4f6a5c4b3025d422da830d18360e36411992c534bf9ec32502c210163eec3812", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 195.05, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": -220.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "6ce853cdd6bb8aa41838bfebc3318112117ea1bf6a1da4c3bebf467baa95884a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.342574652291948, \"dd_pct\": -41.89638633023256, \"calmar\": -0.24702079596074517, \"cagr_pct\": -10.34927869917293, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 46.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.10717976560124856, \"sortino\": 0.15098620563285858}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -20.062291124171082, \"dd_pct\": -25.725306161033046, \"calmar\": -0.780342524608644, \"cagr_pct\": -20.07455035603083, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 17.876712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8128199392466083, \"sortino\": -1.0886650775541744}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.03040982965334, \"dd_pct\": -20.080465610039212, \"calmar\": 2.2941842082971418, \"cagr_pct\": 46.068287097805786, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4041329462852683, \"sortino\": 2.197107166158125}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.727941416575711, \"dd_pct\": -47.51818488765544, \"calmar\": 0.19082283537122008, \"cagr_pct\": 9.06755477195627, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 45.98540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.42339678042262857, \"sortino\": 0.5719139202139887}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 23.56186434903149, \"dd_pct\": -31.586705656111704, \"calmar\": 0.7465093549568899, \"cagr_pct\": 23.57977126455709, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 57.73972602739727, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7820958779304414, \"sortino\": 1.1487696116757422}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.57085554711315, \"dd_pct\": -24.993444696916967, \"calmar\": -1.4938785646153312, \"cagr_pct\": -37.337171288622976, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 29.80132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7796291367034343, \"sortino\": -2.1683962406752895}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 221.02113366397168, \"dd_pct\": -56.29508067361033, \"calmar\": 0.2698752699076549, \"cagr_pct\": 15.192650091263795, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 40.24734395750332, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5747649549551812, \"sortino\": 0.8190879735453069}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 182.16879443490134, \"dd_pct\": -32.569279484300964, \"calmar\": 1.2269403769381382, \"cagr_pct\": 39.96056404707179, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 31.277728482697427, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2027599618407174, \"sortino\": 1.749621106429757}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.769183550888474, \"dd_pct\": -56.2950806736104, \"calmar\": 0.04496166199524857, \"cagr_pct\": 2.5311203892421212, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 45.61007957559682, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.2550022436739881, \"sortino\": 0.36021514856757175}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 221.02113366397168, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.29508067361033, "% In Market": 40.24734395750332, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 10, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4f6a5c4b3025d422da830d18360e36411992c534bf9ec32502c210163eec3812", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 196.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": -220.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "066b1b9fc36037a88ff52c9c3c13a37a6d7aaa2c79565fc4c3af5af379aa4890", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.342574652291948, \"dd_pct\": -41.89638633023256, \"calmar\": -0.24702079596074517, \"cagr_pct\": -10.34927869917293, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 46.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.10717976560124856, \"sortino\": 0.15098620563285858}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -20.062291124171082, \"dd_pct\": -25.725306161033046, \"calmar\": -0.780342524608644, \"cagr_pct\": -20.07455035603083, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 17.876712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8128199392466083, \"sortino\": -1.0886650775541744}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.03040982965334, \"dd_pct\": -20.080465610039212, \"calmar\": 2.2941842082971418, \"cagr_pct\": 46.068287097805786, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4041329462852683, \"sortino\": 2.197107166158125}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.727941416575711, \"dd_pct\": -47.51818488765544, \"calmar\": 0.19082283537122008, \"cagr_pct\": 9.06755477195627, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 45.98540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.42339678042262857, \"sortino\": 0.5719139202139887}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 23.56186434903149, \"dd_pct\": -31.586705656111704, \"calmar\": 0.7465093549568899, \"cagr_pct\": 23.57977126455709, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 57.73972602739727, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7820958779304414, \"sortino\": 1.1487696116757422}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.57085554711315, \"dd_pct\": -24.993444696916967, \"calmar\": -1.4938785646153312, \"cagr_pct\": -37.337171288622976, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 29.80132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7796291367034343, \"sortino\": -2.1683962406752895}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 221.02113366397168, \"dd_pct\": -56.29508067361033, \"calmar\": 0.2698752699076549, \"cagr_pct\": 15.192650091263795, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 40.24734395750332, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5747649549551812, \"sortino\": 0.8190879735453069}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 182.16879443490134, \"dd_pct\": -32.569279484300964, \"calmar\": 1.2269403769381382, \"cagr_pct\": 39.96056404707179, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 31.277728482697427, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2027599618407174, \"sortino\": 1.749621106429757}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.769183550888474, \"dd_pct\": -56.2950806736104, \"calmar\": 0.04496166199524857, \"cagr_pct\": 2.5311203892421212, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 45.61007957559682, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.2550022436739881, \"sortino\": 0.36021514856757175}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 221.02113366397168, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.29508067361033, "% In Market": 40.24734395750332, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 10, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4f6a5c4b3025d422da830d18360e36411992c534bf9ec32502c210163eec3812", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 409.0, "i_long_exit_activation_confirmation_threshold": -220.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "483d2c87947ebcf2cb2ff6dcab2bc128167a6d7b6e20bf00cef754d439d50e00", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.342574652291948, \"dd_pct\": -41.89638633023256, \"calmar\": -0.24702079596074517, \"cagr_pct\": -10.34927869917293, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 46.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.10717976560124856, \"sortino\": 0.15098620563285858}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -20.062291124171082, \"dd_pct\": -25.725306161033046, \"calmar\": -0.780342524608644, \"cagr_pct\": -20.07455035603083, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 17.876712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8128199392466083, \"sortino\": -1.0886650775541744}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.03040982965334, \"dd_pct\": -20.080465610039212, \"calmar\": 2.2941842082971418, \"cagr_pct\": 46.068287097805786, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4041329462852683, \"sortino\": 2.197107166158125}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.727941416575711, \"dd_pct\": -47.51818488765544, \"calmar\": 0.19082283537122008, \"cagr_pct\": 9.06755477195627, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 45.98540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.42339678042262857, \"sortino\": 0.5719139202139887}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 23.56186434903149, \"dd_pct\": -31.586705656111704, \"calmar\": 0.7465093549568899, \"cagr_pct\": 23.57977126455709, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 57.73972602739727, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7820958779304414, \"sortino\": 1.1487696116757422}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.57085554711315, \"dd_pct\": -24.993444696916967, \"calmar\": -1.4938785646153312, \"cagr_pct\": -37.337171288622976, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 29.80132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7796291367034343, \"sortino\": -2.1683962406752895}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 221.02113366397168, \"dd_pct\": -56.29508067361033, \"calmar\": 0.2698752699076549, \"cagr_pct\": 15.192650091263795, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 40.24734395750332, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5747649549551812, \"sortino\": 0.8190879735453069}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 182.16879443490134, \"dd_pct\": -32.569279484300964, \"calmar\": 1.2269403769381382, \"cagr_pct\": 39.96056404707179, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 31.277728482697427, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2027599618407174, \"sortino\": 1.749621106429757}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.769183550888474, \"dd_pct\": -56.2950806736104, \"calmar\": 0.04496166199524857, \"cagr_pct\": 2.5311203892421212, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 45.61007957559682, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.2550022436739881, \"sortino\": 0.36021514856757175}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 221.02113366397168, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.29508067361033, "% In Market": 40.24734395750332, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 10, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4f6a5c4b3025d422da830d18360e36411992c534bf9ec32502c210163eec3812", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 409.95, "i_long_exit_activation_confirmation_threshold": -220.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "ce5513a1c10405186b17f581d3ce1db3d7d0a5cb60278ff2a0aa5497349d7c62", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.342574652291948, \"dd_pct\": -41.89638633023256, \"calmar\": -0.24702079596074517, \"cagr_pct\": -10.34927869917293, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 46.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.10717976560124856, \"sortino\": 0.15098620563285858}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -20.062291124171082, \"dd_pct\": -25.725306161033046, \"calmar\": -0.780342524608644, \"cagr_pct\": -20.07455035603083, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 17.876712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8128199392466083, \"sortino\": -1.0886650775541744}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.03040982965334, \"dd_pct\": -20.080465610039212, \"calmar\": 2.2941842082971418, \"cagr_pct\": 46.068287097805786, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4041329462852683, \"sortino\": 2.197107166158125}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.727941416575711, \"dd_pct\": -47.51818488765544, \"calmar\": 0.19082283537122008, \"cagr_pct\": 9.06755477195627, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 45.98540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.42339678042262857, \"sortino\": 0.5719139202139887}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 23.56186434903149, \"dd_pct\": -31.586705656111704, \"calmar\": 0.7465093549568899, \"cagr_pct\": 23.57977126455709, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 57.73972602739727, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7820958779304414, \"sortino\": 1.1487696116757422}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.57085554711315, \"dd_pct\": -24.993444696916967, \"calmar\": -1.4938785646153312, \"cagr_pct\": -37.337171288622976, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 29.80132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7796291367034343, \"sortino\": -2.1683962406752895}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 221.02113366397168, \"dd_pct\": -56.29508067361033, \"calmar\": 0.2698752699076549, \"cagr_pct\": 15.192650091263795, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 40.24734395750332, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5747649549551812, \"sortino\": 0.8190879735453069}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 182.16879443490134, \"dd_pct\": -32.569279484300964, \"calmar\": 1.2269403769381382, \"cagr_pct\": 39.96056404707179, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 31.277728482697427, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2027599618407174, \"sortino\": 1.749621106429757}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.769183550888474, \"dd_pct\": -56.2950806736104, \"calmar\": 0.04496166199524857, \"cagr_pct\": 2.5311203892421212, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 45.61007957559682, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.2550022436739881, \"sortino\": 0.36021514856757175}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 221.02113366397168, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.29508067361033, "% In Market": 40.24734395750332, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 10, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4f6a5c4b3025d422da830d18360e36411992c534bf9ec32502c210163eec3812", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 410.05, "i_long_exit_activation_confirmation_threshold": -220.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "c606d5ab8402f57b0ffbd0194c7d45242fab445470c324cc5cf37c0c61d0d4ed", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.342574652291948, \"dd_pct\": -41.89638633023256, \"calmar\": -0.24702079596074517, \"cagr_pct\": -10.34927869917293, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 46.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.10717976560124856, \"sortino\": 0.15098620563285858}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -20.062291124171082, \"dd_pct\": -25.725306161033046, \"calmar\": -0.780342524608644, \"cagr_pct\": -20.07455035603083, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 17.876712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8128199392466083, \"sortino\": -1.0886650775541744}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.03040982965334, \"dd_pct\": -20.080465610039212, \"calmar\": 2.2941842082971418, \"cagr_pct\": 46.068287097805786, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4041329462852683, \"sortino\": 2.197107166158125}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.727941416575711, \"dd_pct\": -47.51818488765544, \"calmar\": 0.19082283537122008, \"cagr_pct\": 9.06755477195627, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 45.98540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.42339678042262857, \"sortino\": 0.5719139202139887}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 23.56186434903149, \"dd_pct\": -31.586705656111704, \"calmar\": 0.7465093549568899, \"cagr_pct\": 23.57977126455709, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 57.73972602739727, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7820958779304414, \"sortino\": 1.1487696116757422}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.57085554711315, \"dd_pct\": -24.993444696916967, \"calmar\": -1.4938785646153312, \"cagr_pct\": -37.337171288622976, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 29.80132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7796291367034343, \"sortino\": -2.1683962406752895}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 221.02113366397168, \"dd_pct\": -56.29508067361033, \"calmar\": 0.2698752699076549, \"cagr_pct\": 15.192650091263795, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 40.24734395750332, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5747649549551812, \"sortino\": 0.8190879735453069}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 182.16879443490134, \"dd_pct\": -32.569279484300964, \"calmar\": 1.2269403769381382, \"cagr_pct\": 39.96056404707179, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 31.277728482697427, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2027599618407174, \"sortino\": 1.749621106429757}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.769183550888474, \"dd_pct\": -56.2950806736104, \"calmar\": 0.04496166199524857, \"cagr_pct\": 2.5311203892421212, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 45.61007957559682, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.2550022436739881, \"sortino\": 0.36021514856757175}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 221.02113366397168, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.29508067361033, "% In Market": 40.24734395750332, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 10, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4f6a5c4b3025d422da830d18360e36411992c534bf9ec32502c210163eec3812", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 411.0, "i_long_exit_activation_confirmation_threshold": -220.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "7c2efdca0a034a9b9d2f4c4f1632127dfc2f7b477094c233a73124fae1237ce5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.342574652291948, \"dd_pct\": -41.89638633023256, \"calmar\": -0.24702079596074517, \"cagr_pct\": -10.34927869917293, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 46.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.10717976560124856, \"sortino\": 0.15098620563285858}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -20.062291124171082, \"dd_pct\": -25.725306161033046, \"calmar\": -0.780342524608644, \"cagr_pct\": -20.07455035603083, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 17.876712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8128199392466083, \"sortino\": -1.0886650775541744}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.03040982965334, \"dd_pct\": -20.080465610039212, \"calmar\": 2.2941842082971418, \"cagr_pct\": 46.068287097805786, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4041329462852683, \"sortino\": 2.197107166158125}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.727941416575711, \"dd_pct\": -47.51818488765544, \"calmar\": 0.19082283537122008, \"cagr_pct\": 9.06755477195627, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 45.98540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.42339678042262857, \"sortino\": 0.5719139202139887}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 23.56186434903149, \"dd_pct\": -31.586705656111704, \"calmar\": 0.7465093549568899, \"cagr_pct\": 23.57977126455709, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 57.73972602739727, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7820958779304414, \"sortino\": 1.1487696116757422}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.57085554711315, \"dd_pct\": -24.993444696916967, \"calmar\": -1.4938785646153312, \"cagr_pct\": -37.337171288622976, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 29.80132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7796291367034343, \"sortino\": -2.1683962406752895}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 221.02113366397168, \"dd_pct\": -56.29508067361033, \"calmar\": 0.2698752699076549, \"cagr_pct\": 15.192650091263795, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 40.24734395750332, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5747649549551812, \"sortino\": 0.8190879735453069}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 182.16879443490134, \"dd_pct\": -32.569279484300964, \"calmar\": 1.2269403769381382, \"cagr_pct\": 39.96056404707179, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 31.277728482697427, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2027599618407174, \"sortino\": 1.749621106429757}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.769183550888474, \"dd_pct\": -56.2950806736104, \"calmar\": 0.04496166199524857, \"cagr_pct\": 2.5311203892421212, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 45.61007957559682, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.2550022436739881, \"sortino\": 0.36021514856757175}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 221.02113366397168, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.29508067361033, "% In Market": 40.24734395750332, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 10, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4f6a5c4b3025d422da830d18360e36411992c534bf9ec32502c210163eec3812", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": -221.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "1efdd763ae0eb6df0ff3c5331e3ca1db36ccc6ebce48bf2c38dfb2e176093567", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.342574652291948, \"dd_pct\": -41.89638633023256, \"calmar\": -0.24702079596074517, \"cagr_pct\": -10.34927869917293, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 46.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.10717976560124856, \"sortino\": 0.15098620563285858}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -20.062291124171082, \"dd_pct\": -25.725306161033046, \"calmar\": -0.780342524608644, \"cagr_pct\": -20.07455035603083, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 17.876712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8128199392466083, \"sortino\": -1.0886650775541744}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.03040982965334, \"dd_pct\": -20.080465610039212, \"calmar\": 2.2941842082971418, \"cagr_pct\": 46.068287097805786, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4041329462852683, \"sortino\": 2.197107166158125}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.727941416575711, \"dd_pct\": -47.51818488765544, \"calmar\": 0.19082283537122008, \"cagr_pct\": 9.06755477195627, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 45.98540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.42339678042262857, \"sortino\": 0.5719139202139887}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 23.56186434903149, \"dd_pct\": -31.586705656111704, \"calmar\": 0.7465093549568899, \"cagr_pct\": 23.57977126455709, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 57.73972602739727, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7820958779304414, \"sortino\": 1.1487696116757422}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.57085554711315, \"dd_pct\": -24.993444696916967, \"calmar\": -1.4938785646153312, \"cagr_pct\": -37.337171288622976, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 29.80132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7796291367034343, \"sortino\": -2.1683962406752895}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 221.02113366397168, \"dd_pct\": -56.29508067361033, \"calmar\": 0.2698752699076549, \"cagr_pct\": 15.192650091263795, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 40.24734395750332, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5747649549551812, \"sortino\": 0.8190879735453069}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 182.16879443490134, \"dd_pct\": -32.569279484300964, \"calmar\": 1.2269403769381382, \"cagr_pct\": 39.96056404707179, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 31.277728482697427, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2027599618407174, \"sortino\": 1.749621106429757}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.769183550888474, \"dd_pct\": -56.2950806736104, \"calmar\": 0.04496166199524857, \"cagr_pct\": 2.5311203892421212, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 45.61007957559682, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.2550022436739881, \"sortino\": 0.36021514856757175}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 221.02113366397168, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.29508067361033, "% In Market": 40.24734395750332, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 10, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4f6a5c4b3025d422da830d18360e36411992c534bf9ec32502c210163eec3812", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": -220.05, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "3120b5f0c5af44e7840e9ad8f47c41c6eb236ad7e8d739bbce358f24a3ca1c73", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.342574652291948, \"dd_pct\": -41.89638633023256, \"calmar\": -0.24702079596074517, \"cagr_pct\": -10.34927869917293, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 46.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.10717976560124856, \"sortino\": 0.15098620563285858}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -20.062291124171082, \"dd_pct\": -25.725306161033046, \"calmar\": -0.780342524608644, \"cagr_pct\": -20.07455035603083, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 17.876712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8128199392466083, \"sortino\": -1.0886650775541744}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.03040982965334, \"dd_pct\": -20.080465610039212, \"calmar\": 2.2941842082971418, \"cagr_pct\": 46.068287097805786, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4041329462852683, \"sortino\": 2.197107166158125}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.727941416575711, \"dd_pct\": -47.51818488765544, \"calmar\": 0.19082283537122008, \"cagr_pct\": 9.06755477195627, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 45.98540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.42339678042262857, \"sortino\": 0.5719139202139887}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 23.56186434903149, \"dd_pct\": -31.586705656111704, \"calmar\": 0.7465093549568899, \"cagr_pct\": 23.57977126455709, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 57.73972602739727, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7820958779304414, \"sortino\": 1.1487696116757422}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.57085554711315, \"dd_pct\": -24.993444696916967, \"calmar\": -1.4938785646153312, \"cagr_pct\": -37.337171288622976, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 29.80132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7796291367034343, \"sortino\": -2.1683962406752895}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 221.02113366397168, \"dd_pct\": -56.29508067361033, \"calmar\": 0.2698752699076549, \"cagr_pct\": 15.192650091263795, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 40.24734395750332, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5747649549551812, \"sortino\": 0.8190879735453069}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 182.16879443490134, \"dd_pct\": -32.569279484300964, \"calmar\": 1.2269403769381382, \"cagr_pct\": 39.96056404707179, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 31.277728482697427, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2027599618407174, \"sortino\": 1.749621106429757}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.769183550888474, \"dd_pct\": -56.2950806736104, \"calmar\": 0.04496166199524857, \"cagr_pct\": 2.5311203892421212, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 45.61007957559682, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.2550022436739881, \"sortino\": 0.36021514856757175}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 221.02113366397168, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.29508067361033, "% In Market": 40.24734395750332, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 10, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4f6a5c4b3025d422da830d18360e36411992c534bf9ec32502c210163eec3812", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": -219.95, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "77a6cb4fdf15c7a242e7f8037cf0a84ea4f769ce1ae4b30738f1e71af4981465", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.342574652291948, \"dd_pct\": -41.89638633023256, \"calmar\": -0.24702079596074517, \"cagr_pct\": -10.34927869917293, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 46.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.10717976560124856, \"sortino\": 0.15098620563285858}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -20.062291124171082, \"dd_pct\": -25.725306161033046, \"calmar\": -0.780342524608644, \"cagr_pct\": -20.07455035603083, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 17.876712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8128199392466083, \"sortino\": -1.0886650775541744}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.03040982965334, \"dd_pct\": -20.080465610039212, \"calmar\": 2.2941842082971418, \"cagr_pct\": 46.068287097805786, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4041329462852683, \"sortino\": 2.197107166158125}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.727941416575711, \"dd_pct\": -47.51818488765544, \"calmar\": 0.19082283537122008, \"cagr_pct\": 9.06755477195627, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 45.98540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.42339678042262857, \"sortino\": 0.5719139202139887}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 23.56186434903149, \"dd_pct\": -31.586705656111704, \"calmar\": 0.7465093549568899, \"cagr_pct\": 23.57977126455709, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 57.73972602739727, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7820958779304414, \"sortino\": 1.1487696116757422}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.57085554711315, \"dd_pct\": -24.993444696916967, \"calmar\": -1.4938785646153312, \"cagr_pct\": -37.337171288622976, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 29.80132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7796291367034343, \"sortino\": -2.1683962406752895}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 221.02113366397168, \"dd_pct\": -56.29508067361033, \"calmar\": 0.2698752699076549, \"cagr_pct\": 15.192650091263795, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 40.24734395750332, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5747649549551812, \"sortino\": 0.8190879735453069}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 182.16879443490134, \"dd_pct\": -32.569279484300964, \"calmar\": 1.2269403769381382, \"cagr_pct\": 39.96056404707179, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 31.277728482697427, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2027599618407174, \"sortino\": 1.749621106429757}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.769183550888474, \"dd_pct\": -56.2950806736104, \"calmar\": 0.04496166199524857, \"cagr_pct\": 2.5311203892421212, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 45.61007957559682, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.2550022436739881, \"sortino\": 0.36021514856757175}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 221.02113366397168, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.29508067361033, "% In Market": 40.24734395750332, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 10, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4f6a5c4b3025d422da830d18360e36411992c534bf9ec32502c210163eec3812", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": -219.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "88357cf60a1a404431acfaeb97e24e0e8a504699dd5c03dd6bff45f5c73cd5f3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -10.342574652291948, \"dd_pct\": -41.89638633023256, \"calmar\": -0.24702079596074517, \"cagr_pct\": -10.34927869917293, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 46.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.10717976560124856, \"sortino\": 0.15098620563285858}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -20.062291124171082, \"dd_pct\": -25.725306161033046, \"calmar\": -0.780342524608644, \"cagr_pct\": -20.07455035603083, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 17.876712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8128199392466083, \"sortino\": -1.0886650775541744}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.03040982965334, \"dd_pct\": -20.080465610039212, \"calmar\": 2.2941842082971418, \"cagr_pct\": 46.068287097805786, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4041329462852683, \"sortino\": 2.197107166158125}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.727941416575711, \"dd_pct\": -47.51818488765544, \"calmar\": 0.19082283537122008, \"cagr_pct\": 9.06755477195627, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 45.98540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.42339678042262857, \"sortino\": 0.5719139202139887}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 23.56186434903149, \"dd_pct\": -31.586705656111704, \"calmar\": 0.7465093549568899, \"cagr_pct\": 23.57977126455709, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 57.73972602739727, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7820958779304414, \"sortino\": 1.1487696116757422}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.57085554711315, \"dd_pct\": -24.993444696916967, \"calmar\": -1.4938785646153312, \"cagr_pct\": -37.337171288622976, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 29.80132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7796291367034343, \"sortino\": -2.1683962406752895}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 221.02113366397168, \"dd_pct\": -56.29508067361033, \"calmar\": 0.2698752699076549, \"cagr_pct\": 15.192650091263795, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 40.24734395750332, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5747649549551812, \"sortino\": 0.8190879735453069}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 182.16879443490134, \"dd_pct\": -32.569279484300964, \"calmar\": 1.2269403769381382, \"cagr_pct\": 39.96056404707179, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 31.277728482697427, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2027599618407174, \"sortino\": 1.749621106429757}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.769183550888474, \"dd_pct\": -56.2950806736104, \"calmar\": 0.04496166199524857, \"cagr_pct\": 2.5311203892421212, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 45.61007957559682, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.2550022436739881, \"sortino\": 0.36021514856757175}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 221.02113366397168, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.29508067361033, "% In Market": 40.24734395750332, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 10, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4f6a5c4b3025d422da830d18360e36411992c534bf9ec32502c210163eec3812", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -70.0, "i_long_exit_activation_threshold": -430.0, "i_long_exit_activation_confirmation_threshold": 510.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "3695a4a97121bea32d6f9e2f1cec3f977bc1a24dc150c58b07ecb6439b183b10", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 128.9972087317743, \"dd_pct\": -16.106132056196188, \"calmar\": 8.017269413382335, \"cagr_pct\": 129.12719990203843, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 26.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.0973019909068067, \"sortino\": 3.691255349252591}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -55.04474939516736, \"dd_pct\": -63.924648216892855, \"calmar\": -0.8614730294377094, \"cagr_pct\": -55.06936035514656, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 29.794520547945208, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6176488386021637, \"sortino\": -2.134632539473974}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 51.82026793335945, \"dd_pct\": -12.668067426696151, \"calmar\": 4.094049201016117, \"cagr_pct\": 51.86369132668367, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 38.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.607512696447448, \"sortino\": 2.5442119289263}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 38.32112937454251, \"dd_pct\": -18.31468241951231, \"calmar\": 2.9540280999478568, \"cagr_pct\": 54.10208650886036, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 36.77007299270073, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4490945840721345, \"sortino\": 2.3088987856274827}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.40302924327088, \"dd_pct\": -16.924371204166565, \"calmar\": 3.867797944680534, \"cagr_pct\": 65.46004815848586, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 50.479452054794514, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.689503478953046, \"sortino\": 2.7229314758001606}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -11.747011934475637, \"dd_pct\": -26.01843180818887, \"calmar\": -1.0025996383735862, \"cagr_pct\": -26.08607032193797, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 28.642384105960268, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0574635773870593, \"sortino\": -1.3304868583828346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.0099035559673, \"dd_pct\": -63.92464821689286, \"calmar\": 0.1560127764371076, \"cagr_pct\": 9.973061851082855, \"entries\": 154, \"exits\": 154, \"exposure_pct\": 30.469787516600267, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44660591673347505, \"sortino\": 0.6526078594238117}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -30.599598220871684, \"dd_pct\": -57.9933688066155, \"calmar\": -0.19251206921905908, \"cagr_pct\": -11.164423429945584, \"entries\": 53, \"exits\": 52, \"exposure_pct\": 21.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2076297099063821, \"sortino\": -0.2805284101876279}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.5744029450746, \"dd_pct\": -63.92464821689294, \"calmar\": 0.39018168289079946, \"cagr_pct\": 24.94222681946963, \"entries\": 101, \"exits\": 102, \"exposure_pct\": 35.86206896551724, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7915949715401176, \"sortino\": 1.204793812692455}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -4.38981058841561, \"dd_pct\": -4.38981058841561, \"calmar\": -2.0541994617567205, \"cagr_pct\": -9.0175465479373, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.1527377521613833, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1560282691870616, \"sortino\": -3.1742449054488073}]", "Additional_Threshold_Budget": 0, "Total Trades": 154, "Total P&L %": 119.0099035559673, "Sharpe Ratio": 0.44660591673347505, "Sortino Ratio": 0.6526078594238117, "Calmar Ratio": 0.1560127764371076, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.92464821689286, "% In Market": 30.469787516600267, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.19251206921905908, "Sub1_Sortino": -0.2805284101876279, "Sub1_Trades": 53, "Sub2_Calmar": 0.39018168289079946, "Sub2_Sortino": 1.204793812692455, "Sub2_Trades": 101, "WFO_Score": 4.733286164756711, "WFO_Min_Fold": 2.9540280999478568, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[8.017269, 4.094049, 2.954028, 3.867798]", "OOS_Total Trades": 2, "OOS_Total P&L %": -4.38981058841561, "OOS_Sortino Ratio": -3.1742449054488073, "OOS_Calmar Ratio": -2.0541994617567205, "OOS_Max Drawdown %": -4.38981058841561, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b31262816a8c25d638edee30e577038a0e24fb278ef5e3dd9a0229b53b561686", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -71.0, "i_long_exit_activation_threshold": -430.0, "i_long_exit_activation_confirmation_threshold": 510.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "3bbf289fa27ea13da970c496072c67804bd550c67ddd2b2a6545e7b552250bfe", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 128.9972087317743, \"dd_pct\": -16.106132056196188, \"calmar\": 8.017269413382335, \"cagr_pct\": 129.12719990203843, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 26.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.0973019909068067, \"sortino\": 3.691255349252591}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -55.04474939516736, \"dd_pct\": -63.924648216892855, \"calmar\": -0.8614730294377094, \"cagr_pct\": -55.06936035514656, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 29.794520547945208, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6176488386021637, \"sortino\": -2.134632539473974}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 51.82026793335945, \"dd_pct\": -12.668067426696151, \"calmar\": 4.094049201016117, \"cagr_pct\": 51.86369132668367, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 38.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.607512696447448, \"sortino\": 2.5442119289263}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 38.32112937454251, \"dd_pct\": -18.31468241951231, \"calmar\": 2.9540280999478568, \"cagr_pct\": 54.10208650886036, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 36.77007299270073, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4490945840721345, \"sortino\": 2.3088987856274827}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.40302924327088, \"dd_pct\": -16.924371204166565, \"calmar\": 3.867797944680534, \"cagr_pct\": 65.46004815848586, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 50.479452054794514, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.689503478953046, \"sortino\": 2.7229314758001606}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -11.747011934475637, \"dd_pct\": -26.01843180818887, \"calmar\": -1.0025996383735862, \"cagr_pct\": -26.08607032193797, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 28.642384105960268, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0574635773870593, \"sortino\": -1.3304868583828346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.0099035559673, \"dd_pct\": -63.92464821689286, \"calmar\": 0.1560127764371076, \"cagr_pct\": 9.973061851082855, \"entries\": 154, \"exits\": 154, \"exposure_pct\": 30.469787516600267, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44660591673347505, \"sortino\": 0.6526078594238117}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -30.599598220871684, \"dd_pct\": -57.9933688066155, \"calmar\": -0.19251206921905908, \"cagr_pct\": -11.164423429945584, \"entries\": 53, \"exits\": 52, \"exposure_pct\": 21.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2076297099063821, \"sortino\": -0.2805284101876279}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.5744029450746, \"dd_pct\": -63.92464821689294, \"calmar\": 0.39018168289079946, \"cagr_pct\": 24.94222681946963, \"entries\": 101, \"exits\": 102, \"exposure_pct\": 35.86206896551724, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7915949715401176, \"sortino\": 1.204793812692455}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -4.38981058841561, \"dd_pct\": -4.38981058841561, \"calmar\": -2.0541994617567205, \"cagr_pct\": -9.0175465479373, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.1527377521613833, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1560282691870616, \"sortino\": -3.1742449054488073}]", "Additional_Threshold_Budget": 0, "Total Trades": 154, "Total P&L %": 119.0099035559673, "Sharpe Ratio": 0.44660591673347505, "Sortino Ratio": 0.6526078594238117, "Calmar Ratio": 0.1560127764371076, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.92464821689286, "% In Market": 30.469787516600267, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.19251206921905908, "Sub1_Sortino": -0.2805284101876279, "Sub1_Trades": 53, "Sub2_Calmar": 0.39018168289079946, "Sub2_Sortino": 1.204793812692455, "Sub2_Trades": 101, "WFO_Score": 4.733286164756711, "WFO_Min_Fold": 2.9540280999478568, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[8.017269, 4.094049, 2.954028, 3.867798]", "OOS_Total Trades": 2, "OOS_Total P&L %": -4.38981058841561, "OOS_Sortino Ratio": -3.1742449054488073, "OOS_Calmar Ratio": -2.0541994617567205, "OOS_Max Drawdown %": -4.38981058841561, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b31262816a8c25d638edee30e577038a0e24fb278ef5e3dd9a0229b53b561686", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -70.05, "i_long_exit_activation_threshold": -430.0, "i_long_exit_activation_confirmation_threshold": 510.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "1fc9071d91c76e0c6ac75bca0f4c3840c42350c0d1d315d623bbcb4336019b2b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 128.9972087317743, \"dd_pct\": -16.106132056196188, \"calmar\": 8.017269413382335, \"cagr_pct\": 129.12719990203843, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 26.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.0973019909068067, \"sortino\": 3.691255349252591}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -55.04474939516736, \"dd_pct\": -63.924648216892855, \"calmar\": -0.8614730294377094, \"cagr_pct\": -55.06936035514656, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 29.794520547945208, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6176488386021637, \"sortino\": -2.134632539473974}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 51.82026793335945, \"dd_pct\": -12.668067426696151, \"calmar\": 4.094049201016117, \"cagr_pct\": 51.86369132668367, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 38.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.607512696447448, \"sortino\": 2.5442119289263}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 38.32112937454251, \"dd_pct\": -18.31468241951231, \"calmar\": 2.9540280999478568, \"cagr_pct\": 54.10208650886036, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 36.77007299270073, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4490945840721345, \"sortino\": 2.3088987856274827}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.40302924327088, \"dd_pct\": -16.924371204166565, \"calmar\": 3.867797944680534, \"cagr_pct\": 65.46004815848586, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 50.479452054794514, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.689503478953046, \"sortino\": 2.7229314758001606}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -11.747011934475637, \"dd_pct\": -26.01843180818887, \"calmar\": -1.0025996383735862, \"cagr_pct\": -26.08607032193797, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 28.642384105960268, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0574635773870593, \"sortino\": -1.3304868583828346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.0099035559673, \"dd_pct\": -63.92464821689286, \"calmar\": 0.1560127764371076, \"cagr_pct\": 9.973061851082855, \"entries\": 154, \"exits\": 154, \"exposure_pct\": 30.469787516600267, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44660591673347505, \"sortino\": 0.6526078594238117}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -30.599598220871684, \"dd_pct\": -57.9933688066155, \"calmar\": -0.19251206921905908, \"cagr_pct\": -11.164423429945584, \"entries\": 53, \"exits\": 52, \"exposure_pct\": 21.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2076297099063821, \"sortino\": -0.2805284101876279}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.5744029450746, \"dd_pct\": -63.92464821689294, \"calmar\": 0.39018168289079946, \"cagr_pct\": 24.94222681946963, \"entries\": 101, \"exits\": 102, \"exposure_pct\": 35.86206896551724, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7915949715401176, \"sortino\": 1.204793812692455}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -4.38981058841561, \"dd_pct\": -4.38981058841561, \"calmar\": -2.0541994617567205, \"cagr_pct\": -9.0175465479373, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.1527377521613833, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1560282691870616, \"sortino\": -3.1742449054488073}]", "Additional_Threshold_Budget": 0, "Total Trades": 154, "Total P&L %": 119.0099035559673, "Sharpe Ratio": 0.44660591673347505, "Sortino Ratio": 0.6526078594238117, "Calmar Ratio": 0.1560127764371076, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.92464821689286, "% In Market": 30.469787516600267, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.19251206921905908, "Sub1_Sortino": -0.2805284101876279, "Sub1_Trades": 53, "Sub2_Calmar": 0.39018168289079946, "Sub2_Sortino": 1.204793812692455, "Sub2_Trades": 101, "WFO_Score": 4.733286164756711, "WFO_Min_Fold": 2.9540280999478568, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[8.017269, 4.094049, 2.954028, 3.867798]", "OOS_Total Trades": 2, "OOS_Total P&L %": -4.38981058841561, "OOS_Sortino Ratio": -3.1742449054488073, "OOS_Calmar Ratio": -2.0541994617567205, "OOS_Max Drawdown %": -4.38981058841561, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b31262816a8c25d638edee30e577038a0e24fb278ef5e3dd9a0229b53b561686", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -69.95, "i_long_exit_activation_threshold": -430.0, "i_long_exit_activation_confirmation_threshold": 510.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "b7b41c1cde1c4fd758f9965dd4db31da23e3fce6c2dc9ad1354950de9674b55b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 128.9972087317743, \"dd_pct\": -16.106132056196188, \"calmar\": 8.017269413382335, \"cagr_pct\": 129.12719990203843, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 26.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.0973019909068067, \"sortino\": 3.691255349252591}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -55.04474939516736, \"dd_pct\": -63.924648216892855, \"calmar\": -0.8614730294377094, \"cagr_pct\": -55.06936035514656, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 29.794520547945208, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6176488386021637, \"sortino\": -2.134632539473974}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 51.82026793335945, \"dd_pct\": -12.668067426696151, \"calmar\": 4.094049201016117, \"cagr_pct\": 51.86369132668367, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 38.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.607512696447448, \"sortino\": 2.5442119289263}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 38.32112937454251, \"dd_pct\": -18.31468241951231, \"calmar\": 2.9540280999478568, \"cagr_pct\": 54.10208650886036, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 36.77007299270073, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4490945840721345, \"sortino\": 2.3088987856274827}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.40302924327088, \"dd_pct\": -16.924371204166565, \"calmar\": 3.867797944680534, \"cagr_pct\": 65.46004815848586, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 50.479452054794514, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.689503478953046, \"sortino\": 2.7229314758001606}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -11.747011934475637, \"dd_pct\": -26.01843180818887, \"calmar\": -1.0025996383735862, \"cagr_pct\": -26.08607032193797, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 28.642384105960268, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0574635773870593, \"sortino\": -1.3304868583828346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.0099035559673, \"dd_pct\": -63.92464821689286, \"calmar\": 0.1560127764371076, \"cagr_pct\": 9.973061851082855, \"entries\": 154, \"exits\": 154, \"exposure_pct\": 30.469787516600267, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44660591673347505, \"sortino\": 0.6526078594238117}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -30.599598220871684, \"dd_pct\": -57.9933688066155, \"calmar\": -0.19251206921905908, \"cagr_pct\": -11.164423429945584, \"entries\": 53, \"exits\": 52, \"exposure_pct\": 21.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2076297099063821, \"sortino\": -0.2805284101876279}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.5744029450746, \"dd_pct\": -63.92464821689294, \"calmar\": 0.39018168289079946, \"cagr_pct\": 24.94222681946963, \"entries\": 101, \"exits\": 102, \"exposure_pct\": 35.86206896551724, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7915949715401176, \"sortino\": 1.204793812692455}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -4.38981058841561, \"dd_pct\": -4.38981058841561, \"calmar\": -2.0541994617567205, \"cagr_pct\": -9.0175465479373, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.1527377521613833, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1560282691870616, \"sortino\": -3.1742449054488073}]", "Additional_Threshold_Budget": 0, "Total Trades": 154, "Total P&L %": 119.0099035559673, "Sharpe Ratio": 0.44660591673347505, "Sortino Ratio": 0.6526078594238117, "Calmar Ratio": 0.1560127764371076, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.92464821689286, "% In Market": 30.469787516600267, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.19251206921905908, "Sub1_Sortino": -0.2805284101876279, "Sub1_Trades": 53, "Sub2_Calmar": 0.39018168289079946, "Sub2_Sortino": 1.204793812692455, "Sub2_Trades": 101, "WFO_Score": 4.733286164756711, "WFO_Min_Fold": 2.9540280999478568, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[8.017269, 4.094049, 2.954028, 3.867798]", "OOS_Total Trades": 2, "OOS_Total P&L %": -4.38981058841561, "OOS_Sortino Ratio": -3.1742449054488073, "OOS_Calmar Ratio": -2.0541994617567205, "OOS_Max Drawdown %": -4.38981058841561, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b31262816a8c25d638edee30e577038a0e24fb278ef5e3dd9a0229b53b561686", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -69.0, "i_long_exit_activation_threshold": -430.0, "i_long_exit_activation_confirmation_threshold": 510.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "6babeb2e4093d7bdded610c3cd1769293452ed1f937fe3d3f081e760640bc8d8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 128.9972087317743, \"dd_pct\": -16.106132056196188, \"calmar\": 8.017269413382335, \"cagr_pct\": 129.12719990203843, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 26.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.0973019909068067, \"sortino\": 3.691255349252591}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -55.04474939516736, \"dd_pct\": -63.924648216892855, \"calmar\": -0.8614730294377094, \"cagr_pct\": -55.06936035514656, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 29.794520547945208, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6176488386021637, \"sortino\": -2.134632539473974}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 51.82026793335945, \"dd_pct\": -12.668067426696151, \"calmar\": 4.094049201016117, \"cagr_pct\": 51.86369132668367, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 38.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.607512696447448, \"sortino\": 2.5442119289263}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 38.32112937454251, \"dd_pct\": -18.31468241951231, \"calmar\": 2.9540280999478568, \"cagr_pct\": 54.10208650886036, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 36.77007299270073, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4490945840721345, \"sortino\": 2.3088987856274827}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.40302924327088, \"dd_pct\": -16.924371204166565, \"calmar\": 3.867797944680534, \"cagr_pct\": 65.46004815848586, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 50.479452054794514, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.689503478953046, \"sortino\": 2.7229314758001606}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -11.747011934475637, \"dd_pct\": -26.01843180818887, \"calmar\": -1.0025996383735862, \"cagr_pct\": -26.08607032193797, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 28.642384105960268, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0574635773870593, \"sortino\": -1.3304868583828346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 108.43514605277669, \"dd_pct\": -63.9246482168929, \"calmar\": 0.1457193618883523, \"cagr_pct\": 9.315058947103031, \"entries\": 153, \"exits\": 153, \"exposure_pct\": 30.33698539176627, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4294632877773215, \"sortino\": 0.6272651967354643}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -33.950553622990356, \"dd_pct\": -57.7429688392799, \"calmar\": -0.21782538512820102, \"cagr_pct\": -12.577884425861855, \"entries\": 52, \"exits\": 51, \"exposure_pct\": 21.095829636202307, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2589448630823559, \"sortino\": -0.3492972997040253}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.5744029450746, \"dd_pct\": -63.92464821689294, \"calmar\": 0.39018168289079946, \"cagr_pct\": 24.94222681946963, \"entries\": 101, \"exits\": 102, \"exposure_pct\": 35.86206896551724, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7915949715401176, \"sortino\": 1.204793812692455}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -4.38981058841561, \"dd_pct\": -4.38981058841561, \"calmar\": -2.0541994617567205, \"cagr_pct\": -9.0175465479373, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.1527377521613833, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1560282691870616, \"sortino\": -3.1742449054488073}]", "Additional_Threshold_Budget": 0, "Total Trades": 153, "Total P&L %": 108.43514605277669, "Sharpe Ratio": 0.4294632877773215, "Sortino Ratio": 0.6272651967354643, "Calmar Ratio": 0.1457193618883523, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.9246482168929, "% In Market": 30.33698539176627, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.21782538512820102, "Sub1_Sortino": -0.3492972997040253, "Sub1_Trades": 52, "Sub2_Calmar": 0.39018168289079946, "Sub2_Sortino": 1.204793812692455, "Sub2_Trades": 101, "WFO_Score": 4.733286164756711, "WFO_Min_Fold": 2.9540280999478568, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[8.017269, 4.094049, 2.954028, 3.867798]", "OOS_Total Trades": 2, "OOS_Total P&L %": -4.38981058841561, "OOS_Sortino Ratio": -3.1742449054488073, "OOS_Calmar Ratio": -2.0541994617567205, "OOS_Max Drawdown %": -4.38981058841561, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b31262816a8c25d638edee30e577038a0e24fb278ef5e3dd9a0229b53b561686", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -70.0, "i_long_exit_activation_threshold": -431.0, "i_long_exit_activation_confirmation_threshold": 510.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "22479e590845a88556615f42810af45ff648d9c1cfe584fee47cff6bfab533bb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 128.9972087317743, \"dd_pct\": -16.106132056196188, \"calmar\": 8.017269413382335, \"cagr_pct\": 129.12719990203843, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 26.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.0973019909068067, \"sortino\": 3.691255349252591}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -55.04474939516736, \"dd_pct\": -63.924648216892855, \"calmar\": -0.8614730294377094, \"cagr_pct\": -55.06936035514656, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 29.794520547945208, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6176488386021637, \"sortino\": -2.134632539473974}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 51.82026793335945, \"dd_pct\": -12.668067426696151, \"calmar\": 4.094049201016117, \"cagr_pct\": 51.86369132668367, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 38.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.607512696447448, \"sortino\": 2.5442119289263}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 38.32112937454251, \"dd_pct\": -18.31468241951231, \"calmar\": 2.9540280999478568, \"cagr_pct\": 54.10208650886036, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 36.77007299270073, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4490945840721345, \"sortino\": 2.3088987856274827}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.40302924327088, \"dd_pct\": -16.924371204166565, \"calmar\": 3.867797944680534, \"cagr_pct\": 65.46004815848586, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 50.479452054794514, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.689503478953046, \"sortino\": 2.7229314758001606}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -11.747011934475637, \"dd_pct\": -26.01843180818887, \"calmar\": -1.0025996383735862, \"cagr_pct\": -26.08607032193797, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 28.642384105960268, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0574635773870593, \"sortino\": -1.3304868583828346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.0099035559673, \"dd_pct\": -63.92464821689286, \"calmar\": 0.1560127764371076, \"cagr_pct\": 9.973061851082855, \"entries\": 154, \"exits\": 154, \"exposure_pct\": 30.469787516600267, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44660591673347505, \"sortino\": 0.6526078594238117}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -30.599598220871684, \"dd_pct\": -57.9933688066155, \"calmar\": -0.19251206921905908, \"cagr_pct\": -11.164423429945584, \"entries\": 53, \"exits\": 52, \"exposure_pct\": 21.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2076297099063821, \"sortino\": -0.2805284101876279}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.5744029450746, \"dd_pct\": -63.92464821689294, \"calmar\": 0.39018168289079946, \"cagr_pct\": 24.94222681946963, \"entries\": 101, \"exits\": 102, \"exposure_pct\": 35.86206896551724, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7915949715401176, \"sortino\": 1.204793812692455}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -4.38981058841561, \"dd_pct\": -4.38981058841561, \"calmar\": -2.0541994617567205, \"cagr_pct\": -9.0175465479373, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.1527377521613833, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1560282691870616, \"sortino\": -3.1742449054488073}]", "Additional_Threshold_Budget": 0, "Total Trades": 154, "Total P&L %": 119.0099035559673, "Sharpe Ratio": 0.44660591673347505, "Sortino Ratio": 0.6526078594238117, "Calmar Ratio": 0.1560127764371076, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.92464821689286, "% In Market": 30.469787516600267, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.19251206921905908, "Sub1_Sortino": -0.2805284101876279, "Sub1_Trades": 53, "Sub2_Calmar": 0.39018168289079946, "Sub2_Sortino": 1.204793812692455, "Sub2_Trades": 101, "WFO_Score": 4.733286164756711, "WFO_Min_Fold": 2.9540280999478568, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[8.017269, 4.094049, 2.954028, 3.867798]", "OOS_Total Trades": 2, "OOS_Total P&L %": -4.38981058841561, "OOS_Sortino Ratio": -3.1742449054488073, "OOS_Calmar Ratio": -2.0541994617567205, "OOS_Max Drawdown %": -4.38981058841561, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b31262816a8c25d638edee30e577038a0e24fb278ef5e3dd9a0229b53b561686", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -70.0, "i_long_exit_activation_threshold": -430.05, "i_long_exit_activation_confirmation_threshold": 510.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "012d8ecf245fba2a14cad16cd96ad036efa3d9be3c46803a74fb3144b1197dce", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 128.9972087317743, \"dd_pct\": -16.106132056196188, \"calmar\": 8.017269413382335, \"cagr_pct\": 129.12719990203843, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 26.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.0973019909068067, \"sortino\": 3.691255349252591}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -55.04474939516736, \"dd_pct\": -63.924648216892855, \"calmar\": -0.8614730294377094, \"cagr_pct\": -55.06936035514656, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 29.794520547945208, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6176488386021637, \"sortino\": -2.134632539473974}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 51.82026793335945, \"dd_pct\": -12.668067426696151, \"calmar\": 4.094049201016117, \"cagr_pct\": 51.86369132668367, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 38.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.607512696447448, \"sortino\": 2.5442119289263}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 38.32112937454251, \"dd_pct\": -18.31468241951231, \"calmar\": 2.9540280999478568, \"cagr_pct\": 54.10208650886036, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 36.77007299270073, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4490945840721345, \"sortino\": 2.3088987856274827}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.40302924327088, \"dd_pct\": -16.924371204166565, \"calmar\": 3.867797944680534, \"cagr_pct\": 65.46004815848586, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 50.479452054794514, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.689503478953046, \"sortino\": 2.7229314758001606}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -11.747011934475637, \"dd_pct\": -26.01843180818887, \"calmar\": -1.0025996383735862, \"cagr_pct\": -26.08607032193797, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 28.642384105960268, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0574635773870593, \"sortino\": -1.3304868583828346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.0099035559673, \"dd_pct\": -63.92464821689286, \"calmar\": 0.1560127764371076, \"cagr_pct\": 9.973061851082855, \"entries\": 154, \"exits\": 154, \"exposure_pct\": 30.469787516600267, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44660591673347505, \"sortino\": 0.6526078594238117}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -30.599598220871684, \"dd_pct\": -57.9933688066155, \"calmar\": -0.19251206921905908, \"cagr_pct\": -11.164423429945584, \"entries\": 53, \"exits\": 52, \"exposure_pct\": 21.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2076297099063821, \"sortino\": -0.2805284101876279}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.5744029450746, \"dd_pct\": -63.92464821689294, \"calmar\": 0.39018168289079946, \"cagr_pct\": 24.94222681946963, \"entries\": 101, \"exits\": 102, \"exposure_pct\": 35.86206896551724, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7915949715401176, \"sortino\": 1.204793812692455}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -4.38981058841561, \"dd_pct\": -4.38981058841561, \"calmar\": -2.0541994617567205, \"cagr_pct\": -9.0175465479373, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.1527377521613833, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1560282691870616, \"sortino\": -3.1742449054488073}]", "Additional_Threshold_Budget": 0, "Total Trades": 154, "Total P&L %": 119.0099035559673, "Sharpe Ratio": 0.44660591673347505, "Sortino Ratio": 0.6526078594238117, "Calmar Ratio": 0.1560127764371076, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.92464821689286, "% In Market": 30.469787516600267, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.19251206921905908, "Sub1_Sortino": -0.2805284101876279, "Sub1_Trades": 53, "Sub2_Calmar": 0.39018168289079946, "Sub2_Sortino": 1.204793812692455, "Sub2_Trades": 101, "WFO_Score": 4.733286164756711, "WFO_Min_Fold": 2.9540280999478568, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[8.017269, 4.094049, 2.954028, 3.867798]", "OOS_Total Trades": 2, "OOS_Total P&L %": -4.38981058841561, "OOS_Sortino Ratio": -3.1742449054488073, "OOS_Calmar Ratio": -2.0541994617567205, "OOS_Max Drawdown %": -4.38981058841561, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b31262816a8c25d638edee30e577038a0e24fb278ef5e3dd9a0229b53b561686", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -70.0, "i_long_exit_activation_threshold": -429.95, "i_long_exit_activation_confirmation_threshold": 510.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "444127fbde8c8d382b169737ec252297d753a9c7da02b5177b6dc705afaaaefd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 128.9972087317743, \"dd_pct\": -16.106132056196188, \"calmar\": 8.017269413382335, \"cagr_pct\": 129.12719990203843, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 26.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.0973019909068067, \"sortino\": 3.691255349252591}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -55.04474939516736, \"dd_pct\": -63.924648216892855, \"calmar\": -0.8614730294377094, \"cagr_pct\": -55.06936035514656, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 29.794520547945208, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6176488386021637, \"sortino\": -2.134632539473974}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 51.82026793335945, \"dd_pct\": -12.668067426696151, \"calmar\": 4.094049201016117, \"cagr_pct\": 51.86369132668367, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 38.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.607512696447448, \"sortino\": 2.5442119289263}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 38.32112937454251, \"dd_pct\": -18.31468241951231, \"calmar\": 2.9540280999478568, \"cagr_pct\": 54.10208650886036, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 36.77007299270073, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4490945840721345, \"sortino\": 2.3088987856274827}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.40302924327088, \"dd_pct\": -16.924371204166565, \"calmar\": 3.867797944680534, \"cagr_pct\": 65.46004815848586, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 50.479452054794514, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.689503478953046, \"sortino\": 2.7229314758001606}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -11.747011934475637, \"dd_pct\": -26.01843180818887, \"calmar\": -1.0025996383735862, \"cagr_pct\": -26.08607032193797, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 28.642384105960268, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0574635773870593, \"sortino\": -1.3304868583828346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.0099035559673, \"dd_pct\": -63.92464821689286, \"calmar\": 0.1560127764371076, \"cagr_pct\": 9.973061851082855, \"entries\": 154, \"exits\": 154, \"exposure_pct\": 30.469787516600267, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44660591673347505, \"sortino\": 0.6526078594238117}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -30.599598220871684, \"dd_pct\": -57.9933688066155, \"calmar\": -0.19251206921905908, \"cagr_pct\": -11.164423429945584, \"entries\": 53, \"exits\": 52, \"exposure_pct\": 21.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2076297099063821, \"sortino\": -0.2805284101876279}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.5744029450746, \"dd_pct\": -63.92464821689294, \"calmar\": 0.39018168289079946, \"cagr_pct\": 24.94222681946963, \"entries\": 101, \"exits\": 102, \"exposure_pct\": 35.86206896551724, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7915949715401176, \"sortino\": 1.204793812692455}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -4.38981058841561, \"dd_pct\": -4.38981058841561, \"calmar\": -2.0541994617567205, \"cagr_pct\": -9.0175465479373, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.1527377521613833, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1560282691870616, \"sortino\": -3.1742449054488073}]", "Additional_Threshold_Budget": 0, "Total Trades": 154, "Total P&L %": 119.0099035559673, "Sharpe Ratio": 0.44660591673347505, "Sortino Ratio": 0.6526078594238117, "Calmar Ratio": 0.1560127764371076, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.92464821689286, "% In Market": 30.469787516600267, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.19251206921905908, "Sub1_Sortino": -0.2805284101876279, "Sub1_Trades": 53, "Sub2_Calmar": 0.39018168289079946, "Sub2_Sortino": 1.204793812692455, "Sub2_Trades": 101, "WFO_Score": 4.733286164756711, "WFO_Min_Fold": 2.9540280999478568, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[8.017269, 4.094049, 2.954028, 3.867798]", "OOS_Total Trades": 2, "OOS_Total P&L %": -4.38981058841561, "OOS_Sortino Ratio": -3.1742449054488073, "OOS_Calmar Ratio": -2.0541994617567205, "OOS_Max Drawdown %": -4.38981058841561, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b31262816a8c25d638edee30e577038a0e24fb278ef5e3dd9a0229b53b561686", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -70.0, "i_long_exit_activation_threshold": -429.0, "i_long_exit_activation_confirmation_threshold": 510.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "5ad0b38499362eebb3f55327708109c7d843f439d8d72a89620281bf3a683381", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 128.9972087317743, \"dd_pct\": -16.106132056196188, \"calmar\": 8.017269413382335, \"cagr_pct\": 129.12719990203843, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 26.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.0973019909068067, \"sortino\": 3.691255349252591}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -55.04474939516736, \"dd_pct\": -63.924648216892855, \"calmar\": -0.8614730294377094, \"cagr_pct\": -55.06936035514656, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 29.794520547945208, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6176488386021637, \"sortino\": -2.134632539473974}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 51.75424948398779, \"dd_pct\": -12.668067426696151, \"calmar\": 4.088832734222466, \"cagr_pct\": 51.79760877361258, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 38.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6065244238437935, \"sortino\": 2.5424167964919215}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 38.32112937454251, \"dd_pct\": -18.31468241951231, \"calmar\": 2.9540280999478568, \"cagr_pct\": 54.10208650886036, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 36.77007299270073, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4490945840721345, \"sortino\": 2.3088987856274827}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.40302924327088, \"dd_pct\": -16.924371204166565, \"calmar\": 3.867797944680534, \"cagr_pct\": 65.46004815848586, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 50.479452054794514, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.689503478953046, \"sortino\": 2.7229314758001606}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -11.747011934475637, \"dd_pct\": -26.01843180818887, \"calmar\": -1.0025996383735862, \"cagr_pct\": -26.08607032193797, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 28.642384105960268, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0574635773870593, \"sortino\": -1.3304868583828346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.27799823113241, \"dd_pct\": -63.9246482168929, \"calmar\": 0.1543572831001922, \"cagr_pct\": 9.867235021895134, \"entries\": 154, \"exits\": 154, \"exposure_pct\": 30.453187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4438416411409094, \"sortino\": 0.6484915438515085}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -31.118455808532318, \"dd_pct\": -58.307422598351664, \"calmar\": -0.19517614068547692, \"cagr_pct\": -11.380217716063441, \"entries\": 53, \"exits\": 52, \"exposure_pct\": 21.428571428571427, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.21506295519309254, \"sortino\": -0.29049802488535675}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.4371766509347, \"dd_pct\": -63.92464821689294, \"calmar\": 0.3900169685268136, \"cagr_pct\": 24.931697511695567, \"entries\": 101, \"exits\": 102, \"exposure_pct\": 35.84880636604775, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7913845405427339, \"sortino\": 1.2044571557710277}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -4.38981058841561, \"dd_pct\": -4.38981058841561, \"calmar\": -2.0541994617567205, \"cagr_pct\": -9.0175465479373, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.1527377521613833, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1560282691870616, \"sortino\": -3.1742449054488073}]", "Additional_Threshold_Budget": 0, "Total Trades": 154, "Total P&L %": 117.27799823113241, "Sharpe Ratio": 0.4438416411409094, "Sortino Ratio": 0.6484915438515085, "Calmar Ratio": 0.1543572831001922, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.9246482168929, "% In Market": 30.453187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.19517614068547692, "Sub1_Sortino": -0.29049802488535675, "Sub1_Trades": 53, "Sub2_Calmar": 0.3900169685268136, "Sub2_Sortino": 1.2044571557710277, "Sub2_Trades": 101, "WFO_Score": 4.731982048058298, "WFO_Min_Fold": 2.9540280999478568, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[8.017269, 4.088833, 2.954028, 3.867798]", "OOS_Total Trades": 2, "OOS_Total P&L %": -4.38981058841561, "OOS_Sortino Ratio": -3.1742449054488073, "OOS_Calmar Ratio": -2.0541994617567205, "OOS_Max Drawdown %": -4.38981058841561, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b31262816a8c25d638edee30e577038a0e24fb278ef5e3dd9a0229b53b561686", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -70.0, "i_long_exit_activation_threshold": -430.0, "i_long_exit_activation_confirmation_threshold": 509.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "4f1b0e2b335c1dfe990ab484050ae88cc671681c8883fd41ee7394f0e9ece191", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 128.9972087317743, \"dd_pct\": -16.106132056196188, \"calmar\": 8.017269413382335, \"cagr_pct\": 129.12719990203843, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 26.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.0973019909068067, \"sortino\": 3.691255349252591}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -55.04474939516736, \"dd_pct\": -63.924648216892855, \"calmar\": -0.8614730294377094, \"cagr_pct\": -55.06936035514656, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 29.794520547945208, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6176488386021637, \"sortino\": -2.134632539473974}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 51.82026793335945, \"dd_pct\": -12.668067426696151, \"calmar\": 4.094049201016117, \"cagr_pct\": 51.86369132668367, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 38.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.607512696447448, \"sortino\": 2.5442119289263}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 38.32112937454251, \"dd_pct\": -18.31468241951231, \"calmar\": 2.9540280999478568, \"cagr_pct\": 54.10208650886036, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 36.77007299270073, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4490945840721345, \"sortino\": 2.3088987856274827}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.40302924327088, \"dd_pct\": -16.924371204166565, \"calmar\": 3.867797944680534, \"cagr_pct\": 65.46004815848586, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 50.479452054794514, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.689503478953046, \"sortino\": 2.7229314758001606}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -11.747011934475637, \"dd_pct\": -26.01843180818887, \"calmar\": -1.0025996383735862, \"cagr_pct\": -26.08607032193797, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 28.642384105960268, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0574635773870593, \"sortino\": -1.3304868583828346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.0099035559673, \"dd_pct\": -63.92464821689286, \"calmar\": 0.1560127764371076, \"cagr_pct\": 9.973061851082855, \"entries\": 154, \"exits\": 154, \"exposure_pct\": 30.469787516600267, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44660591673347505, \"sortino\": 0.6526078594238117}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -30.599598220871684, \"dd_pct\": -57.9933688066155, \"calmar\": -0.19251206921905908, \"cagr_pct\": -11.164423429945584, \"entries\": 53, \"exits\": 52, \"exposure_pct\": 21.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2076297099063821, \"sortino\": -0.2805284101876279}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.5744029450746, \"dd_pct\": -63.92464821689294, \"calmar\": 0.39018168289079946, \"cagr_pct\": 24.94222681946963, \"entries\": 101, \"exits\": 102, \"exposure_pct\": 35.86206896551724, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7915949715401176, \"sortino\": 1.204793812692455}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -4.38981058841561, \"dd_pct\": -4.38981058841561, \"calmar\": -2.0541994617567205, \"cagr_pct\": -9.0175465479373, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.1527377521613833, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1560282691870616, \"sortino\": -3.1742449054488073}]", "Additional_Threshold_Budget": 0, "Total Trades": 154, "Total P&L %": 119.0099035559673, "Sharpe Ratio": 0.44660591673347505, "Sortino Ratio": 0.6526078594238117, "Calmar Ratio": 0.1560127764371076, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.92464821689286, "% In Market": 30.469787516600267, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.19251206921905908, "Sub1_Sortino": -0.2805284101876279, "Sub1_Trades": 53, "Sub2_Calmar": 0.39018168289079946, "Sub2_Sortino": 1.204793812692455, "Sub2_Trades": 101, "WFO_Score": 4.733286164756711, "WFO_Min_Fold": 2.9540280999478568, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[8.017269, 4.094049, 2.954028, 3.867798]", "OOS_Total Trades": 2, "OOS_Total P&L %": -4.38981058841561, "OOS_Sortino Ratio": -3.1742449054488073, "OOS_Calmar Ratio": -2.0541994617567205, "OOS_Max Drawdown %": -4.38981058841561, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b31262816a8c25d638edee30e577038a0e24fb278ef5e3dd9a0229b53b561686", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -70.0, "i_long_exit_activation_threshold": -430.0, "i_long_exit_activation_confirmation_threshold": 509.95, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "274cd6b0c64e243d67e0490fc7a6f10b865aa0fe6b2008e809be6d1e4ae70123", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 128.9972087317743, \"dd_pct\": -16.106132056196188, \"calmar\": 8.017269413382335, \"cagr_pct\": 129.12719990203843, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 26.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.0973019909068067, \"sortino\": 3.691255349252591}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -55.04474939516736, \"dd_pct\": -63.924648216892855, \"calmar\": -0.8614730294377094, \"cagr_pct\": -55.06936035514656, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 29.794520547945208, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6176488386021637, \"sortino\": -2.134632539473974}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 51.82026793335945, \"dd_pct\": -12.668067426696151, \"calmar\": 4.094049201016117, \"cagr_pct\": 51.86369132668367, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 38.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.607512696447448, \"sortino\": 2.5442119289263}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 38.32112937454251, \"dd_pct\": -18.31468241951231, \"calmar\": 2.9540280999478568, \"cagr_pct\": 54.10208650886036, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 36.77007299270073, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4490945840721345, \"sortino\": 2.3088987856274827}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.40302924327088, \"dd_pct\": -16.924371204166565, \"calmar\": 3.867797944680534, \"cagr_pct\": 65.46004815848586, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 50.479452054794514, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.689503478953046, \"sortino\": 2.7229314758001606}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -11.747011934475637, \"dd_pct\": -26.01843180818887, \"calmar\": -1.0025996383735862, \"cagr_pct\": -26.08607032193797, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 28.642384105960268, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0574635773870593, \"sortino\": -1.3304868583828346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.0099035559673, \"dd_pct\": -63.92464821689286, \"calmar\": 0.1560127764371076, \"cagr_pct\": 9.973061851082855, \"entries\": 154, \"exits\": 154, \"exposure_pct\": 30.469787516600267, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44660591673347505, \"sortino\": 0.6526078594238117}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -30.599598220871684, \"dd_pct\": -57.9933688066155, \"calmar\": -0.19251206921905908, \"cagr_pct\": -11.164423429945584, \"entries\": 53, \"exits\": 52, \"exposure_pct\": 21.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2076297099063821, \"sortino\": -0.2805284101876279}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.5744029450746, \"dd_pct\": -63.92464821689294, \"calmar\": 0.39018168289079946, \"cagr_pct\": 24.94222681946963, \"entries\": 101, \"exits\": 102, \"exposure_pct\": 35.86206896551724, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7915949715401176, \"sortino\": 1.204793812692455}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -4.38981058841561, \"dd_pct\": -4.38981058841561, \"calmar\": -2.0541994617567205, \"cagr_pct\": -9.0175465479373, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.1527377521613833, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1560282691870616, \"sortino\": -3.1742449054488073}]", "Additional_Threshold_Budget": 0, "Total Trades": 154, "Total P&L %": 119.0099035559673, "Sharpe Ratio": 0.44660591673347505, "Sortino Ratio": 0.6526078594238117, "Calmar Ratio": 0.1560127764371076, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.92464821689286, "% In Market": 30.469787516600267, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.19251206921905908, "Sub1_Sortino": -0.2805284101876279, "Sub1_Trades": 53, "Sub2_Calmar": 0.39018168289079946, "Sub2_Sortino": 1.204793812692455, "Sub2_Trades": 101, "WFO_Score": 4.733286164756711, "WFO_Min_Fold": 2.9540280999478568, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[8.017269, 4.094049, 2.954028, 3.867798]", "OOS_Total Trades": 2, "OOS_Total P&L %": -4.38981058841561, "OOS_Sortino Ratio": -3.1742449054488073, "OOS_Calmar Ratio": -2.0541994617567205, "OOS_Max Drawdown %": -4.38981058841561, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b31262816a8c25d638edee30e577038a0e24fb278ef5e3dd9a0229b53b561686", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -70.0, "i_long_exit_activation_threshold": -430.0, "i_long_exit_activation_confirmation_threshold": 510.05, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "77e9dfa0c4c88535482caf7d455a76caf0c864a0d2842ede8adc1cb17f86a9b0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 128.9972087317743, \"dd_pct\": -16.106132056196188, \"calmar\": 8.017269413382335, \"cagr_pct\": 129.12719990203843, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 26.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.0973019909068067, \"sortino\": 3.691255349252591}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -55.04474939516736, \"dd_pct\": -63.924648216892855, \"calmar\": -0.8614730294377094, \"cagr_pct\": -55.06936035514656, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 29.794520547945208, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6176488386021637, \"sortino\": -2.134632539473974}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 51.82026793335945, \"dd_pct\": -12.668067426696151, \"calmar\": 4.094049201016117, \"cagr_pct\": 51.86369132668367, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 38.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.607512696447448, \"sortino\": 2.5442119289263}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 38.32112937454251, \"dd_pct\": -18.31468241951231, \"calmar\": 2.9540280999478568, \"cagr_pct\": 54.10208650886036, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 36.77007299270073, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4490945840721345, \"sortino\": 2.3088987856274827}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.40302924327088, \"dd_pct\": -16.924371204166565, \"calmar\": 3.867797944680534, \"cagr_pct\": 65.46004815848586, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 50.479452054794514, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.689503478953046, \"sortino\": 2.7229314758001606}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -11.747011934475637, \"dd_pct\": -26.01843180818887, \"calmar\": -1.0025996383735862, \"cagr_pct\": -26.08607032193797, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 28.642384105960268, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0574635773870593, \"sortino\": -1.3304868583828346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.0099035559673, \"dd_pct\": -63.92464821689286, \"calmar\": 0.1560127764371076, \"cagr_pct\": 9.973061851082855, \"entries\": 154, \"exits\": 154, \"exposure_pct\": 30.469787516600267, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44660591673347505, \"sortino\": 0.6526078594238117}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -30.599598220871684, \"dd_pct\": -57.9933688066155, \"calmar\": -0.19251206921905908, \"cagr_pct\": -11.164423429945584, \"entries\": 53, \"exits\": 52, \"exposure_pct\": 21.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2076297099063821, \"sortino\": -0.2805284101876279}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.5744029450746, \"dd_pct\": -63.92464821689294, \"calmar\": 0.39018168289079946, \"cagr_pct\": 24.94222681946963, \"entries\": 101, \"exits\": 102, \"exposure_pct\": 35.86206896551724, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7915949715401176, \"sortino\": 1.204793812692455}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -4.38981058841561, \"dd_pct\": -4.38981058841561, \"calmar\": -2.0541994617567205, \"cagr_pct\": -9.0175465479373, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.1527377521613833, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1560282691870616, \"sortino\": -3.1742449054488073}]", "Additional_Threshold_Budget": 0, "Total Trades": 154, "Total P&L %": 119.0099035559673, "Sharpe Ratio": 0.44660591673347505, "Sortino Ratio": 0.6526078594238117, "Calmar Ratio": 0.1560127764371076, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.92464821689286, "% In Market": 30.469787516600267, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.19251206921905908, "Sub1_Sortino": -0.2805284101876279, "Sub1_Trades": 53, "Sub2_Calmar": 0.39018168289079946, "Sub2_Sortino": 1.204793812692455, "Sub2_Trades": 101, "WFO_Score": 4.733286164756711, "WFO_Min_Fold": 2.9540280999478568, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[8.017269, 4.094049, 2.954028, 3.867798]", "OOS_Total Trades": 2, "OOS_Total P&L %": -4.38981058841561, "OOS_Sortino Ratio": -3.1742449054488073, "OOS_Calmar Ratio": -2.0541994617567205, "OOS_Max Drawdown %": -4.38981058841561, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b31262816a8c25d638edee30e577038a0e24fb278ef5e3dd9a0229b53b561686", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -70.0, "i_long_exit_activation_threshold": -430.0, "i_long_exit_activation_confirmation_threshold": 511.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "f9f1d3b1b21d01fb894fcd90801f5e71108885204799a2c1e7b47faf2360fc3b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 128.9972087317743, \"dd_pct\": -16.106132056196188, \"calmar\": 8.017269413382335, \"cagr_pct\": 129.12719990203843, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 26.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.0973019909068067, \"sortino\": 3.691255349252591}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -55.04474939516736, \"dd_pct\": -63.924648216892855, \"calmar\": -0.8614730294377094, \"cagr_pct\": -55.06936035514656, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 29.794520547945208, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6176488386021637, \"sortino\": -2.134632539473974}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 51.82026793335945, \"dd_pct\": -12.668067426696151, \"calmar\": 4.094049201016117, \"cagr_pct\": 51.86369132668367, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 38.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.607512696447448, \"sortino\": 2.5442119289263}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 38.32112937454251, \"dd_pct\": -18.31468241951231, \"calmar\": 2.9540280999478568, \"cagr_pct\": 54.10208650886036, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 36.77007299270073, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4490945840721345, \"sortino\": 2.3088987856274827}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 65.40302924327088, \"dd_pct\": -16.924371204166565, \"calmar\": 3.867797944680534, \"cagr_pct\": 65.46004815848586, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 50.479452054794514, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.689503478953046, \"sortino\": 2.7229314758001606}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -11.747011934475637, \"dd_pct\": -26.01843180818887, \"calmar\": -1.0025996383735862, \"cagr_pct\": -26.08607032193797, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 28.642384105960268, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0574635773870593, \"sortino\": -1.3304868583828346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.0099035559673, \"dd_pct\": -63.92464821689286, \"calmar\": 0.1560127764371076, \"cagr_pct\": 9.973061851082855, \"entries\": 154, \"exits\": 154, \"exposure_pct\": 30.469787516600267, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44660591673347505, \"sortino\": 0.6526078594238117}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -30.599598220871684, \"dd_pct\": -57.9933688066155, \"calmar\": -0.19251206921905908, \"cagr_pct\": -11.164423429945584, \"entries\": 53, \"exits\": 52, \"exposure_pct\": 21.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2076297099063821, \"sortino\": -0.2805284101876279}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.5744029450746, \"dd_pct\": -63.92464821689294, \"calmar\": 0.39018168289079946, \"cagr_pct\": 24.94222681946963, \"entries\": 101, \"exits\": 102, \"exposure_pct\": 35.86206896551724, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7915949715401176, \"sortino\": 1.204793812692455}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -4.38981058841561, \"dd_pct\": -4.38981058841561, \"calmar\": -2.0541994617567205, \"cagr_pct\": -9.0175465479373, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.1527377521613833, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.1560282691870616, \"sortino\": -3.1742449054488073}]", "Additional_Threshold_Budget": 0, "Total Trades": 154, "Total P&L %": 119.0099035559673, "Sharpe Ratio": 0.44660591673347505, "Sortino Ratio": 0.6526078594238117, "Calmar Ratio": 0.1560127764371076, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.92464821689286, "% In Market": 30.469787516600267, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.19251206921905908, "Sub1_Sortino": -0.2805284101876279, "Sub1_Trades": 53, "Sub2_Calmar": 0.39018168289079946, "Sub2_Sortino": 1.204793812692455, "Sub2_Trades": 101, "WFO_Score": 4.733286164756711, "WFO_Min_Fold": 2.9540280999478568, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[8.017269, 4.094049, 2.954028, 3.867798]", "OOS_Total Trades": 2, "OOS_Total P&L %": -4.38981058841561, "OOS_Sortino Ratio": -3.1742449054488073, "OOS_Calmar Ratio": -2.0541994617567205, "OOS_Max Drawdown %": -4.38981058841561, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b31262816a8c25d638edee30e577038a0e24fb278ef5e3dd9a0229b53b561686", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": -160.0, "i_long_exit_activation_confirmation_threshold": 210.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "45edce511b533dbf9c7b41d161f2cdce0df140732baa7c189d7d31b94937e2cf", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.7171491697361319, \"dd_pct\": -1.7171491697361319, \"calmar\": -1.000679012879445, \"cagr_pct\": -1.7183151361383109, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0003424071321025, \"sortino\": -1.0003424071321025}, {\"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\": -0.09305841978050067, \"dd_pct\": -4.167418264464162, \"calmar\": -0.02234528017781178, \"cagr_pct\": -0.09312212873758183, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.5342465753424657, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.012225511054658468, \"sortino\": 0.017094162852874857}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 10.134552574018407, \"dd_pct\": -8.172850978469615, \"calmar\": 1.6802834091539987, \"cagr_pct\": 13.732705904610517, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 5.656934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9456302505291305, \"sortino\": 1.6002210495050644}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.558993646633645, \"dd_pct\": -2.558993646633645, \"calmar\": -1.0006760861024369, \"cagr_pct\": -2.5607237466743578, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3513887698994138, \"sortino\": -1.4246912005777592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.7509171606329383, \"dd_pct\": -19.559940542737785, \"calmar\": 0.022879929572594205, \"cagr_pct\": 0.44753006206197066, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 0.9379150066401063, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0969248294062813, \"sortino\": 0.15710593991017652}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.5415073650164035, \"dd_pct\": -14.988993890522451, \"calmar\": -0.033505464298939365, \"cagr_pct\": -0.5022131996759203, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.1774622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.014391523411076636, \"sortino\": -0.023705989003442753}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 5.375284938872671, \"dd_pct\": -8.172850978469615, \"calmar\": 0.12476496895631353, \"cagr_pct\": 1.0196854986133381, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 1.3925729442970822, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19310671708267044, \"sortino\": 0.30733074215185974}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 3.7509171606329383, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.559940542737785, "% In Market": 0.9379150066401063, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dfc17d0d16446448366903fe36bedaaf8f5a1e538d4dc367d988669b625ba0ca", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 194.0, "i_long_exit_activation_threshold": -160.0, "i_long_exit_activation_confirmation_threshold": 210.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "d4f040b3296c8e245035bf5e53161682823de2416f2d69e79d48b7ab228f2583", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.7171491697361319, \"dd_pct\": -1.7171491697361319, \"calmar\": -1.000679012879445, \"cagr_pct\": -1.7183151361383109, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0003424071321025, \"sortino\": -1.0003424071321025}, {\"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\": -0.09305841978050067, \"dd_pct\": -4.167418264464162, \"calmar\": -0.02234528017781178, \"cagr_pct\": -0.09312212873758183, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.5342465753424657, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.012225511054658468, \"sortino\": 0.017094162852874857}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 10.134552574018407, \"dd_pct\": -8.172850978469615, \"calmar\": 1.6802834091539987, \"cagr_pct\": 13.732705904610517, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 5.656934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9456302505291305, \"sortino\": 1.6002210495050644}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.558993646633645, \"dd_pct\": -2.558993646633645, \"calmar\": -1.0006760861024369, \"cagr_pct\": -2.5607237466743578, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3513887698994138, \"sortino\": -1.4246912005777592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.7509171606329383, \"dd_pct\": -19.559940542737785, \"calmar\": 0.022879929572594205, \"cagr_pct\": 0.44753006206197066, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 0.9379150066401063, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0969248294062813, \"sortino\": 0.15710593991017652}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.5415073650164035, \"dd_pct\": -14.988993890522451, \"calmar\": -0.033505464298939365, \"cagr_pct\": -0.5022131996759203, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.1774622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.014391523411076636, \"sortino\": -0.023705989003442753}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 5.375284938872671, \"dd_pct\": -8.172850978469615, \"calmar\": 0.12476496895631353, \"cagr_pct\": 1.0196854986133381, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 1.3925729442970822, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19310671708267044, \"sortino\": 0.30733074215185974}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 3.7509171606329383, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.559940542737785, "% In Market": 0.9379150066401063, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dfc17d0d16446448366903fe36bedaaf8f5a1e538d4dc367d988669b625ba0ca", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 194.95, "i_long_exit_activation_threshold": -160.0, "i_long_exit_activation_confirmation_threshold": 210.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "c11abc052b343fda3cf792475cc3b9f149644f77b26b7a73c2f9997c7a35c5b9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.7171491697361319, \"dd_pct\": -1.7171491697361319, \"calmar\": -1.000679012879445, \"cagr_pct\": -1.7183151361383109, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0003424071321025, \"sortino\": -1.0003424071321025}, {\"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\": -0.09305841978050067, \"dd_pct\": -4.167418264464162, \"calmar\": -0.02234528017781178, \"cagr_pct\": -0.09312212873758183, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.5342465753424657, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.012225511054658468, \"sortino\": 0.017094162852874857}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 10.134552574018407, \"dd_pct\": -8.172850978469615, \"calmar\": 1.6802834091539987, \"cagr_pct\": 13.732705904610517, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 5.656934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9456302505291305, \"sortino\": 1.6002210495050644}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.558993646633645, \"dd_pct\": -2.558993646633645, \"calmar\": -1.0006760861024369, \"cagr_pct\": -2.5607237466743578, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3513887698994138, \"sortino\": -1.4246912005777592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.7509171606329383, \"dd_pct\": -19.559940542737785, \"calmar\": 0.022879929572594205, \"cagr_pct\": 0.44753006206197066, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 0.9379150066401063, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0969248294062813, \"sortino\": 0.15710593991017652}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.5415073650164035, \"dd_pct\": -14.988993890522451, \"calmar\": -0.033505464298939365, \"cagr_pct\": -0.5022131996759203, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.1774622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.014391523411076636, \"sortino\": -0.023705989003442753}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 5.375284938872671, \"dd_pct\": -8.172850978469615, \"calmar\": 0.12476496895631353, \"cagr_pct\": 1.0196854986133381, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 1.3925729442970822, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19310671708267044, \"sortino\": 0.30733074215185974}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 3.7509171606329383, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.559940542737785, "% In Market": 0.9379150066401063, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dfc17d0d16446448366903fe36bedaaf8f5a1e538d4dc367d988669b625ba0ca", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 195.05, "i_long_exit_activation_threshold": -160.0, "i_long_exit_activation_confirmation_threshold": 210.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "c0253d9a0eda9f91c64a5ca8332df1c7ac30ecdfe06cd68144d93e4a058e4488", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.7171491697361319, \"dd_pct\": -1.7171491697361319, \"calmar\": -1.000679012879445, \"cagr_pct\": -1.7183151361383109, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0003424071321025, \"sortino\": -1.0003424071321025}, {\"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\": -0.09305841978050067, \"dd_pct\": -4.167418264464162, \"calmar\": -0.02234528017781178, \"cagr_pct\": -0.09312212873758183, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.5342465753424657, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.012225511054658468, \"sortino\": 0.017094162852874857}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 10.134552574018407, \"dd_pct\": -8.172850978469615, \"calmar\": 1.6802834091539987, \"cagr_pct\": 13.732705904610517, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 5.656934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9456302505291305, \"sortino\": 1.6002210495050644}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.558993646633645, \"dd_pct\": -2.558993646633645, \"calmar\": -1.0006760861024369, \"cagr_pct\": -2.5607237466743578, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3513887698994138, \"sortino\": -1.4246912005777592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.7509171606329383, \"dd_pct\": -19.559940542737785, \"calmar\": 0.022879929572594205, \"cagr_pct\": 0.44753006206197066, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 0.9379150066401063, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0969248294062813, \"sortino\": 0.15710593991017652}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.5415073650164035, \"dd_pct\": -14.988993890522451, \"calmar\": -0.033505464298939365, \"cagr_pct\": -0.5022131996759203, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.1774622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.014391523411076636, \"sortino\": -0.023705989003442753}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 5.375284938872671, \"dd_pct\": -8.172850978469615, \"calmar\": 0.12476496895631353, \"cagr_pct\": 1.0196854986133381, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 1.3925729442970822, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19310671708267044, \"sortino\": 0.30733074215185974}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 3.7509171606329383, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.559940542737785, "% In Market": 0.9379150066401063, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dfc17d0d16446448366903fe36bedaaf8f5a1e538d4dc367d988669b625ba0ca", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 196.0, "i_long_exit_activation_threshold": -160.0, "i_long_exit_activation_confirmation_threshold": 210.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "2b2b56aba509a51c7671831b1b06e7e29c114f8d37802952773625555ebc5150", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.7171491697361319, \"dd_pct\": -1.7171491697361319, \"calmar\": -1.000679012879445, \"cagr_pct\": -1.7183151361383109, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0003424071321025, \"sortino\": -1.0003424071321025}, {\"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\": -0.09305841978050067, \"dd_pct\": -4.167418264464162, \"calmar\": -0.02234528017781178, \"cagr_pct\": -0.09312212873758183, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.5342465753424657, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.012225511054658468, \"sortino\": 0.017094162852874857}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 10.134552574018407, \"dd_pct\": -8.172850978469615, \"calmar\": 1.6802834091539987, \"cagr_pct\": 13.732705904610517, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 5.656934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9456302505291305, \"sortino\": 1.6002210495050644}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.558993646633645, \"dd_pct\": -2.558993646633645, \"calmar\": -1.0006760861024369, \"cagr_pct\": -2.5607237466743578, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3513887698994138, \"sortino\": -1.4246912005777592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.7509171606329383, \"dd_pct\": -19.559940542737785, \"calmar\": 0.022879929572594205, \"cagr_pct\": 0.44753006206197066, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 0.9379150066401063, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0969248294062813, \"sortino\": 0.15710593991017652}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.5415073650164035, \"dd_pct\": -14.988993890522451, \"calmar\": -0.033505464298939365, \"cagr_pct\": -0.5022131996759203, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.1774622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.014391523411076636, \"sortino\": -0.023705989003442753}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 5.375284938872671, \"dd_pct\": -8.172850978469615, \"calmar\": 0.12476496895631353, \"cagr_pct\": 1.0196854986133381, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 1.3925729442970822, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19310671708267044, \"sortino\": 0.30733074215185974}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 3.7509171606329383, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.559940542737785, "% In Market": 0.9379150066401063, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dfc17d0d16446448366903fe36bedaaf8f5a1e538d4dc367d988669b625ba0ca", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": -161.0, "i_long_exit_activation_confirmation_threshold": 210.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "36d5ae33bc07f95c3b61e03311b2436e7bbb7ac7c35493cdce1e06108f40bd29", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.7171491697361319, \"dd_pct\": -1.7171491697361319, \"calmar\": -1.000679012879445, \"cagr_pct\": -1.7183151361383109, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0003424071321025, \"sortino\": -1.0003424071321025}, {\"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\": -0.09305841978050067, \"dd_pct\": -4.167418264464162, \"calmar\": -0.02234528017781178, \"cagr_pct\": -0.09312212873758183, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.5342465753424657, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.012225511054658468, \"sortino\": 0.017094162852874857}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 10.134552574018407, \"dd_pct\": -8.172850978469615, \"calmar\": 1.6802834091539987, \"cagr_pct\": 13.732705904610517, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 5.656934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9456302505291305, \"sortino\": 1.6002210495050644}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.558993646633645, \"dd_pct\": -2.558993646633645, \"calmar\": -1.0006760861024369, \"cagr_pct\": -2.5607237466743578, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3513887698994138, \"sortino\": -1.4246912005777592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.7509171606329383, \"dd_pct\": -19.559940542737785, \"calmar\": 0.022879929572594205, \"cagr_pct\": 0.44753006206197066, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 0.9379150066401063, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0969248294062813, \"sortino\": 0.15710593991017652}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.5415073650164035, \"dd_pct\": -14.988993890522451, \"calmar\": -0.033505464298939365, \"cagr_pct\": -0.5022131996759203, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.1774622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.014391523411076636, \"sortino\": -0.023705989003442753}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 5.375284938872671, \"dd_pct\": -8.172850978469615, \"calmar\": 0.12476496895631353, \"cagr_pct\": 1.0196854986133381, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 1.3925729442970822, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19310671708267044, \"sortino\": 0.30733074215185974}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 3.7509171606329383, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.559940542737785, "% In Market": 0.9379150066401063, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dfc17d0d16446448366903fe36bedaaf8f5a1e538d4dc367d988669b625ba0ca", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": -160.05, "i_long_exit_activation_confirmation_threshold": 210.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "8e6bec8039402f92ade37b1d2ce29bd9e511b0e1ced488f0dcb7a42a469c1dfb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.7171491697361319, \"dd_pct\": -1.7171491697361319, \"calmar\": -1.000679012879445, \"cagr_pct\": -1.7183151361383109, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0003424071321025, \"sortino\": -1.0003424071321025}, {\"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\": -0.09305841978050067, \"dd_pct\": -4.167418264464162, \"calmar\": -0.02234528017781178, \"cagr_pct\": -0.09312212873758183, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.5342465753424657, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.012225511054658468, \"sortino\": 0.017094162852874857}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 10.134552574018407, \"dd_pct\": -8.172850978469615, \"calmar\": 1.6802834091539987, \"cagr_pct\": 13.732705904610517, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 5.656934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9456302505291305, \"sortino\": 1.6002210495050644}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.558993646633645, \"dd_pct\": -2.558993646633645, \"calmar\": -1.0006760861024369, \"cagr_pct\": -2.5607237466743578, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3513887698994138, \"sortino\": -1.4246912005777592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.7509171606329383, \"dd_pct\": -19.559940542737785, \"calmar\": 0.022879929572594205, \"cagr_pct\": 0.44753006206197066, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 0.9379150066401063, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0969248294062813, \"sortino\": 0.15710593991017652}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.5415073650164035, \"dd_pct\": -14.988993890522451, \"calmar\": -0.033505464298939365, \"cagr_pct\": -0.5022131996759203, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.1774622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.014391523411076636, \"sortino\": -0.023705989003442753}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 5.375284938872671, \"dd_pct\": -8.172850978469615, \"calmar\": 0.12476496895631353, \"cagr_pct\": 1.0196854986133381, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 1.3925729442970822, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19310671708267044, \"sortino\": 0.30733074215185974}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 3.7509171606329383, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.559940542737785, "% In Market": 0.9379150066401063, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dfc17d0d16446448366903fe36bedaaf8f5a1e538d4dc367d988669b625ba0ca", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": -159.95, "i_long_exit_activation_confirmation_threshold": 210.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "766c46ac130dfdd58922de2a999736987d6ab4afa8357a396345bb16b5d7b6da", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.7171491697361319, \"dd_pct\": -1.7171491697361319, \"calmar\": -1.000679012879445, \"cagr_pct\": -1.7183151361383109, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0003424071321025, \"sortino\": -1.0003424071321025}, {\"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\": -0.09305841978050067, \"dd_pct\": -4.167418264464162, \"calmar\": -0.02234528017781178, \"cagr_pct\": -0.09312212873758183, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.5342465753424657, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.012225511054658468, \"sortino\": 0.017094162852874857}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 10.134552574018407, \"dd_pct\": -8.172850978469615, \"calmar\": 1.6802834091539987, \"cagr_pct\": 13.732705904610517, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 5.656934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9456302505291305, \"sortino\": 1.6002210495050644}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.558993646633645, \"dd_pct\": -2.558993646633645, \"calmar\": -1.0006760861024369, \"cagr_pct\": -2.5607237466743578, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3513887698994138, \"sortino\": -1.4246912005777592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.7509171606329383, \"dd_pct\": -19.559940542737785, \"calmar\": 0.022879929572594205, \"cagr_pct\": 0.44753006206197066, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 0.9379150066401063, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0969248294062813, \"sortino\": 0.15710593991017652}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.5415073650164035, \"dd_pct\": -14.988993890522451, \"calmar\": -0.033505464298939365, \"cagr_pct\": -0.5022131996759203, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.1774622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.014391523411076636, \"sortino\": -0.023705989003442753}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 5.375284938872671, \"dd_pct\": -8.172850978469615, \"calmar\": 0.12476496895631353, \"cagr_pct\": 1.0196854986133381, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 1.3925729442970822, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19310671708267044, \"sortino\": 0.30733074215185974}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 3.7509171606329383, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.559940542737785, "% In Market": 0.9379150066401063, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dfc17d0d16446448366903fe36bedaaf8f5a1e538d4dc367d988669b625ba0ca", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": -159.0, "i_long_exit_activation_confirmation_threshold": 210.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "1d99c28c2a48cb77b113cdc2270cc4eb667c4ae6d7676effd16cab68a2bb8241", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.7171491697361319, \"dd_pct\": -1.7171491697361319, \"calmar\": -1.000679012879445, \"cagr_pct\": -1.7183151361383109, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0003424071321025, \"sortino\": -1.0003424071321025}, {\"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\": -0.09305841978050067, \"dd_pct\": -4.167418264464162, \"calmar\": -0.02234528017781178, \"cagr_pct\": -0.09312212873758183, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.5342465753424657, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.012225511054658468, \"sortino\": 0.017094162852874857}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 10.134552574018407, \"dd_pct\": -8.172850978469615, \"calmar\": 1.6802834091539987, \"cagr_pct\": 13.732705904610517, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 5.656934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9456302505291305, \"sortino\": 1.6002210495050644}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.558993646633645, \"dd_pct\": -2.558993646633645, \"calmar\": -1.0006760861024369, \"cagr_pct\": -2.5607237466743578, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3513887698994138, \"sortino\": -1.4246912005777592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.7509171606329383, \"dd_pct\": -19.559940542737785, \"calmar\": 0.022879929572594205, \"cagr_pct\": 0.44753006206197066, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 0.9379150066401063, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0969248294062813, \"sortino\": 0.15710593991017652}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.5415073650164035, \"dd_pct\": -14.988993890522451, \"calmar\": -0.033505464298939365, \"cagr_pct\": -0.5022131996759203, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.1774622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.014391523411076636, \"sortino\": -0.023705989003442753}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 5.375284938872671, \"dd_pct\": -8.172850978469615, \"calmar\": 0.12476496895631353, \"cagr_pct\": 1.0196854986133381, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 1.3925729442970822, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19310671708267044, \"sortino\": 0.30733074215185974}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 3.7509171606329383, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.559940542737785, "% In Market": 0.9379150066401063, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dfc17d0d16446448366903fe36bedaaf8f5a1e538d4dc367d988669b625ba0ca", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": -160.0, "i_long_exit_activation_confirmation_threshold": 209.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "121095eb35fe5438f2156d8f956ab33146840019ae5f5e03646d7d43bafb7ccf", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.7171491697361319, \"dd_pct\": -1.7171491697361319, \"calmar\": -1.000679012879445, \"cagr_pct\": -1.7183151361383109, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0003424071321025, \"sortino\": -1.0003424071321025}, {\"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\": -0.09305841978050067, \"dd_pct\": -4.167418264464162, \"calmar\": -0.02234528017781178, \"cagr_pct\": -0.09312212873758183, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.5342465753424657, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.012225511054658468, \"sortino\": 0.017094162852874857}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 10.134552574018407, \"dd_pct\": -8.172850978469615, \"calmar\": 1.6802834091539987, \"cagr_pct\": 13.732705904610517, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 5.656934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9456302505291305, \"sortino\": 1.6002210495050644}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.558993646633645, \"dd_pct\": -2.558993646633645, \"calmar\": -1.0006760861024369, \"cagr_pct\": -2.5607237466743578, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3513887698994138, \"sortino\": -1.4246912005777592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.7509171606329383, \"dd_pct\": -19.559940542737785, \"calmar\": 0.022879929572594205, \"cagr_pct\": 0.44753006206197066, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 0.9379150066401063, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0969248294062813, \"sortino\": 0.15710593991017652}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.5415073650164035, \"dd_pct\": -14.988993890522451, \"calmar\": -0.033505464298939365, \"cagr_pct\": -0.5022131996759203, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.1774622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.014391523411076636, \"sortino\": -0.023705989003442753}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 5.375284938872671, \"dd_pct\": -8.172850978469615, \"calmar\": 0.12476496895631353, \"cagr_pct\": 1.0196854986133381, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 1.3925729442970822, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19310671708267044, \"sortino\": 0.30733074215185974}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 3.7509171606329383, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.559940542737785, "% In Market": 0.9379150066401063, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dfc17d0d16446448366903fe36bedaaf8f5a1e538d4dc367d988669b625ba0ca", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": -160.0, "i_long_exit_activation_confirmation_threshold": 209.95, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "11916eb8cbe278d0dca1425e487301d6c6d384b62d1e4cd92707073f3cf67fb4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.7171491697361319, \"dd_pct\": -1.7171491697361319, \"calmar\": -1.000679012879445, \"cagr_pct\": -1.7183151361383109, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0003424071321025, \"sortino\": -1.0003424071321025}, {\"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\": -0.09305841978050067, \"dd_pct\": -4.167418264464162, \"calmar\": -0.02234528017781178, \"cagr_pct\": -0.09312212873758183, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.5342465753424657, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.012225511054658468, \"sortino\": 0.017094162852874857}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 10.134552574018407, \"dd_pct\": -8.172850978469615, \"calmar\": 1.6802834091539987, \"cagr_pct\": 13.732705904610517, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 5.656934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9456302505291305, \"sortino\": 1.6002210495050644}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.558993646633645, \"dd_pct\": -2.558993646633645, \"calmar\": -1.0006760861024369, \"cagr_pct\": -2.5607237466743578, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3513887698994138, \"sortino\": -1.4246912005777592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.7509171606329383, \"dd_pct\": -19.559940542737785, \"calmar\": 0.022879929572594205, \"cagr_pct\": 0.44753006206197066, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 0.9379150066401063, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0969248294062813, \"sortino\": 0.15710593991017652}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.5415073650164035, \"dd_pct\": -14.988993890522451, \"calmar\": -0.033505464298939365, \"cagr_pct\": -0.5022131996759203, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.1774622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.014391523411076636, \"sortino\": -0.023705989003442753}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 5.375284938872671, \"dd_pct\": -8.172850978469615, \"calmar\": 0.12476496895631353, \"cagr_pct\": 1.0196854986133381, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 1.3925729442970822, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19310671708267044, \"sortino\": 0.30733074215185974}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 3.7509171606329383, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.559940542737785, "% In Market": 0.9379150066401063, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dfc17d0d16446448366903fe36bedaaf8f5a1e538d4dc367d988669b625ba0ca", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": -160.0, "i_long_exit_activation_confirmation_threshold": 210.05, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "7c53ef6442dec15b9ac84303f97c5ccf80085ab6e542c82da9df0f7a818a64ae", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.7171491697361319, \"dd_pct\": -1.7171491697361319, \"calmar\": -1.000679012879445, \"cagr_pct\": -1.7183151361383109, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0003424071321025, \"sortino\": -1.0003424071321025}, {\"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\": -0.09305841978050067, \"dd_pct\": -4.167418264464162, \"calmar\": -0.02234528017781178, \"cagr_pct\": -0.09312212873758183, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.5342465753424657, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.012225511054658468, \"sortino\": 0.017094162852874857}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 10.134552574018407, \"dd_pct\": -8.172850978469615, \"calmar\": 1.6802834091539987, \"cagr_pct\": 13.732705904610517, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 5.656934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9456302505291305, \"sortino\": 1.6002210495050644}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.558993646633645, \"dd_pct\": -2.558993646633645, \"calmar\": -1.0006760861024369, \"cagr_pct\": -2.5607237466743578, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3513887698994138, \"sortino\": -1.4246912005777592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.7509171606329383, \"dd_pct\": -19.559940542737785, \"calmar\": 0.022879929572594205, \"cagr_pct\": 0.44753006206197066, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 0.9379150066401063, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0969248294062813, \"sortino\": 0.15710593991017652}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.5415073650164035, \"dd_pct\": -14.988993890522451, \"calmar\": -0.033505464298939365, \"cagr_pct\": -0.5022131996759203, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.1774622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.014391523411076636, \"sortino\": -0.023705989003442753}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 5.375284938872671, \"dd_pct\": -8.172850978469615, \"calmar\": 0.12476496895631353, \"cagr_pct\": 1.0196854986133381, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 1.3925729442970822, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19310671708267044, \"sortino\": 0.30733074215185974}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 3.7509171606329383, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.559940542737785, "% In Market": 0.9379150066401063, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dfc17d0d16446448366903fe36bedaaf8f5a1e538d4dc367d988669b625ba0ca", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": -160.0, "i_long_exit_activation_confirmation_threshold": 211.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "b24f6e953af218103b1f4175ccb8563f4f7a06483460716366aa6abb7e21e6a5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.7171491697361319, \"dd_pct\": -1.7171491697361319, \"calmar\": -1.000679012879445, \"cagr_pct\": -1.7183151361383109, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0003424071321025, \"sortino\": -1.0003424071321025}, {\"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\": -0.09305841978050067, \"dd_pct\": -4.167418264464162, \"calmar\": -0.02234528017781178, \"cagr_pct\": -0.09312212873758183, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.5342465753424657, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.012225511054658468, \"sortino\": 0.017094162852874857}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 10.134552574018407, \"dd_pct\": -8.172850978469615, \"calmar\": 1.6802834091539987, \"cagr_pct\": 13.732705904610517, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 5.656934306569343, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9456302505291305, \"sortino\": 1.6002210495050644}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.558993646633645, \"dd_pct\": -2.558993646633645, \"calmar\": -1.0006760861024369, \"cagr_pct\": -2.5607237466743578, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3513887698994138, \"sortino\": -1.4246912005777592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.7509171606329383, \"dd_pct\": -19.559940542737785, \"calmar\": 0.022879929572594205, \"cagr_pct\": 0.44753006206197066, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 0.9379150066401063, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0969248294062813, \"sortino\": 0.15710593991017652}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.5415073650164035, \"dd_pct\": -14.988993890522451, \"calmar\": -0.033505464298939365, \"cagr_pct\": -0.5022131996759203, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.1774622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.014391523411076636, \"sortino\": -0.023705989003442753}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 5.375284938872671, \"dd_pct\": -8.172850978469615, \"calmar\": 0.12476496895631353, \"cagr_pct\": 1.0196854986133381, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 1.3925729442970822, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19310671708267044, \"sortino\": 0.30733074215185974}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 3.7509171606329383, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.559940542737785, "% In Market": 0.9379150066401063, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dfc17d0d16446448366903fe36bedaaf8f5a1e538d4dc367d988669b625ba0ca", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 165.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": -470.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "c5ae94ba5624b21e978a57d8845e1d5f254e542553c114218812b398169350bb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.03622830722575, \"dd_pct\": -50.85440693259682, \"calmar\": -0.9647099410338522, \"cagr_pct\": -49.059751913257, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 44.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2429163786146569, \"sortino\": -1.6518210426271345}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 68.96607016388162, \"dd_pct\": -21.049668885938633, \"calmar\": 3.279233755935338, \"cagr_pct\": 69.02678476203177, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5368076056983426, \"sortino\": 2.3485708262506737}, {\"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\": 241.6693189846419, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19610592887658668, \"cagr_pct\": 16.066716231786764, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 67.99468791500664, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.547235608048316, \"sortino\": 0.7747133932526307}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.180300471739166, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19266238062350782, \"cagr_pct\": 15.784590581993175, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 36.49068322981366, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5454875992699483, \"sortino\": 0.7556279141659736}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.37413528234875, \"dd_pct\": -72.91129737045895, \"calmar\": 0.22267771652301618, \"cagr_pct\": 16.235721207184394, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.83023872679045, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5485529690639274, \"sortino\": 0.7859224928288332}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 241.6693189846419, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.9287633159621, "% In Market": 67.99468791500664, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7321eb3dac44fe68d9eefcc880ceedea37a43d090c8308013195c846ef422e6", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 164.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": -470.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "c860a3a3fd8ed77873bd961c1e6c4a28fec1ee109e6d541a9fa4f821477404a3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.03622830722575, \"dd_pct\": -50.85440693259682, \"calmar\": -0.9647099410338522, \"cagr_pct\": -49.059751913257, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 44.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2429163786146569, \"sortino\": -1.6518210426271345}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 68.96607016388162, \"dd_pct\": -21.049668885938633, \"calmar\": 3.279233755935338, \"cagr_pct\": 69.02678476203177, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5368076056983426, \"sortino\": 2.3485708262506737}, {\"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\": 241.6693189846419, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19610592887658668, \"cagr_pct\": 16.066716231786764, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 67.99468791500664, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.547235608048316, \"sortino\": 0.7747133932526307}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.180300471739166, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19266238062350782, \"cagr_pct\": 15.784590581993175, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 36.49068322981366, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5454875992699483, \"sortino\": 0.7556279141659736}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.37413528234875, \"dd_pct\": -72.91129737045895, \"calmar\": 0.22267771652301618, \"cagr_pct\": 16.235721207184394, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.83023872679045, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5485529690639274, \"sortino\": 0.7859224928288332}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 241.6693189846419, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.9287633159621, "% In Market": 67.99468791500664, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7321eb3dac44fe68d9eefcc880ceedea37a43d090c8308013195c846ef422e6", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 164.95, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": -470.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "c1a5daa724fc705d93fbeb6c13a1e38d2cbe2e9e4ad3a8af2002d94015adcc27", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.03622830722575, \"dd_pct\": -50.85440693259682, \"calmar\": -0.9647099410338522, \"cagr_pct\": -49.059751913257, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 44.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2429163786146569, \"sortino\": -1.6518210426271345}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 68.96607016388162, \"dd_pct\": -21.049668885938633, \"calmar\": 3.279233755935338, \"cagr_pct\": 69.02678476203177, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5368076056983426, \"sortino\": 2.3485708262506737}, {\"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\": 241.6693189846419, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19610592887658668, \"cagr_pct\": 16.066716231786764, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 67.99468791500664, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.547235608048316, \"sortino\": 0.7747133932526307}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.180300471739166, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19266238062350782, \"cagr_pct\": 15.784590581993175, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 36.49068322981366, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5454875992699483, \"sortino\": 0.7556279141659736}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.37413528234875, \"dd_pct\": -72.91129737045895, \"calmar\": 0.22267771652301618, \"cagr_pct\": 16.235721207184394, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.83023872679045, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5485529690639274, \"sortino\": 0.7859224928288332}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 241.6693189846419, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.9287633159621, "% In Market": 67.99468791500664, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7321eb3dac44fe68d9eefcc880ceedea37a43d090c8308013195c846ef422e6", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 165.05, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": -470.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "cc26bec6c58678b8438daa60937945a0ddf77a98625fd8fb9fcbfb1302613a7a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.03622830722575, \"dd_pct\": -50.85440693259682, \"calmar\": -0.9647099410338522, \"cagr_pct\": -49.059751913257, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 44.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2429163786146569, \"sortino\": -1.6518210426271345}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 68.96607016388162, \"dd_pct\": -21.049668885938633, \"calmar\": 3.279233755935338, \"cagr_pct\": 69.02678476203177, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5368076056983426, \"sortino\": 2.3485708262506737}, {\"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\": 241.6693189846419, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19610592887658668, \"cagr_pct\": 16.066716231786764, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 67.99468791500664, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.547235608048316, \"sortino\": 0.7747133932526307}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.180300471739166, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19266238062350782, \"cagr_pct\": 15.784590581993175, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 36.49068322981366, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5454875992699483, \"sortino\": 0.7556279141659736}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.37413528234875, \"dd_pct\": -72.91129737045895, \"calmar\": 0.22267771652301618, \"cagr_pct\": 16.235721207184394, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.83023872679045, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5485529690639274, \"sortino\": 0.7859224928288332}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 241.6693189846419, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.9287633159621, "% In Market": 67.99468791500664, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7321eb3dac44fe68d9eefcc880ceedea37a43d090c8308013195c846ef422e6", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 166.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": -470.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "e2611e4e4ff4e131129b80d13ad92f2f27a972bd364355fba4c070c81bd62de0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.03622830722575, \"dd_pct\": -50.85440693259682, \"calmar\": -0.9647099410338522, \"cagr_pct\": -49.059751913257, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 44.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2429163786146569, \"sortino\": -1.6518210426271345}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 68.96607016388162, \"dd_pct\": -21.049668885938633, \"calmar\": 3.279233755935338, \"cagr_pct\": 69.02678476203177, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5368076056983426, \"sortino\": 2.3485708262506737}, {\"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\": 241.6693189846419, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19610592887658668, \"cagr_pct\": 16.066716231786764, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 67.99468791500664, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.547235608048316, \"sortino\": 0.7747133932526307}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.180300471739166, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19266238062350782, \"cagr_pct\": 15.784590581993175, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 36.49068322981366, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5454875992699483, \"sortino\": 0.7556279141659736}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.37413528234875, \"dd_pct\": -72.91129737045895, \"calmar\": 0.22267771652301618, \"cagr_pct\": 16.235721207184394, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.83023872679045, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5485529690639274, \"sortino\": 0.7859224928288332}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 241.6693189846419, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.9287633159621, "% In Market": 67.99468791500664, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7321eb3dac44fe68d9eefcc880ceedea37a43d090c8308013195c846ef422e6", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 165.0, "i_long_exit_activation_threshold": 629.0, "i_long_exit_activation_confirmation_threshold": -470.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "3f6df45bb98732d796ee540ea1e048bb12518ff5e575c7ec479e315eb764c7b0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.03622830722575, \"dd_pct\": -50.85440693259682, \"calmar\": -0.9647099410338522, \"cagr_pct\": -49.059751913257, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 44.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2429163786146569, \"sortino\": -1.6518210426271345}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 68.96607016388162, \"dd_pct\": -21.049668885938633, \"calmar\": 3.279233755935338, \"cagr_pct\": 69.02678476203177, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5368076056983426, \"sortino\": 2.3485708262506737}, {\"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\": 241.6693189846419, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19610592887658668, \"cagr_pct\": 16.066716231786764, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 67.99468791500664, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.547235608048316, \"sortino\": 0.7747133932526307}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.180300471739166, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19266238062350782, \"cagr_pct\": 15.784590581993175, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 36.49068322981366, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5454875992699483, \"sortino\": 0.7556279141659736}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.37413528234875, \"dd_pct\": -72.91129737045895, \"calmar\": 0.22267771652301618, \"cagr_pct\": 16.235721207184394, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.83023872679045, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5485529690639274, \"sortino\": 0.7859224928288332}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 241.6693189846419, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.9287633159621, "% In Market": 67.99468791500664, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7321eb3dac44fe68d9eefcc880ceedea37a43d090c8308013195c846ef422e6", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 165.0, "i_long_exit_activation_threshold": 629.95, "i_long_exit_activation_confirmation_threshold": -470.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "5da14e7573e1f92e8c46dae79a7be70870a98f58d2da2a55b9dcd3a373d82611", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.03622830722575, \"dd_pct\": -50.85440693259682, \"calmar\": -0.9647099410338522, \"cagr_pct\": -49.059751913257, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 44.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2429163786146569, \"sortino\": -1.6518210426271345}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 68.96607016388162, \"dd_pct\": -21.049668885938633, \"calmar\": 3.279233755935338, \"cagr_pct\": 69.02678476203177, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5368076056983426, \"sortino\": 2.3485708262506737}, {\"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\": 241.6693189846419, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19610592887658668, \"cagr_pct\": 16.066716231786764, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 67.99468791500664, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.547235608048316, \"sortino\": 0.7747133932526307}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.180300471739166, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19266238062350782, \"cagr_pct\": 15.784590581993175, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 36.49068322981366, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5454875992699483, \"sortino\": 0.7556279141659736}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.37413528234875, \"dd_pct\": -72.91129737045895, \"calmar\": 0.22267771652301618, \"cagr_pct\": 16.235721207184394, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.83023872679045, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5485529690639274, \"sortino\": 0.7859224928288332}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 241.6693189846419, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.9287633159621, "% In Market": 67.99468791500664, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7321eb3dac44fe68d9eefcc880ceedea37a43d090c8308013195c846ef422e6", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 165.0, "i_long_exit_activation_threshold": 630.05, "i_long_exit_activation_confirmation_threshold": -470.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "ac58c7ea3c867962f67b2f03cf39215715f4af3d74238d2a9e4dd47583adf6e7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.03622830722575, \"dd_pct\": -50.85440693259682, \"calmar\": -0.9647099410338522, \"cagr_pct\": -49.059751913257, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 44.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2429163786146569, \"sortino\": -1.6518210426271345}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 68.96607016388162, \"dd_pct\": -21.049668885938633, \"calmar\": 3.279233755935338, \"cagr_pct\": 69.02678476203177, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5368076056983426, \"sortino\": 2.3485708262506737}, {\"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\": 241.6693189846419, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19610592887658668, \"cagr_pct\": 16.066716231786764, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 67.99468791500664, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.547235608048316, \"sortino\": 0.7747133932526307}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.180300471739166, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19266238062350782, \"cagr_pct\": 15.784590581993175, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 36.49068322981366, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5454875992699483, \"sortino\": 0.7556279141659736}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.37413528234875, \"dd_pct\": -72.91129737045895, \"calmar\": 0.22267771652301618, \"cagr_pct\": 16.235721207184394, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.83023872679045, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5485529690639274, \"sortino\": 0.7859224928288332}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 241.6693189846419, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.9287633159621, "% In Market": 67.99468791500664, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7321eb3dac44fe68d9eefcc880ceedea37a43d090c8308013195c846ef422e6", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 165.0, "i_long_exit_activation_threshold": 631.0, "i_long_exit_activation_confirmation_threshold": -470.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "53cddc5da58bb649d282aff2cbb63432827ec5825fa3a89f0364e90a45b30dd4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.03622830722575, \"dd_pct\": -50.85440693259682, \"calmar\": -0.9647099410338522, \"cagr_pct\": -49.059751913257, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 44.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2429163786146569, \"sortino\": -1.6518210426271345}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 68.96607016388162, \"dd_pct\": -21.049668885938633, \"calmar\": 3.279233755935338, \"cagr_pct\": 69.02678476203177, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5368076056983426, \"sortino\": 2.3485708262506737}, {\"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\": 241.6693189846419, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19610592887658668, \"cagr_pct\": 16.066716231786764, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 67.99468791500664, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.547235608048316, \"sortino\": 0.7747133932526307}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.180300471739166, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19266238062350782, \"cagr_pct\": 15.784590581993175, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 36.49068322981366, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5454875992699483, \"sortino\": 0.7556279141659736}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.37413528234875, \"dd_pct\": -72.91129737045895, \"calmar\": 0.22267771652301618, \"cagr_pct\": 16.235721207184394, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.83023872679045, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5485529690639274, \"sortino\": 0.7859224928288332}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 241.6693189846419, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.9287633159621, "% In Market": 67.99468791500664, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7321eb3dac44fe68d9eefcc880ceedea37a43d090c8308013195c846ef422e6", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 165.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": -471.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "6729cdf6d41056fcaf3a5ccdd02484720181845fdf556eb634d28dd8342179c6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.03622830722575, \"dd_pct\": -50.85440693259682, \"calmar\": -0.9647099410338522, \"cagr_pct\": -49.059751913257, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 44.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2429163786146569, \"sortino\": -1.6518210426271345}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 68.96607016388162, \"dd_pct\": -21.049668885938633, \"calmar\": 3.279233755935338, \"cagr_pct\": 69.02678476203177, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5368076056983426, \"sortino\": 2.3485708262506737}, {\"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\": 241.6693189846419, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19610592887658668, \"cagr_pct\": 16.066716231786764, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 67.99468791500664, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.547235608048316, \"sortino\": 0.7747133932526307}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.180300471739166, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19266238062350782, \"cagr_pct\": 15.784590581993175, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 36.49068322981366, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5454875992699483, \"sortino\": 0.7556279141659736}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.37413528234875, \"dd_pct\": -72.91129737045895, \"calmar\": 0.22267771652301618, \"cagr_pct\": 16.235721207184394, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.83023872679045, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5485529690639274, \"sortino\": 0.7859224928288332}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 241.6693189846419, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.9287633159621, "% In Market": 67.99468791500664, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7321eb3dac44fe68d9eefcc880ceedea37a43d090c8308013195c846ef422e6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 165.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": -470.05, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "4c9ab5681d74da57c853c70ca6d9b6e50292186165a3880b29f917cbcfdf79b3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.03622830722575, \"dd_pct\": -50.85440693259682, \"calmar\": -0.9647099410338522, \"cagr_pct\": -49.059751913257, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 44.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2429163786146569, \"sortino\": -1.6518210426271345}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 68.96607016388162, \"dd_pct\": -21.049668885938633, \"calmar\": 3.279233755935338, \"cagr_pct\": 69.02678476203177, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5368076056983426, \"sortino\": 2.3485708262506737}, {\"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\": 241.6693189846419, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19610592887658668, \"cagr_pct\": 16.066716231786764, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 67.99468791500664, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.547235608048316, \"sortino\": 0.7747133932526307}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.180300471739166, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19266238062350782, \"cagr_pct\": 15.784590581993175, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 36.49068322981366, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5454875992699483, \"sortino\": 0.7556279141659736}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.37413528234875, \"dd_pct\": -72.91129737045895, \"calmar\": 0.22267771652301618, \"cagr_pct\": 16.235721207184394, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.83023872679045, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5485529690639274, \"sortino\": 0.7859224928288332}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 241.6693189846419, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.9287633159621, "% In Market": 67.99468791500664, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7321eb3dac44fe68d9eefcc880ceedea37a43d090c8308013195c846ef422e6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 165.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": -469.95, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "df746f7b2e8ed22ad962028f54369a8dbfa18a1812798e9361c72931bdb14487", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.03622830722575, \"dd_pct\": -50.85440693259682, \"calmar\": -0.9647099410338522, \"cagr_pct\": -49.059751913257, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 44.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2429163786146569, \"sortino\": -1.6518210426271345}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 68.96607016388162, \"dd_pct\": -21.049668885938633, \"calmar\": 3.279233755935338, \"cagr_pct\": 69.02678476203177, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5368076056983426, \"sortino\": 2.3485708262506737}, {\"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\": 241.6693189846419, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19610592887658668, \"cagr_pct\": 16.066716231786764, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 67.99468791500664, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.547235608048316, \"sortino\": 0.7747133932526307}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.180300471739166, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19266238062350782, \"cagr_pct\": 15.784590581993175, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 36.49068322981366, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5454875992699483, \"sortino\": 0.7556279141659736}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.37413528234875, \"dd_pct\": -72.91129737045895, \"calmar\": 0.22267771652301618, \"cagr_pct\": 16.235721207184394, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.83023872679045, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5485529690639274, \"sortino\": 0.7859224928288332}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 241.6693189846419, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.9287633159621, "% In Market": 67.99468791500664, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7321eb3dac44fe68d9eefcc880ceedea37a43d090c8308013195c846ef422e6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 165.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": -469.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "16013acd7c0f390899fc9bf00b2d11a4df78d442ee4c2bac81b632df78821fca", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.03622830722575, \"dd_pct\": -50.85440693259682, \"calmar\": -0.9647099410338522, \"cagr_pct\": -49.059751913257, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 44.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2429163786146569, \"sortino\": -1.6518210426271345}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 68.96607016388162, \"dd_pct\": -21.049668885938633, \"calmar\": 3.279233755935338, \"cagr_pct\": 69.02678476203177, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5368076056983426, \"sortino\": 2.3485708262506737}, {\"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\": 241.6693189846419, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19610592887658668, \"cagr_pct\": 16.066716231786764, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 67.99468791500664, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.547235608048316, \"sortino\": 0.7747133932526307}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.180300471739166, \"dd_pct\": -81.9287633159621, \"calmar\": 0.19266238062350782, \"cagr_pct\": 15.784590581993175, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 36.49068322981366, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5454875992699483, \"sortino\": 0.7556279141659736}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.37413528234875, \"dd_pct\": -72.91129737045895, \"calmar\": 0.22267771652301618, \"cagr_pct\": 16.235721207184394, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.83023872679045, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5485529690639274, \"sortino\": 0.7859224928288332}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 241.6693189846419, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.9287633159621, "% In Market": 67.99468791500664, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7321eb3dac44fe68d9eefcc880ceedea37a43d090c8308013195c846ef422e6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "924c13e3225e3ffe66e122e570bb011745f5088b6706b1092c99c7f3ad0b15ec", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 4.653345371528594, \"dd_pct\": -1.8113483205574044, \"calmar\": 2.5707952602784, \"cagr_pct\": 4.656605677202215, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.880246075464721, \"sortino\": 2.594782866405688}, {\"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\": 7.429251532042547, \"dd_pct\": -3.7200626379719326, \"calmar\": 1.9984944929092103, \"cagr_pct\": 7.4345246952642166, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.188872591631586, \"sortino\": 2.259618326745017}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.0789578381095288, \"dd_pct\": -1.6671886005554803, \"calmar\": -0.8611455377464962, \"cagr_pct\": -1.4356920239501774, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.957695420411588, \"sortino\": -1.0381791200488277}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.5315862059945404, \"dd_pct\": -4.587175409616884, \"calmar\": -0.5522566267741446, \"cagr_pct\": -2.533298018136325, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.1232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7524429740331346, \"sortino\": -0.8916465712525596}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 24.234873405951916, \"dd_pct\": -12.133230515681104, \"calmar\": 0.219762077586869, \"cagr_pct\": 2.6664239459664776, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 0.8881142098273573, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4134527087977409, \"sortino\": 0.7861489317215291}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.608089939866996, \"dd_pct\": -12.133230515681104, \"calmar\": 0.372366141767303, \"cagr_pct\": 4.518004234297476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4658385093167702, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.48535227042814794, \"sortino\": 0.9294987179572395}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 8.399741650991665, \"dd_pct\": -6.257891105428303, \"calmar\": 0.2516998947694824, \"cagr_pct\": 1.5751105327151838, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1405835543766578, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41760570196613966, \"sortino\": 0.7726134843231559}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 24.234873405951916, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.133230515681104, "% In Market": 0.8881142098273573, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 68, "source": "diagnostic_center", "Policy": "canonical", "center_id": "171e7f88dc545245cac19d59fb9644f284a0e0ca9df4aab63556584afa404b06", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 319.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "c9201060824f646270bdac03ffe3345090dbba9ccb45e58f0518aedc6c83a013", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 4.653345371528594, \"dd_pct\": -1.8113483205574044, \"calmar\": 2.5707952602784, \"cagr_pct\": 4.656605677202215, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.880246075464721, \"sortino\": 2.594782866405688}, {\"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\": 7.429251532042547, \"dd_pct\": -3.7200626379719326, \"calmar\": 1.9984944929092103, \"cagr_pct\": 7.4345246952642166, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.188872591631586, \"sortino\": 2.259618326745017}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.0789578381095288, \"dd_pct\": -1.6671886005554803, \"calmar\": -0.8611455377464962, \"cagr_pct\": -1.4356920239501774, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.957695420411588, \"sortino\": -1.0381791200488277}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.5315862059945404, \"dd_pct\": -4.587175409616884, \"calmar\": -0.5522566267741446, \"cagr_pct\": -2.533298018136325, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.1232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7524429740331346, \"sortino\": -0.8916465712525596}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 24.234873405951916, \"dd_pct\": -12.133230515681104, \"calmar\": 0.219762077586869, \"cagr_pct\": 2.6664239459664776, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 0.8881142098273573, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4134527087977409, \"sortino\": 0.7861489317215291}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.608089939866996, \"dd_pct\": -12.133230515681104, \"calmar\": 0.372366141767303, \"cagr_pct\": 4.518004234297476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4658385093167702, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.48535227042814794, \"sortino\": 0.9294987179572395}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 8.399741650991665, \"dd_pct\": -6.257891105428303, \"calmar\": 0.2516998947694824, \"cagr_pct\": 1.5751105327151838, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1405835543766578, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41760570196613966, \"sortino\": 0.7726134843231559}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 24.234873405951916, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.133230515681104, "% In Market": 0.8881142098273573, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 67, "source": "diagnostic_center", "Policy": "canonical", "center_id": "171e7f88dc545245cac19d59fb9644f284a0e0ca9df4aab63556584afa404b06", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 319.95, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "75fd040ff9372bc73b27a24c7ce784c6c978aebfc1847b09f5411114290f69be", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 4.653345371528594, \"dd_pct\": -1.8113483205574044, \"calmar\": 2.5707952602784, \"cagr_pct\": 4.656605677202215, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.880246075464721, \"sortino\": 2.594782866405688}, {\"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\": 7.429251532042547, \"dd_pct\": -3.7200626379719326, \"calmar\": 1.9984944929092103, \"cagr_pct\": 7.4345246952642166, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.188872591631586, \"sortino\": 2.259618326745017}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.0789578381095288, \"dd_pct\": -1.6671886005554803, \"calmar\": -0.8611455377464962, \"cagr_pct\": -1.4356920239501774, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.957695420411588, \"sortino\": -1.0381791200488277}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.5315862059945404, \"dd_pct\": -4.587175409616884, \"calmar\": -0.5522566267741446, \"cagr_pct\": -2.533298018136325, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.1232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7524429740331346, \"sortino\": -0.8916465712525596}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 24.234873405951916, \"dd_pct\": -12.133230515681104, \"calmar\": 0.219762077586869, \"cagr_pct\": 2.6664239459664776, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 0.8881142098273573, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4134527087977409, \"sortino\": 0.7861489317215291}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.608089939866996, \"dd_pct\": -12.133230515681104, \"calmar\": 0.372366141767303, \"cagr_pct\": 4.518004234297476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4658385093167702, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.48535227042814794, \"sortino\": 0.9294987179572395}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 8.399741650991665, \"dd_pct\": -6.257891105428303, \"calmar\": 0.2516998947694824, \"cagr_pct\": 1.5751105327151838, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1405835543766578, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41760570196613966, \"sortino\": 0.7726134843231559}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 24.234873405951916, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.133230515681104, "% In Market": 0.8881142098273573, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 68, "source": "diagnostic_center", "Policy": "canonical", "center_id": "171e7f88dc545245cac19d59fb9644f284a0e0ca9df4aab63556584afa404b06", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 320.05, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "ae150f5e77bc3f54bc65d206f7e7e5605200b47275aff05c4ca527fb4e7f67c8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 4.653345371528594, \"dd_pct\": -1.8113483205574044, \"calmar\": 2.5707952602784, \"cagr_pct\": 4.656605677202215, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.880246075464721, \"sortino\": 2.594782866405688}, {\"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\": 7.429251532042547, \"dd_pct\": -3.7200626379719326, \"calmar\": 1.9984944929092103, \"cagr_pct\": 7.4345246952642166, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.188872591631586, \"sortino\": 2.259618326745017}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.0789578381095288, \"dd_pct\": -1.6671886005554803, \"calmar\": -0.8611455377464962, \"cagr_pct\": -1.4356920239501774, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.957695420411588, \"sortino\": -1.0381791200488277}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.5315862059945404, \"dd_pct\": -4.587175409616884, \"calmar\": -0.5522566267741446, \"cagr_pct\": -2.533298018136325, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.1232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7524429740331346, \"sortino\": -0.8916465712525596}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 24.234873405951916, \"dd_pct\": -12.133230515681104, \"calmar\": 0.219762077586869, \"cagr_pct\": 2.6664239459664776, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 0.8881142098273573, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4134527087977409, \"sortino\": 0.7861489317215291}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.608089939866996, \"dd_pct\": -12.133230515681104, \"calmar\": 0.372366141767303, \"cagr_pct\": 4.518004234297476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4658385093167702, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.48535227042814794, \"sortino\": 0.9294987179572395}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 8.399741650991665, \"dd_pct\": -6.257891105428303, \"calmar\": 0.2516998947694824, \"cagr_pct\": 1.5751105327151838, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1405835543766578, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41760570196613966, \"sortino\": 0.7726134843231559}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 24.234873405951916, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.133230515681104, "% In Market": 0.8881142098273573, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 68, "source": "diagnostic_center", "Policy": "canonical", "center_id": "171e7f88dc545245cac19d59fb9644f284a0e0ca9df4aab63556584afa404b06", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 321.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "36f121bf087753f39f2a093122970553f4db93a4dd2c4334bfd3fecbcbd24a13", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 4.653345371528594, \"dd_pct\": -1.8113483205574044, \"calmar\": 2.5707952602784, \"cagr_pct\": 4.656605677202215, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.880246075464721, \"sortino\": 2.594782866405688}, {\"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\": 7.429251532042547, \"dd_pct\": -3.7200626379719326, \"calmar\": 1.9984944929092103, \"cagr_pct\": 7.4345246952642166, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.188872591631586, \"sortino\": 2.259618326745017}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.0789578381095288, \"dd_pct\": -1.6671886005554803, \"calmar\": -0.8611455377464962, \"cagr_pct\": -1.4356920239501774, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.957695420411588, \"sortino\": -1.0381791200488277}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.5315862059945404, \"dd_pct\": -4.587175409616884, \"calmar\": -0.5522566267741446, \"cagr_pct\": -2.533298018136325, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.1232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7524429740331346, \"sortino\": -0.8916465712525596}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 24.234873405951916, \"dd_pct\": -12.133230515681104, \"calmar\": 0.219762077586869, \"cagr_pct\": 2.6664239459664776, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 0.8881142098273573, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4134527087977409, \"sortino\": 0.7861489317215291}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.608089939866996, \"dd_pct\": -12.133230515681104, \"calmar\": 0.372366141767303, \"cagr_pct\": 4.518004234297476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4658385093167702, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.48535227042814794, \"sortino\": 0.9294987179572395}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 8.399741650991665, \"dd_pct\": -6.257891105428303, \"calmar\": 0.2516998947694824, \"cagr_pct\": 1.5751105327151838, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1405835543766578, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41760570196613966, \"sortino\": 0.7726134843231559}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 24.234873405951916, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.133230515681104, "% In Market": 0.8881142098273573, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 68, "source": "diagnostic_center", "Policy": "canonical", "center_id": "171e7f88dc545245cac19d59fb9644f284a0e0ca9df4aab63556584afa404b06", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": -511.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "8800b5d0259278a32efb09e2cec372ec6ffa786fd7dc27693a20a3b4fd5e9149", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 4.653345371528594, \"dd_pct\": -1.8113483205574044, \"calmar\": 2.5707952602784, \"cagr_pct\": 4.656605677202215, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.880246075464721, \"sortino\": 2.594782866405688}, {\"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\": 7.429251532042547, \"dd_pct\": -3.7200626379719326, \"calmar\": 1.9984944929092103, \"cagr_pct\": 7.4345246952642166, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.188872591631586, \"sortino\": 2.259618326745017}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.0789578381095288, \"dd_pct\": -1.6671886005554803, \"calmar\": -0.8611455377464962, \"cagr_pct\": -1.4356920239501774, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.957695420411588, \"sortino\": -1.0381791200488277}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.5315862059945404, \"dd_pct\": -4.587175409616884, \"calmar\": -0.5522566267741446, \"cagr_pct\": -2.533298018136325, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.1232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7524429740331346, \"sortino\": -0.8916465712525596}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 24.234873405951916, \"dd_pct\": -12.133230515681104, \"calmar\": 0.219762077586869, \"cagr_pct\": 2.6664239459664776, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 0.8881142098273573, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4134527087977409, \"sortino\": 0.7861489317215291}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.608089939866996, \"dd_pct\": -12.133230515681104, \"calmar\": 0.372366141767303, \"cagr_pct\": 4.518004234297476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4658385093167702, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.48535227042814794, \"sortino\": 0.9294987179572395}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 8.399741650991665, \"dd_pct\": -6.257891105428303, \"calmar\": 0.2516998947694824, \"cagr_pct\": 1.5751105327151838, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1405835543766578, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41760570196613966, \"sortino\": 0.7726134843231559}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 24.234873405951916, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.133230515681104, "% In Market": 0.8881142098273573, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 63, "source": "diagnostic_center", "Policy": "canonical", "center_id": "171e7f88dc545245cac19d59fb9644f284a0e0ca9df4aab63556584afa404b06", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": -510.05, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "026e833bbb97d377b34bdee2da140e1be19ddb88e1d24fcc84503b86e9cb0035", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 4.653345371528594, \"dd_pct\": -1.8113483205574044, \"calmar\": 2.5707952602784, \"cagr_pct\": 4.656605677202215, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.880246075464721, \"sortino\": 2.594782866405688}, {\"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\": 7.429251532042547, \"dd_pct\": -3.7200626379719326, \"calmar\": 1.9984944929092103, \"cagr_pct\": 7.4345246952642166, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.188872591631586, \"sortino\": 2.259618326745017}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.0789578381095288, \"dd_pct\": -1.6671886005554803, \"calmar\": -0.8611455377464962, \"cagr_pct\": -1.4356920239501774, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.957695420411588, \"sortino\": -1.0381791200488277}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.5315862059945404, \"dd_pct\": -4.587175409616884, \"calmar\": -0.5522566267741446, \"cagr_pct\": -2.533298018136325, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.1232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7524429740331346, \"sortino\": -0.8916465712525596}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 24.234873405951916, \"dd_pct\": -12.133230515681104, \"calmar\": 0.219762077586869, \"cagr_pct\": 2.6664239459664776, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 0.8881142098273573, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4134527087977409, \"sortino\": 0.7861489317215291}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.608089939866996, \"dd_pct\": -12.133230515681104, \"calmar\": 0.372366141767303, \"cagr_pct\": 4.518004234297476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4658385093167702, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.48535227042814794, \"sortino\": 0.9294987179572395}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 8.399741650991665, \"dd_pct\": -6.257891105428303, \"calmar\": 0.2516998947694824, \"cagr_pct\": 1.5751105327151838, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1405835543766578, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41760570196613966, \"sortino\": 0.7726134843231559}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 24.234873405951916, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.133230515681104, "% In Market": 0.8881142098273573, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 68, "source": "diagnostic_center", "Policy": "canonical", "center_id": "171e7f88dc545245cac19d59fb9644f284a0e0ca9df4aab63556584afa404b06", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": -509.95, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "78bbb3eff0918c4ebced2e7f6f3c73b3290e1340a5a4253f0cc97afb63b41ccf", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 4.653345371528594, \"dd_pct\": -1.8113483205574044, \"calmar\": 2.5707952602784, \"cagr_pct\": 4.656605677202215, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.880246075464721, \"sortino\": 2.594782866405688}, {\"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\": 7.429251532042547, \"dd_pct\": -3.7200626379719326, \"calmar\": 1.9984944929092103, \"cagr_pct\": 7.4345246952642166, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.188872591631586, \"sortino\": 2.259618326745017}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.0789578381095288, \"dd_pct\": -1.6671886005554803, \"calmar\": -0.8611455377464962, \"cagr_pct\": -1.4356920239501774, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.957695420411588, \"sortino\": -1.0381791200488277}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.5315862059945404, \"dd_pct\": -4.587175409616884, \"calmar\": -0.5522566267741446, \"cagr_pct\": -2.533298018136325, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.1232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7524429740331346, \"sortino\": -0.8916465712525596}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 24.234873405951916, \"dd_pct\": -12.133230515681104, \"calmar\": 0.219762077586869, \"cagr_pct\": 2.6664239459664776, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 0.8881142098273573, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4134527087977409, \"sortino\": 0.7861489317215291}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.608089939866996, \"dd_pct\": -12.133230515681104, \"calmar\": 0.372366141767303, \"cagr_pct\": 4.518004234297476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4658385093167702, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.48535227042814794, \"sortino\": 0.9294987179572395}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 8.399741650991665, \"dd_pct\": -6.257891105428303, \"calmar\": 0.2516998947694824, \"cagr_pct\": 1.5751105327151838, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1405835543766578, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41760570196613966, \"sortino\": 0.7726134843231559}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 24.234873405951916, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.133230515681104, "% In Market": 0.8881142098273573, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 67, "source": "diagnostic_center", "Policy": "canonical", "center_id": "171e7f88dc545245cac19d59fb9644f284a0e0ca9df4aab63556584afa404b06", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": -509.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "b1d1f63eb873bcb245a0071a06bdf931efa702a8e6e3cd052a0df3787dacdcfd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 4.653345371528594, \"dd_pct\": -1.8113483205574044, \"calmar\": 2.5707952602784, \"cagr_pct\": 4.656605677202215, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.880246075464721, \"sortino\": 2.594782866405688}, {\"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\": 7.429251532042547, \"dd_pct\": -3.7200626379719326, \"calmar\": 1.9984944929092103, \"cagr_pct\": 7.4345246952642166, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.188872591631586, \"sortino\": 2.259618326745017}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.0789578381095288, \"dd_pct\": -1.6671886005554803, \"calmar\": -0.8611455377464962, \"cagr_pct\": -1.4356920239501774, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.957695420411588, \"sortino\": -1.0381791200488277}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.5315862059945404, \"dd_pct\": -4.587175409616884, \"calmar\": -0.5522566267741446, \"cagr_pct\": -2.533298018136325, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.1232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7524429740331346, \"sortino\": -0.8916465712525596}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 24.234873405951916, \"dd_pct\": -12.133230515681104, \"calmar\": 0.219762077586869, \"cagr_pct\": 2.6664239459664776, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 0.8881142098273573, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4134527087977409, \"sortino\": 0.7861489317215291}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.608089939866996, \"dd_pct\": -12.133230515681104, \"calmar\": 0.372366141767303, \"cagr_pct\": 4.518004234297476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4658385093167702, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.48535227042814794, \"sortino\": 0.9294987179572395}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 8.399741650991665, \"dd_pct\": -6.257891105428303, \"calmar\": 0.2516998947694824, \"cagr_pct\": 1.5751105327151838, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1405835543766578, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41760570196613966, \"sortino\": 0.7726134843231559}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 24.234873405951916, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.133230515681104, "% In Market": 0.8881142098273573, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 70, "source": "diagnostic_center", "Policy": "canonical", "center_id": "171e7f88dc545245cac19d59fb9644f284a0e0ca9df4aab63556584afa404b06", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": -721.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "02c58ae579c7f74218d82385e5fcd519d06fc0db4cae22e5c1a08c42c2fefa81", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 4.653345371528594, \"dd_pct\": -1.8113483205574044, \"calmar\": 2.5707952602784, \"cagr_pct\": 4.656605677202215, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.880246075464721, \"sortino\": 2.594782866405688}, {\"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\": 7.429251532042547, \"dd_pct\": -3.7200626379719326, \"calmar\": 1.9984944929092103, \"cagr_pct\": 7.4345246952642166, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.188872591631586, \"sortino\": 2.259618326745017}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.0789578381095288, \"dd_pct\": -1.6671886005554803, \"calmar\": -0.8611455377464962, \"cagr_pct\": -1.4356920239501774, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.957695420411588, \"sortino\": -1.0381791200488277}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.5315862059945404, \"dd_pct\": -4.587175409616884, \"calmar\": -0.5522566267741446, \"cagr_pct\": -2.533298018136325, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.1232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7524429740331346, \"sortino\": -0.8916465712525596}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 24.234873405951916, \"dd_pct\": -12.133230515681104, \"calmar\": 0.219762077586869, \"cagr_pct\": 2.6664239459664776, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 0.8881142098273573, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4134527087977409, \"sortino\": 0.7861489317215291}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.608089939866996, \"dd_pct\": -12.133230515681104, \"calmar\": 0.372366141767303, \"cagr_pct\": 4.518004234297476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4658385093167702, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.48535227042814794, \"sortino\": 0.9294987179572395}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 8.399741650991665, \"dd_pct\": -6.257891105428303, \"calmar\": 0.2516998947694824, \"cagr_pct\": 1.5751105327151838, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1405835543766578, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41760570196613966, \"sortino\": 0.7726134843231559}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 24.234873405951916, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.133230515681104, "% In Market": 0.8881142098273573, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 62, "source": "diagnostic_center", "Policy": "canonical", "center_id": "171e7f88dc545245cac19d59fb9644f284a0e0ca9df4aab63556584afa404b06", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": -720.05, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "9a38dfa83c6c2bf2fd5018367c8a5993feade7f4bb86835be587d23675ad6edc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 4.653345371528594, \"dd_pct\": -1.8113483205574044, \"calmar\": 2.5707952602784, \"cagr_pct\": 4.656605677202215, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.880246075464721, \"sortino\": 2.594782866405688}, {\"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\": 7.429251532042547, \"dd_pct\": -3.7200626379719326, \"calmar\": 1.9984944929092103, \"cagr_pct\": 7.4345246952642166, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.188872591631586, \"sortino\": 2.259618326745017}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.0789578381095288, \"dd_pct\": -1.6671886005554803, \"calmar\": -0.8611455377464962, \"cagr_pct\": -1.4356920239501774, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.957695420411588, \"sortino\": -1.0381791200488277}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.5315862059945404, \"dd_pct\": -4.587175409616884, \"calmar\": -0.5522566267741446, \"cagr_pct\": -2.533298018136325, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.1232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7524429740331346, \"sortino\": -0.8916465712525596}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 24.234873405951916, \"dd_pct\": -12.133230515681104, \"calmar\": 0.219762077586869, \"cagr_pct\": 2.6664239459664776, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 0.8881142098273573, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4134527087977409, \"sortino\": 0.7861489317215291}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.608089939866996, \"dd_pct\": -12.133230515681104, \"calmar\": 0.372366141767303, \"cagr_pct\": 4.518004234297476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4658385093167702, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.48535227042814794, \"sortino\": 0.9294987179572395}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 8.399741650991665, \"dd_pct\": -6.257891105428303, \"calmar\": 0.2516998947694824, \"cagr_pct\": 1.5751105327151838, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1405835543766578, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41760570196613966, \"sortino\": 0.7726134843231559}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 24.234873405951916, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.133230515681104, "% In Market": 0.8881142098273573, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 68, "source": "diagnostic_center", "Policy": "canonical", "center_id": "171e7f88dc545245cac19d59fb9644f284a0e0ca9df4aab63556584afa404b06", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": -719.95, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "33ede0acba3845187ce660d9d42ae8fa34ac8269d62a755f09ac7ce0108c6422", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 4.653345371528594, \"dd_pct\": -1.8113483205574044, \"calmar\": 2.5707952602784, \"cagr_pct\": 4.656605677202215, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.880246075464721, \"sortino\": 2.594782866405688}, {\"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\": 7.429251532042547, \"dd_pct\": -3.7200626379719326, \"calmar\": 1.9984944929092103, \"cagr_pct\": 7.4345246952642166, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.188872591631586, \"sortino\": 2.259618326745017}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.0789578381095288, \"dd_pct\": -1.6671886005554803, \"calmar\": -0.8611455377464962, \"cagr_pct\": -1.4356920239501774, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.957695420411588, \"sortino\": -1.0381791200488277}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.5315862059945404, \"dd_pct\": -4.587175409616884, \"calmar\": -0.5522566267741446, \"cagr_pct\": -2.533298018136325, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.1232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7524429740331346, \"sortino\": -0.8916465712525596}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 24.234873405951916, \"dd_pct\": -12.133230515681104, \"calmar\": 0.219762077586869, \"cagr_pct\": 2.6664239459664776, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 0.8881142098273573, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4134527087977409, \"sortino\": 0.7861489317215291}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.608089939866996, \"dd_pct\": -12.133230515681104, \"calmar\": 0.372366141767303, \"cagr_pct\": 4.518004234297476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4658385093167702, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.48535227042814794, \"sortino\": 0.9294987179572395}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 8.399741650991665, \"dd_pct\": -6.257891105428303, \"calmar\": 0.2516998947694824, \"cagr_pct\": 1.5751105327151838, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1405835543766578, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41760570196613966, \"sortino\": 0.7726134843231559}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 24.234873405951916, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.133230515681104, "% In Market": 0.8881142098273573, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 68, "source": "diagnostic_center", "Policy": "canonical", "center_id": "171e7f88dc545245cac19d59fb9644f284a0e0ca9df4aab63556584afa404b06", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": -719.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "6d2cbd19c209f88568154b1372a98567add2f9555bf3309f179e2d9f6f462af0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 4.653345371528594, \"dd_pct\": -1.8113483205574044, \"calmar\": 2.5707952602784, \"cagr_pct\": 4.656605677202215, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.6164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.880246075464721, \"sortino\": 2.594782866405688}, {\"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\": 7.429251532042547, \"dd_pct\": -3.7200626379719326, \"calmar\": 1.9984944929092103, \"cagr_pct\": 7.4345246952642166, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.188872591631586, \"sortino\": 2.259618326745017}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.0789578381095288, \"dd_pct\": -1.6671886005554803, \"calmar\": -0.8611455377464962, \"cagr_pct\": -1.4356920239501774, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.957695420411588, \"sortino\": -1.0381791200488277}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -2.5315862059945404, \"dd_pct\": -4.587175409616884, \"calmar\": -0.5522566267741446, \"cagr_pct\": -2.533298018136325, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.1232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7524429740331346, \"sortino\": -0.8916465712525596}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 24.234873405951916, \"dd_pct\": -12.133230515681104, \"calmar\": 0.219762077586869, \"cagr_pct\": 2.6664239459664776, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 0.8881142098273573, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4134527087977409, \"sortino\": 0.7861489317215291}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.608089939866996, \"dd_pct\": -12.133230515681104, \"calmar\": 0.372366141767303, \"cagr_pct\": 4.518004234297476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.4658385093167702, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.48535227042814794, \"sortino\": 0.9294987179572395}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 8.399741650991665, \"dd_pct\": -6.257891105428303, \"calmar\": 0.2516998947694824, \"cagr_pct\": 1.5751105327151838, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1405835543766578, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41760570196613966, \"sortino\": 0.7726134843231559}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 24.234873405951916, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.133230515681104, "% In Market": 0.8881142098273573, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 66, "source": "diagnostic_center", "Policy": "canonical", "center_id": "171e7f88dc545245cac19d59fb9644f284a0e0ca9df4aab63556584afa404b06", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 150.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "16a246fa5711e16c0e5f4ccf10b0f0ac732918e1a81608dd9b8824fafa8a8392", "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\": 15.464897190974902, \"dd_pct\": -11.105754321056205, \"calmar\": 1.393536136190076, \"cagr_pct\": 15.476269966040904, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 15.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9221859608178983, \"sortino\": 1.4459686604176512}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 5.407318965900965, \"dd_pct\": -12.490581994968897, \"calmar\": 0.5822188753322415, \"cagr_pct\": 7.272252601355936, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 6.569343065693431, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5270513369930283, \"sortino\": 0.8460435606242006}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 16.66187580165679, \"dd_pct\": -15.59830114952595, \"calmar\": 1.068974786501984, \"cagr_pct\": 16.674190641108154, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8020868051919946, \"sortino\": 1.1784139003994274}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 124.42252065256608, \"dd_pct\": -15.598301149525929, \"calmar\": 0.6602719505158827, \"cagr_pct\": 10.299120724731619, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 6.2998007968127485, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7834613712713805, \"sortino\": 1.2160125962322612}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.058093943006874, \"dd_pct\": -13.366895306746962, \"calmar\": 1.1965200096778186, \"cagr_pct\": 15.993757701791264, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.3478260869565215, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1566208313861377, \"sortino\": 1.8620100384525238}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.987363667366864, \"dd_pct\": -15.598301149525973, \"calmar\": 0.4506170672031627, \"cagr_pct\": 7.028860717351115, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.46684350132626, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5623799834717182, \"sortino\": 0.8553734071549417}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 124.42252065256608, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -15.598301149525929, "% In Market": 6.2998007968127485, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ae3cb1f33b2d7e999e083c2b93d4e5c5603e04a8ea570eaa29500a4dbe6ae3dc", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 149.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "4204b5c8058149f48f6a01b8d80a34d36b64d037285ce74a0531916530e75595", "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\": 15.464897190974902, \"dd_pct\": -11.105754321056205, \"calmar\": 1.393536136190076, \"cagr_pct\": 15.476269966040904, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 15.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9221859608178983, \"sortino\": 1.4459686604176512}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 5.407318965900965, \"dd_pct\": -12.490581994968897, \"calmar\": 0.5822188753322415, \"cagr_pct\": 7.272252601355936, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 6.569343065693431, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5270513369930283, \"sortino\": 0.8460435606242006}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 16.66187580165679, \"dd_pct\": -15.59830114952595, \"calmar\": 1.068974786501984, \"cagr_pct\": 16.674190641108154, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8020868051919946, \"sortino\": 1.1784139003994274}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 124.42252065256608, \"dd_pct\": -15.598301149525929, \"calmar\": 0.6602719505158827, \"cagr_pct\": 10.299120724731619, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 6.2998007968127485, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7834613712713805, \"sortino\": 1.2160125962322612}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.058093943006874, \"dd_pct\": -13.366895306746962, \"calmar\": 1.1965200096778186, \"cagr_pct\": 15.993757701791264, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.3478260869565215, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1566208313861377, \"sortino\": 1.8620100384525238}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.987363667366864, \"dd_pct\": -15.598301149525973, \"calmar\": 0.4506170672031627, \"cagr_pct\": 7.028860717351115, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.46684350132626, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5623799834717182, \"sortino\": 0.8553734071549417}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 124.42252065256608, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -15.598301149525929, "% In Market": 6.2998007968127485, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ae3cb1f33b2d7e999e083c2b93d4e5c5603e04a8ea570eaa29500a4dbe6ae3dc", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 149.95, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "ce771e9b9ac11503ce8cb363db8f62151239f1370414832638e96d4748c24931", "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\": 15.464897190974902, \"dd_pct\": -11.105754321056205, \"calmar\": 1.393536136190076, \"cagr_pct\": 15.476269966040904, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 15.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9221859608178983, \"sortino\": 1.4459686604176512}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 5.407318965900965, \"dd_pct\": -12.490581994968897, \"calmar\": 0.5822188753322415, \"cagr_pct\": 7.272252601355936, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 6.569343065693431, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5270513369930283, \"sortino\": 0.8460435606242006}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 16.66187580165679, \"dd_pct\": -15.59830114952595, \"calmar\": 1.068974786501984, \"cagr_pct\": 16.674190641108154, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8020868051919946, \"sortino\": 1.1784139003994274}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 124.42252065256608, \"dd_pct\": -15.598301149525929, \"calmar\": 0.6602719505158827, \"cagr_pct\": 10.299120724731619, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 6.2998007968127485, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7834613712713805, \"sortino\": 1.2160125962322612}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.058093943006874, \"dd_pct\": -13.366895306746962, \"calmar\": 1.1965200096778186, \"cagr_pct\": 15.993757701791264, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.3478260869565215, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1566208313861377, \"sortino\": 1.8620100384525238}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.987363667366864, \"dd_pct\": -15.598301149525973, \"calmar\": 0.4506170672031627, \"cagr_pct\": 7.028860717351115, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.46684350132626, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5623799834717182, \"sortino\": 0.8553734071549417}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 124.42252065256608, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -15.598301149525929, "% In Market": 6.2998007968127485, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ae3cb1f33b2d7e999e083c2b93d4e5c5603e04a8ea570eaa29500a4dbe6ae3dc", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 150.05, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "b27b17b194a0b608c94e35d1e09df4599875f3833c46f12cd6bfa18fdfff20c2", "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\": 15.464897190974902, \"dd_pct\": -11.105754321056205, \"calmar\": 1.393536136190076, \"cagr_pct\": 15.476269966040904, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 15.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9221859608178983, \"sortino\": 1.4459686604176512}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 5.407318965900965, \"dd_pct\": -12.490581994968897, \"calmar\": 0.5822188753322415, \"cagr_pct\": 7.272252601355936, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 6.569343065693431, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5270513369930283, \"sortino\": 0.8460435606242006}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 16.66187580165679, \"dd_pct\": -15.59830114952595, \"calmar\": 1.068974786501984, \"cagr_pct\": 16.674190641108154, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8020868051919946, \"sortino\": 1.1784139003994274}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 124.42252065256608, \"dd_pct\": -15.598301149525929, \"calmar\": 0.6602719505158827, \"cagr_pct\": 10.299120724731619, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 6.2998007968127485, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7834613712713805, \"sortino\": 1.2160125962322612}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.058093943006874, \"dd_pct\": -13.366895306746962, \"calmar\": 1.1965200096778186, \"cagr_pct\": 15.993757701791264, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.3478260869565215, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1566208313861377, \"sortino\": 1.8620100384525238}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.987363667366864, \"dd_pct\": -15.598301149525973, \"calmar\": 0.4506170672031627, \"cagr_pct\": 7.028860717351115, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.46684350132626, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5623799834717182, \"sortino\": 0.8553734071549417}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 124.42252065256608, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -15.598301149525929, "% In Market": 6.2998007968127485, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ae3cb1f33b2d7e999e083c2b93d4e5c5603e04a8ea570eaa29500a4dbe6ae3dc", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 151.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "6f64f9f1da1c9d68ef513de4935ca3b0c71ca8bb01d0094658315bcc7d69d57f", "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\": 15.464897190974902, \"dd_pct\": -11.105754321056205, \"calmar\": 1.393536136190076, \"cagr_pct\": 15.476269966040904, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 15.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9221859608178983, \"sortino\": 1.4459686604176512}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 5.407318965900965, \"dd_pct\": -12.490581994968897, \"calmar\": 0.5822188753322415, \"cagr_pct\": 7.272252601355936, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 6.569343065693431, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5270513369930283, \"sortino\": 0.8460435606242006}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 16.66187580165679, \"dd_pct\": -15.59830114952595, \"calmar\": 1.068974786501984, \"cagr_pct\": 16.674190641108154, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8020868051919946, \"sortino\": 1.1784139003994274}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 124.42252065256608, \"dd_pct\": -15.598301149525929, \"calmar\": 0.6602719505158827, \"cagr_pct\": 10.299120724731619, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 6.2998007968127485, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7834613712713805, \"sortino\": 1.2160125962322612}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.058093943006874, \"dd_pct\": -13.366895306746962, \"calmar\": 1.1965200096778186, \"cagr_pct\": 15.993757701791264, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.3478260869565215, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1566208313861377, \"sortino\": 1.8620100384525238}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.987363667366864, \"dd_pct\": -15.598301149525973, \"calmar\": 0.4506170672031627, \"cagr_pct\": 7.028860717351115, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.46684350132626, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5623799834717182, \"sortino\": 0.8553734071549417}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 124.42252065256608, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -15.598301149525929, "% In Market": 6.2998007968127485, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ae3cb1f33b2d7e999e083c2b93d4e5c5603e04a8ea570eaa29500a4dbe6ae3dc", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 150.0, "i_long_exit_activation_threshold": 259.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "460844a7222490d39a2aef6a3a75931a8493744ecd4692301c452933fc569763", "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\": 15.464897190974902, \"dd_pct\": -11.105754321056205, \"calmar\": 1.393536136190076, \"cagr_pct\": 15.476269966040904, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 15.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9221859608178983, \"sortino\": 1.4459686604176512}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 5.407318965900965, \"dd_pct\": -12.490581994968897, \"calmar\": 0.5822188753322415, \"cagr_pct\": 7.272252601355936, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 6.569343065693431, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5270513369930283, \"sortino\": 0.8460435606242006}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 16.66187580165679, \"dd_pct\": -15.59830114952595, \"calmar\": 1.068974786501984, \"cagr_pct\": 16.674190641108154, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8020868051919946, \"sortino\": 1.1784139003994274}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 124.42252065256608, \"dd_pct\": -15.598301149525929, \"calmar\": 0.6602719505158827, \"cagr_pct\": 10.299120724731619, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 6.2998007968127485, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7834613712713805, \"sortino\": 1.2160125962322612}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.058093943006874, \"dd_pct\": -13.366895306746962, \"calmar\": 1.1965200096778186, \"cagr_pct\": 15.993757701791264, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.3478260869565215, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1566208313861377, \"sortino\": 1.8620100384525238}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.987363667366864, \"dd_pct\": -15.598301149525973, \"calmar\": 0.4506170672031627, \"cagr_pct\": 7.028860717351115, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.46684350132626, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5623799834717182, \"sortino\": 0.8553734071549417}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 124.42252065256608, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -15.598301149525929, "% In Market": 6.2998007968127485, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ae3cb1f33b2d7e999e083c2b93d4e5c5603e04a8ea570eaa29500a4dbe6ae3dc", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 150.0, "i_long_exit_activation_threshold": 259.95, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "6e00efb86b7d4ebf4ed43beded6837ac515b5d296620de987fc2732fcbe2a5a4", "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\": 15.464897190974902, \"dd_pct\": -11.105754321056205, \"calmar\": 1.393536136190076, \"cagr_pct\": 15.476269966040904, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 15.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9221859608178983, \"sortino\": 1.4459686604176512}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 5.407318965900965, \"dd_pct\": -12.490581994968897, \"calmar\": 0.5822188753322415, \"cagr_pct\": 7.272252601355936, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 6.569343065693431, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5270513369930283, \"sortino\": 0.8460435606242006}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 16.66187580165679, \"dd_pct\": -15.59830114952595, \"calmar\": 1.068974786501984, \"cagr_pct\": 16.674190641108154, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8020868051919946, \"sortino\": 1.1784139003994274}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 124.42252065256608, \"dd_pct\": -15.598301149525929, \"calmar\": 0.6602719505158827, \"cagr_pct\": 10.299120724731619, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 6.2998007968127485, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7834613712713805, \"sortino\": 1.2160125962322612}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.058093943006874, \"dd_pct\": -13.366895306746962, \"calmar\": 1.1965200096778186, \"cagr_pct\": 15.993757701791264, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.3478260869565215, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1566208313861377, \"sortino\": 1.8620100384525238}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.987363667366864, \"dd_pct\": -15.598301149525973, \"calmar\": 0.4506170672031627, \"cagr_pct\": 7.028860717351115, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.46684350132626, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5623799834717182, \"sortino\": 0.8553734071549417}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 124.42252065256608, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -15.598301149525929, "% In Market": 6.2998007968127485, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ae3cb1f33b2d7e999e083c2b93d4e5c5603e04a8ea570eaa29500a4dbe6ae3dc", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 150.0, "i_long_exit_activation_threshold": 260.05, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "3481a1e9a9f387c0add801d257fd768fd86db8617f3ff67576e6a725af976fa7", "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\": 15.464897190974902, \"dd_pct\": -11.105754321056205, \"calmar\": 1.393536136190076, \"cagr_pct\": 15.476269966040904, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 15.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9221859608178983, \"sortino\": 1.4459686604176512}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 5.407318965900965, \"dd_pct\": -12.490581994968897, \"calmar\": 0.5822188753322415, \"cagr_pct\": 7.272252601355936, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 6.569343065693431, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5270513369930283, \"sortino\": 0.8460435606242006}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 16.66187580165679, \"dd_pct\": -15.59830114952595, \"calmar\": 1.068974786501984, \"cagr_pct\": 16.674190641108154, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8020868051919946, \"sortino\": 1.1784139003994274}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 124.42252065256608, \"dd_pct\": -15.598301149525929, \"calmar\": 0.6602719505158827, \"cagr_pct\": 10.299120724731619, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 6.2998007968127485, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7834613712713805, \"sortino\": 1.2160125962322612}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.058093943006874, \"dd_pct\": -13.366895306746962, \"calmar\": 1.1965200096778186, \"cagr_pct\": 15.993757701791264, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.3478260869565215, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1566208313861377, \"sortino\": 1.8620100384525238}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.987363667366864, \"dd_pct\": -15.598301149525973, \"calmar\": 0.4506170672031627, \"cagr_pct\": 7.028860717351115, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.46684350132626, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5623799834717182, \"sortino\": 0.8553734071549417}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 124.42252065256608, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -15.598301149525929, "% In Market": 6.2998007968127485, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ae3cb1f33b2d7e999e083c2b93d4e5c5603e04a8ea570eaa29500a4dbe6ae3dc", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 150.0, "i_long_exit_activation_threshold": 261.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "f8fb2d076b2cf0d7a2ed4f26742ea04ad3d2040867c6baf32b86912ed9fa2e59", "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\": 30.629405288516832, \"dd_pct\": -11.105754321056205, \"calmar\": 2.760128942007959, \"cagr_pct\": 30.653313924377183, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 24.383561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4237274323487346, \"sortino\": 2.276682102294079}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 5.407318965900965, \"dd_pct\": -12.490581994968897, \"calmar\": 0.5822188753322415, \"cagr_pct\": 7.272252601355936, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 6.569343065693431, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5270513369930283, \"sortino\": 0.8460435606242006}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 16.66187580165679, \"dd_pct\": -15.59830114952595, \"calmar\": 1.068974786501984, \"cagr_pct\": 16.674190641108154, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8020868051919946, \"sortino\": 1.1784139003994274}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 153.8969082326953, \"dd_pct\": -15.598301149525994, \"calmar\": 0.7668801897929803, \"cagr_pct\": 11.962028145996559, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 7.395418326693227, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8666527515021171, \"sortino\": 1.352396046604094}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.058093943006874, \"dd_pct\": -13.366895306746962, \"calmar\": 1.1965200096778186, \"cagr_pct\": 15.993757701791264, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.3478260869565215, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1566208313861377, \"sortino\": 1.8620100384525238}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 60.63518286146496, \"dd_pct\": -15.598301149525962, \"calmar\": 0.6166568842013553, \"cagr_pct\": 9.618799785701098, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 9.217506631299734, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7045886898256831, \"sortino\": 1.0824682350151011}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 153.8969082326953, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -15.598301149525994, "% In Market": 7.395418326693227, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ae3cb1f33b2d7e999e083c2b93d4e5c5603e04a8ea570eaa29500a4dbe6ae3dc", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 150.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": -371.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "a00e5017269af4d3acee3f2d8d42222f9c9c05d078ce55d9df3c6e80d3f2b0a9", "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\": 15.464897190974902, \"dd_pct\": -11.105754321056205, \"calmar\": 1.393536136190076, \"cagr_pct\": 15.476269966040904, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 15.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9221859608178983, \"sortino\": 1.4459686604176512}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 5.407318965900965, \"dd_pct\": -12.490581994968897, \"calmar\": 0.5822188753322415, \"cagr_pct\": 7.272252601355936, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 6.569343065693431, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5270513369930283, \"sortino\": 0.8460435606242006}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 16.66187580165679, \"dd_pct\": -15.59830114952595, \"calmar\": 1.068974786501984, \"cagr_pct\": 16.674190641108154, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8020868051919946, \"sortino\": 1.1784139003994274}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 124.42252065256608, \"dd_pct\": -15.598301149525929, \"calmar\": 0.6602719505158827, \"cagr_pct\": 10.299120724731619, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 6.2998007968127485, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7834613712713805, \"sortino\": 1.2160125962322612}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.058093943006874, \"dd_pct\": -13.366895306746962, \"calmar\": 1.1965200096778186, \"cagr_pct\": 15.993757701791264, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.3478260869565215, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1566208313861377, \"sortino\": 1.8620100384525238}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.987363667366864, \"dd_pct\": -15.598301149525973, \"calmar\": 0.4506170672031627, \"cagr_pct\": 7.028860717351115, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.46684350132626, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5623799834717182, \"sortino\": 0.8553734071549417}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 124.42252065256608, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -15.598301149525929, "% In Market": 6.2998007968127485, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ae3cb1f33b2d7e999e083c2b93d4e5c5603e04a8ea570eaa29500a4dbe6ae3dc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 150.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": -370.05, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "e393e286c87e0d28f0ad4b9c067bfd49699c4cabf9455188476cba4e9b42dd6e", "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\": 15.464897190974902, \"dd_pct\": -11.105754321056205, \"calmar\": 1.393536136190076, \"cagr_pct\": 15.476269966040904, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 15.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9221859608178983, \"sortino\": 1.4459686604176512}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 5.407318965900965, \"dd_pct\": -12.490581994968897, \"calmar\": 0.5822188753322415, \"cagr_pct\": 7.272252601355936, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 6.569343065693431, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5270513369930283, \"sortino\": 0.8460435606242006}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 16.66187580165679, \"dd_pct\": -15.59830114952595, \"calmar\": 1.068974786501984, \"cagr_pct\": 16.674190641108154, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8020868051919946, \"sortino\": 1.1784139003994274}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 124.42252065256608, \"dd_pct\": -15.598301149525929, \"calmar\": 0.6602719505158827, \"cagr_pct\": 10.299120724731619, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 6.2998007968127485, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7834613712713805, \"sortino\": 1.2160125962322612}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.058093943006874, \"dd_pct\": -13.366895306746962, \"calmar\": 1.1965200096778186, \"cagr_pct\": 15.993757701791264, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.3478260869565215, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1566208313861377, \"sortino\": 1.8620100384525238}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.987363667366864, \"dd_pct\": -15.598301149525973, \"calmar\": 0.4506170672031627, \"cagr_pct\": 7.028860717351115, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.46684350132626, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5623799834717182, \"sortino\": 0.8553734071549417}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 124.42252065256608, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -15.598301149525929, "% In Market": 6.2998007968127485, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ae3cb1f33b2d7e999e083c2b93d4e5c5603e04a8ea570eaa29500a4dbe6ae3dc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 150.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": -369.95, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "cad922ce1d7c4cb1d6dee32698c88b51ecfe4ac1f32773ddda81c3883b5e43a1", "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\": 15.464897190974902, \"dd_pct\": -11.105754321056205, \"calmar\": 1.393536136190076, \"cagr_pct\": 15.476269966040904, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 15.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9221859608178983, \"sortino\": 1.4459686604176512}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 5.407318965900965, \"dd_pct\": -12.490581994968897, \"calmar\": 0.5822188753322415, \"cagr_pct\": 7.272252601355936, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 6.569343065693431, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5270513369930283, \"sortino\": 0.8460435606242006}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 16.66187580165679, \"dd_pct\": -15.59830114952595, \"calmar\": 1.068974786501984, \"cagr_pct\": 16.674190641108154, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8020868051919946, \"sortino\": 1.1784139003994274}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 124.42252065256608, \"dd_pct\": -15.598301149525929, \"calmar\": 0.6602719505158827, \"cagr_pct\": 10.299120724731619, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 6.2998007968127485, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7834613712713805, \"sortino\": 1.2160125962322612}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.058093943006874, \"dd_pct\": -13.366895306746962, \"calmar\": 1.1965200096778186, \"cagr_pct\": 15.993757701791264, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.3478260869565215, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1566208313861377, \"sortino\": 1.8620100384525238}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.987363667366864, \"dd_pct\": -15.598301149525973, \"calmar\": 0.4506170672031627, \"cagr_pct\": 7.028860717351115, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.46684350132626, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5623799834717182, \"sortino\": 0.8553734071549417}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 124.42252065256608, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -15.598301149525929, "% In Market": 6.2998007968127485, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ae3cb1f33b2d7e999e083c2b93d4e5c5603e04a8ea570eaa29500a4dbe6ae3dc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 150.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": -369.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "288dd8cf4d1de6e3fbacfc976b179f138cbd1927cff1cfa939504467eba95b3f", "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\": 15.464897190974902, \"dd_pct\": -11.105754321056205, \"calmar\": 1.393536136190076, \"cagr_pct\": 15.476269966040904, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 15.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9221859608178983, \"sortino\": 1.4459686604176512}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 5.407318965900965, \"dd_pct\": -12.490581994968897, \"calmar\": 0.5822188753322415, \"cagr_pct\": 7.272252601355936, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 6.569343065693431, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5270513369930283, \"sortino\": 0.8460435606242006}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 16.66187580165679, \"dd_pct\": -15.59830114952595, \"calmar\": 1.068974786501984, \"cagr_pct\": 16.674190641108154, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 18.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8020868051919946, \"sortino\": 1.1784139003994274}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 124.42252065256608, \"dd_pct\": -15.598301149525929, \"calmar\": 0.6602719505158827, \"cagr_pct\": 10.299120724731619, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 6.2998007968127485, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7834613712713805, \"sortino\": 1.2160125962322612}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.058093943006874, \"dd_pct\": -13.366895306746962, \"calmar\": 1.1965200096778186, \"cagr_pct\": 15.993757701791264, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.3478260869565215, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1566208313861377, \"sortino\": 1.8620100384525238}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.987363667366864, \"dd_pct\": -15.598301149525973, \"calmar\": 0.4506170672031627, \"cagr_pct\": 7.028860717351115, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.46684350132626, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5623799834717182, \"sortino\": 0.8553734071549417}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 124.42252065256608, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -15.598301149525929, "% In Market": 6.2998007968127485, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ae3cb1f33b2d7e999e083c2b93d4e5c5603e04a8ea570eaa29500a4dbe6ae3dc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "b53074fae1ca653d237f4de649c73847b37c2b2746a113a85efa6611181f4974", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.23485321349396, \"dd_pct\": -53.13510349873516, \"calmar\": 1.3041444194377536, \"cagr_pct\": 69.29584870412292, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 98.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0481051881479155, \"sortino\": 1.52478649794624}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.68674485123097, \"dd_pct\": -58.42100667850288, \"calmar\": -0.9365005648612523, \"cagr_pct\": -54.71130575418094, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1213395714156267, \"sortino\": -1.5351114730975381}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.57422600335656, \"dd_pct\": -21.710153124768194, \"calmar\": 5.974390872055499, \"cagr_pct\": 129.70494065954225, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.230501730809806, \"sortino\": 3.5733392483676085}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.198297436106046, \"dd_pct\": -34.45152180576299, \"calmar\": 1.0974463054780963, \"cagr_pct\": 37.808695323832666, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8819607057136133, \"sortino\": 1.2620918351810637}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 70.3273571226189, \"dd_pct\": -30.697776346772198, \"calmar\": 2.292983587807587, \"cagr_pct\": 70.38949734533661, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.98630136986301, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4231596592172664, \"sortino\": 2.112091906132336}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.455848407743076, \"dd_pct\": -50.90348527337696, \"calmar\": -1.4484118871388865, \"cagr_pct\": -73.72921316675843, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.66887417218543, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.327510372959384, \"sortino\": -3.0340185486479307}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.8870604189819, \"dd_pct\": -86.03794832094658, \"calmar\": 0.1948066332337968, \"cagr_pct\": 16.760763042747005, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 92.67098273572377, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5615191887292527, \"sortino\": 0.800357382338911}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 63.513156915784805, \"dd_pct\": -86.03794832094658, \"calmar\": 0.20079906919827423, \"cagr_pct\": 17.276339938575298, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 87.91038154392191, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.581475879518419, \"sortino\": 0.8203812310701001}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.48512718387447, \"dd_pct\": -71.04163219876472, \"calmar\": 0.23160495872268563, \"cagr_pct\": 16.453594292987116, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 95.51724137931035, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.552145143767931, \"sortino\": 0.7946096519276092}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 47, "Total P&L %": 258.8870604189819, "Sharpe Ratio": 0.5615191887292527, "Sortino Ratio": 0.800357382338911, "Calmar Ratio": 0.1948066332337968, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.03794832094658, "% In Market": 92.67098273572377, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20079906919827423, "Sub1_Sortino": 0.8203812310701001, "Sub1_Trades": 14, "Sub2_Calmar": 0.23160495872268563, "Sub2_Sortino": 0.7946096519276092, "Sub2_Trades": 33, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "276b465d47e7910a6c45f8c6e6f1bf9d771124865579b996f4f9bc507493b2a5", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -576.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "01fecd397fdc353c822fce610901aa7419045cbdd9893b8d9957b7f6faa56335", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.23485321349396, \"dd_pct\": -53.13510349873516, \"calmar\": 1.3041444194377536, \"cagr_pct\": 69.29584870412292, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 98.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0481051881479155, \"sortino\": 1.52478649794624}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.68674485123097, \"dd_pct\": -58.42100667850288, \"calmar\": -0.9365005648612523, \"cagr_pct\": -54.71130575418094, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1213395714156267, \"sortino\": -1.5351114730975381}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.57422600335656, \"dd_pct\": -21.710153124768194, \"calmar\": 5.974390872055499, \"cagr_pct\": 129.70494065954225, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.230501730809806, \"sortino\": 3.5733392483676085}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.198297436106046, \"dd_pct\": -34.45152180576299, \"calmar\": 1.0974463054780963, \"cagr_pct\": 37.808695323832666, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8819607057136133, \"sortino\": 1.2620918351810637}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 70.3273571226189, \"dd_pct\": -30.697776346772198, \"calmar\": 2.292983587807587, \"cagr_pct\": 70.38949734533661, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.98630136986301, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4231596592172664, \"sortino\": 2.112091906132336}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.455848407743076, \"dd_pct\": -50.90348527337696, \"calmar\": -1.4484118871388865, \"cagr_pct\": -73.72921316675843, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.66887417218543, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.327510372959384, \"sortino\": -3.0340185486479307}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.8870604189819, \"dd_pct\": -86.03794832094658, \"calmar\": 0.1948066332337968, \"cagr_pct\": 16.760763042747005, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 92.67098273572377, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5615191887292527, \"sortino\": 0.800357382338911}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 63.513156915784805, \"dd_pct\": -86.03794832094658, \"calmar\": 0.20079906919827423, \"cagr_pct\": 17.276339938575298, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 87.91038154392191, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.581475879518419, \"sortino\": 0.8203812310701001}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.48512718387447, \"dd_pct\": -71.04163219876472, \"calmar\": 0.23160495872268563, \"cagr_pct\": 16.453594292987116, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 95.51724137931035, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.552145143767931, \"sortino\": 0.7946096519276092}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 47, "Total P&L %": 258.8870604189819, "Sharpe Ratio": 0.5615191887292527, "Sortino Ratio": 0.800357382338911, "Calmar Ratio": 0.1948066332337968, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.03794832094658, "% In Market": 92.67098273572377, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20079906919827423, "Sub1_Sortino": 0.8203812310701001, "Sub1_Trades": 14, "Sub2_Calmar": 0.23160495872268563, "Sub2_Sortino": 0.7946096519276092, "Sub2_Trades": 33, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "276b465d47e7910a6c45f8c6e6f1bf9d771124865579b996f4f9bc507493b2a5", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -575.05, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "9d422adfbf4b5070cff26b8c6355668c5384838cfa8e2a81255dbb31b8a15399", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.23485321349396, \"dd_pct\": -53.13510349873516, \"calmar\": 1.3041444194377536, \"cagr_pct\": 69.29584870412292, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 98.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0481051881479155, \"sortino\": 1.52478649794624}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.68674485123097, \"dd_pct\": -58.42100667850288, \"calmar\": -0.9365005648612523, \"cagr_pct\": -54.71130575418094, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1213395714156267, \"sortino\": -1.5351114730975381}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.57422600335656, \"dd_pct\": -21.710153124768194, \"calmar\": 5.974390872055499, \"cagr_pct\": 129.70494065954225, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.230501730809806, \"sortino\": 3.5733392483676085}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.198297436106046, \"dd_pct\": -34.45152180576299, \"calmar\": 1.0974463054780963, \"cagr_pct\": 37.808695323832666, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8819607057136133, \"sortino\": 1.2620918351810637}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 70.3273571226189, \"dd_pct\": -30.697776346772198, \"calmar\": 2.292983587807587, \"cagr_pct\": 70.38949734533661, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.98630136986301, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4231596592172664, \"sortino\": 2.112091906132336}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.455848407743076, \"dd_pct\": -50.90348527337696, \"calmar\": -1.4484118871388865, \"cagr_pct\": -73.72921316675843, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.66887417218543, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.327510372959384, \"sortino\": -3.0340185486479307}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.8870604189819, \"dd_pct\": -86.03794832094658, \"calmar\": 0.1948066332337968, \"cagr_pct\": 16.760763042747005, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 92.67098273572377, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5615191887292527, \"sortino\": 0.800357382338911}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 63.513156915784805, \"dd_pct\": -86.03794832094658, \"calmar\": 0.20079906919827423, \"cagr_pct\": 17.276339938575298, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 87.91038154392191, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.581475879518419, \"sortino\": 0.8203812310701001}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.48512718387447, \"dd_pct\": -71.04163219876472, \"calmar\": 0.23160495872268563, \"cagr_pct\": 16.453594292987116, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 95.51724137931035, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.552145143767931, \"sortino\": 0.7946096519276092}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 47, "Total P&L %": 258.8870604189819, "Sharpe Ratio": 0.5615191887292527, "Sortino Ratio": 0.800357382338911, "Calmar Ratio": 0.1948066332337968, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.03794832094658, "% In Market": 92.67098273572377, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20079906919827423, "Sub1_Sortino": 0.8203812310701001, "Sub1_Trades": 14, "Sub2_Calmar": 0.23160495872268563, "Sub2_Sortino": 0.7946096519276092, "Sub2_Trades": 33, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "276b465d47e7910a6c45f8c6e6f1bf9d771124865579b996f4f9bc507493b2a5", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -574.95, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "e815877b746f850410a2259fc4180a8e7cec595ff348ef2457fc466a4aa113d1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.23485321349396, \"dd_pct\": -53.13510349873516, \"calmar\": 1.3041444194377536, \"cagr_pct\": 69.29584870412292, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 98.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0481051881479155, \"sortino\": 1.52478649794624}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.68674485123097, \"dd_pct\": -58.42100667850288, \"calmar\": -0.9365005648612523, \"cagr_pct\": -54.71130575418094, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1213395714156267, \"sortino\": -1.5351114730975381}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.57422600335656, \"dd_pct\": -21.710153124768194, \"calmar\": 5.974390872055499, \"cagr_pct\": 129.70494065954225, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.230501730809806, \"sortino\": 3.5733392483676085}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.198297436106046, \"dd_pct\": -34.45152180576299, \"calmar\": 1.0974463054780963, \"cagr_pct\": 37.808695323832666, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8819607057136133, \"sortino\": 1.2620918351810637}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 70.3273571226189, \"dd_pct\": -30.697776346772198, \"calmar\": 2.292983587807587, \"cagr_pct\": 70.38949734533661, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.98630136986301, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4231596592172664, \"sortino\": 2.112091906132336}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.455848407743076, \"dd_pct\": -50.90348527337696, \"calmar\": -1.4484118871388865, \"cagr_pct\": -73.72921316675843, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.66887417218543, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.327510372959384, \"sortino\": -3.0340185486479307}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.8870604189819, \"dd_pct\": -86.03794832094658, \"calmar\": 0.1948066332337968, \"cagr_pct\": 16.760763042747005, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 92.67098273572377, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5615191887292527, \"sortino\": 0.800357382338911}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 63.513156915784805, \"dd_pct\": -86.03794832094658, \"calmar\": 0.20079906919827423, \"cagr_pct\": 17.276339938575298, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 87.91038154392191, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.581475879518419, \"sortino\": 0.8203812310701001}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.48512718387447, \"dd_pct\": -71.04163219876472, \"calmar\": 0.23160495872268563, \"cagr_pct\": 16.453594292987116, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 95.51724137931035, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.552145143767931, \"sortino\": 0.7946096519276092}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 47, "Total P&L %": 258.8870604189819, "Sharpe Ratio": 0.5615191887292527, "Sortino Ratio": 0.800357382338911, "Calmar Ratio": 0.1948066332337968, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.03794832094658, "% In Market": 92.67098273572377, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20079906919827423, "Sub1_Sortino": 0.8203812310701001, "Sub1_Trades": 14, "Sub2_Calmar": 0.23160495872268563, "Sub2_Sortino": 0.7946096519276092, "Sub2_Trades": 33, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "276b465d47e7910a6c45f8c6e6f1bf9d771124865579b996f4f9bc507493b2a5", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -574.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "d11cd41bb5d7dbfb480761b533eea38fe8edc13cf9f4e094427e14e195352a42", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.23485321349396, \"dd_pct\": -53.13510349873516, \"calmar\": 1.3041444194377536, \"cagr_pct\": 69.29584870412292, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 98.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0481051881479155, \"sortino\": 1.52478649794624}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.68674485123097, \"dd_pct\": -58.42100667850288, \"calmar\": -0.9365005648612523, \"cagr_pct\": -54.71130575418094, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1213395714156267, \"sortino\": -1.5351114730975381}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.57422600335656, \"dd_pct\": -21.710153124768194, \"calmar\": 5.974390872055499, \"cagr_pct\": 129.70494065954225, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.230501730809806, \"sortino\": 3.5733392483676085}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.198297436106046, \"dd_pct\": -34.45152180576299, \"calmar\": 1.0974463054780963, \"cagr_pct\": 37.808695323832666, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8819607057136133, \"sortino\": 1.2620918351810637}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 70.3273571226189, \"dd_pct\": -30.697776346772198, \"calmar\": 2.292983587807587, \"cagr_pct\": 70.38949734533661, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.98630136986301, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4231596592172664, \"sortino\": 2.112091906132336}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.455848407743076, \"dd_pct\": -50.90348527337696, \"calmar\": -1.4484118871388865, \"cagr_pct\": -73.72921316675843, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.66887417218543, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.327510372959384, \"sortino\": -3.0340185486479307}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.8870604189819, \"dd_pct\": -86.03794832094658, \"calmar\": 0.1948066332337968, \"cagr_pct\": 16.760763042747005, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 92.67098273572377, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5615191887292527, \"sortino\": 0.800357382338911}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 63.513156915784805, \"dd_pct\": -86.03794832094658, \"calmar\": 0.20079906919827423, \"cagr_pct\": 17.276339938575298, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 87.91038154392191, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.581475879518419, \"sortino\": 0.8203812310701001}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.48512718387447, \"dd_pct\": -71.04163219876472, \"calmar\": 0.23160495872268563, \"cagr_pct\": 16.453594292987116, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 95.51724137931035, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.552145143767931, \"sortino\": 0.7946096519276092}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 47, "Total P&L %": 258.8870604189819, "Sharpe Ratio": 0.5615191887292527, "Sortino Ratio": 0.800357382338911, "Calmar Ratio": 0.1948066332337968, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.03794832094658, "% In Market": 92.67098273572377, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20079906919827423, "Sub1_Sortino": 0.8203812310701001, "Sub1_Trades": 14, "Sub2_Calmar": 0.23160495872268563, "Sub2_Sortino": 0.7946096519276092, "Sub2_Trades": 33, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "276b465d47e7910a6c45f8c6e6f1bf9d771124865579b996f4f9bc507493b2a5", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 229.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "943d53d54e73ea9ec809ea068d69103f48ddf7bc680731bf03a2f8a51655063f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.23485321349396, \"dd_pct\": -53.13510349873516, \"calmar\": 1.3041444194377536, \"cagr_pct\": 69.29584870412292, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 98.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0481051881479155, \"sortino\": 1.52478649794624}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.59862758565657, \"dd_pct\": -71.09528440103536, \"calmar\": -0.9652332240596853, \"cagr_pct\": -68.62353057785161, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.28767123287672, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5581412745793426, \"sortino\": -2.101678523268949}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.57422600335656, \"dd_pct\": -21.710153124768194, \"calmar\": 5.974390872055499, \"cagr_pct\": 129.70494065954225, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.230501730809806, \"sortino\": 3.5733392483676085}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.198297436106046, \"dd_pct\": -34.45152180576299, \"calmar\": 1.0974463054780963, \"cagr_pct\": 37.808695323832666, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8819607057136133, \"sortino\": 1.2620918351810637}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 70.3273571226189, \"dd_pct\": -30.697776346772198, \"calmar\": 2.292983587807587, \"cagr_pct\": 70.38949734533661, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.98630136986301, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4231596592172664, \"sortino\": 2.112091906132336}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.455848407743076, \"dd_pct\": -50.90348527337696, \"calmar\": -1.4484118871388865, \"cagr_pct\": -73.72921316675843, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.66887417218543, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.327510372959384, \"sortino\": -3.0340185486479307}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 148.70308261691005, \"dd_pct\": -86.03794832094658, \"calmar\": 0.13577451821882017, \"cagr_pct\": 11.681760981812271, \"entries\": 48, \"exits\": 47, \"exposure_pct\": 93.90770252324037, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.49188622968243023, \"sortino\": 0.6992396112373189}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 63.513156915784805, \"dd_pct\": -86.03794832094658, \"calmar\": 0.20079906919827423, \"cagr_pct\": 17.276339938575298, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 87.91038154392191, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.581475879518419, \"sortino\": 0.8203812310701001}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 52.09973760398927, \"dd_pct\": -79.9323070290874, \"calmar\": 0.10590457510825964, \"cagr_pct\": 8.465197013338456, \"entries\": 34, \"exits\": 34, \"exposure_pct\": 97.49336870026525, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4307183778795165, \"sortino\": 0.6164782246864517}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 48, "Total P&L %": 148.70308261691005, "Sharpe Ratio": 0.49188622968243023, "Sortino Ratio": 0.6992396112373189, "Calmar Ratio": 0.13577451821882017, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.03794832094658, "% In Market": 93.90770252324037, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20079906919827423, "Sub1_Sortino": 0.8203812310701001, "Sub1_Trades": 14, "Sub2_Calmar": 0.10590457510825964, "Sub2_Sortino": 0.6164782246864517, "Sub2_Trades": 34, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "276b465d47e7910a6c45f8c6e6f1bf9d771124865579b996f4f9bc507493b2a5", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 229.95, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "b2e415e180635dcd680e12e2b4a2b20965ccf863572494425a021bfd8c48f6a9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.23485321349396, \"dd_pct\": -53.13510349873516, \"calmar\": 1.3041444194377536, \"cagr_pct\": 69.29584870412292, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 98.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0481051881479155, \"sortino\": 1.52478649794624}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.68674485123097, \"dd_pct\": -58.42100667850288, \"calmar\": -0.9365005648612523, \"cagr_pct\": -54.71130575418094, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1213395714156267, \"sortino\": -1.5351114730975381}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.57422600335656, \"dd_pct\": -21.710153124768194, \"calmar\": 5.974390872055499, \"cagr_pct\": 129.70494065954225, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.230501730809806, \"sortino\": 3.5733392483676085}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.198297436106046, \"dd_pct\": -34.45152180576299, \"calmar\": 1.0974463054780963, \"cagr_pct\": 37.808695323832666, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8819607057136133, \"sortino\": 1.2620918351810637}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 70.3273571226189, \"dd_pct\": -30.697776346772198, \"calmar\": 2.292983587807587, \"cagr_pct\": 70.38949734533661, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.98630136986301, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4231596592172664, \"sortino\": 2.112091906132336}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.455848407743076, \"dd_pct\": -50.90348527337696, \"calmar\": -1.4484118871388865, \"cagr_pct\": -73.72921316675843, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.66887417218543, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.327510372959384, \"sortino\": -3.0340185486479307}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.8870604189819, \"dd_pct\": -86.03794832094658, \"calmar\": 0.1948066332337968, \"cagr_pct\": 16.760763042747005, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 92.67098273572377, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5615191887292527, \"sortino\": 0.800357382338911}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 63.513156915784805, \"dd_pct\": -86.03794832094658, \"calmar\": 0.20079906919827423, \"cagr_pct\": 17.276339938575298, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 87.91038154392191, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.581475879518419, \"sortino\": 0.8203812310701001}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.48512718387447, \"dd_pct\": -71.04163219876472, \"calmar\": 0.23160495872268563, \"cagr_pct\": 16.453594292987116, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 95.51724137931035, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.552145143767931, \"sortino\": 0.7946096519276092}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 47, "Total P&L %": 258.8870604189819, "Sharpe Ratio": 0.5615191887292527, "Sortino Ratio": 0.800357382338911, "Calmar Ratio": 0.1948066332337968, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.03794832094658, "% In Market": 92.67098273572377, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20079906919827423, "Sub1_Sortino": 0.8203812310701001, "Sub1_Trades": 14, "Sub2_Calmar": 0.23160495872268563, "Sub2_Sortino": 0.7946096519276092, "Sub2_Trades": 33, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "276b465d47e7910a6c45f8c6e6f1bf9d771124865579b996f4f9bc507493b2a5", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 230.05, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "42757d57ad23143d7068574eb5c90c06b01d7b67da67bd8ad44d9e3e1f7ec944", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.23485321349396, \"dd_pct\": -53.13510349873516, \"calmar\": 1.3041444194377536, \"cagr_pct\": 69.29584870412292, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 98.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0481051881479155, \"sortino\": 1.52478649794624}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.68674485123097, \"dd_pct\": -58.42100667850288, \"calmar\": -0.9365005648612523, \"cagr_pct\": -54.71130575418094, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1213395714156267, \"sortino\": -1.5351114730975381}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.57422600335656, \"dd_pct\": -21.710153124768194, \"calmar\": 5.974390872055499, \"cagr_pct\": 129.70494065954225, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.230501730809806, \"sortino\": 3.5733392483676085}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.198297436106046, \"dd_pct\": -34.45152180576299, \"calmar\": 1.0974463054780963, \"cagr_pct\": 37.808695323832666, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8819607057136133, \"sortino\": 1.2620918351810637}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 70.3273571226189, \"dd_pct\": -30.697776346772198, \"calmar\": 2.292983587807587, \"cagr_pct\": 70.38949734533661, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.98630136986301, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4231596592172664, \"sortino\": 2.112091906132336}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.455848407743076, \"dd_pct\": -50.90348527337696, \"calmar\": -1.4484118871388865, \"cagr_pct\": -73.72921316675843, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.66887417218543, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.327510372959384, \"sortino\": -3.0340185486479307}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.8870604189819, \"dd_pct\": -86.03794832094658, \"calmar\": 0.1948066332337968, \"cagr_pct\": 16.760763042747005, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 92.67098273572377, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5615191887292527, \"sortino\": 0.800357382338911}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 63.513156915784805, \"dd_pct\": -86.03794832094658, \"calmar\": 0.20079906919827423, \"cagr_pct\": 17.276339938575298, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 87.91038154392191, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.581475879518419, \"sortino\": 0.8203812310701001}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.48512718387447, \"dd_pct\": -71.04163219876472, \"calmar\": 0.23160495872268563, \"cagr_pct\": 16.453594292987116, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 95.51724137931035, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.552145143767931, \"sortino\": 0.7946096519276092}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 47, "Total P&L %": 258.8870604189819, "Sharpe Ratio": 0.5615191887292527, "Sortino Ratio": 0.800357382338911, "Calmar Ratio": 0.1948066332337968, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.03794832094658, "% In Market": 92.67098273572377, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20079906919827423, "Sub1_Sortino": 0.8203812310701001, "Sub1_Trades": 14, "Sub2_Calmar": 0.23160495872268563, "Sub2_Sortino": 0.7946096519276092, "Sub2_Trades": 33, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "276b465d47e7910a6c45f8c6e6f1bf9d771124865579b996f4f9bc507493b2a5", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 231.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "0369f5679e8627c4754aa049774cb9e552ae671203cef74d4fae98874ab0d487", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.23485321349396, \"dd_pct\": -53.13510349873516, \"calmar\": 1.3041444194377536, \"cagr_pct\": 69.29584870412292, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 98.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0481051881479155, \"sortino\": 1.52478649794624}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.68674485123097, \"dd_pct\": -58.42100667850288, \"calmar\": -0.9365005648612523, \"cagr_pct\": -54.71130575418094, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1213395714156267, \"sortino\": -1.5351114730975381}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.57422600335656, \"dd_pct\": -21.710153124768194, \"calmar\": 5.974390872055499, \"cagr_pct\": 129.70494065954225, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.230501730809806, \"sortino\": 3.5733392483676085}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.198297436106046, \"dd_pct\": -34.45152180576299, \"calmar\": 1.0974463054780963, \"cagr_pct\": 37.808695323832666, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8819607057136133, \"sortino\": 1.2620918351810637}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 70.86971442221687, \"dd_pct\": -30.697776346772056, \"calmar\": 2.3106697995140584, \"cagr_pct\": 70.93242471672319, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 97.26027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4303920384423137, \"sortino\": 2.123395829504639}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.455848407743076, \"dd_pct\": -50.90348527337696, \"calmar\": -1.4484118871388865, \"cagr_pct\": -73.72921316675843, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.66887417218543, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.327510372959384, \"sortino\": -3.0340185486479307}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 260.0298305543114, \"dd_pct\": -86.03794832094658, \"calmar\": 0.19532991597265595, \"cagr_pct\": 16.805785215990213, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 92.70418326693228, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5621351548524222, \"sortino\": 0.8012473652914497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 63.513156915784805, \"dd_pct\": -86.03794832094658, \"calmar\": 0.20079906919827423, \"cagr_pct\": 17.276339938575298, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 87.91038154392191, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.581475879518419, \"sortino\": 0.8203812310701001}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 120.18401292303169, \"dd_pct\": -71.04163219876472, \"calmar\": 0.23261505591737128, \"cagr_pct\": 16.525353246376977, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 95.57029177718833, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5532230675670979, \"sortino\": 0.7961843819568651}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 47, "Total P&L %": 260.0298305543114, "Sharpe Ratio": 0.5621351548524222, "Sortino Ratio": 0.8012473652914497, "Calmar Ratio": 0.19532991597265595, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.03794832094658, "% In Market": 92.70418326693228, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20079906919827423, "Sub1_Sortino": 0.8203812310701001, "Sub1_Trades": 14, "Sub2_Calmar": 0.23261505591737128, "Sub2_Sortino": 0.7961843819568651, "Sub2_Trades": 33, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "276b465d47e7910a6c45f8c6e6f1bf9d771124865579b996f4f9bc507493b2a5", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 709.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "5a510e53ff97c7d89d912ee204127cefa7a72735b7bf0cd270509e21e426be50", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.23485321349396, \"dd_pct\": -53.13510349873516, \"calmar\": 1.3041444194377536, \"cagr_pct\": 69.29584870412292, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 98.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0481051881479155, \"sortino\": 1.52478649794624}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.68674485123097, \"dd_pct\": -58.42100667850288, \"calmar\": -0.9365005648612523, \"cagr_pct\": -54.71130575418094, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1213395714156267, \"sortino\": -1.5351114730975381}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.57422600335656, \"dd_pct\": -21.710153124768194, \"calmar\": 5.974390872055499, \"cagr_pct\": 129.70494065954225, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.230501730809806, \"sortino\": 3.5733392483676085}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.198297436106046, \"dd_pct\": -34.45152180576299, \"calmar\": 1.0974463054780963, \"cagr_pct\": 37.808695323832666, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8819607057136133, \"sortino\": 1.2620918351810637}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 70.3273571226189, \"dd_pct\": -30.697776346772198, \"calmar\": 2.292983587807587, \"cagr_pct\": 70.38949734533661, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.98630136986301, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4231596592172664, \"sortino\": 2.112091906132336}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.455848407743076, \"dd_pct\": -50.90348527337696, \"calmar\": -1.4484118871388865, \"cagr_pct\": -73.72921316675843, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.66887417218543, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.327510372959384, \"sortino\": -3.0340185486479307}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.8870604189819, \"dd_pct\": -86.03794832094658, \"calmar\": 0.1948066332337968, \"cagr_pct\": 16.760763042747005, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 92.67098273572377, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5615191887292527, \"sortino\": 0.800357382338911}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 63.513156915784805, \"dd_pct\": -86.03794832094658, \"calmar\": 0.20079906919827423, \"cagr_pct\": 17.276339938575298, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 87.91038154392191, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.581475879518419, \"sortino\": 0.8203812310701001}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.48512718387447, \"dd_pct\": -71.04163219876472, \"calmar\": 0.23160495872268563, \"cagr_pct\": 16.453594292987116, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 95.51724137931035, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.552145143767931, \"sortino\": 0.7946096519276092}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 47, "Total P&L %": 258.8870604189819, "Sharpe Ratio": 0.5615191887292527, "Sortino Ratio": 0.800357382338911, "Calmar Ratio": 0.1948066332337968, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.03794832094658, "% In Market": 92.67098273572377, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20079906919827423, "Sub1_Sortino": 0.8203812310701001, "Sub1_Trades": 14, "Sub2_Calmar": 0.23160495872268563, "Sub2_Sortino": 0.7946096519276092, "Sub2_Trades": 33, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "276b465d47e7910a6c45f8c6e6f1bf9d771124865579b996f4f9bc507493b2a5", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 709.95, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "f9935f42b97aa78a68a3e846a8762d48a0b7c8eafd7c7c4367906c158644583a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.23485321349396, \"dd_pct\": -53.13510349873516, \"calmar\": 1.3041444194377536, \"cagr_pct\": 69.29584870412292, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 98.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0481051881479155, \"sortino\": 1.52478649794624}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.68674485123097, \"dd_pct\": -58.42100667850288, \"calmar\": -0.9365005648612523, \"cagr_pct\": -54.71130575418094, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1213395714156267, \"sortino\": -1.5351114730975381}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.57422600335656, \"dd_pct\": -21.710153124768194, \"calmar\": 5.974390872055499, \"cagr_pct\": 129.70494065954225, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.230501730809806, \"sortino\": 3.5733392483676085}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.198297436106046, \"dd_pct\": -34.45152180576299, \"calmar\": 1.0974463054780963, \"cagr_pct\": 37.808695323832666, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8819607057136133, \"sortino\": 1.2620918351810637}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 70.3273571226189, \"dd_pct\": -30.697776346772198, \"calmar\": 2.292983587807587, \"cagr_pct\": 70.38949734533661, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.98630136986301, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4231596592172664, \"sortino\": 2.112091906132336}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.455848407743076, \"dd_pct\": -50.90348527337696, \"calmar\": -1.4484118871388865, \"cagr_pct\": -73.72921316675843, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.66887417218543, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.327510372959384, \"sortino\": -3.0340185486479307}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.8870604189819, \"dd_pct\": -86.03794832094658, \"calmar\": 0.1948066332337968, \"cagr_pct\": 16.760763042747005, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 92.67098273572377, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5615191887292527, \"sortino\": 0.800357382338911}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 63.513156915784805, \"dd_pct\": -86.03794832094658, \"calmar\": 0.20079906919827423, \"cagr_pct\": 17.276339938575298, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 87.91038154392191, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.581475879518419, \"sortino\": 0.8203812310701001}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.48512718387447, \"dd_pct\": -71.04163219876472, \"calmar\": 0.23160495872268563, \"cagr_pct\": 16.453594292987116, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 95.51724137931035, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.552145143767931, \"sortino\": 0.7946096519276092}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 47, "Total P&L %": 258.8870604189819, "Sharpe Ratio": 0.5615191887292527, "Sortino Ratio": 0.800357382338911, "Calmar Ratio": 0.1948066332337968, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.03794832094658, "% In Market": 92.67098273572377, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20079906919827423, "Sub1_Sortino": 0.8203812310701001, "Sub1_Trades": 14, "Sub2_Calmar": 0.23160495872268563, "Sub2_Sortino": 0.7946096519276092, "Sub2_Trades": 33, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "276b465d47e7910a6c45f8c6e6f1bf9d771124865579b996f4f9bc507493b2a5", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 710.05, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "bbf1114103f982dba8563d5218075079fed9be940dc60086ae1b671db62a9ebb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.23485321349396, \"dd_pct\": -53.13510349873516, \"calmar\": 1.3041444194377536, \"cagr_pct\": 69.29584870412292, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 98.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0481051881479155, \"sortino\": 1.52478649794624}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.68674485123097, \"dd_pct\": -58.42100667850288, \"calmar\": -0.9365005648612523, \"cagr_pct\": -54.71130575418094, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1213395714156267, \"sortino\": -1.5351114730975381}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.57422600335656, \"dd_pct\": -21.710153124768194, \"calmar\": 5.974390872055499, \"cagr_pct\": 129.70494065954225, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.230501730809806, \"sortino\": 3.5733392483676085}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.198297436106046, \"dd_pct\": -34.45152180576299, \"calmar\": 1.0974463054780963, \"cagr_pct\": 37.808695323832666, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8819607057136133, \"sortino\": 1.2620918351810637}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 70.3273571226189, \"dd_pct\": -30.697776346772198, \"calmar\": 2.292983587807587, \"cagr_pct\": 70.38949734533661, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.98630136986301, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4231596592172664, \"sortino\": 2.112091906132336}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.455848407743076, \"dd_pct\": -50.90348527337696, \"calmar\": -1.4484118871388865, \"cagr_pct\": -73.72921316675843, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.66887417218543, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.327510372959384, \"sortino\": -3.0340185486479307}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.8870604189819, \"dd_pct\": -86.03794832094658, \"calmar\": 0.1948066332337968, \"cagr_pct\": 16.760763042747005, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 92.67098273572377, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5615191887292527, \"sortino\": 0.800357382338911}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 63.513156915784805, \"dd_pct\": -86.03794832094658, \"calmar\": 0.20079906919827423, \"cagr_pct\": 17.276339938575298, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 87.91038154392191, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.581475879518419, \"sortino\": 0.8203812310701001}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.48512718387447, \"dd_pct\": -71.04163219876472, \"calmar\": 0.23160495872268563, \"cagr_pct\": 16.453594292987116, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 95.51724137931035, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.552145143767931, \"sortino\": 0.7946096519276092}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 47, "Total P&L %": 258.8870604189819, "Sharpe Ratio": 0.5615191887292527, "Sortino Ratio": 0.800357382338911, "Calmar Ratio": 0.1948066332337968, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.03794832094658, "% In Market": 92.67098273572377, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20079906919827423, "Sub1_Sortino": 0.8203812310701001, "Sub1_Trades": 14, "Sub2_Calmar": 0.23160495872268563, "Sub2_Sortino": 0.7946096519276092, "Sub2_Trades": 33, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "276b465d47e7910a6c45f8c6e6f1bf9d771124865579b996f4f9bc507493b2a5", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 711.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "5cf8918c8d8887179de7db5cadc0d8d7688c21767af2ff3e9ebf2b4f147ef3a6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.23485321349396, \"dd_pct\": -53.13510349873516, \"calmar\": 1.3041444194377536, \"cagr_pct\": 69.29584870412292, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 98.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0481051881479155, \"sortino\": 1.52478649794624}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.68674485123097, \"dd_pct\": -58.42100667850288, \"calmar\": -0.9365005648612523, \"cagr_pct\": -54.71130575418094, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1213395714156267, \"sortino\": -1.5351114730975381}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.57422600335656, \"dd_pct\": -21.710153124768194, \"calmar\": 5.974390872055499, \"cagr_pct\": 129.70494065954225, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.230501730809806, \"sortino\": 3.5733392483676085}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.198297436106046, \"dd_pct\": -34.45152180576299, \"calmar\": 1.0974463054780963, \"cagr_pct\": 37.808695323832666, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8819607057136133, \"sortino\": 1.2620918351810637}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 70.3273571226189, \"dd_pct\": -30.697776346772198, \"calmar\": 2.292983587807587, \"cagr_pct\": 70.38949734533661, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.98630136986301, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4231596592172664, \"sortino\": 2.112091906132336}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.455848407743076, \"dd_pct\": -50.90348527337696, \"calmar\": -1.4484118871388865, \"cagr_pct\": -73.72921316675843, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.66887417218543, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.327510372959384, \"sortino\": -3.0340185486479307}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.8870604189819, \"dd_pct\": -86.03794832094658, \"calmar\": 0.1948066332337968, \"cagr_pct\": 16.760763042747005, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 92.67098273572377, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5615191887292527, \"sortino\": 0.800357382338911}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 63.513156915784805, \"dd_pct\": -86.03794832094658, \"calmar\": 0.20079906919827423, \"cagr_pct\": 17.276339938575298, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 87.91038154392191, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.581475879518419, \"sortino\": 0.8203812310701001}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 119.48512718387447, \"dd_pct\": -71.04163219876472, \"calmar\": 0.23160495872268563, \"cagr_pct\": 16.453594292987116, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 95.51724137931035, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.552145143767931, \"sortino\": 0.7946096519276092}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 47, "Total P&L %": 258.8870604189819, "Sharpe Ratio": 0.5615191887292527, "Sortino Ratio": 0.800357382338911, "Calmar Ratio": 0.1948066332337968, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.03794832094658, "% In Market": 92.67098273572377, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20079906919827423, "Sub1_Sortino": 0.8203812310701001, "Sub1_Trades": 14, "Sub2_Calmar": 0.23160495872268563, "Sub2_Sortino": 0.7946096519276092, "Sub2_Trades": 33, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "276b465d47e7910a6c45f8c6e6f1bf9d771124865579b996f4f9bc507493b2a5", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 550.0, "i_long_exit_activation_threshold": 130.0, "i_long_exit_activation_confirmation_threshold": 150.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "a6a61a6927a773a28bea68412eba243cca1d4a27481feb327685417757293b6d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d0b658b8c875d80fc99860798f5d8ba332e7a68680f5d19e304b621560ff4e2b", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 549.0, "i_long_exit_activation_threshold": 130.0, "i_long_exit_activation_confirmation_threshold": 150.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "82ac3e8a7e8eb28b2c203c01d2e0c538d3d2b1b01cc751141ab81f88c9427c1c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d0b658b8c875d80fc99860798f5d8ba332e7a68680f5d19e304b621560ff4e2b", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 549.95, "i_long_exit_activation_threshold": 130.0, "i_long_exit_activation_confirmation_threshold": 150.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "a4aa01df5971797c3c13f4798aa19a89d6f55f9c0350a61d7822cf4a07167e1b", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d0b658b8c875d80fc99860798f5d8ba332e7a68680f5d19e304b621560ff4e2b", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 550.05, "i_long_exit_activation_threshold": 130.0, "i_long_exit_activation_confirmation_threshold": 150.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "3c7b57bae7aed56e80be5ed57d74a7afb053a61e3e50850ee71e1c3f1c04c467", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d0b658b8c875d80fc99860798f5d8ba332e7a68680f5d19e304b621560ff4e2b", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 551.0, "i_long_exit_activation_threshold": 130.0, "i_long_exit_activation_confirmation_threshold": 150.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "2625b95033d9bb3a1396b090739c9c86ea6a67f78fb21409ee8f76be5516a553", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d0b658b8c875d80fc99860798f5d8ba332e7a68680f5d19e304b621560ff4e2b", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 550.0, "i_long_exit_activation_threshold": 129.0, "i_long_exit_activation_confirmation_threshold": 150.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "a8b31c73f4d55a8346aa2429cc45d66459ad480a495395f087492bac9990c2b5", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d0b658b8c875d80fc99860798f5d8ba332e7a68680f5d19e304b621560ff4e2b", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 550.0, "i_long_exit_activation_threshold": 129.95, "i_long_exit_activation_confirmation_threshold": 150.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "a57c4918301648b6bd83bf194cb8794060529aa561b9ee2f8140f62d990e43f8", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d0b658b8c875d80fc99860798f5d8ba332e7a68680f5d19e304b621560ff4e2b", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 550.0, "i_long_exit_activation_threshold": 130.05, "i_long_exit_activation_confirmation_threshold": 150.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "2afe12634e99c5604fb1c54b3051b14c9bb73bc97f0ce1a124de95c8e9238b3c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d0b658b8c875d80fc99860798f5d8ba332e7a68680f5d19e304b621560ff4e2b", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 550.0, "i_long_exit_activation_threshold": 131.0, "i_long_exit_activation_confirmation_threshold": 150.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "fc8c0fd6327067f3566f8283bfe9b509244cd617fe734e75392cf9a0b7c86d12", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d0b658b8c875d80fc99860798f5d8ba332e7a68680f5d19e304b621560ff4e2b", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 550.0, "i_long_exit_activation_threshold": 130.0, "i_long_exit_activation_confirmation_threshold": 149.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "39727dafb6312b04d56f73037bef2c97ca3d4ef9d9ad04883514f1e18943eb24", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d0b658b8c875d80fc99860798f5d8ba332e7a68680f5d19e304b621560ff4e2b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 550.0, "i_long_exit_activation_threshold": 130.0, "i_long_exit_activation_confirmation_threshold": 149.95, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "72bbf93538461ace8947b982f043460d1a98f7e380130f6652b9fd298e0f82a1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d0b658b8c875d80fc99860798f5d8ba332e7a68680f5d19e304b621560ff4e2b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 550.0, "i_long_exit_activation_threshold": 130.0, "i_long_exit_activation_confirmation_threshold": 150.05, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "e228c4a053450946147bb388a4bac28b4ead83f9b6749aa7a09ea1e26c5ec50c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d0b658b8c875d80fc99860798f5d8ba332e7a68680f5d19e304b621560ff4e2b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 550.0, "i_long_exit_activation_threshold": 130.0, "i_long_exit_activation_confirmation_threshold": 151.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "2d16d96088b72d6cef84379b7b78b03a656e8f6fdb2b1b99ddbe1640d9a3be2f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d0b658b8c875d80fc99860798f5d8ba332e7a68680f5d19e304b621560ff4e2b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 490.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "27076e3552e40600f1123cb73ebff6c973b2c24805e5e0ac6b0096d273959a36", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5e9f1dd4d01800856f377bf8ac495d8f04e80950e98e47d2c8bc554910eb2e9", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 489.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "ee88fd326c4bc1ec45f110f6e7c359a8b3888952591a31c2d9b28338f27789cb", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5e9f1dd4d01800856f377bf8ac495d8f04e80950e98e47d2c8bc554910eb2e9", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 489.95, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "68c57d8a0d5ad29483673b5da9ae048dc6b598b4c7863954678ecb2c6d70eafa", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5e9f1dd4d01800856f377bf8ac495d8f04e80950e98e47d2c8bc554910eb2e9", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 490.05, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "a92184bbbb0439d13e0bcc94407ca095c9b45512826808e5d8bf4abe8847e2d6", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5e9f1dd4d01800856f377bf8ac495d8f04e80950e98e47d2c8bc554910eb2e9", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 491.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "195d6d76b2e471a54949ac8fa3098c6bd99bf396f48b6b91c248aa5f3dea4f80", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5e9f1dd4d01800856f377bf8ac495d8f04e80950e98e47d2c8bc554910eb2e9", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 490.0, "i_long_exit_activation_threshold": -81.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "2892390e24f70cf7aaa313a4f033714f0b532e735f6bc5b79aca10cef9c79dbe", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5e9f1dd4d01800856f377bf8ac495d8f04e80950e98e47d2c8bc554910eb2e9", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 490.0, "i_long_exit_activation_threshold": -80.05, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "50443d09978b8064e0de1ef56a3aca8c0554ba88e3e5ffce03aba4eed9a653b6", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5e9f1dd4d01800856f377bf8ac495d8f04e80950e98e47d2c8bc554910eb2e9", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 490.0, "i_long_exit_activation_threshold": -79.95, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "74357e3f6456bd1045c7582db10befb5c8dfbacfe7149d7e2069493c864f2f55", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5e9f1dd4d01800856f377bf8ac495d8f04e80950e98e47d2c8bc554910eb2e9", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 490.0, "i_long_exit_activation_threshold": -79.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "abc409f8f4fb855bd51f64694c79a60f70900d8f8235014dfd291a1d0c95a2e0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5e9f1dd4d01800856f377bf8ac495d8f04e80950e98e47d2c8bc554910eb2e9", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 490.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": 729.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "b96c8d7787d6ee32af17b511feeaed269abb5e82ba79d6ce755f3bf13d05fac9", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5e9f1dd4d01800856f377bf8ac495d8f04e80950e98e47d2c8bc554910eb2e9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 490.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": 729.95, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "5f3da642713c6cc23b2d8cf293d6bf6d1025871d6d31ac9587531a7c2691702f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5e9f1dd4d01800856f377bf8ac495d8f04e80950e98e47d2c8bc554910eb2e9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 490.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": 730.05, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "11d912b616efca35dff4d83eb4a4c2d877abc24ea81ae7014e7dfc150195771a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5e9f1dd4d01800856f377bf8ac495d8f04e80950e98e47d2c8bc554910eb2e9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 490.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": 731.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "3e374c197a943d5bccda99cf354e4df3cbb3aa0d4d595649d32963774959dd1a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5e9f1dd4d01800856f377bf8ac495d8f04e80950e98e47d2c8bc554910eb2e9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 440.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "dabdc5f8cf500003c72685d5feeb9443401f3b6e06a6d8d0202f394b0c44cbe0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b90d3306fd3b437fa032aad6bf0d32cbccebedd70a96b7e62d1458bbef9b287f", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 439.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "a464dc82ab2779e136168d940635877274e1d14036cba04882d3a0e3d8c0f963", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b90d3306fd3b437fa032aad6bf0d32cbccebedd70a96b7e62d1458bbef9b287f", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 439.95, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "7a316c41fb2cfdb0e75a91999c44e5df466f8c2f22a913a0bc328eec4e8df1d6", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b90d3306fd3b437fa032aad6bf0d32cbccebedd70a96b7e62d1458bbef9b287f", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 440.05, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "47ea24a666b1a602bb357e35c0a657fbe0fd4380593bc9f050b4b26d785f3380", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b90d3306fd3b437fa032aad6bf0d32cbccebedd70a96b7e62d1458bbef9b287f", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 441.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "083e20b050b66ca83aea8fc15ae9862b336f772def68b380c81ef58ac7c009d9", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b90d3306fd3b437fa032aad6bf0d32cbccebedd70a96b7e62d1458bbef9b287f", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 440.0, "i_long_exit_activation_threshold": -231.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "c4eae61f4057f3a14fb14ba1c56de1af7ed1a24578415c64fa527a3bf8344559", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b90d3306fd3b437fa032aad6bf0d32cbccebedd70a96b7e62d1458bbef9b287f", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 440.0, "i_long_exit_activation_threshold": -230.05, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "656b47ac37959ebc69da9f6fad7f5e4b23526c90548ff40935dc61700c44d845", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b90d3306fd3b437fa032aad6bf0d32cbccebedd70a96b7e62d1458bbef9b287f", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 440.0, "i_long_exit_activation_threshold": -229.95, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "c70989aa6208befb605b1b9754148e3bfef05acd5ae9395ebbb096087352c90f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b90d3306fd3b437fa032aad6bf0d32cbccebedd70a96b7e62d1458bbef9b287f", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 440.0, "i_long_exit_activation_threshold": -229.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "a51f4ebe621721b95f875464b2bf691df396f0a3dcff28b935837ee1466a3595", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b90d3306fd3b437fa032aad6bf0d32cbccebedd70a96b7e62d1458bbef9b287f", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 440.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": -121.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "2299712ca5389af8f3dd5e03c80a4ff29f6ca48e1fc0e475675ae6873b30c504", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b90d3306fd3b437fa032aad6bf0d32cbccebedd70a96b7e62d1458bbef9b287f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 440.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": -120.05, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "cf33e962d1a5766d95ecc530a23cedc8932325057e4cb9fa38ecb845b084fd6a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b90d3306fd3b437fa032aad6bf0d32cbccebedd70a96b7e62d1458bbef9b287f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 440.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": -119.95, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "436fcd5b2ce8e7815ac943641bb78a0e75bcbce9d443bf7daa49869fa47b29e1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b90d3306fd3b437fa032aad6bf0d32cbccebedd70a96b7e62d1458bbef9b287f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 440.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": -119.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "bf076511239b6523ff5de30ffacff6e91904514854c40a47e90cf29ec2c545e4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b90d3306fd3b437fa032aad6bf0d32cbccebedd70a96b7e62d1458bbef9b287f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -345.0, "i_long_exit_activation_threshold": -50.0, "i_long_exit_activation_confirmation_threshold": 390.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "2db9d7529d3111a3ce0994d5ed266b0a6dd2cdb9a4bd9de2918b3051656d606b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 16.04537897985128, \"dd_pct\": -32.820675169723465, \"calmar\": 0.4892406227077367, \"cagr_pct\": 16.057207557723864, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 38.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.545354797113381, \"sortino\": 0.815319209964287}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.851754019115596, \"dd_pct\": -64.18473884649374, \"calmar\": -0.8861388007044597, \"cagr_pct\": -56.87658750496091, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 47.87671232876713, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.440121412262707, \"sortino\": -1.9338677881542674}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 31.538858785949664, \"dd_pct\": -9.812497669308618, \"calmar\": 3.216669204130937, \"cagr_pct\": 31.563559068471626, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2892575883269666, \"sortino\": 2.0043514354899874}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 25.032521477327595, \"dd_pct\": -30.851531892518793, \"calmar\": 1.124408626220869, \"cagr_pct\": 34.68972859207638, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 71.71532846715328, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8745264741438511, \"sortino\": 1.2441448249895906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 17.721410162274708, \"dd_pct\": -29.412972440827513, \"calmar\": 0.6029504823145811, \"cagr_pct\": 17.734565919502433, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 55.13698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6228645759759137, \"sortino\": 0.9390117258999727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25385622275239, \"dd_pct\": -43.42092681627804, \"calmar\": -1.5571218220096663, \"cagr_pct\": -67.61167267751124, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 65.89403973509934, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5705893070881367, \"sortino\": -3.169557093420374}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -74.59776345971365, \"dd_pct\": -86.32282393417796, \"calmar\": -0.17735817392295655, \"cagr_pct\": -15.31005842083869, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 48.97908366533865, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.11158086697210147, \"sortino\": -0.15408769041801143}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -58.239912167994845, \"dd_pct\": -86.32282393417796, \"calmar\": -0.28553767645463257, \"cagr_pct\": -24.648418571167518, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.315882874889084, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.24074959774216517, \"sortino\": -0.32372237311248137}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.17101744978143, \"dd_pct\": -75.0743536067205, \"calmar\": -0.12231681660992602, \"cagr_pct\": -9.18285594222197, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 49.97347480106101, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.013952122809839028, \"sortino\": -0.01981035810014189}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.0871944485518785, \"dd_pct\": -4.9412129340896005, \"calmar\": 1.7807205108831416, \"cagr_pct\": 8.79891922037442, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.654178674351584, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8791458597930824, \"sortino\": 1.6559829391173073}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -74.59776345971365, "Sharpe Ratio": -0.11158086697210147, "Sortino Ratio": -0.15408769041801143, "Calmar Ratio": -0.17735817392295655, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.32282393417796, "% In Market": 48.97908366533865, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.28553767645463257, "Sub1_Sortino": -0.32372237311248137, "Sub1_Trades": 25, "Sub2_Calmar": -0.12231681660992602, "Sub2_Sortino": -0.01981035810014189, "Sub2_Trades": 50, "WFO_Score": 0.8636795542677251, "WFO_Min_Fold": 0.6029504823145811, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.124409, 0.60295]", "OOS_Total Trades": 2, "OOS_Total P&L %": 4.0871944485518785, "OOS_Sortino Ratio": 1.6559829391173073, "OOS_Calmar Ratio": 1.7807205108831416, "OOS_Max Drawdown %": -4.9412129340896005, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2d2287a6a0cbdcffb5c35df82168bb259e655b52ff7bf1d555095efb03880b", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -346.0, "i_long_exit_activation_threshold": -50.0, "i_long_exit_activation_confirmation_threshold": 390.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "7767b0c89761b7c76ca6ba8859a1073a674925fb302320ed956d7753dafd4219", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 16.04537897985128, \"dd_pct\": -32.820675169723465, \"calmar\": 0.4892406227077367, \"cagr_pct\": 16.057207557723864, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 38.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.545354797113381, \"sortino\": 0.815319209964287}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.851754019115596, \"dd_pct\": -64.18473884649374, \"calmar\": -0.8861388007044597, \"cagr_pct\": -56.87658750496091, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 47.87671232876713, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.440121412262707, \"sortino\": -1.9338677881542674}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 31.538858785949664, \"dd_pct\": -9.812497669308618, \"calmar\": 3.216669204130937, \"cagr_pct\": 31.563559068471626, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2892575883269666, \"sortino\": 2.0043514354899874}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 25.032521477327595, \"dd_pct\": -30.851531892518793, \"calmar\": 1.124408626220869, \"cagr_pct\": 34.68972859207638, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 71.71532846715328, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8745264741438511, \"sortino\": 1.2441448249895906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 17.721410162274708, \"dd_pct\": -29.412972440827513, \"calmar\": 0.6029504823145811, \"cagr_pct\": 17.734565919502433, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 55.13698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6228645759759137, \"sortino\": 0.9390117258999727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25385622275239, \"dd_pct\": -43.42092681627804, \"calmar\": -1.5571218220096663, \"cagr_pct\": -67.61167267751124, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 65.89403973509934, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5705893070881367, \"sortino\": -3.169557093420374}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -74.59776345971365, \"dd_pct\": -86.32282393417796, \"calmar\": -0.17735817392295655, \"cagr_pct\": -15.31005842083869, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 48.97908366533865, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.11158086697210147, \"sortino\": -0.15408769041801143}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -58.239912167994845, \"dd_pct\": -86.32282393417796, \"calmar\": -0.28553767645463257, \"cagr_pct\": -24.648418571167518, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.315882874889084, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.24074959774216517, \"sortino\": -0.32372237311248137}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.17101744978143, \"dd_pct\": -75.0743536067205, \"calmar\": -0.12231681660992602, \"cagr_pct\": -9.18285594222197, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 49.97347480106101, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.013952122809839028, \"sortino\": -0.01981035810014189}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.0871944485518785, \"dd_pct\": -4.9412129340896005, \"calmar\": 1.7807205108831416, \"cagr_pct\": 8.79891922037442, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.654178674351584, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8791458597930824, \"sortino\": 1.6559829391173073}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -74.59776345971365, "Sharpe Ratio": -0.11158086697210147, "Sortino Ratio": -0.15408769041801143, "Calmar Ratio": -0.17735817392295655, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.32282393417796, "% In Market": 48.97908366533865, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.28553767645463257, "Sub1_Sortino": -0.32372237311248137, "Sub1_Trades": 25, "Sub2_Calmar": -0.12231681660992602, "Sub2_Sortino": -0.01981035810014189, "Sub2_Trades": 50, "WFO_Score": 0.8636795542677251, "WFO_Min_Fold": 0.6029504823145811, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.124409, 0.60295]", "OOS_Total Trades": 2, "OOS_Total P&L %": 4.0871944485518785, "OOS_Sortino Ratio": 1.6559829391173073, "OOS_Calmar Ratio": 1.7807205108831416, "OOS_Max Drawdown %": -4.9412129340896005, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2d2287a6a0cbdcffb5c35df82168bb259e655b52ff7bf1d555095efb03880b", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -345.05, "i_long_exit_activation_threshold": -50.0, "i_long_exit_activation_confirmation_threshold": 390.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "503f57fa153ad3585f8ba2af6348425f572a1df2c9895fe714a87990929bd855", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 16.04537897985128, \"dd_pct\": -32.820675169723465, \"calmar\": 0.4892406227077367, \"cagr_pct\": 16.057207557723864, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 38.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.545354797113381, \"sortino\": 0.815319209964287}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.851754019115596, \"dd_pct\": -64.18473884649374, \"calmar\": -0.8861388007044597, \"cagr_pct\": -56.87658750496091, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 47.87671232876713, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.440121412262707, \"sortino\": -1.9338677881542674}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 31.538858785949664, \"dd_pct\": -9.812497669308618, \"calmar\": 3.216669204130937, \"cagr_pct\": 31.563559068471626, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2892575883269666, \"sortino\": 2.0043514354899874}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 25.032521477327595, \"dd_pct\": -30.851531892518793, \"calmar\": 1.124408626220869, \"cagr_pct\": 34.68972859207638, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 71.71532846715328, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8745264741438511, \"sortino\": 1.2441448249895906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 17.721410162274708, \"dd_pct\": -29.412972440827513, \"calmar\": 0.6029504823145811, \"cagr_pct\": 17.734565919502433, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 55.13698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6228645759759137, \"sortino\": 0.9390117258999727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25385622275239, \"dd_pct\": -43.42092681627804, \"calmar\": -1.5571218220096663, \"cagr_pct\": -67.61167267751124, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 65.89403973509934, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5705893070881367, \"sortino\": -3.169557093420374}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -74.59776345971365, \"dd_pct\": -86.32282393417796, \"calmar\": -0.17735817392295655, \"cagr_pct\": -15.31005842083869, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 48.97908366533865, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.11158086697210147, \"sortino\": -0.15408769041801143}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -58.239912167994845, \"dd_pct\": -86.32282393417796, \"calmar\": -0.28553767645463257, \"cagr_pct\": -24.648418571167518, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.315882874889084, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.24074959774216517, \"sortino\": -0.32372237311248137}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.17101744978143, \"dd_pct\": -75.0743536067205, \"calmar\": -0.12231681660992602, \"cagr_pct\": -9.18285594222197, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 49.97347480106101, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.013952122809839028, \"sortino\": -0.01981035810014189}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.0871944485518785, \"dd_pct\": -4.9412129340896005, \"calmar\": 1.7807205108831416, \"cagr_pct\": 8.79891922037442, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.654178674351584, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8791458597930824, \"sortino\": 1.6559829391173073}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -74.59776345971365, "Sharpe Ratio": -0.11158086697210147, "Sortino Ratio": -0.15408769041801143, "Calmar Ratio": -0.17735817392295655, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.32282393417796, "% In Market": 48.97908366533865, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.28553767645463257, "Sub1_Sortino": -0.32372237311248137, "Sub1_Trades": 25, "Sub2_Calmar": -0.12231681660992602, "Sub2_Sortino": -0.01981035810014189, "Sub2_Trades": 50, "WFO_Score": 0.8636795542677251, "WFO_Min_Fold": 0.6029504823145811, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.124409, 0.60295]", "OOS_Total Trades": 2, "OOS_Total P&L %": 4.0871944485518785, "OOS_Sortino Ratio": 1.6559829391173073, "OOS_Calmar Ratio": 1.7807205108831416, "OOS_Max Drawdown %": -4.9412129340896005, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2d2287a6a0cbdcffb5c35df82168bb259e655b52ff7bf1d555095efb03880b", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -344.95, "i_long_exit_activation_threshold": -50.0, "i_long_exit_activation_confirmation_threshold": 390.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "14be84bcea6a477529ba41335a85610bf3dfa8f4af0bb5bf7970372aee905358", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 16.04537897985128, \"dd_pct\": -32.820675169723465, \"calmar\": 0.4892406227077367, \"cagr_pct\": 16.057207557723864, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 38.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.545354797113381, \"sortino\": 0.815319209964287}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.851754019115596, \"dd_pct\": -64.18473884649374, \"calmar\": -0.8861388007044597, \"cagr_pct\": -56.87658750496091, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 47.87671232876713, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.440121412262707, \"sortino\": -1.9338677881542674}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 31.538858785949664, \"dd_pct\": -9.812497669308618, \"calmar\": 3.216669204130937, \"cagr_pct\": 31.563559068471626, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2892575883269666, \"sortino\": 2.0043514354899874}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 25.032521477327595, \"dd_pct\": -30.851531892518793, \"calmar\": 1.124408626220869, \"cagr_pct\": 34.68972859207638, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 71.71532846715328, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8745264741438511, \"sortino\": 1.2441448249895906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 17.721410162274708, \"dd_pct\": -29.412972440827513, \"calmar\": 0.6029504823145811, \"cagr_pct\": 17.734565919502433, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 55.13698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6228645759759137, \"sortino\": 0.9390117258999727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25385622275239, \"dd_pct\": -43.42092681627804, \"calmar\": -1.5571218220096663, \"cagr_pct\": -67.61167267751124, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 65.89403973509934, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5705893070881367, \"sortino\": -3.169557093420374}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -74.59776345971365, \"dd_pct\": -86.32282393417796, \"calmar\": -0.17735817392295655, \"cagr_pct\": -15.31005842083869, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 48.97908366533865, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.11158086697210147, \"sortino\": -0.15408769041801143}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -58.239912167994845, \"dd_pct\": -86.32282393417796, \"calmar\": -0.28553767645463257, \"cagr_pct\": -24.648418571167518, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.315882874889084, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.24074959774216517, \"sortino\": -0.32372237311248137}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.17101744978143, \"dd_pct\": -75.0743536067205, \"calmar\": -0.12231681660992602, \"cagr_pct\": -9.18285594222197, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 49.97347480106101, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.013952122809839028, \"sortino\": -0.01981035810014189}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.0871944485518785, \"dd_pct\": -4.9412129340896005, \"calmar\": 1.7807205108831416, \"cagr_pct\": 8.79891922037442, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.654178674351584, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8791458597930824, \"sortino\": 1.6559829391173073}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -74.59776345971365, "Sharpe Ratio": -0.11158086697210147, "Sortino Ratio": -0.15408769041801143, "Calmar Ratio": -0.17735817392295655, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.32282393417796, "% In Market": 48.97908366533865, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.28553767645463257, "Sub1_Sortino": -0.32372237311248137, "Sub1_Trades": 25, "Sub2_Calmar": -0.12231681660992602, "Sub2_Sortino": -0.01981035810014189, "Sub2_Trades": 50, "WFO_Score": 0.8636795542677251, "WFO_Min_Fold": 0.6029504823145811, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.124409, 0.60295]", "OOS_Total Trades": 2, "OOS_Total P&L %": 4.0871944485518785, "OOS_Sortino Ratio": 1.6559829391173073, "OOS_Calmar Ratio": 1.7807205108831416, "OOS_Max Drawdown %": -4.9412129340896005, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2d2287a6a0cbdcffb5c35df82168bb259e655b52ff7bf1d555095efb03880b", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -344.0, "i_long_exit_activation_threshold": -50.0, "i_long_exit_activation_confirmation_threshold": 390.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "46198dead5b3e6825a8b3f2c209256a988b217a5ca6134c49e39caf10c6e92f3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 16.04537897985128, \"dd_pct\": -32.820675169723465, \"calmar\": 0.4892406227077367, \"cagr_pct\": 16.057207557723864, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 38.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.545354797113381, \"sortino\": 0.815319209964287}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.851754019115596, \"dd_pct\": -64.18473884649374, \"calmar\": -0.8861388007044597, \"cagr_pct\": -56.87658750496091, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 47.87671232876713, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.440121412262707, \"sortino\": -1.9338677881542674}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 31.538858785949664, \"dd_pct\": -9.812497669308618, \"calmar\": 3.216669204130937, \"cagr_pct\": 31.563559068471626, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2892575883269666, \"sortino\": 2.0043514354899874}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 25.032521477327595, \"dd_pct\": -30.851531892518793, \"calmar\": 1.124408626220869, \"cagr_pct\": 34.68972859207638, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 71.71532846715328, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8745264741438511, \"sortino\": 1.2441448249895906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 17.721410162274708, \"dd_pct\": -29.412972440827513, \"calmar\": 0.6029504823145811, \"cagr_pct\": 17.734565919502433, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 55.13698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6228645759759137, \"sortino\": 0.9390117258999727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25385622275239, \"dd_pct\": -43.42092681627804, \"calmar\": -1.5571218220096663, \"cagr_pct\": -67.61167267751124, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 65.89403973509934, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5705893070881367, \"sortino\": -3.169557093420374}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -74.59776345971365, \"dd_pct\": -86.32282393417796, \"calmar\": -0.17735817392295655, \"cagr_pct\": -15.31005842083869, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 48.97908366533865, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.11158086697210147, \"sortino\": -0.15408769041801143}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -58.239912167994845, \"dd_pct\": -86.32282393417796, \"calmar\": -0.28553767645463257, \"cagr_pct\": -24.648418571167518, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.315882874889084, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.24074959774216517, \"sortino\": -0.32372237311248137}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.17101744978143, \"dd_pct\": -75.0743536067205, \"calmar\": -0.12231681660992602, \"cagr_pct\": -9.18285594222197, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 49.97347480106101, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.013952122809839028, \"sortino\": -0.01981035810014189}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.0871944485518785, \"dd_pct\": -4.9412129340896005, \"calmar\": 1.7807205108831416, \"cagr_pct\": 8.79891922037442, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.654178674351584, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8791458597930824, \"sortino\": 1.6559829391173073}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -74.59776345971365, "Sharpe Ratio": -0.11158086697210147, "Sortino Ratio": -0.15408769041801143, "Calmar Ratio": -0.17735817392295655, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.32282393417796, "% In Market": 48.97908366533865, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.28553767645463257, "Sub1_Sortino": -0.32372237311248137, "Sub1_Trades": 25, "Sub2_Calmar": -0.12231681660992602, "Sub2_Sortino": -0.01981035810014189, "Sub2_Trades": 50, "WFO_Score": 0.8636795542677251, "WFO_Min_Fold": 0.6029504823145811, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.124409, 0.60295]", "OOS_Total Trades": 2, "OOS_Total P&L %": 4.0871944485518785, "OOS_Sortino Ratio": 1.6559829391173073, "OOS_Calmar Ratio": 1.7807205108831416, "OOS_Max Drawdown %": -4.9412129340896005, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2d2287a6a0cbdcffb5c35df82168bb259e655b52ff7bf1d555095efb03880b", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -345.0, "i_long_exit_activation_threshold": -51.0, "i_long_exit_activation_confirmation_threshold": 390.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "206377d514cc785e1a3a68320cbaa5a6ceab964bb2a2b966a8de66bc680fbda5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 16.04537897985128, \"dd_pct\": -32.820675169723465, \"calmar\": 0.4892406227077367, \"cagr_pct\": 16.057207557723864, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 38.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.545354797113381, \"sortino\": 0.815319209964287}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.851754019115596, \"dd_pct\": -64.18473884649374, \"calmar\": -0.8861388007044597, \"cagr_pct\": -56.87658750496091, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 47.87671232876713, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.440121412262707, \"sortino\": -1.9338677881542674}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 31.538858785949664, \"dd_pct\": -9.812497669308618, \"calmar\": 3.216669204130937, \"cagr_pct\": 31.563559068471626, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2892575883269666, \"sortino\": 2.0043514354899874}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 26.820028874865564, \"dd_pct\": -30.851531892518636, \"calmar\": 1.2078058582507725, \"cagr_pct\": 37.26266095579455, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 71.44160583941606, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9169087814158317, \"sortino\": 1.3050941699844638}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 17.721410162274708, \"dd_pct\": -29.412972440827513, \"calmar\": 0.6029504823145811, \"cagr_pct\": 17.734565919502433, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 55.13698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6228645759759137, \"sortino\": 0.9390117258999727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25385622275239, \"dd_pct\": -43.42092681627804, \"calmar\": -1.5571218220096663, \"cagr_pct\": -67.61167267751124, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 65.89403973509934, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5705893070881367, \"sortino\": -3.169557093420374}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -78.27945791630161, \"dd_pct\": -88.4699740846158, \"calmar\": -0.19105849037001552, \"cagr_pct\": -16.90293969168109, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 48.38977423638779, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15594806686958276, \"sortino\": -0.21469714546868096}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -64.79573761319419, \"dd_pct\": -88.4699740846158, \"calmar\": -0.3244663915821548, \"cagr_pct\": -28.705533254602035, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 45.807453416149066, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.3540674349635098, \"sortino\": -0.472919140599697}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -38.301385653121734, \"dd_pct\": -75.0743536067205, \"calmar\": -0.11898492165834282, \"cagr_pct\": -8.932716082446365, \"entries\": 49, \"exits\": 50, \"exposure_pct\": 49.93368700265252, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.007739439642256009, \"sortino\": -0.010990053229260523}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.0871944485518785, \"dd_pct\": -4.9412129340896005, \"calmar\": 1.7807205108831416, \"cagr_pct\": 8.79891922037442, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.654178674351584, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8791458597930824, \"sortino\": 1.6559829391173073}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -78.27945791630161, "Sharpe Ratio": -0.15594806686958276, "Sortino Ratio": -0.21469714546868096, "Calmar Ratio": -0.19105849037001552, "P&L/DD Ratio": 0.0, "Max Drawdown %": -88.4699740846158, "% In Market": 48.38977423638779, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3244663915821548, "Sub1_Sortino": -0.472919140599697, "Sub1_Trades": 26, "Sub2_Calmar": -0.11898492165834282, "Sub2_Sortino": -0.010990053229260523, "Sub2_Trades": 49, "WFO_Score": 0.9053781702826769, "WFO_Min_Fold": 0.6029504823145811, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.207806, 0.60295]", "OOS_Total Trades": 2, "OOS_Total P&L %": 4.0871944485518785, "OOS_Sortino Ratio": 1.6559829391173073, "OOS_Calmar Ratio": 1.7807205108831416, "OOS_Max Drawdown %": -4.9412129340896005, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2d2287a6a0cbdcffb5c35df82168bb259e655b52ff7bf1d555095efb03880b", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -345.0, "i_long_exit_activation_threshold": -50.05, "i_long_exit_activation_confirmation_threshold": 390.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "9c2c140fed3de82971e1944dac36f8a977160c2a8347a543b8011eb0075bfd4b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 16.04537897985128, \"dd_pct\": -32.820675169723465, \"calmar\": 0.4892406227077367, \"cagr_pct\": 16.057207557723864, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 38.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.545354797113381, \"sortino\": 0.815319209964287}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.851754019115596, \"dd_pct\": -64.18473884649374, \"calmar\": -0.8861388007044597, \"cagr_pct\": -56.87658750496091, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 47.87671232876713, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.440121412262707, \"sortino\": -1.9338677881542674}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 31.538858785949664, \"dd_pct\": -9.812497669308618, \"calmar\": 3.216669204130937, \"cagr_pct\": 31.563559068471626, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2892575883269666, \"sortino\": 2.0043514354899874}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 25.032521477327595, \"dd_pct\": -30.851531892518793, \"calmar\": 1.124408626220869, \"cagr_pct\": 34.68972859207638, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 71.71532846715328, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8745264741438511, \"sortino\": 1.2441448249895906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 17.721410162274708, \"dd_pct\": -29.412972440827513, \"calmar\": 0.6029504823145811, \"cagr_pct\": 17.734565919502433, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 55.13698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6228645759759137, \"sortino\": 0.9390117258999727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25385622275239, \"dd_pct\": -43.42092681627804, \"calmar\": -1.5571218220096663, \"cagr_pct\": -67.61167267751124, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 65.89403973509934, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5705893070881367, \"sortino\": -3.169557093420374}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -74.59776345971365, \"dd_pct\": -86.32282393417796, \"calmar\": -0.17735817392295655, \"cagr_pct\": -15.31005842083869, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 48.97908366533865, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.11158086697210147, \"sortino\": -0.15408769041801143}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -58.239912167994845, \"dd_pct\": -86.32282393417796, \"calmar\": -0.28553767645463257, \"cagr_pct\": -24.648418571167518, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.315882874889084, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.24074959774216517, \"sortino\": -0.32372237311248137}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.17101744978143, \"dd_pct\": -75.0743536067205, \"calmar\": -0.12231681660992602, \"cagr_pct\": -9.18285594222197, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 49.97347480106101, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.013952122809839028, \"sortino\": -0.01981035810014189}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.0871944485518785, \"dd_pct\": -4.9412129340896005, \"calmar\": 1.7807205108831416, \"cagr_pct\": 8.79891922037442, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.654178674351584, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8791458597930824, \"sortino\": 1.6559829391173073}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -74.59776345971365, "Sharpe Ratio": -0.11158086697210147, "Sortino Ratio": -0.15408769041801143, "Calmar Ratio": -0.17735817392295655, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.32282393417796, "% In Market": 48.97908366533865, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.28553767645463257, "Sub1_Sortino": -0.32372237311248137, "Sub1_Trades": 25, "Sub2_Calmar": -0.12231681660992602, "Sub2_Sortino": -0.01981035810014189, "Sub2_Trades": 50, "WFO_Score": 0.8636795542677251, "WFO_Min_Fold": 0.6029504823145811, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.124409, 0.60295]", "OOS_Total Trades": 2, "OOS_Total P&L %": 4.0871944485518785, "OOS_Sortino Ratio": 1.6559829391173073, "OOS_Calmar Ratio": 1.7807205108831416, "OOS_Max Drawdown %": -4.9412129340896005, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2d2287a6a0cbdcffb5c35df82168bb259e655b52ff7bf1d555095efb03880b", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -345.0, "i_long_exit_activation_threshold": -49.95, "i_long_exit_activation_confirmation_threshold": 390.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "8f67f058ed4b3f3f67ea256ff4395243545cfee76f1699e6f848c0c773ddd2a7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 16.04537897985128, \"dd_pct\": -32.820675169723465, \"calmar\": 0.4892406227077367, \"cagr_pct\": 16.057207557723864, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 38.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.545354797113381, \"sortino\": 0.815319209964287}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.851754019115596, \"dd_pct\": -64.18473884649374, \"calmar\": -0.8861388007044597, \"cagr_pct\": -56.87658750496091, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 47.87671232876713, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.440121412262707, \"sortino\": -1.9338677881542674}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 31.538858785949664, \"dd_pct\": -9.812497669308618, \"calmar\": 3.216669204130937, \"cagr_pct\": 31.563559068471626, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2892575883269666, \"sortino\": 2.0043514354899874}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 25.032521477327595, \"dd_pct\": -30.851531892518793, \"calmar\": 1.124408626220869, \"cagr_pct\": 34.68972859207638, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 71.71532846715328, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8745264741438511, \"sortino\": 1.2441448249895906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 17.721410162274708, \"dd_pct\": -29.412972440827513, \"calmar\": 0.6029504823145811, \"cagr_pct\": 17.734565919502433, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 55.13698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6228645759759137, \"sortino\": 0.9390117258999727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25385622275239, \"dd_pct\": -43.42092681627804, \"calmar\": -1.5571218220096663, \"cagr_pct\": -67.61167267751124, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 65.89403973509934, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5705893070881367, \"sortino\": -3.169557093420374}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -74.59776345971365, \"dd_pct\": -86.32282393417796, \"calmar\": -0.17735817392295655, \"cagr_pct\": -15.31005842083869, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 48.97908366533865, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.11158086697210147, \"sortino\": -0.15408769041801143}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -58.239912167994845, \"dd_pct\": -86.32282393417796, \"calmar\": -0.28553767645463257, \"cagr_pct\": -24.648418571167518, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.315882874889084, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.24074959774216517, \"sortino\": -0.32372237311248137}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.17101744978143, \"dd_pct\": -75.0743536067205, \"calmar\": -0.12231681660992602, \"cagr_pct\": -9.18285594222197, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 49.97347480106101, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.013952122809839028, \"sortino\": -0.01981035810014189}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.0871944485518785, \"dd_pct\": -4.9412129340896005, \"calmar\": 1.7807205108831416, \"cagr_pct\": 8.79891922037442, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.654178674351584, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8791458597930824, \"sortino\": 1.6559829391173073}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -74.59776345971365, "Sharpe Ratio": -0.11158086697210147, "Sortino Ratio": -0.15408769041801143, "Calmar Ratio": -0.17735817392295655, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.32282393417796, "% In Market": 48.97908366533865, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.28553767645463257, "Sub1_Sortino": -0.32372237311248137, "Sub1_Trades": 25, "Sub2_Calmar": -0.12231681660992602, "Sub2_Sortino": -0.01981035810014189, "Sub2_Trades": 50, "WFO_Score": 0.8636795542677251, "WFO_Min_Fold": 0.6029504823145811, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.124409, 0.60295]", "OOS_Total Trades": 2, "OOS_Total P&L %": 4.0871944485518785, "OOS_Sortino Ratio": 1.6559829391173073, "OOS_Calmar Ratio": 1.7807205108831416, "OOS_Max Drawdown %": -4.9412129340896005, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2d2287a6a0cbdcffb5c35df82168bb259e655b52ff7bf1d555095efb03880b", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -345.0, "i_long_exit_activation_threshold": -49.0, "i_long_exit_activation_confirmation_threshold": 390.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "58996191f6645a9657a89a960eb2d2e1cfd523035dc69f8f6758d9e949fa54f2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 18.256409459679524, \"dd_pct\": -32.820675169723515, \"calmar\": 0.5566610748030679, \"cagr_pct\": 18.269992315740655, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 39.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5821909332310664, \"sortino\": 0.8713296621071721}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.851754019115596, \"dd_pct\": -64.18473884649374, \"calmar\": -0.8861388007044597, \"cagr_pct\": -56.87658750496091, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 47.87671232876713, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.440121412262707, \"sortino\": -1.9338677881542674}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 31.538858785949664, \"dd_pct\": -9.812497669308618, \"calmar\": 3.216669204130937, \"cagr_pct\": 31.563559068471626, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2892575883269666, \"sortino\": 2.0043514354899874}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 25.032521477327595, \"dd_pct\": -30.851531892518793, \"calmar\": 1.124408626220869, \"cagr_pct\": 34.68972859207638, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 71.71532846715328, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8745264741438511, \"sortino\": 1.2441448249895906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 17.721410162274708, \"dd_pct\": -29.412972440827513, \"calmar\": 0.6029504823145811, \"cagr_pct\": 17.734565919502433, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 55.13698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6228645759759137, \"sortino\": 0.9390117258999727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25385622275239, \"dd_pct\": -43.42092681627804, \"calmar\": -1.5571218220096663, \"cagr_pct\": -67.61167267751124, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 65.89403973509934, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5705893070881367, \"sortino\": -3.169557093420374}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -74.11377073428052, \"dd_pct\": -86.32282393417796, \"calmar\": -0.17511015193943502, \"cagr_pct\": -15.116002814955001, \"entries\": 74, \"exits\": 74, \"exposure_pct\": 48.98738379814077, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10677720343268837, \"sortino\": -0.14747277464028108}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -58.239912167994845, \"dd_pct\": -86.32282393417796, \"calmar\": -0.28553767645463257, \"cagr_pct\": -24.648418571167518, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.315882874889084, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.24074959774216517, \"sortino\": -0.32372237311248137}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -38.01203347594447, \"dd_pct\": -75.07435360672048, \"calmar\": -0.11788469670592878, \"cagr_pct\": -8.850117405321894, \"entries\": 49, \"exits\": 50, \"exposure_pct\": 49.98673740053051, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.005390245171719521, \"sortino\": -0.007655574247112432}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.0871944485518785, \"dd_pct\": -4.9412129340896005, \"calmar\": 1.7807205108831416, \"cagr_pct\": 8.79891922037442, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.654178674351584, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8791458597930824, \"sortino\": 1.6559829391173073}]", "Additional_Threshold_Budget": 0, "Total Trades": 74, "Total P&L %": -74.11377073428052, "Sharpe Ratio": -0.10677720343268837, "Sortino Ratio": -0.14747277464028108, "Calmar Ratio": -0.17511015193943502, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.32282393417796, "% In Market": 48.98738379814077, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.28553767645463257, "Sub1_Sortino": -0.32372237311248137, "Sub1_Trades": 25, "Sub2_Calmar": -0.11788469670592878, "Sub2_Sortino": -0.007655574247112432, "Sub2_Trades": 49, "WFO_Score": 0.8636795542677251, "WFO_Min_Fold": 0.6029504823145811, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.124409, 0.60295]", "OOS_Total Trades": 2, "OOS_Total P&L %": 4.0871944485518785, "OOS_Sortino Ratio": 1.6559829391173073, "OOS_Calmar Ratio": 1.7807205108831416, "OOS_Max Drawdown %": -4.9412129340896005, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2d2287a6a0cbdcffb5c35df82168bb259e655b52ff7bf1d555095efb03880b", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -345.0, "i_long_exit_activation_threshold": -50.0, "i_long_exit_activation_confirmation_threshold": 389.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "debdb959c09e8f28375cf94f18405a2a7378e093e4c2ae618808fcc10adb8593", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 16.04537897985128, \"dd_pct\": -32.820675169723465, \"calmar\": 0.4892406227077367, \"cagr_pct\": 16.057207557723864, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 38.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.545354797113381, \"sortino\": 0.815319209964287}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.851754019115596, \"dd_pct\": -64.18473884649374, \"calmar\": -0.8861388007044597, \"cagr_pct\": -56.87658750496091, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 47.87671232876713, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.440121412262707, \"sortino\": -1.9338677881542674}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 31.538858785949664, \"dd_pct\": -9.812497669308618, \"calmar\": 3.216669204130937, \"cagr_pct\": 31.563559068471626, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2892575883269666, \"sortino\": 2.0043514354899874}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 25.032521477327595, \"dd_pct\": -30.851531892518793, \"calmar\": 1.124408626220869, \"cagr_pct\": 34.68972859207638, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 71.71532846715328, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8745264741438511, \"sortino\": 1.2441448249895906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 17.721410162274708, \"dd_pct\": -29.412972440827513, \"calmar\": 0.6029504823145811, \"cagr_pct\": 17.734565919502433, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 55.13698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6228645759759137, \"sortino\": 0.9390117258999727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25385622275239, \"dd_pct\": -43.42092681627804, \"calmar\": -1.5571218220096663, \"cagr_pct\": -67.61167267751124, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 65.89403973509934, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5705893070881367, \"sortino\": -3.169557093420374}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -74.59776345971365, \"dd_pct\": -86.32282393417796, \"calmar\": -0.17735817392295655, \"cagr_pct\": -15.31005842083869, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 48.97908366533865, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.11158086697210147, \"sortino\": -0.15408769041801143}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -58.239912167994845, \"dd_pct\": -86.32282393417796, \"calmar\": -0.28553767645463257, \"cagr_pct\": -24.648418571167518, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.315882874889084, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.24074959774216517, \"sortino\": -0.32372237311248137}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.17101744978143, \"dd_pct\": -75.0743536067205, \"calmar\": -0.12231681660992602, \"cagr_pct\": -9.18285594222197, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 49.97347480106101, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.013952122809839028, \"sortino\": -0.01981035810014189}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.0871944485518785, \"dd_pct\": -4.9412129340896005, \"calmar\": 1.7807205108831416, \"cagr_pct\": 8.79891922037442, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.654178674351584, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8791458597930824, \"sortino\": 1.6559829391173073}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -74.59776345971365, "Sharpe Ratio": -0.11158086697210147, "Sortino Ratio": -0.15408769041801143, "Calmar Ratio": -0.17735817392295655, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.32282393417796, "% In Market": 48.97908366533865, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.28553767645463257, "Sub1_Sortino": -0.32372237311248137, "Sub1_Trades": 25, "Sub2_Calmar": -0.12231681660992602, "Sub2_Sortino": -0.01981035810014189, "Sub2_Trades": 50, "WFO_Score": 0.8636795542677251, "WFO_Min_Fold": 0.6029504823145811, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.124409, 0.60295]", "OOS_Total Trades": 2, "OOS_Total P&L %": 4.0871944485518785, "OOS_Sortino Ratio": 1.6559829391173073, "OOS_Calmar Ratio": 1.7807205108831416, "OOS_Max Drawdown %": -4.9412129340896005, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2d2287a6a0cbdcffb5c35df82168bb259e655b52ff7bf1d555095efb03880b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -345.0, "i_long_exit_activation_threshold": -50.0, "i_long_exit_activation_confirmation_threshold": 389.95, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "242f36a77db39e741fc81a9bff92eaa8ca0f519fc510e143e94b29ed3c43d444", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 16.04537897985128, \"dd_pct\": -32.820675169723465, \"calmar\": 0.4892406227077367, \"cagr_pct\": 16.057207557723864, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 38.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.545354797113381, \"sortino\": 0.815319209964287}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.851754019115596, \"dd_pct\": -64.18473884649374, \"calmar\": -0.8861388007044597, \"cagr_pct\": -56.87658750496091, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 47.87671232876713, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.440121412262707, \"sortino\": -1.9338677881542674}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 31.538858785949664, \"dd_pct\": -9.812497669308618, \"calmar\": 3.216669204130937, \"cagr_pct\": 31.563559068471626, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2892575883269666, \"sortino\": 2.0043514354899874}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 25.032521477327595, \"dd_pct\": -30.851531892518793, \"calmar\": 1.124408626220869, \"cagr_pct\": 34.68972859207638, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 71.71532846715328, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8745264741438511, \"sortino\": 1.2441448249895906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 17.721410162274708, \"dd_pct\": -29.412972440827513, \"calmar\": 0.6029504823145811, \"cagr_pct\": 17.734565919502433, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 55.13698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6228645759759137, \"sortino\": 0.9390117258999727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25385622275239, \"dd_pct\": -43.42092681627804, \"calmar\": -1.5571218220096663, \"cagr_pct\": -67.61167267751124, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 65.89403973509934, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5705893070881367, \"sortino\": -3.169557093420374}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -74.59776345971365, \"dd_pct\": -86.32282393417796, \"calmar\": -0.17735817392295655, \"cagr_pct\": -15.31005842083869, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 48.97908366533865, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.11158086697210147, \"sortino\": -0.15408769041801143}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -58.239912167994845, \"dd_pct\": -86.32282393417796, \"calmar\": -0.28553767645463257, \"cagr_pct\": -24.648418571167518, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.315882874889084, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.24074959774216517, \"sortino\": -0.32372237311248137}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.17101744978143, \"dd_pct\": -75.0743536067205, \"calmar\": -0.12231681660992602, \"cagr_pct\": -9.18285594222197, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 49.97347480106101, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.013952122809839028, \"sortino\": -0.01981035810014189}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.0871944485518785, \"dd_pct\": -4.9412129340896005, \"calmar\": 1.7807205108831416, \"cagr_pct\": 8.79891922037442, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.654178674351584, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8791458597930824, \"sortino\": 1.6559829391173073}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -74.59776345971365, "Sharpe Ratio": -0.11158086697210147, "Sortino Ratio": -0.15408769041801143, "Calmar Ratio": -0.17735817392295655, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.32282393417796, "% In Market": 48.97908366533865, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.28553767645463257, "Sub1_Sortino": -0.32372237311248137, "Sub1_Trades": 25, "Sub2_Calmar": -0.12231681660992602, "Sub2_Sortino": -0.01981035810014189, "Sub2_Trades": 50, "WFO_Score": 0.8636795542677251, "WFO_Min_Fold": 0.6029504823145811, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.124409, 0.60295]", "OOS_Total Trades": 2, "OOS_Total P&L %": 4.0871944485518785, "OOS_Sortino Ratio": 1.6559829391173073, "OOS_Calmar Ratio": 1.7807205108831416, "OOS_Max Drawdown %": -4.9412129340896005, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2d2287a6a0cbdcffb5c35df82168bb259e655b52ff7bf1d555095efb03880b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -345.0, "i_long_exit_activation_threshold": -50.0, "i_long_exit_activation_confirmation_threshold": 390.05, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "80d2365b18a48cedaa7137da7f07a766f8ccfc5ebcd0232b6891252b7eebacf7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 16.04537897985128, \"dd_pct\": -32.820675169723465, \"calmar\": 0.4892406227077367, \"cagr_pct\": 16.057207557723864, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 38.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.545354797113381, \"sortino\": 0.815319209964287}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.851754019115596, \"dd_pct\": -64.18473884649374, \"calmar\": -0.8861388007044597, \"cagr_pct\": -56.87658750496091, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 47.87671232876713, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.440121412262707, \"sortino\": -1.9338677881542674}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 31.538858785949664, \"dd_pct\": -9.812497669308618, \"calmar\": 3.216669204130937, \"cagr_pct\": 31.563559068471626, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2892575883269666, \"sortino\": 2.0043514354899874}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 25.032521477327595, \"dd_pct\": -30.851531892518793, \"calmar\": 1.124408626220869, \"cagr_pct\": 34.68972859207638, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 71.71532846715328, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8745264741438511, \"sortino\": 1.2441448249895906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 17.721410162274708, \"dd_pct\": -29.412972440827513, \"calmar\": 0.6029504823145811, \"cagr_pct\": 17.734565919502433, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 55.13698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6228645759759137, \"sortino\": 0.9390117258999727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25385622275239, \"dd_pct\": -43.42092681627804, \"calmar\": -1.5571218220096663, \"cagr_pct\": -67.61167267751124, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 65.89403973509934, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5705893070881367, \"sortino\": -3.169557093420374}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -74.59776345971365, \"dd_pct\": -86.32282393417796, \"calmar\": -0.17735817392295655, \"cagr_pct\": -15.31005842083869, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 48.97908366533865, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.11158086697210147, \"sortino\": -0.15408769041801143}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -58.239912167994845, \"dd_pct\": -86.32282393417796, \"calmar\": -0.28553767645463257, \"cagr_pct\": -24.648418571167518, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.315882874889084, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.24074959774216517, \"sortino\": -0.32372237311248137}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.17101744978143, \"dd_pct\": -75.0743536067205, \"calmar\": -0.12231681660992602, \"cagr_pct\": -9.18285594222197, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 49.97347480106101, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.013952122809839028, \"sortino\": -0.01981035810014189}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.0871944485518785, \"dd_pct\": -4.9412129340896005, \"calmar\": 1.7807205108831416, \"cagr_pct\": 8.79891922037442, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.654178674351584, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8791458597930824, \"sortino\": 1.6559829391173073}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -74.59776345971365, "Sharpe Ratio": -0.11158086697210147, "Sortino Ratio": -0.15408769041801143, "Calmar Ratio": -0.17735817392295655, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.32282393417796, "% In Market": 48.97908366533865, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.28553767645463257, "Sub1_Sortino": -0.32372237311248137, "Sub1_Trades": 25, "Sub2_Calmar": -0.12231681660992602, "Sub2_Sortino": -0.01981035810014189, "Sub2_Trades": 50, "WFO_Score": 0.8636795542677251, "WFO_Min_Fold": 0.6029504823145811, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.124409, 0.60295]", "OOS_Total Trades": 2, "OOS_Total P&L %": 4.0871944485518785, "OOS_Sortino Ratio": 1.6559829391173073, "OOS_Calmar Ratio": 1.7807205108831416, "OOS_Max Drawdown %": -4.9412129340896005, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2d2287a6a0cbdcffb5c35df82168bb259e655b52ff7bf1d555095efb03880b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -345.0, "i_long_exit_activation_threshold": -50.0, "i_long_exit_activation_confirmation_threshold": 391.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "0d2c191640513ab420ac0b7b7cd7f04f0f5386fbe2b30c2f94ad7a27d57d3fdd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 16.04537897985128, \"dd_pct\": -32.820675169723465, \"calmar\": 0.4892406227077367, \"cagr_pct\": 16.057207557723864, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 38.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.545354797113381, \"sortino\": 0.815319209964287}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.851754019115596, \"dd_pct\": -64.18473884649374, \"calmar\": -0.8861388007044597, \"cagr_pct\": -56.87658750496091, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 47.87671232876713, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.440121412262707, \"sortino\": -1.9338677881542674}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 31.538858785949664, \"dd_pct\": -9.812497669308618, \"calmar\": 3.216669204130937, \"cagr_pct\": 31.563559068471626, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2892575883269666, \"sortino\": 2.0043514354899874}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 25.032521477327595, \"dd_pct\": -30.851531892518793, \"calmar\": 1.124408626220869, \"cagr_pct\": 34.68972859207638, \"entries\": 15, \"exits\": 16, \"exposure_pct\": 71.71532846715328, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8745264741438511, \"sortino\": 1.2441448249895906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 17.721410162274708, \"dd_pct\": -29.412972440827513, \"calmar\": 0.6029504823145811, \"cagr_pct\": 17.734565919502433, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 55.13698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6228645759759137, \"sortino\": 0.9390117258999727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25385622275239, \"dd_pct\": -43.42092681627804, \"calmar\": -1.5571218220096663, \"cagr_pct\": -67.61167267751124, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 65.89403973509934, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5705893070881367, \"sortino\": -3.169557093420374}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -74.59776345971365, \"dd_pct\": -86.32282393417796, \"calmar\": -0.17735817392295655, \"cagr_pct\": -15.31005842083869, \"entries\": 75, \"exits\": 75, \"exposure_pct\": 48.97908366533865, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.11158086697210147, \"sortino\": -0.15408769041801143}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -58.239912167994845, \"dd_pct\": -86.32282393417796, \"calmar\": -0.28553767645463257, \"cagr_pct\": -24.648418571167518, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.315882874889084, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.24074959774216517, \"sortino\": -0.32372237311248137}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.17101744978143, \"dd_pct\": -75.0743536067205, \"calmar\": -0.12231681660992602, \"cagr_pct\": -9.18285594222197, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 49.97347480106101, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.013952122809839028, \"sortino\": -0.01981035810014189}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.0871944485518785, \"dd_pct\": -4.9412129340896005, \"calmar\": 1.7807205108831416, \"cagr_pct\": 8.79891922037442, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.654178674351584, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8791458597930824, \"sortino\": 1.6559829391173073}]", "Additional_Threshold_Budget": 0, "Total Trades": 75, "Total P&L %": -74.59776345971365, "Sharpe Ratio": -0.11158086697210147, "Sortino Ratio": -0.15408769041801143, "Calmar Ratio": -0.17735817392295655, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.32282393417796, "% In Market": 48.97908366533865, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.28553767645463257, "Sub1_Sortino": -0.32372237311248137, "Sub1_Trades": 25, "Sub2_Calmar": -0.12231681660992602, "Sub2_Sortino": -0.01981035810014189, "Sub2_Trades": 50, "WFO_Score": 0.8636795542677251, "WFO_Min_Fold": 0.6029504823145811, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.124409, 0.60295]", "OOS_Total Trades": 2, "OOS_Total P&L %": 4.0871944485518785, "OOS_Sortino Ratio": 1.6559829391173073, "OOS_Calmar Ratio": 1.7807205108831416, "OOS_Max Drawdown %": -4.9412129340896005, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2d2287a6a0cbdcffb5c35df82168bb259e655b52ff7bf1d555095efb03880b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 105.0, "i_long_exit_activation_threshold": 190.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "e364773d99cfbf96fb65725defa96fefce8de0c2959516759fe6bfdcb7fd773c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4855e30d18a5d5d450cdaf4135ad622979899d0a2ac43411d0ef88826e91b31", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 104.0, "i_long_exit_activation_threshold": 190.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "7f24aacecd74476f56df35507babe86e71109a66e07c8f6a1b7ad0de1742ad59", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4855e30d18a5d5d450cdaf4135ad622979899d0a2ac43411d0ef88826e91b31", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 104.95, "i_long_exit_activation_threshold": 190.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "d058a67936cbbfc1e04b349ddc1252d676e5b2d1a4606c47f4d57e72d24312b5", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4855e30d18a5d5d450cdaf4135ad622979899d0a2ac43411d0ef88826e91b31", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 105.05, "i_long_exit_activation_threshold": 190.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "6bc55415e0412b6350da91f41f01ea1c9d905eb6ee6f2744e317c84f790f7d34", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4855e30d18a5d5d450cdaf4135ad622979899d0a2ac43411d0ef88826e91b31", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 106.0, "i_long_exit_activation_threshold": 190.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "b96af932edf8fda062c226396bbfdef9467e150f319af7876509459f1313ecbc", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4855e30d18a5d5d450cdaf4135ad622979899d0a2ac43411d0ef88826e91b31", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 105.0, "i_long_exit_activation_threshold": 189.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "8a7e38538c5c8279de4cc184f8386610f2fdb1df21a0f53d8ea0bccfc81c8dff", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4855e30d18a5d5d450cdaf4135ad622979899d0a2ac43411d0ef88826e91b31", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 105.0, "i_long_exit_activation_threshold": 189.95, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "0a4fabd0a6104bb211c7cf4e8692a14e00018d89dc4014eba8a261ef7ed4690e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4855e30d18a5d5d450cdaf4135ad622979899d0a2ac43411d0ef88826e91b31", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 105.0, "i_long_exit_activation_threshold": 190.05, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "7bb1c882be20e17f3372c3960343d2397766345c96bc438f70441fff2cc73b35", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4855e30d18a5d5d450cdaf4135ad622979899d0a2ac43411d0ef88826e91b31", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 105.0, "i_long_exit_activation_threshold": 191.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "0d7ff739720a4bfb502ff1869f94860956be0e209107342fcd6b6a60f07a8260", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4855e30d18a5d5d450cdaf4135ad622979899d0a2ac43411d0ef88826e91b31", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 105.0, "i_long_exit_activation_threshold": 190.0, "i_long_exit_activation_confirmation_threshold": 379.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "8fbc93d38d8d7b9d4dccc5cdd60fd9f0661f013a265d3249371145d464ebb731", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4855e30d18a5d5d450cdaf4135ad622979899d0a2ac43411d0ef88826e91b31", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 105.0, "i_long_exit_activation_threshold": 190.0, "i_long_exit_activation_confirmation_threshold": 379.95, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "2e4dcc27d4fc376d69367a6f3a7b2ab06dba1ff891d4bc24d25d3a9d0a1be011", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4855e30d18a5d5d450cdaf4135ad622979899d0a2ac43411d0ef88826e91b31", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 105.0, "i_long_exit_activation_threshold": 190.0, "i_long_exit_activation_confirmation_threshold": 380.05, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "6fd13319f4bb3c02bdddcb39499073f21dbbebc569846c782692ddb0f8767c11", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4855e30d18a5d5d450cdaf4135ad622979899d0a2ac43411d0ef88826e91b31", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 105.0, "i_long_exit_activation_threshold": 190.0, "i_long_exit_activation_confirmation_threshold": 381.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "12234b76dc7ce4a104e5333bec1e7774bbe32242563dcfd9d55266da1dff60a1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4855e30d18a5d5d450cdaf4135ad622979899d0a2ac43411d0ef88826e91b31", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "61490c7234475302b478ff1f0373d497461bd53365e8dec1a4b9edbcf5e64243", "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\": -30.428369799353728, \"dd_pct\": -37.80552757553943, \"calmar\": -0.8053228803266933, \"cagr_pct\": -30.445656359403646, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.602739726027398, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8926232117840167, \"sortino\": -2.2943368409882474}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -3.0788718276978932, \"dd_pct\": -4.629578011112101, \"calmar\": -0.665492148985161, \"cagr_pct\": -3.0809478195094395, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7181965857485679, \"sortino\": -0.8515110017356349}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.23974043074121, \"dd_pct\": -43.90449453293481, \"calmar\": -0.13784892880212102, \"cagr_pct\": -6.052187540963643, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8889892112107306, \"sortino\": -1.0610365210761694}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -11.373859995107516, \"dd_pct\": -11.373859995107516, \"calmar\": -0.3374053479180142, \"cagr_pct\": -3.837601188820035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3728792963684102, \"sortino\": -1.3724983295194266}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -32.57039112167159, \"dd_pct\": -37.80552757553943, \"calmar\": -0.194463693598665, \"cagr_pct\": -7.351802530785581, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8820780663396465, \"sortino\": -1.0687416545265653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.7846367564295909, \"dd_pct\": -0.6243001609740562, \"calmar\": 2.6573296224620186, \"cagr_pct\": 1.6589713110641662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.43227665706051877, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.838863876474663, \"sortino\": 1.8380550940373288}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.23974043074121, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.90449453293481, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.7846367564295909, "OOS_Sortino Ratio": 1.8380550940373288, "OOS_Calmar Ratio": 2.6573296224620186, "OOS_Max Drawdown %": -0.6243001609740562, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc6e37094543bd4254e3aefda565e4d7f18597abbd78d686ea72ae44be48b8fd", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -126.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "42a72c95a6acc0320e9fdfb1a59bf22f19414665cae878490d25152fa06404dd", "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\": -30.428369799353728, \"dd_pct\": -37.80552757553943, \"calmar\": -0.8053228803266933, \"cagr_pct\": -30.445656359403646, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.602739726027398, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8926232117840167, \"sortino\": -2.2943368409882474}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -3.0788718276978932, \"dd_pct\": -4.629578011112101, \"calmar\": -0.665492148985161, \"cagr_pct\": -3.0809478195094395, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7181965857485679, \"sortino\": -0.8515110017356349}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.23974043074121, \"dd_pct\": -43.90449453293481, \"calmar\": -0.13784892880212102, \"cagr_pct\": -6.052187540963643, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8889892112107306, \"sortino\": -1.0610365210761694}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -11.373859995107516, \"dd_pct\": -11.373859995107516, \"calmar\": -0.3374053479180142, \"cagr_pct\": -3.837601188820035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3728792963684102, \"sortino\": -1.3724983295194266}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -32.57039112167159, \"dd_pct\": -37.80552757553943, \"calmar\": -0.194463693598665, \"cagr_pct\": -7.351802530785581, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8820780663396465, \"sortino\": -1.0687416545265653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.7846367564295909, \"dd_pct\": -0.6243001609740562, \"calmar\": 2.6573296224620186, \"cagr_pct\": 1.6589713110641662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.43227665706051877, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.838863876474663, \"sortino\": 1.8380550940373288}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.23974043074121, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.90449453293481, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.7846367564295909, "OOS_Sortino Ratio": 1.8380550940373288, "OOS_Calmar Ratio": 2.6573296224620186, "OOS_Max Drawdown %": -0.6243001609740562, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc6e37094543bd4254e3aefda565e4d7f18597abbd78d686ea72ae44be48b8fd", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -125.05, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "a5a02cc46119fa2de58198afec49d788dfc2839758c9bd518d6d3a810cc2b6a1", "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\": -30.428369799353728, \"dd_pct\": -37.80552757553943, \"calmar\": -0.8053228803266933, \"cagr_pct\": -30.445656359403646, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.602739726027398, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8926232117840167, \"sortino\": -2.2943368409882474}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -3.0788718276978932, \"dd_pct\": -4.629578011112101, \"calmar\": -0.665492148985161, \"cagr_pct\": -3.0809478195094395, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7181965857485679, \"sortino\": -0.8515110017356349}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.23974043074121, \"dd_pct\": -43.90449453293481, \"calmar\": -0.13784892880212102, \"cagr_pct\": -6.052187540963643, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8889892112107306, \"sortino\": -1.0610365210761694}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -11.373859995107516, \"dd_pct\": -11.373859995107516, \"calmar\": -0.3374053479180142, \"cagr_pct\": -3.837601188820035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3728792963684102, \"sortino\": -1.3724983295194266}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -32.57039112167159, \"dd_pct\": -37.80552757553943, \"calmar\": -0.194463693598665, \"cagr_pct\": -7.351802530785581, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8820780663396465, \"sortino\": -1.0687416545265653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.7846367564295909, \"dd_pct\": -0.6243001609740562, \"calmar\": 2.6573296224620186, \"cagr_pct\": 1.6589713110641662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.43227665706051877, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.838863876474663, \"sortino\": 1.8380550940373288}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.23974043074121, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.90449453293481, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.7846367564295909, "OOS_Sortino Ratio": 1.8380550940373288, "OOS_Calmar Ratio": 2.6573296224620186, "OOS_Max Drawdown %": -0.6243001609740562, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc6e37094543bd4254e3aefda565e4d7f18597abbd78d686ea72ae44be48b8fd", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -124.95, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "37b7de8ad0df79e8fbf50e6eda1becb2ebc54015abd9a282fc467964e984c7e3", "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\": -30.428369799353728, \"dd_pct\": -37.80552757553943, \"calmar\": -0.8053228803266933, \"cagr_pct\": -30.445656359403646, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.602739726027398, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8926232117840167, \"sortino\": -2.2943368409882474}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -3.0788718276978932, \"dd_pct\": -4.629578011112101, \"calmar\": -0.665492148985161, \"cagr_pct\": -3.0809478195094395, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7181965857485679, \"sortino\": -0.8515110017356349}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.23974043074121, \"dd_pct\": -43.90449453293481, \"calmar\": -0.13784892880212102, \"cagr_pct\": -6.052187540963643, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8889892112107306, \"sortino\": -1.0610365210761694}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -11.373859995107516, \"dd_pct\": -11.373859995107516, \"calmar\": -0.3374053479180142, \"cagr_pct\": -3.837601188820035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3728792963684102, \"sortino\": -1.3724983295194266}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -32.57039112167159, \"dd_pct\": -37.80552757553943, \"calmar\": -0.194463693598665, \"cagr_pct\": -7.351802530785581, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8820780663396465, \"sortino\": -1.0687416545265653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.7846367564295909, \"dd_pct\": -0.6243001609740562, \"calmar\": 2.6573296224620186, \"cagr_pct\": 1.6589713110641662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.43227665706051877, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.838863876474663, \"sortino\": 1.8380550940373288}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.23974043074121, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.90449453293481, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.7846367564295909, "OOS_Sortino Ratio": 1.8380550940373288, "OOS_Calmar Ratio": 2.6573296224620186, "OOS_Max Drawdown %": -0.6243001609740562, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc6e37094543bd4254e3aefda565e4d7f18597abbd78d686ea72ae44be48b8fd", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -124.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "7ec781fbf8d8b5ee145da5806d6419e64c8b325b88d98665d6d9008686694ab5", "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\": -30.428369799353728, \"dd_pct\": -37.80552757553943, \"calmar\": -0.8053228803266933, \"cagr_pct\": -30.445656359403646, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.602739726027398, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8926232117840167, \"sortino\": -2.2943368409882474}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -3.0788718276978932, \"dd_pct\": -4.629578011112101, \"calmar\": -0.665492148985161, \"cagr_pct\": -3.0809478195094395, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7181965857485679, \"sortino\": -0.8515110017356349}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.23974043074121, \"dd_pct\": -43.90449453293481, \"calmar\": -0.13784892880212102, \"cagr_pct\": -6.052187540963643, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8889892112107306, \"sortino\": -1.0610365210761694}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -11.373859995107516, \"dd_pct\": -11.373859995107516, \"calmar\": -0.3374053479180142, \"cagr_pct\": -3.837601188820035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3728792963684102, \"sortino\": -1.3724983295194266}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -32.57039112167159, \"dd_pct\": -37.80552757553943, \"calmar\": -0.194463693598665, \"cagr_pct\": -7.351802530785581, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8820780663396465, \"sortino\": -1.0687416545265653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.7846367564295909, \"dd_pct\": -0.6243001609740562, \"calmar\": 2.6573296224620186, \"cagr_pct\": 1.6589713110641662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.43227665706051877, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.838863876474663, \"sortino\": 1.8380550940373288}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.23974043074121, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.90449453293481, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.7846367564295909, "OOS_Sortino Ratio": 1.8380550940373288, "OOS_Calmar Ratio": 2.6573296224620186, "OOS_Max Drawdown %": -0.6243001609740562, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc6e37094543bd4254e3aefda565e4d7f18597abbd78d686ea72ae44be48b8fd", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -131.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "185e4ceecbb8855492ca9dcdfb38cc333c2588f203a59c6be491ce38561f2c3c", "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\": -29.97615849808878, \"dd_pct\": -37.401267344387165, \"calmar\": -0.8019312950504592, \"cagr_pct\": -29.993246758012855, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 6.8493150684931505, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8693515588708607, \"sortino\": -2.2657350837043086}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -3.0788718276978932, \"dd_pct\": -4.629578011112101, \"calmar\": -0.665492148985161, \"cagr_pct\": -3.0809478195094395, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7181965857485679, \"sortino\": -0.8515110017356349}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.85130243287042, \"dd_pct\": -43.53987721048287, \"calmar\": -0.13730739512612525, \"cagr_pct\": -5.978347123882747, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.0790172642762286, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.882391610053055, \"sortino\": -1.0528044969962322}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -11.373859995107516, \"dd_pct\": -11.373859995107516, \"calmar\": -0.3374053479180142, \"cagr_pct\": -3.837601188820035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3728792963684102, \"sortino\": -1.3724983295194266}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -32.132102826762974, \"dd_pct\": -37.401267344387165, \"calmar\": -0.1934538560699483, \"cagr_pct\": -7.235419389674733, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.5915119363395225, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8722872323552802, \"sortino\": -1.0566682527953497}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.7846367564295909, \"dd_pct\": -0.6243001609740562, \"calmar\": 2.6573296224620186, \"cagr_pct\": 1.6589713110641662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.43227665706051877, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.838863876474663, \"sortino\": 1.8380550940373288}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -39.85130243287042, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.53987721048287, "% In Market": 1.0790172642762286, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.7846367564295909, "OOS_Sortino Ratio": 1.8380550940373288, "OOS_Calmar Ratio": 2.6573296224620186, "OOS_Max Drawdown %": -0.6243001609740562, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc6e37094543bd4254e3aefda565e4d7f18597abbd78d686ea72ae44be48b8fd", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -130.05, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "5402a88c3a0f898a98e5e65947b3dc6510ffefa872b11cdff3b654ec7b72edde", "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\": -30.428369799353728, \"dd_pct\": -37.80552757553943, \"calmar\": -0.8053228803266933, \"cagr_pct\": -30.445656359403646, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.602739726027398, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8926232117840167, \"sortino\": -2.2943368409882474}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -3.0788718276978932, \"dd_pct\": -4.629578011112101, \"calmar\": -0.665492148985161, \"cagr_pct\": -3.0809478195094395, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7181965857485679, \"sortino\": -0.8515110017356349}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.23974043074121, \"dd_pct\": -43.90449453293481, \"calmar\": -0.13784892880212102, \"cagr_pct\": -6.052187540963643, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8889892112107306, \"sortino\": -1.0610365210761694}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -11.373859995107516, \"dd_pct\": -11.373859995107516, \"calmar\": -0.3374053479180142, \"cagr_pct\": -3.837601188820035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3728792963684102, \"sortino\": -1.3724983295194266}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -32.57039112167159, \"dd_pct\": -37.80552757553943, \"calmar\": -0.194463693598665, \"cagr_pct\": -7.351802530785581, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8820780663396465, \"sortino\": -1.0687416545265653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.7846367564295909, \"dd_pct\": -0.6243001609740562, \"calmar\": 2.6573296224620186, \"cagr_pct\": 1.6589713110641662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.43227665706051877, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.838863876474663, \"sortino\": 1.8380550940373288}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.23974043074121, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.90449453293481, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.7846367564295909, "OOS_Sortino Ratio": 1.8380550940373288, "OOS_Calmar Ratio": 2.6573296224620186, "OOS_Max Drawdown %": -0.6243001609740562, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc6e37094543bd4254e3aefda565e4d7f18597abbd78d686ea72ae44be48b8fd", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -129.95, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "857fa6a3b7504fefe8b650e3ad3fea97dbc3846ad4c98ab8db82caefabd19f45", "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\": -30.428369799353728, \"dd_pct\": -37.80552757553943, \"calmar\": -0.8053228803266933, \"cagr_pct\": -30.445656359403646, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.602739726027398, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8926232117840167, \"sortino\": -2.2943368409882474}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -3.0788718276978932, \"dd_pct\": -4.629578011112101, \"calmar\": -0.665492148985161, \"cagr_pct\": -3.0809478195094395, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7181965857485679, \"sortino\": -0.8515110017356349}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.23974043074121, \"dd_pct\": -43.90449453293481, \"calmar\": -0.13784892880212102, \"cagr_pct\": -6.052187540963643, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8889892112107306, \"sortino\": -1.0610365210761694}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -11.373859995107516, \"dd_pct\": -11.373859995107516, \"calmar\": -0.3374053479180142, \"cagr_pct\": -3.837601188820035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3728792963684102, \"sortino\": -1.3724983295194266}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -32.57039112167159, \"dd_pct\": -37.80552757553943, \"calmar\": -0.194463693598665, \"cagr_pct\": -7.351802530785581, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8820780663396465, \"sortino\": -1.0687416545265653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.7846367564295909, \"dd_pct\": -0.6243001609740562, \"calmar\": 2.6573296224620186, \"cagr_pct\": 1.6589713110641662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.43227665706051877, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.838863876474663, \"sortino\": 1.8380550940373288}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.23974043074121, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.90449453293481, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.7846367564295909, "OOS_Sortino Ratio": 1.8380550940373288, "OOS_Calmar Ratio": 2.6573296224620186, "OOS_Max Drawdown %": -0.6243001609740562, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc6e37094543bd4254e3aefda565e4d7f18597abbd78d686ea72ae44be48b8fd", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -129.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "0b9c94472efbaab4e2ea9d1a4a43060f17376854f77b03a2fded30a22fdf1243", "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\": -30.428369799353728, \"dd_pct\": -37.80552757553943, \"calmar\": -0.8053228803266933, \"cagr_pct\": -30.445656359403646, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.602739726027398, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8926232117840167, \"sortino\": -2.2943368409882474}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -3.0788718276978932, \"dd_pct\": -4.629578011112101, \"calmar\": -0.665492148985161, \"cagr_pct\": -3.0809478195094395, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7181965857485679, \"sortino\": -0.8515110017356349}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.23974043074121, \"dd_pct\": -43.90449453293481, \"calmar\": -0.13784892880212102, \"cagr_pct\": -6.052187540963643, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8889892112107306, \"sortino\": -1.0610365210761694}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -11.373859995107516, \"dd_pct\": -11.373859995107516, \"calmar\": -0.3374053479180142, \"cagr_pct\": -3.837601188820035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3728792963684102, \"sortino\": -1.3724983295194266}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -32.57039112167159, \"dd_pct\": -37.80552757553943, \"calmar\": -0.194463693598665, \"cagr_pct\": -7.351802530785581, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8820780663396465, \"sortino\": -1.0687416545265653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.7846367564295909, \"dd_pct\": -0.6243001609740562, \"calmar\": 2.6573296224620186, \"cagr_pct\": 1.6589713110641662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.43227665706051877, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.838863876474663, \"sortino\": 1.8380550940373288}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.23974043074121, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.90449453293481, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.7846367564295909, "OOS_Sortino Ratio": 1.8380550940373288, "OOS_Calmar Ratio": 2.6573296224620186, "OOS_Max Drawdown %": -0.6243001609740562, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc6e37094543bd4254e3aefda565e4d7f18597abbd78d686ea72ae44be48b8fd", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -141.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "f4c730ae9ca18b33f31b2a7549cf829dc6cff68e1244868a4b6d09c96e44fd47", "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\": -30.428369799353728, \"dd_pct\": -37.80552757553943, \"calmar\": -0.8053228803266933, \"cagr_pct\": -30.445656359403646, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.602739726027398, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8926232117840167, \"sortino\": -2.2943368409882474}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -3.0788718276978932, \"dd_pct\": -4.629578011112101, \"calmar\": -0.665492148985161, \"cagr_pct\": -3.0809478195094395, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7181965857485679, \"sortino\": -0.8515110017356349}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.23974043074121, \"dd_pct\": -43.90449453293481, \"calmar\": -0.13784892880212102, \"cagr_pct\": -6.052187540963643, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8889892112107306, \"sortino\": -1.0610365210761694}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -11.373859995107516, \"dd_pct\": -11.373859995107516, \"calmar\": -0.3374053479180142, \"cagr_pct\": -3.837601188820035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3728792963684102, \"sortino\": -1.3724983295194266}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -32.57039112167159, \"dd_pct\": -37.80552757553943, \"calmar\": -0.194463693598665, \"cagr_pct\": -7.351802530785581, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8820780663396465, \"sortino\": -1.0687416545265653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.7846367564295909, \"dd_pct\": -0.6243001609740562, \"calmar\": 2.6573296224620186, \"cagr_pct\": 1.6589713110641662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.43227665706051877, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.838863876474663, \"sortino\": 1.8380550940373288}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.23974043074121, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.90449453293481, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.7846367564295909, "OOS_Sortino Ratio": 1.8380550940373288, "OOS_Calmar Ratio": 2.6573296224620186, "OOS_Max Drawdown %": -0.6243001609740562, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc6e37094543bd4254e3aefda565e4d7f18597abbd78d686ea72ae44be48b8fd", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -140.05, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "a91c58f6d8b7a8a72a765bdd372e4b9ab48565234284daa0a50830809aab148c", "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\": -30.428369799353728, \"dd_pct\": -37.80552757553943, \"calmar\": -0.8053228803266933, \"cagr_pct\": -30.445656359403646, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.602739726027398, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8926232117840167, \"sortino\": -2.2943368409882474}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -3.0788718276978932, \"dd_pct\": -4.629578011112101, \"calmar\": -0.665492148985161, \"cagr_pct\": -3.0809478195094395, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7181965857485679, \"sortino\": -0.8515110017356349}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.23974043074121, \"dd_pct\": -43.90449453293481, \"calmar\": -0.13784892880212102, \"cagr_pct\": -6.052187540963643, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8889892112107306, \"sortino\": -1.0610365210761694}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -11.373859995107516, \"dd_pct\": -11.373859995107516, \"calmar\": -0.3374053479180142, \"cagr_pct\": -3.837601188820035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3728792963684102, \"sortino\": -1.3724983295194266}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -32.57039112167159, \"dd_pct\": -37.80552757553943, \"calmar\": -0.194463693598665, \"cagr_pct\": -7.351802530785581, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8820780663396465, \"sortino\": -1.0687416545265653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.7846367564295909, \"dd_pct\": -0.6243001609740562, \"calmar\": 2.6573296224620186, \"cagr_pct\": 1.6589713110641662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.43227665706051877, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.838863876474663, \"sortino\": 1.8380550940373288}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.23974043074121, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.90449453293481, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.7846367564295909, "OOS_Sortino Ratio": 1.8380550940373288, "OOS_Calmar Ratio": 2.6573296224620186, "OOS_Max Drawdown %": -0.6243001609740562, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc6e37094543bd4254e3aefda565e4d7f18597abbd78d686ea72ae44be48b8fd", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -139.95, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "31471fa00d5916ae28d12b9cffd9e339f00cb05da35c9906df49af056e65df9e", "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\": -30.428369799353728, \"dd_pct\": -37.80552757553943, \"calmar\": -0.8053228803266933, \"cagr_pct\": -30.445656359403646, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.602739726027398, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8926232117840167, \"sortino\": -2.2943368409882474}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -3.0788718276978932, \"dd_pct\": -4.629578011112101, \"calmar\": -0.665492148985161, \"cagr_pct\": -3.0809478195094395, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7181965857485679, \"sortino\": -0.8515110017356349}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.23974043074121, \"dd_pct\": -43.90449453293481, \"calmar\": -0.13784892880212102, \"cagr_pct\": -6.052187540963643, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8889892112107306, \"sortino\": -1.0610365210761694}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -11.373859995107516, \"dd_pct\": -11.373859995107516, \"calmar\": -0.3374053479180142, \"cagr_pct\": -3.837601188820035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3728792963684102, \"sortino\": -1.3724983295194266}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -32.57039112167159, \"dd_pct\": -37.80552757553943, \"calmar\": -0.194463693598665, \"cagr_pct\": -7.351802530785581, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8820780663396465, \"sortino\": -1.0687416545265653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.7846367564295909, \"dd_pct\": -0.6243001609740562, \"calmar\": 2.6573296224620186, \"cagr_pct\": 1.6589713110641662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.43227665706051877, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.838863876474663, \"sortino\": 1.8380550940373288}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.23974043074121, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.90449453293481, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.7846367564295909, "OOS_Sortino Ratio": 1.8380550940373288, "OOS_Calmar Ratio": 2.6573296224620186, "OOS_Max Drawdown %": -0.6243001609740562, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc6e37094543bd4254e3aefda565e4d7f18597abbd78d686ea72ae44be48b8fd", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -139.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "fd5ad959361996b0611ef905e891227a392a661f312e72003ac9df8bbe42a2a8", "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\": -30.428369799353728, \"dd_pct\": -37.80552757553943, \"calmar\": -0.8053228803266933, \"cagr_pct\": -30.445656359403646, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.602739726027398, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8926232117840167, \"sortino\": -2.2943368409882474}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -3.0788718276978932, \"dd_pct\": -4.629578011112101, \"calmar\": -0.665492148985161, \"cagr_pct\": -3.0809478195094395, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7181965857485679, \"sortino\": -0.8515110017356349}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.23974043074121, \"dd_pct\": -43.90449453293481, \"calmar\": -0.13784892880212102, \"cagr_pct\": -6.052187540963643, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8889892112107306, \"sortino\": -1.0610365210761694}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -11.373859995107516, \"dd_pct\": -11.373859995107516, \"calmar\": -0.3374053479180142, \"cagr_pct\": -3.837601188820035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3728792963684102, \"sortino\": -1.3724983295194266}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -32.57039112167159, \"dd_pct\": -37.80552757553943, \"calmar\": -0.194463693598665, \"cagr_pct\": -7.351802530785581, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8820780663396465, \"sortino\": -1.0687416545265653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.7846367564295909, \"dd_pct\": -0.6243001609740562, \"calmar\": 2.6573296224620186, \"cagr_pct\": 1.6589713110641662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.43227665706051877, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.838863876474663, \"sortino\": 1.8380550940373288}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.23974043074121, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.90449453293481, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.7846367564295909, "OOS_Sortino Ratio": 1.8380550940373288, "OOS_Calmar Ratio": 2.6573296224620186, "OOS_Max Drawdown %": -0.6243001609740562, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc6e37094543bd4254e3aefda565e4d7f18597abbd78d686ea72ae44be48b8fd", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -100.0, "i_long_exit_activation_threshold": 150.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "15fb205642db0c212d2a4139ceaf0d6b2a03a6e1b130a5eca3d9776fcfd88f1d", "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\": 23.825400379625506, \"dd_pct\": -8.191724940146084, \"calmar\": 2.9106844266033565, \"cagr_pct\": 23.84352621030152, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.312715213261116, \"sortino\": 2.031520774867097}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 2.735004750750014, \"dd_pct\": -7.715352558097644, \"calmar\": 0.47468280392257034, \"cagr_pct\": 3.6623451855289653, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 4.288321167883212, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.36199435578571215, \"sortino\": 0.5051742563943362}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 52.20231520727652, \"dd_pct\": -16.957167115334805, \"calmar\": 3.081063576135969, \"cagr_pct\": 52.2461099535087, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 36.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5689266852928712, \"sortino\": 2.4390634168272367}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -3.7358167563581235, \"dd_pct\": -9.880441149174024, \"calmar\": -0.8904694249928762, \"cagr_pct\": -8.798230748780945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 27.483443708609272, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3777866115701567, \"sortino\": -0.5174113887654762}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 70.96059283983327, \"dd_pct\": -16.95716711533478, \"calmar\": 0.396239060849782, \"cagr_pct\": 6.71909197245306, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 8.748339973439576, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5485415853943604, \"sortino\": 0.8220006074507722}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -8.276242007258027, \"dd_pct\": -9.834989149486685, \"calmar\": -0.2807270037970681, \"cagr_pct\": -2.760947036312072, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.554569653948536, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5794623377385506, \"sortino\": -0.7048627506513832}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 86.38638078191387, \"dd_pct\": -16.957167115334826, \"calmar\": 0.7561930796040416, \"cagr_pct\": 12.822892422305424, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.647214854111406, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8056296877784535, \"sortino\": 1.2218440566434146}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 70.96059283983327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.95716711533478, "% In Market": 8.748339973439576, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807e059120fcbd8f5f795634104f81e10da30c0a4a508092664ff24d0a1ecc1c", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -101.0, "i_long_exit_activation_threshold": 150.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "e2db3da78c26ae7bf35561cd2a7f79e06a747039678fb90605e4feeed5bda8f1", "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\": 23.825400379625506, \"dd_pct\": -8.191724940146084, \"calmar\": 2.9106844266033565, \"cagr_pct\": 23.84352621030152, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.312715213261116, \"sortino\": 2.031520774867097}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 2.735004750750014, \"dd_pct\": -7.715352558097644, \"calmar\": 0.47468280392257034, \"cagr_pct\": 3.6623451855289653, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 4.288321167883212, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.36199435578571215, \"sortino\": 0.5051742563943362}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 52.20231520727652, \"dd_pct\": -16.957167115334805, \"calmar\": 3.081063576135969, \"cagr_pct\": 52.2461099535087, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 36.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5689266852928712, \"sortino\": 2.4390634168272367}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -3.7358167563581235, \"dd_pct\": -9.880441149174024, \"calmar\": -0.8904694249928762, \"cagr_pct\": -8.798230748780945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 27.483443708609272, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3777866115701567, \"sortino\": -0.5174113887654762}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 70.96059283983327, \"dd_pct\": -16.95716711533478, \"calmar\": 0.396239060849782, \"cagr_pct\": 6.71909197245306, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 8.748339973439576, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5485415853943604, \"sortino\": 0.8220006074507722}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -8.276242007258027, \"dd_pct\": -9.834989149486685, \"calmar\": -0.2807270037970681, \"cagr_pct\": -2.760947036312072, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.554569653948536, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5794623377385506, \"sortino\": -0.7048627506513832}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 86.38638078191387, \"dd_pct\": -16.957167115334826, \"calmar\": 0.7561930796040416, \"cagr_pct\": 12.822892422305424, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.647214854111406, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8056296877784535, \"sortino\": 1.2218440566434146}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.0094031853838281, \"dd_pct\": -3.5943016794080296, \"calmar\": 0.5945076679517068, \"cagr_pct\": 2.136839909339771, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 10.806916426512968, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3147913811775958, \"sortino\": 0.4493033654270328}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 70.96059283983327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.95716711533478, "% In Market": 8.748339973439576, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 1.0094031853838281, "OOS_Sortino Ratio": 0.4493033654270328, "OOS_Calmar Ratio": 0.5945076679517068, "OOS_Max Drawdown %": -3.5943016794080296, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807e059120fcbd8f5f795634104f81e10da30c0a4a508092664ff24d0a1ecc1c", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -100.05, "i_long_exit_activation_threshold": 150.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "f076b8efd8bc178d50405f1c7a8eccb5ba60cba821dd82dee6d43e7395883a57", "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\": 23.825400379625506, \"dd_pct\": -8.191724940146084, \"calmar\": 2.9106844266033565, \"cagr_pct\": 23.84352621030152, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.312715213261116, \"sortino\": 2.031520774867097}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 2.735004750750014, \"dd_pct\": -7.715352558097644, \"calmar\": 0.47468280392257034, \"cagr_pct\": 3.6623451855289653, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 4.288321167883212, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.36199435578571215, \"sortino\": 0.5051742563943362}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 52.20231520727652, \"dd_pct\": -16.957167115334805, \"calmar\": 3.081063576135969, \"cagr_pct\": 52.2461099535087, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 36.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5689266852928712, \"sortino\": 2.4390634168272367}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -3.7358167563581235, \"dd_pct\": -9.880441149174024, \"calmar\": -0.8904694249928762, \"cagr_pct\": -8.798230748780945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 27.483443708609272, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3777866115701567, \"sortino\": -0.5174113887654762}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 70.96059283983327, \"dd_pct\": -16.95716711533478, \"calmar\": 0.396239060849782, \"cagr_pct\": 6.71909197245306, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 8.748339973439576, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5485415853943604, \"sortino\": 0.8220006074507722}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -8.276242007258027, \"dd_pct\": -9.834989149486685, \"calmar\": -0.2807270037970681, \"cagr_pct\": -2.760947036312072, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.554569653948536, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5794623377385506, \"sortino\": -0.7048627506513832}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 86.38638078191387, \"dd_pct\": -16.957167115334826, \"calmar\": 0.7561930796040416, \"cagr_pct\": 12.822892422305424, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.647214854111406, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8056296877784535, \"sortino\": 1.2218440566434146}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 70.96059283983327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.95716711533478, "% In Market": 8.748339973439576, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807e059120fcbd8f5f795634104f81e10da30c0a4a508092664ff24d0a1ecc1c", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -99.95, "i_long_exit_activation_threshold": 150.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "2774b7e277d4e46b2a52cf0ba6a52ce9cde74e6f345bdccef5374c67ad462be1", "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\": 23.825400379625506, \"dd_pct\": -8.191724940146084, \"calmar\": 2.9106844266033565, \"cagr_pct\": 23.84352621030152, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.312715213261116, \"sortino\": 2.031520774867097}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 2.735004750750014, \"dd_pct\": -7.715352558097644, \"calmar\": 0.47468280392257034, \"cagr_pct\": 3.6623451855289653, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 4.288321167883212, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.36199435578571215, \"sortino\": 0.5051742563943362}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 52.20231520727652, \"dd_pct\": -16.957167115334805, \"calmar\": 3.081063576135969, \"cagr_pct\": 52.2461099535087, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 36.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5689266852928712, \"sortino\": 2.4390634168272367}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -3.7358167563581235, \"dd_pct\": -9.880441149174024, \"calmar\": -0.8904694249928762, \"cagr_pct\": -8.798230748780945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 27.483443708609272, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3777866115701567, \"sortino\": -0.5174113887654762}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 70.96059283983327, \"dd_pct\": -16.95716711533478, \"calmar\": 0.396239060849782, \"cagr_pct\": 6.71909197245306, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 8.748339973439576, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5485415853943604, \"sortino\": 0.8220006074507722}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -8.276242007258027, \"dd_pct\": -9.834989149486685, \"calmar\": -0.2807270037970681, \"cagr_pct\": -2.760947036312072, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.554569653948536, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5794623377385506, \"sortino\": -0.7048627506513832}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 86.38638078191387, \"dd_pct\": -16.957167115334826, \"calmar\": 0.7561930796040416, \"cagr_pct\": 12.822892422305424, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.647214854111406, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8056296877784535, \"sortino\": 1.2218440566434146}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 70.96059283983327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.95716711533478, "% In Market": 8.748339973439576, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807e059120fcbd8f5f795634104f81e10da30c0a4a508092664ff24d0a1ecc1c", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -99.0, "i_long_exit_activation_threshold": 150.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "4d2269d99f04997822d88df9eb62db1d4563cdb102962ec71abfdb52e4876c87", "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\": 23.825400379625506, \"dd_pct\": -8.191724940146084, \"calmar\": 2.9106844266033565, \"cagr_pct\": 23.84352621030152, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.312715213261116, \"sortino\": 2.031520774867097}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 2.735004750750014, \"dd_pct\": -7.715352558097644, \"calmar\": 0.47468280392257034, \"cagr_pct\": 3.6623451855289653, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 4.288321167883212, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.36199435578571215, \"sortino\": 0.5051742563943362}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 52.20231520727652, \"dd_pct\": -16.957167115334805, \"calmar\": 3.081063576135969, \"cagr_pct\": 52.2461099535087, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 36.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5689266852928712, \"sortino\": 2.4390634168272367}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -3.7358167563581235, \"dd_pct\": -9.880441149174024, \"calmar\": -0.8904694249928762, \"cagr_pct\": -8.798230748780945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 27.483443708609272, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3777866115701567, \"sortino\": -0.5174113887654762}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 70.96059283983327, \"dd_pct\": -16.95716711533478, \"calmar\": 0.396239060849782, \"cagr_pct\": 6.71909197245306, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 8.748339973439576, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5485415853943604, \"sortino\": 0.8220006074507722}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -8.276242007258027, \"dd_pct\": -9.834989149486685, \"calmar\": -0.2807270037970681, \"cagr_pct\": -2.760947036312072, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.554569653948536, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5794623377385506, \"sortino\": -0.7048627506513832}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 86.38638078191387, \"dd_pct\": -16.957167115334826, \"calmar\": 0.7561930796040416, \"cagr_pct\": 12.822892422305424, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.647214854111406, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8056296877784535, \"sortino\": 1.2218440566434146}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 70.96059283983327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.95716711533478, "% In Market": 8.748339973439576, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807e059120fcbd8f5f795634104f81e10da30c0a4a508092664ff24d0a1ecc1c", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -100.0, "i_long_exit_activation_threshold": 149.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "3a439aa0149133da1d84f53c7fb9f93d79769074ae78202456607fc876d3b19f", "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\": 23.825400379625506, \"dd_pct\": -8.191724940146084, \"calmar\": 2.9106844266033565, \"cagr_pct\": 23.84352621030152, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.312715213261116, \"sortino\": 2.031520774867097}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 2.735004750750014, \"dd_pct\": -7.715352558097644, \"calmar\": 0.47468280392257034, \"cagr_pct\": 3.6623451855289653, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 4.288321167883212, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.36199435578571215, \"sortino\": 0.5051742563943362}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 52.20231520727652, \"dd_pct\": -16.957167115334805, \"calmar\": 3.081063576135969, \"cagr_pct\": 52.2461099535087, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 36.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5689266852928712, \"sortino\": 2.4390634168272367}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -3.7358167563581235, \"dd_pct\": -9.880441149174024, \"calmar\": -0.8904694249928762, \"cagr_pct\": -8.798230748780945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 27.483443708609272, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3777866115701567, \"sortino\": -0.5174113887654762}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 70.96059283983327, \"dd_pct\": -16.95716711533478, \"calmar\": 0.396239060849782, \"cagr_pct\": 6.71909197245306, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 8.748339973439576, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5485415853943604, \"sortino\": 0.8220006074507722}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -8.276242007258027, \"dd_pct\": -9.834989149486685, \"calmar\": -0.2807270037970681, \"cagr_pct\": -2.760947036312072, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.554569653948536, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5794623377385506, \"sortino\": -0.7048627506513832}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 86.38638078191387, \"dd_pct\": -16.957167115334826, \"calmar\": 0.7561930796040416, \"cagr_pct\": 12.822892422305424, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.647214854111406, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8056296877784535, \"sortino\": 1.2218440566434146}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 70.96059283983327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.95716711533478, "% In Market": 8.748339973439576, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807e059120fcbd8f5f795634104f81e10da30c0a4a508092664ff24d0a1ecc1c", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -100.0, "i_long_exit_activation_threshold": 149.95, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "2fdde04d6e9b31a504e7d942eced34d34c207873bfadc4087eedcc43fcdec27b", "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\": 23.825400379625506, \"dd_pct\": -8.191724940146084, \"calmar\": 2.9106844266033565, \"cagr_pct\": 23.84352621030152, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.312715213261116, \"sortino\": 2.031520774867097}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 2.735004750750014, \"dd_pct\": -7.715352558097644, \"calmar\": 0.47468280392257034, \"cagr_pct\": 3.6623451855289653, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 4.288321167883212, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.36199435578571215, \"sortino\": 0.5051742563943362}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 52.20231520727652, \"dd_pct\": -16.957167115334805, \"calmar\": 3.081063576135969, \"cagr_pct\": 52.2461099535087, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 36.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5689266852928712, \"sortino\": 2.4390634168272367}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -3.7358167563581235, \"dd_pct\": -9.880441149174024, \"calmar\": -0.8904694249928762, \"cagr_pct\": -8.798230748780945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 27.483443708609272, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3777866115701567, \"sortino\": -0.5174113887654762}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 70.96059283983327, \"dd_pct\": -16.95716711533478, \"calmar\": 0.396239060849782, \"cagr_pct\": 6.71909197245306, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 8.748339973439576, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5485415853943604, \"sortino\": 0.8220006074507722}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -8.276242007258027, \"dd_pct\": -9.834989149486685, \"calmar\": -0.2807270037970681, \"cagr_pct\": -2.760947036312072, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.554569653948536, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5794623377385506, \"sortino\": -0.7048627506513832}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 86.38638078191387, \"dd_pct\": -16.957167115334826, \"calmar\": 0.7561930796040416, \"cagr_pct\": 12.822892422305424, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.647214854111406, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8056296877784535, \"sortino\": 1.2218440566434146}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 70.96059283983327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.95716711533478, "% In Market": 8.748339973439576, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807e059120fcbd8f5f795634104f81e10da30c0a4a508092664ff24d0a1ecc1c", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -100.0, "i_long_exit_activation_threshold": 150.05, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "301e81352d74707837ccad3f1ff8d2fe0b1f279f36341214e42e804882c61f50", "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\": 23.825400379625506, \"dd_pct\": -8.191724940146084, \"calmar\": 2.9106844266033565, \"cagr_pct\": 23.84352621030152, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.312715213261116, \"sortino\": 2.031520774867097}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 2.735004750750014, \"dd_pct\": -7.715352558097644, \"calmar\": 0.47468280392257034, \"cagr_pct\": 3.6623451855289653, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 4.288321167883212, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.36199435578571215, \"sortino\": 0.5051742563943362}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 52.20231520727652, \"dd_pct\": -16.957167115334805, \"calmar\": 3.081063576135969, \"cagr_pct\": 52.2461099535087, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 36.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5689266852928712, \"sortino\": 2.4390634168272367}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -3.7358167563581235, \"dd_pct\": -9.880441149174024, \"calmar\": -0.8904694249928762, \"cagr_pct\": -8.798230748780945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 27.483443708609272, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3777866115701567, \"sortino\": -0.5174113887654762}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 70.96059283983327, \"dd_pct\": -16.95716711533478, \"calmar\": 0.396239060849782, \"cagr_pct\": 6.71909197245306, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 8.748339973439576, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5485415853943604, \"sortino\": 0.8220006074507722}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -8.276242007258027, \"dd_pct\": -9.834989149486685, \"calmar\": -0.2807270037970681, \"cagr_pct\": -2.760947036312072, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.554569653948536, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5794623377385506, \"sortino\": -0.7048627506513832}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 86.38638078191387, \"dd_pct\": -16.957167115334826, \"calmar\": 0.7561930796040416, \"cagr_pct\": 12.822892422305424, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.647214854111406, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8056296877784535, \"sortino\": 1.2218440566434146}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 70.96059283983327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.95716711533478, "% In Market": 8.748339973439576, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807e059120fcbd8f5f795634104f81e10da30c0a4a508092664ff24d0a1ecc1c", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -100.0, "i_long_exit_activation_threshold": 151.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "f3306bfe7d889b5fedec2531dd92436b3804aa549af8779bfc8e999e35fcbd32", "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\": 23.825400379625506, \"dd_pct\": -8.191724940146084, \"calmar\": 2.9106844266033565, \"cagr_pct\": 23.84352621030152, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.312715213261116, \"sortino\": 2.031520774867097}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 2.735004750750014, \"dd_pct\": -7.715352558097644, \"calmar\": 0.47468280392257034, \"cagr_pct\": 3.6623451855289653, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 4.288321167883212, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.36199435578571215, \"sortino\": 0.5051742563943362}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 52.20231520727652, \"dd_pct\": -16.957167115334805, \"calmar\": 3.081063576135969, \"cagr_pct\": 52.2461099535087, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 36.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5689266852928712, \"sortino\": 2.4390634168272367}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -3.7358167563581235, \"dd_pct\": -9.880441149174024, \"calmar\": -0.8904694249928762, \"cagr_pct\": -8.798230748780945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 27.483443708609272, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3777866115701567, \"sortino\": -0.5174113887654762}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 70.96059283983327, \"dd_pct\": -16.95716711533478, \"calmar\": 0.396239060849782, \"cagr_pct\": 6.71909197245306, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 8.748339973439576, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5485415853943604, \"sortino\": 0.8220006074507722}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -8.276242007258027, \"dd_pct\": -9.834989149486685, \"calmar\": -0.2807270037970681, \"cagr_pct\": -2.760947036312072, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.554569653948536, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5794623377385506, \"sortino\": -0.7048627506513832}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 86.38638078191387, \"dd_pct\": -16.957167115334826, \"calmar\": 0.7561930796040416, \"cagr_pct\": 12.822892422305424, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.647214854111406, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8056296877784535, \"sortino\": 1.2218440566434146}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 70.96059283983327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.95716711533478, "% In Market": 8.748339973439576, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807e059120fcbd8f5f795634104f81e10da30c0a4a508092664ff24d0a1ecc1c", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -100.0, "i_long_exit_activation_threshold": 150.0, "i_long_exit_activation_confirmation_threshold": 29.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "e17df9103b9a1ac8779feab4eca6ec9741f2b94ea024e23e1f0c60fad38cd947", "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\": 23.825400379625506, \"dd_pct\": -8.191724940146084, \"calmar\": 2.9106844266033565, \"cagr_pct\": 23.84352621030152, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.312715213261116, \"sortino\": 2.031520774867097}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 2.735004750750014, \"dd_pct\": -7.715352558097644, \"calmar\": 0.47468280392257034, \"cagr_pct\": 3.6623451855289653, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 4.288321167883212, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.36199435578571215, \"sortino\": 0.5051742563943362}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 52.20231520727652, \"dd_pct\": -16.957167115334805, \"calmar\": 3.081063576135969, \"cagr_pct\": 52.2461099535087, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 36.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5689266852928712, \"sortino\": 2.4390634168272367}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -3.7358167563581235, \"dd_pct\": -9.880441149174024, \"calmar\": -0.8904694249928762, \"cagr_pct\": -8.798230748780945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 27.483443708609272, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3777866115701567, \"sortino\": -0.5174113887654762}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 70.96059283983327, \"dd_pct\": -16.95716711533478, \"calmar\": 0.396239060849782, \"cagr_pct\": 6.71909197245306, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 8.748339973439576, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5485415853943604, \"sortino\": 0.8220006074507722}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -8.276242007258027, \"dd_pct\": -9.834989149486685, \"calmar\": -0.2807270037970681, \"cagr_pct\": -2.760947036312072, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.554569653948536, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5794623377385506, \"sortino\": -0.7048627506513832}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 86.38638078191387, \"dd_pct\": -16.957167115334826, \"calmar\": 0.7561930796040416, \"cagr_pct\": 12.822892422305424, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.647214854111406, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8056296877784535, \"sortino\": 1.2218440566434146}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 70.96059283983327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.95716711533478, "% In Market": 8.748339973439576, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807e059120fcbd8f5f795634104f81e10da30c0a4a508092664ff24d0a1ecc1c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -100.0, "i_long_exit_activation_threshold": 150.0, "i_long_exit_activation_confirmation_threshold": 29.95, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "419d3c9a2ea8328cd6dc1c32b0b6432abbd8e3c75d687ec08cd8ce22c58ce62d", "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\": 23.825400379625506, \"dd_pct\": -8.191724940146084, \"calmar\": 2.9106844266033565, \"cagr_pct\": 23.84352621030152, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.312715213261116, \"sortino\": 2.031520774867097}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 2.735004750750014, \"dd_pct\": -7.715352558097644, \"calmar\": 0.47468280392257034, \"cagr_pct\": 3.6623451855289653, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 4.288321167883212, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.36199435578571215, \"sortino\": 0.5051742563943362}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 52.20231520727652, \"dd_pct\": -16.957167115334805, \"calmar\": 3.081063576135969, \"cagr_pct\": 52.2461099535087, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 36.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5689266852928712, \"sortino\": 2.4390634168272367}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -3.7358167563581235, \"dd_pct\": -9.880441149174024, \"calmar\": -0.8904694249928762, \"cagr_pct\": -8.798230748780945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 27.483443708609272, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3777866115701567, \"sortino\": -0.5174113887654762}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 70.96059283983327, \"dd_pct\": -16.95716711533478, \"calmar\": 0.396239060849782, \"cagr_pct\": 6.71909197245306, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 8.748339973439576, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5485415853943604, \"sortino\": 0.8220006074507722}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -8.276242007258027, \"dd_pct\": -9.834989149486685, \"calmar\": -0.2807270037970681, \"cagr_pct\": -2.760947036312072, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.554569653948536, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5794623377385506, \"sortino\": -0.7048627506513832}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 86.38638078191387, \"dd_pct\": -16.957167115334826, \"calmar\": 0.7561930796040416, \"cagr_pct\": 12.822892422305424, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.647214854111406, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8056296877784535, \"sortino\": 1.2218440566434146}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 70.96059283983327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.95716711533478, "% In Market": 8.748339973439576, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807e059120fcbd8f5f795634104f81e10da30c0a4a508092664ff24d0a1ecc1c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -100.0, "i_long_exit_activation_threshold": 150.0, "i_long_exit_activation_confirmation_threshold": 30.05, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "2545f7fe96908b7e8440d5048685cf6df3003c892a52826217947941147edded", "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\": 23.825400379625506, \"dd_pct\": -8.191724940146084, \"calmar\": 2.9106844266033565, \"cagr_pct\": 23.84352621030152, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.312715213261116, \"sortino\": 2.031520774867097}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 2.735004750750014, \"dd_pct\": -7.715352558097644, \"calmar\": 0.47468280392257034, \"cagr_pct\": 3.6623451855289653, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 4.288321167883212, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.36199435578571215, \"sortino\": 0.5051742563943362}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 52.20231520727652, \"dd_pct\": -16.957167115334805, \"calmar\": 3.081063576135969, \"cagr_pct\": 52.2461099535087, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 36.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5689266852928712, \"sortino\": 2.4390634168272367}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -3.7358167563581235, \"dd_pct\": -9.880441149174024, \"calmar\": -0.8904694249928762, \"cagr_pct\": -8.798230748780945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 27.483443708609272, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3777866115701567, \"sortino\": -0.5174113887654762}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 70.96059283983327, \"dd_pct\": -16.95716711533478, \"calmar\": 0.396239060849782, \"cagr_pct\": 6.71909197245306, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 8.748339973439576, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5485415853943604, \"sortino\": 0.8220006074507722}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -8.276242007258027, \"dd_pct\": -9.834989149486685, \"calmar\": -0.2807270037970681, \"cagr_pct\": -2.760947036312072, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.554569653948536, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5794623377385506, \"sortino\": -0.7048627506513832}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 86.38638078191387, \"dd_pct\": -16.957167115334826, \"calmar\": 0.7561930796040416, \"cagr_pct\": 12.822892422305424, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.647214854111406, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8056296877784535, \"sortino\": 1.2218440566434146}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 70.96059283983327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.95716711533478, "% In Market": 8.748339973439576, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807e059120fcbd8f5f795634104f81e10da30c0a4a508092664ff24d0a1ecc1c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -100.0, "i_long_exit_activation_threshold": 150.0, "i_long_exit_activation_confirmation_threshold": 31.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "8ca4342eab76aa05bd42cc013a73cca11ba40930b0992085dce33137d068b054", "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\": 23.825400379625506, \"dd_pct\": -8.191724940146084, \"calmar\": 2.9106844266033565, \"cagr_pct\": 23.84352621030152, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.312715213261116, \"sortino\": 2.031520774867097}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 2.735004750750014, \"dd_pct\": -7.715352558097644, \"calmar\": 0.47468280392257034, \"cagr_pct\": 3.6623451855289653, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 4.288321167883212, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.36199435578571215, \"sortino\": 0.5051742563943362}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 52.20231520727652, \"dd_pct\": -16.957167115334805, \"calmar\": 3.081063576135969, \"cagr_pct\": 52.2461099535087, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 36.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5689266852928712, \"sortino\": 2.4390634168272367}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -3.7358167563581235, \"dd_pct\": -9.880441149174024, \"calmar\": -0.8904694249928762, \"cagr_pct\": -8.798230748780945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 27.483443708609272, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3777866115701567, \"sortino\": -0.5174113887654762}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 70.96059283983327, \"dd_pct\": -16.95716711533478, \"calmar\": 0.396239060849782, \"cagr_pct\": 6.71909197245306, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 8.748339973439576, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5485415853943604, \"sortino\": 0.8220006074507722}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -8.276242007258027, \"dd_pct\": -9.834989149486685, \"calmar\": -0.2807270037970681, \"cagr_pct\": -2.760947036312072, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.554569653948536, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5794623377385506, \"sortino\": -0.7048627506513832}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 86.38638078191387, \"dd_pct\": -16.957167115334826, \"calmar\": 0.7561930796040416, \"cagr_pct\": 12.822892422305424, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.647214854111406, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8056296877784535, \"sortino\": 1.2218440566434146}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 70.96059283983327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -16.95716711533478, "% In Market": 8.748339973439576, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807e059120fcbd8f5f795634104f81e10da30c0a4a508092664ff24d0a1ecc1c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 495.0, "i_long_exit_activation_threshold": 460.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "c91f433af96976e120b2e6b5d353d3c71a7a04094b17b084b27ce6ee30fb6246", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7141fa5f20a3227559af0fd7d50b5db331befe9d06293bbeab0c269e2b7be28", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 494.0, "i_long_exit_activation_threshold": 460.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "4a314ba7195c5e9705e41a5016a7b4a85baa350a8dde62c63f31a996e126b533", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7141fa5f20a3227559af0fd7d50b5db331befe9d06293bbeab0c269e2b7be28", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 494.95, "i_long_exit_activation_threshold": 460.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "cc982868cf18f3cf5dea489a50a6536c1ec984ff33d6fe7e7330185340680b3f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7141fa5f20a3227559af0fd7d50b5db331befe9d06293bbeab0c269e2b7be28", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 495.05, "i_long_exit_activation_threshold": 460.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "269c3efc924b910988f1d3d536724472f6535c84e7f78b51ed4f8833351489f1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7141fa5f20a3227559af0fd7d50b5db331befe9d06293bbeab0c269e2b7be28", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 496.0, "i_long_exit_activation_threshold": 460.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "ba76d9c64bd704958e7bd2721f484f43260923afecf7426d3e7fce4f2f2fa71a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7141fa5f20a3227559af0fd7d50b5db331befe9d06293bbeab0c269e2b7be28", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 495.0, "i_long_exit_activation_threshold": 459.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "f9989db4620f8d4aff7607a420a756b7136e8f09add7479fddb5e2ab5a99a7d0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7141fa5f20a3227559af0fd7d50b5db331befe9d06293bbeab0c269e2b7be28", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 495.0, "i_long_exit_activation_threshold": 459.95, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "9f2fce37a5df6a9962f9f8408b4b5848e717de37fcdb4e01351f69a493b61c69", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7141fa5f20a3227559af0fd7d50b5db331befe9d06293bbeab0c269e2b7be28", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 495.0, "i_long_exit_activation_threshold": 460.05, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "62b0c7161c1d32e89ba263344c07e3d2160bf0a3c5d04dac3c4a3b8f5aed2e9b", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7141fa5f20a3227559af0fd7d50b5db331befe9d06293bbeab0c269e2b7be28", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 495.0, "i_long_exit_activation_threshold": 461.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "2476f847c3b755a4e9a5d536b69bbe788899b4262155255ddab4073f8ab1c2f8", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7141fa5f20a3227559af0fd7d50b5db331befe9d06293bbeab0c269e2b7be28", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 495.0, "i_long_exit_activation_threshold": 460.0, "i_long_exit_activation_confirmation_threshold": 469.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "64c3e00453ed6d0477faa0bcc5d2f4483e4e607abce0bddb58649a1d89d9b150", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7141fa5f20a3227559af0fd7d50b5db331befe9d06293bbeab0c269e2b7be28", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 495.0, "i_long_exit_activation_threshold": 460.0, "i_long_exit_activation_confirmation_threshold": 469.95, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "57670577d3b0b73f292533b7ed9be7f91d20b854ea53f5faba63e3da77ee8c21", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7141fa5f20a3227559af0fd7d50b5db331befe9d06293bbeab0c269e2b7be28", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 495.0, "i_long_exit_activation_threshold": 460.0, "i_long_exit_activation_confirmation_threshold": 470.05, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "21861e45756e3d1053b9a8c0c5b86f13fdcba49b236f29cec6a3cbfa5361c55d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7141fa5f20a3227559af0fd7d50b5db331befe9d06293bbeab0c269e2b7be28", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 495.0, "i_long_exit_activation_threshold": 460.0, "i_long_exit_activation_confirmation_threshold": 471.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "dfb2644c0a8975159120839b80926538c8c3cbc5dadacab082e23b5a888f3750", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7141fa5f20a3227559af0fd7d50b5db331befe9d06293bbeab0c269e2b7be28", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 80.0, "i_long_exit_activation_threshold": 120.0, "i_long_exit_activation_confirmation_threshold": -180.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "5b5ff1e8176821096e16dd08be5f67b99fb6de7b9e2bf48acdcf0fc7077377e0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5db8fceecda428bdcd7e283de57a6ee0563794e62ec475d089aeccbc3187b89a", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 79.0, "i_long_exit_activation_threshold": 120.0, "i_long_exit_activation_confirmation_threshold": -180.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "d7771d0bcb749f03d814d696d02b413c990a6547f7a6f7fdcbc61fae91c21f13", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5db8fceecda428bdcd7e283de57a6ee0563794e62ec475d089aeccbc3187b89a", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 79.95, "i_long_exit_activation_threshold": 120.0, "i_long_exit_activation_confirmation_threshold": -180.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "dada69248ae6c595dc66b9a95b3583c77451ffa0012aeb3b43e07bd693550310", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5db8fceecda428bdcd7e283de57a6ee0563794e62ec475d089aeccbc3187b89a", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 80.05, "i_long_exit_activation_threshold": 120.0, "i_long_exit_activation_confirmation_threshold": -180.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "01bf1cf19379a31e4578f00b182a79be771c6338723f262e8127f4675d13826b", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5db8fceecda428bdcd7e283de57a6ee0563794e62ec475d089aeccbc3187b89a", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 81.0, "i_long_exit_activation_threshold": 120.0, "i_long_exit_activation_confirmation_threshold": -180.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "b9e854c67d0be8dbf8d3638bf0467a482e8a52d640f0ed078cf5efb52ec639f8", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5db8fceecda428bdcd7e283de57a6ee0563794e62ec475d089aeccbc3187b89a", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 80.0, "i_long_exit_activation_threshold": 119.0, "i_long_exit_activation_confirmation_threshold": -180.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "c0a3528b7ca7c31312b57900afc520591d8b59649fb42fbe75d95420ce57c061", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5db8fceecda428bdcd7e283de57a6ee0563794e62ec475d089aeccbc3187b89a", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 80.0, "i_long_exit_activation_threshold": 119.95, "i_long_exit_activation_confirmation_threshold": -180.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "f6a5cf1a65f6a71f2d8c618a2781d2dee9cb0570144e0ec75f502526cc5029b4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5db8fceecda428bdcd7e283de57a6ee0563794e62ec475d089aeccbc3187b89a", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 80.0, "i_long_exit_activation_threshold": 120.05, "i_long_exit_activation_confirmation_threshold": -180.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "90ed33d9f933dab927fd8e84cf5774f7b46b73135853a2c40f4ebf0cd6b0f3a2", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5db8fceecda428bdcd7e283de57a6ee0563794e62ec475d089aeccbc3187b89a", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 80.0, "i_long_exit_activation_threshold": 121.0, "i_long_exit_activation_confirmation_threshold": -180.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "641d34c40375b16fcf25c7e9a3d7645e7dbe34db8f35c561fa806f7028b29426", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5db8fceecda428bdcd7e283de57a6ee0563794e62ec475d089aeccbc3187b89a", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 80.0, "i_long_exit_activation_threshold": 120.0, "i_long_exit_activation_confirmation_threshold": -181.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "0fdd2dffa34800f90a4abd970c1aa18ce02bcf8e26b31986c99a02976355a493", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5db8fceecda428bdcd7e283de57a6ee0563794e62ec475d089aeccbc3187b89a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 80.0, "i_long_exit_activation_threshold": 120.0, "i_long_exit_activation_confirmation_threshold": -180.05, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "413dc56becc60d9f2d1527c6dab6ac7e8ff185f39572a7877035297386cbfe5f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5db8fceecda428bdcd7e283de57a6ee0563794e62ec475d089aeccbc3187b89a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 80.0, "i_long_exit_activation_threshold": 120.0, "i_long_exit_activation_confirmation_threshold": -179.95, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "d72c9c4f3462f35d5d516e7c431614c4204ab608c12acc2a7e3a28492c3f26b8", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5db8fceecda428bdcd7e283de57a6ee0563794e62ec475d089aeccbc3187b89a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 80.0, "i_long_exit_activation_threshold": 120.0, "i_long_exit_activation_confirmation_threshold": -179.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "ecc0c16525108baf964c614d32d56061c8991e12bc78e8dd1034a2105b5cd1a0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5db8fceecda428bdcd7e283de57a6ee0563794e62ec475d089aeccbc3187b89a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "f7d096950989a3508eb0298493aca538b0d81e819d64fb4d7bc1d3640305dbd3", "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\": -16.45648454466778, \"dd_pct\": -27.88449705556586, \"calmar\": -0.5905350369140308, \"cagr_pct\": -16.46677249803777, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.339290807133391, \"sortino\": -0.47205825784795424}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 60.491548620093205, \"dd_pct\": -23.53263343397256, \"calmar\": 2.5727490251422434, \"cagr_pct\": 60.543559726282666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 38.013698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8412541304502066, \"sortino\": 2.8908098003996385}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.9247914745764, \"dd_pct\": -29.86671767619571, \"calmar\": -0.9409131019806182, \"cagr_pct\": -28.101985974688663, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 28.284671532846716, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9183029891511358, \"sortino\": -1.245116866783748}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.755607186181082, \"dd_pct\": -20.093306427146075, \"calmar\": -0.535629246126946, \"cagr_pct\": -10.76256257376997, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5795298049621127, \"sortino\": -0.8027730288581204}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.93683958425368, \"dd_pct\": -33.51603951835297, \"calmar\": -1.5871136782036879, \"cagr_pct\": -53.193764758793336, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 60.099337748344375, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.1858451566085626, \"sortino\": -2.728971502676346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 170.69814103626567, \"dd_pct\": -54.26975184360307, \"calmar\": 0.23651077924524058, \"cagr_pct\": 12.835381297976392, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 20.70053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5793738544543547, \"sortino\": 0.8587770692532019}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 296.57726515706054, \"dd_pct\": -25.090853000542356, \"calmar\": 2.2431770127597703, \"cagr_pct\": 56.28322468135113, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 13.021295474711625, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6634926203457492, \"sortino\": 2.69461105566998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -31.741386907527634, \"dd_pct\": -54.26975184360294, \"calmar\": -0.13142087716384923, \"cagr_pct\": -7.132178390750722, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 25.29177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15795074481857202, \"sortino\": -0.2204811632332817}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.742981194201413, \"dd_pct\": -3.5943016794080296, \"calmar\": 12.833423298782932, \"cagr_pct\": 46.12719491536963, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.103746397694524, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.7813841791744283, \"sortino\": 6.98903193321829}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 170.69814103626567, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -54.26975184360307, "% In Market": 20.70053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 8, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 19.742981194201413, "OOS_Sortino Ratio": 6.98903193321829, "OOS_Calmar Ratio": 12.833423298782932, "OOS_Max Drawdown %": -3.5943016794080296, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4b83f8fe8bb067f27561555ab19b38091ccea9807e7bca92cfd3d778b026bb0", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 194.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "cf77bb5d75369f4a0267163640c3025f548adedaebcf2db4208772d0545f12aa", "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\": -16.45648454466778, \"dd_pct\": -27.88449705556586, \"calmar\": -0.5905350369140308, \"cagr_pct\": -16.46677249803777, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.339290807133391, \"sortino\": -0.47205825784795424}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 60.491548620093205, \"dd_pct\": -23.53263343397256, \"calmar\": 2.5727490251422434, \"cagr_pct\": 60.543559726282666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 38.013698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8412541304502066, \"sortino\": 2.8908098003996385}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.9247914745764, \"dd_pct\": -29.86671767619571, \"calmar\": -0.9409131019806182, \"cagr_pct\": -28.101985974688663, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 28.284671532846716, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9183029891511358, \"sortino\": -1.245116866783748}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.755607186181082, \"dd_pct\": -20.093306427146075, \"calmar\": -0.535629246126946, \"cagr_pct\": -10.76256257376997, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5795298049621127, \"sortino\": -0.8027730288581204}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.93683958425368, \"dd_pct\": -33.51603951835297, \"calmar\": -1.5871136782036879, \"cagr_pct\": -53.193764758793336, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 60.099337748344375, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.1858451566085626, \"sortino\": -2.728971502676346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 170.69814103626567, \"dd_pct\": -54.26975184360307, \"calmar\": 0.23651077924524058, \"cagr_pct\": 12.835381297976392, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 20.70053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5793738544543547, \"sortino\": 0.8587770692532019}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 296.57726515706054, \"dd_pct\": -25.090853000542356, \"calmar\": 2.2431770127597703, \"cagr_pct\": 56.28322468135113, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 13.021295474711625, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6634926203457492, \"sortino\": 2.69461105566998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -31.741386907527634, \"dd_pct\": -54.26975184360294, \"calmar\": -0.13142087716384923, \"cagr_pct\": -7.132178390750722, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 25.29177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15795074481857202, \"sortino\": -0.2204811632332817}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.742981194201413, \"dd_pct\": -3.5943016794080296, \"calmar\": 12.833423298782932, \"cagr_pct\": 46.12719491536963, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.103746397694524, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.7813841791744283, \"sortino\": 6.98903193321829}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 170.69814103626567, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -54.26975184360307, "% In Market": 20.70053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 8, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 19.742981194201413, "OOS_Sortino Ratio": 6.98903193321829, "OOS_Calmar Ratio": 12.833423298782932, "OOS_Max Drawdown %": -3.5943016794080296, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4b83f8fe8bb067f27561555ab19b38091ccea9807e7bca92cfd3d778b026bb0", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 194.95, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "a6592b5add65652b33635dfa2b3df38ff0ebbd13e311a56ee1dd0a8d807b6ab8", "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\": -16.45648454466778, \"dd_pct\": -27.88449705556586, \"calmar\": -0.5905350369140308, \"cagr_pct\": -16.46677249803777, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.339290807133391, \"sortino\": -0.47205825784795424}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 60.491548620093205, \"dd_pct\": -23.53263343397256, \"calmar\": 2.5727490251422434, \"cagr_pct\": 60.543559726282666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 38.013698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8412541304502066, \"sortino\": 2.8908098003996385}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.9247914745764, \"dd_pct\": -29.86671767619571, \"calmar\": -0.9409131019806182, \"cagr_pct\": -28.101985974688663, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 28.284671532846716, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9183029891511358, \"sortino\": -1.245116866783748}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.755607186181082, \"dd_pct\": -20.093306427146075, \"calmar\": -0.535629246126946, \"cagr_pct\": -10.76256257376997, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5795298049621127, \"sortino\": -0.8027730288581204}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.93683958425368, \"dd_pct\": -33.51603951835297, \"calmar\": -1.5871136782036879, \"cagr_pct\": -53.193764758793336, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 60.099337748344375, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.1858451566085626, \"sortino\": -2.728971502676346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 170.69814103626567, \"dd_pct\": -54.26975184360307, \"calmar\": 0.23651077924524058, \"cagr_pct\": 12.835381297976392, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 20.70053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5793738544543547, \"sortino\": 0.8587770692532019}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 296.57726515706054, \"dd_pct\": -25.090853000542356, \"calmar\": 2.2431770127597703, \"cagr_pct\": 56.28322468135113, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 13.021295474711625, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6634926203457492, \"sortino\": 2.69461105566998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -31.741386907527634, \"dd_pct\": -54.26975184360294, \"calmar\": -0.13142087716384923, \"cagr_pct\": -7.132178390750722, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 25.29177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15795074481857202, \"sortino\": -0.2204811632332817}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.742981194201413, \"dd_pct\": -3.5943016794080296, \"calmar\": 12.833423298782932, \"cagr_pct\": 46.12719491536963, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.103746397694524, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.7813841791744283, \"sortino\": 6.98903193321829}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 170.69814103626567, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -54.26975184360307, "% In Market": 20.70053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 8, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 19.742981194201413, "OOS_Sortino Ratio": 6.98903193321829, "OOS_Calmar Ratio": 12.833423298782932, "OOS_Max Drawdown %": -3.5943016794080296, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4b83f8fe8bb067f27561555ab19b38091ccea9807e7bca92cfd3d778b026bb0", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 195.05, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "cac2cadf5eb288578e1bee893224017895f31a7ed3c56a88143b8c23f60aa0b1", "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\": -16.45648454466778, \"dd_pct\": -27.88449705556586, \"calmar\": -0.5905350369140308, \"cagr_pct\": -16.46677249803777, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.339290807133391, \"sortino\": -0.47205825784795424}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 60.491548620093205, \"dd_pct\": -23.53263343397256, \"calmar\": 2.5727490251422434, \"cagr_pct\": 60.543559726282666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 38.013698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8412541304502066, \"sortino\": 2.8908098003996385}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.9247914745764, \"dd_pct\": -29.86671767619571, \"calmar\": -0.9409131019806182, \"cagr_pct\": -28.101985974688663, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 28.284671532846716, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9183029891511358, \"sortino\": -1.245116866783748}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.755607186181082, \"dd_pct\": -20.093306427146075, \"calmar\": -0.535629246126946, \"cagr_pct\": -10.76256257376997, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5795298049621127, \"sortino\": -0.8027730288581204}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.93683958425368, \"dd_pct\": -33.51603951835297, \"calmar\": -1.5871136782036879, \"cagr_pct\": -53.193764758793336, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 60.099337748344375, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.1858451566085626, \"sortino\": -2.728971502676346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 170.69814103626567, \"dd_pct\": -54.26975184360307, \"calmar\": 0.23651077924524058, \"cagr_pct\": 12.835381297976392, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 20.70053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5793738544543547, \"sortino\": 0.8587770692532019}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 296.57726515706054, \"dd_pct\": -25.090853000542356, \"calmar\": 2.2431770127597703, \"cagr_pct\": 56.28322468135113, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 13.021295474711625, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6634926203457492, \"sortino\": 2.69461105566998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -31.741386907527634, \"dd_pct\": -54.26975184360294, \"calmar\": -0.13142087716384923, \"cagr_pct\": -7.132178390750722, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 25.29177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15795074481857202, \"sortino\": -0.2204811632332817}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.742981194201413, \"dd_pct\": -3.5943016794080296, \"calmar\": 12.833423298782932, \"cagr_pct\": 46.12719491536963, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.103746397694524, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.7813841791744283, \"sortino\": 6.98903193321829}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 170.69814103626567, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -54.26975184360307, "% In Market": 20.70053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 8, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 19.742981194201413, "OOS_Sortino Ratio": 6.98903193321829, "OOS_Calmar Ratio": 12.833423298782932, "OOS_Max Drawdown %": -3.5943016794080296, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4b83f8fe8bb067f27561555ab19b38091ccea9807e7bca92cfd3d778b026bb0", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 196.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "c939daea5080eaaa240dd710985bd8bc08b9cf9fab9ff6c48c285241be6730ad", "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\": -16.45648454466778, \"dd_pct\": -27.88449705556586, \"calmar\": -0.5905350369140308, \"cagr_pct\": -16.46677249803777, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.339290807133391, \"sortino\": -0.47205825784795424}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 60.491548620093205, \"dd_pct\": -23.53263343397256, \"calmar\": 2.5727490251422434, \"cagr_pct\": 60.543559726282666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 38.013698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8412541304502066, \"sortino\": 2.8908098003996385}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.9247914745764, \"dd_pct\": -29.86671767619571, \"calmar\": -0.9409131019806182, \"cagr_pct\": -28.101985974688663, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 28.284671532846716, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9183029891511358, \"sortino\": -1.245116866783748}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.755607186181082, \"dd_pct\": -20.093306427146075, \"calmar\": -0.535629246126946, \"cagr_pct\": -10.76256257376997, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5795298049621127, \"sortino\": -0.8027730288581204}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.93683958425368, \"dd_pct\": -33.51603951835297, \"calmar\": -1.5871136782036879, \"cagr_pct\": -53.193764758793336, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 60.099337748344375, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.1858451566085626, \"sortino\": -2.728971502676346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 170.69814103626567, \"dd_pct\": -54.26975184360307, \"calmar\": 0.23651077924524058, \"cagr_pct\": 12.835381297976392, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 20.70053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5793738544543547, \"sortino\": 0.8587770692532019}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 296.57726515706054, \"dd_pct\": -25.090853000542356, \"calmar\": 2.2431770127597703, \"cagr_pct\": 56.28322468135113, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 13.021295474711625, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6634926203457492, \"sortino\": 2.69461105566998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -31.741386907527634, \"dd_pct\": -54.26975184360294, \"calmar\": -0.13142087716384923, \"cagr_pct\": -7.132178390750722, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 25.29177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15795074481857202, \"sortino\": -0.2204811632332817}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.742981194201413, \"dd_pct\": -3.5943016794080296, \"calmar\": 12.833423298782932, \"cagr_pct\": 46.12719491536963, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.103746397694524, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.7813841791744283, \"sortino\": 6.98903193321829}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 170.69814103626567, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -54.26975184360307, "% In Market": 20.70053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 8, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 19.742981194201413, "OOS_Sortino Ratio": 6.98903193321829, "OOS_Calmar Ratio": 12.833423298782932, "OOS_Max Drawdown %": -3.5943016794080296, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4b83f8fe8bb067f27561555ab19b38091ccea9807e7bca92cfd3d778b026bb0", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 539.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "8dc64fea5bb6c2a301dc48c8959aafa5b099f3d564d432ad379df31b8e49ddfb", "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\": -16.45648454466778, \"dd_pct\": -27.88449705556586, \"calmar\": -0.5905350369140308, \"cagr_pct\": -16.46677249803777, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.339290807133391, \"sortino\": -0.47205825784795424}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 60.491548620093205, \"dd_pct\": -23.53263343397256, \"calmar\": 2.5727490251422434, \"cagr_pct\": 60.543559726282666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 38.013698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8412541304502066, \"sortino\": 2.8908098003996385}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.9247914745764, \"dd_pct\": -29.86671767619571, \"calmar\": -0.9409131019806182, \"cagr_pct\": -28.101985974688663, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 28.284671532846716, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9183029891511358, \"sortino\": -1.245116866783748}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.755607186181082, \"dd_pct\": -20.093306427146075, \"calmar\": -0.535629246126946, \"cagr_pct\": -10.76256257376997, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5795298049621127, \"sortino\": -0.8027730288581204}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.93683958425368, \"dd_pct\": -33.51603951835297, \"calmar\": -1.5871136782036879, \"cagr_pct\": -53.193764758793336, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 60.099337748344375, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.1858451566085626, \"sortino\": -2.728971502676346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 170.69814103626567, \"dd_pct\": -54.26975184360307, \"calmar\": 0.23651077924524058, \"cagr_pct\": 12.835381297976392, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 20.70053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5793738544543547, \"sortino\": 0.8587770692532019}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 296.57726515706054, \"dd_pct\": -25.090853000542356, \"calmar\": 2.2431770127597703, \"cagr_pct\": 56.28322468135113, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 13.021295474711625, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6634926203457492, \"sortino\": 2.69461105566998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -31.741386907527634, \"dd_pct\": -54.26975184360294, \"calmar\": -0.13142087716384923, \"cagr_pct\": -7.132178390750722, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 25.29177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15795074481857202, \"sortino\": -0.2204811632332817}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.742981194201413, \"dd_pct\": -3.5943016794080296, \"calmar\": 12.833423298782932, \"cagr_pct\": 46.12719491536963, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.103746397694524, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.7813841791744283, \"sortino\": 6.98903193321829}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 170.69814103626567, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -54.26975184360307, "% In Market": 20.70053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 8, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 19.742981194201413, "OOS_Sortino Ratio": 6.98903193321829, "OOS_Calmar Ratio": 12.833423298782932, "OOS_Max Drawdown %": -3.5943016794080296, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4b83f8fe8bb067f27561555ab19b38091ccea9807e7bca92cfd3d778b026bb0", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 539.95, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "03a4757cbfc4ff7af3ac4d66ac43f9e9c7f884915ba80ab5533fd39360a7c52c", "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\": -16.45648454466778, \"dd_pct\": -27.88449705556586, \"calmar\": -0.5905350369140308, \"cagr_pct\": -16.46677249803777, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.339290807133391, \"sortino\": -0.47205825784795424}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 60.491548620093205, \"dd_pct\": -23.53263343397256, \"calmar\": 2.5727490251422434, \"cagr_pct\": 60.543559726282666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 38.013698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8412541304502066, \"sortino\": 2.8908098003996385}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.9247914745764, \"dd_pct\": -29.86671767619571, \"calmar\": -0.9409131019806182, \"cagr_pct\": -28.101985974688663, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 28.284671532846716, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9183029891511358, \"sortino\": -1.245116866783748}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.755607186181082, \"dd_pct\": -20.093306427146075, \"calmar\": -0.535629246126946, \"cagr_pct\": -10.76256257376997, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5795298049621127, \"sortino\": -0.8027730288581204}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.93683958425368, \"dd_pct\": -33.51603951835297, \"calmar\": -1.5871136782036879, \"cagr_pct\": -53.193764758793336, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 60.099337748344375, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.1858451566085626, \"sortino\": -2.728971502676346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 170.69814103626567, \"dd_pct\": -54.26975184360307, \"calmar\": 0.23651077924524058, \"cagr_pct\": 12.835381297976392, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 20.70053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5793738544543547, \"sortino\": 0.8587770692532019}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 296.57726515706054, \"dd_pct\": -25.090853000542356, \"calmar\": 2.2431770127597703, \"cagr_pct\": 56.28322468135113, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 13.021295474711625, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6634926203457492, \"sortino\": 2.69461105566998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -31.741386907527634, \"dd_pct\": -54.26975184360294, \"calmar\": -0.13142087716384923, \"cagr_pct\": -7.132178390750722, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 25.29177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15795074481857202, \"sortino\": -0.2204811632332817}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.742981194201413, \"dd_pct\": -3.5943016794080296, \"calmar\": 12.833423298782932, \"cagr_pct\": 46.12719491536963, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.103746397694524, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.7813841791744283, \"sortino\": 6.98903193321829}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 170.69814103626567, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -54.26975184360307, "% In Market": 20.70053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 8, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 19.742981194201413, "OOS_Sortino Ratio": 6.98903193321829, "OOS_Calmar Ratio": 12.833423298782932, "OOS_Max Drawdown %": -3.5943016794080296, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4b83f8fe8bb067f27561555ab19b38091ccea9807e7bca92cfd3d778b026bb0", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 540.05, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "0e2cd144f148ef4793bac9fd46f49cc77213f84b5ccc336a8c56fc2b8bde5b9b", "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\": -16.45648454466778, \"dd_pct\": -27.88449705556586, \"calmar\": -0.5905350369140308, \"cagr_pct\": -16.46677249803777, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.339290807133391, \"sortino\": -0.47205825784795424}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 60.491548620093205, \"dd_pct\": -23.53263343397256, \"calmar\": 2.5727490251422434, \"cagr_pct\": 60.543559726282666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 38.013698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8412541304502066, \"sortino\": 2.8908098003996385}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.9247914745764, \"dd_pct\": -29.86671767619571, \"calmar\": -0.9409131019806182, \"cagr_pct\": -28.101985974688663, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 28.284671532846716, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9183029891511358, \"sortino\": -1.245116866783748}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.755607186181082, \"dd_pct\": -20.093306427146075, \"calmar\": -0.535629246126946, \"cagr_pct\": -10.76256257376997, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5795298049621127, \"sortino\": -0.8027730288581204}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.93683958425368, \"dd_pct\": -33.51603951835297, \"calmar\": -1.5871136782036879, \"cagr_pct\": -53.193764758793336, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 60.099337748344375, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.1858451566085626, \"sortino\": -2.728971502676346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 170.69814103626567, \"dd_pct\": -54.26975184360307, \"calmar\": 0.23651077924524058, \"cagr_pct\": 12.835381297976392, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 20.70053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5793738544543547, \"sortino\": 0.8587770692532019}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 296.57726515706054, \"dd_pct\": -25.090853000542356, \"calmar\": 2.2431770127597703, \"cagr_pct\": 56.28322468135113, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 13.021295474711625, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6634926203457492, \"sortino\": 2.69461105566998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -31.741386907527634, \"dd_pct\": -54.26975184360294, \"calmar\": -0.13142087716384923, \"cagr_pct\": -7.132178390750722, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 25.29177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15795074481857202, \"sortino\": -0.2204811632332817}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.742981194201413, \"dd_pct\": -3.5943016794080296, \"calmar\": 12.833423298782932, \"cagr_pct\": 46.12719491536963, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.103746397694524, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.7813841791744283, \"sortino\": 6.98903193321829}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 170.69814103626567, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -54.26975184360307, "% In Market": 20.70053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 8, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 19.742981194201413, "OOS_Sortino Ratio": 6.98903193321829, "OOS_Calmar Ratio": 12.833423298782932, "OOS_Max Drawdown %": -3.5943016794080296, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4b83f8fe8bb067f27561555ab19b38091ccea9807e7bca92cfd3d778b026bb0", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 541.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "bd1506b7cb388b0f6cc01bde3c01fab3e1d81e43211ece5bba799e9198074db0", "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\": -16.45648454466778, \"dd_pct\": -27.88449705556586, \"calmar\": -0.5905350369140308, \"cagr_pct\": -16.46677249803777, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.339290807133391, \"sortino\": -0.47205825784795424}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 60.491548620093205, \"dd_pct\": -23.53263343397256, \"calmar\": 2.5727490251422434, \"cagr_pct\": 60.543559726282666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 38.013698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8412541304502066, \"sortino\": 2.8908098003996385}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.9247914745764, \"dd_pct\": -29.86671767619571, \"calmar\": -0.9409131019806182, \"cagr_pct\": -28.101985974688663, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 28.284671532846716, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9183029891511358, \"sortino\": -1.245116866783748}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.755607186181082, \"dd_pct\": -20.093306427146075, \"calmar\": -0.535629246126946, \"cagr_pct\": -10.76256257376997, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5795298049621127, \"sortino\": -0.8027730288581204}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.93683958425368, \"dd_pct\": -33.51603951835297, \"calmar\": -1.5871136782036879, \"cagr_pct\": -53.193764758793336, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 60.099337748344375, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.1858451566085626, \"sortino\": -2.728971502676346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 170.69814103626567, \"dd_pct\": -54.26975184360307, \"calmar\": 0.23651077924524058, \"cagr_pct\": 12.835381297976392, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 20.70053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5793738544543547, \"sortino\": 0.8587770692532019}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 296.57726515706054, \"dd_pct\": -25.090853000542356, \"calmar\": 2.2431770127597703, \"cagr_pct\": 56.28322468135113, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 13.021295474711625, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6634926203457492, \"sortino\": 2.69461105566998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -31.741386907527634, \"dd_pct\": -54.26975184360294, \"calmar\": -0.13142087716384923, \"cagr_pct\": -7.132178390750722, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 25.29177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15795074481857202, \"sortino\": -0.2204811632332817}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.742981194201413, \"dd_pct\": -3.5943016794080296, \"calmar\": 12.833423298782932, \"cagr_pct\": 46.12719491536963, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.103746397694524, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.7813841791744283, \"sortino\": 6.98903193321829}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 170.69814103626567, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -54.26975184360307, "% In Market": 20.70053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 8, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 19.742981194201413, "OOS_Sortino Ratio": 6.98903193321829, "OOS_Calmar Ratio": 12.833423298782932, "OOS_Max Drawdown %": -3.5943016794080296, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4b83f8fe8bb067f27561555ab19b38091ccea9807e7bca92cfd3d778b026bb0", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 199.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "9f5a1c18ec39a04b1e078eab691775f837afe0bf6f0df06884b2221a0266d444", "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\": -16.45648454466778, \"dd_pct\": -27.88449705556586, \"calmar\": -0.5905350369140308, \"cagr_pct\": -16.46677249803777, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.339290807133391, \"sortino\": -0.47205825784795424}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 60.491548620093205, \"dd_pct\": -23.53263343397256, \"calmar\": 2.5727490251422434, \"cagr_pct\": 60.543559726282666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 38.013698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8412541304502066, \"sortino\": 2.8908098003996385}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.9247914745764, \"dd_pct\": -29.86671767619571, \"calmar\": -0.9409131019806182, \"cagr_pct\": -28.101985974688663, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 28.284671532846716, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9183029891511358, \"sortino\": -1.245116866783748}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.755607186181082, \"dd_pct\": -20.093306427146075, \"calmar\": -0.535629246126946, \"cagr_pct\": -10.76256257376997, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5795298049621127, \"sortino\": -0.8027730288581204}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.93683958425368, \"dd_pct\": -33.51603951835297, \"calmar\": -1.5871136782036879, \"cagr_pct\": -53.193764758793336, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 60.099337748344375, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.1858451566085626, \"sortino\": -2.728971502676346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 170.69814103626567, \"dd_pct\": -54.26975184360307, \"calmar\": 0.23651077924524058, \"cagr_pct\": 12.835381297976392, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 20.70053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5793738544543547, \"sortino\": 0.8587770692532019}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 296.57726515706054, \"dd_pct\": -25.090853000542356, \"calmar\": 2.2431770127597703, \"cagr_pct\": 56.28322468135113, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 13.021295474711625, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6634926203457492, \"sortino\": 2.69461105566998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -31.741386907527634, \"dd_pct\": -54.26975184360294, \"calmar\": -0.13142087716384923, \"cagr_pct\": -7.132178390750722, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 25.29177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15795074481857202, \"sortino\": -0.2204811632332817}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.742981194201413, \"dd_pct\": -3.5943016794080296, \"calmar\": 12.833423298782932, \"cagr_pct\": 46.12719491536963, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.103746397694524, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.7813841791744283, \"sortino\": 6.98903193321829}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 170.69814103626567, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -54.26975184360307, "% In Market": 20.70053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 8, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 19.742981194201413, "OOS_Sortino Ratio": 6.98903193321829, "OOS_Calmar Ratio": 12.833423298782932, "OOS_Max Drawdown %": -3.5943016794080296, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4b83f8fe8bb067f27561555ab19b38091ccea9807e7bca92cfd3d778b026bb0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 199.95, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "78d578c227ddaecaba361e417f19340861afaf84870328abc5b9ecb0e118247b", "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\": -16.45648454466778, \"dd_pct\": -27.88449705556586, \"calmar\": -0.5905350369140308, \"cagr_pct\": -16.46677249803777, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.339290807133391, \"sortino\": -0.47205825784795424}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 60.491548620093205, \"dd_pct\": -23.53263343397256, \"calmar\": 2.5727490251422434, \"cagr_pct\": 60.543559726282666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 38.013698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8412541304502066, \"sortino\": 2.8908098003996385}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.9247914745764, \"dd_pct\": -29.86671767619571, \"calmar\": -0.9409131019806182, \"cagr_pct\": -28.101985974688663, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 28.284671532846716, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9183029891511358, \"sortino\": -1.245116866783748}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.755607186181082, \"dd_pct\": -20.093306427146075, \"calmar\": -0.535629246126946, \"cagr_pct\": -10.76256257376997, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5795298049621127, \"sortino\": -0.8027730288581204}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.93683958425368, \"dd_pct\": -33.51603951835297, \"calmar\": -1.5871136782036879, \"cagr_pct\": -53.193764758793336, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 60.099337748344375, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.1858451566085626, \"sortino\": -2.728971502676346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 170.69814103626567, \"dd_pct\": -54.26975184360307, \"calmar\": 0.23651077924524058, \"cagr_pct\": 12.835381297976392, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 20.70053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5793738544543547, \"sortino\": 0.8587770692532019}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 296.57726515706054, \"dd_pct\": -25.090853000542356, \"calmar\": 2.2431770127597703, \"cagr_pct\": 56.28322468135113, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 13.021295474711625, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6634926203457492, \"sortino\": 2.69461105566998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -31.741386907527634, \"dd_pct\": -54.26975184360294, \"calmar\": -0.13142087716384923, \"cagr_pct\": -7.132178390750722, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 25.29177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15795074481857202, \"sortino\": -0.2204811632332817}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.742981194201413, \"dd_pct\": -3.5943016794080296, \"calmar\": 12.833423298782932, \"cagr_pct\": 46.12719491536963, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.103746397694524, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.7813841791744283, \"sortino\": 6.98903193321829}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 170.69814103626567, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -54.26975184360307, "% In Market": 20.70053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 8, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 19.742981194201413, "OOS_Sortino Ratio": 6.98903193321829, "OOS_Calmar Ratio": 12.833423298782932, "OOS_Max Drawdown %": -3.5943016794080296, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4b83f8fe8bb067f27561555ab19b38091ccea9807e7bca92cfd3d778b026bb0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 200.05, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "49c8876f8caf8c841083307bedd91f625959820c600c83ca13fa2ecc22b454ac", "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\": -16.45648454466778, \"dd_pct\": -27.88449705556586, \"calmar\": -0.5905350369140308, \"cagr_pct\": -16.46677249803777, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.339290807133391, \"sortino\": -0.47205825784795424}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 60.491548620093205, \"dd_pct\": -23.53263343397256, \"calmar\": 2.5727490251422434, \"cagr_pct\": 60.543559726282666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 38.013698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8412541304502066, \"sortino\": 2.8908098003996385}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.9247914745764, \"dd_pct\": -29.86671767619571, \"calmar\": -0.9409131019806182, \"cagr_pct\": -28.101985974688663, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 28.284671532846716, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9183029891511358, \"sortino\": -1.245116866783748}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.755607186181082, \"dd_pct\": -20.093306427146075, \"calmar\": -0.535629246126946, \"cagr_pct\": -10.76256257376997, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5795298049621127, \"sortino\": -0.8027730288581204}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.93683958425368, \"dd_pct\": -33.51603951835297, \"calmar\": -1.5871136782036879, \"cagr_pct\": -53.193764758793336, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 60.099337748344375, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.1858451566085626, \"sortino\": -2.728971502676346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 170.69814103626567, \"dd_pct\": -54.26975184360307, \"calmar\": 0.23651077924524058, \"cagr_pct\": 12.835381297976392, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 20.70053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5793738544543547, \"sortino\": 0.8587770692532019}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 296.57726515706054, \"dd_pct\": -25.090853000542356, \"calmar\": 2.2431770127597703, \"cagr_pct\": 56.28322468135113, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 13.021295474711625, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6634926203457492, \"sortino\": 2.69461105566998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -31.741386907527634, \"dd_pct\": -54.26975184360294, \"calmar\": -0.13142087716384923, \"cagr_pct\": -7.132178390750722, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 25.29177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15795074481857202, \"sortino\": -0.2204811632332817}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.742981194201413, \"dd_pct\": -3.5943016794080296, \"calmar\": 12.833423298782932, \"cagr_pct\": 46.12719491536963, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.103746397694524, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.7813841791744283, \"sortino\": 6.98903193321829}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 170.69814103626567, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -54.26975184360307, "% In Market": 20.70053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 8, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 19.742981194201413, "OOS_Sortino Ratio": 6.98903193321829, "OOS_Calmar Ratio": 12.833423298782932, "OOS_Max Drawdown %": -3.5943016794080296, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4b83f8fe8bb067f27561555ab19b38091ccea9807e7bca92cfd3d778b026bb0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 201.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "95b8ce66747e430ebf1df4cdb98a4deaaf3e036971e8b5cd83a07efa900888d1", "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\": -16.45648454466778, \"dd_pct\": -27.88449705556586, \"calmar\": -0.5905350369140308, \"cagr_pct\": -16.46677249803777, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.339290807133391, \"sortino\": -0.47205825784795424}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 60.491548620093205, \"dd_pct\": -23.53263343397256, \"calmar\": 2.5727490251422434, \"cagr_pct\": 60.543559726282666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 38.013698630136986, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8412541304502066, \"sortino\": 2.8908098003996385}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.9247914745764, \"dd_pct\": -29.86671767619571, \"calmar\": -0.9409131019806182, \"cagr_pct\": -28.101985974688663, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 28.284671532846716, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9183029891511358, \"sortino\": -1.245116866783748}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.755607186181082, \"dd_pct\": -20.093306427146075, \"calmar\": -0.535629246126946, \"cagr_pct\": -10.76256257376997, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5795298049621127, \"sortino\": -0.8027730288581204}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.93683958425368, \"dd_pct\": -33.51603951835297, \"calmar\": -1.5871136782036879, \"cagr_pct\": -53.193764758793336, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 60.099337748344375, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.1858451566085626, \"sortino\": -2.728971502676346}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 170.69814103626567, \"dd_pct\": -54.26975184360307, \"calmar\": 0.23651077924524058, \"cagr_pct\": 12.835381297976392, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 20.70053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5793738544543547, \"sortino\": 0.8587770692532019}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 296.57726515706054, \"dd_pct\": -25.090853000542356, \"calmar\": 2.2431770127597703, \"cagr_pct\": 56.28322468135113, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 13.021295474711625, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6634926203457492, \"sortino\": 2.69461105566998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -31.741386907527634, \"dd_pct\": -54.26975184360294, \"calmar\": -0.13142087716384923, \"cagr_pct\": -7.132178390750722, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 25.29177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15795074481857202, \"sortino\": -0.2204811632332817}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.742981194201413, \"dd_pct\": -3.5943016794080296, \"calmar\": 12.833423298782932, \"cagr_pct\": 46.12719491536963, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.103746397694524, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.7813841791744283, \"sortino\": 6.98903193321829}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 170.69814103626567, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -54.26975184360307, "% In Market": 20.70053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 8, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 19.742981194201413, "OOS_Sortino Ratio": 6.98903193321829, "OOS_Calmar Ratio": 12.833423298782932, "OOS_Max Drawdown %": -3.5943016794080296, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4b83f8fe8bb067f27561555ab19b38091ccea9807e7bca92cfd3d778b026bb0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 150.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "3ec5c6b22dd39ebba151d41d48a9aa5410f743f79182514b542779e9da92a2c0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e41a05bca40a158d5e0cd1fed46c4168f8b56f9216bcd707d5e616e63284df1", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 149.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "9606b449fd13db8c6507be79de2dce61dd8dc1c89c4d8d1edbb413cdc4ba8391", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e41a05bca40a158d5e0cd1fed46c4168f8b56f9216bcd707d5e616e63284df1", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 149.95, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "a60bcd3330043c08eb5899fa2a1e3be51c8cf13ed74c6592c6ed6461b3fbe2a3", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e41a05bca40a158d5e0cd1fed46c4168f8b56f9216bcd707d5e616e63284df1", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 150.05, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "14b5eef56597d72a7952198a91613f705267b457eb4cd6e55abd279a74866f44", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e41a05bca40a158d5e0cd1fed46c4168f8b56f9216bcd707d5e616e63284df1", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 151.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "784af5c64ba7bb753c09e0e8c15bfa656faf9ab5259b5ebc2f8835d23ef7617f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e41a05bca40a158d5e0cd1fed46c4168f8b56f9216bcd707d5e616e63284df1", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 150.0, "i_long_exit_activation_threshold": 259.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "68172bdb4fcb0804701983bc36696287c424920ade292da0654b2f4a5248ea8c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e41a05bca40a158d5e0cd1fed46c4168f8b56f9216bcd707d5e616e63284df1", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 150.0, "i_long_exit_activation_threshold": 259.95, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "fac23651839e42f086fb6c7cdfa4484105b8b66310dd752efd7448018340f7b4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e41a05bca40a158d5e0cd1fed46c4168f8b56f9216bcd707d5e616e63284df1", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 150.0, "i_long_exit_activation_threshold": 260.05, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "a79c06e9ae4c88d0efb754de1ccd17b49de875220f055f7b3e3df57aaec57c5c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e41a05bca40a158d5e0cd1fed46c4168f8b56f9216bcd707d5e616e63284df1", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 150.0, "i_long_exit_activation_threshold": 261.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "5ff46600289ae8234a5087d778f4fd0986e1eeea75956c4d761db32c3e2e77ee", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e41a05bca40a158d5e0cd1fed46c4168f8b56f9216bcd707d5e616e63284df1", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 150.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": -371.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "35e2ee549cf44b8adf6a2d256d90ee51b2785bb366e8a7dbe8698a6aa0ca9d0e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e41a05bca40a158d5e0cd1fed46c4168f8b56f9216bcd707d5e616e63284df1", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 150.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": -370.05, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "6fa396540d41d24eb23f4cedf4f3f599c8ad13b98f9676b3d18e8d7266a96794", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e41a05bca40a158d5e0cd1fed46c4168f8b56f9216bcd707d5e616e63284df1", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 150.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": -369.95, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "a1bfb69f94ffe1cac481083f99b7d4bbba6f1d5a175a1f553a2912783095784c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e41a05bca40a158d5e0cd1fed46c4168f8b56f9216bcd707d5e616e63284df1", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 150.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": -369.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "8fe7d6fdf25e816d1d9c26ca96dd039d1a0d1b878d26ab19100ee6cdf7d20907", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e41a05bca40a158d5e0cd1fed46c4168f8b56f9216bcd707d5e616e63284df1", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 475.0, "i_long_exit_activation_threshold": -480.0, "i_long_exit_activation_confirmation_threshold": -90.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "a5426b7c3eb4881df4dfba5e4054dbd612ff8982533b18dffe27f302993a7bbe", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4975878d20db8052a236fa00a3fc395aeb19f917205eb02aa6b55f45b55c203", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 474.0, "i_long_exit_activation_threshold": -480.0, "i_long_exit_activation_confirmation_threshold": -90.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "62e91cf3ad741af5533b679dd47e9831f967c7757874f93ef1d8cda64a067463", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4975878d20db8052a236fa00a3fc395aeb19f917205eb02aa6b55f45b55c203", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 474.95, "i_long_exit_activation_threshold": -480.0, "i_long_exit_activation_confirmation_threshold": -90.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "f1c13643554534bce8efd900867e66f34ab304df680b26376663c2982d37cf5d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4975878d20db8052a236fa00a3fc395aeb19f917205eb02aa6b55f45b55c203", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 475.05, "i_long_exit_activation_threshold": -480.0, "i_long_exit_activation_confirmation_threshold": -90.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "8cfd8e3bbd7b57c6bd1ac18ad71952e21edaefb1faf4051c5901a0c465ffe7da", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4975878d20db8052a236fa00a3fc395aeb19f917205eb02aa6b55f45b55c203", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 476.0, "i_long_exit_activation_threshold": -480.0, "i_long_exit_activation_confirmation_threshold": -90.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "db1d0fcfead58f2fc5fe7293ef491f9848c50077c148b083c4a7e92859d7c211", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4975878d20db8052a236fa00a3fc395aeb19f917205eb02aa6b55f45b55c203", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 475.0, "i_long_exit_activation_threshold": -481.0, "i_long_exit_activation_confirmation_threshold": -90.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "f79982ea2990e3818845149220cf1329a38b545fe1c72cc809b36fce15e67365", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4975878d20db8052a236fa00a3fc395aeb19f917205eb02aa6b55f45b55c203", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 475.0, "i_long_exit_activation_threshold": -480.05, "i_long_exit_activation_confirmation_threshold": -90.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "45ecbcaa120a6447db2ed9dd7e030e99f7184bb03467508fc4312c4bcc5f0d07", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4975878d20db8052a236fa00a3fc395aeb19f917205eb02aa6b55f45b55c203", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 475.0, "i_long_exit_activation_threshold": -479.95, "i_long_exit_activation_confirmation_threshold": -90.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "5c17cfe7e101f882df79cd54b368aa4c5297c6f961c00821ac4b0fb312a0e7ce", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4975878d20db8052a236fa00a3fc395aeb19f917205eb02aa6b55f45b55c203", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 475.0, "i_long_exit_activation_threshold": -479.0, "i_long_exit_activation_confirmation_threshold": -90.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "b2c0a2f8de27988fae3c4030a278bb3ffe2251953fe55f48d6689632a2496533", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 40, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4975878d20db8052a236fa00a3fc395aeb19f917205eb02aa6b55f45b55c203", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 475.0, "i_long_exit_activation_threshold": -480.0, "i_long_exit_activation_confirmation_threshold": -91.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "d78af020b685dc836236b87a505a400e1bc9c0ccdc018d352e6c5da7acbf27c7", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4975878d20db8052a236fa00a3fc395aeb19f917205eb02aa6b55f45b55c203", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 475.0, "i_long_exit_activation_threshold": -480.0, "i_long_exit_activation_confirmation_threshold": -90.05, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "8b49553a2239d7f3f7a593b78e05927c78bf5541b132dfb71b26dc9eebb1bd83", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4975878d20db8052a236fa00a3fc395aeb19f917205eb02aa6b55f45b55c203", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 475.0, "i_long_exit_activation_threshold": -480.0, "i_long_exit_activation_confirmation_threshold": -89.95, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "5657168bfc652ff064be1348fab43f330774dd52bb77f29e347a0bb874955a6d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4975878d20db8052a236fa00a3fc395aeb19f917205eb02aa6b55f45b55c203", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 475.0, "i_long_exit_activation_threshold": -480.0, "i_long_exit_activation_confirmation_threshold": -89.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "5dd3739b5160e281c13af4fede11938305dbc356a8923def65210d742204698b", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a4975878d20db8052a236fa00a3fc395aeb19f917205eb02aa6b55f45b55c203", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -310.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": 130.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "d9091cf15049163048aaf9f91a7c217083790e4d2fe97b9d6a119b6d8a981b12", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 70.49701155314298, \"dd_pct\": -20.80213007809433, \"calmar\": 3.391928120229115, \"cagr_pct\": 70.55932997255204, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.43835616438355, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5764906743238627, \"sortino\": 2.442097896811082}, {\"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\": 146.17475235833632, \"dd_pct\": -87.96990056474975, \"calmar\": 0.13122059050041962, \"cagr_pct\": 11.54346229836966, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.11454183266933, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4909770615373169, \"sortino\": 0.6966804200870799}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 30.41931012580532, \"dd_pct\": -87.96990056474975, \"calmar\": 0.10217853101016569, \"cagr_pct\": 8.988635212816474, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 95.54125998225376, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4925795168964878, \"sortino\": 0.6929840196285204}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 88.75636753550606, \"dd_pct\": -76.47758274939122, \"calmar\": 0.1712848949431586, \"cagr_pct\": 13.099454726736193, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.87002652519894, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4994489481698009, \"sortino\": 0.715532828531588}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 146.17475235833632, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.96990056474975, "% In Market": 90.11454183266933, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebb8097d14342534b1fb0fb378ba46589f3211f3cca311839f617a1081fff2a0", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -311.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": 130.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "3d3ce26ff87f470a1adad656a1bba210b7e383368cf25862391db2fbeb9fb790", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 70.49701155314298, \"dd_pct\": -20.80213007809433, \"calmar\": 3.391928120229115, \"cagr_pct\": 70.55932997255204, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.43835616438355, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5764906743238627, \"sortino\": 2.442097896811082}, {\"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\": 146.17475235833632, \"dd_pct\": -87.96990056474975, \"calmar\": 0.13122059050041962, \"cagr_pct\": 11.54346229836966, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.11454183266933, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4909770615373169, \"sortino\": 0.6966804200870799}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 30.41931012580532, \"dd_pct\": -87.96990056474975, \"calmar\": 0.10217853101016569, \"cagr_pct\": 8.988635212816474, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 95.54125998225376, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4925795168964878, \"sortino\": 0.6929840196285204}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 88.75636753550606, \"dd_pct\": -76.47758274939122, \"calmar\": 0.1712848949431586, \"cagr_pct\": 13.099454726736193, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.87002652519894, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4994489481698009, \"sortino\": 0.715532828531588}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 146.17475235833632, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.96990056474975, "% In Market": 90.11454183266933, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebb8097d14342534b1fb0fb378ba46589f3211f3cca311839f617a1081fff2a0", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -310.05, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": 130.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "3cf86857e6ef81d9c4fcd032fcb03437f053cfeb6b6d91c4902e131ba047c15f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 70.49701155314298, \"dd_pct\": -20.80213007809433, \"calmar\": 3.391928120229115, \"cagr_pct\": 70.55932997255204, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.43835616438355, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5764906743238627, \"sortino\": 2.442097896811082}, {\"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\": 146.17475235833632, \"dd_pct\": -87.96990056474975, \"calmar\": 0.13122059050041962, \"cagr_pct\": 11.54346229836966, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.11454183266933, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4909770615373169, \"sortino\": 0.6966804200870799}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 30.41931012580532, \"dd_pct\": -87.96990056474975, \"calmar\": 0.10217853101016569, \"cagr_pct\": 8.988635212816474, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 95.54125998225376, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4925795168964878, \"sortino\": 0.6929840196285204}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 88.75636753550606, \"dd_pct\": -76.47758274939122, \"calmar\": 0.1712848949431586, \"cagr_pct\": 13.099454726736193, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.87002652519894, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4994489481698009, \"sortino\": 0.715532828531588}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 146.17475235833632, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.96990056474975, "% In Market": 90.11454183266933, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebb8097d14342534b1fb0fb378ba46589f3211f3cca311839f617a1081fff2a0", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -309.95, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": 130.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "77a08337f51a17e0dd4dd2e649db166bdc25bc6c9b6f9a18358c7430c5fca95d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 70.49701155314298, \"dd_pct\": -20.80213007809433, \"calmar\": 3.391928120229115, \"cagr_pct\": 70.55932997255204, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.43835616438355, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5764906743238627, \"sortino\": 2.442097896811082}, {\"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\": 146.17475235833632, \"dd_pct\": -87.96990056474975, \"calmar\": 0.13122059050041962, \"cagr_pct\": 11.54346229836966, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.11454183266933, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4909770615373169, \"sortino\": 0.6966804200870799}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 30.41931012580532, \"dd_pct\": -87.96990056474975, \"calmar\": 0.10217853101016569, \"cagr_pct\": 8.988635212816474, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 95.54125998225376, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4925795168964878, \"sortino\": 0.6929840196285204}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 88.75636753550606, \"dd_pct\": -76.47758274939122, \"calmar\": 0.1712848949431586, \"cagr_pct\": 13.099454726736193, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.87002652519894, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4994489481698009, \"sortino\": 0.715532828531588}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 146.17475235833632, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.96990056474975, "% In Market": 90.11454183266933, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebb8097d14342534b1fb0fb378ba46589f3211f3cca311839f617a1081fff2a0", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -309.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": 130.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "5b3107f9cd4532250b4aa3619995e5eeeb78566bdc99d42e5edf33bae1f5641d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 70.49701155314298, \"dd_pct\": -20.80213007809433, \"calmar\": 3.391928120229115, \"cagr_pct\": 70.55932997255204, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.43835616438355, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5764906743238627, \"sortino\": 2.442097896811082}, {\"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\": 146.17475235833632, \"dd_pct\": -87.96990056474975, \"calmar\": 0.13122059050041962, \"cagr_pct\": 11.54346229836966, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.11454183266933, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4909770615373169, \"sortino\": 0.6966804200870799}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 30.41931012580532, \"dd_pct\": -87.96990056474975, \"calmar\": 0.10217853101016569, \"cagr_pct\": 8.988635212816474, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 95.54125998225376, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4925795168964878, \"sortino\": 0.6929840196285204}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 88.75636753550606, \"dd_pct\": -76.47758274939122, \"calmar\": 0.1712848949431586, \"cagr_pct\": 13.099454726736193, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.87002652519894, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4994489481698009, \"sortino\": 0.715532828531588}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 146.17475235833632, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.96990056474975, "% In Market": 90.11454183266933, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebb8097d14342534b1fb0fb378ba46589f3211f3cca311839f617a1081fff2a0", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -310.0, "i_long_exit_activation_threshold": 439.0, "i_long_exit_activation_confirmation_threshold": 130.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "15240cd41fd2f8e14bb1e506edbf1f0c8e0f5de0e4991360f9d6a29e9e25747d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 70.49701155314298, \"dd_pct\": -20.80213007809433, \"calmar\": 3.391928120229115, \"cagr_pct\": 70.55932997255204, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.43835616438355, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5764906743238627, \"sortino\": 2.442097896811082}, {\"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\": 146.17475235833632, \"dd_pct\": -87.96990056474975, \"calmar\": 0.13122059050041962, \"cagr_pct\": 11.54346229836966, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.11454183266933, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4909770615373169, \"sortino\": 0.6966804200870799}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 30.41931012580532, \"dd_pct\": -87.96990056474975, \"calmar\": 0.10217853101016569, \"cagr_pct\": 8.988635212816474, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 95.54125998225376, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4925795168964878, \"sortino\": 0.6929840196285204}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 88.75636753550606, \"dd_pct\": -76.47758274939122, \"calmar\": 0.1712848949431586, \"cagr_pct\": 13.099454726736193, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.87002652519894, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4994489481698009, \"sortino\": 0.715532828531588}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 146.17475235833632, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.96990056474975, "% In Market": 90.11454183266933, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebb8097d14342534b1fb0fb378ba46589f3211f3cca311839f617a1081fff2a0", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -310.0, "i_long_exit_activation_threshold": 439.95, "i_long_exit_activation_confirmation_threshold": 130.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "3473df4359721b9dd2abd9357eed911950f268793d161d993f36181b7e80342f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 70.49701155314298, \"dd_pct\": -20.80213007809433, \"calmar\": 3.391928120229115, \"cagr_pct\": 70.55932997255204, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.43835616438355, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5764906743238627, \"sortino\": 2.442097896811082}, {\"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\": 146.17475235833632, \"dd_pct\": -87.96990056474975, \"calmar\": 0.13122059050041962, \"cagr_pct\": 11.54346229836966, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.11454183266933, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4909770615373169, \"sortino\": 0.6966804200870799}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 30.41931012580532, \"dd_pct\": -87.96990056474975, \"calmar\": 0.10217853101016569, \"cagr_pct\": 8.988635212816474, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 95.54125998225376, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4925795168964878, \"sortino\": 0.6929840196285204}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 88.75636753550606, \"dd_pct\": -76.47758274939122, \"calmar\": 0.1712848949431586, \"cagr_pct\": 13.099454726736193, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.87002652519894, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4994489481698009, \"sortino\": 0.715532828531588}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 146.17475235833632, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.96990056474975, "% In Market": 90.11454183266933, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebb8097d14342534b1fb0fb378ba46589f3211f3cca311839f617a1081fff2a0", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -310.0, "i_long_exit_activation_threshold": 440.05, "i_long_exit_activation_confirmation_threshold": 130.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "dcca4386efe3a820de1e37939de77bb146e0630b9a0189235cea9e5150e33ccc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 70.49701155314298, \"dd_pct\": -20.80213007809433, \"calmar\": 3.391928120229115, \"cagr_pct\": 70.55932997255204, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.43835616438355, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5764906743238627, \"sortino\": 2.442097896811082}, {\"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\": 146.17475235833632, \"dd_pct\": -87.96990056474975, \"calmar\": 0.13122059050041962, \"cagr_pct\": 11.54346229836966, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.11454183266933, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4909770615373169, \"sortino\": 0.6966804200870799}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 30.41931012580532, \"dd_pct\": -87.96990056474975, \"calmar\": 0.10217853101016569, \"cagr_pct\": 8.988635212816474, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 95.54125998225376, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4925795168964878, \"sortino\": 0.6929840196285204}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 88.75636753550606, \"dd_pct\": -76.47758274939122, \"calmar\": 0.1712848949431586, \"cagr_pct\": 13.099454726736193, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.87002652519894, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4994489481698009, \"sortino\": 0.715532828531588}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 146.17475235833632, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.96990056474975, "% In Market": 90.11454183266933, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebb8097d14342534b1fb0fb378ba46589f3211f3cca311839f617a1081fff2a0", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -310.0, "i_long_exit_activation_threshold": 441.0, "i_long_exit_activation_confirmation_threshold": 130.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "e5d3cb79a23b9a15aa591c21f5bed1a18f8160141d676b84919022c4d78c9072", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 70.49701155314298, \"dd_pct\": -20.80213007809433, \"calmar\": 3.391928120229115, \"cagr_pct\": 70.55932997255204, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.43835616438355, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5764906743238627, \"sortino\": 2.442097896811082}, {\"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\": 146.17475235833632, \"dd_pct\": -87.96990056474975, \"calmar\": 0.13122059050041962, \"cagr_pct\": 11.54346229836966, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.11454183266933, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4909770615373169, \"sortino\": 0.6966804200870799}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 30.41931012580532, \"dd_pct\": -87.96990056474975, \"calmar\": 0.10217853101016569, \"cagr_pct\": 8.988635212816474, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 95.54125998225376, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4925795168964878, \"sortino\": 0.6929840196285204}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 88.75636753550606, \"dd_pct\": -76.47758274939122, \"calmar\": 0.1712848949431586, \"cagr_pct\": 13.099454726736193, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.87002652519894, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4994489481698009, \"sortino\": 0.715532828531588}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 146.17475235833632, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.96990056474975, "% In Market": 90.11454183266933, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebb8097d14342534b1fb0fb378ba46589f3211f3cca311839f617a1081fff2a0", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -310.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": 129.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "964847baf504a3317113902f72d45d0227e8c8706e447d4fdf87e101e6683f1c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 70.49701155314298, \"dd_pct\": -20.80213007809433, \"calmar\": 3.391928120229115, \"cagr_pct\": 70.55932997255204, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.43835616438355, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5764906743238627, \"sortino\": 2.442097896811082}, {\"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\": 146.17475235833632, \"dd_pct\": -87.96990056474975, \"calmar\": 0.13122059050041962, \"cagr_pct\": 11.54346229836966, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.11454183266933, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4909770615373169, \"sortino\": 0.6966804200870799}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 30.41931012580532, \"dd_pct\": -87.96990056474975, \"calmar\": 0.10217853101016569, \"cagr_pct\": 8.988635212816474, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 95.54125998225376, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4925795168964878, \"sortino\": 0.6929840196285204}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 88.75636753550606, \"dd_pct\": -76.47758274939122, \"calmar\": 0.1712848949431586, \"cagr_pct\": 13.099454726736193, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.87002652519894, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4994489481698009, \"sortino\": 0.715532828531588}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 146.17475235833632, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.96990056474975, "% In Market": 90.11454183266933, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebb8097d14342534b1fb0fb378ba46589f3211f3cca311839f617a1081fff2a0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -310.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": 129.95, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "2c530ab2e4bac19b8bf51309ce05da0cf383828c25025adebcd3b18abf250986", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 70.49701155314298, \"dd_pct\": -20.80213007809433, \"calmar\": 3.391928120229115, \"cagr_pct\": 70.55932997255204, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.43835616438355, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5764906743238627, \"sortino\": 2.442097896811082}, {\"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\": 146.17475235833632, \"dd_pct\": -87.96990056474975, \"calmar\": 0.13122059050041962, \"cagr_pct\": 11.54346229836966, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.11454183266933, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4909770615373169, \"sortino\": 0.6966804200870799}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 30.41931012580532, \"dd_pct\": -87.96990056474975, \"calmar\": 0.10217853101016569, \"cagr_pct\": 8.988635212816474, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 95.54125998225376, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4925795168964878, \"sortino\": 0.6929840196285204}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 88.75636753550606, \"dd_pct\": -76.47758274939122, \"calmar\": 0.1712848949431586, \"cagr_pct\": 13.099454726736193, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.87002652519894, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4994489481698009, \"sortino\": 0.715532828531588}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 146.17475235833632, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.96990056474975, "% In Market": 90.11454183266933, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebb8097d14342534b1fb0fb378ba46589f3211f3cca311839f617a1081fff2a0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -310.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": 130.05, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "2caaf3ff312602a97292ae1b31616298a4014cf40acfcbfc9f2da3eaf4d474e4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 70.49701155314298, \"dd_pct\": -20.80213007809433, \"calmar\": 3.391928120229115, \"cagr_pct\": 70.55932997255204, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.43835616438355, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5764906743238627, \"sortino\": 2.442097896811082}, {\"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\": 146.17475235833632, \"dd_pct\": -87.96990056474975, \"calmar\": 0.13122059050041962, \"cagr_pct\": 11.54346229836966, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.11454183266933, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4909770615373169, \"sortino\": 0.6966804200870799}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 30.41931012580532, \"dd_pct\": -87.96990056474975, \"calmar\": 0.10217853101016569, \"cagr_pct\": 8.988635212816474, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 95.54125998225376, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4925795168964878, \"sortino\": 0.6929840196285204}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 88.75636753550606, \"dd_pct\": -76.47758274939122, \"calmar\": 0.1712848949431586, \"cagr_pct\": 13.099454726736193, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.87002652519894, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4994489481698009, \"sortino\": 0.715532828531588}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 146.17475235833632, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.96990056474975, "% In Market": 90.11454183266933, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebb8097d14342534b1fb0fb378ba46589f3211f3cca311839f617a1081fff2a0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -310.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": 131.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "6bf0f01cd221ae21730f43115090fb67ac23e778342fbdfe887c651e567f1d70", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 70.49701155314298, \"dd_pct\": -20.80213007809433, \"calmar\": 3.391928120229115, \"cagr_pct\": 70.55932997255204, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.43835616438355, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5764906743238627, \"sortino\": 2.442097896811082}, {\"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\": 146.17475235833632, \"dd_pct\": -87.96990056474975, \"calmar\": 0.13122059050041962, \"cagr_pct\": 11.54346229836966, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.11454183266933, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4909770615373169, \"sortino\": 0.6966804200870799}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 30.41931012580532, \"dd_pct\": -87.96990056474975, \"calmar\": 0.10217853101016569, \"cagr_pct\": 8.988635212816474, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 95.54125998225376, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4925795168964878, \"sortino\": 0.6929840196285204}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 88.75636753550606, \"dd_pct\": -76.47758274939122, \"calmar\": 0.1712848949431586, \"cagr_pct\": 13.099454726736193, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.87002652519894, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4994489481698009, \"sortino\": 0.715532828531588}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 146.17475235833632, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.96990056474975, "% In Market": 90.11454183266933, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebb8097d14342534b1fb0fb378ba46589f3211f3cca311839f617a1081fff2a0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -340.0, "i_long_exit_activation_threshold": 30.0, "i_long_exit_activation_confirmation_threshold": 390.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "6992d9dddf7e719a41610edf1790e149ec72fd772a8e70fbdbeaa5b28513ee9a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.037659049834945, \"dd_pct\": -60.46160343374194, \"calmar\": -0.13302552798875525, \"cagr_pct\": -8.04293671982026, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 81.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.29073221629508683, \"sortino\": 0.4120660846856278}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.727767205554262, \"dd_pct\": -29.44706883724396, \"calmar\": -0.3645424185426841, \"cagr_pct\": -10.734705692921818, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 16.095890410958905, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.25608820715812397, \"sortino\": -0.35850176301640796}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.36165515302862, \"dd_pct\": -20.0804656100393, \"calmar\": 3.656638310384673, \"cagr_pct\": 73.42699984003164, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 71.84931506849314, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.811828889839336, \"sortino\": 2.8724860742240517}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 74.17712241248451, \"dd_pct\": -26.534938684614005, \"calmar\": 4.127801234464425, \"cagr_pct\": 109.53095265878751, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 81.38686131386861, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.767220414379278, \"sortino\": 2.593163739346881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 45.06389073224042, \"dd_pct\": -29.030411980649685, \"calmar\": 1.5535727623148774, \"cagr_pct\": 45.10085733191684, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 68.28767123287672, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1483279435181302, \"sortino\": 1.716282427631885}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -44.045922095977055, \"dd_pct\": -49.96155450711122, \"calmar\": -1.510177900138926, \"cagr_pct\": -75.45083547322571, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.19867549668875, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5363259532454103, \"sortino\": -3.286374332680918}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.40363068697936, \"dd_pct\": -85.71145405694149, \"calmar\": -0.08745322796777412, \"cagr_pct\": -7.495743331091102, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 53.29515272244356, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10105712766400335, \"sortino\": 0.1402441293492845}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -73.86068932203959, \"dd_pct\": -85.71145405694149, \"calmar\": -0.4114187532384532, \"cagr_pct\": -35.26329956636183, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 32.808340727595386, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5557596638246552, \"sortino\": -0.7384180469456654}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 101.2155942481213, \"dd_pct\": -68.70275065023014, \"calmar\": 0.21118457968922094, \"cagr_pct\": 14.508961519562202, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 65.54376657824935, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213481894716301, \"sortino\": 0.747074078971385}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.434393354193716, \"dd_pct\": -3.594301679408074, \"calmar\": 7.121958135316489, \"cagr_pct\": 25.598466086442052, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.095100864553315, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2243678360335806, \"sortino\": 4.405848434362666}]", "Additional_Threshold_Budget": 0, "Total Trades": 39, "Total P&L %": -47.40363068697936, "Sharpe Ratio": 0.10105712766400335, "Sortino Ratio": 0.1402441293492845, "Calmar Ratio": -0.08745322796777412, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.71145405694149, "% In Market": 53.29515272244356, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4114187532384532, "Sub1_Sortino": -0.7384180469456654, "Sub1_Trades": 13, "Sub2_Calmar": 0.21118457968922094, "Sub2_Sortino": 0.747074078971385, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 11.434393354193716, "OOS_Sortino Ratio": 4.405848434362666, "OOS_Calmar Ratio": 7.121958135316489, "OOS_Max Drawdown %": -3.594301679408074, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d81ecdd9d47f1d1dba52ac24f945d54271e5cb1ee303b8aafe1138cdb785df50", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -341.0, "i_long_exit_activation_threshold": 30.0, "i_long_exit_activation_confirmation_threshold": 390.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "e2664147cec7c61553a85953aba6231d3070026acca578328c85718815d81d76", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.037659049834945, \"dd_pct\": -60.46160343374194, \"calmar\": -0.13302552798875525, \"cagr_pct\": -8.04293671982026, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 81.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.29073221629508683, \"sortino\": 0.4120660846856278}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.727767205554262, \"dd_pct\": -29.44706883724396, \"calmar\": -0.3645424185426841, \"cagr_pct\": -10.734705692921818, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 16.095890410958905, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.25608820715812397, \"sortino\": -0.35850176301640796}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.36165515302862, \"dd_pct\": -20.0804656100393, \"calmar\": 3.656638310384673, \"cagr_pct\": 73.42699984003164, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 71.84931506849314, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.811828889839336, \"sortino\": 2.8724860742240517}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 40.67861789641556, \"dd_pct\": -30.879263277626045, \"calmar\": 1.8657544695092068, \"cagr_pct\": 57.61312347538231, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 94.34306569343066, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1491919874365781, \"sortino\": 1.659304810856673}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 38.71524046147123, \"dd_pct\": -29.030411980649685, \"calmar\": 1.3346809003190645, \"cagr_pct\": 38.746336398966875, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 76.02739726027397, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.01540286110289, \"sortino\": 1.5164903829264356}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -44.045922095977055, \"dd_pct\": -49.96155450711122, \"calmar\": -1.510177900138926, \"cagr_pct\": -75.45083547322571, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.19867549668875, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5363259532454103, \"sortino\": -3.286374332680918}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -58.65175600449919, \"dd_pct\": -85.45587828064991, \"calmar\": -0.11884347726485761, \"cagr_pct\": -10.155873727594857, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 55.37848605577689, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.046076897386933206, \"sortino\": 0.06390716384451599}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -73.39314177417367, \"dd_pct\": -85.45587828064991, \"calmar\": -0.4082840446944464, \"cagr_pct\": -34.89027162734004, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 32.71960958296362, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5458880623336728, \"sortino\": -0.7254752549070775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 55.40445867210904, \"dd_pct\": -68.70275065023014, \"calmar\": 0.12980398394823475, \"cagr_pct\": 8.917890742602047, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 68.92572944297082, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.420574772486472, \"sortino\": 0.6015139057471772}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.434393354193716, \"dd_pct\": -3.594301679408074, \"calmar\": 7.121958135316489, \"cagr_pct\": 25.598466086442052, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.095100864553315, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2243678360335806, \"sortino\": 4.405848434362666}]", "Additional_Threshold_Budget": 0, "Total Trades": 39, "Total P&L %": -58.65175600449919, "Sharpe Ratio": 0.046076897386933206, "Sortino Ratio": 0.06390716384451599, "Calmar Ratio": -0.11884347726485761, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.45587828064991, "% In Market": 55.37848605577689, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4082840446944464, "Sub1_Sortino": -0.7254752549070775, "Sub1_Trades": 13, "Sub2_Calmar": 0.12980398394823475, "Sub2_Sortino": 0.6015139057471772, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 11.434393354193716, "OOS_Sortino Ratio": 4.405848434362666, "OOS_Calmar Ratio": 7.121958135316489, "OOS_Max Drawdown %": -3.594301679408074, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d81ecdd9d47f1d1dba52ac24f945d54271e5cb1ee303b8aafe1138cdb785df50", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -340.05, "i_long_exit_activation_threshold": 30.0, "i_long_exit_activation_confirmation_threshold": 390.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "28a3efe212f4cbd9f8770cb293baa3286f68d6f69a50a39a8bb90d1113c62505", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.037659049834945, \"dd_pct\": -60.46160343374194, \"calmar\": -0.13302552798875525, \"cagr_pct\": -8.04293671982026, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 81.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.29073221629508683, \"sortino\": 0.4120660846856278}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.727767205554262, \"dd_pct\": -29.44706883724396, \"calmar\": -0.3645424185426841, \"cagr_pct\": -10.734705692921818, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 16.095890410958905, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.25608820715812397, \"sortino\": -0.35850176301640796}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.36165515302862, \"dd_pct\": -20.0804656100393, \"calmar\": 3.656638310384673, \"cagr_pct\": 73.42699984003164, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 71.84931506849314, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.811828889839336, \"sortino\": 2.8724860742240517}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 74.17712241248451, \"dd_pct\": -26.534938684614005, \"calmar\": 4.127801234464425, \"cagr_pct\": 109.53095265878751, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 81.38686131386861, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.767220414379278, \"sortino\": 2.593163739346881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 45.06389073224042, \"dd_pct\": -29.030411980649685, \"calmar\": 1.5535727623148774, \"cagr_pct\": 45.10085733191684, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 68.28767123287672, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1483279435181302, \"sortino\": 1.716282427631885}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -44.045922095977055, \"dd_pct\": -49.96155450711122, \"calmar\": -1.510177900138926, \"cagr_pct\": -75.45083547322571, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.19867549668875, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5363259532454103, \"sortino\": -3.286374332680918}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -46.46285211014825, \"dd_pct\": -85.45587828064991, \"calmar\": -0.08538508700920912, \"cagr_pct\": -7.296657602441677, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 53.26195219123506, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10514789420519746, \"sortino\": 0.14594143887334812}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -73.39314177417367, \"dd_pct\": -85.45587828064991, \"calmar\": -0.4082840446944464, \"cagr_pct\": -34.89027162734004, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 32.71960958296362, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5458880623336728, \"sortino\": -0.7254752549070775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 101.2155942481213, \"dd_pct\": -68.70275065023014, \"calmar\": 0.21118457968922094, \"cagr_pct\": 14.508961519562202, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 65.54376657824935, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213481894716301, \"sortino\": 0.747074078971385}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.434393354193716, \"dd_pct\": -3.594301679408074, \"calmar\": 7.121958135316489, \"cagr_pct\": 25.598466086442052, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.095100864553315, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2243678360335806, \"sortino\": 4.405848434362666}]", "Additional_Threshold_Budget": 0, "Total Trades": 39, "Total P&L %": -46.46285211014825, "Sharpe Ratio": 0.10514789420519746, "Sortino Ratio": 0.14594143887334812, "Calmar Ratio": -0.08538508700920912, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.45587828064991, "% In Market": 53.26195219123506, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4082840446944464, "Sub1_Sortino": -0.7254752549070775, "Sub1_Trades": 13, "Sub2_Calmar": 0.21118457968922094, "Sub2_Sortino": 0.747074078971385, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 11.434393354193716, "OOS_Sortino Ratio": 4.405848434362666, "OOS_Calmar Ratio": 7.121958135316489, "OOS_Max Drawdown %": -3.594301679408074, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d81ecdd9d47f1d1dba52ac24f945d54271e5cb1ee303b8aafe1138cdb785df50", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -339.95, "i_long_exit_activation_threshold": 30.0, "i_long_exit_activation_confirmation_threshold": 390.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "619691af9aef74114cbb2e50be909ff9bbc768c3359331cd5bc160bd72008989", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.037659049834945, \"dd_pct\": -60.46160343374194, \"calmar\": -0.13302552798875525, \"cagr_pct\": -8.04293671982026, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 81.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.29073221629508683, \"sortino\": 0.4120660846856278}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.727767205554262, \"dd_pct\": -29.44706883724396, \"calmar\": -0.3645424185426841, \"cagr_pct\": -10.734705692921818, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 16.095890410958905, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.25608820715812397, \"sortino\": -0.35850176301640796}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.36165515302862, \"dd_pct\": -20.0804656100393, \"calmar\": 3.656638310384673, \"cagr_pct\": 73.42699984003164, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 71.84931506849314, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.811828889839336, \"sortino\": 2.8724860742240517}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 74.17712241248451, \"dd_pct\": -26.534938684614005, \"calmar\": 4.127801234464425, \"cagr_pct\": 109.53095265878751, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 81.38686131386861, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.767220414379278, \"sortino\": 2.593163739346881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 45.06389073224042, \"dd_pct\": -29.030411980649685, \"calmar\": 1.5535727623148774, \"cagr_pct\": 45.10085733191684, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 68.28767123287672, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1483279435181302, \"sortino\": 1.716282427631885}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -44.045922095977055, \"dd_pct\": -49.96155450711122, \"calmar\": -1.510177900138926, \"cagr_pct\": -75.45083547322571, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.19867549668875, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5363259532454103, \"sortino\": -3.286374332680918}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.40363068697936, \"dd_pct\": -85.71145405694149, \"calmar\": -0.08745322796777412, \"cagr_pct\": -7.495743331091102, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 53.29515272244356, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10105712766400335, \"sortino\": 0.1402441293492845}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -73.86068932203959, \"dd_pct\": -85.71145405694149, \"calmar\": -0.4114187532384532, \"cagr_pct\": -35.26329956636183, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 32.808340727595386, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5557596638246552, \"sortino\": -0.7384180469456654}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 101.2155942481213, \"dd_pct\": -68.70275065023014, \"calmar\": 0.21118457968922094, \"cagr_pct\": 14.508961519562202, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 65.54376657824935, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213481894716301, \"sortino\": 0.747074078971385}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.434393354193716, \"dd_pct\": -3.594301679408074, \"calmar\": 7.121958135316489, \"cagr_pct\": 25.598466086442052, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.095100864553315, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2243678360335806, \"sortino\": 4.405848434362666}]", "Additional_Threshold_Budget": 0, "Total Trades": 39, "Total P&L %": -47.40363068697936, "Sharpe Ratio": 0.10105712766400335, "Sortino Ratio": 0.1402441293492845, "Calmar Ratio": -0.08745322796777412, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.71145405694149, "% In Market": 53.29515272244356, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4114187532384532, "Sub1_Sortino": -0.7384180469456654, "Sub1_Trades": 13, "Sub2_Calmar": 0.21118457968922094, "Sub2_Sortino": 0.747074078971385, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 11.434393354193716, "OOS_Sortino Ratio": 4.405848434362666, "OOS_Calmar Ratio": 7.121958135316489, "OOS_Max Drawdown %": -3.594301679408074, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d81ecdd9d47f1d1dba52ac24f945d54271e5cb1ee303b8aafe1138cdb785df50", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -339.0, "i_long_exit_activation_threshold": 30.0, "i_long_exit_activation_confirmation_threshold": 390.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "00ca86229d8afdb5df704531dcb97a2451187f47fc7d03e48d30450418e05fd7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -5.485210918442974, \"dd_pct\": -60.46160343374194, \"calmar\": -0.09078262158151824, \"cagr_pct\": -5.488862864737219, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 82.26027397260273, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.32599521517545677, \"sortino\": 0.46251527340691684}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.727767205554262, \"dd_pct\": -29.44706883724396, \"calmar\": -0.3645424185426841, \"cagr_pct\": -10.734705692921818, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 16.095890410958905, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.25608820715812397, \"sortino\": -0.35850176301640796}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.36165515302862, \"dd_pct\": -20.0804656100393, \"calmar\": 3.656638310384673, \"cagr_pct\": 73.42699984003164, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 71.84931506849314, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.811828889839336, \"sortino\": 2.8724860742240517}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 74.17712241248451, \"dd_pct\": -26.534938684614005, \"calmar\": 4.127801234464425, \"cagr_pct\": 109.53095265878751, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 81.38686131386861, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.767220414379278, \"sortino\": 2.593163739346881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 45.06389073224042, \"dd_pct\": -29.030411980649685, \"calmar\": 1.5535727623148774, \"cagr_pct\": 45.10085733191684, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 68.28767123287672, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1483279435181302, \"sortino\": 1.716282427631885}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -44.045922095977055, \"dd_pct\": -49.96155450711122, \"calmar\": -1.510177900138926, \"cagr_pct\": -75.45083547322571, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.19867549668875, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5363259532454103, \"sortino\": -3.286374332680918}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -45.943799377946014, \"dd_pct\": -85.71145405694149, \"calmar\": -0.08386427567440705, \"cagr_pct\": -7.188129011485615, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 53.35325365205843, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10779075981617679, \"sortino\": 0.1496351675750615}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -73.86068932203959, \"dd_pct\": -85.71145405694149, \"calmar\": -0.4114187532384532, \"cagr_pct\": -35.26329956636183, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 32.808340727595386, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5557596638246552, \"sortino\": -0.7384180469456654}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 106.80040605520512, \"dd_pct\": -67.8340841417969, \"calmar\": 0.2228676120433064, \"cagr_pct\": 15.118020347826993, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 65.63660477453581, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5320756749520023, \"sortino\": 0.7628294879043075}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.434393354193716, \"dd_pct\": -3.594301679408074, \"calmar\": 7.121958135316489, \"cagr_pct\": 25.598466086442052, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.095100864553315, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2243678360335806, \"sortino\": 4.405848434362666}]", "Additional_Threshold_Budget": 0, "Total Trades": 39, "Total P&L %": -45.943799377946014, "Sharpe Ratio": 0.10779075981617679, "Sortino Ratio": 0.1496351675750615, "Calmar Ratio": -0.08386427567440705, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.71145405694149, "% In Market": 53.35325365205843, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4114187532384532, "Sub1_Sortino": -0.7384180469456654, "Sub1_Trades": 13, "Sub2_Calmar": 0.2228676120433064, "Sub2_Sortino": 0.7628294879043075, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 11.434393354193716, "OOS_Sortino Ratio": 4.405848434362666, "OOS_Calmar Ratio": 7.121958135316489, "OOS_Max Drawdown %": -3.594301679408074, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d81ecdd9d47f1d1dba52ac24f945d54271e5cb1ee303b8aafe1138cdb785df50", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -340.0, "i_long_exit_activation_threshold": 29.0, "i_long_exit_activation_confirmation_threshold": 390.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "40e8c03beac2a3cae120eefe08ed1bd81e3d3203d8a70bbcb2596ee5e2288855", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.037659049834945, \"dd_pct\": -60.46160343374194, \"calmar\": -0.13302552798875525, \"cagr_pct\": -8.04293671982026, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 81.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.29073221629508683, \"sortino\": 0.4120660846856278}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.727767205554262, \"dd_pct\": -29.44706883724396, \"calmar\": -0.3645424185426841, \"cagr_pct\": -10.734705692921818, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 16.095890410958905, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.25608820715812397, \"sortino\": -0.35850176301640796}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.36165515302862, \"dd_pct\": -20.0804656100393, \"calmar\": 3.656638310384673, \"cagr_pct\": 73.42699984003164, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 71.84931506849314, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.811828889839336, \"sortino\": 2.8724860742240517}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 74.17712241248451, \"dd_pct\": -26.534938684614005, \"calmar\": 4.127801234464425, \"cagr_pct\": 109.53095265878751, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 81.38686131386861, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.767220414379278, \"sortino\": 2.593163739346881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 45.06389073224042, \"dd_pct\": -29.030411980649685, \"calmar\": 1.5535727623148774, \"cagr_pct\": 45.10085733191684, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 68.28767123287672, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1483279435181302, \"sortino\": 1.716282427631885}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -44.045922095977055, \"dd_pct\": -49.96155450711122, \"calmar\": -1.510177900138926, \"cagr_pct\": -75.45083547322571, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.19867549668875, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5363259532454103, \"sortino\": -3.286374332680918}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.61380626525551, \"dd_pct\": -85.76855121869495, \"calmar\": -0.08791856045517948, \"cagr_pct\": -7.540647555473991, \"entries\": 40, \"exits\": 40, \"exposure_pct\": 53.23705179282868, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.09990723874082269, \"sortino\": 0.1386521928657339}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -73.96514224928994, \"dd_pct\": -85.76855121869495, \"calmar\": -0.41212368648768555, \"cagr_pct\": -35.34725151295644, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 32.6530612244898, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5594721572400484, \"sortino\": -0.7433247982241483}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 101.2155942481213, \"dd_pct\": -68.70275065023014, \"calmar\": 0.21118457968922094, \"cagr_pct\": 14.508961519562202, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 65.54376657824935, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213481894716301, \"sortino\": 0.747074078971385}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.434393354193716, \"dd_pct\": -3.594301679408074, \"calmar\": 7.121958135316489, \"cagr_pct\": 25.598466086442052, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.095100864553315, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2243678360335806, \"sortino\": 4.405848434362666}]", "Additional_Threshold_Budget": 0, "Total Trades": 40, "Total P&L %": -47.61380626525551, "Sharpe Ratio": 0.09990723874082269, "Sortino Ratio": 0.1386521928657339, "Calmar Ratio": -0.08791856045517948, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.76855121869495, "% In Market": 53.23705179282868, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.41212368648768555, "Sub1_Sortino": -0.7433247982241483, "Sub1_Trades": 14, "Sub2_Calmar": 0.21118457968922094, "Sub2_Sortino": 0.747074078971385, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 11.434393354193716, "OOS_Sortino Ratio": 4.405848434362666, "OOS_Calmar Ratio": 7.121958135316489, "OOS_Max Drawdown %": -3.594301679408074, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d81ecdd9d47f1d1dba52ac24f945d54271e5cb1ee303b8aafe1138cdb785df50", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -340.0, "i_long_exit_activation_threshold": 29.95, "i_long_exit_activation_confirmation_threshold": 390.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "b31acf58844d9921cafb19e1a1b6f1037b5ad248e116eb9354f54e6d973f16d8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.037659049834945, \"dd_pct\": -60.46160343374194, \"calmar\": -0.13302552798875525, \"cagr_pct\": -8.04293671982026, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 81.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.29073221629508683, \"sortino\": 0.4120660846856278}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.727767205554262, \"dd_pct\": -29.44706883724396, \"calmar\": -0.3645424185426841, \"cagr_pct\": -10.734705692921818, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 16.095890410958905, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.25608820715812397, \"sortino\": -0.35850176301640796}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.36165515302862, \"dd_pct\": -20.0804656100393, \"calmar\": 3.656638310384673, \"cagr_pct\": 73.42699984003164, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 71.84931506849314, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.811828889839336, \"sortino\": 2.8724860742240517}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 74.17712241248451, \"dd_pct\": -26.534938684614005, \"calmar\": 4.127801234464425, \"cagr_pct\": 109.53095265878751, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 81.38686131386861, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.767220414379278, \"sortino\": 2.593163739346881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 45.06389073224042, \"dd_pct\": -29.030411980649685, \"calmar\": 1.5535727623148774, \"cagr_pct\": 45.10085733191684, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 68.28767123287672, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1483279435181302, \"sortino\": 1.716282427631885}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -44.045922095977055, \"dd_pct\": -49.96155450711122, \"calmar\": -1.510177900138926, \"cagr_pct\": -75.45083547322571, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.19867549668875, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5363259532454103, \"sortino\": -3.286374332680918}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.40363068697936, \"dd_pct\": -85.71145405694149, \"calmar\": -0.08745322796777412, \"cagr_pct\": -7.495743331091102, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 53.29515272244356, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10105712766400335, \"sortino\": 0.1402441293492845}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -73.86068932203959, \"dd_pct\": -85.71145405694149, \"calmar\": -0.4114187532384532, \"cagr_pct\": -35.26329956636183, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 32.808340727595386, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5557596638246552, \"sortino\": -0.7384180469456654}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 101.2155942481213, \"dd_pct\": -68.70275065023014, \"calmar\": 0.21118457968922094, \"cagr_pct\": 14.508961519562202, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 65.54376657824935, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213481894716301, \"sortino\": 0.747074078971385}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.434393354193716, \"dd_pct\": -3.594301679408074, \"calmar\": 7.121958135316489, \"cagr_pct\": 25.598466086442052, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.095100864553315, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2243678360335806, \"sortino\": 4.405848434362666}]", "Additional_Threshold_Budget": 0, "Total Trades": 39, "Total P&L %": -47.40363068697936, "Sharpe Ratio": 0.10105712766400335, "Sortino Ratio": 0.1402441293492845, "Calmar Ratio": -0.08745322796777412, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.71145405694149, "% In Market": 53.29515272244356, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4114187532384532, "Sub1_Sortino": -0.7384180469456654, "Sub1_Trades": 13, "Sub2_Calmar": 0.21118457968922094, "Sub2_Sortino": 0.747074078971385, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 11.434393354193716, "OOS_Sortino Ratio": 4.405848434362666, "OOS_Calmar Ratio": 7.121958135316489, "OOS_Max Drawdown %": -3.594301679408074, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d81ecdd9d47f1d1dba52ac24f945d54271e5cb1ee303b8aafe1138cdb785df50", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -340.0, "i_long_exit_activation_threshold": 30.05, "i_long_exit_activation_confirmation_threshold": 390.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "7f038a9c79be16187c89e74ded9c260d7516d17d9f02633acbc2cf176437213d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.037659049834945, \"dd_pct\": -60.46160343374194, \"calmar\": -0.13302552798875525, \"cagr_pct\": -8.04293671982026, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 81.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.29073221629508683, \"sortino\": 0.4120660846856278}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.727767205554262, \"dd_pct\": -29.44706883724396, \"calmar\": -0.3645424185426841, \"cagr_pct\": -10.734705692921818, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 16.095890410958905, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.25608820715812397, \"sortino\": -0.35850176301640796}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.36165515302862, \"dd_pct\": -20.0804656100393, \"calmar\": 3.656638310384673, \"cagr_pct\": 73.42699984003164, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 71.84931506849314, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.811828889839336, \"sortino\": 2.8724860742240517}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 74.17712241248451, \"dd_pct\": -26.534938684614005, \"calmar\": 4.127801234464425, \"cagr_pct\": 109.53095265878751, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 81.38686131386861, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.767220414379278, \"sortino\": 2.593163739346881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 45.06389073224042, \"dd_pct\": -29.030411980649685, \"calmar\": 1.5535727623148774, \"cagr_pct\": 45.10085733191684, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 68.28767123287672, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1483279435181302, \"sortino\": 1.716282427631885}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -44.045922095977055, \"dd_pct\": -49.96155450711122, \"calmar\": -1.510177900138926, \"cagr_pct\": -75.45083547322571, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.19867549668875, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5363259532454103, \"sortino\": -3.286374332680918}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.40363068697936, \"dd_pct\": -85.71145405694149, \"calmar\": -0.08745322796777412, \"cagr_pct\": -7.495743331091102, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 53.29515272244356, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10105712766400335, \"sortino\": 0.1402441293492845}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -73.86068932203959, \"dd_pct\": -85.71145405694149, \"calmar\": -0.4114187532384532, \"cagr_pct\": -35.26329956636183, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 32.808340727595386, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5557596638246552, \"sortino\": -0.7384180469456654}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 101.2155942481213, \"dd_pct\": -68.70275065023014, \"calmar\": 0.21118457968922094, \"cagr_pct\": 14.508961519562202, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 65.54376657824935, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213481894716301, \"sortino\": 0.747074078971385}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.434393354193716, \"dd_pct\": -3.594301679408074, \"calmar\": 7.121958135316489, \"cagr_pct\": 25.598466086442052, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.095100864553315, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2243678360335806, \"sortino\": 4.405848434362666}]", "Additional_Threshold_Budget": 0, "Total Trades": 39, "Total P&L %": -47.40363068697936, "Sharpe Ratio": 0.10105712766400335, "Sortino Ratio": 0.1402441293492845, "Calmar Ratio": -0.08745322796777412, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.71145405694149, "% In Market": 53.29515272244356, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4114187532384532, "Sub1_Sortino": -0.7384180469456654, "Sub1_Trades": 13, "Sub2_Calmar": 0.21118457968922094, "Sub2_Sortino": 0.747074078971385, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 11.434393354193716, "OOS_Sortino Ratio": 4.405848434362666, "OOS_Calmar Ratio": 7.121958135316489, "OOS_Max Drawdown %": -3.594301679408074, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d81ecdd9d47f1d1dba52ac24f945d54271e5cb1ee303b8aafe1138cdb785df50", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -340.0, "i_long_exit_activation_threshold": 31.0, "i_long_exit_activation_confirmation_threshold": 390.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "719a8bcc0036211567ee8d797621b93d1d1d2316d859e7756eff882af11a0fa4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.037659049834945, \"dd_pct\": -60.46160343374194, \"calmar\": -0.13302552798875525, \"cagr_pct\": -8.04293671982026, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 81.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.29073221629508683, \"sortino\": 0.4120660846856278}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.727767205554262, \"dd_pct\": -29.44706883724396, \"calmar\": -0.3645424185426841, \"cagr_pct\": -10.734705692921818, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 16.095890410958905, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.25608820715812397, \"sortino\": -0.35850176301640796}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.36165515302862, \"dd_pct\": -20.0804656100393, \"calmar\": 3.656638310384673, \"cagr_pct\": 73.42699984003164, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 71.84931506849314, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.811828889839336, \"sortino\": 2.8724860742240517}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 74.17712241248451, \"dd_pct\": -26.534938684614005, \"calmar\": 4.127801234464425, \"cagr_pct\": 109.53095265878751, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 81.38686131386861, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.767220414379278, \"sortino\": 2.593163739346881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 45.06389073224042, \"dd_pct\": -29.030411980649685, \"calmar\": 1.5535727623148774, \"cagr_pct\": 45.10085733191684, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 68.28767123287672, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1483279435181302, \"sortino\": 1.716282427631885}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -44.045922095977055, \"dd_pct\": -49.96155450711122, \"calmar\": -1.510177900138926, \"cagr_pct\": -75.45083547322571, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.19867549668875, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5363259532454103, \"sortino\": -3.286374332680918}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.40363068697936, \"dd_pct\": -85.71145405694149, \"calmar\": -0.08745322796777412, \"cagr_pct\": -7.495743331091102, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 53.29515272244356, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10105712766400335, \"sortino\": 0.1402441293492845}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -73.86068932203959, \"dd_pct\": -85.71145405694149, \"calmar\": -0.4114187532384532, \"cagr_pct\": -35.26329956636183, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 32.808340727595386, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5557596638246552, \"sortino\": -0.7384180469456654}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 101.2155942481213, \"dd_pct\": -68.70275065023014, \"calmar\": 0.21118457968922094, \"cagr_pct\": 14.508961519562202, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 65.54376657824935, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213481894716301, \"sortino\": 0.747074078971385}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.434393354193716, \"dd_pct\": -3.594301679408074, \"calmar\": 7.121958135316489, \"cagr_pct\": 25.598466086442052, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.095100864553315, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2243678360335806, \"sortino\": 4.405848434362666}]", "Additional_Threshold_Budget": 0, "Total Trades": 39, "Total P&L %": -47.40363068697936, "Sharpe Ratio": 0.10105712766400335, "Sortino Ratio": 0.1402441293492845, "Calmar Ratio": -0.08745322796777412, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.71145405694149, "% In Market": 53.29515272244356, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4114187532384532, "Sub1_Sortino": -0.7384180469456654, "Sub1_Trades": 13, "Sub2_Calmar": 0.21118457968922094, "Sub2_Sortino": 0.747074078971385, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 11.434393354193716, "OOS_Sortino Ratio": 4.405848434362666, "OOS_Calmar Ratio": 7.121958135316489, "OOS_Max Drawdown %": -3.594301679408074, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d81ecdd9d47f1d1dba52ac24f945d54271e5cb1ee303b8aafe1138cdb785df50", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -340.0, "i_long_exit_activation_threshold": 30.0, "i_long_exit_activation_confirmation_threshold": 389.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "15265f618199cda20f5c8833c2b9ec62545baea4e7dd6d010db427c04d85822e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.037659049834945, \"dd_pct\": -60.46160343374194, \"calmar\": -0.13302552798875525, \"cagr_pct\": -8.04293671982026, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 81.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.29073221629508683, \"sortino\": 0.4120660846856278}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.727767205554262, \"dd_pct\": -29.44706883724396, \"calmar\": -0.3645424185426841, \"cagr_pct\": -10.734705692921818, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 16.095890410958905, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.25608820715812397, \"sortino\": -0.35850176301640796}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.36165515302862, \"dd_pct\": -20.0804656100393, \"calmar\": 3.656638310384673, \"cagr_pct\": 73.42699984003164, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 71.84931506849314, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.811828889839336, \"sortino\": 2.8724860742240517}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 74.17712241248451, \"dd_pct\": -26.534938684614005, \"calmar\": 4.127801234464425, \"cagr_pct\": 109.53095265878751, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 81.38686131386861, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.767220414379278, \"sortino\": 2.593163739346881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 45.06389073224042, \"dd_pct\": -29.030411980649685, \"calmar\": 1.5535727623148774, \"cagr_pct\": 45.10085733191684, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 68.28767123287672, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1483279435181302, \"sortino\": 1.716282427631885}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -44.045922095977055, \"dd_pct\": -49.96155450711122, \"calmar\": -1.510177900138926, \"cagr_pct\": -75.45083547322571, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.19867549668875, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5363259532454103, \"sortino\": -3.286374332680918}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.40363068697936, \"dd_pct\": -85.71145405694149, \"calmar\": -0.08745322796777412, \"cagr_pct\": -7.495743331091102, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 53.29515272244356, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10105712766400335, \"sortino\": 0.1402441293492845}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -73.86068932203959, \"dd_pct\": -85.71145405694149, \"calmar\": -0.4114187532384532, \"cagr_pct\": -35.26329956636183, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 32.808340727595386, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5557596638246552, \"sortino\": -0.7384180469456654}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 101.2155942481213, \"dd_pct\": -68.70275065023014, \"calmar\": 0.21118457968922094, \"cagr_pct\": 14.508961519562202, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 65.54376657824935, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213481894716301, \"sortino\": 0.747074078971385}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.434393354193716, \"dd_pct\": -3.594301679408074, \"calmar\": 7.121958135316489, \"cagr_pct\": 25.598466086442052, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.095100864553315, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2243678360335806, \"sortino\": 4.405848434362666}]", "Additional_Threshold_Budget": 0, "Total Trades": 39, "Total P&L %": -47.40363068697936, "Sharpe Ratio": 0.10105712766400335, "Sortino Ratio": 0.1402441293492845, "Calmar Ratio": -0.08745322796777412, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.71145405694149, "% In Market": 53.29515272244356, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4114187532384532, "Sub1_Sortino": -0.7384180469456654, "Sub1_Trades": 13, "Sub2_Calmar": 0.21118457968922094, "Sub2_Sortino": 0.747074078971385, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 11.434393354193716, "OOS_Sortino Ratio": 4.405848434362666, "OOS_Calmar Ratio": 7.121958135316489, "OOS_Max Drawdown %": -3.594301679408074, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d81ecdd9d47f1d1dba52ac24f945d54271e5cb1ee303b8aafe1138cdb785df50", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -340.0, "i_long_exit_activation_threshold": 30.0, "i_long_exit_activation_confirmation_threshold": 389.95, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "0bf71fade59a1caa570473133f23f134bb5e4b65661662dab818693fa95ee736", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.037659049834945, \"dd_pct\": -60.46160343374194, \"calmar\": -0.13302552798875525, \"cagr_pct\": -8.04293671982026, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 81.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.29073221629508683, \"sortino\": 0.4120660846856278}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.727767205554262, \"dd_pct\": -29.44706883724396, \"calmar\": -0.3645424185426841, \"cagr_pct\": -10.734705692921818, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 16.095890410958905, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.25608820715812397, \"sortino\": -0.35850176301640796}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.36165515302862, \"dd_pct\": -20.0804656100393, \"calmar\": 3.656638310384673, \"cagr_pct\": 73.42699984003164, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 71.84931506849314, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.811828889839336, \"sortino\": 2.8724860742240517}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 74.17712241248451, \"dd_pct\": -26.534938684614005, \"calmar\": 4.127801234464425, \"cagr_pct\": 109.53095265878751, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 81.38686131386861, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.767220414379278, \"sortino\": 2.593163739346881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 45.06389073224042, \"dd_pct\": -29.030411980649685, \"calmar\": 1.5535727623148774, \"cagr_pct\": 45.10085733191684, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 68.28767123287672, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1483279435181302, \"sortino\": 1.716282427631885}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -44.045922095977055, \"dd_pct\": -49.96155450711122, \"calmar\": -1.510177900138926, \"cagr_pct\": -75.45083547322571, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.19867549668875, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5363259532454103, \"sortino\": -3.286374332680918}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.40363068697936, \"dd_pct\": -85.71145405694149, \"calmar\": -0.08745322796777412, \"cagr_pct\": -7.495743331091102, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 53.29515272244356, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10105712766400335, \"sortino\": 0.1402441293492845}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -73.86068932203959, \"dd_pct\": -85.71145405694149, \"calmar\": -0.4114187532384532, \"cagr_pct\": -35.26329956636183, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 32.808340727595386, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5557596638246552, \"sortino\": -0.7384180469456654}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 101.2155942481213, \"dd_pct\": -68.70275065023014, \"calmar\": 0.21118457968922094, \"cagr_pct\": 14.508961519562202, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 65.54376657824935, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213481894716301, \"sortino\": 0.747074078971385}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.434393354193716, \"dd_pct\": -3.594301679408074, \"calmar\": 7.121958135316489, \"cagr_pct\": 25.598466086442052, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.095100864553315, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2243678360335806, \"sortino\": 4.405848434362666}]", "Additional_Threshold_Budget": 0, "Total Trades": 39, "Total P&L %": -47.40363068697936, "Sharpe Ratio": 0.10105712766400335, "Sortino Ratio": 0.1402441293492845, "Calmar Ratio": -0.08745322796777412, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.71145405694149, "% In Market": 53.29515272244356, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4114187532384532, "Sub1_Sortino": -0.7384180469456654, "Sub1_Trades": 13, "Sub2_Calmar": 0.21118457968922094, "Sub2_Sortino": 0.747074078971385, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 11.434393354193716, "OOS_Sortino Ratio": 4.405848434362666, "OOS_Calmar Ratio": 7.121958135316489, "OOS_Max Drawdown %": -3.594301679408074, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d81ecdd9d47f1d1dba52ac24f945d54271e5cb1ee303b8aafe1138cdb785df50", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -340.0, "i_long_exit_activation_threshold": 30.0, "i_long_exit_activation_confirmation_threshold": 390.05, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "aec6504e008f09ca743a774ab6b7a5df6175bece11d39fc4bf5077da2eb02a91", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.037659049834945, \"dd_pct\": -60.46160343374194, \"calmar\": -0.13302552798875525, \"cagr_pct\": -8.04293671982026, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 81.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.29073221629508683, \"sortino\": 0.4120660846856278}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.727767205554262, \"dd_pct\": -29.44706883724396, \"calmar\": -0.3645424185426841, \"cagr_pct\": -10.734705692921818, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 16.095890410958905, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.25608820715812397, \"sortino\": -0.35850176301640796}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.36165515302862, \"dd_pct\": -20.0804656100393, \"calmar\": 3.656638310384673, \"cagr_pct\": 73.42699984003164, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 71.84931506849314, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.811828889839336, \"sortino\": 2.8724860742240517}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 74.17712241248451, \"dd_pct\": -26.534938684614005, \"calmar\": 4.127801234464425, \"cagr_pct\": 109.53095265878751, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 81.38686131386861, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.767220414379278, \"sortino\": 2.593163739346881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 45.06389073224042, \"dd_pct\": -29.030411980649685, \"calmar\": 1.5535727623148774, \"cagr_pct\": 45.10085733191684, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 68.28767123287672, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1483279435181302, \"sortino\": 1.716282427631885}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -44.045922095977055, \"dd_pct\": -49.96155450711122, \"calmar\": -1.510177900138926, \"cagr_pct\": -75.45083547322571, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.19867549668875, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5363259532454103, \"sortino\": -3.286374332680918}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.40363068697936, \"dd_pct\": -85.71145405694149, \"calmar\": -0.08745322796777412, \"cagr_pct\": -7.495743331091102, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 53.29515272244356, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10105712766400335, \"sortino\": 0.1402441293492845}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -73.86068932203959, \"dd_pct\": -85.71145405694149, \"calmar\": -0.4114187532384532, \"cagr_pct\": -35.26329956636183, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 32.808340727595386, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5557596638246552, \"sortino\": -0.7384180469456654}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 101.2155942481213, \"dd_pct\": -68.70275065023014, \"calmar\": 0.21118457968922094, \"cagr_pct\": 14.508961519562202, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 65.54376657824935, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213481894716301, \"sortino\": 0.747074078971385}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.434393354193716, \"dd_pct\": -3.594301679408074, \"calmar\": 7.121958135316489, \"cagr_pct\": 25.598466086442052, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.095100864553315, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2243678360335806, \"sortino\": 4.405848434362666}]", "Additional_Threshold_Budget": 0, "Total Trades": 39, "Total P&L %": -47.40363068697936, "Sharpe Ratio": 0.10105712766400335, "Sortino Ratio": 0.1402441293492845, "Calmar Ratio": -0.08745322796777412, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.71145405694149, "% In Market": 53.29515272244356, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4114187532384532, "Sub1_Sortino": -0.7384180469456654, "Sub1_Trades": 13, "Sub2_Calmar": 0.21118457968922094, "Sub2_Sortino": 0.747074078971385, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 11.434393354193716, "OOS_Sortino Ratio": 4.405848434362666, "OOS_Calmar Ratio": 7.121958135316489, "OOS_Max Drawdown %": -3.594301679408074, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d81ecdd9d47f1d1dba52ac24f945d54271e5cb1ee303b8aafe1138cdb785df50", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -340.0, "i_long_exit_activation_threshold": 30.0, "i_long_exit_activation_confirmation_threshold": 391.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "93664ecd38f53537006d27737be50428a7653a458dfeecb82cada74097683aca", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.037659049834945, \"dd_pct\": -60.46160343374194, \"calmar\": -0.13302552798875525, \"cagr_pct\": -8.04293671982026, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 81.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.29073221629508683, \"sortino\": 0.4120660846856278}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.727767205554262, \"dd_pct\": -29.44706883724396, \"calmar\": -0.3645424185426841, \"cagr_pct\": -10.734705692921818, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 16.095890410958905, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.25608820715812397, \"sortino\": -0.35850176301640796}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.36165515302862, \"dd_pct\": -20.0804656100393, \"calmar\": 3.656638310384673, \"cagr_pct\": 73.42699984003164, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 71.84931506849314, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.811828889839336, \"sortino\": 2.8724860742240517}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 74.17712241248451, \"dd_pct\": -26.534938684614005, \"calmar\": 4.127801234464425, \"cagr_pct\": 109.53095265878751, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 81.38686131386861, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.767220414379278, \"sortino\": 2.593163739346881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 45.06389073224042, \"dd_pct\": -29.030411980649685, \"calmar\": 1.5535727623148774, \"cagr_pct\": 45.10085733191684, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 68.28767123287672, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1483279435181302, \"sortino\": 1.716282427631885}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -44.045922095977055, \"dd_pct\": -49.96155450711122, \"calmar\": -1.510177900138926, \"cagr_pct\": -75.45083547322571, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.19867549668875, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.5363259532454103, \"sortino\": -3.286374332680918}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.40363068697936, \"dd_pct\": -85.71145405694149, \"calmar\": -0.08745322796777412, \"cagr_pct\": -7.495743331091102, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 53.29515272244356, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10105712766400335, \"sortino\": 0.1402441293492845}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -73.86068932203959, \"dd_pct\": -85.71145405694149, \"calmar\": -0.4114187532384532, \"cagr_pct\": -35.26329956636183, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 32.808340727595386, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5557596638246552, \"sortino\": -0.7384180469456654}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 101.2155942481213, \"dd_pct\": -68.70275065023014, \"calmar\": 0.21118457968922094, \"cagr_pct\": 14.508961519562202, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 65.54376657824935, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213481894716301, \"sortino\": 0.747074078971385}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.434393354193716, \"dd_pct\": -3.594301679408074, \"calmar\": 7.121958135316489, \"cagr_pct\": 25.598466086442052, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 11.095100864553315, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2243678360335806, \"sortino\": 4.405848434362666}]", "Additional_Threshold_Budget": 0, "Total Trades": 39, "Total P&L %": -47.40363068697936, "Sharpe Ratio": 0.10105712766400335, "Sortino Ratio": 0.1402441293492845, "Calmar Ratio": -0.08745322796777412, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.71145405694149, "% In Market": 53.29515272244356, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4114187532384532, "Sub1_Sortino": -0.7384180469456654, "Sub1_Trades": 13, "Sub2_Calmar": 0.21118457968922094, "Sub2_Sortino": 0.747074078971385, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 11.434393354193716, "OOS_Sortino Ratio": 4.405848434362666, "OOS_Calmar Ratio": 7.121958135316489, "OOS_Max Drawdown %": -3.594301679408074, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d81ecdd9d47f1d1dba52ac24f945d54271e5cb1ee303b8aafe1138cdb785df50", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -170.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "a04f81e8afe420ab56afb9d9b39840ec0faf8ba1041936c5df464bde9b4cbddf", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0afd0c3006c171fb56b012ec8902da3f9e1c7b921d03696d1b00716d6adddc7e", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 229.0, "i_long_exit_activation_threshold": -170.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "75b8e27925ba9819acb7e85542f2556b181603abca3f778239cc3a0d07e5bccc", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0afd0c3006c171fb56b012ec8902da3f9e1c7b921d03696d1b00716d6adddc7e", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 229.95, "i_long_exit_activation_threshold": -170.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "3e494bf867cca35e5c25b15e568d2bc959ef1904d533b4ac294730397258ffb7", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0afd0c3006c171fb56b012ec8902da3f9e1c7b921d03696d1b00716d6adddc7e", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 230.05, "i_long_exit_activation_threshold": -170.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "bac9ecea74d46adf010b6a103751f2bab7fe637ac3b9e5f70ed99fa3d7bfa7b7", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0afd0c3006c171fb56b012ec8902da3f9e1c7b921d03696d1b00716d6adddc7e", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 231.0, "i_long_exit_activation_threshold": -170.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "0c9bf15e832a4c8c2d488ed564d64571274d5f888c5df4c53ff4b2960b1df586", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0afd0c3006c171fb56b012ec8902da3f9e1c7b921d03696d1b00716d6adddc7e", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -171.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "1f679f1a9c30129da4e069564fdbf6c711d326b5c9a31bfcdcda135000068504", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0afd0c3006c171fb56b012ec8902da3f9e1c7b921d03696d1b00716d6adddc7e", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -170.05, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "f65272b1151c18a8af2973ae9768cc7396c402cc9649597e7210e8e51a241984", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0afd0c3006c171fb56b012ec8902da3f9e1c7b921d03696d1b00716d6adddc7e", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -169.95, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "f0ce4ce405e44d13176952d793278bbae68d656e71b888f4fd68c1734759fbf1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0afd0c3006c171fb56b012ec8902da3f9e1c7b921d03696d1b00716d6adddc7e", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -169.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "9aa2e1d3d5e674c92e34e6c15335995e8e564bfa3c9bbdf771063cb40f5d577e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0afd0c3006c171fb56b012ec8902da3f9e1c7b921d03696d1b00716d6adddc7e", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -170.0, "i_long_exit_activation_confirmation_threshold": -441.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "c3b8cd65b091e60dc60eaabf6557c1130553ef1e34d7f773bbcba92f928fc2dd", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0afd0c3006c171fb56b012ec8902da3f9e1c7b921d03696d1b00716d6adddc7e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -170.0, "i_long_exit_activation_confirmation_threshold": -440.05, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "eb159af7acb0acadd5ffc6e7b60fbe69656275d5fea3436a962039a2d0651a52", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0afd0c3006c171fb56b012ec8902da3f9e1c7b921d03696d1b00716d6adddc7e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -170.0, "i_long_exit_activation_confirmation_threshold": -439.95, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "d5159cfedad66865ee45b0df010f044d308a5a556b39da1aa8c7fa8f4ffcd7bb", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0afd0c3006c171fb56b012ec8902da3f9e1c7b921d03696d1b00716d6adddc7e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -170.0, "i_long_exit_activation_confirmation_threshold": -439.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "dcbf297bb49b665abdc10c9f425e61bccd0cd96e6ef13b93fc6601142f7219db", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0afd0c3006c171fb56b012ec8902da3f9e1c7b921d03696d1b00716d6adddc7e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -110.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "bd1cb44aca31da01444e67327b6465c803325f2a69de18245a92d1931a8d065d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 12.572164933674234, \"dd_pct\": -5.778437643094758, \"calmar\": 2.1772833929115807, \"cagr_pct\": 12.581296317285354, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.095890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9467406705786137, \"sortino\": 2.4890923098883935}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.460998730807428, \"dd_pct\": -3.6538423194113046, \"calmar\": -0.4001245637347962, \"cagr_pct\": -1.4619920640101842, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3200857572563383, \"sortino\": -0.37722177074022545}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 7.508997902003833, \"dd_pct\": -6.891384533871769, \"calmar\": 1.090394765581066, \"cagr_pct\": 7.5143296233400925, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8167243988615519, \"sortino\": 1.7589653608242317}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 18.36691285445977, \"dd_pct\": -4.349895687140859, \"calmar\": 5.794158747154105, \"cagr_pct\": 25.203986144855122, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 3.923357664233577, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8230475546032037, \"sortino\": 3.505785246389985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -7.401258320955995, \"dd_pct\": -10.492510347428219, \"calmar\": -0.705849686757731, \"cagr_pct\": -7.406135142034459, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.946057204587781, \"sortino\": -1.1040119403598676}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.81915289808842, \"dd_pct\": -8.956578798751147, \"calmar\": -1.7533898953147915, \"cagr_pct\": -15.704374762320954, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.9867549668874174, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4992959953309253, \"sortino\": -2.9743413712814752}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 34.80156135395966, \"dd_pct\": -18.50931918894482, \"calmar\": 0.19923742926453927, \"cagr_pct\": 3.6877491726421727, \"entries\": 54, \"exits\": 54, \"exposure_pct\": 1.6600265604249667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44571115870038386, \"sortino\": 0.7706506065767368}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.674832640429099, \"dd_pct\": -7.751060481799243, \"calmar\": 0.43113486565589443, \"cagr_pct\": 3.341752419511229, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.0425909494232475, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46583461589919006, \"sortino\": 0.725840702164719}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 21.79965231292993, \"dd_pct\": -18.50931918894486, \"calmar\": 0.2104435105949993, \"cagr_pct\": 3.895166108844942, \"entries\": 40, \"exits\": 40, \"exposure_pct\": 2.029177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44017651842333805, \"sortino\": 0.7962421048894669}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.673281782074488, \"dd_pct\": -4.476824569069448, \"calmar\": 1.2756746908156908, \"cagr_pct\": 5.710971797983758, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.585014409221902, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.688111710049544, \"sortino\": 1.9953297059931132}]", "Additional_Threshold_Budget": 0, "Total Trades": 54, "Total P&L %": 34.80156135395966, "Sharpe Ratio": 0.44571115870038386, "Sortino Ratio": 0.7706506065767368, "Calmar Ratio": 0.19923742926453927, "P&L/DD Ratio": 1.8802183375143164, "Max Drawdown %": -18.50931918894482, "% In Market": 1.6600265604249667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.43113486565589443, "Sub1_Sortino": 0.725840702164719, "Sub1_Trades": 14, "Sub2_Calmar": 0.2104435105949993, "Sub2_Sortino": 0.7962421048894669, "Sub2_Trades": 40, "WFO_Score": 2.544154530198187, "WFO_Min_Fold": -0.705849686757731, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.794159, -0.70585]", "OOS_Total Trades": 3, "OOS_Total P&L %": 2.673281782074488, "OOS_Sortino Ratio": 1.9953297059931132, "OOS_Calmar Ratio": 1.2756746908156908, "OOS_Max Drawdown %": -4.476824569069448, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9d5a20c5dd999ffd311822c2ac0b03cda77a22954454a1989905a7a9fc6a80a5", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -131.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -110.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "8346a328d3091b38302f708ca86b48fe7acfec5071a347727f3d083872d1c3e0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 12.572164933674234, \"dd_pct\": -5.778437643094758, \"calmar\": 2.1772833929115807, \"cagr_pct\": 12.581296317285354, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.095890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9467406705786137, \"sortino\": 2.4890923098883935}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.460998730807428, \"dd_pct\": -3.6538423194113046, \"calmar\": -0.4001245637347962, \"cagr_pct\": -1.4619920640101842, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3200857572563383, \"sortino\": -0.37722177074022545}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 7.508997902003833, \"dd_pct\": -6.891384533871769, \"calmar\": 1.090394765581066, \"cagr_pct\": 7.5143296233400925, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8167243988615519, \"sortino\": 1.7589653608242317}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 18.36691285445977, \"dd_pct\": -4.349895687140859, \"calmar\": 5.794158747154105, \"cagr_pct\": 25.203986144855122, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 3.923357664233577, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8230475546032037, \"sortino\": 3.505785246389985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -7.401258320955995, \"dd_pct\": -10.492510347428219, \"calmar\": -0.705849686757731, \"cagr_pct\": -7.406135142034459, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.946057204587781, \"sortino\": -1.1040119403598676}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.81915289808842, \"dd_pct\": -8.956578798751147, \"calmar\": -1.7533898953147915, \"cagr_pct\": -15.704374762320954, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.9867549668874174, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4992959953309253, \"sortino\": -2.9743413712814752}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 34.80156135395966, \"dd_pct\": -18.50931918894482, \"calmar\": 0.19923742926453927, \"cagr_pct\": 3.6877491726421727, \"entries\": 54, \"exits\": 54, \"exposure_pct\": 1.6600265604249667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44571115870038386, \"sortino\": 0.7706506065767368}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.674832640429099, \"dd_pct\": -7.751060481799243, \"calmar\": 0.43113486565589443, \"cagr_pct\": 3.341752419511229, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.0425909494232475, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46583461589919006, \"sortino\": 0.725840702164719}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 21.79965231292993, \"dd_pct\": -18.50931918894486, \"calmar\": 0.2104435105949993, \"cagr_pct\": 3.895166108844942, \"entries\": 40, \"exits\": 40, \"exposure_pct\": 2.029177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44017651842333805, \"sortino\": 0.7962421048894669}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.673281782074488, \"dd_pct\": -4.476824569069448, \"calmar\": 1.2756746908156908, \"cagr_pct\": 5.710971797983758, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.585014409221902, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.688111710049544, \"sortino\": 1.9953297059931132}]", "Additional_Threshold_Budget": 0, "Total Trades": 54, "Total P&L %": 34.80156135395966, "Sharpe Ratio": 0.44571115870038386, "Sortino Ratio": 0.7706506065767368, "Calmar Ratio": 0.19923742926453927, "P&L/DD Ratio": 1.8802183375143164, "Max Drawdown %": -18.50931918894482, "% In Market": 1.6600265604249667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.43113486565589443, "Sub1_Sortino": 0.725840702164719, "Sub1_Trades": 14, "Sub2_Calmar": 0.2104435105949993, "Sub2_Sortino": 0.7962421048894669, "Sub2_Trades": 40, "WFO_Score": 2.544154530198187, "WFO_Min_Fold": -0.705849686757731, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.794159, -0.70585]", "OOS_Total Trades": 3, "OOS_Total P&L %": 2.673281782074488, "OOS_Sortino Ratio": 1.9953297059931132, "OOS_Calmar Ratio": 1.2756746908156908, "OOS_Max Drawdown %": -4.476824569069448, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9d5a20c5dd999ffd311822c2ac0b03cda77a22954454a1989905a7a9fc6a80a5", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -130.05, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -110.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "b5673dea85925032af55600b1177f19095b603b44164d3c5b1a0a057abffacc5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 12.572164933674234, \"dd_pct\": -5.778437643094758, \"calmar\": 2.1772833929115807, \"cagr_pct\": 12.581296317285354, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.095890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9467406705786137, \"sortino\": 2.4890923098883935}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.460998730807428, \"dd_pct\": -3.6538423194113046, \"calmar\": -0.4001245637347962, \"cagr_pct\": -1.4619920640101842, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3200857572563383, \"sortino\": -0.37722177074022545}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 7.508997902003833, \"dd_pct\": -6.891384533871769, \"calmar\": 1.090394765581066, \"cagr_pct\": 7.5143296233400925, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8167243988615519, \"sortino\": 1.7589653608242317}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 18.36691285445977, \"dd_pct\": -4.349895687140859, \"calmar\": 5.794158747154105, \"cagr_pct\": 25.203986144855122, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 3.923357664233577, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8230475546032037, \"sortino\": 3.505785246389985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -7.401258320955995, \"dd_pct\": -10.492510347428219, \"calmar\": -0.705849686757731, \"cagr_pct\": -7.406135142034459, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.946057204587781, \"sortino\": -1.1040119403598676}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.81915289808842, \"dd_pct\": -8.956578798751147, \"calmar\": -1.7533898953147915, \"cagr_pct\": -15.704374762320954, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.9867549668874174, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4992959953309253, \"sortino\": -2.9743413712814752}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 34.80156135395966, \"dd_pct\": -18.50931918894482, \"calmar\": 0.19923742926453927, \"cagr_pct\": 3.6877491726421727, \"entries\": 54, \"exits\": 54, \"exposure_pct\": 1.6600265604249667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44571115870038386, \"sortino\": 0.7706506065767368}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.674832640429099, \"dd_pct\": -7.751060481799243, \"calmar\": 0.43113486565589443, \"cagr_pct\": 3.341752419511229, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.0425909494232475, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46583461589919006, \"sortino\": 0.725840702164719}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 21.79965231292993, \"dd_pct\": -18.50931918894486, \"calmar\": 0.2104435105949993, \"cagr_pct\": 3.895166108844942, \"entries\": 40, \"exits\": 40, \"exposure_pct\": 2.029177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44017651842333805, \"sortino\": 0.7962421048894669}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.673281782074488, \"dd_pct\": -4.476824569069448, \"calmar\": 1.2756746908156908, \"cagr_pct\": 5.710971797983758, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.585014409221902, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.688111710049544, \"sortino\": 1.9953297059931132}]", "Additional_Threshold_Budget": 0, "Total Trades": 54, "Total P&L %": 34.80156135395966, "Sharpe Ratio": 0.44571115870038386, "Sortino Ratio": 0.7706506065767368, "Calmar Ratio": 0.19923742926453927, "P&L/DD Ratio": 1.8802183375143164, "Max Drawdown %": -18.50931918894482, "% In Market": 1.6600265604249667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.43113486565589443, "Sub1_Sortino": 0.725840702164719, "Sub1_Trades": 14, "Sub2_Calmar": 0.2104435105949993, "Sub2_Sortino": 0.7962421048894669, "Sub2_Trades": 40, "WFO_Score": 2.544154530198187, "WFO_Min_Fold": -0.705849686757731, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.794159, -0.70585]", "OOS_Total Trades": 3, "OOS_Total P&L %": 2.673281782074488, "OOS_Sortino Ratio": 1.9953297059931132, "OOS_Calmar Ratio": 1.2756746908156908, "OOS_Max Drawdown %": -4.476824569069448, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9d5a20c5dd999ffd311822c2ac0b03cda77a22954454a1989905a7a9fc6a80a5", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -129.95, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -110.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "a3a70278943dfd7be8e650c1ce910ff28911ae4972f2641daff9409cddfa38b2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 12.572164933674234, \"dd_pct\": -5.778437643094758, \"calmar\": 2.1772833929115807, \"cagr_pct\": 12.581296317285354, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.095890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9467406705786137, \"sortino\": 2.4890923098883935}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.460998730807428, \"dd_pct\": -3.6538423194113046, \"calmar\": -0.4001245637347962, \"cagr_pct\": -1.4619920640101842, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3200857572563383, \"sortino\": -0.37722177074022545}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 7.508997902003833, \"dd_pct\": -6.891384533871769, \"calmar\": 1.090394765581066, \"cagr_pct\": 7.5143296233400925, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8167243988615519, \"sortino\": 1.7589653608242317}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 18.36691285445977, \"dd_pct\": -4.349895687140859, \"calmar\": 5.794158747154105, \"cagr_pct\": 25.203986144855122, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 3.923357664233577, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8230475546032037, \"sortino\": 3.505785246389985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -7.401258320955995, \"dd_pct\": -10.492510347428219, \"calmar\": -0.705849686757731, \"cagr_pct\": -7.406135142034459, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.946057204587781, \"sortino\": -1.1040119403598676}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.81915289808842, \"dd_pct\": -8.956578798751147, \"calmar\": -1.7533898953147915, \"cagr_pct\": -15.704374762320954, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.9867549668874174, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4992959953309253, \"sortino\": -2.9743413712814752}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 34.80156135395966, \"dd_pct\": -18.50931918894482, \"calmar\": 0.19923742926453927, \"cagr_pct\": 3.6877491726421727, \"entries\": 54, \"exits\": 54, \"exposure_pct\": 1.6600265604249667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44571115870038386, \"sortino\": 0.7706506065767368}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.674832640429099, \"dd_pct\": -7.751060481799243, \"calmar\": 0.43113486565589443, \"cagr_pct\": 3.341752419511229, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.0425909494232475, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46583461589919006, \"sortino\": 0.725840702164719}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 21.79965231292993, \"dd_pct\": -18.50931918894486, \"calmar\": 0.2104435105949993, \"cagr_pct\": 3.895166108844942, \"entries\": 40, \"exits\": 40, \"exposure_pct\": 2.029177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44017651842333805, \"sortino\": 0.7962421048894669}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.673281782074488, \"dd_pct\": -4.476824569069448, \"calmar\": 1.2756746908156908, \"cagr_pct\": 5.710971797983758, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.585014409221902, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.688111710049544, \"sortino\": 1.9953297059931132}]", "Additional_Threshold_Budget": 0, "Total Trades": 54, "Total P&L %": 34.80156135395966, "Sharpe Ratio": 0.44571115870038386, "Sortino Ratio": 0.7706506065767368, "Calmar Ratio": 0.19923742926453927, "P&L/DD Ratio": 1.8802183375143164, "Max Drawdown %": -18.50931918894482, "% In Market": 1.6600265604249667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.43113486565589443, "Sub1_Sortino": 0.725840702164719, "Sub1_Trades": 14, "Sub2_Calmar": 0.2104435105949993, "Sub2_Sortino": 0.7962421048894669, "Sub2_Trades": 40, "WFO_Score": 2.544154530198187, "WFO_Min_Fold": -0.705849686757731, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.794159, -0.70585]", "OOS_Total Trades": 3, "OOS_Total P&L %": 2.673281782074488, "OOS_Sortino Ratio": 1.9953297059931132, "OOS_Calmar Ratio": 1.2756746908156908, "OOS_Max Drawdown %": -4.476824569069448, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9d5a20c5dd999ffd311822c2ac0b03cda77a22954454a1989905a7a9fc6a80a5", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -129.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -110.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "0755ec1d423340f397f4416e5542fa2e8b341e879aafe53afecc9fec79715310", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 12.572164933674234, \"dd_pct\": -5.778437643094758, \"calmar\": 2.1772833929115807, \"cagr_pct\": 12.581296317285354, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.095890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9467406705786137, \"sortino\": 2.4890923098883935}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.460998730807428, \"dd_pct\": -3.6538423194113046, \"calmar\": -0.4001245637347962, \"cagr_pct\": -1.4619920640101842, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3200857572563383, \"sortino\": -0.37722177074022545}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 7.508997902003833, \"dd_pct\": -6.891384533871769, \"calmar\": 1.090394765581066, \"cagr_pct\": 7.5143296233400925, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8167243988615519, \"sortino\": 1.7589653608242317}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 18.36691285445977, \"dd_pct\": -4.349895687140859, \"calmar\": 5.794158747154105, \"cagr_pct\": 25.203986144855122, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 3.923357664233577, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8230475546032037, \"sortino\": 3.505785246389985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -7.401258320955995, \"dd_pct\": -10.492510347428219, \"calmar\": -0.705849686757731, \"cagr_pct\": -7.406135142034459, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.946057204587781, \"sortino\": -1.1040119403598676}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.81915289808842, \"dd_pct\": -8.956578798751147, \"calmar\": -1.7533898953147915, \"cagr_pct\": -15.704374762320954, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.9867549668874174, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4992959953309253, \"sortino\": -2.9743413712814752}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 34.80156135395966, \"dd_pct\": -18.50931918894482, \"calmar\": 0.19923742926453927, \"cagr_pct\": 3.6877491726421727, \"entries\": 54, \"exits\": 54, \"exposure_pct\": 1.6600265604249667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44571115870038386, \"sortino\": 0.7706506065767368}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.674832640429099, \"dd_pct\": -7.751060481799243, \"calmar\": 0.43113486565589443, \"cagr_pct\": 3.341752419511229, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.0425909494232475, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46583461589919006, \"sortino\": 0.725840702164719}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 21.79965231292993, \"dd_pct\": -18.50931918894486, \"calmar\": 0.2104435105949993, \"cagr_pct\": 3.895166108844942, \"entries\": 40, \"exits\": 40, \"exposure_pct\": 2.029177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44017651842333805, \"sortino\": 0.7962421048894669}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.673281782074488, \"dd_pct\": -4.476824569069448, \"calmar\": 1.2756746908156908, \"cagr_pct\": 5.710971797983758, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.585014409221902, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.688111710049544, \"sortino\": 1.9953297059931132}]", "Additional_Threshold_Budget": 0, "Total Trades": 54, "Total P&L %": 34.80156135395966, "Sharpe Ratio": 0.44571115870038386, "Sortino Ratio": 0.7706506065767368, "Calmar Ratio": 0.19923742926453927, "P&L/DD Ratio": 1.8802183375143164, "Max Drawdown %": -18.50931918894482, "% In Market": 1.6600265604249667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.43113486565589443, "Sub1_Sortino": 0.725840702164719, "Sub1_Trades": 14, "Sub2_Calmar": 0.2104435105949993, "Sub2_Sortino": 0.7962421048894669, "Sub2_Trades": 40, "WFO_Score": 2.544154530198187, "WFO_Min_Fold": -0.705849686757731, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.794159, -0.70585]", "OOS_Total Trades": 3, "OOS_Total P&L %": 2.673281782074488, "OOS_Sortino Ratio": 1.9953297059931132, "OOS_Calmar Ratio": 1.2756746908156908, "OOS_Max Drawdown %": -4.476824569069448, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 35, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9d5a20c5dd999ffd311822c2ac0b03cda77a22954454a1989905a7a9fc6a80a5", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": -541.0, "i_long_exit_activation_confirmation_threshold": -110.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "d6f5cfc9f08750734268d7b0562902866aa87f15f802df6cc9fd8f42f395c975", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 12.572164933674234, \"dd_pct\": -5.778437643094758, \"calmar\": 2.1772833929115807, \"cagr_pct\": 12.581296317285354, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.095890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9467406705786137, \"sortino\": 2.4890923098883935}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.460998730807428, \"dd_pct\": -3.6538423194113046, \"calmar\": -0.4001245637347962, \"cagr_pct\": -1.4619920640101842, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3200857572563383, \"sortino\": -0.37722177074022545}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 7.508997902003833, \"dd_pct\": -6.891384533871769, \"calmar\": 1.090394765581066, \"cagr_pct\": 7.5143296233400925, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8167243988615519, \"sortino\": 1.7589653608242317}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 18.36691285445977, \"dd_pct\": -4.349895687140859, \"calmar\": 5.794158747154105, \"cagr_pct\": 25.203986144855122, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 3.923357664233577, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8230475546032037, \"sortino\": 3.505785246389985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -7.401258320955995, \"dd_pct\": -10.492510347428219, \"calmar\": -0.705849686757731, \"cagr_pct\": -7.406135142034459, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.946057204587781, \"sortino\": -1.1040119403598676}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.81915289808842, \"dd_pct\": -8.956578798751147, \"calmar\": -1.7533898953147915, \"cagr_pct\": -15.704374762320954, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.9867549668874174, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4992959953309253, \"sortino\": -2.9743413712814752}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 34.80156135395966, \"dd_pct\": -18.50931918894482, \"calmar\": 0.19923742926453927, \"cagr_pct\": 3.6877491726421727, \"entries\": 54, \"exits\": 54, \"exposure_pct\": 1.6600265604249667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44571115870038386, \"sortino\": 0.7706506065767368}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.674832640429099, \"dd_pct\": -7.751060481799243, \"calmar\": 0.43113486565589443, \"cagr_pct\": 3.341752419511229, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.0425909494232475, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46583461589919006, \"sortino\": 0.725840702164719}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 21.79965231292993, \"dd_pct\": -18.50931918894486, \"calmar\": 0.2104435105949993, \"cagr_pct\": 3.895166108844942, \"entries\": 40, \"exits\": 40, \"exposure_pct\": 2.029177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44017651842333805, \"sortino\": 0.7962421048894669}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.673281782074488, \"dd_pct\": -4.476824569069448, \"calmar\": 1.2756746908156908, \"cagr_pct\": 5.710971797983758, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.585014409221902, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.688111710049544, \"sortino\": 1.9953297059931132}]", "Additional_Threshold_Budget": 0, "Total Trades": 54, "Total P&L %": 34.80156135395966, "Sharpe Ratio": 0.44571115870038386, "Sortino Ratio": 0.7706506065767368, "Calmar Ratio": 0.19923742926453927, "P&L/DD Ratio": 1.8802183375143164, "Max Drawdown %": -18.50931918894482, "% In Market": 1.6600265604249667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.43113486565589443, "Sub1_Sortino": 0.725840702164719, "Sub1_Trades": 14, "Sub2_Calmar": 0.2104435105949993, "Sub2_Sortino": 0.7962421048894669, "Sub2_Trades": 40, "WFO_Score": 2.544154530198187, "WFO_Min_Fold": -0.705849686757731, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.794159, -0.70585]", "OOS_Total Trades": 3, "OOS_Total P&L %": 2.673281782074488, "OOS_Sortino Ratio": 1.9953297059931132, "OOS_Calmar Ratio": 1.2756746908156908, "OOS_Max Drawdown %": -4.476824569069448, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9d5a20c5dd999ffd311822c2ac0b03cda77a22954454a1989905a7a9fc6a80a5", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": -540.05, "i_long_exit_activation_confirmation_threshold": -110.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "2a26e7de78a878f638d12427cb7d151a3ebfce8d13fdf7e861b37dd0db167963", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 12.572164933674234, \"dd_pct\": -5.778437643094758, \"calmar\": 2.1772833929115807, \"cagr_pct\": 12.581296317285354, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.095890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9467406705786137, \"sortino\": 2.4890923098883935}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.460998730807428, \"dd_pct\": -3.6538423194113046, \"calmar\": -0.4001245637347962, \"cagr_pct\": -1.4619920640101842, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3200857572563383, \"sortino\": -0.37722177074022545}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 7.508997902003833, \"dd_pct\": -6.891384533871769, \"calmar\": 1.090394765581066, \"cagr_pct\": 7.5143296233400925, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8167243988615519, \"sortino\": 1.7589653608242317}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 18.36691285445977, \"dd_pct\": -4.349895687140859, \"calmar\": 5.794158747154105, \"cagr_pct\": 25.203986144855122, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 3.923357664233577, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8230475546032037, \"sortino\": 3.505785246389985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -7.401258320955995, \"dd_pct\": -10.492510347428219, \"calmar\": -0.705849686757731, \"cagr_pct\": -7.406135142034459, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.946057204587781, \"sortino\": -1.1040119403598676}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.81915289808842, \"dd_pct\": -8.956578798751147, \"calmar\": -1.7533898953147915, \"cagr_pct\": -15.704374762320954, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.9867549668874174, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4992959953309253, \"sortino\": -2.9743413712814752}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 34.80156135395966, \"dd_pct\": -18.50931918894482, \"calmar\": 0.19923742926453927, \"cagr_pct\": 3.6877491726421727, \"entries\": 54, \"exits\": 54, \"exposure_pct\": 1.6600265604249667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44571115870038386, \"sortino\": 0.7706506065767368}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.674832640429099, \"dd_pct\": -7.751060481799243, \"calmar\": 0.43113486565589443, \"cagr_pct\": 3.341752419511229, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.0425909494232475, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46583461589919006, \"sortino\": 0.725840702164719}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 21.79965231292993, \"dd_pct\": -18.50931918894486, \"calmar\": 0.2104435105949993, \"cagr_pct\": 3.895166108844942, \"entries\": 40, \"exits\": 40, \"exposure_pct\": 2.029177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44017651842333805, \"sortino\": 0.7962421048894669}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.673281782074488, \"dd_pct\": -4.476824569069448, \"calmar\": 1.2756746908156908, \"cagr_pct\": 5.710971797983758, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.585014409221902, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.688111710049544, \"sortino\": 1.9953297059931132}]", "Additional_Threshold_Budget": 0, "Total Trades": 54, "Total P&L %": 34.80156135395966, "Sharpe Ratio": 0.44571115870038386, "Sortino Ratio": 0.7706506065767368, "Calmar Ratio": 0.19923742926453927, "P&L/DD Ratio": 1.8802183375143164, "Max Drawdown %": -18.50931918894482, "% In Market": 1.6600265604249667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.43113486565589443, "Sub1_Sortino": 0.725840702164719, "Sub1_Trades": 14, "Sub2_Calmar": 0.2104435105949993, "Sub2_Sortino": 0.7962421048894669, "Sub2_Trades": 40, "WFO_Score": 2.544154530198187, "WFO_Min_Fold": -0.705849686757731, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.794159, -0.70585]", "OOS_Total Trades": 3, "OOS_Total P&L %": 2.673281782074488, "OOS_Sortino Ratio": 1.9953297059931132, "OOS_Calmar Ratio": 1.2756746908156908, "OOS_Max Drawdown %": -4.476824569069448, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9d5a20c5dd999ffd311822c2ac0b03cda77a22954454a1989905a7a9fc6a80a5", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": -539.95, "i_long_exit_activation_confirmation_threshold": -110.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "e9d099e63b3414877373699a4b5c291e71717c159d4de853252f4a19a4b4da29", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 12.572164933674234, \"dd_pct\": -5.778437643094758, \"calmar\": 2.1772833929115807, \"cagr_pct\": 12.581296317285354, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.095890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9467406705786137, \"sortino\": 2.4890923098883935}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.460998730807428, \"dd_pct\": -3.6538423194113046, \"calmar\": -0.4001245637347962, \"cagr_pct\": -1.4619920640101842, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3200857572563383, \"sortino\": -0.37722177074022545}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 7.508997902003833, \"dd_pct\": -6.891384533871769, \"calmar\": 1.090394765581066, \"cagr_pct\": 7.5143296233400925, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8167243988615519, \"sortino\": 1.7589653608242317}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 18.36691285445977, \"dd_pct\": -4.349895687140859, \"calmar\": 5.794158747154105, \"cagr_pct\": 25.203986144855122, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 3.923357664233577, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8230475546032037, \"sortino\": 3.505785246389985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -7.401258320955995, \"dd_pct\": -10.492510347428219, \"calmar\": -0.705849686757731, \"cagr_pct\": -7.406135142034459, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.946057204587781, \"sortino\": -1.1040119403598676}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.81915289808842, \"dd_pct\": -8.956578798751147, \"calmar\": -1.7533898953147915, \"cagr_pct\": -15.704374762320954, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.9867549668874174, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4992959953309253, \"sortino\": -2.9743413712814752}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 34.80156135395966, \"dd_pct\": -18.50931918894482, \"calmar\": 0.19923742926453927, \"cagr_pct\": 3.6877491726421727, \"entries\": 54, \"exits\": 54, \"exposure_pct\": 1.6600265604249667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44571115870038386, \"sortino\": 0.7706506065767368}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.674832640429099, \"dd_pct\": -7.751060481799243, \"calmar\": 0.43113486565589443, \"cagr_pct\": 3.341752419511229, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.0425909494232475, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46583461589919006, \"sortino\": 0.725840702164719}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 21.79965231292993, \"dd_pct\": -18.50931918894486, \"calmar\": 0.2104435105949993, \"cagr_pct\": 3.895166108844942, \"entries\": 40, \"exits\": 40, \"exposure_pct\": 2.029177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44017651842333805, \"sortino\": 0.7962421048894669}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.673281782074488, \"dd_pct\": -4.476824569069448, \"calmar\": 1.2756746908156908, \"cagr_pct\": 5.710971797983758, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.585014409221902, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.688111710049544, \"sortino\": 1.9953297059931132}]", "Additional_Threshold_Budget": 0, "Total Trades": 54, "Total P&L %": 34.80156135395966, "Sharpe Ratio": 0.44571115870038386, "Sortino Ratio": 0.7706506065767368, "Calmar Ratio": 0.19923742926453927, "P&L/DD Ratio": 1.8802183375143164, "Max Drawdown %": -18.50931918894482, "% In Market": 1.6600265604249667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.43113486565589443, "Sub1_Sortino": 0.725840702164719, "Sub1_Trades": 14, "Sub2_Calmar": 0.2104435105949993, "Sub2_Sortino": 0.7962421048894669, "Sub2_Trades": 40, "WFO_Score": 2.544154530198187, "WFO_Min_Fold": -0.705849686757731, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.794159, -0.70585]", "OOS_Total Trades": 3, "OOS_Total P&L %": 2.673281782074488, "OOS_Sortino Ratio": 1.9953297059931132, "OOS_Calmar Ratio": 1.2756746908156908, "OOS_Max Drawdown %": -4.476824569069448, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 35, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9d5a20c5dd999ffd311822c2ac0b03cda77a22954454a1989905a7a9fc6a80a5", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": -539.0, "i_long_exit_activation_confirmation_threshold": -110.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "12898f89445980dad544376d6530c1786f00d9d4b98ee4639391fd3306d11c70", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 12.572164933674234, \"dd_pct\": -5.778437643094758, \"calmar\": 2.1772833929115807, \"cagr_pct\": 12.581296317285354, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.095890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9467406705786137, \"sortino\": 2.4890923098883935}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.460998730807428, \"dd_pct\": -3.6538423194113046, \"calmar\": -0.4001245637347962, \"cagr_pct\": -1.4619920640101842, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3200857572563383, \"sortino\": -0.37722177074022545}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 7.508997902003833, \"dd_pct\": -6.891384533871769, \"calmar\": 1.090394765581066, \"cagr_pct\": 7.5143296233400925, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8167243988615519, \"sortino\": 1.7589653608242317}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 15.76586309932473, \"dd_pct\": -4.3498956871408705, \"calmar\": 4.954123669022896, \"cagr_pct\": 21.549921181445196, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 3.7408759124087596, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.658627931435869, \"sortino\": 3.100174218112649}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -7.401258320955995, \"dd_pct\": -10.492510347428219, \"calmar\": -0.705849686757731, \"cagr_pct\": -7.406135142034459, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.946057204587781, \"sortino\": -1.1040119403598676}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.81915289808842, \"dd_pct\": -8.956578798751147, \"calmar\": -1.7533898953147915, \"cagr_pct\": -15.704374762320954, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.9867549668874174, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4992959953309253, \"sortino\": -2.9743413712814752}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 31.839368966779034, \"dd_pct\": -18.50931918894484, \"calmar\": 0.18416366887255226, \"cagr_pct\": 3.4087441301692145, \"entries\": 54, \"exits\": 54, \"exposure_pct\": 1.643426294820717, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4184642172982712, \"sortino\": 0.7195487137207924}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.674832640429099, \"dd_pct\": -7.751060481799243, \"calmar\": 0.43113486565589443, \"cagr_pct\": 3.341752419511229, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.0425909494232475, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46583461589919006, \"sortino\": 0.725840702164719}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 19.123169939738084, \"dd_pct\": -18.50931918894485, \"calmar\": 0.18632871939153153, \"cagr_pct\": 3.448817741285195, \"entries\": 40, \"exits\": 40, \"exposure_pct\": 2.0026525198938994, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3992629448087162, \"sortino\": 0.7169727898071934}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.673281782074488, \"dd_pct\": -4.476824569069448, \"calmar\": 1.2756746908156908, \"cagr_pct\": 5.710971797983758, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.585014409221902, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.688111710049544, \"sortino\": 1.9953297059931132}]", "Additional_Threshold_Budget": 0, "Total Trades": 54, "Total P&L %": 31.839368966779034, "Sharpe Ratio": 0.4184642172982712, "Sortino Ratio": 0.7195487137207924, "Calmar Ratio": 0.18416366887255226, "P&L/DD Ratio": 1.7201804475766944, "Max Drawdown %": -18.50931918894484, "% In Market": 1.643426294820717, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.43113486565589443, "Sub1_Sortino": 0.725840702164719, "Sub1_Trades": 14, "Sub2_Calmar": 0.18632871939153153, "Sub2_Sortino": 0.7169727898071934, "Sub2_Trades": 40, "WFO_Score": 2.1241369911325823, "WFO_Min_Fold": -0.705849686757731, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[4.954124, -0.70585]", "OOS_Total Trades": 3, "OOS_Total P&L %": 2.673281782074488, "OOS_Sortino Ratio": 1.9953297059931132, "OOS_Calmar Ratio": 1.2756746908156908, "OOS_Max Drawdown %": -4.476824569069448, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9d5a20c5dd999ffd311822c2ac0b03cda77a22954454a1989905a7a9fc6a80a5", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -111.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "0ca1e7df3132f7b78f4e2e39804ea358fd345e0280b116fbd94be372bf9df249", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 12.572164933674234, \"dd_pct\": -5.778437643094758, \"calmar\": 2.1772833929115807, \"cagr_pct\": 12.581296317285354, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.095890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9467406705786137, \"sortino\": 2.4890923098883935}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.460998730807428, \"dd_pct\": -3.6538423194113046, \"calmar\": -0.4001245637347962, \"cagr_pct\": -1.4619920640101842, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3200857572563383, \"sortino\": -0.37722177074022545}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 7.508997902003833, \"dd_pct\": -6.891384533871769, \"calmar\": 1.090394765581066, \"cagr_pct\": 7.5143296233400925, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8167243988615519, \"sortino\": 1.7589653608242317}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 18.36691285445977, \"dd_pct\": -4.349895687140859, \"calmar\": 5.794158747154105, \"cagr_pct\": 25.203986144855122, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 3.923357664233577, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8230475546032037, \"sortino\": 3.505785246389985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -7.401258320955995, \"dd_pct\": -10.492510347428219, \"calmar\": -0.705849686757731, \"cagr_pct\": -7.406135142034459, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.946057204587781, \"sortino\": -1.1040119403598676}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.81915289808842, \"dd_pct\": -8.956578798751147, \"calmar\": -1.7533898953147915, \"cagr_pct\": -15.704374762320954, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.9867549668874174, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4992959953309253, \"sortino\": -2.9743413712814752}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 34.80156135395966, \"dd_pct\": -18.50931918894482, \"calmar\": 0.19923742926453927, \"cagr_pct\": 3.6877491726421727, \"entries\": 54, \"exits\": 54, \"exposure_pct\": 1.6600265604249667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44571115870038386, \"sortino\": 0.7706506065767368}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.674832640429099, \"dd_pct\": -7.751060481799243, \"calmar\": 0.43113486565589443, \"cagr_pct\": 3.341752419511229, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.0425909494232475, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46583461589919006, \"sortino\": 0.725840702164719}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 21.79965231292993, \"dd_pct\": -18.50931918894486, \"calmar\": 0.2104435105949993, \"cagr_pct\": 3.895166108844942, \"entries\": 40, \"exits\": 40, \"exposure_pct\": 2.029177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44017651842333805, \"sortino\": 0.7962421048894669}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.673281782074488, \"dd_pct\": -4.476824569069448, \"calmar\": 1.2756746908156908, \"cagr_pct\": 5.710971797983758, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.585014409221902, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.688111710049544, \"sortino\": 1.9953297059931132}]", "Additional_Threshold_Budget": 0, "Total Trades": 54, "Total P&L %": 34.80156135395966, "Sharpe Ratio": 0.44571115870038386, "Sortino Ratio": 0.7706506065767368, "Calmar Ratio": 0.19923742926453927, "P&L/DD Ratio": 1.8802183375143164, "Max Drawdown %": -18.50931918894482, "% In Market": 1.6600265604249667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.43113486565589443, "Sub1_Sortino": 0.725840702164719, "Sub1_Trades": 14, "Sub2_Calmar": 0.2104435105949993, "Sub2_Sortino": 0.7962421048894669, "Sub2_Trades": 40, "WFO_Score": 2.544154530198187, "WFO_Min_Fold": -0.705849686757731, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.794159, -0.70585]", "OOS_Total Trades": 3, "OOS_Total P&L %": 2.673281782074488, "OOS_Sortino Ratio": 1.9953297059931132, "OOS_Calmar Ratio": 1.2756746908156908, "OOS_Max Drawdown %": -4.476824569069448, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9d5a20c5dd999ffd311822c2ac0b03cda77a22954454a1989905a7a9fc6a80a5", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -110.05, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "c82b10da0aafc9002ab5357486dbfbb64262c7013a3662d0523b2395d2c21b87", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 12.572164933674234, \"dd_pct\": -5.778437643094758, \"calmar\": 2.1772833929115807, \"cagr_pct\": 12.581296317285354, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.095890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9467406705786137, \"sortino\": 2.4890923098883935}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.460998730807428, \"dd_pct\": -3.6538423194113046, \"calmar\": -0.4001245637347962, \"cagr_pct\": -1.4619920640101842, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3200857572563383, \"sortino\": -0.37722177074022545}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 7.508997902003833, \"dd_pct\": -6.891384533871769, \"calmar\": 1.090394765581066, \"cagr_pct\": 7.5143296233400925, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8167243988615519, \"sortino\": 1.7589653608242317}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 18.36691285445977, \"dd_pct\": -4.349895687140859, \"calmar\": 5.794158747154105, \"cagr_pct\": 25.203986144855122, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 3.923357664233577, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8230475546032037, \"sortino\": 3.505785246389985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -7.401258320955995, \"dd_pct\": -10.492510347428219, \"calmar\": -0.705849686757731, \"cagr_pct\": -7.406135142034459, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.946057204587781, \"sortino\": -1.1040119403598676}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.81915289808842, \"dd_pct\": -8.956578798751147, \"calmar\": -1.7533898953147915, \"cagr_pct\": -15.704374762320954, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.9867549668874174, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4992959953309253, \"sortino\": -2.9743413712814752}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 34.80156135395966, \"dd_pct\": -18.50931918894482, \"calmar\": 0.19923742926453927, \"cagr_pct\": 3.6877491726421727, \"entries\": 54, \"exits\": 54, \"exposure_pct\": 1.6600265604249667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44571115870038386, \"sortino\": 0.7706506065767368}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.674832640429099, \"dd_pct\": -7.751060481799243, \"calmar\": 0.43113486565589443, \"cagr_pct\": 3.341752419511229, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.0425909494232475, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46583461589919006, \"sortino\": 0.725840702164719}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 21.79965231292993, \"dd_pct\": -18.50931918894486, \"calmar\": 0.2104435105949993, \"cagr_pct\": 3.895166108844942, \"entries\": 40, \"exits\": 40, \"exposure_pct\": 2.029177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44017651842333805, \"sortino\": 0.7962421048894669}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.673281782074488, \"dd_pct\": -4.476824569069448, \"calmar\": 1.2756746908156908, \"cagr_pct\": 5.710971797983758, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.585014409221902, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.688111710049544, \"sortino\": 1.9953297059931132}]", "Additional_Threshold_Budget": 0, "Total Trades": 54, "Total P&L %": 34.80156135395966, "Sharpe Ratio": 0.44571115870038386, "Sortino Ratio": 0.7706506065767368, "Calmar Ratio": 0.19923742926453927, "P&L/DD Ratio": 1.8802183375143164, "Max Drawdown %": -18.50931918894482, "% In Market": 1.6600265604249667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.43113486565589443, "Sub1_Sortino": 0.725840702164719, "Sub1_Trades": 14, "Sub2_Calmar": 0.2104435105949993, "Sub2_Sortino": 0.7962421048894669, "Sub2_Trades": 40, "WFO_Score": 2.544154530198187, "WFO_Min_Fold": -0.705849686757731, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.794159, -0.70585]", "OOS_Total Trades": 3, "OOS_Total P&L %": 2.673281782074488, "OOS_Sortino Ratio": 1.9953297059931132, "OOS_Calmar Ratio": 1.2756746908156908, "OOS_Max Drawdown %": -4.476824569069448, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9d5a20c5dd999ffd311822c2ac0b03cda77a22954454a1989905a7a9fc6a80a5", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -109.95, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "9c2156620af282b7658a382f8a4bfc5afd04acb01c2ced94be0ba44b3376d18f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 12.572164933674234, \"dd_pct\": -5.778437643094758, \"calmar\": 2.1772833929115807, \"cagr_pct\": 12.581296317285354, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.095890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9467406705786137, \"sortino\": 2.4890923098883935}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.460998730807428, \"dd_pct\": -3.6538423194113046, \"calmar\": -0.4001245637347962, \"cagr_pct\": -1.4619920640101842, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3200857572563383, \"sortino\": -0.37722177074022545}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 7.508997902003833, \"dd_pct\": -6.891384533871769, \"calmar\": 1.090394765581066, \"cagr_pct\": 7.5143296233400925, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8167243988615519, \"sortino\": 1.7589653608242317}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 18.36691285445977, \"dd_pct\": -4.349895687140859, \"calmar\": 5.794158747154105, \"cagr_pct\": 25.203986144855122, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 3.923357664233577, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8230475546032037, \"sortino\": 3.505785246389985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -7.401258320955995, \"dd_pct\": -10.492510347428219, \"calmar\": -0.705849686757731, \"cagr_pct\": -7.406135142034459, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.946057204587781, \"sortino\": -1.1040119403598676}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.81915289808842, \"dd_pct\": -8.956578798751147, \"calmar\": -1.7533898953147915, \"cagr_pct\": -15.704374762320954, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.9867549668874174, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4992959953309253, \"sortino\": -2.9743413712814752}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 34.80156135395966, \"dd_pct\": -18.50931918894482, \"calmar\": 0.19923742926453927, \"cagr_pct\": 3.6877491726421727, \"entries\": 54, \"exits\": 54, \"exposure_pct\": 1.6600265604249667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44571115870038386, \"sortino\": 0.7706506065767368}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.674832640429099, \"dd_pct\": -7.751060481799243, \"calmar\": 0.43113486565589443, \"cagr_pct\": 3.341752419511229, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.0425909494232475, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46583461589919006, \"sortino\": 0.725840702164719}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 21.79965231292993, \"dd_pct\": -18.50931918894486, \"calmar\": 0.2104435105949993, \"cagr_pct\": 3.895166108844942, \"entries\": 40, \"exits\": 40, \"exposure_pct\": 2.029177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44017651842333805, \"sortino\": 0.7962421048894669}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.673281782074488, \"dd_pct\": -4.476824569069448, \"calmar\": 1.2756746908156908, \"cagr_pct\": 5.710971797983758, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.585014409221902, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.688111710049544, \"sortino\": 1.9953297059931132}]", "Additional_Threshold_Budget": 0, "Total Trades": 54, "Total P&L %": 34.80156135395966, "Sharpe Ratio": 0.44571115870038386, "Sortino Ratio": 0.7706506065767368, "Calmar Ratio": 0.19923742926453927, "P&L/DD Ratio": 1.8802183375143164, "Max Drawdown %": -18.50931918894482, "% In Market": 1.6600265604249667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.43113486565589443, "Sub1_Sortino": 0.725840702164719, "Sub1_Trades": 14, "Sub2_Calmar": 0.2104435105949993, "Sub2_Sortino": 0.7962421048894669, "Sub2_Trades": 40, "WFO_Score": 2.544154530198187, "WFO_Min_Fold": -0.705849686757731, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.794159, -0.70585]", "OOS_Total Trades": 3, "OOS_Total P&L %": 2.673281782074488, "OOS_Sortino Ratio": 1.9953297059931132, "OOS_Calmar Ratio": 1.2756746908156908, "OOS_Max Drawdown %": -4.476824569069448, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9d5a20c5dd999ffd311822c2ac0b03cda77a22954454a1989905a7a9fc6a80a5", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -109.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "36b28c70cfbf0924d716ecd73d6a3c94dae7dbb385ba1129529d040eb5e3c9a8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 12.572164933674234, \"dd_pct\": -5.778437643094758, \"calmar\": 2.1772833929115807, \"cagr_pct\": 12.581296317285354, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.095890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9467406705786137, \"sortino\": 2.4890923098883935}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.460998730807428, \"dd_pct\": -3.6538423194113046, \"calmar\": -0.4001245637347962, \"cagr_pct\": -1.4619920640101842, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3200857572563383, \"sortino\": -0.37722177074022545}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 7.508997902003833, \"dd_pct\": -6.891384533871769, \"calmar\": 1.090394765581066, \"cagr_pct\": 7.5143296233400925, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8167243988615519, \"sortino\": 1.7589653608242317}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 18.36691285445977, \"dd_pct\": -4.349895687140859, \"calmar\": 5.794158747154105, \"cagr_pct\": 25.203986144855122, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 3.923357664233577, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8230475546032037, \"sortino\": 3.505785246389985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -7.401258320955995, \"dd_pct\": -10.492510347428219, \"calmar\": -0.705849686757731, \"cagr_pct\": -7.406135142034459, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 2.054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.946057204587781, \"sortino\": -1.1040119403598676}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.81915289808842, \"dd_pct\": -8.956578798751147, \"calmar\": -1.7533898953147915, \"cagr_pct\": -15.704374762320954, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.9867549668874174, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4992959953309253, \"sortino\": -2.9743413712814752}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 34.80156135395966, \"dd_pct\": -18.50931918894482, \"calmar\": 0.19923742926453927, \"cagr_pct\": 3.6877491726421727, \"entries\": 54, \"exits\": 54, \"exposure_pct\": 1.6600265604249667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44571115870038386, \"sortino\": 0.7706506065767368}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.674832640429099, \"dd_pct\": -7.751060481799243, \"calmar\": 0.43113486565589443, \"cagr_pct\": 3.341752419511229, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.0425909494232475, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46583461589919006, \"sortino\": 0.725840702164719}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 21.79965231292993, \"dd_pct\": -18.50931918894486, \"calmar\": 0.2104435105949993, \"cagr_pct\": 3.895166108844942, \"entries\": 40, \"exits\": 40, \"exposure_pct\": 2.029177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44017651842333805, \"sortino\": 0.7962421048894669}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.673281782074488, \"dd_pct\": -4.476824569069448, \"calmar\": 1.2756746908156908, \"cagr_pct\": 5.710971797983758, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.585014409221902, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.688111710049544, \"sortino\": 1.9953297059931132}]", "Additional_Threshold_Budget": 0, "Total Trades": 54, "Total P&L %": 34.80156135395966, "Sharpe Ratio": 0.44571115870038386, "Sortino Ratio": 0.7706506065767368, "Calmar Ratio": 0.19923742926453927, "P&L/DD Ratio": 1.8802183375143164, "Max Drawdown %": -18.50931918894482, "% In Market": 1.6600265604249667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.43113486565589443, "Sub1_Sortino": 0.725840702164719, "Sub1_Trades": 14, "Sub2_Calmar": 0.2104435105949993, "Sub2_Sortino": 0.7962421048894669, "Sub2_Trades": 40, "WFO_Score": 2.544154530198187, "WFO_Min_Fold": -0.705849686757731, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.794159, -0.70585]", "OOS_Total Trades": 3, "OOS_Total P&L %": 2.673281782074488, "OOS_Sortino Ratio": 1.9953297059931132, "OOS_Calmar Ratio": 1.2756746908156908, "OOS_Max Drawdown %": -4.476824569069448, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9d5a20c5dd999ffd311822c2ac0b03cda77a22954454a1989905a7a9fc6a80a5", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -390.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": 600.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "afbc1f55b223f47aed02926dad6f6453e779c4bcef3e198d817471fd67c3bc3a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 75.48435944148642, \"dd_pct\": -49.44235521546452, \"calmar\": 1.5280818891669978, \"cagr_pct\": 75.55196756251279, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1219864336361514, \"sortino\": 1.6485634994751042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.51688531852605, \"dd_pct\": -74.90721555854395, \"calmar\": -0.9417188766951373, \"cagr_pct\": -70.54153889215253, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7929649138341985, \"sortino\": -2.396156144227979}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -38.0375886166798, \"dd_pct\": -46.88644273545164, \"calmar\": -1.4627163336452345, \"cagr_pct\": -68.58156561566706, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2318427811650974, \"sortino\": -2.8958338021969188}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 213.83478565750735, \"dd_pct\": -84.2822416266794, \"calmar\": 0.17651198467875787, \"cagr_pct\": 14.8768257426998, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 91.26826029216467, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5326523881637483, \"sortino\": 0.7584175739360839}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 41.86665157023719, \"dd_pct\": -84.2822416266794, \"calmar\": 0.1423938831193034, \"cagr_pct\": 12.001275663222273, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 84.67169476486247, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5098092349605525, \"sortino\": 0.7180762947116079}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 121.21815252834769, \"dd_pct\": -81.112619040702, \"calmar\": 0.2050383631876334, \"cagr_pct\": 16.631198641967604, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.21220159151194, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5545363625619156, \"sortino\": 0.797651575593811}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 213.83478565750735, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.2822416266794, "% In Market": 91.26826029216467, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1418aaaf6c70c2067181a5dc46bc4d65b5e89a7260fdbf54364c2ceea042c58d", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -391.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": 600.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "8c11854e7a915cf37739b7c11dc0e0ad30223d81c4a3dfe528ed727aada7d8a5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 75.48435944148642, \"dd_pct\": -49.44235521546452, \"calmar\": 1.5280818891669978, \"cagr_pct\": 75.55196756251279, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1219864336361514, \"sortino\": 1.6485634994751042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.51688531852605, \"dd_pct\": -74.90721555854395, \"calmar\": -0.9417188766951373, \"cagr_pct\": -70.54153889215253, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7929649138341985, \"sortino\": -2.396156144227979}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -38.0375886166798, \"dd_pct\": -46.88644273545164, \"calmar\": -1.4627163336452345, \"cagr_pct\": -68.58156561566706, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2318427811650974, \"sortino\": -2.8958338021969188}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 247.33915740862278, \"dd_pct\": -82.6042452932563, \"calmar\": 0.19730941987961578, \"cagr_pct\": 16.29859571840588, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 91.20185922974767, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.552824625821298, \"sortino\": 0.7877244138535758}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.01205052063394, \"dd_pct\": -82.6042452932563, \"calmar\": 0.19060047785214232, \"cagr_pct\": 15.744408625510228, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 84.49423247559893, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5573676476132645, \"sortino\": 0.7862150021138031}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 121.21815252834769, \"dd_pct\": -81.112619040702, \"calmar\": 0.2050383631876334, \"cagr_pct\": 16.631198641967604, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.21220159151194, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5545363625619156, \"sortino\": 0.797651575593811}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 247.33915740862278, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -82.6042452932563, "% In Market": 91.20185922974767, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1418aaaf6c70c2067181a5dc46bc4d65b5e89a7260fdbf54364c2ceea042c58d", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -390.05, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": 600.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "48942d4d71af91b2746513e5485c4538499cbb00b5fa4f063036c698b628b3a5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 75.48435944148642, \"dd_pct\": -49.44235521546452, \"calmar\": 1.5280818891669978, \"cagr_pct\": 75.55196756251279, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1219864336361514, \"sortino\": 1.6485634994751042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.51688531852605, \"dd_pct\": -74.90721555854395, \"calmar\": -0.9417188766951373, \"cagr_pct\": -70.54153889215253, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7929649138341985, \"sortino\": -2.396156144227979}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -38.0375886166798, \"dd_pct\": -46.88644273545164, \"calmar\": -1.4627163336452345, \"cagr_pct\": -68.58156561566706, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2318427811650974, \"sortino\": -2.8958338021969188}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 213.83478565750735, \"dd_pct\": -84.2822416266794, \"calmar\": 0.17651198467875787, \"cagr_pct\": 14.8768257426998, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 91.26826029216467, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5326523881637483, \"sortino\": 0.7584175739360839}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 41.86665157023719, \"dd_pct\": -84.2822416266794, \"calmar\": 0.1423938831193034, \"cagr_pct\": 12.001275663222273, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 84.67169476486247, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5098092349605525, \"sortino\": 0.7180762947116079}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 121.21815252834769, \"dd_pct\": -81.112619040702, \"calmar\": 0.2050383631876334, \"cagr_pct\": 16.631198641967604, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.21220159151194, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5545363625619156, \"sortino\": 0.797651575593811}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 213.83478565750735, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.2822416266794, "% In Market": 91.26826029216467, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1418aaaf6c70c2067181a5dc46bc4d65b5e89a7260fdbf54364c2ceea042c58d", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -389.95, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": 600.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "9b86d9d0bd815f6120f398f48f2629861dd59154fc3fde9b79aa4d5476456d57", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 75.48435944148642, \"dd_pct\": -49.44235521546452, \"calmar\": 1.5280818891669978, \"cagr_pct\": 75.55196756251279, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1219864336361514, \"sortino\": 1.6485634994751042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.51688531852605, \"dd_pct\": -74.90721555854395, \"calmar\": -0.9417188766951373, \"cagr_pct\": -70.54153889215253, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7929649138341985, \"sortino\": -2.396156144227979}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -38.0375886166798, \"dd_pct\": -46.88644273545164, \"calmar\": -1.4627163336452345, \"cagr_pct\": -68.58156561566706, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2318427811650974, \"sortino\": -2.8958338021969188}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 213.83478565750735, \"dd_pct\": -84.2822416266794, \"calmar\": 0.17651198467875787, \"cagr_pct\": 14.8768257426998, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 91.26826029216467, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5326523881637483, \"sortino\": 0.7584175739360839}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 41.86665157023719, \"dd_pct\": -84.2822416266794, \"calmar\": 0.1423938831193034, \"cagr_pct\": 12.001275663222273, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 84.67169476486247, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5098092349605525, \"sortino\": 0.7180762947116079}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 121.21815252834769, \"dd_pct\": -81.112619040702, \"calmar\": 0.2050383631876334, \"cagr_pct\": 16.631198641967604, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.21220159151194, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5545363625619156, \"sortino\": 0.797651575593811}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 213.83478565750735, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.2822416266794, "% In Market": 91.26826029216467, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1418aaaf6c70c2067181a5dc46bc4d65b5e89a7260fdbf54364c2ceea042c58d", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -389.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": 600.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "d326a7647892b095c3752b8b9a157e33247592b4b40cda426931c1c48900e7a8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 75.48435944148642, \"dd_pct\": -49.44235521546452, \"calmar\": 1.5280818891669978, \"cagr_pct\": 75.55196756251279, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1219864336361514, \"sortino\": 1.6485634994751042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.51688531852605, \"dd_pct\": -74.90721555854395, \"calmar\": -0.9417188766951373, \"cagr_pct\": -70.54153889215253, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7929649138341985, \"sortino\": -2.396156144227979}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -38.0375886166798, \"dd_pct\": -46.88644273545164, \"calmar\": -1.4627163336452345, \"cagr_pct\": -68.58156561566706, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2318427811650974, \"sortino\": -2.8958338021969188}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 213.83478565750735, \"dd_pct\": -84.2822416266794, \"calmar\": 0.17651198467875787, \"cagr_pct\": 14.8768257426998, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 91.26826029216467, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5326523881637483, \"sortino\": 0.7584175739360839}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 41.86665157023719, \"dd_pct\": -84.2822416266794, \"calmar\": 0.1423938831193034, \"cagr_pct\": 12.001275663222273, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 84.67169476486247, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5098092349605525, \"sortino\": 0.7180762947116079}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 121.21815252834769, \"dd_pct\": -81.112619040702, \"calmar\": 0.2050383631876334, \"cagr_pct\": 16.631198641967604, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.21220159151194, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5545363625619156, \"sortino\": 0.797651575593811}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 213.83478565750735, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.2822416266794, "% In Market": 91.26826029216467, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1418aaaf6c70c2067181a5dc46bc4d65b5e89a7260fdbf54364c2ceea042c58d", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -390.0, "i_long_exit_activation_threshold": 709.0, "i_long_exit_activation_confirmation_threshold": 600.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "6cf8aaf709f00b6aeb08f08d7db0814871407ada49f9f7d6b64aa9fc0726f2f1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 75.48435944148642, \"dd_pct\": -49.44235521546452, \"calmar\": 1.5280818891669978, \"cagr_pct\": 75.55196756251279, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1219864336361514, \"sortino\": 1.6485634994751042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.51688531852605, \"dd_pct\": -74.90721555854395, \"calmar\": -0.9417188766951373, \"cagr_pct\": -70.54153889215253, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7929649138341985, \"sortino\": -2.396156144227979}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -38.0375886166798, \"dd_pct\": -46.88644273545164, \"calmar\": -1.4627163336452345, \"cagr_pct\": -68.58156561566706, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2318427811650974, \"sortino\": -2.8958338021969188}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 213.83478565750735, \"dd_pct\": -84.2822416266794, \"calmar\": 0.17651198467875787, \"cagr_pct\": 14.8768257426998, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 91.26826029216467, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5326523881637483, \"sortino\": 0.7584175739360839}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 41.86665157023719, \"dd_pct\": -84.2822416266794, \"calmar\": 0.1423938831193034, \"cagr_pct\": 12.001275663222273, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 84.67169476486247, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5098092349605525, \"sortino\": 0.7180762947116079}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 121.21815252834769, \"dd_pct\": -81.112619040702, \"calmar\": 0.2050383631876334, \"cagr_pct\": 16.631198641967604, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.21220159151194, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5545363625619156, \"sortino\": 0.797651575593811}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 213.83478565750735, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.2822416266794, "% In Market": 91.26826029216467, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1418aaaf6c70c2067181a5dc46bc4d65b5e89a7260fdbf54364c2ceea042c58d", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -390.0, "i_long_exit_activation_threshold": 709.95, "i_long_exit_activation_confirmation_threshold": 600.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "15000d9fbf1a9f9b903809dc81942a60bf7a0d37767fc7c782541361f9dd8a74", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 75.48435944148642, \"dd_pct\": -49.44235521546452, \"calmar\": 1.5280818891669978, \"cagr_pct\": 75.55196756251279, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1219864336361514, \"sortino\": 1.6485634994751042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.51688531852605, \"dd_pct\": -74.90721555854395, \"calmar\": -0.9417188766951373, \"cagr_pct\": -70.54153889215253, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7929649138341985, \"sortino\": -2.396156144227979}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -38.0375886166798, \"dd_pct\": -46.88644273545164, \"calmar\": -1.4627163336452345, \"cagr_pct\": -68.58156561566706, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2318427811650974, \"sortino\": -2.8958338021969188}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 213.83478565750735, \"dd_pct\": -84.2822416266794, \"calmar\": 0.17651198467875787, \"cagr_pct\": 14.8768257426998, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 91.26826029216467, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5326523881637483, \"sortino\": 0.7584175739360839}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 41.86665157023719, \"dd_pct\": -84.2822416266794, \"calmar\": 0.1423938831193034, \"cagr_pct\": 12.001275663222273, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 84.67169476486247, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5098092349605525, \"sortino\": 0.7180762947116079}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 121.21815252834769, \"dd_pct\": -81.112619040702, \"calmar\": 0.2050383631876334, \"cagr_pct\": 16.631198641967604, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.21220159151194, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5545363625619156, \"sortino\": 0.797651575593811}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 213.83478565750735, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.2822416266794, "% In Market": 91.26826029216467, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1418aaaf6c70c2067181a5dc46bc4d65b5e89a7260fdbf54364c2ceea042c58d", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -390.0, "i_long_exit_activation_threshold": 710.05, "i_long_exit_activation_confirmation_threshold": 600.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "f22568c54208583ce42ef154298868c6c616b2e4c281e3e3a6fdd4dec55c1420", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 75.48435944148642, \"dd_pct\": -49.44235521546452, \"calmar\": 1.5280818891669978, \"cagr_pct\": 75.55196756251279, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1219864336361514, \"sortino\": 1.6485634994751042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.51688531852605, \"dd_pct\": -74.90721555854395, \"calmar\": -0.9417188766951373, \"cagr_pct\": -70.54153889215253, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7929649138341985, \"sortino\": -2.396156144227979}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -38.0375886166798, \"dd_pct\": -46.88644273545164, \"calmar\": -1.4627163336452345, \"cagr_pct\": -68.58156561566706, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2318427811650974, \"sortino\": -2.8958338021969188}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 213.83478565750735, \"dd_pct\": -84.2822416266794, \"calmar\": 0.17651198467875787, \"cagr_pct\": 14.8768257426998, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 91.26826029216467, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5326523881637483, \"sortino\": 0.7584175739360839}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 41.86665157023719, \"dd_pct\": -84.2822416266794, \"calmar\": 0.1423938831193034, \"cagr_pct\": 12.001275663222273, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 84.67169476486247, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5098092349605525, \"sortino\": 0.7180762947116079}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 121.21815252834769, \"dd_pct\": -81.112619040702, \"calmar\": 0.2050383631876334, \"cagr_pct\": 16.631198641967604, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.21220159151194, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5545363625619156, \"sortino\": 0.797651575593811}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 213.83478565750735, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.2822416266794, "% In Market": 91.26826029216467, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1418aaaf6c70c2067181a5dc46bc4d65b5e89a7260fdbf54364c2ceea042c58d", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -390.0, "i_long_exit_activation_threshold": 711.0, "i_long_exit_activation_confirmation_threshold": 600.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "b1897ea62282f79d6ba3b1ed01525e9938c98796778acd8da4de43bc6294030b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 75.48435944148642, \"dd_pct\": -49.44235521546452, \"calmar\": 1.5280818891669978, \"cagr_pct\": 75.55196756251279, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1219864336361514, \"sortino\": 1.6485634994751042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.51688531852605, \"dd_pct\": -74.90721555854395, \"calmar\": -0.9417188766951373, \"cagr_pct\": -70.54153889215253, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7929649138341985, \"sortino\": -2.396156144227979}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -38.0375886166798, \"dd_pct\": -46.88644273545164, \"calmar\": -1.4627163336452345, \"cagr_pct\": -68.58156561566706, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2318427811650974, \"sortino\": -2.8958338021969188}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 213.83478565750735, \"dd_pct\": -84.2822416266794, \"calmar\": 0.17651198467875787, \"cagr_pct\": 14.8768257426998, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 91.26826029216467, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5326523881637483, \"sortino\": 0.7584175739360839}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 41.86665157023719, \"dd_pct\": -84.2822416266794, \"calmar\": 0.1423938831193034, \"cagr_pct\": 12.001275663222273, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 84.67169476486247, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5098092349605525, \"sortino\": 0.7180762947116079}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 121.21815252834769, \"dd_pct\": -81.112619040702, \"calmar\": 0.2050383631876334, \"cagr_pct\": 16.631198641967604, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.21220159151194, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5545363625619156, \"sortino\": 0.797651575593811}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 213.83478565750735, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.2822416266794, "% In Market": 91.26826029216467, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1418aaaf6c70c2067181a5dc46bc4d65b5e89a7260fdbf54364c2ceea042c58d", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -390.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": 599.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "67e73c8cec9b0c779e255d0a3067345be78e03cf1acbc799fe7da2691682eb90", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 75.48435944148642, \"dd_pct\": -49.44235521546452, \"calmar\": 1.5280818891669978, \"cagr_pct\": 75.55196756251279, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1219864336361514, \"sortino\": 1.6485634994751042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.51688531852605, \"dd_pct\": -74.90721555854395, \"calmar\": -0.9417188766951373, \"cagr_pct\": -70.54153889215253, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7929649138341985, \"sortino\": -2.396156144227979}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -38.0375886166798, \"dd_pct\": -46.88644273545164, \"calmar\": -1.4627163336452345, \"cagr_pct\": -68.58156561566706, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2318427811650974, \"sortino\": -2.8958338021969188}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 213.83478565750735, \"dd_pct\": -84.2822416266794, \"calmar\": 0.17651198467875787, \"cagr_pct\": 14.8768257426998, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 91.26826029216467, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5326523881637483, \"sortino\": 0.7584175739360839}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 41.86665157023719, \"dd_pct\": -84.2822416266794, \"calmar\": 0.1423938831193034, \"cagr_pct\": 12.001275663222273, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 84.67169476486247, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5098092349605525, \"sortino\": 0.7180762947116079}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 121.21815252834769, \"dd_pct\": -81.112619040702, \"calmar\": 0.2050383631876334, \"cagr_pct\": 16.631198641967604, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.21220159151194, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5545363625619156, \"sortino\": 0.797651575593811}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 213.83478565750735, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.2822416266794, "% In Market": 91.26826029216467, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1418aaaf6c70c2067181a5dc46bc4d65b5e89a7260fdbf54364c2ceea042c58d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -390.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": 599.95, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "695f405276de264c3837721d43354f13589e1d7c158044acea05bc7ad869b670", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 75.48435944148642, \"dd_pct\": -49.44235521546452, \"calmar\": 1.5280818891669978, \"cagr_pct\": 75.55196756251279, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1219864336361514, \"sortino\": 1.6485634994751042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.51688531852605, \"dd_pct\": -74.90721555854395, \"calmar\": -0.9417188766951373, \"cagr_pct\": -70.54153889215253, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7929649138341985, \"sortino\": -2.396156144227979}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -38.0375886166798, \"dd_pct\": -46.88644273545164, \"calmar\": -1.4627163336452345, \"cagr_pct\": -68.58156561566706, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2318427811650974, \"sortino\": -2.8958338021969188}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 213.83478565750735, \"dd_pct\": -84.2822416266794, \"calmar\": 0.17651198467875787, \"cagr_pct\": 14.8768257426998, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 91.26826029216467, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5326523881637483, \"sortino\": 0.7584175739360839}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 41.86665157023719, \"dd_pct\": -84.2822416266794, \"calmar\": 0.1423938831193034, \"cagr_pct\": 12.001275663222273, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 84.67169476486247, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5098092349605525, \"sortino\": 0.7180762947116079}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 121.21815252834769, \"dd_pct\": -81.112619040702, \"calmar\": 0.2050383631876334, \"cagr_pct\": 16.631198641967604, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.21220159151194, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5545363625619156, \"sortino\": 0.797651575593811}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 213.83478565750735, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.2822416266794, "% In Market": 91.26826029216467, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1418aaaf6c70c2067181a5dc46bc4d65b5e89a7260fdbf54364c2ceea042c58d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -390.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": 600.05, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "0caed5a6fc19a5783670d86f995d13d5fdef70cbc0ed5e82809e842fa314687f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 75.48435944148642, \"dd_pct\": -49.44235521546452, \"calmar\": 1.5280818891669978, \"cagr_pct\": 75.55196756251279, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1219864336361514, \"sortino\": 1.6485634994751042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.51688531852605, \"dd_pct\": -74.90721555854395, \"calmar\": -0.9417188766951373, \"cagr_pct\": -70.54153889215253, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7929649138341985, \"sortino\": -2.396156144227979}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -38.0375886166798, \"dd_pct\": -46.88644273545164, \"calmar\": -1.4627163336452345, \"cagr_pct\": -68.58156561566706, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2318427811650974, \"sortino\": -2.8958338021969188}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 213.83478565750735, \"dd_pct\": -84.2822416266794, \"calmar\": 0.17651198467875787, \"cagr_pct\": 14.8768257426998, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 91.26826029216467, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5326523881637483, \"sortino\": 0.7584175739360839}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 41.86665157023719, \"dd_pct\": -84.2822416266794, \"calmar\": 0.1423938831193034, \"cagr_pct\": 12.001275663222273, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 84.67169476486247, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5098092349605525, \"sortino\": 0.7180762947116079}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 121.21815252834769, \"dd_pct\": -81.112619040702, \"calmar\": 0.2050383631876334, \"cagr_pct\": 16.631198641967604, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.21220159151194, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5545363625619156, \"sortino\": 0.797651575593811}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 213.83478565750735, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.2822416266794, "% In Market": 91.26826029216467, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1418aaaf6c70c2067181a5dc46bc4d65b5e89a7260fdbf54364c2ceea042c58d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -390.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": 601.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "1aa20b404ec0480dbab591bc7bb2ed7611917d1f65297c5cc931ab62b652b2b3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 75.48435944148642, \"dd_pct\": -49.44235521546452, \"calmar\": 1.5280818891669978, \"cagr_pct\": 75.55196756251279, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1219864336361514, \"sortino\": 1.6485634994751042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.51688531852605, \"dd_pct\": -74.90721555854395, \"calmar\": -0.9417188766951373, \"cagr_pct\": -70.54153889215253, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7929649138341985, \"sortino\": -2.396156144227979}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -38.0375886166798, \"dd_pct\": -46.88644273545164, \"calmar\": -1.4627163336452345, \"cagr_pct\": -68.58156561566706, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2318427811650974, \"sortino\": -2.8958338021969188}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 213.83478565750735, \"dd_pct\": -84.2822416266794, \"calmar\": 0.17651198467875787, \"cagr_pct\": 14.8768257426998, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 91.26826029216467, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5326523881637483, \"sortino\": 0.7584175739360839}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 41.86665157023719, \"dd_pct\": -84.2822416266794, \"calmar\": 0.1423938831193034, \"cagr_pct\": 12.001275663222273, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 84.67169476486247, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5098092349605525, \"sortino\": 0.7180762947116079}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 121.21815252834769, \"dd_pct\": -81.112619040702, \"calmar\": 0.2050383631876334, \"cagr_pct\": 16.631198641967604, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.21220159151194, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5545363625619156, \"sortino\": 0.797651575593811}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 213.83478565750735, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.2822416266794, "% In Market": 91.26826029216467, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1418aaaf6c70c2067181a5dc46bc4d65b5e89a7260fdbf54364c2ceea042c58d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 525.0, "i_long_exit_activation_threshold": -570.0, "i_long_exit_activation_confirmation_threshold": -680.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "cf64e4c64fe3aeff81e4e24f80a3103953ed8e50ae591a84db1ab7277cd29e07", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 101, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f93345decc1b425f1203ecbd8ac81c3d4fdebe3ff0494e28240f66abb2312184", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 524.0, "i_long_exit_activation_threshold": -570.0, "i_long_exit_activation_confirmation_threshold": -680.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "3cc19af184c1554b122b192eb9b9b17522c89cbaf1e9a51666451c08c080762e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 101, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f93345decc1b425f1203ecbd8ac81c3d4fdebe3ff0494e28240f66abb2312184", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 524.95, "i_long_exit_activation_threshold": -570.0, "i_long_exit_activation_confirmation_threshold": -680.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "15886a6fda1db49c4b73dfed72ce45433c308c8e3751149c4cf4360c8d811dd4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 101, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f93345decc1b425f1203ecbd8ac81c3d4fdebe3ff0494e28240f66abb2312184", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 525.05, "i_long_exit_activation_threshold": -570.0, "i_long_exit_activation_confirmation_threshold": -680.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "5a3b4c6eabba9e690a8093af31fe9a20c9fc03f17a988eb195069ab665285506", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 101, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f93345decc1b425f1203ecbd8ac81c3d4fdebe3ff0494e28240f66abb2312184", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 526.0, "i_long_exit_activation_threshold": -570.0, "i_long_exit_activation_confirmation_threshold": -680.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "2b16cf76ea68dfa9c0a0c85c77a27a18a54572d1bb574d1c71f8b5042876a9fa", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 101, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f93345decc1b425f1203ecbd8ac81c3d4fdebe3ff0494e28240f66abb2312184", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 525.0, "i_long_exit_activation_threshold": -571.0, "i_long_exit_activation_confirmation_threshold": -680.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "0d21a4868c8cdabe8812961be563682c705b24248f1408711c013bed0196bc18", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 98, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f93345decc1b425f1203ecbd8ac81c3d4fdebe3ff0494e28240f66abb2312184", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 525.0, "i_long_exit_activation_threshold": -570.05, "i_long_exit_activation_confirmation_threshold": -680.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "995e7a507763ea8df4c933f5d28a81f8bc99ccd1a0f0750c2154db3e188f6d6d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 102, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f93345decc1b425f1203ecbd8ac81c3d4fdebe3ff0494e28240f66abb2312184", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 525.0, "i_long_exit_activation_threshold": -569.95, "i_long_exit_activation_confirmation_threshold": -680.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "6a1e2e7e3668ed16f20c7eda75ede9b12ffabc7aaa70a49244b3111eed052902", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 101, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f93345decc1b425f1203ecbd8ac81c3d4fdebe3ff0494e28240f66abb2312184", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 525.0, "i_long_exit_activation_threshold": -569.0, "i_long_exit_activation_confirmation_threshold": -680.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "c1214f8561529133a45e9dfb1970375212ed14b3c7826e5498e5ff6c7f3ff904", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 114, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f93345decc1b425f1203ecbd8ac81c3d4fdebe3ff0494e28240f66abb2312184", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 525.0, "i_long_exit_activation_threshold": -570.0, "i_long_exit_activation_confirmation_threshold": -681.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "812415741ec77f50612def2e63de63eba07ff29105b0906c0b9065a0e9d7dc92", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 102, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f93345decc1b425f1203ecbd8ac81c3d4fdebe3ff0494e28240f66abb2312184", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 525.0, "i_long_exit_activation_threshold": -570.0, "i_long_exit_activation_confirmation_threshold": -680.05, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "d08282a51705d4684c0254ab29ddcf4fdf5e001a2e474434f557060b4af74912", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 99, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f93345decc1b425f1203ecbd8ac81c3d4fdebe3ff0494e28240f66abb2312184", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 525.0, "i_long_exit_activation_threshold": -570.0, "i_long_exit_activation_confirmation_threshold": -679.95, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "56419390f272f7f1f136d1e3626f243c8e4017e80e769713136ae5a32126f96c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 104, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f93345decc1b425f1203ecbd8ac81c3d4fdebe3ff0494e28240f66abb2312184", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 525.0, "i_long_exit_activation_threshold": -570.0, "i_long_exit_activation_confirmation_threshold": -679.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "c3ce5b2f0da584e88638a149870ee87db95b26d43fe99cfce189eb493d7dcb71", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 9, "Fragile_1.0": 104, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f93345decc1b425f1203ecbd8ac81c3d4fdebe3ff0494e28240f66abb2312184", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -405.0, "i_long_exit_activation_threshold": -740.0, "i_long_exit_activation_confirmation_threshold": 180.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "3f9d73c234237305ad7986aa5d4241712b96dc374e5ede23aadfde7b343f40e0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 15.363856793316621, \"dd_pct\": -46.00652324402079, \"calmar\": 0.33419500866322777, \"cagr_pct\": 15.375150434100519, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 31.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5336776783478137, \"sortino\": 0.8027993180423156}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -35.403380284971256, \"dd_pct\": -36.42564216449307, \"calmar\": -0.9724663832078198, \"cagr_pct\": -35.422712491726834, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 35.06849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9016136584366508, \"sortino\": -1.2864404108089356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 46.31961598075567, \"dd_pct\": -27.799257143579926, \"calmar\": 1.6675901214755662, \"cagr_pct\": 46.35776659699295, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 27.26027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.611692648504093, \"sortino\": 2.9198745393934633}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.21705350647023, \"dd_pct\": -28.15082235607771, \"calmar\": 1.1398977816731142, \"cagr_pct\": 32.08905995596689, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 46.25912408759124, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9272441054667363, \"sortino\": 1.308140002980843}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.784250507687291, \"dd_pct\": -26.615122279436765, \"calmar\": -0.5558339208168787, \"cagr_pct\": -14.793587769599997, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 30.753424657534246, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.46035647956005127, \"sortino\": -0.6432834922646026}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -26.3579406307611, \"dd_pct\": -36.00307113049917, \"calmar\": -1.452422127289887, \"cagr_pct\": -52.29165716032873, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 27.81456953642384, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.1141922727465237, \"sortino\": -3.815751275358003}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -26.82466405689864, \"dd_pct\": -74.9079225578662, \"calmar\": -0.049613275264323235, \"cagr_pct\": -3.7164273813420237, \"entries\": 232, \"exits\": 231, \"exposure_pct\": 35.64077025232404, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.133145249697293, \"sortino\": 0.1934299632644946}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -13.210736893429853, \"dd_pct\": -74.9079225578662, \"calmar\": -0.05991509443129627, \"cagr_pct\": -4.488115253706781, \"entries\": 79, \"exits\": 78, \"exposure_pct\": 39.818101153504884, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.18407029066142036, \"sortino\": 0.2652445723307311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.686188217489704, \"dd_pct\": -59.735749129258174, \"calmar\": -0.05444105527202388, \"cagr_pct\": -3.2520772200616963, \"entries\": 153, \"exits\": 153, \"exposure_pct\": 33.143236074270554, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.09303470091889862, \"sortino\": 0.13662646252483396}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.3215548719492274, \"dd_pct\": -19.263671512697258, \"calmar\": 0.2569633090530251, \"cagr_pct\": 4.95005677641318, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 43.0835734870317, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3142628303011388, \"sortino\": 0.5138641797182085}]", "Additional_Threshold_Budget": 0, "Total Trades": 232, "Total P&L %": -26.82466405689864, "Sharpe Ratio": 0.133145249697293, "Sortino Ratio": 0.1934299632644946, "Calmar Ratio": -0.049613275264323235, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.9079225578662, "% In Market": 35.64077025232404, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05991509443129627, "Sub1_Sortino": 0.2652445723307311, "Sub1_Trades": 79, "Sub2_Calmar": -0.05444105527202388, "Sub2_Sortino": 0.13662646252483396, "Sub2_Trades": 153, "WFO_Score": 0.026826746749553765, "WFO_Min_Fold": -1.452422127289887, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.334195, -0.972466, 1.66759, 1.139898, -0.555834, -1.452422]", "OOS_Total Trades": 19, "OOS_Total P&L %": 2.3215548719492274, "OOS_Sortino Ratio": 0.5138641797182085, "OOS_Calmar Ratio": 0.2569633090530251, "OOS_Max Drawdown %": -19.263671512697258, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 105, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e875c1e0fd50f3ad8ebb56a5cb850ecb52c2749a00689f4d79d71d7adcc8614", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -406.0, "i_long_exit_activation_threshold": -740.0, "i_long_exit_activation_confirmation_threshold": 180.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "b4214f979238ebf24c68a37cfc6ecb18088b5248ea3c9e4009e20d21ee52019a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 15.363856793316621, \"dd_pct\": -46.00652324402079, \"calmar\": 0.33419500866322777, \"cagr_pct\": 15.375150434100519, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 31.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5336776783478137, \"sortino\": 0.8027993180423156}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -35.403380284971256, \"dd_pct\": -36.42564216449307, \"calmar\": -0.9724663832078198, \"cagr_pct\": -35.422712491726834, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 35.06849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9016136584366508, \"sortino\": -1.2864404108089356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 46.31961598075567, \"dd_pct\": -27.799257143579926, \"calmar\": 1.6675901214755662, \"cagr_pct\": 46.35776659699295, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 27.26027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.611692648504093, \"sortino\": 2.9198745393934633}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.21705350647023, \"dd_pct\": -28.15082235607771, \"calmar\": 1.1398977816731142, \"cagr_pct\": 32.08905995596689, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 46.25912408759124, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9272441054667363, \"sortino\": 1.308140002980843}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.784250507687291, \"dd_pct\": -26.615122279436765, \"calmar\": -0.5558339208168787, \"cagr_pct\": -14.793587769599997, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 30.753424657534246, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.46035647956005127, \"sortino\": -0.6432834922646026}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -26.3579406307611, \"dd_pct\": -36.00307113049917, \"calmar\": -1.452422127289887, \"cagr_pct\": -52.29165716032873, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 27.81456953642384, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.1141922727465237, \"sortino\": -3.815751275358003}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.198308598656663, \"dd_pct\": -74.9079225578662, \"calmar\": -0.05256366205180358, \"cagr_pct\": -3.937434726334353, \"entries\": 232, \"exits\": 231, \"exposure_pct\": 35.682270916334666, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.12796486939874485, \"sortino\": 0.1858855978723322}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -14.83994154296151, \"dd_pct\": -74.9079225578662, \"calmar\": -0.06772204050262293, \"cagr_pct\": -5.072917365431157, \"entries\": 79, \"exits\": 78, \"exposure_pct\": 39.92901508429459, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.17278059072039972, \"sortino\": 0.24893423602919562}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.686188217489704, \"dd_pct\": -59.735749129258174, \"calmar\": -0.05444105527202388, \"cagr_pct\": -3.2520772200616963, \"entries\": 153, \"exits\": 153, \"exposure_pct\": 33.143236074270554, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.09303470091889862, \"sortino\": 0.13662646252483396}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.3215548719492274, \"dd_pct\": -19.263671512697258, \"calmar\": 0.2569633090530251, \"cagr_pct\": 4.95005677641318, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 43.0835734870317, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3142628303011388, \"sortino\": 0.5138641797182085}]", "Additional_Threshold_Budget": 0, "Total Trades": 232, "Total P&L %": -28.198308598656663, "Sharpe Ratio": 0.12796486939874485, "Sortino Ratio": 0.1858855978723322, "Calmar Ratio": -0.05256366205180358, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.9079225578662, "% In Market": 35.682270916334666, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.06772204050262293, "Sub1_Sortino": 0.24893423602919562, "Sub1_Trades": 79, "Sub2_Calmar": -0.05444105527202388, "Sub2_Sortino": 0.13662646252483396, "Sub2_Trades": 153, "WFO_Score": 0.026826746749553765, "WFO_Min_Fold": -1.452422127289887, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.334195, -0.972466, 1.66759, 1.139898, -0.555834, -1.452422]", "OOS_Total Trades": 19, "OOS_Total P&L %": 2.3215548719492274, "OOS_Sortino Ratio": 0.5138641797182085, "OOS_Calmar Ratio": 0.2569633090530251, "OOS_Max Drawdown %": -19.263671512697258, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 95, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e875c1e0fd50f3ad8ebb56a5cb850ecb52c2749a00689f4d79d71d7adcc8614", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -405.05, "i_long_exit_activation_threshold": -740.0, "i_long_exit_activation_confirmation_threshold": 180.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "ccb7bb3543fc2b1882bfd091053e564bdbd1923dc6f241f1018ecd93a7b2ea8e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 15.363856793316621, \"dd_pct\": -46.00652324402079, \"calmar\": 0.33419500866322777, \"cagr_pct\": 15.375150434100519, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 31.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5336776783478137, \"sortino\": 0.8027993180423156}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -35.403380284971256, \"dd_pct\": -36.42564216449307, \"calmar\": -0.9724663832078198, \"cagr_pct\": -35.422712491726834, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 35.06849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9016136584366508, \"sortino\": -1.2864404108089356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 46.31961598075567, \"dd_pct\": -27.799257143579926, \"calmar\": 1.6675901214755662, \"cagr_pct\": 46.35776659699295, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 27.26027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.611692648504093, \"sortino\": 2.9198745393934633}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.21705350647023, \"dd_pct\": -28.15082235607771, \"calmar\": 1.1398977816731142, \"cagr_pct\": 32.08905995596689, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 46.25912408759124, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9272441054667363, \"sortino\": 1.308140002980843}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.784250507687291, \"dd_pct\": -26.615122279436765, \"calmar\": -0.5558339208168787, \"cagr_pct\": -14.793587769599997, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 30.753424657534246, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.46035647956005127, \"sortino\": -0.6432834922646026}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -26.3579406307611, \"dd_pct\": -36.00307113049917, \"calmar\": -1.452422127289887, \"cagr_pct\": -52.29165716032873, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 27.81456953642384, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.1141922727465237, \"sortino\": -3.815751275358003}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -26.82466405689864, \"dd_pct\": -74.9079225578662, \"calmar\": -0.049613275264323235, \"cagr_pct\": -3.7164273813420237, \"entries\": 232, \"exits\": 231, \"exposure_pct\": 35.64077025232404, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.133145249697293, \"sortino\": 0.1934299632644946}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -13.210736893429853, \"dd_pct\": -74.9079225578662, \"calmar\": -0.05991509443129627, \"cagr_pct\": -4.488115253706781, \"entries\": 79, \"exits\": 78, \"exposure_pct\": 39.818101153504884, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.18407029066142036, \"sortino\": 0.2652445723307311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.686188217489704, \"dd_pct\": -59.735749129258174, \"calmar\": -0.05444105527202388, \"cagr_pct\": -3.2520772200616963, \"entries\": 153, \"exits\": 153, \"exposure_pct\": 33.143236074270554, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.09303470091889862, \"sortino\": 0.13662646252483396}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.3215548719492274, \"dd_pct\": -19.263671512697258, \"calmar\": 0.2569633090530251, \"cagr_pct\": 4.95005677641318, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 43.0835734870317, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3142628303011388, \"sortino\": 0.5138641797182085}]", "Additional_Threshold_Budget": 0, "Total Trades": 232, "Total P&L %": -26.82466405689864, "Sharpe Ratio": 0.133145249697293, "Sortino Ratio": 0.1934299632644946, "Calmar Ratio": -0.049613275264323235, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.9079225578662, "% In Market": 35.64077025232404, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05991509443129627, "Sub1_Sortino": 0.2652445723307311, "Sub1_Trades": 79, "Sub2_Calmar": -0.05444105527202388, "Sub2_Sortino": 0.13662646252483396, "Sub2_Trades": 153, "WFO_Score": 0.026826746749553765, "WFO_Min_Fold": -1.452422127289887, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.334195, -0.972466, 1.66759, 1.139898, -0.555834, -1.452422]", "OOS_Total Trades": 19, "OOS_Total P&L %": 2.3215548719492274, "OOS_Sortino Ratio": 0.5138641797182085, "OOS_Calmar Ratio": 0.2569633090530251, "OOS_Max Drawdown %": -19.263671512697258, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 107, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e875c1e0fd50f3ad8ebb56a5cb850ecb52c2749a00689f4d79d71d7adcc8614", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -404.95, "i_long_exit_activation_threshold": -740.0, "i_long_exit_activation_confirmation_threshold": 180.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "9f3f80b7821eb4ead8cb0c01097a3f4862a45bdb8c176afccd7bf4c634204c69", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 15.363856793316621, \"dd_pct\": -46.00652324402079, \"calmar\": 0.33419500866322777, \"cagr_pct\": 15.375150434100519, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 31.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5336776783478137, \"sortino\": 0.8027993180423156}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -35.403380284971256, \"dd_pct\": -36.42564216449307, \"calmar\": -0.9724663832078198, \"cagr_pct\": -35.422712491726834, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 35.06849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9016136584366508, \"sortino\": -1.2864404108089356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 46.31961598075567, \"dd_pct\": -27.799257143579926, \"calmar\": 1.6675901214755662, \"cagr_pct\": 46.35776659699295, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 27.26027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.611692648504093, \"sortino\": 2.9198745393934633}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.21705350647023, \"dd_pct\": -28.15082235607771, \"calmar\": 1.1398977816731142, \"cagr_pct\": 32.08905995596689, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 46.25912408759124, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9272441054667363, \"sortino\": 1.308140002980843}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.784250507687291, \"dd_pct\": -26.615122279436765, \"calmar\": -0.5558339208168787, \"cagr_pct\": -14.793587769599997, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 30.753424657534246, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.46035647956005127, \"sortino\": -0.6432834922646026}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -26.3579406307611, \"dd_pct\": -36.00307113049917, \"calmar\": -1.452422127289887, \"cagr_pct\": -52.29165716032873, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 27.81456953642384, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.1141922727465237, \"sortino\": -3.815751275358003}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -26.82466405689864, \"dd_pct\": -74.9079225578662, \"calmar\": -0.049613275264323235, \"cagr_pct\": -3.7164273813420237, \"entries\": 232, \"exits\": 231, \"exposure_pct\": 35.64077025232404, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.133145249697293, \"sortino\": 0.1934299632644946}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -13.210736893429853, \"dd_pct\": -74.9079225578662, \"calmar\": -0.05991509443129627, \"cagr_pct\": -4.488115253706781, \"entries\": 79, \"exits\": 78, \"exposure_pct\": 39.818101153504884, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.18407029066142036, \"sortino\": 0.2652445723307311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.686188217489704, \"dd_pct\": -59.735749129258174, \"calmar\": -0.05444105527202388, \"cagr_pct\": -3.2520772200616963, \"entries\": 153, \"exits\": 153, \"exposure_pct\": 33.143236074270554, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.09303470091889862, \"sortino\": 0.13662646252483396}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.3215548719492274, \"dd_pct\": -19.263671512697258, \"calmar\": 0.2569633090530251, \"cagr_pct\": 4.95005677641318, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 43.0835734870317, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3142628303011388, \"sortino\": 0.5138641797182085}]", "Additional_Threshold_Budget": 0, "Total Trades": 232, "Total P&L %": -26.82466405689864, "Sharpe Ratio": 0.133145249697293, "Sortino Ratio": 0.1934299632644946, "Calmar Ratio": -0.049613275264323235, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.9079225578662, "% In Market": 35.64077025232404, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05991509443129627, "Sub1_Sortino": 0.2652445723307311, "Sub1_Trades": 79, "Sub2_Calmar": -0.05444105527202388, "Sub2_Sortino": 0.13662646252483396, "Sub2_Trades": 153, "WFO_Score": 0.026826746749553765, "WFO_Min_Fold": -1.452422127289887, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.334195, -0.972466, 1.66759, 1.139898, -0.555834, -1.452422]", "OOS_Total Trades": 19, "OOS_Total P&L %": 2.3215548719492274, "OOS_Sortino Ratio": 0.5138641797182085, "OOS_Calmar Ratio": 0.2569633090530251, "OOS_Max Drawdown %": -19.263671512697258, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 104, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e875c1e0fd50f3ad8ebb56a5cb850ecb52c2749a00689f4d79d71d7adcc8614", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -404.0, "i_long_exit_activation_threshold": -740.0, "i_long_exit_activation_confirmation_threshold": 180.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "7e390b5547f54cad4c10863567e4ac317dffaa31fca1d2095f98b4cc81cd6689", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.372133680030359, \"dd_pct\": -46.00652324402079, \"calmar\": 0.1821068231878281, \"cagr_pct\": 8.378101793885598, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 31.71232876712329, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.41320299265099664, \"sortino\": 0.617636686827112}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -35.403380284971256, \"dd_pct\": -36.42564216449307, \"calmar\": -0.9724663832078198, \"cagr_pct\": -35.422712491726834, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 35.06849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9016136584366508, \"sortino\": -1.2864404108089356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 53.240204477306904, \"dd_pct\": -27.799257143579847, \"calmar\": 1.9167782469590997, \"cagr_pct\": 53.28501137443621, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 27.054794520547947, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.80995451702987, \"sortino\": 3.3679733723118415}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.21705350647023, \"dd_pct\": -28.15082235607771, \"calmar\": 1.1398977816731142, \"cagr_pct\": 32.08905995596689, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 46.25912408759124, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9272441054667363, \"sortino\": 1.308140002980843}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.784250507687291, \"dd_pct\": -26.615122279436765, \"calmar\": -0.5558339208168787, \"cagr_pct\": -14.793587769599997, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 30.753424657534246, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.46035647956005127, \"sortino\": -0.6432834922646026}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -26.76881474183922, \"dd_pct\": -36.36013177608955, \"calmar\": -1.4557969563934714, \"cagr_pct\": -52.93296917369672, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 27.1523178807947, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.188535483100003, \"sortino\": -3.891860891685393}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.449121501353325, \"dd_pct\": -74.9079225578662, \"calmar\": -0.050948430801626574, \"cagr_pct\": -3.816441108933048, \"entries\": 228, \"exits\": 227, \"exposure_pct\": 35.46646746347942, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.13022611002485954, \"sortino\": 0.18910637673918446}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.045961425924345, \"dd_pct\": -74.9079225578662, \"calmar\": -0.05439415959313835, \"cagr_pct\": -4.074553494403022, \"entries\": 77, \"exits\": 76, \"exposure_pct\": 39.55190771960958, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.19189532462095166, \"sortino\": 0.27660204071358435}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -17.512737703859482, \"dd_pct\": -62.175997758917646, \"calmar\": -0.05889394458390757, \"cagr_pct\": -3.661789766462857, \"entries\": 151, \"exits\": 151, \"exposure_pct\": 33.02387267904509, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08049944608350636, \"sortino\": 0.11805731452633846}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.3215548719492274, \"dd_pct\": -19.263671512697258, \"calmar\": 0.2569633090530251, \"cagr_pct\": 4.95005677641318, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 43.0835734870317, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3142628303011388, \"sortino\": 0.5138641797182085}]", "Additional_Threshold_Budget": 0, "Total Trades": 228, "Total P&L %": -27.449121501353325, "Sharpe Ratio": 0.13022611002485954, "Sortino Ratio": 0.18910637673918446, "Calmar Ratio": -0.050948430801626574, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.9079225578662, "% In Market": 35.46646746347942, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05439415959313835, "Sub1_Sortino": 0.27660204071358435, "Sub1_Trades": 77, "Sub2_Calmar": -0.05889394458390757, "Sub2_Sortino": 0.11805731452633846, "Sub2_Trades": 151, "WFO_Score": 0.042447598566978696, "WFO_Min_Fold": -1.4557969563934714, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.182107, -0.972466, 1.916778, 1.139898, -0.555834, -1.455797]", "OOS_Total Trades": 19, "OOS_Total P&L %": 2.3215548719492274, "OOS_Sortino Ratio": 0.5138641797182085, "OOS_Calmar Ratio": 0.2569633090530251, "OOS_Max Drawdown %": -19.263671512697258, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 104, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e875c1e0fd50f3ad8ebb56a5cb850ecb52c2749a00689f4d79d71d7adcc8614", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -405.0, "i_long_exit_activation_threshold": -741.0, "i_long_exit_activation_confirmation_threshold": 180.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "94b1d360427c08336ae465494783bcfb95dd4b4fe13e63a35545ac9f9e9313da", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 15.363856793316621, \"dd_pct\": -46.00652324402079, \"calmar\": 0.33419500866322777, \"cagr_pct\": 15.375150434100519, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 31.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5336776783478137, \"sortino\": 0.8027993180423156}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -34.299183013101064, \"dd_pct\": -35.338919162692804, \"calmar\": -0.9711129822132522, \"cagr_pct\": -34.31808317627566, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 36.02739726027397, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8552457007661621, \"sortino\": -1.2224284042371072}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 46.31961598075567, \"dd_pct\": -27.799257143579926, \"calmar\": 1.6675901214755662, \"cagr_pct\": 46.35776659699295, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 27.26027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.611692648504093, \"sortino\": 2.9198745393934633}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.21705350647023, \"dd_pct\": -28.15082235607771, \"calmar\": 1.1398977816731142, \"cagr_pct\": 32.08905995596689, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 46.25912408759124, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9272441054667363, \"sortino\": 1.308140002980843}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.784250507687291, \"dd_pct\": -26.615122279436765, \"calmar\": -0.5558339208168787, \"cagr_pct\": -14.793587769599997, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 30.753424657534246, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.46035647956005127, \"sortino\": -0.6432834922646026}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -26.3579406307611, \"dd_pct\": -36.00307113049917, \"calmar\": -1.452422127289887, \"cagr_pct\": -52.29165716032873, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 27.81456953642384, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.1141922727465237, \"sortino\": -3.815751275358003}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.570742531851337, \"dd_pct\": -74.9079225578662, \"calmar\": -0.057778157912722776, \"cagr_pct\": -4.328041778462402, \"entries\": 231, \"exits\": 230, \"exposure_pct\": 35.864873837981406, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.11910023038019528, \"sortino\": 0.1728951093884026}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -19.037703411469455, \"dd_pct\": -74.9079225578662, \"calmar\": -0.0883135565167462, \"cagr_pct\": -6.615385052366165, \"entries\": 79, \"exits\": 78, \"exposure_pct\": 40.10647737355812, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.14309407333186822, \"sortino\": 0.20587360532614912}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -14.244950558894864, \"dd_pct\": -59.047482836664166, \"calmar\": -0.04968569156874841, \"cagr_pct\": -2.9338150201334607, \"entries\": 152, \"exits\": 152, \"exposure_pct\": 33.328912466843505, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.1021488680178837, \"sortino\": 0.15006760492160176}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.3215548719492274, \"dd_pct\": -19.263671512697258, \"calmar\": 0.2569633090530251, \"cagr_pct\": 4.95005677641318, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 43.0835734870317, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3142628303011388, \"sortino\": 0.5138641797182085}]", "Additional_Threshold_Budget": 0, "Total Trades": 231, "Total P&L %": -30.570742531851337, "Sharpe Ratio": 0.11910023038019528, "Sortino Ratio": 0.1728951093884026, "Calmar Ratio": -0.057778157912722776, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.9079225578662, "% In Market": 35.864873837981406, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.0883135565167462, "Sub1_Sortino": 0.20587360532614912, "Sub1_Trades": 79, "Sub2_Calmar": -0.04968569156874841, "Sub2_Sortino": 0.15006760492160176, "Sub2_Trades": 152, "WFO_Score": 0.02705231358198179, "WFO_Min_Fold": -1.452422127289887, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.334195, -0.971113, 1.66759, 1.139898, -0.555834, -1.452422]", "OOS_Total Trades": 19, "OOS_Total P&L %": 2.3215548719492274, "OOS_Sortino Ratio": 0.5138641797182085, "OOS_Calmar Ratio": 0.2569633090530251, "OOS_Max Drawdown %": -19.263671512697258, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 96, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e875c1e0fd50f3ad8ebb56a5cb850ecb52c2749a00689f4d79d71d7adcc8614", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -405.0, "i_long_exit_activation_threshold": -740.05, "i_long_exit_activation_confirmation_threshold": 180.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "c3feedddd37a1fb83a6362d708727c7cbfb2f22c2a9e0d960db23f6badc5bf67", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 15.363856793316621, \"dd_pct\": -46.00652324402079, \"calmar\": 0.33419500866322777, \"cagr_pct\": 15.375150434100519, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 31.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5336776783478137, \"sortino\": 0.8027993180423156}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -35.403380284971256, \"dd_pct\": -36.42564216449307, \"calmar\": -0.9724663832078198, \"cagr_pct\": -35.422712491726834, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 35.06849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9016136584366508, \"sortino\": -1.2864404108089356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 46.31961598075567, \"dd_pct\": -27.799257143579926, \"calmar\": 1.6675901214755662, \"cagr_pct\": 46.35776659699295, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 27.26027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.611692648504093, \"sortino\": 2.9198745393934633}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.21705350647023, \"dd_pct\": -28.15082235607771, \"calmar\": 1.1398977816731142, \"cagr_pct\": 32.08905995596689, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 46.25912408759124, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9272441054667363, \"sortino\": 1.308140002980843}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.784250507687291, \"dd_pct\": -26.615122279436765, \"calmar\": -0.5558339208168787, \"cagr_pct\": -14.793587769599997, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 30.753424657534246, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.46035647956005127, \"sortino\": -0.6432834922646026}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -26.3579406307611, \"dd_pct\": -36.00307113049917, \"calmar\": -1.452422127289887, \"cagr_pct\": -52.29165716032873, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 27.81456953642384, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.1141922727465237, \"sortino\": -3.815751275358003}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -26.82466405689864, \"dd_pct\": -74.9079225578662, \"calmar\": -0.049613275264323235, \"cagr_pct\": -3.7164273813420237, \"entries\": 232, \"exits\": 231, \"exposure_pct\": 35.64077025232404, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.133145249697293, \"sortino\": 0.1934299632644946}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -13.210736893429853, \"dd_pct\": -74.9079225578662, \"calmar\": -0.05991509443129627, \"cagr_pct\": -4.488115253706781, \"entries\": 79, \"exits\": 78, \"exposure_pct\": 39.818101153504884, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.18407029066142036, \"sortino\": 0.2652445723307311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.686188217489704, \"dd_pct\": -59.735749129258174, \"calmar\": -0.05444105527202388, \"cagr_pct\": -3.2520772200616963, \"entries\": 153, \"exits\": 153, \"exposure_pct\": 33.143236074270554, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.09303470091889862, \"sortino\": 0.13662646252483396}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.3215548719492274, \"dd_pct\": -19.263671512697258, \"calmar\": 0.2569633090530251, \"cagr_pct\": 4.95005677641318, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 43.0835734870317, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3142628303011388, \"sortino\": 0.5138641797182085}]", "Additional_Threshold_Budget": 0, "Total Trades": 232, "Total P&L %": -26.82466405689864, "Sharpe Ratio": 0.133145249697293, "Sortino Ratio": 0.1934299632644946, "Calmar Ratio": -0.049613275264323235, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.9079225578662, "% In Market": 35.64077025232404, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05991509443129627, "Sub1_Sortino": 0.2652445723307311, "Sub1_Trades": 79, "Sub2_Calmar": -0.05444105527202388, "Sub2_Sortino": 0.13662646252483396, "Sub2_Trades": 153, "WFO_Score": 0.026826746749553765, "WFO_Min_Fold": -1.452422127289887, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.334195, -0.972466, 1.66759, 1.139898, -0.555834, -1.452422]", "OOS_Total Trades": 19, "OOS_Total P&L %": 2.3215548719492274, "OOS_Sortino Ratio": 0.5138641797182085, "OOS_Calmar Ratio": 0.2569633090530251, "OOS_Max Drawdown %": -19.263671512697258, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 107, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e875c1e0fd50f3ad8ebb56a5cb850ecb52c2749a00689f4d79d71d7adcc8614", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -405.0, "i_long_exit_activation_threshold": -739.95, "i_long_exit_activation_confirmation_threshold": 180.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "5949681416a4cda47a4ac0a5a5caf9fe5e36a714a07232440fb235ba10dc6c80", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 15.363856793316621, \"dd_pct\": -46.00652324402079, \"calmar\": 0.33419500866322777, \"cagr_pct\": 15.375150434100519, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 31.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5336776783478137, \"sortino\": 0.8027993180423156}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -35.403380284971256, \"dd_pct\": -36.42564216449307, \"calmar\": -0.9724663832078198, \"cagr_pct\": -35.422712491726834, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 35.06849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9016136584366508, \"sortino\": -1.2864404108089356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 46.31961598075567, \"dd_pct\": -27.799257143579926, \"calmar\": 1.6675901214755662, \"cagr_pct\": 46.35776659699295, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 27.26027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.611692648504093, \"sortino\": 2.9198745393934633}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.21705350647023, \"dd_pct\": -28.15082235607771, \"calmar\": 1.1398977816731142, \"cagr_pct\": 32.08905995596689, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 46.25912408759124, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9272441054667363, \"sortino\": 1.308140002980843}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.784250507687291, \"dd_pct\": -26.615122279436765, \"calmar\": -0.5558339208168787, \"cagr_pct\": -14.793587769599997, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 30.753424657534246, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.46035647956005127, \"sortino\": -0.6432834922646026}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -26.3579406307611, \"dd_pct\": -36.00307113049917, \"calmar\": -1.452422127289887, \"cagr_pct\": -52.29165716032873, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 27.81456953642384, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.1141922727465237, \"sortino\": -3.815751275358003}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -26.82466405689864, \"dd_pct\": -74.9079225578662, \"calmar\": -0.049613275264323235, \"cagr_pct\": -3.7164273813420237, \"entries\": 232, \"exits\": 231, \"exposure_pct\": 35.64077025232404, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.133145249697293, \"sortino\": 0.1934299632644946}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -13.210736893429853, \"dd_pct\": -74.9079225578662, \"calmar\": -0.05991509443129627, \"cagr_pct\": -4.488115253706781, \"entries\": 79, \"exits\": 78, \"exposure_pct\": 39.818101153504884, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.18407029066142036, \"sortino\": 0.2652445723307311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.686188217489704, \"dd_pct\": -59.735749129258174, \"calmar\": -0.05444105527202388, \"cagr_pct\": -3.2520772200616963, \"entries\": 153, \"exits\": 153, \"exposure_pct\": 33.143236074270554, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.09303470091889862, \"sortino\": 0.13662646252483396}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.3215548719492274, \"dd_pct\": -19.263671512697258, \"calmar\": 0.2569633090530251, \"cagr_pct\": 4.95005677641318, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 43.0835734870317, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3142628303011388, \"sortino\": 0.5138641797182085}]", "Additional_Threshold_Budget": 0, "Total Trades": 232, "Total P&L %": -26.82466405689864, "Sharpe Ratio": 0.133145249697293, "Sortino Ratio": 0.1934299632644946, "Calmar Ratio": -0.049613275264323235, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.9079225578662, "% In Market": 35.64077025232404, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05991509443129627, "Sub1_Sortino": 0.2652445723307311, "Sub1_Trades": 79, "Sub2_Calmar": -0.05444105527202388, "Sub2_Sortino": 0.13662646252483396, "Sub2_Trades": 153, "WFO_Score": 0.026826746749553765, "WFO_Min_Fold": -1.452422127289887, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.334195, -0.972466, 1.66759, 1.139898, -0.555834, -1.452422]", "OOS_Total Trades": 19, "OOS_Total P&L %": 2.3215548719492274, "OOS_Sortino Ratio": 0.5138641797182085, "OOS_Calmar Ratio": 0.2569633090530251, "OOS_Max Drawdown %": -19.263671512697258, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 107, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e875c1e0fd50f3ad8ebb56a5cb850ecb52c2749a00689f4d79d71d7adcc8614", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -405.0, "i_long_exit_activation_threshold": -739.0, "i_long_exit_activation_confirmation_threshold": 180.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "d4bfce9a98fc70a169914ad61a652d8e342ea289a0b242c164df1d3ceb93371d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 15.363856793316621, \"dd_pct\": -46.00652324402079, \"calmar\": 0.33419500866322777, \"cagr_pct\": 15.375150434100519, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 31.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5336776783478137, \"sortino\": 0.8027993180423156}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -36.09677949743823, \"dd_pct\": -37.10806811573798, \"calmar\": -0.9732755772567878, \"cagr_pct\": -36.11637641622909, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9297437736536249, \"sortino\": -1.3255997745361034}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 45.22698389323985, \"dd_pct\": -27.780019083327367, \"calmar\": 1.6293762692200244, \"cagr_pct\": 45.264103852853026, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 26.78082191780822, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5842521386554158, \"sortino\": 2.87004131057413}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.21705350647023, \"dd_pct\": -28.15082235607771, \"calmar\": 1.1398977816731142, \"cagr_pct\": 32.08905995596689, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 46.25912408759124, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9272441054667363, \"sortino\": 1.308140002980843}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.296848703766841, \"dd_pct\": -26.19538858003757, \"calmar\": -0.5461230160359176, \"cagr_pct\": -14.30590461756295, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 30.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.4394687361643641, \"sortino\": -0.6143397342311673}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -26.3579406307611, \"dd_pct\": -36.00307113049917, \"calmar\": -1.452422127289887, \"cagr_pct\": -52.29165716032873, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 27.81456953642384, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.1141922727465237, \"sortino\": -3.815751275358003}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.103808443897204, \"dd_pct\": -74.9079225578662, \"calmar\": -0.05235910779262803, \"cagr_pct\": -3.922111991729149, \"entries\": 233, \"exits\": 232, \"exposure_pct\": 35.49136786188579, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1281963592840817, \"sortino\": 0.18623558536136184}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -13.647976259693973, \"dd_pct\": -74.9079225578662, \"calmar\": -0.062000497989439865, \"cagr_pct\": -4.644328501942101, \"entries\": 80, \"exits\": 79, \"exposure_pct\": 39.72937000887312, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1809564392531753, \"sortino\": 0.2607781247257928}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -16.740582974265173, \"dd_pct\": -60.167957501267644, \"calmar\": -0.05796614312629235, \"cagr_pct\": -3.4877044361351555, \"entries\": 153, \"exits\": 153, \"exposure_pct\": 32.95755968169761, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08630177316346685, \"sortino\": 0.1267181492669893}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.603581449396609, \"dd_pct\": -19.263671512697258, \"calmar\": 0.40166117007639085, \"cagr_pct\": 7.737468839757218, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 42.93948126801153, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4154257707427541, \"sortino\": 0.6842065360672783}]", "Additional_Threshold_Budget": 0, "Total Trades": 233, "Total P&L %": -28.103808443897204, "Sharpe Ratio": 0.1281963592840817, "Sortino Ratio": 0.18623558536136184, "Calmar Ratio": -0.05235910779262803, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.9079225578662, "% In Market": 35.49136786188579, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.062000497989439865, "Sub1_Sortino": 0.2607781247257928, "Sub1_Trades": 80, "Sub2_Calmar": -0.05796614312629235, "Sub2_Sortino": 0.1267181492669893, "Sub2_Trades": 153, "WFO_Score": 0.021941389828962283, "WFO_Min_Fold": -1.452422127289887, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.334195, -0.973276, 1.629376, 1.139898, -0.546123, -1.452422]", "OOS_Total Trades": 19, "OOS_Total P&L %": 3.603581449396609, "OOS_Sortino Ratio": 0.6842065360672783, "OOS_Calmar Ratio": 0.40166117007639085, "OOS_Max Drawdown %": -19.263671512697258, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 106, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e875c1e0fd50f3ad8ebb56a5cb850ecb52c2749a00689f4d79d71d7adcc8614", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -405.0, "i_long_exit_activation_threshold": -740.0, "i_long_exit_activation_confirmation_threshold": 179.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "61b0cb9bbfc4feab35efba32fa7caa7b2e636ef79465cfe7140150da33bbed48", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 15.363856793316621, \"dd_pct\": -46.00652324402079, \"calmar\": 0.33419500866322777, \"cagr_pct\": 15.375150434100519, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 31.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5336776783478137, \"sortino\": 0.8027993180423156}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -35.403380284971256, \"dd_pct\": -36.42564216449307, \"calmar\": -0.9724663832078198, \"cagr_pct\": -35.422712491726834, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 35.06849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9016136584366508, \"sortino\": -1.2864404108089356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 46.31961598075567, \"dd_pct\": -27.799257143579926, \"calmar\": 1.6675901214755662, \"cagr_pct\": 46.35776659699295, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 27.26027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.611692648504093, \"sortino\": 2.9198745393934633}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.21705350647023, \"dd_pct\": -28.15082235607771, \"calmar\": 1.1398977816731142, \"cagr_pct\": 32.08905995596689, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 46.25912408759124, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9272441054667363, \"sortino\": 1.308140002980843}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.784250507687291, \"dd_pct\": -26.615122279436765, \"calmar\": -0.5558339208168787, \"cagr_pct\": -14.793587769599997, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 30.753424657534246, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.46035647956005127, \"sortino\": -0.6432834922646026}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -26.3579406307611, \"dd_pct\": -36.00307113049917, \"calmar\": -1.452422127289887, \"cagr_pct\": -52.29165716032873, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 27.81456953642384, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.1141922727465237, \"sortino\": -3.815751275358003}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -26.82466405689864, \"dd_pct\": -74.9079225578662, \"calmar\": -0.049613275264323235, \"cagr_pct\": -3.7164273813420237, \"entries\": 232, \"exits\": 231, \"exposure_pct\": 35.64077025232404, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.133145249697293, \"sortino\": 0.1934299632644946}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -13.210736893429853, \"dd_pct\": -74.9079225578662, \"calmar\": -0.05991509443129627, \"cagr_pct\": -4.488115253706781, \"entries\": 79, \"exits\": 78, \"exposure_pct\": 39.818101153504884, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.18407029066142036, \"sortino\": 0.2652445723307311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.686188217489704, \"dd_pct\": -59.735749129258174, \"calmar\": -0.05444105527202388, \"cagr_pct\": -3.2520772200616963, \"entries\": 153, \"exits\": 153, \"exposure_pct\": 33.143236074270554, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.09303470091889862, \"sortino\": 0.13662646252483396}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.3215548719492274, \"dd_pct\": -19.263671512697258, \"calmar\": 0.2569633090530251, \"cagr_pct\": 4.95005677641318, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 43.0835734870317, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3142628303011388, \"sortino\": 0.5138641797182085}]", "Additional_Threshold_Budget": 0, "Total Trades": 232, "Total P&L %": -26.82466405689864, "Sharpe Ratio": 0.133145249697293, "Sortino Ratio": 0.1934299632644946, "Calmar Ratio": -0.049613275264323235, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.9079225578662, "% In Market": 35.64077025232404, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05991509443129627, "Sub1_Sortino": 0.2652445723307311, "Sub1_Trades": 79, "Sub2_Calmar": -0.05444105527202388, "Sub2_Sortino": 0.13662646252483396, "Sub2_Trades": 153, "WFO_Score": 0.026826746749553765, "WFO_Min_Fold": -1.452422127289887, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.334195, -0.972466, 1.66759, 1.139898, -0.555834, -1.452422]", "OOS_Total Trades": 19, "OOS_Total P&L %": 2.3215548719492274, "OOS_Sortino Ratio": 0.5138641797182085, "OOS_Calmar Ratio": 0.2569633090530251, "OOS_Max Drawdown %": -19.263671512697258, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 105, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e875c1e0fd50f3ad8ebb56a5cb850ecb52c2749a00689f4d79d71d7adcc8614", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -405.0, "i_long_exit_activation_threshold": -740.0, "i_long_exit_activation_confirmation_threshold": 179.95, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "81e2df97a1915234ab5c6e2be2e7a311116fa951be6af8c051501f60a21f8e39", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 15.363856793316621, \"dd_pct\": -46.00652324402079, \"calmar\": 0.33419500866322777, \"cagr_pct\": 15.375150434100519, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 31.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5336776783478137, \"sortino\": 0.8027993180423156}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -35.403380284971256, \"dd_pct\": -36.42564216449307, \"calmar\": -0.9724663832078198, \"cagr_pct\": -35.422712491726834, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 35.06849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9016136584366508, \"sortino\": -1.2864404108089356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 46.31961598075567, \"dd_pct\": -27.799257143579926, \"calmar\": 1.6675901214755662, \"cagr_pct\": 46.35776659699295, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 27.26027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.611692648504093, \"sortino\": 2.9198745393934633}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.21705350647023, \"dd_pct\": -28.15082235607771, \"calmar\": 1.1398977816731142, \"cagr_pct\": 32.08905995596689, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 46.25912408759124, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9272441054667363, \"sortino\": 1.308140002980843}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.784250507687291, \"dd_pct\": -26.615122279436765, \"calmar\": -0.5558339208168787, \"cagr_pct\": -14.793587769599997, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 30.753424657534246, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.46035647956005127, \"sortino\": -0.6432834922646026}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -26.3579406307611, \"dd_pct\": -36.00307113049917, \"calmar\": -1.452422127289887, \"cagr_pct\": -52.29165716032873, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 27.81456953642384, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.1141922727465237, \"sortino\": -3.815751275358003}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -26.82466405689864, \"dd_pct\": -74.9079225578662, \"calmar\": -0.049613275264323235, \"cagr_pct\": -3.7164273813420237, \"entries\": 232, \"exits\": 231, \"exposure_pct\": 35.64077025232404, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.133145249697293, \"sortino\": 0.1934299632644946}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -13.210736893429853, \"dd_pct\": -74.9079225578662, \"calmar\": -0.05991509443129627, \"cagr_pct\": -4.488115253706781, \"entries\": 79, \"exits\": 78, \"exposure_pct\": 39.818101153504884, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.18407029066142036, \"sortino\": 0.2652445723307311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.686188217489704, \"dd_pct\": -59.735749129258174, \"calmar\": -0.05444105527202388, \"cagr_pct\": -3.2520772200616963, \"entries\": 153, \"exits\": 153, \"exposure_pct\": 33.143236074270554, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.09303470091889862, \"sortino\": 0.13662646252483396}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.3215548719492274, \"dd_pct\": -19.263671512697258, \"calmar\": 0.2569633090530251, \"cagr_pct\": 4.95005677641318, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 43.0835734870317, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3142628303011388, \"sortino\": 0.5138641797182085}]", "Additional_Threshold_Budget": 0, "Total Trades": 232, "Total P&L %": -26.82466405689864, "Sharpe Ratio": 0.133145249697293, "Sortino Ratio": 0.1934299632644946, "Calmar Ratio": -0.049613275264323235, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.9079225578662, "% In Market": 35.64077025232404, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05991509443129627, "Sub1_Sortino": 0.2652445723307311, "Sub1_Trades": 79, "Sub2_Calmar": -0.05444105527202388, "Sub2_Sortino": 0.13662646252483396, "Sub2_Trades": 153, "WFO_Score": 0.026826746749553765, "WFO_Min_Fold": -1.452422127289887, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.334195, -0.972466, 1.66759, 1.139898, -0.555834, -1.452422]", "OOS_Total Trades": 19, "OOS_Total P&L %": 2.3215548719492274, "OOS_Sortino Ratio": 0.5138641797182085, "OOS_Calmar Ratio": 0.2569633090530251, "OOS_Max Drawdown %": -19.263671512697258, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 105, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e875c1e0fd50f3ad8ebb56a5cb850ecb52c2749a00689f4d79d71d7adcc8614", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -405.0, "i_long_exit_activation_threshold": -740.0, "i_long_exit_activation_confirmation_threshold": 180.05, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "821aa3755b333962ccba4c9057003dc7cf5c74a793c21ae3fe1321896d69935d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 15.363856793316621, \"dd_pct\": -46.00652324402079, \"calmar\": 0.33419500866322777, \"cagr_pct\": 15.375150434100519, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 31.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5336776783478137, \"sortino\": 0.8027993180423156}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -35.403380284971256, \"dd_pct\": -36.42564216449307, \"calmar\": -0.9724663832078198, \"cagr_pct\": -35.422712491726834, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 35.06849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9016136584366508, \"sortino\": -1.2864404108089356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 46.31961598075567, \"dd_pct\": -27.799257143579926, \"calmar\": 1.6675901214755662, \"cagr_pct\": 46.35776659699295, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 27.26027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.611692648504093, \"sortino\": 2.9198745393934633}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.21705350647023, \"dd_pct\": -28.15082235607771, \"calmar\": 1.1398977816731142, \"cagr_pct\": 32.08905995596689, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 46.25912408759124, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9272441054667363, \"sortino\": 1.308140002980843}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.784250507687291, \"dd_pct\": -26.615122279436765, \"calmar\": -0.5558339208168787, \"cagr_pct\": -14.793587769599997, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 30.753424657534246, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.46035647956005127, \"sortino\": -0.6432834922646026}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -26.3579406307611, \"dd_pct\": -36.00307113049917, \"calmar\": -1.452422127289887, \"cagr_pct\": -52.29165716032873, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 27.81456953642384, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.1141922727465237, \"sortino\": -3.815751275358003}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -26.82466405689864, \"dd_pct\": -74.9079225578662, \"calmar\": -0.049613275264323235, \"cagr_pct\": -3.7164273813420237, \"entries\": 232, \"exits\": 231, \"exposure_pct\": 35.64077025232404, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.133145249697293, \"sortino\": 0.1934299632644946}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -13.210736893429853, \"dd_pct\": -74.9079225578662, \"calmar\": -0.05991509443129627, \"cagr_pct\": -4.488115253706781, \"entries\": 79, \"exits\": 78, \"exposure_pct\": 39.818101153504884, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.18407029066142036, \"sortino\": 0.2652445723307311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.686188217489704, \"dd_pct\": -59.735749129258174, \"calmar\": -0.05444105527202388, \"cagr_pct\": -3.2520772200616963, \"entries\": 153, \"exits\": 153, \"exposure_pct\": 33.143236074270554, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.09303470091889862, \"sortino\": 0.13662646252483396}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.3215548719492274, \"dd_pct\": -19.263671512697258, \"calmar\": 0.2569633090530251, \"cagr_pct\": 4.95005677641318, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 43.0835734870317, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3142628303011388, \"sortino\": 0.5138641797182085}]", "Additional_Threshold_Budget": 0, "Total Trades": 232, "Total P&L %": -26.82466405689864, "Sharpe Ratio": 0.133145249697293, "Sortino Ratio": 0.1934299632644946, "Calmar Ratio": -0.049613275264323235, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.9079225578662, "% In Market": 35.64077025232404, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05991509443129627, "Sub1_Sortino": 0.2652445723307311, "Sub1_Trades": 79, "Sub2_Calmar": -0.05444105527202388, "Sub2_Sortino": 0.13662646252483396, "Sub2_Trades": 153, "WFO_Score": 0.026826746749553765, "WFO_Min_Fold": -1.452422127289887, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.334195, -0.972466, 1.66759, 1.139898, -0.555834, -1.452422]", "OOS_Total Trades": 19, "OOS_Total P&L %": 2.3215548719492274, "OOS_Sortino Ratio": 0.5138641797182085, "OOS_Calmar Ratio": 0.2569633090530251, "OOS_Max Drawdown %": -19.263671512697258, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 105, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e875c1e0fd50f3ad8ebb56a5cb850ecb52c2749a00689f4d79d71d7adcc8614", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -405.0, "i_long_exit_activation_threshold": -740.0, "i_long_exit_activation_confirmation_threshold": 181.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "4161ad9e76ca22ca10b4c6f93cee1a3355cd83c370c273059555660a635b8058", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 15.363856793316621, \"dd_pct\": -46.00652324402079, \"calmar\": 0.33419500866322777, \"cagr_pct\": 15.375150434100519, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 31.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5336776783478137, \"sortino\": 0.8027993180423156}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -35.403380284971256, \"dd_pct\": -36.42564216449307, \"calmar\": -0.9724663832078198, \"cagr_pct\": -35.422712491726834, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 35.06849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9016136584366508, \"sortino\": -1.2864404108089356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 46.31961598075567, \"dd_pct\": -27.799257143579926, \"calmar\": 1.6675901214755662, \"cagr_pct\": 46.35776659699295, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 27.26027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.611692648504093, \"sortino\": 2.9198745393934633}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.21705350647023, \"dd_pct\": -28.15082235607771, \"calmar\": 1.1398977816731142, \"cagr_pct\": 32.08905995596689, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 46.25912408759124, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9272441054667363, \"sortino\": 1.308140002980843}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.784250507687291, \"dd_pct\": -26.615122279436765, \"calmar\": -0.5558339208168787, \"cagr_pct\": -14.793587769599997, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 30.753424657534246, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.46035647956005127, \"sortino\": -0.6432834922646026}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -26.3579406307611, \"dd_pct\": -36.00307113049917, \"calmar\": -1.452422127289887, \"cagr_pct\": -52.29165716032873, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 27.81456953642384, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.1141922727465237, \"sortino\": -3.815751275358003}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -26.82466405689864, \"dd_pct\": -74.9079225578662, \"calmar\": -0.049613275264323235, \"cagr_pct\": -3.7164273813420237, \"entries\": 232, \"exits\": 231, \"exposure_pct\": 35.64077025232404, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.133145249697293, \"sortino\": 0.1934299632644946}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -13.210736893429853, \"dd_pct\": -74.9079225578662, \"calmar\": -0.05991509443129627, \"cagr_pct\": -4.488115253706781, \"entries\": 79, \"exits\": 78, \"exposure_pct\": 39.818101153504884, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.18407029066142036, \"sortino\": 0.2652445723307311}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.686188217489704, \"dd_pct\": -59.735749129258174, \"calmar\": -0.05444105527202388, \"cagr_pct\": -3.2520772200616963, \"entries\": 153, \"exits\": 153, \"exposure_pct\": 33.143236074270554, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.09303470091889862, \"sortino\": 0.13662646252483396}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.3215548719492274, \"dd_pct\": -19.263671512697258, \"calmar\": 0.2569633090530251, \"cagr_pct\": 4.95005677641318, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 43.0835734870317, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3142628303011388, \"sortino\": 0.5138641797182085}]", "Additional_Threshold_Budget": 0, "Total Trades": 232, "Total P&L %": -26.82466405689864, "Sharpe Ratio": 0.133145249697293, "Sortino Ratio": 0.1934299632644946, "Calmar Ratio": -0.049613275264323235, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.9079225578662, "% In Market": 35.64077025232404, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.05991509443129627, "Sub1_Sortino": 0.2652445723307311, "Sub1_Trades": 79, "Sub2_Calmar": -0.05444105527202388, "Sub2_Sortino": 0.13662646252483396, "Sub2_Trades": 153, "WFO_Score": 0.026826746749553765, "WFO_Min_Fold": -1.452422127289887, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.334195, -0.972466, 1.66759, 1.139898, -0.555834, -1.452422]", "OOS_Total Trades": 19, "OOS_Total P&L %": 2.3215548719492274, "OOS_Sortino Ratio": 0.5138641797182085, "OOS_Calmar Ratio": 0.2569633090530251, "OOS_Max Drawdown %": -19.263671512697258, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 105, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4e875c1e0fd50f3ad8ebb56a5cb850ecb52c2749a00689f4d79d71d7adcc8614", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -250.0, "i_long_exit_activation_threshold": -430.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "f5ee8b17c63aa09f6a93ab2e41435da298736ea8c4df3637737036434ef1a802", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -0.24772740843854724, \"dd_pct\": -12.364576405662408, \"calmar\": -0.020048958098321874, \"cagr_pct\": -0.24789687426062493, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0670674352898518, \"sortino\": 0.10049613687302239}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.574617622913767, \"dd_pct\": -4.0795431519593865, \"calmar\": -0.8768191773189038, \"cagr_pct\": -3.5770216703379965, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.4794520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0213334787335204, \"sortino\": -1.079393291056847}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -11.590455706384484, \"dd_pct\": -13.129156348878857, \"calmar\": -0.8833709345536178, \"cagr_pct\": -11.59791511380968, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.3972602739726026, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.354994947448777, \"sortino\": -2.4884431766801183}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.175962899947173, \"dd_pct\": -6.361034722110059, \"calmar\": 1.0939268204884163, \"cagr_pct\": 6.958506488574273, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 6.660583941605839, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5356520847689766, \"sortino\": 0.8199761613006802}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -5.3808349100067705, \"dd_pct\": -10.18411399450504, \"calmar\": -0.5287076877810849, \"cagr_pct\": -5.384419362133748, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8302259051208464, \"sortino\": -1.105514919953283}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -5.772549555513695, \"dd_pct\": -6.4833955223796425, \"calmar\": -2.0661850785813525, \"cagr_pct\": -13.395895086881971, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.87698084714515, \"sortino\": -1.9721713799330827}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.74887630038826, \"dd_pct\": -29.94433489103596, \"calmar\": -0.08303201037634085, \"cagr_pct\": -2.4863383253851232, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 1.8426294820717133, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1916460840157226, \"sortino\": -0.2730922315895959}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 1.8926850550085694, \"dd_pct\": -17.846499148307437, \"calmar\": 0.034153401570903845, \"cagr_pct\": 0.6095186520469374, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 1.0869565217391304, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11043566118404177, \"sortino\": 0.15980686401815478}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -20.258138593808916, \"dd_pct\": -29.944334891036018, \"calmar\": -0.14331890833536123, \"cagr_pct\": -4.291589387411751, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 2.2944297082228116, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.38035567920663105, \"sortino\": -0.5367458771002761}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.9285512364350601, \"dd_pct\": -0.9285512364350601, \"calmar\": -2.0943888852526613, \"cagr_pct\": -1.9447473889772058, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5763688760806917, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0639159612807547, \"sortino\": -2.0784425088840255}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": -18.74887630038826, "Sharpe Ratio": -0.1916460840157226, "Sortino Ratio": -0.2730922315895959, "Calmar Ratio": -0.08303201037634085, "P&L/DD Ratio": -0.6261243192948949, "Max Drawdown %": -29.94433489103596, "% In Market": 1.8426294820717133, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.034153401570903845, "Sub1_Sortino": 0.15980686401815478, "Sub1_Trades": 13, "Sub2_Calmar": -0.14331890833536123, "Sub2_Sortino": -0.5367458771002761, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.093927]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.9285512364350601, "OOS_Sortino Ratio": -2.0784425088840255, "OOS_Calmar Ratio": -2.0943888852526613, "OOS_Max Drawdown %": -0.9285512364350601, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 42, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0b287c1ab06f1e1b29e034f2593e6eb487a18aae65e14ccbc3f5cf746aceaf26", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -251.0, "i_long_exit_activation_threshold": -430.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "6583079c43ad4c86a33b645969c706d0d90e44d62091724645c0650404b4971b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.1090094064126985, \"dd_pct\": -12.364576405662408, \"calmar\": -0.17068426065688744, \"cagr_pct\": -2.110438582136083, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.048352331603820166, \"sortino\": -0.07199499139298943}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.574617622913767, \"dd_pct\": -4.0795431519593865, \"calmar\": -0.8768191773189038, \"cagr_pct\": -3.5770216703379965, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.4794520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0213334787335204, \"sortino\": -1.079393291056847}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -11.590455706384484, \"dd_pct\": -13.129156348878857, \"calmar\": -0.8833709345536178, \"cagr_pct\": -11.59791511380968, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.3972602739726026, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.354994947448777, \"sortino\": -2.4884431766801183}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.175962899947173, \"dd_pct\": -6.361034722110059, \"calmar\": 1.0939268204884163, \"cagr_pct\": 6.958506488574273, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 6.660583941605839, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5356520847689766, \"sortino\": 0.8199761613006802}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -5.3808349100067705, \"dd_pct\": -10.18411399450504, \"calmar\": -0.5287076877810849, \"cagr_pct\": -5.384419362133748, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8302259051208464, \"sortino\": -1.105514919953283}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -5.772549555513695, \"dd_pct\": -6.4833955223796425, \"calmar\": -2.0661850785813525, \"cagr_pct\": -13.395895086881971, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.87698084714515, \"sortino\": -1.9721713799330827}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -20.26494455555955, \"dd_pct\": -29.944334891035986, \"calmar\": -0.0904615715500259, \"cagr_pct\": -2.7088115932633885, \"entries\": 49, \"exits\": 49, \"exposure_pct\": 1.8260292164674636, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.21434006986179907, \"sortino\": -0.3048350457945942}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 1.8926850550085694, \"dd_pct\": -17.846499148307437, \"calmar\": 0.034153401570903845, \"cagr_pct\": 0.6095186520469374, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 1.0869565217391304, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11043566118404177, \"sortino\": 0.15980686401815478}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -21.74604545812683, \"dd_pct\": -29.94433489103604, \"calmar\": -0.15496271612296794, \"cagr_pct\": -4.640255467210702, \"entries\": 36, \"exits\": 36, \"exposure_pct\": 2.2679045092838197, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4178995764163888, \"sortino\": -0.5878221456331183}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.9285512364350601, \"dd_pct\": -0.9285512364350601, \"calmar\": -2.0943888852526613, \"cagr_pct\": -1.9447473889772058, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5763688760806917, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0639159612807547, \"sortino\": -2.0784425088840255}]", "Additional_Threshold_Budget": 0, "Total Trades": 49, "Total P&L %": -20.26494455555955, "Sharpe Ratio": -0.21434006986179907, "Sortino Ratio": -0.3048350457945942, "Calmar Ratio": -0.0904615715500259, "P&L/DD Ratio": -0.6767538711179049, "Max Drawdown %": -29.944334891035986, "% In Market": 1.8260292164674636, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.034153401570903845, "Sub1_Sortino": 0.15980686401815478, "Sub1_Trades": 13, "Sub2_Calmar": -0.15496271612296794, "Sub2_Sortino": -0.5878221456331183, "Sub2_Trades": 36, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.093927]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.9285512364350601, "OOS_Sortino Ratio": -2.0784425088840255, "OOS_Calmar Ratio": -2.0943888852526613, "OOS_Max Drawdown %": -0.9285512364350601, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 43, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0b287c1ab06f1e1b29e034f2593e6eb487a18aae65e14ccbc3f5cf746aceaf26", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -250.05, "i_long_exit_activation_threshold": -430.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "9fe05b125b5fe9605ac57f43114a7d6217487dd1d982a9561021bb60a86bafbc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -0.24772740843854724, \"dd_pct\": -12.364576405662408, \"calmar\": -0.020048958098321874, \"cagr_pct\": -0.24789687426062493, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0670674352898518, \"sortino\": 0.10049613687302239}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.574617622913767, \"dd_pct\": -4.0795431519593865, \"calmar\": -0.8768191773189038, \"cagr_pct\": -3.5770216703379965, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.4794520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0213334787335204, \"sortino\": -1.079393291056847}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -11.590455706384484, \"dd_pct\": -13.129156348878857, \"calmar\": -0.8833709345536178, \"cagr_pct\": -11.59791511380968, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.3972602739726026, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.354994947448777, \"sortino\": -2.4884431766801183}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.175962899947173, \"dd_pct\": -6.361034722110059, \"calmar\": 1.0939268204884163, \"cagr_pct\": 6.958506488574273, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 6.660583941605839, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5356520847689766, \"sortino\": 0.8199761613006802}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -5.3808349100067705, \"dd_pct\": -10.18411399450504, \"calmar\": -0.5287076877810849, \"cagr_pct\": -5.384419362133748, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8302259051208464, \"sortino\": -1.105514919953283}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -5.772549555513695, \"dd_pct\": -6.4833955223796425, \"calmar\": -2.0661850785813525, \"cagr_pct\": -13.395895086881971, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.87698084714515, \"sortino\": -1.9721713799330827}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.74887630038826, \"dd_pct\": -29.94433489103596, \"calmar\": -0.08303201037634085, \"cagr_pct\": -2.4863383253851232, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 1.8426294820717133, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1916460840157226, \"sortino\": -0.2730922315895959}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 1.8926850550085694, \"dd_pct\": -17.846499148307437, \"calmar\": 0.034153401570903845, \"cagr_pct\": 0.6095186520469374, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 1.0869565217391304, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11043566118404177, \"sortino\": 0.15980686401815478}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -20.258138593808916, \"dd_pct\": -29.944334891036018, \"calmar\": -0.14331890833536123, \"cagr_pct\": -4.291589387411751, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 2.2944297082228116, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.38035567920663105, \"sortino\": -0.5367458771002761}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.9285512364350601, \"dd_pct\": -0.9285512364350601, \"calmar\": -2.0943888852526613, \"cagr_pct\": -1.9447473889772058, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5763688760806917, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0639159612807547, \"sortino\": -2.0784425088840255}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": -18.74887630038826, "Sharpe Ratio": -0.1916460840157226, "Sortino Ratio": -0.2730922315895959, "Calmar Ratio": -0.08303201037634085, "P&L/DD Ratio": -0.6261243192948949, "Max Drawdown %": -29.94433489103596, "% In Market": 1.8426294820717133, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.034153401570903845, "Sub1_Sortino": 0.15980686401815478, "Sub1_Trades": 13, "Sub2_Calmar": -0.14331890833536123, "Sub2_Sortino": -0.5367458771002761, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.093927]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.9285512364350601, "OOS_Sortino Ratio": -2.0784425088840255, "OOS_Calmar Ratio": -2.0943888852526613, "OOS_Max Drawdown %": -0.9285512364350601, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 42, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0b287c1ab06f1e1b29e034f2593e6eb487a18aae65e14ccbc3f5cf746aceaf26", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -249.95, "i_long_exit_activation_threshold": -430.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "5be8f9e0727c3e8260ca48591c59cc750f0be11b094cd4876d5d41b74eb25775", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -0.24772740843854724, \"dd_pct\": -12.364576405662408, \"calmar\": -0.020048958098321874, \"cagr_pct\": -0.24789687426062493, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0670674352898518, \"sortino\": 0.10049613687302239}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.574617622913767, \"dd_pct\": -4.0795431519593865, \"calmar\": -0.8768191773189038, \"cagr_pct\": -3.5770216703379965, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.4794520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0213334787335204, \"sortino\": -1.079393291056847}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -11.590455706384484, \"dd_pct\": -13.129156348878857, \"calmar\": -0.8833709345536178, \"cagr_pct\": -11.59791511380968, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.3972602739726026, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.354994947448777, \"sortino\": -2.4884431766801183}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.175962899947173, \"dd_pct\": -6.361034722110059, \"calmar\": 1.0939268204884163, \"cagr_pct\": 6.958506488574273, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 6.660583941605839, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5356520847689766, \"sortino\": 0.8199761613006802}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -5.3808349100067705, \"dd_pct\": -10.18411399450504, \"calmar\": -0.5287076877810849, \"cagr_pct\": -5.384419362133748, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8302259051208464, \"sortino\": -1.105514919953283}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -5.772549555513695, \"dd_pct\": -6.4833955223796425, \"calmar\": -2.0661850785813525, \"cagr_pct\": -13.395895086881971, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.87698084714515, \"sortino\": -1.9721713799330827}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.74887630038826, \"dd_pct\": -29.94433489103596, \"calmar\": -0.08303201037634085, \"cagr_pct\": -2.4863383253851232, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 1.8426294820717133, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1916460840157226, \"sortino\": -0.2730922315895959}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 1.8926850550085694, \"dd_pct\": -17.846499148307437, \"calmar\": 0.034153401570903845, \"cagr_pct\": 0.6095186520469374, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 1.0869565217391304, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11043566118404177, \"sortino\": 0.15980686401815478}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -20.258138593808916, \"dd_pct\": -29.944334891036018, \"calmar\": -0.14331890833536123, \"cagr_pct\": -4.291589387411751, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 2.2944297082228116, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.38035567920663105, \"sortino\": -0.5367458771002761}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.9285512364350601, \"dd_pct\": -0.9285512364350601, \"calmar\": -2.0943888852526613, \"cagr_pct\": -1.9447473889772058, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5763688760806917, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0639159612807547, \"sortino\": -2.0784425088840255}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": -18.74887630038826, "Sharpe Ratio": -0.1916460840157226, "Sortino Ratio": -0.2730922315895959, "Calmar Ratio": -0.08303201037634085, "P&L/DD Ratio": -0.6261243192948949, "Max Drawdown %": -29.94433489103596, "% In Market": 1.8426294820717133, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.034153401570903845, "Sub1_Sortino": 0.15980686401815478, "Sub1_Trades": 13, "Sub2_Calmar": -0.14331890833536123, "Sub2_Sortino": -0.5367458771002761, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.093927]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.9285512364350601, "OOS_Sortino Ratio": -2.0784425088840255, "OOS_Calmar Ratio": -2.0943888852526613, "OOS_Max Drawdown %": -0.9285512364350601, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 42, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0b287c1ab06f1e1b29e034f2593e6eb487a18aae65e14ccbc3f5cf746aceaf26", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -249.0, "i_long_exit_activation_threshold": -430.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "fed1bd4e10cf8a4b4fad7ce43266164080810ce4a2cad112c96a8e9c12358fe7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -0.24772740843854724, \"dd_pct\": -12.364576405662408, \"calmar\": -0.020048958098321874, \"cagr_pct\": -0.24789687426062493, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0670674352898518, \"sortino\": 0.10049613687302239}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.574617622913767, \"dd_pct\": -4.0795431519593865, \"calmar\": -0.8768191773189038, \"cagr_pct\": -3.5770216703379965, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.4794520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0213334787335204, \"sortino\": -1.079393291056847}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -11.590455706384484, \"dd_pct\": -13.129156348878857, \"calmar\": -0.8833709345536178, \"cagr_pct\": -11.59791511380968, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.3972602739726026, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.354994947448777, \"sortino\": -2.4884431766801183}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.175962899947173, \"dd_pct\": -6.361034722110059, \"calmar\": 1.0939268204884163, \"cagr_pct\": 6.958506488574273, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 6.660583941605839, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5356520847689766, \"sortino\": 0.8199761613006802}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -5.3808349100067705, \"dd_pct\": -10.18411399450504, \"calmar\": -0.5287076877810849, \"cagr_pct\": -5.384419362133748, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8302259051208464, \"sortino\": -1.105514919953283}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -5.772549555513695, \"dd_pct\": -6.4833955223796425, \"calmar\": -2.0661850785813525, \"cagr_pct\": -13.395895086881971, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.87698084714515, \"sortino\": -1.9721713799330827}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.808468053774249, \"dd_pct\": -29.94433489103604, \"calmar\": -0.06896316802366853, \"cagr_pct\": -2.065056198447518, \"entries\": 49, \"exits\": 49, \"exposure_pct\": 1.7762284196547147, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.16731228406758622, \"sortino\": -0.2467138385361199}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 5.580093644126083, \"dd_pct\": -7.614474392678305, \"calmar\": 0.23315807082852502, \"cagr_pct\": 1.7753761597700786, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 0.9094942324755989, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.24329975713053853, \"sortino\": 0.4024312726348356}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -20.258138593808916, \"dd_pct\": -29.944334891036018, \"calmar\": -0.14331890833536123, \"cagr_pct\": -4.291589387411751, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 2.2944297082228116, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.38035567920663105, \"sortino\": -0.5367458771002761}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.9285512364350601, \"dd_pct\": -0.9285512364350601, \"calmar\": -2.0943888852526613, \"cagr_pct\": -1.9447473889772058, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5763688760806917, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0639159612807547, \"sortino\": -2.0784425088840255}]", "Additional_Threshold_Budget": 0, "Total Trades": 49, "Total P&L %": -15.808468053774249, "Sharpe Ratio": -0.16731228406758622, "Sortino Ratio": -0.2467138385361199, "Calmar Ratio": -0.06896316802366853, "P&L/DD Ratio": -0.5279285083906331, "Max Drawdown %": -29.94433489103604, "% In Market": 1.7762284196547147, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.23315807082852502, "Sub1_Sortino": 0.4024312726348356, "Sub1_Trades": 12, "Sub2_Calmar": -0.14331890833536123, "Sub2_Sortino": -0.5367458771002761, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.093927]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.9285512364350601, "OOS_Sortino Ratio": -2.0784425088840255, "OOS_Calmar Ratio": -2.0943888852526613, "OOS_Max Drawdown %": -0.9285512364350601, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 42, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0b287c1ab06f1e1b29e034f2593e6eb487a18aae65e14ccbc3f5cf746aceaf26", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -250.0, "i_long_exit_activation_threshold": -431.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "ade69cdce89ae8935416a33b6acd07e330c3563f00f3198bdb0cf6a366b8e88c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -0.24772740843854724, \"dd_pct\": -12.364576405662408, \"calmar\": -0.020048958098321874, \"cagr_pct\": -0.24789687426062493, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0670674352898518, \"sortino\": 0.10049613687302239}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.574617622913767, \"dd_pct\": -4.0795431519593865, \"calmar\": -0.8768191773189038, \"cagr_pct\": -3.5770216703379965, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.4794520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0213334787335204, \"sortino\": -1.079393291056847}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -11.590455706384484, \"dd_pct\": -13.129156348878857, \"calmar\": -0.8833709345536178, \"cagr_pct\": -11.59791511380968, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.3972602739726026, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.354994947448777, \"sortino\": -2.4884431766801183}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.175962899947173, \"dd_pct\": -6.361034722110059, \"calmar\": 1.0939268204884163, \"cagr_pct\": 6.958506488574273, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 6.660583941605839, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5356520847689766, \"sortino\": 0.8199761613006802}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -6.845211657614025, \"dd_pct\": -11.574152628930712, \"calmar\": -0.5918131553459386, \"cagr_pct\": -6.849735787782975, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 2.5342465753424657, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0526747699071441, \"sortino\": -1.3822279019657147}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -5.772549555513695, \"dd_pct\": -6.4833955223796425, \"calmar\": -2.0661850785813525, \"cagr_pct\": -13.395895086881971, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.87698084714515, \"sortino\": -1.9721713799330827}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -19.29223808058268, \"dd_pct\": -31.02855379030608, \"calmar\": -0.08268675812044475, \"cagr_pct\": -2.565650522086248, \"entries\": 49, \"exits\": 49, \"exposure_pct\": 1.8924302788844622, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.19882631547528165, \"sortino\": -0.28345662385068904}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.802307563544426, \"dd_pct\": -17.846499148307437, \"calmar\": 0.05041505869315603, \"cagr_pct\": 0.8997323020292787, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 1.1978704525288377, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1374265367535151, \"sortino\": 0.19955659246234525}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -21.49226624166001, \"dd_pct\": -31.028553790306113, \"calmar\": -0.1476192110613946, \"cagr_pct\": -4.580410630901033, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 2.307692307692308, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.40932243679536157, \"sortino\": -0.5767897146074854}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.9285512364350601, \"dd_pct\": -0.9285512364350601, \"calmar\": -2.0943888852526613, \"cagr_pct\": -1.9447473889772058, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5763688760806917, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0639159612807547, \"sortino\": -2.0784425088840255}]", "Additional_Threshold_Budget": 0, "Total Trades": 49, "Total P&L %": -19.29223808058268, "Sharpe Ratio": -0.19882631547528165, "Sortino Ratio": -0.28345662385068904, "Calmar Ratio": -0.08268675812044475, "P&L/DD Ratio": -0.6217575659813687, "Max Drawdown %": -31.02855379030608, "% In Market": 1.8924302788844622, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.05041505869315603, "Sub1_Sortino": 0.19955659246234525, "Sub1_Trades": 12, "Sub2_Calmar": -0.1476192110613946, "Sub2_Sortino": -0.5767897146074854, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.093927]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.9285512364350601, "OOS_Sortino Ratio": -2.0784425088840255, "OOS_Calmar Ratio": -2.0943888852526613, "OOS_Max Drawdown %": -0.9285512364350601, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 39, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0b287c1ab06f1e1b29e034f2593e6eb487a18aae65e14ccbc3f5cf746aceaf26", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -250.0, "i_long_exit_activation_threshold": -430.05, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "3c8057e1a0af87fef63ffc988400b250414642b08a81b4d51b3b872231d33646", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -0.24772740843854724, \"dd_pct\": -12.364576405662408, \"calmar\": -0.020048958098321874, \"cagr_pct\": -0.24789687426062493, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0670674352898518, \"sortino\": 0.10049613687302239}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.574617622913767, \"dd_pct\": -4.0795431519593865, \"calmar\": -0.8768191773189038, \"cagr_pct\": -3.5770216703379965, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.4794520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0213334787335204, \"sortino\": -1.079393291056847}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -11.590455706384484, \"dd_pct\": -13.129156348878857, \"calmar\": -0.8833709345536178, \"cagr_pct\": -11.59791511380968, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.3972602739726026, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.354994947448777, \"sortino\": -2.4884431766801183}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.175962899947173, \"dd_pct\": -6.361034722110059, \"calmar\": 1.0939268204884163, \"cagr_pct\": 6.958506488574273, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 6.660583941605839, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5356520847689766, \"sortino\": 0.8199761613006802}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -5.3808349100067705, \"dd_pct\": -10.18411399450504, \"calmar\": -0.5287076877810849, \"cagr_pct\": -5.384419362133748, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8302259051208464, \"sortino\": -1.105514919953283}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -5.772549555513695, \"dd_pct\": -6.4833955223796425, \"calmar\": -2.0661850785813525, \"cagr_pct\": -13.395895086881971, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.87698084714515, \"sortino\": -1.9721713799330827}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.74887630038826, \"dd_pct\": -29.94433489103596, \"calmar\": -0.08303201037634085, \"cagr_pct\": -2.4863383253851232, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 1.8426294820717133, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1916460840157226, \"sortino\": -0.2730922315895959}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 1.8926850550085694, \"dd_pct\": -17.846499148307437, \"calmar\": 0.034153401570903845, \"cagr_pct\": 0.6095186520469374, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 1.0869565217391304, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11043566118404177, \"sortino\": 0.15980686401815478}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -20.258138593808916, \"dd_pct\": -29.944334891036018, \"calmar\": -0.14331890833536123, \"cagr_pct\": -4.291589387411751, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 2.2944297082228116, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.38035567920663105, \"sortino\": -0.5367458771002761}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.9285512364350601, \"dd_pct\": -0.9285512364350601, \"calmar\": -2.0943888852526613, \"cagr_pct\": -1.9447473889772058, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5763688760806917, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0639159612807547, \"sortino\": -2.0784425088840255}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": -18.74887630038826, "Sharpe Ratio": -0.1916460840157226, "Sortino Ratio": -0.2730922315895959, "Calmar Ratio": -0.08303201037634085, "P&L/DD Ratio": -0.6261243192948949, "Max Drawdown %": -29.94433489103596, "% In Market": 1.8426294820717133, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.034153401570903845, "Sub1_Sortino": 0.15980686401815478, "Sub1_Trades": 13, "Sub2_Calmar": -0.14331890833536123, "Sub2_Sortino": -0.5367458771002761, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.093927]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.9285512364350601, "OOS_Sortino Ratio": -2.0784425088840255, "OOS_Calmar Ratio": -2.0943888852526613, "OOS_Max Drawdown %": -0.9285512364350601, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 42, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0b287c1ab06f1e1b29e034f2593e6eb487a18aae65e14ccbc3f5cf746aceaf26", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -250.0, "i_long_exit_activation_threshold": -429.95, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "63bdf66641aa1bc50adae26cfd8d66d9fbc6b5d7b031dce8f4d3fb1f87fcb636", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -0.24772740843854724, \"dd_pct\": -12.364576405662408, \"calmar\": -0.020048958098321874, \"cagr_pct\": -0.24789687426062493, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0670674352898518, \"sortino\": 0.10049613687302239}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.574617622913767, \"dd_pct\": -4.0795431519593865, \"calmar\": -0.8768191773189038, \"cagr_pct\": -3.5770216703379965, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.4794520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0213334787335204, \"sortino\": -1.079393291056847}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -11.590455706384484, \"dd_pct\": -13.129156348878857, \"calmar\": -0.8833709345536178, \"cagr_pct\": -11.59791511380968, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.3972602739726026, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.354994947448777, \"sortino\": -2.4884431766801183}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.175962899947173, \"dd_pct\": -6.361034722110059, \"calmar\": 1.0939268204884163, \"cagr_pct\": 6.958506488574273, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 6.660583941605839, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5356520847689766, \"sortino\": 0.8199761613006802}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -5.3808349100067705, \"dd_pct\": -10.18411399450504, \"calmar\": -0.5287076877810849, \"cagr_pct\": -5.384419362133748, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8302259051208464, \"sortino\": -1.105514919953283}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -5.772549555513695, \"dd_pct\": -6.4833955223796425, \"calmar\": -2.0661850785813525, \"cagr_pct\": -13.395895086881971, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.87698084714515, \"sortino\": -1.9721713799330827}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.74887630038826, \"dd_pct\": -29.94433489103596, \"calmar\": -0.08303201037634085, \"cagr_pct\": -2.4863383253851232, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 1.8426294820717133, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1916460840157226, \"sortino\": -0.2730922315895959}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 1.8926850550085694, \"dd_pct\": -17.846499148307437, \"calmar\": 0.034153401570903845, \"cagr_pct\": 0.6095186520469374, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 1.0869565217391304, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11043566118404177, \"sortino\": 0.15980686401815478}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -20.258138593808916, \"dd_pct\": -29.944334891036018, \"calmar\": -0.14331890833536123, \"cagr_pct\": -4.291589387411751, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 2.2944297082228116, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.38035567920663105, \"sortino\": -0.5367458771002761}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.9285512364350601, \"dd_pct\": -0.9285512364350601, \"calmar\": -2.0943888852526613, \"cagr_pct\": -1.9447473889772058, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5763688760806917, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0639159612807547, \"sortino\": -2.0784425088840255}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": -18.74887630038826, "Sharpe Ratio": -0.1916460840157226, "Sortino Ratio": -0.2730922315895959, "Calmar Ratio": -0.08303201037634085, "P&L/DD Ratio": -0.6261243192948949, "Max Drawdown %": -29.94433489103596, "% In Market": 1.8426294820717133, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.034153401570903845, "Sub1_Sortino": 0.15980686401815478, "Sub1_Trades": 13, "Sub2_Calmar": -0.14331890833536123, "Sub2_Sortino": -0.5367458771002761, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.093927]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.9285512364350601, "OOS_Sortino Ratio": -2.0784425088840255, "OOS_Calmar Ratio": -2.0943888852526613, "OOS_Max Drawdown %": -0.9285512364350601, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 40, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0b287c1ab06f1e1b29e034f2593e6eb487a18aae65e14ccbc3f5cf746aceaf26", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -250.0, "i_long_exit_activation_threshold": -429.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "7cdd8d0ec6acef46c5d818843f1007d7fef08633144fba34ad6e214f87a0d720", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -0.24772740843854724, \"dd_pct\": -12.364576405662408, \"calmar\": -0.020048958098321874, \"cagr_pct\": -0.24789687426062493, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0670674352898518, \"sortino\": 0.10049613687302239}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.574617622913767, \"dd_pct\": -4.0795431519593865, \"calmar\": -0.8768191773189038, \"cagr_pct\": -3.5770216703379965, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.4794520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0213334787335204, \"sortino\": -1.079393291056847}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -11.590455706384484, \"dd_pct\": -13.129156348878857, \"calmar\": -0.8833709345536178, \"cagr_pct\": -11.59791511380968, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.3972602739726026, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.354994947448777, \"sortino\": -2.4884431766801183}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.175962899947173, \"dd_pct\": -6.361034722110059, \"calmar\": 1.0939268204884163, \"cagr_pct\": 6.958506488574273, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 6.660583941605839, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5356520847689766, \"sortino\": 0.8199761613006802}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -5.3808349100067705, \"dd_pct\": -10.18411399450504, \"calmar\": -0.5287076877810849, \"cagr_pct\": -5.384419362133748, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8302259051208464, \"sortino\": -1.105514919953283}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -5.772549555513695, \"dd_pct\": -6.4833955223796425, \"calmar\": -2.0661850785813525, \"cagr_pct\": -13.395895086881971, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.87698084714515, \"sortino\": -1.9721713799330827}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.74887630038826, \"dd_pct\": -29.94433489103596, \"calmar\": -0.08303201037634085, \"cagr_pct\": -2.4863383253851232, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 1.8426294820717133, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1916460840157226, \"sortino\": -0.2730922315895959}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 1.8926850550085694, \"dd_pct\": -17.846499148307437, \"calmar\": 0.034153401570903845, \"cagr_pct\": 0.6095186520469374, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 1.0869565217391304, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11043566118404177, \"sortino\": 0.15980686401815478}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -20.258138593808916, \"dd_pct\": -29.944334891036018, \"calmar\": -0.14331890833536123, \"cagr_pct\": -4.291589387411751, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 2.2944297082228116, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.38035567920663105, \"sortino\": -0.5367458771002761}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.9285512364350601, \"dd_pct\": -0.9285512364350601, \"calmar\": -2.0943888852526613, \"cagr_pct\": -1.9447473889772058, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5763688760806917, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0639159612807547, \"sortino\": -2.0784425088840255}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": -18.74887630038826, "Sharpe Ratio": -0.1916460840157226, "Sortino Ratio": -0.2730922315895959, "Calmar Ratio": -0.08303201037634085, "P&L/DD Ratio": -0.6261243192948949, "Max Drawdown %": -29.94433489103596, "% In Market": 1.8426294820717133, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.034153401570903845, "Sub1_Sortino": 0.15980686401815478, "Sub1_Trades": 13, "Sub2_Calmar": -0.14331890833536123, "Sub2_Sortino": -0.5367458771002761, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.093927]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.9285512364350601, "OOS_Sortino Ratio": -2.0784425088840255, "OOS_Calmar Ratio": -2.0943888852526613, "OOS_Max Drawdown %": -0.9285512364350601, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 35, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0b287c1ab06f1e1b29e034f2593e6eb487a18aae65e14ccbc3f5cf746aceaf26", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -250.0, "i_long_exit_activation_threshold": -430.0, "i_long_exit_activation_confirmation_threshold": -191.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "33cc625a5648ee0e97f24b03bce76ce7c67f61c2312a3e134bcc5466e6ea459d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -0.24772740843854724, \"dd_pct\": -12.364576405662408, \"calmar\": -0.020048958098321874, \"cagr_pct\": -0.24789687426062493, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0670674352898518, \"sortino\": 0.10049613687302239}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.574617622913767, \"dd_pct\": -4.0795431519593865, \"calmar\": -0.8768191773189038, \"cagr_pct\": -3.5770216703379965, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.4794520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0213334787335204, \"sortino\": -1.079393291056847}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -11.590455706384484, \"dd_pct\": -13.129156348878857, \"calmar\": -0.8833709345536178, \"cagr_pct\": -11.59791511380968, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.3972602739726026, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.354994947448777, \"sortino\": -2.4884431766801183}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.175962899947173, \"dd_pct\": -6.361034722110059, \"calmar\": 1.0939268204884163, \"cagr_pct\": 6.958506488574273, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 6.660583941605839, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5356520847689766, \"sortino\": 0.8199761613006802}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -5.3808349100067705, \"dd_pct\": -10.18411399450504, \"calmar\": -0.5287076877810849, \"cagr_pct\": -5.384419362133748, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8302259051208464, \"sortino\": -1.105514919953283}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -5.772549555513695, \"dd_pct\": -6.4833955223796425, \"calmar\": -2.0661850785813525, \"cagr_pct\": -13.395895086881971, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.87698084714515, \"sortino\": -1.9721713799330827}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.74887630038826, \"dd_pct\": -29.94433489103596, \"calmar\": -0.08303201037634085, \"cagr_pct\": -2.4863383253851232, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 1.8426294820717133, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1916460840157226, \"sortino\": -0.2730922315895959}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 1.8926850550085694, \"dd_pct\": -17.846499148307437, \"calmar\": 0.034153401570903845, \"cagr_pct\": 0.6095186520469374, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 1.0869565217391304, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11043566118404177, \"sortino\": 0.15980686401815478}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -20.258138593808916, \"dd_pct\": -29.944334891036018, \"calmar\": -0.14331890833536123, \"cagr_pct\": -4.291589387411751, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 2.2944297082228116, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.38035567920663105, \"sortino\": -0.5367458771002761}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.9285512364350601, \"dd_pct\": -0.9285512364350601, \"calmar\": -2.0943888852526613, \"cagr_pct\": -1.9447473889772058, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5763688760806917, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0639159612807547, \"sortino\": -2.0784425088840255}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": -18.74887630038826, "Sharpe Ratio": -0.1916460840157226, "Sortino Ratio": -0.2730922315895959, "Calmar Ratio": -0.08303201037634085, "P&L/DD Ratio": -0.6261243192948949, "Max Drawdown %": -29.94433489103596, "% In Market": 1.8426294820717133, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.034153401570903845, "Sub1_Sortino": 0.15980686401815478, "Sub1_Trades": 13, "Sub2_Calmar": -0.14331890833536123, "Sub2_Sortino": -0.5367458771002761, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.093927]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.9285512364350601, "OOS_Sortino Ratio": -2.0784425088840255, "OOS_Calmar Ratio": -2.0943888852526613, "OOS_Max Drawdown %": -0.9285512364350601, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 42, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0b287c1ab06f1e1b29e034f2593e6eb487a18aae65e14ccbc3f5cf746aceaf26", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -250.0, "i_long_exit_activation_threshold": -430.0, "i_long_exit_activation_confirmation_threshold": -190.05, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "020b8d6d0b2249a8ef08d67108fc33c608d0055a7a800e17c23f66f31b381833", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -0.24772740843854724, \"dd_pct\": -12.364576405662408, \"calmar\": -0.020048958098321874, \"cagr_pct\": -0.24789687426062493, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0670674352898518, \"sortino\": 0.10049613687302239}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.574617622913767, \"dd_pct\": -4.0795431519593865, \"calmar\": -0.8768191773189038, \"cagr_pct\": -3.5770216703379965, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.4794520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0213334787335204, \"sortino\": -1.079393291056847}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -11.590455706384484, \"dd_pct\": -13.129156348878857, \"calmar\": -0.8833709345536178, \"cagr_pct\": -11.59791511380968, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.3972602739726026, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.354994947448777, \"sortino\": -2.4884431766801183}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.175962899947173, \"dd_pct\": -6.361034722110059, \"calmar\": 1.0939268204884163, \"cagr_pct\": 6.958506488574273, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 6.660583941605839, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5356520847689766, \"sortino\": 0.8199761613006802}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -5.3808349100067705, \"dd_pct\": -10.18411399450504, \"calmar\": -0.5287076877810849, \"cagr_pct\": -5.384419362133748, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8302259051208464, \"sortino\": -1.105514919953283}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -5.772549555513695, \"dd_pct\": -6.4833955223796425, \"calmar\": -2.0661850785813525, \"cagr_pct\": -13.395895086881971, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.87698084714515, \"sortino\": -1.9721713799330827}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.74887630038826, \"dd_pct\": -29.94433489103596, \"calmar\": -0.08303201037634085, \"cagr_pct\": -2.4863383253851232, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 1.8426294820717133, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1916460840157226, \"sortino\": -0.2730922315895959}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 1.8926850550085694, \"dd_pct\": -17.846499148307437, \"calmar\": 0.034153401570903845, \"cagr_pct\": 0.6095186520469374, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 1.0869565217391304, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11043566118404177, \"sortino\": 0.15980686401815478}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -20.258138593808916, \"dd_pct\": -29.944334891036018, \"calmar\": -0.14331890833536123, \"cagr_pct\": -4.291589387411751, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 2.2944297082228116, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.38035567920663105, \"sortino\": -0.5367458771002761}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.9285512364350601, \"dd_pct\": -0.9285512364350601, \"calmar\": -2.0943888852526613, \"cagr_pct\": -1.9447473889772058, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5763688760806917, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0639159612807547, \"sortino\": -2.0784425088840255}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": -18.74887630038826, "Sharpe Ratio": -0.1916460840157226, "Sortino Ratio": -0.2730922315895959, "Calmar Ratio": -0.08303201037634085, "P&L/DD Ratio": -0.6261243192948949, "Max Drawdown %": -29.94433489103596, "% In Market": 1.8426294820717133, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.034153401570903845, "Sub1_Sortino": 0.15980686401815478, "Sub1_Trades": 13, "Sub2_Calmar": -0.14331890833536123, "Sub2_Sortino": -0.5367458771002761, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.093927]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.9285512364350601, "OOS_Sortino Ratio": -2.0784425088840255, "OOS_Calmar Ratio": -2.0943888852526613, "OOS_Max Drawdown %": -0.9285512364350601, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 43, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0b287c1ab06f1e1b29e034f2593e6eb487a18aae65e14ccbc3f5cf746aceaf26", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -250.0, "i_long_exit_activation_threshold": -430.0, "i_long_exit_activation_confirmation_threshold": -189.95, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "3466e78815ff8de2c4d3b6deb8fcb1828c24353203cfa3fa7e07332b50223848", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -0.24772740843854724, \"dd_pct\": -12.364576405662408, \"calmar\": -0.020048958098321874, \"cagr_pct\": -0.24789687426062493, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0670674352898518, \"sortino\": 0.10049613687302239}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.574617622913767, \"dd_pct\": -4.0795431519593865, \"calmar\": -0.8768191773189038, \"cagr_pct\": -3.5770216703379965, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.4794520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0213334787335204, \"sortino\": -1.079393291056847}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -11.590455706384484, \"dd_pct\": -13.129156348878857, \"calmar\": -0.8833709345536178, \"cagr_pct\": -11.59791511380968, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.3972602739726026, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.354994947448777, \"sortino\": -2.4884431766801183}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.175962899947173, \"dd_pct\": -6.361034722110059, \"calmar\": 1.0939268204884163, \"cagr_pct\": 6.958506488574273, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 6.660583941605839, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5356520847689766, \"sortino\": 0.8199761613006802}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -5.3808349100067705, \"dd_pct\": -10.18411399450504, \"calmar\": -0.5287076877810849, \"cagr_pct\": -5.384419362133748, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8302259051208464, \"sortino\": -1.105514919953283}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -5.772549555513695, \"dd_pct\": -6.4833955223796425, \"calmar\": -2.0661850785813525, \"cagr_pct\": -13.395895086881971, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.87698084714515, \"sortino\": -1.9721713799330827}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.74887630038826, \"dd_pct\": -29.94433489103596, \"calmar\": -0.08303201037634085, \"cagr_pct\": -2.4863383253851232, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 1.8426294820717133, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1916460840157226, \"sortino\": -0.2730922315895959}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 1.8926850550085694, \"dd_pct\": -17.846499148307437, \"calmar\": 0.034153401570903845, \"cagr_pct\": 0.6095186520469374, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 1.0869565217391304, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11043566118404177, \"sortino\": 0.15980686401815478}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -20.258138593808916, \"dd_pct\": -29.944334891036018, \"calmar\": -0.14331890833536123, \"cagr_pct\": -4.291589387411751, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 2.2944297082228116, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.38035567920663105, \"sortino\": -0.5367458771002761}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.9285512364350601, \"dd_pct\": -0.9285512364350601, \"calmar\": -2.0943888852526613, \"cagr_pct\": -1.9447473889772058, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5763688760806917, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0639159612807547, \"sortino\": -2.0784425088840255}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": -18.74887630038826, "Sharpe Ratio": -0.1916460840157226, "Sortino Ratio": -0.2730922315895959, "Calmar Ratio": -0.08303201037634085, "P&L/DD Ratio": -0.6261243192948949, "Max Drawdown %": -29.94433489103596, "% In Market": 1.8426294820717133, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.034153401570903845, "Sub1_Sortino": 0.15980686401815478, "Sub1_Trades": 13, "Sub2_Calmar": -0.14331890833536123, "Sub2_Sortino": -0.5367458771002761, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.093927]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.9285512364350601, "OOS_Sortino Ratio": -2.0784425088840255, "OOS_Calmar Ratio": -2.0943888852526613, "OOS_Max Drawdown %": -0.9285512364350601, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 43, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0b287c1ab06f1e1b29e034f2593e6eb487a18aae65e14ccbc3f5cf746aceaf26", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -250.0, "i_long_exit_activation_threshold": -430.0, "i_long_exit_activation_confirmation_threshold": -189.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "d6a46fab8baec70029ddef92af54fa6d05eaf39ca684b172421cec5d5adad605", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -0.24772740843854724, \"dd_pct\": -12.364576405662408, \"calmar\": -0.020048958098321874, \"cagr_pct\": -0.24789687426062493, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.9589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0670674352898518, \"sortino\": 0.10049613687302239}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.574617622913767, \"dd_pct\": -4.0795431519593865, \"calmar\": -0.8768191773189038, \"cagr_pct\": -3.5770216703379965, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.4794520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0213334787335204, \"sortino\": -1.079393291056847}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -11.590455706384484, \"dd_pct\": -13.129156348878857, \"calmar\": -0.8833709345536178, \"cagr_pct\": -11.59791511380968, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.3972602739726026, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.354994947448777, \"sortino\": -2.4884431766801183}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.175962899947173, \"dd_pct\": -6.361034722110059, \"calmar\": 1.0939268204884163, \"cagr_pct\": 6.958506488574273, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 6.660583941605839, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5356520847689766, \"sortino\": 0.8199761613006802}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -5.3808349100067705, \"dd_pct\": -10.18411399450504, \"calmar\": -0.5287076877810849, \"cagr_pct\": -5.384419362133748, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8302259051208464, \"sortino\": -1.105514919953283}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -5.772549555513695, \"dd_pct\": -6.4833955223796425, \"calmar\": -2.0661850785813525, \"cagr_pct\": -13.395895086881971, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.87698084714515, \"sortino\": -1.9721713799330827}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.74887630038826, \"dd_pct\": -29.94433489103596, \"calmar\": -0.08303201037634085, \"cagr_pct\": -2.4863383253851232, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 1.8426294820717133, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1916460840157226, \"sortino\": -0.2730922315895959}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 1.8926850550085694, \"dd_pct\": -17.846499148307437, \"calmar\": 0.034153401570903845, \"cagr_pct\": 0.6095186520469374, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 1.0869565217391304, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11043566118404177, \"sortino\": 0.15980686401815478}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -20.258138593808916, \"dd_pct\": -29.944334891036018, \"calmar\": -0.14331890833536123, \"cagr_pct\": -4.291589387411751, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 2.2944297082228116, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.38035567920663105, \"sortino\": -0.5367458771002761}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.9285512364350601, \"dd_pct\": -0.9285512364350601, \"calmar\": -2.0943888852526613, \"cagr_pct\": -1.9447473889772058, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5763688760806917, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0639159612807547, \"sortino\": -2.0784425088840255}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": -18.74887630038826, "Sharpe Ratio": -0.1916460840157226, "Sortino Ratio": -0.2730922315895959, "Calmar Ratio": -0.08303201037634085, "P&L/DD Ratio": -0.6261243192948949, "Max Drawdown %": -29.94433489103596, "% In Market": 1.8426294820717133, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.034153401570903845, "Sub1_Sortino": 0.15980686401815478, "Sub1_Trades": 13, "Sub2_Calmar": -0.14331890833536123, "Sub2_Sortino": -0.5367458771002761, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.093927]", "OOS_Total Trades": 1, "OOS_Total P&L %": -0.9285512364350601, "OOS_Sortino Ratio": -2.0784425088840255, "OOS_Calmar Ratio": -2.0943888852526613, "OOS_Max Drawdown %": -0.9285512364350601, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 42, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0b287c1ab06f1e1b29e034f2593e6eb487a18aae65e14ccbc3f5cf746aceaf26", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "f03e66ca78f7c397b9cb55adce6bca38798f539b43074677946fb5413c7d28d7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -67.54235438321103, \"dd_pct\": -70.21718643030107, \"calmar\": -0.9622624254640044, \"cagr_pct\": -67.56736012367969, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4892919046079245, \"sortino\": -2.024326470824655}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 579.1648120348152, \"dd_pct\": -79.20708431150281, \"calmar\": 0.33015517698876934, \"cagr_pct\": 26.150628939628582, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.20650730411687, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6873863468419333, \"sortino\": 0.9829278225993986}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 224.02285705615222, \"dd_pct\": -67.10250702530612, \"calmar\": 0.6911360069755932, \"cagr_pct\": 46.37695876352176, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.3371783496007, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9223772858510426, \"sortino\": 1.3120260460834818}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 109.60398232557837, \"dd_pct\": -79.20708431150278, \"calmar\": 0.1946641790998513, \"cagr_pct\": 15.4187820463914, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5379785059553852, \"sortino\": 0.7721065873469876}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 579.1648120348152, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.20708431150281, "% In Market": 94.20650730411687, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6982442ed38db295716ea7cc92edec4a722544b5f528e6b7fc2a2a257d27a8f9", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -576.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "f4c9e12d415844a980abd1bf3ba0bee618c2af8792353b8ef98c817db37c5eed", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -67.54235438321103, \"dd_pct\": -70.21718643030107, \"calmar\": -0.9622624254640044, \"cagr_pct\": -67.56736012367969, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4892919046079245, \"sortino\": -2.024326470824655}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 579.1648120348152, \"dd_pct\": -79.20708431150281, \"calmar\": 0.33015517698876934, \"cagr_pct\": 26.150628939628582, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.20650730411687, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6873863468419333, \"sortino\": 0.9829278225993986}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 224.02285705615222, \"dd_pct\": -67.10250702530612, \"calmar\": 0.6911360069755932, \"cagr_pct\": 46.37695876352176, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.3371783496007, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9223772858510426, \"sortino\": 1.3120260460834818}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 109.60398232557837, \"dd_pct\": -79.20708431150278, \"calmar\": 0.1946641790998513, \"cagr_pct\": 15.4187820463914, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5379785059553852, \"sortino\": 0.7721065873469876}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 579.1648120348152, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.20708431150281, "% In Market": 94.20650730411687, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6982442ed38db295716ea7cc92edec4a722544b5f528e6b7fc2a2a257d27a8f9", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -575.05, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "57782eeaf42b95f6a168e7a6f7b21fcd6a832f8fdef80a4eb973f3747d89782c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -67.54235438321103, \"dd_pct\": -70.21718643030107, \"calmar\": -0.9622624254640044, \"cagr_pct\": -67.56736012367969, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4892919046079245, \"sortino\": -2.024326470824655}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 579.1648120348152, \"dd_pct\": -79.20708431150281, \"calmar\": 0.33015517698876934, \"cagr_pct\": 26.150628939628582, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.20650730411687, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6873863468419333, \"sortino\": 0.9829278225993986}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 224.02285705615222, \"dd_pct\": -67.10250702530612, \"calmar\": 0.6911360069755932, \"cagr_pct\": 46.37695876352176, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.3371783496007, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9223772858510426, \"sortino\": 1.3120260460834818}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 109.60398232557837, \"dd_pct\": -79.20708431150278, \"calmar\": 0.1946641790998513, \"cagr_pct\": 15.4187820463914, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5379785059553852, \"sortino\": 0.7721065873469876}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 579.1648120348152, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.20708431150281, "% In Market": 94.20650730411687, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6982442ed38db295716ea7cc92edec4a722544b5f528e6b7fc2a2a257d27a8f9", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -574.95, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "5dc5bd6d359d8035f73caa8dee2ac7a0f30cda94f55e0c30413a1b8867dde981", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -67.54235438321103, \"dd_pct\": -70.21718643030107, \"calmar\": -0.9622624254640044, \"cagr_pct\": -67.56736012367969, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4892919046079245, \"sortino\": -2.024326470824655}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 579.1648120348152, \"dd_pct\": -79.20708431150281, \"calmar\": 0.33015517698876934, \"cagr_pct\": 26.150628939628582, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.20650730411687, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6873863468419333, \"sortino\": 0.9829278225993986}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 224.02285705615222, \"dd_pct\": -67.10250702530612, \"calmar\": 0.6911360069755932, \"cagr_pct\": 46.37695876352176, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.3371783496007, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9223772858510426, \"sortino\": 1.3120260460834818}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 109.60398232557837, \"dd_pct\": -79.20708431150278, \"calmar\": 0.1946641790998513, \"cagr_pct\": 15.4187820463914, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5379785059553852, \"sortino\": 0.7721065873469876}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 579.1648120348152, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.20708431150281, "% In Market": 94.20650730411687, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6982442ed38db295716ea7cc92edec4a722544b5f528e6b7fc2a2a257d27a8f9", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -574.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "43b620179bf59dd3eea83b020c38a1fbdf791678eea4800662389b81a486b31a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -67.54235438321103, \"dd_pct\": -70.21718643030107, \"calmar\": -0.9622624254640044, \"cagr_pct\": -67.56736012367969, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4892919046079245, \"sortino\": -2.024326470824655}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 579.1648120348152, \"dd_pct\": -79.20708431150281, \"calmar\": 0.33015517698876934, \"cagr_pct\": 26.150628939628582, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.20650730411687, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6873863468419333, \"sortino\": 0.9829278225993986}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 224.02285705615222, \"dd_pct\": -67.10250702530612, \"calmar\": 0.6911360069755932, \"cagr_pct\": 46.37695876352176, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.3371783496007, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9223772858510426, \"sortino\": 1.3120260460834818}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 109.60398232557837, \"dd_pct\": -79.20708431150278, \"calmar\": 0.1946641790998513, \"cagr_pct\": 15.4187820463914, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5379785059553852, \"sortino\": 0.7721065873469876}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 579.1648120348152, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.20708431150281, "% In Market": 94.20650730411687, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6982442ed38db295716ea7cc92edec4a722544b5f528e6b7fc2a2a257d27a8f9", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 229.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "059041f0d05b4e361f505ef27b9226f0b293a494a5b29e5c6c05c3d8f61db3da", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -67.54235438321103, \"dd_pct\": -70.21718643030107, \"calmar\": -0.9622624254640044, \"cagr_pct\": -67.56736012367969, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4892919046079245, \"sortino\": -2.024326470824655}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 579.1648120348152, \"dd_pct\": -79.20708431150281, \"calmar\": 0.33015517698876934, \"cagr_pct\": 26.150628939628582, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.20650730411687, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6873863468419333, \"sortino\": 0.9829278225993986}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 224.02285705615222, \"dd_pct\": -67.10250702530612, \"calmar\": 0.6911360069755932, \"cagr_pct\": 46.37695876352176, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.3371783496007, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9223772858510426, \"sortino\": 1.3120260460834818}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 109.60398232557837, \"dd_pct\": -79.20708431150278, \"calmar\": 0.1946641790998513, \"cagr_pct\": 15.4187820463914, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5379785059553852, \"sortino\": 0.7721065873469876}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 579.1648120348152, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.20708431150281, "% In Market": 94.20650730411687, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6982442ed38db295716ea7cc92edec4a722544b5f528e6b7fc2a2a257d27a8f9", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 229.95, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "c46ea2f9e1915f0908a096ce92826698ce95aa5fd3c0ea2f133e50784cb4f959", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -67.54235438321103, \"dd_pct\": -70.21718643030107, \"calmar\": -0.9622624254640044, \"cagr_pct\": -67.56736012367969, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4892919046079245, \"sortino\": -2.024326470824655}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 579.1648120348152, \"dd_pct\": -79.20708431150281, \"calmar\": 0.33015517698876934, \"cagr_pct\": 26.150628939628582, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.20650730411687, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6873863468419333, \"sortino\": 0.9829278225993986}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 224.02285705615222, \"dd_pct\": -67.10250702530612, \"calmar\": 0.6911360069755932, \"cagr_pct\": 46.37695876352176, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.3371783496007, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9223772858510426, \"sortino\": 1.3120260460834818}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 109.60398232557837, \"dd_pct\": -79.20708431150278, \"calmar\": 0.1946641790998513, \"cagr_pct\": 15.4187820463914, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5379785059553852, \"sortino\": 0.7721065873469876}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 579.1648120348152, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.20708431150281, "% In Market": 94.20650730411687, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6982442ed38db295716ea7cc92edec4a722544b5f528e6b7fc2a2a257d27a8f9", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 230.05, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "848cf469609d46a6a087b807e3d8a921dae0eb3fe95a0191e5fbe5f7321c3687", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -67.54235438321103, \"dd_pct\": -70.21718643030107, \"calmar\": -0.9622624254640044, \"cagr_pct\": -67.56736012367969, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4892919046079245, \"sortino\": -2.024326470824655}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 579.1648120348152, \"dd_pct\": -79.20708431150281, \"calmar\": 0.33015517698876934, \"cagr_pct\": 26.150628939628582, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.20650730411687, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6873863468419333, \"sortino\": 0.9829278225993986}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 224.02285705615222, \"dd_pct\": -67.10250702530612, \"calmar\": 0.6911360069755932, \"cagr_pct\": 46.37695876352176, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.3371783496007, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9223772858510426, \"sortino\": 1.3120260460834818}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 109.60398232557837, \"dd_pct\": -79.20708431150278, \"calmar\": 0.1946641790998513, \"cagr_pct\": 15.4187820463914, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5379785059553852, \"sortino\": 0.7721065873469876}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 579.1648120348152, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.20708431150281, "% In Market": 94.20650730411687, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6982442ed38db295716ea7cc92edec4a722544b5f528e6b7fc2a2a257d27a8f9", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 231.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "ead79977d84ae88e164cb35fb823efa4cbbec348de33c2a504004db18c99b8d2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -67.54235438321103, \"dd_pct\": -70.21718643030107, \"calmar\": -0.9622624254640044, \"cagr_pct\": -67.56736012367969, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4892919046079245, \"sortino\": -2.024326470824655}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 579.1648120348152, \"dd_pct\": -79.20708431150281, \"calmar\": 0.33015517698876934, \"cagr_pct\": 26.150628939628582, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.20650730411687, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6873863468419333, \"sortino\": 0.9829278225993986}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 224.02285705615222, \"dd_pct\": -67.10250702530612, \"calmar\": 0.6911360069755932, \"cagr_pct\": 46.37695876352176, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.3371783496007, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9223772858510426, \"sortino\": 1.3120260460834818}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 109.60398232557837, \"dd_pct\": -79.20708431150278, \"calmar\": 0.1946641790998513, \"cagr_pct\": 15.4187820463914, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5379785059553852, \"sortino\": 0.7721065873469876}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 579.1648120348152, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.20708431150281, "% In Market": 94.20650730411687, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6982442ed38db295716ea7cc92edec4a722544b5f528e6b7fc2a2a257d27a8f9", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 709.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "8281a482beba5d3a895e4478f4ab069dbfd200c4bda77f99737c6bf1091a13b1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -67.54235438321103, \"dd_pct\": -70.21718643030107, \"calmar\": -0.9622624254640044, \"cagr_pct\": -67.56736012367969, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4892919046079245, \"sortino\": -2.024326470824655}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 579.1648120348152, \"dd_pct\": -79.20708431150281, \"calmar\": 0.33015517698876934, \"cagr_pct\": 26.150628939628582, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.20650730411687, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6873863468419333, \"sortino\": 0.9829278225993986}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 224.02285705615222, \"dd_pct\": -67.10250702530612, \"calmar\": 0.6911360069755932, \"cagr_pct\": 46.37695876352176, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.3371783496007, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9223772858510426, \"sortino\": 1.3120260460834818}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 109.60398232557837, \"dd_pct\": -79.20708431150278, \"calmar\": 0.1946641790998513, \"cagr_pct\": 15.4187820463914, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5379785059553852, \"sortino\": 0.7721065873469876}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 579.1648120348152, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.20708431150281, "% In Market": 94.20650730411687, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6982442ed38db295716ea7cc92edec4a722544b5f528e6b7fc2a2a257d27a8f9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 709.95, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "c3b7bfa10d41fe7f363bad2c3e5e13cedc39b0cbfd965760e0b15479a90e37f3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -67.54235438321103, \"dd_pct\": -70.21718643030107, \"calmar\": -0.9622624254640044, \"cagr_pct\": -67.56736012367969, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4892919046079245, \"sortino\": -2.024326470824655}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 579.1648120348152, \"dd_pct\": -79.20708431150281, \"calmar\": 0.33015517698876934, \"cagr_pct\": 26.150628939628582, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.20650730411687, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6873863468419333, \"sortino\": 0.9829278225993986}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 224.02285705615222, \"dd_pct\": -67.10250702530612, \"calmar\": 0.6911360069755932, \"cagr_pct\": 46.37695876352176, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.3371783496007, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9223772858510426, \"sortino\": 1.3120260460834818}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 109.60398232557837, \"dd_pct\": -79.20708431150278, \"calmar\": 0.1946641790998513, \"cagr_pct\": 15.4187820463914, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5379785059553852, \"sortino\": 0.7721065873469876}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 579.1648120348152, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.20708431150281, "% In Market": 94.20650730411687, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6982442ed38db295716ea7cc92edec4a722544b5f528e6b7fc2a2a257d27a8f9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 710.05, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "0d3e256a16257e242e57b46d9666bb63634e6a298ffd336187337f272ef28272", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -67.54235438321103, \"dd_pct\": -70.21718643030107, \"calmar\": -0.9622624254640044, \"cagr_pct\": -67.56736012367969, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4892919046079245, \"sortino\": -2.024326470824655}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 579.1648120348152, \"dd_pct\": -79.20708431150281, \"calmar\": 0.33015517698876934, \"cagr_pct\": 26.150628939628582, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.20650730411687, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6873863468419333, \"sortino\": 0.9829278225993986}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 224.02285705615222, \"dd_pct\": -67.10250702530612, \"calmar\": 0.6911360069755932, \"cagr_pct\": 46.37695876352176, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.3371783496007, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9223772858510426, \"sortino\": 1.3120260460834818}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 109.60398232557837, \"dd_pct\": -79.20708431150278, \"calmar\": 0.1946641790998513, \"cagr_pct\": 15.4187820463914, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5379785059553852, \"sortino\": 0.7721065873469876}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 579.1648120348152, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.20708431150281, "% In Market": 94.20650730411687, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6982442ed38db295716ea7cc92edec4a722544b5f528e6b7fc2a2a257d27a8f9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 711.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "ea9d31dfb60bc3cc39cc4e86a9224cdbe0c799f1e2c86406739bd88b1e1983f2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -67.54235438321103, \"dd_pct\": -70.21718643030107, \"calmar\": -0.9622624254640044, \"cagr_pct\": -67.56736012367969, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4892919046079245, \"sortino\": -2.024326470824655}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 579.1648120348152, \"dd_pct\": -79.20708431150281, \"calmar\": 0.33015517698876934, \"cagr_pct\": 26.150628939628582, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.20650730411687, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6873863468419333, \"sortino\": 0.9829278225993986}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 224.02285705615222, \"dd_pct\": -67.10250702530612, \"calmar\": 0.6911360069755932, \"cagr_pct\": 46.37695876352176, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.3371783496007, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9223772858510426, \"sortino\": 1.3120260460834818}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 109.60398232557837, \"dd_pct\": -79.20708431150278, \"calmar\": 0.1946641790998513, \"cagr_pct\": 15.4187820463914, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5379785059553852, \"sortino\": 0.7721065873469876}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 579.1648120348152, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.20708431150281, "% In Market": 94.20650730411687, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6982442ed38db295716ea7cc92edec4a722544b5f528e6b7fc2a2a257d27a8f9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 245.0, "i_long_exit_activation_threshold": 650.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "f240f491813b870f14686d704257b54e8a3cbb962cd690df524c87a72871571a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e44518fd9d18b02cf380200ba43f0094920edffb05d7cc03721f3318f07c1b45", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 244.0, "i_long_exit_activation_threshold": 650.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "cf806d90d99835990042e07f802689978b7d1daea7b08305815b646968be03b5", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e44518fd9d18b02cf380200ba43f0094920edffb05d7cc03721f3318f07c1b45", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 244.95, "i_long_exit_activation_threshold": 650.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "27597f4b1df416109f344a782032c4ca94700ffccd4b1d07e13fbe6116074bda", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e44518fd9d18b02cf380200ba43f0094920edffb05d7cc03721f3318f07c1b45", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 245.05, "i_long_exit_activation_threshold": 650.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "a5901cd51b2381aed65112d32666449fcaa91b3fdd9601b13e494f319d9ec043", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e44518fd9d18b02cf380200ba43f0094920edffb05d7cc03721f3318f07c1b45", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 246.0, "i_long_exit_activation_threshold": 650.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "ab0f59a235495ef1cdcd5bc0b6cbd811b45047b50ab18c7153c25b2782a51841", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e44518fd9d18b02cf380200ba43f0094920edffb05d7cc03721f3318f07c1b45", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 245.0, "i_long_exit_activation_threshold": 649.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "15c0e4ad8fc3c6ac63dab614196b62e93bc2db46523ddd6c37232073a32ed663", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e44518fd9d18b02cf380200ba43f0094920edffb05d7cc03721f3318f07c1b45", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 245.0, "i_long_exit_activation_threshold": 649.95, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "85541c19b3d78438591e2bc4fb47d64acac18c3633d7dd72676b59c4af75995e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e44518fd9d18b02cf380200ba43f0094920edffb05d7cc03721f3318f07c1b45", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 245.0, "i_long_exit_activation_threshold": 650.05, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "a0ab740ffa1301fa13b0c6ef314d2b6826d358d17f06a788b276fa1f4b6a62ed", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e44518fd9d18b02cf380200ba43f0094920edffb05d7cc03721f3318f07c1b45", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 245.0, "i_long_exit_activation_threshold": 651.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "f74b42b0fd449b47c849c5dc700910048326590db9596cdba81b41089a75f678", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e44518fd9d18b02cf380200ba43f0094920edffb05d7cc03721f3318f07c1b45", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 245.0, "i_long_exit_activation_threshold": 650.0, "i_long_exit_activation_confirmation_threshold": 469.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "74e21a7520d4f754d49887aa3ef722c3d4bc1d4a4f1e8ca2d1321fcdf62a4b1a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e44518fd9d18b02cf380200ba43f0094920edffb05d7cc03721f3318f07c1b45", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 245.0, "i_long_exit_activation_threshold": 650.0, "i_long_exit_activation_confirmation_threshold": 469.95, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "cda8684876d775f679c5b0c3c17e730d33d6c7bee8d74278d13d216050731695", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e44518fd9d18b02cf380200ba43f0094920edffb05d7cc03721f3318f07c1b45", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 245.0, "i_long_exit_activation_threshold": 650.0, "i_long_exit_activation_confirmation_threshold": 470.05, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "7b239953a87587155b0d9841044ec12cb32992029e293cd4e8e03638496c9c12", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e44518fd9d18b02cf380200ba43f0094920edffb05d7cc03721f3318f07c1b45", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 245.0, "i_long_exit_activation_threshold": 650.0, "i_long_exit_activation_confirmation_threshold": 471.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "5f4473fae9e4e89d6bc56493149704f496e1cbb427fcb22ba2da258f0fc41021", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e44518fd9d18b02cf380200ba43f0094920edffb05d7cc03721f3318f07c1b45", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -10.0, "i_long_exit_activation_threshold": -180.0, "i_long_exit_activation_confirmation_threshold": 530.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "6159336550267aff8b925746467a7ce40c8cb94dd04c91270505695c6673a866", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 39.56797579850344, \"dd_pct\": -32.8206751697235, \"calmar\": 1.2065519273812089, \"cagr_pct\": 39.599848883982474, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 43.56164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9435327387237268, \"sortino\": 1.4308146302334759}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -31.645482595189534, \"dd_pct\": -35.623477781107894, \"calmar\": -0.8888321636023214, \"cagr_pct\": -31.66329283122135, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 53.90410958904109, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.6502318772737133, \"sortino\": -0.8863513528391448}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 93.90653788403833, \"dd_pct\": -20.802130078094272, \"calmar\": 4.518503963631061, \"cagr_pct\": 93.99450720983789, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 45.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.228022724436186, \"sortino\": 3.684455215962284}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 48.03613531865649, \"dd_pct\": -27.960998982651354, \"calmar\": 2.4568560504125676, \"cagr_pct\": 68.69614952610662, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 52.18978102189781, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5768145783108467, \"sortino\": 2.405076942198831}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.627438428493775, \"dd_pct\": -28.096779594005827, \"calmar\": 1.9102767280974782, \"cagr_pct\": 53.672624192913446, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4239024761751788, \"sortino\": 2.210842075134303}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.05476831085629, \"dd_pct\": -34.42301335016429, \"calmar\": -1.4590188668547193, \"cagr_pct\": -50.22382593188157, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 42.05298013245033, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.016939516893805, \"sortino\": -2.4902489297017176}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 635.9872594054721, \"dd_pct\": -58.869733896771415, \"calmar\": 0.46519298173100426, \"cagr_pct\": 27.38578704514987, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 49.47709163346614, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7661111485432087, \"sortino\": 1.1139713685336838}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.42335576473045, \"dd_pct\": -58.869733896771415, \"calmar\": 0.5370675972318805, \"cagr_pct\": 31.617026533619207, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 48.13664596273292, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7854524293327962, \"sortino\": 1.127358901958422}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.30146458320905, \"dd_pct\": -55.19713169255744, \"calmar\": 0.4514959381553282, \"cagr_pct\": 24.921280757014422, \"entries\": 63, \"exits\": 64, \"exposure_pct\": 50.278514588859416, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7660002396766014, \"sortino\": 1.1302754909472135}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.418391946871947, \"dd_pct\": -3.771502565921747, \"calmar\": 2.526577966987738, \"cagr_pct\": 9.528995285495604, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 10.086455331412104, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8351974229875686, \"sortino\": 1.2935578277307542}]", "Additional_Threshold_Budget": 0, "Total Trades": 89, "Total P&L %": 635.9872594054721, "Sharpe Ratio": 0.7661111485432087, "Sortino Ratio": 1.1139713685336838, "Calmar Ratio": 0.46519298173100426, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.869733896771415, "% In Market": 49.47709163346614, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5370675972318805, "Sub1_Sortino": 1.127358901958422, "Sub1_Trades": 26, "Sub2_Calmar": 0.4514959381553282, "Sub2_Sortino": 1.1302754909472135, "Sub2_Trades": 63, "WFO_Score": 1.1712131355722333, "WFO_Min_Fold": -0.8888321636023214, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.206552, -0.888832, 2.456856, 1.910277]", "OOS_Total Trades": 9, "OOS_Total P&L %": 4.418391946871947, "OOS_Sortino Ratio": 1.2935578277307542, "OOS_Calmar Ratio": 2.526577966987738, "OOS_Max Drawdown %": -3.771502565921747, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2a1e8dc4818524358d26469c67049815a751d6adde524aff4bc13d9c3a07009", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -11.0, "i_long_exit_activation_threshold": -180.0, "i_long_exit_activation_confirmation_threshold": 530.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "51f28b3c45a66c971ba6bec23092b25d49c3d08223bf9b1b9a355eb455a77b16", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 39.56797579850344, \"dd_pct\": -32.8206751697235, \"calmar\": 1.2065519273812089, \"cagr_pct\": 39.599848883982474, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 43.56164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9435327387237268, \"sortino\": 1.4308146302334759}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -31.645482595189534, \"dd_pct\": -35.623477781107894, \"calmar\": -0.8888321636023214, \"cagr_pct\": -31.66329283122135, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 53.90410958904109, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.6502318772737133, \"sortino\": -0.8863513528391448}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 93.90653788403833, \"dd_pct\": -20.802130078094272, \"calmar\": 4.518503963631061, \"cagr_pct\": 93.99450720983789, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 45.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.228022724436186, \"sortino\": 3.684455215962284}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 48.03613531865649, \"dd_pct\": -27.960998982651354, \"calmar\": 2.4568560504125676, \"cagr_pct\": 68.69614952610662, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 52.18978102189781, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5768145783108467, \"sortino\": 2.405076942198831}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.627438428493775, \"dd_pct\": -28.096779594005827, \"calmar\": 1.9102767280974782, \"cagr_pct\": 53.672624192913446, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4239024761751788, \"sortino\": 2.210842075134303}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.05476831085629, \"dd_pct\": -34.42301335016429, \"calmar\": -1.4590188668547193, \"cagr_pct\": -50.22382593188157, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 42.05298013245033, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.016939516893805, \"sortino\": -2.4902489297017176}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 630.4360321380572, \"dd_pct\": -58.869733896771415, \"calmar\": 0.4632072227466691, \"cagr_pct\": 27.26888594215893, \"entries\": 90, \"exits\": 90, \"exposure_pct\": 49.48539176626826, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7640427577835217, \"sortino\": 1.110943462901734}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 131.6627463508938, \"dd_pct\": -58.869733896771415, \"calmar\": 0.531588420289989, \"cagr_pct\": 31.294468845076732, \"entries\": 27, \"exits\": 26, \"exposure_pct\": 48.158828748890855, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7807767589710871, \"sortino\": 1.1206111335921274}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.30146458320905, \"dd_pct\": -55.19713169255744, \"calmar\": 0.4514959381553282, \"cagr_pct\": 24.921280757014422, \"entries\": 63, \"exits\": 64, \"exposure_pct\": 50.278514588859416, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7660002396766014, \"sortino\": 1.1302754909472135}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.418391946871947, \"dd_pct\": -3.771502565921747, \"calmar\": 2.526577966987738, \"cagr_pct\": 9.528995285495604, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 10.086455331412104, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8351974229875686, \"sortino\": 1.2935578277307542}]", "Additional_Threshold_Budget": 0, "Total Trades": 90, "Total P&L %": 630.4360321380572, "Sharpe Ratio": 0.7640427577835217, "Sortino Ratio": 1.110943462901734, "Calmar Ratio": 0.4632072227466691, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.869733896771415, "% In Market": 49.48539176626826, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.531588420289989, "Sub1_Sortino": 1.1206111335921274, "Sub1_Trades": 27, "Sub2_Calmar": 0.4514959381553282, "Sub2_Sortino": 1.1302754909472135, "Sub2_Trades": 63, "WFO_Score": 1.1712131355722333, "WFO_Min_Fold": -0.8888321636023214, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.206552, -0.888832, 2.456856, 1.910277]", "OOS_Total Trades": 9, "OOS_Total P&L %": 4.418391946871947, "OOS_Sortino Ratio": 1.2935578277307542, "OOS_Calmar Ratio": 2.526577966987738, "OOS_Max Drawdown %": -3.771502565921747, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2a1e8dc4818524358d26469c67049815a751d6adde524aff4bc13d9c3a07009", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -10.05, "i_long_exit_activation_threshold": -180.0, "i_long_exit_activation_confirmation_threshold": 530.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "36fb31b354bc4593dcdd9b4b1e614820d0e1abe1b7f94b5e6dcde063912aa8e3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 39.56797579850344, \"dd_pct\": -32.8206751697235, \"calmar\": 1.2065519273812089, \"cagr_pct\": 39.599848883982474, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 43.56164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9435327387237268, \"sortino\": 1.4308146302334759}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -31.645482595189534, \"dd_pct\": -35.623477781107894, \"calmar\": -0.8888321636023214, \"cagr_pct\": -31.66329283122135, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 53.90410958904109, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.6502318772737133, \"sortino\": -0.8863513528391448}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 93.90653788403833, \"dd_pct\": -20.802130078094272, \"calmar\": 4.518503963631061, \"cagr_pct\": 93.99450720983789, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 45.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.228022724436186, \"sortino\": 3.684455215962284}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 48.03613531865649, \"dd_pct\": -27.960998982651354, \"calmar\": 2.4568560504125676, \"cagr_pct\": 68.69614952610662, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 52.18978102189781, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5768145783108467, \"sortino\": 2.405076942198831}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.627438428493775, \"dd_pct\": -28.096779594005827, \"calmar\": 1.9102767280974782, \"cagr_pct\": 53.672624192913446, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4239024761751788, \"sortino\": 2.210842075134303}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.05476831085629, \"dd_pct\": -34.42301335016429, \"calmar\": -1.4590188668547193, \"cagr_pct\": -50.22382593188157, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 42.05298013245033, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.016939516893805, \"sortino\": -2.4902489297017176}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 635.9872594054721, \"dd_pct\": -58.869733896771415, \"calmar\": 0.46519298173100426, \"cagr_pct\": 27.38578704514987, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 49.47709163346614, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7661111485432087, \"sortino\": 1.1139713685336838}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.42335576473045, \"dd_pct\": -58.869733896771415, \"calmar\": 0.5370675972318805, \"cagr_pct\": 31.617026533619207, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 48.13664596273292, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7854524293327962, \"sortino\": 1.127358901958422}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.30146458320905, \"dd_pct\": -55.19713169255744, \"calmar\": 0.4514959381553282, \"cagr_pct\": 24.921280757014422, \"entries\": 63, \"exits\": 64, \"exposure_pct\": 50.278514588859416, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7660002396766014, \"sortino\": 1.1302754909472135}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.418391946871947, \"dd_pct\": -3.771502565921747, \"calmar\": 2.526577966987738, \"cagr_pct\": 9.528995285495604, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 10.086455331412104, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8351974229875686, \"sortino\": 1.2935578277307542}]", "Additional_Threshold_Budget": 0, "Total Trades": 89, "Total P&L %": 635.9872594054721, "Sharpe Ratio": 0.7661111485432087, "Sortino Ratio": 1.1139713685336838, "Calmar Ratio": 0.46519298173100426, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.869733896771415, "% In Market": 49.47709163346614, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5370675972318805, "Sub1_Sortino": 1.127358901958422, "Sub1_Trades": 26, "Sub2_Calmar": 0.4514959381553282, "Sub2_Sortino": 1.1302754909472135, "Sub2_Trades": 63, "WFO_Score": 1.1712131355722333, "WFO_Min_Fold": -0.8888321636023214, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.206552, -0.888832, 2.456856, 1.910277]", "OOS_Total Trades": 9, "OOS_Total P&L %": 4.418391946871947, "OOS_Sortino Ratio": 1.2935578277307542, "OOS_Calmar Ratio": 2.526577966987738, "OOS_Max Drawdown %": -3.771502565921747, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2a1e8dc4818524358d26469c67049815a751d6adde524aff4bc13d9c3a07009", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -9.95, "i_long_exit_activation_threshold": -180.0, "i_long_exit_activation_confirmation_threshold": 530.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "240e59ecced32c25ef3c27a7ff90132cb3be1031d1ebc1845756bce1d9debbd4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 39.56797579850344, \"dd_pct\": -32.8206751697235, \"calmar\": 1.2065519273812089, \"cagr_pct\": 39.599848883982474, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 43.56164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9435327387237268, \"sortino\": 1.4308146302334759}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -31.645482595189534, \"dd_pct\": -35.623477781107894, \"calmar\": -0.8888321636023214, \"cagr_pct\": -31.66329283122135, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 53.90410958904109, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.6502318772737133, \"sortino\": -0.8863513528391448}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 93.90653788403833, \"dd_pct\": -20.802130078094272, \"calmar\": 4.518503963631061, \"cagr_pct\": 93.99450720983789, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 45.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.228022724436186, \"sortino\": 3.684455215962284}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 48.03613531865649, \"dd_pct\": -27.960998982651354, \"calmar\": 2.4568560504125676, \"cagr_pct\": 68.69614952610662, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 52.18978102189781, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5768145783108467, \"sortino\": 2.405076942198831}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.627438428493775, \"dd_pct\": -28.096779594005827, \"calmar\": 1.9102767280974782, \"cagr_pct\": 53.672624192913446, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4239024761751788, \"sortino\": 2.210842075134303}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.05476831085629, \"dd_pct\": -34.42301335016429, \"calmar\": -1.4590188668547193, \"cagr_pct\": -50.22382593188157, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 42.05298013245033, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.016939516893805, \"sortino\": -2.4902489297017176}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 635.9872594054721, \"dd_pct\": -58.869733896771415, \"calmar\": 0.46519298173100426, \"cagr_pct\": 27.38578704514987, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 49.47709163346614, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7661111485432087, \"sortino\": 1.1139713685336838}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.42335576473045, \"dd_pct\": -58.869733896771415, \"calmar\": 0.5370675972318805, \"cagr_pct\": 31.617026533619207, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 48.13664596273292, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7854524293327962, \"sortino\": 1.127358901958422}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.30146458320905, \"dd_pct\": -55.19713169255744, \"calmar\": 0.4514959381553282, \"cagr_pct\": 24.921280757014422, \"entries\": 63, \"exits\": 64, \"exposure_pct\": 50.278514588859416, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7660002396766014, \"sortino\": 1.1302754909472135}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.418391946871947, \"dd_pct\": -3.771502565921747, \"calmar\": 2.526577966987738, \"cagr_pct\": 9.528995285495604, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 10.086455331412104, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8351974229875686, \"sortino\": 1.2935578277307542}]", "Additional_Threshold_Budget": 0, "Total Trades": 89, "Total P&L %": 635.9872594054721, "Sharpe Ratio": 0.7661111485432087, "Sortino Ratio": 1.1139713685336838, "Calmar Ratio": 0.46519298173100426, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.869733896771415, "% In Market": 49.47709163346614, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5370675972318805, "Sub1_Sortino": 1.127358901958422, "Sub1_Trades": 26, "Sub2_Calmar": 0.4514959381553282, "Sub2_Sortino": 1.1302754909472135, "Sub2_Trades": 63, "WFO_Score": 1.1712131355722333, "WFO_Min_Fold": -0.8888321636023214, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.206552, -0.888832, 2.456856, 1.910277]", "OOS_Total Trades": 9, "OOS_Total P&L %": 4.418391946871947, "OOS_Sortino Ratio": 1.2935578277307542, "OOS_Calmar Ratio": 2.526577966987738, "OOS_Max Drawdown %": -3.771502565921747, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2a1e8dc4818524358d26469c67049815a751d6adde524aff4bc13d9c3a07009", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -9.0, "i_long_exit_activation_threshold": -180.0, "i_long_exit_activation_confirmation_threshold": 530.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "95bb6cea21c58fbc0255090a96e8638917fb80b12a20ab853685d3b01cdb91cd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 39.56797579850344, \"dd_pct\": -32.8206751697235, \"calmar\": 1.2065519273812089, \"cagr_pct\": 39.599848883982474, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 43.56164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9435327387237268, \"sortino\": 1.4308146302334759}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -31.26388098589161, \"dd_pct\": -35.623477781107894, \"calmar\": -0.8781155172901665, \"cagr_pct\": -31.281528619432308, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 53.082191780821915, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.637794761658554, \"sortino\": -0.8694635619419552}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 73.78427401392923, \"dd_pct\": -20.80213007809434, \"calmar\": 3.550120475506073, \"cagr_pct\": 73.85006792438345, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 42.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.901613235659402, \"sortino\": 3.1178913306696754}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 48.03613531865649, \"dd_pct\": -27.960998982651354, \"calmar\": 2.4568560504125676, \"cagr_pct\": 68.69614952610662, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 52.18978102189781, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5768145783108467, \"sortino\": 2.405076942198831}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 51.57943325639405, \"dd_pct\": -28.096779594005827, \"calmar\": 1.8373145834183333, \"cagr_pct\": 51.62262289515754, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 60.136986301369866, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3854829327406177, \"sortino\": 2.1495969090950355}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.618098735190678, \"dd_pct\": -34.42301335016429, \"calmar\": -1.5309036149330923, \"cagr_pct\": -52.698315574656604, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 41.72185430463576, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.184035667817898, \"sortino\": -2.6880075283684977}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 617.3968883841969, \"dd_pct\": -55.197131692557356, \"calmar\": 0.48899640354672563, \"cagr_pct\": 26.991198883755533, \"entries\": 87, \"exits\": 87, \"exposure_pct\": 48.97078353253652, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7603909279892476, \"sortino\": 1.1092270421578296}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 161.32517511710728, \"dd_pct\": -53.95330532873991, \"calmar\": 0.6769293988953635, \"cagr_pct\": 36.52257854460192, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 48.11446317657498, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.857019530517915, \"sortino\": 1.2389529132695472}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 174.52268541012407, \"dd_pct\": -55.19713169255744, \"calmar\": 0.3915693463481679, \"cagr_pct\": 21.613504777148464, \"entries\": 62, \"exits\": 63, \"exposure_pct\": 49.48275862068965, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6975508456756371, \"sortino\": 1.027806636708364}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.418391946871947, \"dd_pct\": -3.771502565921747, \"calmar\": 2.526577966987738, \"cagr_pct\": 9.528995285495604, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 10.086455331412104, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8351974229875686, \"sortino\": 1.2935578277307542}]", "Additional_Threshold_Budget": 0, "Total Trades": 87, "Total P&L %": 617.3968883841969, "Sharpe Ratio": 0.7603909279892476, "Sortino Ratio": 1.1092270421578296, "Calmar Ratio": 0.48899640354672563, "P&L/DD Ratio": 0.0, "Max Drawdown %": -55.197131692557356, "% In Market": 48.97078353253652, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6769293988953635, "Sub1_Sortino": 1.2389529132695472, "Sub1_Trades": 25, "Sub2_Calmar": 0.3915693463481679, "Sub2_Sortino": 1.027806636708364, "Sub2_Trades": 62, "WFO_Score": 1.6345455038856032, "WFO_Min_Fold": -0.8781155172901665, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.206552, -0.878116, 3.55012, 2.456856, 1.837315]", "OOS_Total Trades": 9, "OOS_Total P&L %": 4.418391946871947, "OOS_Sortino Ratio": 1.2935578277307542, "OOS_Calmar Ratio": 2.526577966987738, "OOS_Max Drawdown %": -3.771502565921747, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 34, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2a1e8dc4818524358d26469c67049815a751d6adde524aff4bc13d9c3a07009", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -10.0, "i_long_exit_activation_threshold": -181.0, "i_long_exit_activation_confirmation_threshold": 530.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "4b980202671d1f92e6c89a88e58d32f0ae07c05e8f20d0ebf511ea16f53baa2a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 39.56797579850344, \"dd_pct\": -32.8206751697235, \"calmar\": 1.2065519273812089, \"cagr_pct\": 39.599848883982474, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 43.56164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9435327387237268, \"sortino\": 1.4308146302334759}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -50.83193629126222, \"dd_pct\": -53.48945248529488, \"calmar\": -0.9507638631059674, \"cagr_pct\": -50.85583848034205, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 60.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2106587038366114, \"sortino\": -1.6163492613014099}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 93.90653788403833, \"dd_pct\": -20.802130078094272, \"calmar\": 4.518503963631061, \"cagr_pct\": 93.99450720983789, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 45.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.228022724436186, \"sortino\": 3.684455215962284}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 48.03613531865649, \"dd_pct\": -27.960998982651354, \"calmar\": 2.4568560504125676, \"cagr_pct\": 68.69614952610662, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 52.18978102189781, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5768145783108467, \"sortino\": 2.405076942198831}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.627438428493775, \"dd_pct\": -28.096779594005827, \"calmar\": 1.9102767280974782, \"cagr_pct\": 53.672624192913446, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4239024761751788, \"sortino\": 2.210842075134303}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.05476831085629, \"dd_pct\": -34.42301335016429, \"calmar\": -1.4590188668547193, \"cagr_pct\": -50.22382593188157, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 42.05298013245033, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.016939516893805, \"sortino\": -2.4902489297017176}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 429.4027349349834, \"dd_pct\": -67.63096446678098, \"calmar\": 0.3311611874905879, \"cagr_pct\": 22.396750503952948, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 50.332005312084995, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6732520630587054, \"sortino\": 0.9738661173646581}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.42335576473045, \"dd_pct\": -58.869733896771415, \"calmar\": 0.5370675972318805, \"cagr_pct\": 31.617026533619207, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 48.13664596273292, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7854524293327962, \"sortino\": 1.127358901958422}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 126.79938483472588, \"dd_pct\": -67.63096446678102, \"calmar\": 0.25425712333149636, \"cagr_pct\": 17.19565447345839, \"entries\": 63, \"exits\": 64, \"exposure_pct\": 51.644562334217504, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5961258925138534, \"sortino\": 0.869421861737819}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.418391946871947, \"dd_pct\": -3.771502565921747, \"calmar\": 2.526577966987738, \"cagr_pct\": 9.528995285495604, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 10.086455331412104, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8351974229875686, \"sortino\": 1.2935578277307542}]", "Additional_Threshold_Budget": 0, "Total Trades": 89, "Total P&L %": 429.4027349349834, "Sharpe Ratio": 0.6732520630587054, "Sortino Ratio": 0.9738661173646581, "Calmar Ratio": 0.3311611874905879, "P&L/DD Ratio": 0.0, "Max Drawdown %": -67.63096446678098, "% In Market": 50.332005312084995, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5370675972318805, "Sub1_Sortino": 1.127358901958422, "Sub1_Trades": 26, "Sub2_Calmar": 0.25425712333149636, "Sub2_Sortino": 0.869421861737819, "Sub2_Trades": 63, "WFO_Score": 1.1557302106963219, "WFO_Min_Fold": -0.9507638631059674, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.206552, -0.950764, 2.456856, 1.910277]", "OOS_Total Trades": 9, "OOS_Total P&L %": 4.418391946871947, "OOS_Sortino Ratio": 1.2935578277307542, "OOS_Calmar Ratio": 2.526577966987738, "OOS_Max Drawdown %": -3.771502565921747, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 34, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2a1e8dc4818524358d26469c67049815a751d6adde524aff4bc13d9c3a07009", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -10.0, "i_long_exit_activation_threshold": -180.05, "i_long_exit_activation_confirmation_threshold": 530.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "2c82f27b9f054182e1a4328851b7276ffaca497e3eccc2c119b430bc7ed36bb8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 39.56797579850344, \"dd_pct\": -32.8206751697235, \"calmar\": 1.2065519273812089, \"cagr_pct\": 39.599848883982474, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 43.56164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9435327387237268, \"sortino\": 1.4308146302334759}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -50.83193629126222, \"dd_pct\": -53.48945248529488, \"calmar\": -0.9507638631059674, \"cagr_pct\": -50.85583848034205, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 60.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2106587038366114, \"sortino\": -1.6163492613014099}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 93.90653788403833, \"dd_pct\": -20.802130078094272, \"calmar\": 4.518503963631061, \"cagr_pct\": 93.99450720983789, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 45.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.228022724436186, \"sortino\": 3.684455215962284}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 48.03613531865649, \"dd_pct\": -27.960998982651354, \"calmar\": 2.4568560504125676, \"cagr_pct\": 68.69614952610662, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 52.18978102189781, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5768145783108467, \"sortino\": 2.405076942198831}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.627438428493775, \"dd_pct\": -28.096779594005827, \"calmar\": 1.9102767280974782, \"cagr_pct\": 53.672624192913446, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4239024761751788, \"sortino\": 2.210842075134303}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.05476831085629, \"dd_pct\": -34.42301335016429, \"calmar\": -1.4590188668547193, \"cagr_pct\": -50.22382593188157, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 42.05298013245033, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.016939516893805, \"sortino\": -2.4902489297017176}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 429.4027349349834, \"dd_pct\": -67.63096446678098, \"calmar\": 0.3311611874905879, \"cagr_pct\": 22.396750503952948, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 50.332005312084995, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6732520630587054, \"sortino\": 0.9738661173646581}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.42335576473045, \"dd_pct\": -58.869733896771415, \"calmar\": 0.5370675972318805, \"cagr_pct\": 31.617026533619207, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 48.13664596273292, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7854524293327962, \"sortino\": 1.127358901958422}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 126.79938483472588, \"dd_pct\": -67.63096446678102, \"calmar\": 0.25425712333149636, \"cagr_pct\": 17.19565447345839, \"entries\": 63, \"exits\": 64, \"exposure_pct\": 51.644562334217504, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5961258925138534, \"sortino\": 0.869421861737819}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.418391946871947, \"dd_pct\": -3.771502565921747, \"calmar\": 2.526577966987738, \"cagr_pct\": 9.528995285495604, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 10.086455331412104, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8351974229875686, \"sortino\": 1.2935578277307542}]", "Additional_Threshold_Budget": 0, "Total Trades": 89, "Total P&L %": 429.4027349349834, "Sharpe Ratio": 0.6732520630587054, "Sortino Ratio": 0.9738661173646581, "Calmar Ratio": 0.3311611874905879, "P&L/DD Ratio": 0.0, "Max Drawdown %": -67.63096446678098, "% In Market": 50.332005312084995, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5370675972318805, "Sub1_Sortino": 1.127358901958422, "Sub1_Trades": 26, "Sub2_Calmar": 0.25425712333149636, "Sub2_Sortino": 0.869421861737819, "Sub2_Trades": 63, "WFO_Score": 1.1557302106963219, "WFO_Min_Fold": -0.9507638631059674, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.206552, -0.950764, 2.456856, 1.910277]", "OOS_Total Trades": 9, "OOS_Total P&L %": 4.418391946871947, "OOS_Sortino Ratio": 1.2935578277307542, "OOS_Calmar Ratio": 2.526577966987738, "OOS_Max Drawdown %": -3.771502565921747, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2a1e8dc4818524358d26469c67049815a751d6adde524aff4bc13d9c3a07009", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -10.0, "i_long_exit_activation_threshold": -179.95, "i_long_exit_activation_confirmation_threshold": 530.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "919e5e4bb741dff42051d16be08baa1c2b5fdd0288914101bbc0c8e98c735974", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 39.56797579850344, \"dd_pct\": -32.8206751697235, \"calmar\": 1.2065519273812089, \"cagr_pct\": 39.599848883982474, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 43.56164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9435327387237268, \"sortino\": 1.4308146302334759}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -31.645482595189534, \"dd_pct\": -35.623477781107894, \"calmar\": -0.8888321636023214, \"cagr_pct\": -31.66329283122135, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 53.90410958904109, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.6502318772737133, \"sortino\": -0.8863513528391448}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 93.90653788403833, \"dd_pct\": -20.802130078094272, \"calmar\": 4.518503963631061, \"cagr_pct\": 93.99450720983789, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 45.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.228022724436186, \"sortino\": 3.684455215962284}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 48.03613531865649, \"dd_pct\": -27.960998982651354, \"calmar\": 2.4568560504125676, \"cagr_pct\": 68.69614952610662, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 52.18978102189781, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5768145783108467, \"sortino\": 2.405076942198831}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.627438428493775, \"dd_pct\": -28.096779594005827, \"calmar\": 1.9102767280974782, \"cagr_pct\": 53.672624192913446, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4239024761751788, \"sortino\": 2.210842075134303}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.05476831085629, \"dd_pct\": -34.42301335016429, \"calmar\": -1.4590188668547193, \"cagr_pct\": -50.22382593188157, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 42.05298013245033, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.016939516893805, \"sortino\": -2.4902489297017176}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 635.9872594054721, \"dd_pct\": -58.869733896771415, \"calmar\": 0.46519298173100426, \"cagr_pct\": 27.38578704514987, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 49.47709163346614, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7661111485432087, \"sortino\": 1.1139713685336838}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.42335576473045, \"dd_pct\": -58.869733896771415, \"calmar\": 0.5370675972318805, \"cagr_pct\": 31.617026533619207, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 48.13664596273292, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7854524293327962, \"sortino\": 1.127358901958422}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.30146458320905, \"dd_pct\": -55.19713169255744, \"calmar\": 0.4514959381553282, \"cagr_pct\": 24.921280757014422, \"entries\": 63, \"exits\": 64, \"exposure_pct\": 50.278514588859416, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7660002396766014, \"sortino\": 1.1302754909472135}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.418391946871947, \"dd_pct\": -3.771502565921747, \"calmar\": 2.526577966987738, \"cagr_pct\": 9.528995285495604, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 10.086455331412104, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8351974229875686, \"sortino\": 1.2935578277307542}]", "Additional_Threshold_Budget": 0, "Total Trades": 89, "Total P&L %": 635.9872594054721, "Sharpe Ratio": 0.7661111485432087, "Sortino Ratio": 1.1139713685336838, "Calmar Ratio": 0.46519298173100426, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.869733896771415, "% In Market": 49.47709163346614, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5370675972318805, "Sub1_Sortino": 1.127358901958422, "Sub1_Trades": 26, "Sub2_Calmar": 0.4514959381553282, "Sub2_Sortino": 1.1302754909472135, "Sub2_Trades": 63, "WFO_Score": 1.1712131355722333, "WFO_Min_Fold": -0.8888321636023214, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.206552, -0.888832, 2.456856, 1.910277]", "OOS_Total Trades": 9, "OOS_Total P&L %": 4.418391946871947, "OOS_Sortino Ratio": 1.2935578277307542, "OOS_Calmar Ratio": 2.526577966987738, "OOS_Max Drawdown %": -3.771502565921747, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2a1e8dc4818524358d26469c67049815a751d6adde524aff4bc13d9c3a07009", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -10.0, "i_long_exit_activation_threshold": -179.0, "i_long_exit_activation_confirmation_threshold": 530.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "316d64664bd1048c1c9e0556640f29aded1a8faa6c7032876ac5989208158de3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 39.56797579850344, \"dd_pct\": -32.8206751697235, \"calmar\": 1.2065519273812089, \"cagr_pct\": 39.599848883982474, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 43.56164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9435327387237268, \"sortino\": 1.4308146302334759}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -31.645482595189534, \"dd_pct\": -35.623477781107894, \"calmar\": -0.8888321636023214, \"cagr_pct\": -31.66329283122135, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 53.90410958904109, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.6502318772737133, \"sortino\": -0.8863513528391448}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 95.2913553604232, \"dd_pct\": -20.802130078094272, \"calmar\": 4.585150890542931, \"cagr_pct\": 95.38090525276384, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 45.34246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.250989936991481, \"sortino\": 3.7245079144820896}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 48.03613531865649, \"dd_pct\": -27.960998982651354, \"calmar\": 2.4568560504125676, \"cagr_pct\": 68.69614952610662, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 52.18978102189781, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5768145783108467, \"sortino\": 2.405076942198831}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.627438428493775, \"dd_pct\": -28.096779594005827, \"calmar\": 1.9102767280974782, \"cagr_pct\": 53.672624192913446, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4239024761751788, \"sortino\": 2.210842075134303}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.05476831085629, \"dd_pct\": -34.42301335016429, \"calmar\": -1.4590188668547193, \"cagr_pct\": -50.22382593188157, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 42.05298013245033, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.016939516893805, \"sortino\": -2.4902489297017176}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 592.4302761724574, \"dd_pct\": -58.869733896771415, \"calmar\": 0.44924425508218213, \"cagr_pct\": 26.446889751341363, \"entries\": 90, \"exits\": 90, \"exposure_pct\": 49.385790172642764, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.749887896062173, \"sortino\": 1.0893707601205365}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 118.05170839696002, \"dd_pct\": -58.869733896771415, \"calmar\": 0.48824896651196953, \"cagr_pct\": 28.743086733933303, \"entries\": 27, \"exits\": 26, \"exposure_pct\": 47.91481810115351, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.74401065146044, \"sortino\": 1.0659215838208327}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 217.55324517425825, \"dd_pct\": -55.19713169255744, \"calmar\": 0.4546187953879694, \"cagr_pct\": 25.093653518941572, \"entries\": 63, \"exits\": 64, \"exposure_pct\": 50.265251989389924, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7695622877907863, \"sortino\": 1.1355890295769189}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.418391946871947, \"dd_pct\": -3.771502565921747, \"calmar\": 2.526577966987738, \"cagr_pct\": 9.528995285495604, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 10.086455331412104, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8351974229875686, \"sortino\": 1.2935578277307542}]", "Additional_Threshold_Budget": 0, "Total Trades": 90, "Total P&L %": 592.4302761724574, "Sharpe Ratio": 0.749887896062173, "Sortino Ratio": 1.0893707601205365, "Calmar Ratio": 0.44924425508218213, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.869733896771415, "% In Market": 49.385790172642764, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.48824896651196953, "Sub1_Sortino": 1.0659215838208327, "Sub1_Trades": 27, "Sub2_Calmar": 0.4546187953879694, "Sub2_Sortino": 1.1355890295769189, "Sub2_Trades": 63, "WFO_Score": 1.1712131355722333, "WFO_Min_Fold": -0.8888321636023214, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.206552, -0.888832, 2.456856, 1.910277]", "OOS_Total Trades": 9, "OOS_Total P&L %": 4.418391946871947, "OOS_Sortino Ratio": 1.2935578277307542, "OOS_Calmar Ratio": 2.526577966987738, "OOS_Max Drawdown %": -3.771502565921747, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2a1e8dc4818524358d26469c67049815a751d6adde524aff4bc13d9c3a07009", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -10.0, "i_long_exit_activation_threshold": -180.0, "i_long_exit_activation_confirmation_threshold": 529.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "6cfa9b827210fa09a61199c5433645ff484299d31a8466b6982474b41e80d291", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 39.56797579850344, \"dd_pct\": -32.8206751697235, \"calmar\": 1.2065519273812089, \"cagr_pct\": 39.599848883982474, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 43.56164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9435327387237268, \"sortino\": 1.4308146302334759}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -31.645482595189534, \"dd_pct\": -35.623477781107894, \"calmar\": -0.8888321636023214, \"cagr_pct\": -31.66329283122135, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 53.90410958904109, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.6502318772737133, \"sortino\": -0.8863513528391448}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 93.90653788403833, \"dd_pct\": -20.802130078094272, \"calmar\": 4.518503963631061, \"cagr_pct\": 93.99450720983789, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 45.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.228022724436186, \"sortino\": 3.684455215962284}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 48.03613531865649, \"dd_pct\": -27.960998982651354, \"calmar\": 2.4568560504125676, \"cagr_pct\": 68.69614952610662, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 52.18978102189781, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5768145783108467, \"sortino\": 2.405076942198831}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.627438428493775, \"dd_pct\": -28.096779594005827, \"calmar\": 1.9102767280974782, \"cagr_pct\": 53.672624192913446, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4239024761751788, \"sortino\": 2.210842075134303}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.05476831085629, \"dd_pct\": -34.42301335016429, \"calmar\": -1.4590188668547193, \"cagr_pct\": -50.22382593188157, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 42.05298013245033, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.016939516893805, \"sortino\": -2.4902489297017176}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 635.9872594054721, \"dd_pct\": -58.869733896771415, \"calmar\": 0.46519298173100426, \"cagr_pct\": 27.38578704514987, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 49.47709163346614, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7661111485432087, \"sortino\": 1.1139713685336838}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.42335576473045, \"dd_pct\": -58.869733896771415, \"calmar\": 0.5370675972318805, \"cagr_pct\": 31.617026533619207, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 48.13664596273292, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7854524293327962, \"sortino\": 1.127358901958422}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.30146458320905, \"dd_pct\": -55.19713169255744, \"calmar\": 0.4514959381553282, \"cagr_pct\": 24.921280757014422, \"entries\": 63, \"exits\": 64, \"exposure_pct\": 50.278514588859416, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7660002396766014, \"sortino\": 1.1302754909472135}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.418391946871947, \"dd_pct\": -3.771502565921747, \"calmar\": 2.526577966987738, \"cagr_pct\": 9.528995285495604, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 10.086455331412104, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8351974229875686, \"sortino\": 1.2935578277307542}]", "Additional_Threshold_Budget": 0, "Total Trades": 89, "Total P&L %": 635.9872594054721, "Sharpe Ratio": 0.7661111485432087, "Sortino Ratio": 1.1139713685336838, "Calmar Ratio": 0.46519298173100426, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.869733896771415, "% In Market": 49.47709163346614, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5370675972318805, "Sub1_Sortino": 1.127358901958422, "Sub1_Trades": 26, "Sub2_Calmar": 0.4514959381553282, "Sub2_Sortino": 1.1302754909472135, "Sub2_Trades": 63, "WFO_Score": 1.1712131355722333, "WFO_Min_Fold": -0.8888321636023214, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.206552, -0.888832, 2.456856, 1.910277]", "OOS_Total Trades": 9, "OOS_Total P&L %": 4.418391946871947, "OOS_Sortino Ratio": 1.2935578277307542, "OOS_Calmar Ratio": 2.526577966987738, "OOS_Max Drawdown %": -3.771502565921747, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2a1e8dc4818524358d26469c67049815a751d6adde524aff4bc13d9c3a07009", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -10.0, "i_long_exit_activation_threshold": -180.0, "i_long_exit_activation_confirmation_threshold": 529.95, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "5329e1d2793dd3632e9f7081a4949958d22c609e1eaa85b384d27a07d250e81e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 39.56797579850344, \"dd_pct\": -32.8206751697235, \"calmar\": 1.2065519273812089, \"cagr_pct\": 39.599848883982474, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 43.56164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9435327387237268, \"sortino\": 1.4308146302334759}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -31.645482595189534, \"dd_pct\": -35.623477781107894, \"calmar\": -0.8888321636023214, \"cagr_pct\": -31.66329283122135, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 53.90410958904109, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.6502318772737133, \"sortino\": -0.8863513528391448}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 93.90653788403833, \"dd_pct\": -20.802130078094272, \"calmar\": 4.518503963631061, \"cagr_pct\": 93.99450720983789, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 45.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.228022724436186, \"sortino\": 3.684455215962284}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 48.03613531865649, \"dd_pct\": -27.960998982651354, \"calmar\": 2.4568560504125676, \"cagr_pct\": 68.69614952610662, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 52.18978102189781, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5768145783108467, \"sortino\": 2.405076942198831}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.627438428493775, \"dd_pct\": -28.096779594005827, \"calmar\": 1.9102767280974782, \"cagr_pct\": 53.672624192913446, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4239024761751788, \"sortino\": 2.210842075134303}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.05476831085629, \"dd_pct\": -34.42301335016429, \"calmar\": -1.4590188668547193, \"cagr_pct\": -50.22382593188157, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 42.05298013245033, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.016939516893805, \"sortino\": -2.4902489297017176}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 635.9872594054721, \"dd_pct\": -58.869733896771415, \"calmar\": 0.46519298173100426, \"cagr_pct\": 27.38578704514987, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 49.47709163346614, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7661111485432087, \"sortino\": 1.1139713685336838}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.42335576473045, \"dd_pct\": -58.869733896771415, \"calmar\": 0.5370675972318805, \"cagr_pct\": 31.617026533619207, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 48.13664596273292, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7854524293327962, \"sortino\": 1.127358901958422}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.30146458320905, \"dd_pct\": -55.19713169255744, \"calmar\": 0.4514959381553282, \"cagr_pct\": 24.921280757014422, \"entries\": 63, \"exits\": 64, \"exposure_pct\": 50.278514588859416, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7660002396766014, \"sortino\": 1.1302754909472135}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.418391946871947, \"dd_pct\": -3.771502565921747, \"calmar\": 2.526577966987738, \"cagr_pct\": 9.528995285495604, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 10.086455331412104, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8351974229875686, \"sortino\": 1.2935578277307542}]", "Additional_Threshold_Budget": 0, "Total Trades": 89, "Total P&L %": 635.9872594054721, "Sharpe Ratio": 0.7661111485432087, "Sortino Ratio": 1.1139713685336838, "Calmar Ratio": 0.46519298173100426, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.869733896771415, "% In Market": 49.47709163346614, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5370675972318805, "Sub1_Sortino": 1.127358901958422, "Sub1_Trades": 26, "Sub2_Calmar": 0.4514959381553282, "Sub2_Sortino": 1.1302754909472135, "Sub2_Trades": 63, "WFO_Score": 1.1712131355722333, "WFO_Min_Fold": -0.8888321636023214, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.206552, -0.888832, 2.456856, 1.910277]", "OOS_Total Trades": 9, "OOS_Total P&L %": 4.418391946871947, "OOS_Sortino Ratio": 1.2935578277307542, "OOS_Calmar Ratio": 2.526577966987738, "OOS_Max Drawdown %": -3.771502565921747, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2a1e8dc4818524358d26469c67049815a751d6adde524aff4bc13d9c3a07009", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -10.0, "i_long_exit_activation_threshold": -180.0, "i_long_exit_activation_confirmation_threshold": 530.05, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "bd4f2326f9da528a94f197b91984c1f9d51d0a6ec8be83ff2b60e6085833b9e2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 39.56797579850344, \"dd_pct\": -32.8206751697235, \"calmar\": 1.2065519273812089, \"cagr_pct\": 39.599848883982474, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 43.56164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9435327387237268, \"sortino\": 1.4308146302334759}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -31.645482595189534, \"dd_pct\": -35.623477781107894, \"calmar\": -0.8888321636023214, \"cagr_pct\": -31.66329283122135, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 53.90410958904109, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.6502318772737133, \"sortino\": -0.8863513528391448}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 93.90653788403833, \"dd_pct\": -20.802130078094272, \"calmar\": 4.518503963631061, \"cagr_pct\": 93.99450720983789, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 45.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.228022724436186, \"sortino\": 3.684455215962284}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 48.03613531865649, \"dd_pct\": -27.960998982651354, \"calmar\": 2.4568560504125676, \"cagr_pct\": 68.69614952610662, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 52.18978102189781, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5768145783108467, \"sortino\": 2.405076942198831}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.627438428493775, \"dd_pct\": -28.096779594005827, \"calmar\": 1.9102767280974782, \"cagr_pct\": 53.672624192913446, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4239024761751788, \"sortino\": 2.210842075134303}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.05476831085629, \"dd_pct\": -34.42301335016429, \"calmar\": -1.4590188668547193, \"cagr_pct\": -50.22382593188157, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 42.05298013245033, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.016939516893805, \"sortino\": -2.4902489297017176}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 635.9872594054721, \"dd_pct\": -58.869733896771415, \"calmar\": 0.46519298173100426, \"cagr_pct\": 27.38578704514987, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 49.47709163346614, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7661111485432087, \"sortino\": 1.1139713685336838}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.42335576473045, \"dd_pct\": -58.869733896771415, \"calmar\": 0.5370675972318805, \"cagr_pct\": 31.617026533619207, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 48.13664596273292, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7854524293327962, \"sortino\": 1.127358901958422}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.30146458320905, \"dd_pct\": -55.19713169255744, \"calmar\": 0.4514959381553282, \"cagr_pct\": 24.921280757014422, \"entries\": 63, \"exits\": 64, \"exposure_pct\": 50.278514588859416, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7660002396766014, \"sortino\": 1.1302754909472135}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.418391946871947, \"dd_pct\": -3.771502565921747, \"calmar\": 2.526577966987738, \"cagr_pct\": 9.528995285495604, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 10.086455331412104, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8351974229875686, \"sortino\": 1.2935578277307542}]", "Additional_Threshold_Budget": 0, "Total Trades": 89, "Total P&L %": 635.9872594054721, "Sharpe Ratio": 0.7661111485432087, "Sortino Ratio": 1.1139713685336838, "Calmar Ratio": 0.46519298173100426, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.869733896771415, "% In Market": 49.47709163346614, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5370675972318805, "Sub1_Sortino": 1.127358901958422, "Sub1_Trades": 26, "Sub2_Calmar": 0.4514959381553282, "Sub2_Sortino": 1.1302754909472135, "Sub2_Trades": 63, "WFO_Score": 1.1712131355722333, "WFO_Min_Fold": -0.8888321636023214, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.206552, -0.888832, 2.456856, 1.910277]", "OOS_Total Trades": 9, "OOS_Total P&L %": 4.418391946871947, "OOS_Sortino Ratio": 1.2935578277307542, "OOS_Calmar Ratio": 2.526577966987738, "OOS_Max Drawdown %": -3.771502565921747, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2a1e8dc4818524358d26469c67049815a751d6adde524aff4bc13d9c3a07009", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -10.0, "i_long_exit_activation_threshold": -180.0, "i_long_exit_activation_confirmation_threshold": 531.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "a96563840b4c2fe901b59d6d736c9ffc5fdbdf1ee85846a8b628fe1bdfcab249", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 39.56797579850344, \"dd_pct\": -32.8206751697235, \"calmar\": 1.2065519273812089, \"cagr_pct\": 39.599848883982474, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 43.56164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9435327387237268, \"sortino\": 1.4308146302334759}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -31.645482595189534, \"dd_pct\": -35.623477781107894, \"calmar\": -0.8888321636023214, \"cagr_pct\": -31.66329283122135, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 53.90410958904109, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.6502318772737133, \"sortino\": -0.8863513528391448}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 93.90653788403833, \"dd_pct\": -20.802130078094272, \"calmar\": 4.518503963631061, \"cagr_pct\": 93.99450720983789, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 45.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.228022724436186, \"sortino\": 3.684455215962284}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 48.03613531865649, \"dd_pct\": -27.960998982651354, \"calmar\": 2.4568560504125676, \"cagr_pct\": 68.69614952610662, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 52.18978102189781, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5768145783108467, \"sortino\": 2.405076942198831}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.627438428493775, \"dd_pct\": -28.096779594005827, \"calmar\": 1.9102767280974782, \"cagr_pct\": 53.672624192913446, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4239024761751788, \"sortino\": 2.210842075134303}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.05476831085629, \"dd_pct\": -34.42301335016429, \"calmar\": -1.4590188668547193, \"cagr_pct\": -50.22382593188157, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 42.05298013245033, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.016939516893805, \"sortino\": -2.4902489297017176}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 635.9872594054721, \"dd_pct\": -58.869733896771415, \"calmar\": 0.46519298173100426, \"cagr_pct\": 27.38578704514987, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 49.47709163346614, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7661111485432087, \"sortino\": 1.1139713685336838}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.42335576473045, \"dd_pct\": -58.869733896771415, \"calmar\": 0.5370675972318805, \"cagr_pct\": 31.617026533619207, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 48.13664596273292, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7854524293327962, \"sortino\": 1.127358901958422}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 215.30146458320905, \"dd_pct\": -55.19713169255744, \"calmar\": 0.4514959381553282, \"cagr_pct\": 24.921280757014422, \"entries\": 63, \"exits\": 64, \"exposure_pct\": 50.278514588859416, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7660002396766014, \"sortino\": 1.1302754909472135}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.418391946871947, \"dd_pct\": -3.771502565921747, \"calmar\": 2.526577966987738, \"cagr_pct\": 9.528995285495604, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 10.086455331412104, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8351974229875686, \"sortino\": 1.2935578277307542}]", "Additional_Threshold_Budget": 0, "Total Trades": 89, "Total P&L %": 635.9872594054721, "Sharpe Ratio": 0.7661111485432087, "Sortino Ratio": 1.1139713685336838, "Calmar Ratio": 0.46519298173100426, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.869733896771415, "% In Market": 49.47709163346614, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5370675972318805, "Sub1_Sortino": 1.127358901958422, "Sub1_Trades": 26, "Sub2_Calmar": 0.4514959381553282, "Sub2_Sortino": 1.1302754909472135, "Sub2_Trades": 63, "WFO_Score": 1.1712131355722333, "WFO_Min_Fold": -0.8888321636023214, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.206552, -0.888832, 2.456856, 1.910277]", "OOS_Total Trades": 9, "OOS_Total P&L %": 4.418391946871947, "OOS_Sortino Ratio": 1.2935578277307542, "OOS_Calmar Ratio": 2.526577966987738, "OOS_Max Drawdown %": -3.771502565921747, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2a1e8dc4818524358d26469c67049815a751d6adde524aff4bc13d9c3a07009", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 280.0, "i_long_exit_activation_threshold": 20.0, "i_long_exit_activation_confirmation_threshold": 350.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "2d07d196f836ec79f64118283929c653b1d94474c668ffff3d5ea3a4a0baab02", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1046f1e71c2834a91da2bf7e2c914ddc1309bce2021736ea4a0d13465b319d7", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 279.0, "i_long_exit_activation_threshold": 20.0, "i_long_exit_activation_confirmation_threshold": 350.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "b17b3cb2853460c655cd80f224d4ba8dcf218bbaa33221668445012364ae3ca7", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1046f1e71c2834a91da2bf7e2c914ddc1309bce2021736ea4a0d13465b319d7", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 279.95, "i_long_exit_activation_threshold": 20.0, "i_long_exit_activation_confirmation_threshold": 350.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "f27cc9b21219d9729d5a5252a33b0f316468420ac491133be93e5189acf7c246", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1046f1e71c2834a91da2bf7e2c914ddc1309bce2021736ea4a0d13465b319d7", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 280.05, "i_long_exit_activation_threshold": 20.0, "i_long_exit_activation_confirmation_threshold": 350.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "76bb85476b714515907fc1afb49a4c9b2e9f78ea401c459a91a0e3e8ddc8e83c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1046f1e71c2834a91da2bf7e2c914ddc1309bce2021736ea4a0d13465b319d7", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 281.0, "i_long_exit_activation_threshold": 20.0, "i_long_exit_activation_confirmation_threshold": 350.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "ef1d4738c6fca5a66f27f5915cfd1f14d8ec5183fd1f94add0e3f43b5a8b97be", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1046f1e71c2834a91da2bf7e2c914ddc1309bce2021736ea4a0d13465b319d7", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 280.0, "i_long_exit_activation_threshold": 19.0, "i_long_exit_activation_confirmation_threshold": 350.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "831870aa77a7cbc9e2da1479e188ccce200cf3f2539dc96ab6dd7a9109276720", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1046f1e71c2834a91da2bf7e2c914ddc1309bce2021736ea4a0d13465b319d7", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 280.0, "i_long_exit_activation_threshold": 19.95, "i_long_exit_activation_confirmation_threshold": 350.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "c3adc2e3f959c03c800319e6e2eed1ebf00b68f39832db2e3313026529bf1cbd", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1046f1e71c2834a91da2bf7e2c914ddc1309bce2021736ea4a0d13465b319d7", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 280.0, "i_long_exit_activation_threshold": 20.05, "i_long_exit_activation_confirmation_threshold": 350.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "47161eb42a2df77401a6dd27f075aec7e381e22e5fae2801821d9b6aad964e27", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1046f1e71c2834a91da2bf7e2c914ddc1309bce2021736ea4a0d13465b319d7", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 280.0, "i_long_exit_activation_threshold": 21.0, "i_long_exit_activation_confirmation_threshold": 350.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "85d6bd3485baa1b1db9b17b4f523df7dee5b5200820989a624daddbd73c38fa2", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1046f1e71c2834a91da2bf7e2c914ddc1309bce2021736ea4a0d13465b319d7", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 280.0, "i_long_exit_activation_threshold": 20.0, "i_long_exit_activation_confirmation_threshold": 349.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "cd17956e2f5f99431c69aa6c200ba04a17234434614aa5bab5d384554b819cd0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1046f1e71c2834a91da2bf7e2c914ddc1309bce2021736ea4a0d13465b319d7", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 280.0, "i_long_exit_activation_threshold": 20.0, "i_long_exit_activation_confirmation_threshold": 349.95, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "cb773ff88903aa467d1428cee6533e4f593402c79a58366fad63a71981f721b5", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1046f1e71c2834a91da2bf7e2c914ddc1309bce2021736ea4a0d13465b319d7", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 280.0, "i_long_exit_activation_threshold": 20.0, "i_long_exit_activation_confirmation_threshold": 350.05, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "bcea9d71e9232943450827a45322e9f7cdd1c023f1795beed65f09fecb5815ea", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1046f1e71c2834a91da2bf7e2c914ddc1309bce2021736ea4a0d13465b319d7", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 280.0, "i_long_exit_activation_threshold": 20.0, "i_long_exit_activation_confirmation_threshold": 351.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "27299badb26bca397864b31f085606b36ad322e32ebd7968cc15ce1f86f0cce8", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1046f1e71c2834a91da2bf7e2c914ddc1309bce2021736ea4a0d13465b319d7", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 135.0, "i_long_exit_activation_threshold": 550.0, "i_long_exit_activation_confirmation_threshold": 580.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "bdd363ee8ec585f1d97698d58ce2bc6913375ff7d5a096faec6b4400e933170a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c21bad65b53dcce85cb18c3afdd511a1e49002a6904650d351f0a2d58a8165b9", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 134.0, "i_long_exit_activation_threshold": 550.0, "i_long_exit_activation_confirmation_threshold": 580.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "3ac5a9aecbca8e1fb437a7fb6ddda5470b7bbc018a9a18524ce1a21c4b2c3148", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c21bad65b53dcce85cb18c3afdd511a1e49002a6904650d351f0a2d58a8165b9", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 134.95, "i_long_exit_activation_threshold": 550.0, "i_long_exit_activation_confirmation_threshold": 580.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "05e9e4b0f79b8b70ff22042d29dad9866e63207d3ca89585af79b162164e02c4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c21bad65b53dcce85cb18c3afdd511a1e49002a6904650d351f0a2d58a8165b9", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 135.05, "i_long_exit_activation_threshold": 550.0, "i_long_exit_activation_confirmation_threshold": 580.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "433e4135608e2414acfb0b9a995619211ba49c37bd7cac7c9f5c2d196bf39703", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c21bad65b53dcce85cb18c3afdd511a1e49002a6904650d351f0a2d58a8165b9", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 136.0, "i_long_exit_activation_threshold": 550.0, "i_long_exit_activation_confirmation_threshold": 580.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "3fd53f4c2a88ac8e5882f3c0a7cb5ce8f23ffaaadbe9ce7140b442faf927392a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c21bad65b53dcce85cb18c3afdd511a1e49002a6904650d351f0a2d58a8165b9", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 135.0, "i_long_exit_activation_threshold": 549.0, "i_long_exit_activation_confirmation_threshold": 580.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "6d480f1043d738fc4417558f4bdaaaa6a3196058d857a7bce1c98ad6fe2c2932", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c21bad65b53dcce85cb18c3afdd511a1e49002a6904650d351f0a2d58a8165b9", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 135.0, "i_long_exit_activation_threshold": 549.95, "i_long_exit_activation_confirmation_threshold": 580.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "83558cf53f07dd6a99b4685f6da83659f543223645536392359882c26d56ed5e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c21bad65b53dcce85cb18c3afdd511a1e49002a6904650d351f0a2d58a8165b9", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 135.0, "i_long_exit_activation_threshold": 550.05, "i_long_exit_activation_confirmation_threshold": 580.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "7d7a67e9482bf4c4e68d471c548226718fd45c549e0344fc48d5ca4d6ddbd501", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c21bad65b53dcce85cb18c3afdd511a1e49002a6904650d351f0a2d58a8165b9", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 135.0, "i_long_exit_activation_threshold": 551.0, "i_long_exit_activation_confirmation_threshold": 580.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "167c4184154d92605e5ab6deb2eb19f77c85a680f09fa1b6663a92a988e05c6c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c21bad65b53dcce85cb18c3afdd511a1e49002a6904650d351f0a2d58a8165b9", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 135.0, "i_long_exit_activation_threshold": 550.0, "i_long_exit_activation_confirmation_threshold": 579.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "65ee89e1a72df1de807ef76d1b88eb1d76976948c9f9194068daff6af093e96f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c21bad65b53dcce85cb18c3afdd511a1e49002a6904650d351f0a2d58a8165b9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 135.0, "i_long_exit_activation_threshold": 550.0, "i_long_exit_activation_confirmation_threshold": 579.95, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "a2a1b547f350e121cb0119d04a04b2bab16e368e9d7516925758be5ed69b5493", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c21bad65b53dcce85cb18c3afdd511a1e49002a6904650d351f0a2d58a8165b9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 135.0, "i_long_exit_activation_threshold": 550.0, "i_long_exit_activation_confirmation_threshold": 580.05, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "31269e98e38ca1ac5eabd6486ad0ece21a84cbf6d7a8d695bf0ee5d96e47fd26", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c21bad65b53dcce85cb18c3afdd511a1e49002a6904650d351f0a2d58a8165b9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 135.0, "i_long_exit_activation_threshold": 550.0, "i_long_exit_activation_confirmation_threshold": 581.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "d238a61f375e0716cf3b1800254c006f9bebba4e9dccfc95238213be93430355", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c21bad65b53dcce85cb18c3afdd511a1e49002a6904650d351f0a2d58a8165b9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 460.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": -640.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "c368e561df78c2ec4b0c6c5af8ebb3141a189faf6dd896cbfeb74d1cc823dfd4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c27599f04929787554e37366ddae3723f1eca01083d161b2712b7d159383d4f4", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 459.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": -640.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "f795f243fd8ca10357f208eb6efefe7e58fd6e80ea81248584cec4375c12062c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c27599f04929787554e37366ddae3723f1eca01083d161b2712b7d159383d4f4", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 459.95, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": -640.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "f9a29a1eaff41d1e05f3ea579135ecc1a270c25c1cfca7daaf7d88e15d777ba7", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c27599f04929787554e37366ddae3723f1eca01083d161b2712b7d159383d4f4", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 460.05, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": -640.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "6bf9dbb91e0a867f1a1669883a839ceffa2280915d8c20d240bd653e74c1b7ae", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c27599f04929787554e37366ddae3723f1eca01083d161b2712b7d159383d4f4", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 461.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": -640.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "debaaa5aea904728c1d8de2583b5f3d3307dc9d03eadc43e361024f33f0ef7ff", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c27599f04929787554e37366ddae3723f1eca01083d161b2712b7d159383d4f4", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 460.0, "i_long_exit_activation_threshold": 439.0, "i_long_exit_activation_confirmation_threshold": -640.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "e674e60beff3fbc804781e22da97591f8d824c2b33466fb973f1bda9e7cd90d6", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c27599f04929787554e37366ddae3723f1eca01083d161b2712b7d159383d4f4", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 460.0, "i_long_exit_activation_threshold": 439.95, "i_long_exit_activation_confirmation_threshold": -640.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "1c674ef0d4b35b674fdc6d82e520bd4ff620d01d8370f332987b208ce84cb581", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c27599f04929787554e37366ddae3723f1eca01083d161b2712b7d159383d4f4", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 460.0, "i_long_exit_activation_threshold": 440.05, "i_long_exit_activation_confirmation_threshold": -640.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "4e84cee1e33b2baa6703ffd79e60be67f8aca0288cb722da62537d7b15d4e4a6", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c27599f04929787554e37366ddae3723f1eca01083d161b2712b7d159383d4f4", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 460.0, "i_long_exit_activation_threshold": 441.0, "i_long_exit_activation_confirmation_threshold": -640.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "79d995b10acc7e33a0326d8c6bdae1cdc71a68e2d110246ffa59895f63a63615", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c27599f04929787554e37366ddae3723f1eca01083d161b2712b7d159383d4f4", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 460.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": -641.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "97b6ff2d53c304ec87358e57597bab4862e6ca2c2a5b0b3a971112ec5a027a3f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c27599f04929787554e37366ddae3723f1eca01083d161b2712b7d159383d4f4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 460.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": -640.05, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "b33969370a7a642b921a8d81a5ce0db4b738bd3e8f2d7f23aa9979db5c4ade3c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c27599f04929787554e37366ddae3723f1eca01083d161b2712b7d159383d4f4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 460.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": -639.95, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "6f8f6db5fb8e1aa6ae9733e8e165c1ce5963518cd0ed2a33b38800459009eadb", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c27599f04929787554e37366ddae3723f1eca01083d161b2712b7d159383d4f4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 460.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": -639.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "e7fa57978016ecedc4cc2cd5197e3a60f7a7169e8e793a5e268d201deaa5b9e8", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c27599f04929787554e37366ddae3723f1eca01083d161b2712b7d159383d4f4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "d47a7f5dd58bb21ea81f271f02463b24df123370f75ed00084c8a701b70599a1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.35149986797438, \"dd_pct\": -50.05683936115197, \"calmar\": 1.466669384365107, \"cagr_pct\": 73.41683376908382, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0851129770425794, \"sortino\": 1.5821930809347722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -44.50883284546903, \"dd_pct\": -51.811852241797695, \"calmar\": -0.8594792671880175, \"cagr_pct\": -44.53121279643412, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.16438356164383, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.8689517377620654, \"sortino\": -1.1936832283395533}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 998.3589506465601, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4892933034215198, \"cagr_pct\": 33.72290250791533, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 89.79083665338645, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7891817982362934, \"sortino\": 1.12579989615497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 140.86970271593754, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4782729162310577, \"cagr_pct\": 32.96335922329517, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 83.98402839396628, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7671060156908484, \"sortino\": 1.0740697945940052}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 355.9971379803925, \"dd_pct\": -62.845669188510676, \"calmar\": 0.5438574860581568, \"cagr_pct\": 34.17908765450598, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 93.26259946949602, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8078792076006633, \"sortino\": 1.1705534566348321}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 8.634286065726693, \"dd_pct\": -29.324151804243172, \"calmar\": 0.6495201113816692, \"cagr_pct\": 19.046626346065, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.59942363112391, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6753586514495518, \"sortino\": 0.9992914661503901}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 998.3589506465601, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.92165143503608, "% In Market": 89.79083665338645, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 8.634286065726693, "OOS_Sortino Ratio": 0.9992914661503901, "OOS_Calmar Ratio": 0.6495201113816692, "OOS_Max Drawdown %": -29.324151804243172, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0a3c73e373ea0bf537520daf79625912e2d4bee4495275fafc73d753e139b80f", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -26.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "1d7faaa8c804378ecf48e899591ad7bfec9666c1ef24f45ed8c8694f9e00aeff", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.35149986797438, \"dd_pct\": -50.05683936115197, \"calmar\": 1.466669384365107, \"cagr_pct\": 73.41683376908382, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0851129770425794, \"sortino\": 1.5821930809347722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -44.50883284546903, \"dd_pct\": -51.811852241797695, \"calmar\": -0.8594792671880175, \"cagr_pct\": -44.53121279643412, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.16438356164383, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.8689517377620654, \"sortino\": -1.1936832283395533}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 998.3589506465601, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4892933034215198, \"cagr_pct\": 33.72290250791533, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 89.79083665338645, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7891817982362934, \"sortino\": 1.12579989615497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 140.86970271593754, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4782729162310577, \"cagr_pct\": 32.96335922329517, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 83.98402839396628, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7671060156908484, \"sortino\": 1.0740697945940052}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 355.9971379803925, \"dd_pct\": -62.845669188510676, \"calmar\": 0.5438574860581568, \"cagr_pct\": 34.17908765450598, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 93.26259946949602, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8078792076006633, \"sortino\": 1.1705534566348321}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 8.634286065726693, \"dd_pct\": -29.324151804243172, \"calmar\": 0.6495201113816692, \"cagr_pct\": 19.046626346065, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.59942363112391, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6753586514495518, \"sortino\": 0.9992914661503901}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 998.3589506465601, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.92165143503608, "% In Market": 89.79083665338645, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 8.634286065726693, "OOS_Sortino Ratio": 0.9992914661503901, "OOS_Calmar Ratio": 0.6495201113816692, "OOS_Max Drawdown %": -29.324151804243172, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0a3c73e373ea0bf537520daf79625912e2d4bee4495275fafc73d753e139b80f", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -25.05, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "25c9361bd910d8b54681d737c4972cd8e4a2c5b338312c1b6064c554a7905ae3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.35149986797438, \"dd_pct\": -50.05683936115197, \"calmar\": 1.466669384365107, \"cagr_pct\": 73.41683376908382, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0851129770425794, \"sortino\": 1.5821930809347722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -44.50883284546903, \"dd_pct\": -51.811852241797695, \"calmar\": -0.8594792671880175, \"cagr_pct\": -44.53121279643412, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.16438356164383, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.8689517377620654, \"sortino\": -1.1936832283395533}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 998.3589506465601, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4892933034215198, \"cagr_pct\": 33.72290250791533, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 89.79083665338645, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7891817982362934, \"sortino\": 1.12579989615497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 140.86970271593754, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4782729162310577, \"cagr_pct\": 32.96335922329517, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 83.98402839396628, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7671060156908484, \"sortino\": 1.0740697945940052}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 355.9971379803925, \"dd_pct\": -62.845669188510676, \"calmar\": 0.5438574860581568, \"cagr_pct\": 34.17908765450598, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 93.26259946949602, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8078792076006633, \"sortino\": 1.1705534566348321}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 8.634286065726693, \"dd_pct\": -29.324151804243172, \"calmar\": 0.6495201113816692, \"cagr_pct\": 19.046626346065, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.59942363112391, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6753586514495518, \"sortino\": 0.9992914661503901}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 998.3589506465601, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.92165143503608, "% In Market": 89.79083665338645, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 8.634286065726693, "OOS_Sortino Ratio": 0.9992914661503901, "OOS_Calmar Ratio": 0.6495201113816692, "OOS_Max Drawdown %": -29.324151804243172, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0a3c73e373ea0bf537520daf79625912e2d4bee4495275fafc73d753e139b80f", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -24.95, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "2f0652dab1ba11221b939f2fbf4b19d8da405e3735055ba872348e0fb1da7d47", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.35149986797438, \"dd_pct\": -50.05683936115197, \"calmar\": 1.466669384365107, \"cagr_pct\": 73.41683376908382, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0851129770425794, \"sortino\": 1.5821930809347722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -44.50883284546903, \"dd_pct\": -51.811852241797695, \"calmar\": -0.8594792671880175, \"cagr_pct\": -44.53121279643412, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.16438356164383, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.8689517377620654, \"sortino\": -1.1936832283395533}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 998.3589506465601, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4892933034215198, \"cagr_pct\": 33.72290250791533, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 89.79083665338645, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7891817982362934, \"sortino\": 1.12579989615497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 140.86970271593754, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4782729162310577, \"cagr_pct\": 32.96335922329517, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 83.98402839396628, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7671060156908484, \"sortino\": 1.0740697945940052}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 355.9971379803925, \"dd_pct\": -62.845669188510676, \"calmar\": 0.5438574860581568, \"cagr_pct\": 34.17908765450598, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 93.26259946949602, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8078792076006633, \"sortino\": 1.1705534566348321}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 8.634286065726693, \"dd_pct\": -29.324151804243172, \"calmar\": 0.6495201113816692, \"cagr_pct\": 19.046626346065, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.59942363112391, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6753586514495518, \"sortino\": 0.9992914661503901}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 998.3589506465601, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.92165143503608, "% In Market": 89.79083665338645, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 8.634286065726693, "OOS_Sortino Ratio": 0.9992914661503901, "OOS_Calmar Ratio": 0.6495201113816692, "OOS_Max Drawdown %": -29.324151804243172, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0a3c73e373ea0bf537520daf79625912e2d4bee4495275fafc73d753e139b80f", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -24.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "1e514b6df4165d6bd80dd1fbb2dae7f19d31a3f3976a42be754d0c05946fd822", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.35149986797438, \"dd_pct\": -50.05683936115197, \"calmar\": 1.466669384365107, \"cagr_pct\": 73.41683376908382, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0851129770425794, \"sortino\": 1.5821930809347722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -44.50883284546903, \"dd_pct\": -51.811852241797695, \"calmar\": -0.8594792671880175, \"cagr_pct\": -44.53121279643412, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.16438356164383, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.8689517377620654, \"sortino\": -1.1936832283395533}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 998.3589506465601, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4892933034215198, \"cagr_pct\": 33.72290250791533, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 89.79083665338645, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7891817982362934, \"sortino\": 1.12579989615497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 140.86970271593754, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4782729162310577, \"cagr_pct\": 32.96335922329517, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 83.98402839396628, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7671060156908484, \"sortino\": 1.0740697945940052}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 355.9971379803925, \"dd_pct\": -62.845669188510676, \"calmar\": 0.5438574860581568, \"cagr_pct\": 34.17908765450598, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 93.26259946949602, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8078792076006633, \"sortino\": 1.1705534566348321}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 8.634286065726693, \"dd_pct\": -29.324151804243172, \"calmar\": 0.6495201113816692, \"cagr_pct\": 19.046626346065, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.59942363112391, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6753586514495518, \"sortino\": 0.9992914661503901}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 998.3589506465601, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.92165143503608, "% In Market": 89.79083665338645, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 8.634286065726693, "OOS_Sortino Ratio": 0.9992914661503901, "OOS_Calmar Ratio": 0.6495201113816692, "OOS_Max Drawdown %": -29.324151804243172, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0a3c73e373ea0bf537520daf79625912e2d4bee4495275fafc73d753e139b80f", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": 369.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "9c359e4c73c061dd511018b041179e8566f5e995f8fedfa697c63101fbdd8001", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.35149986797438, \"dd_pct\": -50.05683936115197, \"calmar\": 1.466669384365107, \"cagr_pct\": 73.41683376908382, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0851129770425794, \"sortino\": 1.5821930809347722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -44.50883284546903, \"dd_pct\": -51.811852241797695, \"calmar\": -0.8594792671880175, \"cagr_pct\": -44.53121279643412, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.16438356164383, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.8689517377620654, \"sortino\": -1.1936832283395533}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 998.3589506465601, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4892933034215198, \"cagr_pct\": 33.72290250791533, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 89.79083665338645, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7891817982362934, \"sortino\": 1.12579989615497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 140.86970271593754, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4782729162310577, \"cagr_pct\": 32.96335922329517, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 83.98402839396628, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7671060156908484, \"sortino\": 1.0740697945940052}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 355.9971379803925, \"dd_pct\": -62.845669188510676, \"calmar\": 0.5438574860581568, \"cagr_pct\": 34.17908765450598, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 93.26259946949602, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8078792076006633, \"sortino\": 1.1705534566348321}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 8.634286065726693, \"dd_pct\": -29.324151804243172, \"calmar\": 0.6495201113816692, \"cagr_pct\": 19.046626346065, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.59942363112391, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6753586514495518, \"sortino\": 0.9992914661503901}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 998.3589506465601, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.92165143503608, "% In Market": 89.79083665338645, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 8.634286065726693, "OOS_Sortino Ratio": 0.9992914661503901, "OOS_Calmar Ratio": 0.6495201113816692, "OOS_Max Drawdown %": -29.324151804243172, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0a3c73e373ea0bf537520daf79625912e2d4bee4495275fafc73d753e139b80f", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": 369.95, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "c96d74acad501d593be83b2df7f685d37a2c2658b2c5296c37e168adedcc50d7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.35149986797438, \"dd_pct\": -50.05683936115197, \"calmar\": 1.466669384365107, \"cagr_pct\": 73.41683376908382, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0851129770425794, \"sortino\": 1.5821930809347722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -44.50883284546903, \"dd_pct\": -51.811852241797695, \"calmar\": -0.8594792671880175, \"cagr_pct\": -44.53121279643412, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.16438356164383, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.8689517377620654, \"sortino\": -1.1936832283395533}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 998.3589506465601, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4892933034215198, \"cagr_pct\": 33.72290250791533, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 89.79083665338645, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7891817982362934, \"sortino\": 1.12579989615497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 140.86970271593754, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4782729162310577, \"cagr_pct\": 32.96335922329517, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 83.98402839396628, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7671060156908484, \"sortino\": 1.0740697945940052}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 355.9971379803925, \"dd_pct\": -62.845669188510676, \"calmar\": 0.5438574860581568, \"cagr_pct\": 34.17908765450598, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 93.26259946949602, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8078792076006633, \"sortino\": 1.1705534566348321}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 8.634286065726693, \"dd_pct\": -29.324151804243172, \"calmar\": 0.6495201113816692, \"cagr_pct\": 19.046626346065, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.59942363112391, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6753586514495518, \"sortino\": 0.9992914661503901}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 998.3589506465601, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.92165143503608, "% In Market": 89.79083665338645, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 8.634286065726693, "OOS_Sortino Ratio": 0.9992914661503901, "OOS_Calmar Ratio": 0.6495201113816692, "OOS_Max Drawdown %": -29.324151804243172, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0a3c73e373ea0bf537520daf79625912e2d4bee4495275fafc73d753e139b80f", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": 370.05, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "e960476d81156f63a097d9983e37cbc5f858124a4acc67061be3bb9be33f326f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.35149986797438, \"dd_pct\": -50.05683936115197, \"calmar\": 1.466669384365107, \"cagr_pct\": 73.41683376908382, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0851129770425794, \"sortino\": 1.5821930809347722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -44.50883284546903, \"dd_pct\": -51.811852241797695, \"calmar\": -0.8594792671880175, \"cagr_pct\": -44.53121279643412, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.16438356164383, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.8689517377620654, \"sortino\": -1.1936832283395533}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 998.3589506465601, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4892933034215198, \"cagr_pct\": 33.72290250791533, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 89.79083665338645, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7891817982362934, \"sortino\": 1.12579989615497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 140.86970271593754, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4782729162310577, \"cagr_pct\": 32.96335922329517, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 83.98402839396628, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7671060156908484, \"sortino\": 1.0740697945940052}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 355.9971379803925, \"dd_pct\": -62.845669188510676, \"calmar\": 0.5438574860581568, \"cagr_pct\": 34.17908765450598, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 93.26259946949602, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8078792076006633, \"sortino\": 1.1705534566348321}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 8.634286065726693, \"dd_pct\": -29.324151804243172, \"calmar\": 0.6495201113816692, \"cagr_pct\": 19.046626346065, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.59942363112391, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6753586514495518, \"sortino\": 0.9992914661503901}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 998.3589506465601, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.92165143503608, "% In Market": 89.79083665338645, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 8.634286065726693, "OOS_Sortino Ratio": 0.9992914661503901, "OOS_Calmar Ratio": 0.6495201113816692, "OOS_Max Drawdown %": -29.324151804243172, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0a3c73e373ea0bf537520daf79625912e2d4bee4495275fafc73d753e139b80f", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": 371.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "454e8cec842267d47903c324b56dbb3b44e348a5aa2f17af57f2c711bd6cde9b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.35149986797438, \"dd_pct\": -50.05683936115197, \"calmar\": 1.466669384365107, \"cagr_pct\": 73.41683376908382, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0851129770425794, \"sortino\": 1.5821930809347722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -44.50883284546903, \"dd_pct\": -51.811852241797695, \"calmar\": -0.8594792671880175, \"cagr_pct\": -44.53121279643412, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.16438356164383, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.8689517377620654, \"sortino\": -1.1936832283395533}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 998.3589506465601, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4892933034215198, \"cagr_pct\": 33.72290250791533, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 89.79083665338645, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7891817982362934, \"sortino\": 1.12579989615497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 140.86970271593754, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4782729162310577, \"cagr_pct\": 32.96335922329517, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 83.98402839396628, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7671060156908484, \"sortino\": 1.0740697945940052}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 355.9971379803925, \"dd_pct\": -62.845669188510676, \"calmar\": 0.5438574860581568, \"cagr_pct\": 34.17908765450598, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 93.26259946949602, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8078792076006633, \"sortino\": 1.1705534566348321}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 8.634286065726693, \"dd_pct\": -29.324151804243172, \"calmar\": 0.6495201113816692, \"cagr_pct\": 19.046626346065, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.59942363112391, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6753586514495518, \"sortino\": 0.9992914661503901}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 998.3589506465601, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.92165143503608, "% In Market": 89.79083665338645, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 8.634286065726693, "OOS_Sortino Ratio": 0.9992914661503901, "OOS_Calmar Ratio": 0.6495201113816692, "OOS_Max Drawdown %": -29.324151804243172, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0a3c73e373ea0bf537520daf79625912e2d4bee4495275fafc73d753e139b80f", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 379.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "e18e5951f1bd2b6195db30135ca1103fe57e3bb8d07b7458232f72ab6eb66765", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.35149986797438, \"dd_pct\": -50.05683936115197, \"calmar\": 1.466669384365107, \"cagr_pct\": 73.41683376908382, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0851129770425794, \"sortino\": 1.5821930809347722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -44.50883284546903, \"dd_pct\": -51.811852241797695, \"calmar\": -0.8594792671880175, \"cagr_pct\": -44.53121279643412, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.16438356164383, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.8689517377620654, \"sortino\": -1.1936832283395533}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 998.3589506465601, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4892933034215198, \"cagr_pct\": 33.72290250791533, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 89.79083665338645, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7891817982362934, \"sortino\": 1.12579989615497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 140.86970271593754, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4782729162310577, \"cagr_pct\": 32.96335922329517, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 83.98402839396628, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7671060156908484, \"sortino\": 1.0740697945940052}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 355.9971379803925, \"dd_pct\": -62.845669188510676, \"calmar\": 0.5438574860581568, \"cagr_pct\": 34.17908765450598, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 93.26259946949602, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8078792076006633, \"sortino\": 1.1705534566348321}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 8.634286065726693, \"dd_pct\": -29.324151804243172, \"calmar\": 0.6495201113816692, \"cagr_pct\": 19.046626346065, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.59942363112391, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6753586514495518, \"sortino\": 0.9992914661503901}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 998.3589506465601, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.92165143503608, "% In Market": 89.79083665338645, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 8.634286065726693, "OOS_Sortino Ratio": 0.9992914661503901, "OOS_Calmar Ratio": 0.6495201113816692, "OOS_Max Drawdown %": -29.324151804243172, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0a3c73e373ea0bf537520daf79625912e2d4bee4495275fafc73d753e139b80f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 379.95, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "13871b6403bc897ed9ce208377aec351ab23048fbd1703c6622cee5c191b40e1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.35149986797438, \"dd_pct\": -50.05683936115197, \"calmar\": 1.466669384365107, \"cagr_pct\": 73.41683376908382, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0851129770425794, \"sortino\": 1.5821930809347722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -44.50883284546903, \"dd_pct\": -51.811852241797695, \"calmar\": -0.8594792671880175, \"cagr_pct\": -44.53121279643412, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.16438356164383, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.8689517377620654, \"sortino\": -1.1936832283395533}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 998.3589506465601, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4892933034215198, \"cagr_pct\": 33.72290250791533, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 89.79083665338645, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7891817982362934, \"sortino\": 1.12579989615497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 140.86970271593754, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4782729162310577, \"cagr_pct\": 32.96335922329517, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 83.98402839396628, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7671060156908484, \"sortino\": 1.0740697945940052}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 355.9971379803925, \"dd_pct\": -62.845669188510676, \"calmar\": 0.5438574860581568, \"cagr_pct\": 34.17908765450598, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 93.26259946949602, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8078792076006633, \"sortino\": 1.1705534566348321}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 8.634286065726693, \"dd_pct\": -29.324151804243172, \"calmar\": 0.6495201113816692, \"cagr_pct\": 19.046626346065, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.59942363112391, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6753586514495518, \"sortino\": 0.9992914661503901}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 998.3589506465601, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.92165143503608, "% In Market": 89.79083665338645, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 8.634286065726693, "OOS_Sortino Ratio": 0.9992914661503901, "OOS_Calmar Ratio": 0.6495201113816692, "OOS_Max Drawdown %": -29.324151804243172, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0a3c73e373ea0bf537520daf79625912e2d4bee4495275fafc73d753e139b80f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 380.05, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "dbe7897e9fe3c8691497f703f17e72051f60c221b24ff512217ef1b899932965", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.35149986797438, \"dd_pct\": -50.05683936115197, \"calmar\": 1.466669384365107, \"cagr_pct\": 73.41683376908382, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0851129770425794, \"sortino\": 1.5821930809347722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -44.50883284546903, \"dd_pct\": -51.811852241797695, \"calmar\": -0.8594792671880175, \"cagr_pct\": -44.53121279643412, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.16438356164383, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.8689517377620654, \"sortino\": -1.1936832283395533}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 998.3589506465601, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4892933034215198, \"cagr_pct\": 33.72290250791533, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 89.79083665338645, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7891817982362934, \"sortino\": 1.12579989615497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 140.86970271593754, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4782729162310577, \"cagr_pct\": 32.96335922329517, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 83.98402839396628, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7671060156908484, \"sortino\": 1.0740697945940052}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 355.9971379803925, \"dd_pct\": -62.845669188510676, \"calmar\": 0.5438574860581568, \"cagr_pct\": 34.17908765450598, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 93.26259946949602, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8078792076006633, \"sortino\": 1.1705534566348321}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 8.634286065726693, \"dd_pct\": -29.324151804243172, \"calmar\": 0.6495201113816692, \"cagr_pct\": 19.046626346065, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.59942363112391, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6753586514495518, \"sortino\": 0.9992914661503901}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 998.3589506465601, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.92165143503608, "% In Market": 89.79083665338645, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 8.634286065726693, "OOS_Sortino Ratio": 0.9992914661503901, "OOS_Calmar Ratio": 0.6495201113816692, "OOS_Max Drawdown %": -29.324151804243172, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0a3c73e373ea0bf537520daf79625912e2d4bee4495275fafc73d753e139b80f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 381.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "e28ec61844f71db963e42af9dbedfef35425b90ff3ade0f6be7200e71b0fd0a5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.35149986797438, \"dd_pct\": -50.05683936115197, \"calmar\": 1.466669384365107, \"cagr_pct\": 73.41683376908382, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0851129770425794, \"sortino\": 1.5821930809347722}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -44.50883284546903, \"dd_pct\": -51.811852241797695, \"calmar\": -0.8594792671880175, \"cagr_pct\": -44.53121279643412, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.16438356164383, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.8689517377620654, \"sortino\": -1.1936832283395533}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 998.3589506465601, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4892933034215198, \"cagr_pct\": 33.72290250791533, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 89.79083665338645, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7891817982362934, \"sortino\": 1.12579989615497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 140.86970271593754, \"dd_pct\": -68.92165143503608, \"calmar\": 0.4782729162310577, \"cagr_pct\": 32.96335922329517, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 83.98402839396628, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7671060156908484, \"sortino\": 1.0740697945940052}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 355.9971379803925, \"dd_pct\": -62.845669188510676, \"calmar\": 0.5438574860581568, \"cagr_pct\": 34.17908765450598, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 93.26259946949602, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8078792076006633, \"sortino\": 1.1705534566348321}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 8.634286065726693, \"dd_pct\": -29.324151804243172, \"calmar\": 0.6495201113816692, \"cagr_pct\": 19.046626346065, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 86.59942363112391, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6753586514495518, \"sortino\": 0.9992914661503901}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 998.3589506465601, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.92165143503608, "% In Market": 89.79083665338645, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 8.634286065726693, "OOS_Sortino Ratio": 0.9992914661503901, "OOS_Calmar Ratio": 0.6495201113816692, "OOS_Max Drawdown %": -29.324151804243172, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0a3c73e373ea0bf537520daf79625912e2d4bee4495275fafc73d753e139b80f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 425.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": 230.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "512cb744b483210693221f042177e3112c760dcc054d06abc2d341344ff26024", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb1a5dbaf9625e4cdd8a8eb443c8aefd6089c28f46e456f690d967d83fddbaca", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 424.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": 230.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "108ef810b744e0c949f7185a8be62484414dd0aa870230592bab6818ef3cb28b", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb1a5dbaf9625e4cdd8a8eb443c8aefd6089c28f46e456f690d967d83fddbaca", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 424.95, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": 230.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "6d8d7a8492753f5f41de27ef6c97aaa1fb4f5ba99fa55cad8e53669fa2c83c47", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb1a5dbaf9625e4cdd8a8eb443c8aefd6089c28f46e456f690d967d83fddbaca", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 425.05, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": 230.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "89e42722140f62fd29b6dbde9712d8833d3fa33dce77df35d0e1a55b548003af", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb1a5dbaf9625e4cdd8a8eb443c8aefd6089c28f46e456f690d967d83fddbaca", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 426.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": 230.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "2d8de931e472e1385cb6edc67b5b93fa005dec2097c8589e4b4f4bc7854c503d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb1a5dbaf9625e4cdd8a8eb443c8aefd6089c28f46e456f690d967d83fddbaca", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 425.0, "i_long_exit_activation_threshold": 709.0, "i_long_exit_activation_confirmation_threshold": 230.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "10c22221b2e21bd8f4f83058036cf77547b1a5e60f70eb80f4f29d1fa528d2bd", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb1a5dbaf9625e4cdd8a8eb443c8aefd6089c28f46e456f690d967d83fddbaca", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 425.0, "i_long_exit_activation_threshold": 709.95, "i_long_exit_activation_confirmation_threshold": 230.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "394fe0cb94d92be29373375fc192c79324b237e82d63301019e1e244389ea12a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb1a5dbaf9625e4cdd8a8eb443c8aefd6089c28f46e456f690d967d83fddbaca", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 425.0, "i_long_exit_activation_threshold": 710.05, "i_long_exit_activation_confirmation_threshold": 230.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "dabd6dd175781c5a5ae1f36ffbce2571ee86ef24a06f5fce4949d0bbaf1c42f8", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb1a5dbaf9625e4cdd8a8eb443c8aefd6089c28f46e456f690d967d83fddbaca", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 425.0, "i_long_exit_activation_threshold": 711.0, "i_long_exit_activation_confirmation_threshold": 230.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "01223ea26a65c91f24fa31743753ccc6167856e5692e1513ab3059cbc402644f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb1a5dbaf9625e4cdd8a8eb443c8aefd6089c28f46e456f690d967d83fddbaca", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 425.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": 229.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "42d3b94c28b3a72978dd0500d8be20bafef5c259d8b34f05c3a0221d3ab6c017", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb1a5dbaf9625e4cdd8a8eb443c8aefd6089c28f46e456f690d967d83fddbaca", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 425.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": 229.95, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "b0ab54f50dbb075125b7b63f2a5b9b7b02dfdb3427b14ef474f73881da695280", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb1a5dbaf9625e4cdd8a8eb443c8aefd6089c28f46e456f690d967d83fddbaca", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 425.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": 230.05, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "78db24933d4ff00f3097a0f20c961e749c23406308f8e1fc48530c81a7692c14", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb1a5dbaf9625e4cdd8a8eb443c8aefd6089c28f46e456f690d967d83fddbaca", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 425.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": 231.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "26962ff036d9b9844f613bc88e8a6961128f98cf2e591be783308478973d23ff", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb1a5dbaf9625e4cdd8a8eb443c8aefd6089c28f46e456f690d967d83fddbaca", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 160.0, "i_long_exit_activation_threshold": 510.0, "i_long_exit_activation_confirmation_threshold": 490.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "b5059df5302ff149debb79bf483c53a3c1d916483803f95922cd21c5bc09543e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f1d4e79bc717928ee2789f07fed0aa20fd2d5394c9745a2a29bce8bcadc6a32b", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 159.0, "i_long_exit_activation_threshold": 510.0, "i_long_exit_activation_confirmation_threshold": 490.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "d95ffd2e9ea819da1612cabdecd65cc3d47cac82d36b602c66b227168427b2b2", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f1d4e79bc717928ee2789f07fed0aa20fd2d5394c9745a2a29bce8bcadc6a32b", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 159.95, "i_long_exit_activation_threshold": 510.0, "i_long_exit_activation_confirmation_threshold": 490.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "a77980f6fbaf867ae36ff8a17657ab69dd0e3a3e89a19035868df5282853e93c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f1d4e79bc717928ee2789f07fed0aa20fd2d5394c9745a2a29bce8bcadc6a32b", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 160.05, "i_long_exit_activation_threshold": 510.0, "i_long_exit_activation_confirmation_threshold": 490.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "7605952e67f0a936799737c722c47e4469027bd0e1d6e4c2c041f75c41bc2d2d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f1d4e79bc717928ee2789f07fed0aa20fd2d5394c9745a2a29bce8bcadc6a32b", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 161.0, "i_long_exit_activation_threshold": 510.0, "i_long_exit_activation_confirmation_threshold": 490.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "85adf4a6be98724f1b321b00b355191eaf34d8b6703d5aec913137023fe4f1a5", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f1d4e79bc717928ee2789f07fed0aa20fd2d5394c9745a2a29bce8bcadc6a32b", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 160.0, "i_long_exit_activation_threshold": 509.0, "i_long_exit_activation_confirmation_threshold": 490.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "0bf037ba9ce5bb525aca7e2a78530340a895eef2a4772faa8b6cac3aa2de9ea4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f1d4e79bc717928ee2789f07fed0aa20fd2d5394c9745a2a29bce8bcadc6a32b", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 160.0, "i_long_exit_activation_threshold": 509.95, "i_long_exit_activation_confirmation_threshold": 490.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "4571ee07d2a49eace4dbde9e4fc67caf8b25665e5796ba31922228679d90b4dd", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f1d4e79bc717928ee2789f07fed0aa20fd2d5394c9745a2a29bce8bcadc6a32b", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 160.0, "i_long_exit_activation_threshold": 510.05, "i_long_exit_activation_confirmation_threshold": 490.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "deb206d462646abff4f3721fcfbbc2c8c99694d230ce8c389325213784598290", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f1d4e79bc717928ee2789f07fed0aa20fd2d5394c9745a2a29bce8bcadc6a32b", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 160.0, "i_long_exit_activation_threshold": 511.0, "i_long_exit_activation_confirmation_threshold": 490.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "57234881bced376cbc99d3e6866c586d0658771d7bdee3098aeeafcee9b9824d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f1d4e79bc717928ee2789f07fed0aa20fd2d5394c9745a2a29bce8bcadc6a32b", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 160.0, "i_long_exit_activation_threshold": 510.0, "i_long_exit_activation_confirmation_threshold": 489.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "9742dee0a5baf6ec08a88363c1081bcf0e9eb917bd9975d4040acab7dc1727c6", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f1d4e79bc717928ee2789f07fed0aa20fd2d5394c9745a2a29bce8bcadc6a32b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 160.0, "i_long_exit_activation_threshold": 510.0, "i_long_exit_activation_confirmation_threshold": 489.95, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "1066d4312da5f9affe0613e5ef316d8357a4dace5d75f4791a95eb8ceeb56f98", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f1d4e79bc717928ee2789f07fed0aa20fd2d5394c9745a2a29bce8bcadc6a32b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 160.0, "i_long_exit_activation_threshold": 510.0, "i_long_exit_activation_confirmation_threshold": 490.05, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "646ea6bdfbce0c0f5bdf54beed623ae5f0c5304fd4374dd4b3f5fd4caba3898a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f1d4e79bc717928ee2789f07fed0aa20fd2d5394c9745a2a29bce8bcadc6a32b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 160.0, "i_long_exit_activation_threshold": 510.0, "i_long_exit_activation_confirmation_threshold": 491.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "1f47a45c8c9c9c34acd0d6023e38738f45f29d66bb4652a6c8cb846f6a5ba702", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f1d4e79bc717928ee2789f07fed0aa20fd2d5394c9745a2a29bce8bcadc6a32b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 285.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 500.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "f29cf301dd88dd2141b8d89a20b6d20e4401aad69762d899ff20dd5bbb0476d0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14750d1d23132975a2a6bd6ccb69543e1c550f2b567ce307eb8bbd146c5929f3", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 284.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 500.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "8c46a135d80393334df6b291cd4f720bf06bb3a481c43dde3353320c136c02f4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14750d1d23132975a2a6bd6ccb69543e1c550f2b567ce307eb8bbd146c5929f3", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 284.95, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 500.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "43c3434ae60c5f4f3b5e15bb34470737a9414f432d11d5037735449885c77fab", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14750d1d23132975a2a6bd6ccb69543e1c550f2b567ce307eb8bbd146c5929f3", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 285.05, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 500.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "e2eb87412f446f245b5939461f405752bfb5975ddd0a976088eab38c7ab78217", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14750d1d23132975a2a6bd6ccb69543e1c550f2b567ce307eb8bbd146c5929f3", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 286.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 500.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "7e7445f946d0bc9c50f55876041d60600232e70f7fdcab17006586a779d1089c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14750d1d23132975a2a6bd6ccb69543e1c550f2b567ce307eb8bbd146c5929f3", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 285.0, "i_long_exit_activation_threshold": 239.0, "i_long_exit_activation_confirmation_threshold": 500.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "e3569f870c5b3bfdbbb1ea09a812f9b6747817aaf5ee525ba7eb2eecd895eadd", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14750d1d23132975a2a6bd6ccb69543e1c550f2b567ce307eb8bbd146c5929f3", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 285.0, "i_long_exit_activation_threshold": 239.95, "i_long_exit_activation_confirmation_threshold": 500.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "d2062942f9520a648dbe6b29e887c4341649ee655d862fdbe0d4a6b81c99d31c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14750d1d23132975a2a6bd6ccb69543e1c550f2b567ce307eb8bbd146c5929f3", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 285.0, "i_long_exit_activation_threshold": 240.05, "i_long_exit_activation_confirmation_threshold": 500.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "f00a89e73be5194f1b84a9405c9e10b294f1c257167478e708037151b1ee5dcf", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14750d1d23132975a2a6bd6ccb69543e1c550f2b567ce307eb8bbd146c5929f3", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 285.0, "i_long_exit_activation_threshold": 241.0, "i_long_exit_activation_confirmation_threshold": 500.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "db910db4a894d2b3be9b3a0705cb6fcb55ee89eef4f5cd902e6c4294743f0df3", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14750d1d23132975a2a6bd6ccb69543e1c550f2b567ce307eb8bbd146c5929f3", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 285.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 499.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "b37340c4ba6d93c49444ffe9a13935e83f02765048146162f44854be7e41fd6e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14750d1d23132975a2a6bd6ccb69543e1c550f2b567ce307eb8bbd146c5929f3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 285.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 499.95, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "4bfb59ed1ea7e97a36f10184769ce1bd6d2211063f9d6d297951b0f5a73e95bd", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14750d1d23132975a2a6bd6ccb69543e1c550f2b567ce307eb8bbd146c5929f3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 285.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 500.05, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "48e2b3092bcdf7aaccf4d0d2ab647eab6d370dc77d92adc8a973ed089d75b2c0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14750d1d23132975a2a6bd6ccb69543e1c550f2b567ce307eb8bbd146c5929f3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 285.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 501.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "2405296afd7804aff2cc2a7478aeb1849b3133042db667f2e299775b4ee7e054", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14750d1d23132975a2a6bd6ccb69543e1c550f2b567ce307eb8bbd146c5929f3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -730.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "19d5456f553834eedcbb92519925e1e035d854424a0c06427c70870e86b93bda", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.81768869115458, \"dd_pct\": -54.24408012256111, \"calmar\": 1.0852431521527182, \"cagr_pct\": 58.86801649783282, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9840205183538708, \"sortino\": 1.4368147198308758}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.060643354848686, \"dd_pct\": -50.72259417199152, \"calmar\": -0.9676983838006464, \"cagr_pct\": -49.08417240241228, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.64383561643836, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3281441780566157, \"sortino\": -1.7583353183066845}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 40.67235577018937, \"dd_pct\": -20.080465610039223, \"calmar\": 2.0271064146609867, \"cagr_pct\": 40.70524064748985, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.05479452054794, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2268463379954577, \"sortino\": 1.8843366467843004}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.40996218363327, \"dd_pct\": -72.87103057040554, \"calmar\": 0.12428623601354251, \"cagr_pct\": 9.056866104023493, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 63.72011952191235, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.42211986117073336, \"sortino\": 0.5909702536373705}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 15.635816129087331, \"dd_pct\": -72.87103057040554, \"calmar\": 0.06615578974422745, \"cagr_pct\": 4.82084057686092, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 36.75687666370896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.32381369273968774, \"sortino\": 0.42820268465252775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.77045834609528, \"dd_pct\": -71.51396311045802, \"calmar\": 0.1631964658734702, \"cagr_pct\": 11.67082604023247, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 79.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.47204104890839427, \"sortino\": 0.6758017415462058}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.29125156086564, \"dd_pct\": -3.9760466448236165, \"calmar\": 10.035044233708946, \"cagr_pct\": 39.899803956095035, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.348703170028818, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6755488085858423, \"sortino\": 7.693072542433823}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 104.40996218363327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.87103057040554, "% In Market": 63.72011952191235, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.29125156086564, "OOS_Sortino Ratio": 7.693072542433823, "OOS_Calmar Ratio": 10.035044233708946, "OOS_Max Drawdown %": -3.9760466448236165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3c35af796846c28ac18bacd73b1eb0686d31d973102fbd64b44349966b1efcae", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -126.0, "i_long_exit_activation_threshold": -730.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "f4043dc30eb8be180beeb985bf53df048245df5f29bb73d193f57e653727f8bb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.81768869115458, \"dd_pct\": -54.24408012256111, \"calmar\": 1.0852431521527182, \"cagr_pct\": 58.86801649783282, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9840205183538708, \"sortino\": 1.4368147198308758}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.060643354848686, \"dd_pct\": -50.72259417199152, \"calmar\": -0.9676983838006464, \"cagr_pct\": -49.08417240241228, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.64383561643836, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3281441780566157, \"sortino\": -1.7583353183066845}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 40.67235577018937, \"dd_pct\": -20.080465610039223, \"calmar\": 2.0271064146609867, \"cagr_pct\": 40.70524064748985, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.05479452054794, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2268463379954577, \"sortino\": 1.8843366467843004}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.40996218363327, \"dd_pct\": -72.87103057040554, \"calmar\": 0.12428623601354251, \"cagr_pct\": 9.056866104023493, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 63.72011952191235, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.42211986117073336, \"sortino\": 0.5909702536373705}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 15.635816129087331, \"dd_pct\": -72.87103057040554, \"calmar\": 0.06615578974422745, \"cagr_pct\": 4.82084057686092, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 36.75687666370896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.32381369273968774, \"sortino\": 0.42820268465252775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.77045834609528, \"dd_pct\": -71.51396311045802, \"calmar\": 0.1631964658734702, \"cagr_pct\": 11.67082604023247, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 79.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.47204104890839427, \"sortino\": 0.6758017415462058}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.29125156086564, \"dd_pct\": -3.9760466448236165, \"calmar\": 10.035044233708946, \"cagr_pct\": 39.899803956095035, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.348703170028818, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6755488085858423, \"sortino\": 7.693072542433823}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 104.40996218363327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.87103057040554, "% In Market": 63.72011952191235, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.29125156086564, "OOS_Sortino Ratio": 7.693072542433823, "OOS_Calmar Ratio": 10.035044233708946, "OOS_Max Drawdown %": -3.9760466448236165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 64, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3c35af796846c28ac18bacd73b1eb0686d31d973102fbd64b44349966b1efcae", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -125.05, "i_long_exit_activation_threshold": -730.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "297db89a42cf56084e8ab1f7b2241cd2e98693696d8cbc3b0f42f129535eb47e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.81768869115458, \"dd_pct\": -54.24408012256111, \"calmar\": 1.0852431521527182, \"cagr_pct\": 58.86801649783282, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9840205183538708, \"sortino\": 1.4368147198308758}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.060643354848686, \"dd_pct\": -50.72259417199152, \"calmar\": -0.9676983838006464, \"cagr_pct\": -49.08417240241228, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.64383561643836, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3281441780566157, \"sortino\": -1.7583353183066845}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 40.67235577018937, \"dd_pct\": -20.080465610039223, \"calmar\": 2.0271064146609867, \"cagr_pct\": 40.70524064748985, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.05479452054794, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2268463379954577, \"sortino\": 1.8843366467843004}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.40996218363327, \"dd_pct\": -72.87103057040554, \"calmar\": 0.12428623601354251, \"cagr_pct\": 9.056866104023493, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 63.72011952191235, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.42211986117073336, \"sortino\": 0.5909702536373705}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 15.635816129087331, \"dd_pct\": -72.87103057040554, \"calmar\": 0.06615578974422745, \"cagr_pct\": 4.82084057686092, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 36.75687666370896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.32381369273968774, \"sortino\": 0.42820268465252775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.77045834609528, \"dd_pct\": -71.51396311045802, \"calmar\": 0.1631964658734702, \"cagr_pct\": 11.67082604023247, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 79.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.47204104890839427, \"sortino\": 0.6758017415462058}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.29125156086564, \"dd_pct\": -3.9760466448236165, \"calmar\": 10.035044233708946, \"cagr_pct\": 39.899803956095035, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.348703170028818, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6755488085858423, \"sortino\": 7.693072542433823}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 104.40996218363327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.87103057040554, "% In Market": 63.72011952191235, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.29125156086564, "OOS_Sortino Ratio": 7.693072542433823, "OOS_Calmar Ratio": 10.035044233708946, "OOS_Max Drawdown %": -3.9760466448236165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 58, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3c35af796846c28ac18bacd73b1eb0686d31d973102fbd64b44349966b1efcae", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -124.95, "i_long_exit_activation_threshold": -730.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "ee7454da157f4fca73d90d2ab9123dba8266b9a783ead364b13cdec3f65ee44f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.81768869115458, \"dd_pct\": -54.24408012256111, \"calmar\": 1.0852431521527182, \"cagr_pct\": 58.86801649783282, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9840205183538708, \"sortino\": 1.4368147198308758}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.060643354848686, \"dd_pct\": -50.72259417199152, \"calmar\": -0.9676983838006464, \"cagr_pct\": -49.08417240241228, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.64383561643836, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3281441780566157, \"sortino\": -1.7583353183066845}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 40.67235577018937, \"dd_pct\": -20.080465610039223, \"calmar\": 2.0271064146609867, \"cagr_pct\": 40.70524064748985, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.05479452054794, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2268463379954577, \"sortino\": 1.8843366467843004}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.40996218363327, \"dd_pct\": -72.87103057040554, \"calmar\": 0.12428623601354251, \"cagr_pct\": 9.056866104023493, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 63.72011952191235, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.42211986117073336, \"sortino\": 0.5909702536373705}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 15.635816129087331, \"dd_pct\": -72.87103057040554, \"calmar\": 0.06615578974422745, \"cagr_pct\": 4.82084057686092, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 36.75687666370896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.32381369273968774, \"sortino\": 0.42820268465252775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.77045834609528, \"dd_pct\": -71.51396311045802, \"calmar\": 0.1631964658734702, \"cagr_pct\": 11.67082604023247, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 79.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.47204104890839427, \"sortino\": 0.6758017415462058}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.29125156086564, \"dd_pct\": -3.9760466448236165, \"calmar\": 10.035044233708946, \"cagr_pct\": 39.899803956095035, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.348703170028818, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6755488085858423, \"sortino\": 7.693072542433823}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 104.40996218363327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.87103057040554, "% In Market": 63.72011952191235, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.29125156086564, "OOS_Sortino Ratio": 7.693072542433823, "OOS_Calmar Ratio": 10.035044233708946, "OOS_Max Drawdown %": -3.9760466448236165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 58, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3c35af796846c28ac18bacd73b1eb0686d31d973102fbd64b44349966b1efcae", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -124.0, "i_long_exit_activation_threshold": -730.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "093bca0221a79174412050cdb5ea88cb874d94c9b1f47b09bcd80c9905be46bb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.81768869115458, \"dd_pct\": -54.24408012256111, \"calmar\": 1.0852431521527182, \"cagr_pct\": 58.86801649783282, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9840205183538708, \"sortino\": 1.4368147198308758}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.060643354848686, \"dd_pct\": -50.72259417199152, \"calmar\": -0.9676983838006464, \"cagr_pct\": -49.08417240241228, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.64383561643836, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3281441780566157, \"sortino\": -1.7583353183066845}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 40.67235577018937, \"dd_pct\": -20.080465610039223, \"calmar\": 2.0271064146609867, \"cagr_pct\": 40.70524064748985, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.05479452054794, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2268463379954577, \"sortino\": 1.8843366467843004}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.40996218363327, \"dd_pct\": -72.87103057040554, \"calmar\": 0.12428623601354251, \"cagr_pct\": 9.056866104023493, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 63.72011952191235, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.42211986117073336, \"sortino\": 0.5909702536373705}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 15.635816129087331, \"dd_pct\": -72.87103057040554, \"calmar\": 0.06615578974422745, \"cagr_pct\": 4.82084057686092, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 36.75687666370896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.32381369273968774, \"sortino\": 0.42820268465252775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.77045834609528, \"dd_pct\": -71.51396311045802, \"calmar\": 0.1631964658734702, \"cagr_pct\": 11.67082604023247, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 79.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.47204104890839427, \"sortino\": 0.6758017415462058}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.29125156086564, \"dd_pct\": -3.9760466448236165, \"calmar\": 10.035044233708946, \"cagr_pct\": 39.899803956095035, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.348703170028818, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6755488085858423, \"sortino\": 7.693072542433823}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 104.40996218363327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.87103057040554, "% In Market": 63.72011952191235, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.29125156086564, "OOS_Sortino Ratio": 7.693072542433823, "OOS_Calmar Ratio": 10.035044233708946, "OOS_Max Drawdown %": -3.9760466448236165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 56, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3c35af796846c28ac18bacd73b1eb0686d31d973102fbd64b44349966b1efcae", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -731.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "f0b5377fe94a3c88bf06bd5dde355b98d2e6ec07bf049ffbf12e872d85058153", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.81768869115458, \"dd_pct\": -54.24408012256111, \"calmar\": 1.0852431521527182, \"cagr_pct\": 58.86801649783282, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9840205183538708, \"sortino\": 1.4368147198308758}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.060643354848686, \"dd_pct\": -50.72259417199152, \"calmar\": -0.9676983838006464, \"cagr_pct\": -49.08417240241228, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.64383561643836, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3281441780566157, \"sortino\": -1.7583353183066845}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 40.67235577018937, \"dd_pct\": -20.080465610039223, \"calmar\": 2.0271064146609867, \"cagr_pct\": 40.70524064748985, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.05479452054794, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2268463379954577, \"sortino\": 1.8843366467843004}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.40996218363327, \"dd_pct\": -72.87103057040554, \"calmar\": 0.12428623601354251, \"cagr_pct\": 9.056866104023493, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 63.72011952191235, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.42211986117073336, \"sortino\": 0.5909702536373705}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 15.635816129087331, \"dd_pct\": -72.87103057040554, \"calmar\": 0.06615578974422745, \"cagr_pct\": 4.82084057686092, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 36.75687666370896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.32381369273968774, \"sortino\": 0.42820268465252775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.77045834609528, \"dd_pct\": -71.51396311045802, \"calmar\": 0.1631964658734702, \"cagr_pct\": 11.67082604023247, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 79.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.47204104890839427, \"sortino\": 0.6758017415462058}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.29125156086564, \"dd_pct\": -3.9760466448236165, \"calmar\": 10.035044233708946, \"cagr_pct\": 39.899803956095035, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.348703170028818, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6755488085858423, \"sortino\": 7.693072542433823}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 104.40996218363327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.87103057040554, "% In Market": 63.72011952191235, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.29125156086564, "OOS_Sortino Ratio": 7.693072542433823, "OOS_Calmar Ratio": 10.035044233708946, "OOS_Max Drawdown %": -3.9760466448236165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3c35af796846c28ac18bacd73b1eb0686d31d973102fbd64b44349966b1efcae", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -730.05, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "044dab168bbb4add9af607d1c6538e15921dd5934ea0c573b7b1d70dd084304b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.81768869115458, \"dd_pct\": -54.24408012256111, \"calmar\": 1.0852431521527182, \"cagr_pct\": 58.86801649783282, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9840205183538708, \"sortino\": 1.4368147198308758}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.060643354848686, \"dd_pct\": -50.72259417199152, \"calmar\": -0.9676983838006464, \"cagr_pct\": -49.08417240241228, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.64383561643836, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3281441780566157, \"sortino\": -1.7583353183066845}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 40.67235577018937, \"dd_pct\": -20.080465610039223, \"calmar\": 2.0271064146609867, \"cagr_pct\": 40.70524064748985, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.05479452054794, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2268463379954577, \"sortino\": 1.8843366467843004}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.40996218363327, \"dd_pct\": -72.87103057040554, \"calmar\": 0.12428623601354251, \"cagr_pct\": 9.056866104023493, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 63.72011952191235, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.42211986117073336, \"sortino\": 0.5909702536373705}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 15.635816129087331, \"dd_pct\": -72.87103057040554, \"calmar\": 0.06615578974422745, \"cagr_pct\": 4.82084057686092, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 36.75687666370896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.32381369273968774, \"sortino\": 0.42820268465252775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.77045834609528, \"dd_pct\": -71.51396311045802, \"calmar\": 0.1631964658734702, \"cagr_pct\": 11.67082604023247, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 79.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.47204104890839427, \"sortino\": 0.6758017415462058}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.29125156086564, \"dd_pct\": -3.9760466448236165, \"calmar\": 10.035044233708946, \"cagr_pct\": 39.899803956095035, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.348703170028818, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6755488085858423, \"sortino\": 7.693072542433823}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 104.40996218363327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.87103057040554, "% In Market": 63.72011952191235, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.29125156086564, "OOS_Sortino Ratio": 7.693072542433823, "OOS_Calmar Ratio": 10.035044233708946, "OOS_Max Drawdown %": -3.9760466448236165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3c35af796846c28ac18bacd73b1eb0686d31d973102fbd64b44349966b1efcae", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -729.95, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "89c4fcd6543fd388d525f6a96aa4d66cf7d5d2c964a8b9234b836a428edd828e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.81768869115458, \"dd_pct\": -54.24408012256111, \"calmar\": 1.0852431521527182, \"cagr_pct\": 58.86801649783282, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9840205183538708, \"sortino\": 1.4368147198308758}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.060643354848686, \"dd_pct\": -50.72259417199152, \"calmar\": -0.9676983838006464, \"cagr_pct\": -49.08417240241228, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.64383561643836, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3281441780566157, \"sortino\": -1.7583353183066845}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 40.67235577018937, \"dd_pct\": -20.080465610039223, \"calmar\": 2.0271064146609867, \"cagr_pct\": 40.70524064748985, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.05479452054794, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2268463379954577, \"sortino\": 1.8843366467843004}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.40996218363327, \"dd_pct\": -72.87103057040554, \"calmar\": 0.12428623601354251, \"cagr_pct\": 9.056866104023493, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 63.72011952191235, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.42211986117073336, \"sortino\": 0.5909702536373705}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 15.635816129087331, \"dd_pct\": -72.87103057040554, \"calmar\": 0.06615578974422745, \"cagr_pct\": 4.82084057686092, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 36.75687666370896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.32381369273968774, \"sortino\": 0.42820268465252775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.77045834609528, \"dd_pct\": -71.51396311045802, \"calmar\": 0.1631964658734702, \"cagr_pct\": 11.67082604023247, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 79.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.47204104890839427, \"sortino\": 0.6758017415462058}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.29125156086564, \"dd_pct\": -3.9760466448236165, \"calmar\": 10.035044233708946, \"cagr_pct\": 39.899803956095035, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.348703170028818, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6755488085858423, \"sortino\": 7.693072542433823}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 104.40996218363327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.87103057040554, "% In Market": 63.72011952191235, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.29125156086564, "OOS_Sortino Ratio": 7.693072542433823, "OOS_Calmar Ratio": 10.035044233708946, "OOS_Max Drawdown %": -3.9760466448236165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3c35af796846c28ac18bacd73b1eb0686d31d973102fbd64b44349966b1efcae", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -729.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "d2cb8f4ed453d912466d5561bdcc966287ef3f715dc4e49bca36a4cd4f3132f5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.81768869115458, \"dd_pct\": -54.24408012256111, \"calmar\": 1.0852431521527182, \"cagr_pct\": 58.86801649783282, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9840205183538708, \"sortino\": 1.4368147198308758}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.060643354848686, \"dd_pct\": -50.72259417199152, \"calmar\": -0.9676983838006464, \"cagr_pct\": -49.08417240241228, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.64383561643836, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3281441780566157, \"sortino\": -1.7583353183066845}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 40.67235577018937, \"dd_pct\": -20.080465610039223, \"calmar\": 2.0271064146609867, \"cagr_pct\": 40.70524064748985, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.05479452054794, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2268463379954577, \"sortino\": 1.8843366467843004}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.40996218363327, \"dd_pct\": -72.87103057040554, \"calmar\": 0.12428623601354251, \"cagr_pct\": 9.056866104023493, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 63.72011952191235, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.42211986117073336, \"sortino\": 0.5909702536373705}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 15.635816129087331, \"dd_pct\": -72.87103057040554, \"calmar\": 0.06615578974422745, \"cagr_pct\": 4.82084057686092, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 36.75687666370896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.32381369273968774, \"sortino\": 0.42820268465252775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.77045834609528, \"dd_pct\": -71.51396311045802, \"calmar\": 0.1631964658734702, \"cagr_pct\": 11.67082604023247, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 79.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.47204104890839427, \"sortino\": 0.6758017415462058}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.29125156086564, \"dd_pct\": -3.9760466448236165, \"calmar\": 10.035044233708946, \"cagr_pct\": 39.899803956095035, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.348703170028818, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6755488085858423, \"sortino\": 7.693072542433823}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 104.40996218363327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.87103057040554, "% In Market": 63.72011952191235, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.29125156086564, "OOS_Sortino Ratio": 7.693072542433823, "OOS_Calmar Ratio": 10.035044233708946, "OOS_Max Drawdown %": -3.9760466448236165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3c35af796846c28ac18bacd73b1eb0686d31d973102fbd64b44349966b1efcae", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -730.0, "i_long_exit_activation_confirmation_threshold": -521.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "660f53f14c130ff6347fe76d179e0fc14ceb02b4361f55342e7e9f72a98309ae", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.81768869115458, \"dd_pct\": -54.24408012256111, \"calmar\": 1.0852431521527182, \"cagr_pct\": 58.86801649783282, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9840205183538708, \"sortino\": 1.4368147198308758}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.060643354848686, \"dd_pct\": -50.72259417199152, \"calmar\": -0.9676983838006464, \"cagr_pct\": -49.08417240241228, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.64383561643836, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3281441780566157, \"sortino\": -1.7583353183066845}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 40.67235577018937, \"dd_pct\": -20.080465610039223, \"calmar\": 2.0271064146609867, \"cagr_pct\": 40.70524064748985, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.05479452054794, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2268463379954577, \"sortino\": 1.8843366467843004}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.40996218363327, \"dd_pct\": -72.87103057040554, \"calmar\": 0.12428623601354251, \"cagr_pct\": 9.056866104023493, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 63.72011952191235, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.42211986117073336, \"sortino\": 0.5909702536373705}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 15.635816129087331, \"dd_pct\": -72.87103057040554, \"calmar\": 0.06615578974422745, \"cagr_pct\": 4.82084057686092, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 36.75687666370896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.32381369273968774, \"sortino\": 0.42820268465252775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.77045834609528, \"dd_pct\": -71.51396311045802, \"calmar\": 0.1631964658734702, \"cagr_pct\": 11.67082604023247, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 79.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.47204104890839427, \"sortino\": 0.6758017415462058}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.29125156086564, \"dd_pct\": -3.9760466448236165, \"calmar\": 10.035044233708946, \"cagr_pct\": 39.899803956095035, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.348703170028818, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6755488085858423, \"sortino\": 7.693072542433823}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 104.40996218363327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.87103057040554, "% In Market": 63.72011952191235, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.29125156086564, "OOS_Sortino Ratio": 7.693072542433823, "OOS_Calmar Ratio": 10.035044233708946, "OOS_Max Drawdown %": -3.9760466448236165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 67, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3c35af796846c28ac18bacd73b1eb0686d31d973102fbd64b44349966b1efcae", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -730.0, "i_long_exit_activation_confirmation_threshold": -520.05, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "83f390ddc904e87758327bee9901a83eeca46a3ef30c04ef1a9e8b003d23e5b4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.81768869115458, \"dd_pct\": -54.24408012256111, \"calmar\": 1.0852431521527182, \"cagr_pct\": 58.86801649783282, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9840205183538708, \"sortino\": 1.4368147198308758}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.060643354848686, \"dd_pct\": -50.72259417199152, \"calmar\": -0.9676983838006464, \"cagr_pct\": -49.08417240241228, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.64383561643836, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3281441780566157, \"sortino\": -1.7583353183066845}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 40.67235577018937, \"dd_pct\": -20.080465610039223, \"calmar\": 2.0271064146609867, \"cagr_pct\": 40.70524064748985, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.05479452054794, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2268463379954577, \"sortino\": 1.8843366467843004}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.40996218363327, \"dd_pct\": -72.87103057040554, \"calmar\": 0.12428623601354251, \"cagr_pct\": 9.056866104023493, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 63.72011952191235, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.42211986117073336, \"sortino\": 0.5909702536373705}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 15.635816129087331, \"dd_pct\": -72.87103057040554, \"calmar\": 0.06615578974422745, \"cagr_pct\": 4.82084057686092, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 36.75687666370896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.32381369273968774, \"sortino\": 0.42820268465252775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.77045834609528, \"dd_pct\": -71.51396311045802, \"calmar\": 0.1631964658734702, \"cagr_pct\": 11.67082604023247, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 79.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.47204104890839427, \"sortino\": 0.6758017415462058}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.29125156086564, \"dd_pct\": -3.9760466448236165, \"calmar\": 10.035044233708946, \"cagr_pct\": 39.899803956095035, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.348703170028818, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6755488085858423, \"sortino\": 7.693072542433823}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 104.40996218363327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.87103057040554, "% In Market": 63.72011952191235, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.29125156086564, "OOS_Sortino Ratio": 7.693072542433823, "OOS_Calmar Ratio": 10.035044233708946, "OOS_Max Drawdown %": -3.9760466448236165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 60, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3c35af796846c28ac18bacd73b1eb0686d31d973102fbd64b44349966b1efcae", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -730.0, "i_long_exit_activation_confirmation_threshold": -519.95, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "d05efe5d787e886749eae764761525284f0c3c0f31d3dbd54b6ce8f3c65f95dd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.81768869115458, \"dd_pct\": -54.24408012256111, \"calmar\": 1.0852431521527182, \"cagr_pct\": 58.86801649783282, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9840205183538708, \"sortino\": 1.4368147198308758}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.060643354848686, \"dd_pct\": -50.72259417199152, \"calmar\": -0.9676983838006464, \"cagr_pct\": -49.08417240241228, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.64383561643836, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3281441780566157, \"sortino\": -1.7583353183066845}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 40.67235577018937, \"dd_pct\": -20.080465610039223, \"calmar\": 2.0271064146609867, \"cagr_pct\": 40.70524064748985, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.05479452054794, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2268463379954577, \"sortino\": 1.8843366467843004}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.40996218363327, \"dd_pct\": -72.87103057040554, \"calmar\": 0.12428623601354251, \"cagr_pct\": 9.056866104023493, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 63.72011952191235, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.42211986117073336, \"sortino\": 0.5909702536373705}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 15.635816129087331, \"dd_pct\": -72.87103057040554, \"calmar\": 0.06615578974422745, \"cagr_pct\": 4.82084057686092, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 36.75687666370896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.32381369273968774, \"sortino\": 0.42820268465252775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.77045834609528, \"dd_pct\": -71.51396311045802, \"calmar\": 0.1631964658734702, \"cagr_pct\": 11.67082604023247, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 79.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.47204104890839427, \"sortino\": 0.6758017415462058}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.29125156086564, \"dd_pct\": -3.9760466448236165, \"calmar\": 10.035044233708946, \"cagr_pct\": 39.899803956095035, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.348703170028818, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6755488085858423, \"sortino\": 7.693072542433823}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 104.40996218363327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.87103057040554, "% In Market": 63.72011952191235, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.29125156086564, "OOS_Sortino Ratio": 7.693072542433823, "OOS_Calmar Ratio": 10.035044233708946, "OOS_Max Drawdown %": -3.9760466448236165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 58, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3c35af796846c28ac18bacd73b1eb0686d31d973102fbd64b44349966b1efcae", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -730.0, "i_long_exit_activation_confirmation_threshold": -519.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "2a4b630673083775b56454b3941b97a0cbc3f0054740c691095ba8280ff21f48", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.81768869115458, \"dd_pct\": -54.24408012256111, \"calmar\": 1.0852431521527182, \"cagr_pct\": 58.86801649783282, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9840205183538708, \"sortino\": 1.4368147198308758}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.060643354848686, \"dd_pct\": -50.72259417199152, \"calmar\": -0.9676983838006464, \"cagr_pct\": -49.08417240241228, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.64383561643836, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3281441780566157, \"sortino\": -1.7583353183066845}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 40.67235577018937, \"dd_pct\": -20.080465610039223, \"calmar\": 2.0271064146609867, \"cagr_pct\": 40.70524064748985, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.05479452054794, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2268463379954577, \"sortino\": 1.8843366467843004}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.40996218363327, \"dd_pct\": -72.87103057040554, \"calmar\": 0.12428623601354251, \"cagr_pct\": 9.056866104023493, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 63.72011952191235, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.42211986117073336, \"sortino\": 0.5909702536373705}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 15.635816129087331, \"dd_pct\": -72.87103057040554, \"calmar\": 0.06615578974422745, \"cagr_pct\": 4.82084057686092, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 36.75687666370896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.32381369273968774, \"sortino\": 0.42820268465252775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.77045834609528, \"dd_pct\": -71.51396311045802, \"calmar\": 0.1631964658734702, \"cagr_pct\": 11.67082604023247, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 79.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.47204104890839427, \"sortino\": 0.6758017415462058}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.29125156086564, \"dd_pct\": -3.9760466448236165, \"calmar\": 10.035044233708946, \"cagr_pct\": 39.899803956095035, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 7.348703170028818, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6755488085858423, \"sortino\": 7.693072542433823}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 104.40996218363327, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.87103057040554, "% In Market": 63.72011952191235, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.29125156086564, "OOS_Sortino Ratio": 7.693072542433823, "OOS_Calmar Ratio": 10.035044233708946, "OOS_Max Drawdown %": -3.9760466448236165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3c35af796846c28ac18bacd73b1eb0686d31d973102fbd64b44349966b1efcae", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -610.0, "i_long_exit_activation_confirmation_threshold": 0.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "b31fb333fc56d25bd67652ee332a8e8e9bb16f07d92ef6b77c30780fa345a456", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 43, "source": "diagnostic_center", "Policy": "canonical", "center_id": "78713be3b440a3db3bf62e428ad2ec88ef61984ba2a4fe001e037461a5f914fc", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 229.0, "i_long_exit_activation_threshold": -610.0, "i_long_exit_activation_confirmation_threshold": 0.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "63c43d3038a7ebf09a4a3ba65c5f558f6cfbb3a3027087cb1b082b53860c38a4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 43, "source": "diagnostic_center", "Policy": "canonical", "center_id": "78713be3b440a3db3bf62e428ad2ec88ef61984ba2a4fe001e037461a5f914fc", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 229.95, "i_long_exit_activation_threshold": -610.0, "i_long_exit_activation_confirmation_threshold": 0.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "4bd99d8c6afa64b71eedecb060c5a27d84dfd9283bbbafd1e53df457113ac579", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 43, "source": "diagnostic_center", "Policy": "canonical", "center_id": "78713be3b440a3db3bf62e428ad2ec88ef61984ba2a4fe001e037461a5f914fc", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 230.05, "i_long_exit_activation_threshold": -610.0, "i_long_exit_activation_confirmation_threshold": 0.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "ad7e5e4f8b298ee336ef4c0f71e5343b978fa192c3af8c0f1a37b7e58758eff8", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 43, "source": "diagnostic_center", "Policy": "canonical", "center_id": "78713be3b440a3db3bf62e428ad2ec88ef61984ba2a4fe001e037461a5f914fc", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 231.0, "i_long_exit_activation_threshold": -610.0, "i_long_exit_activation_confirmation_threshold": 0.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "aa451c7d90ff23da8e746bd2be2cbef86ad1422a9021583a02b16743450f41b7", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 43, "source": "diagnostic_center", "Policy": "canonical", "center_id": "78713be3b440a3db3bf62e428ad2ec88ef61984ba2a4fe001e037461a5f914fc", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -611.0, "i_long_exit_activation_confirmation_threshold": 0.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "db82ff2831db06815199dc0316249e808516c219e92deff430db33e6adca7206", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 35, "source": "diagnostic_center", "Policy": "canonical", "center_id": "78713be3b440a3db3bf62e428ad2ec88ef61984ba2a4fe001e037461a5f914fc", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -610.05, "i_long_exit_activation_confirmation_threshold": 0.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "7b615cff294d4dd31bc0b1737f1433f7ba7dd2ca25f9f73554933e2c347e6475", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 44, "source": "diagnostic_center", "Policy": "canonical", "center_id": "78713be3b440a3db3bf62e428ad2ec88ef61984ba2a4fe001e037461a5f914fc", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -609.95, "i_long_exit_activation_confirmation_threshold": 0.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "2ad1129d5b992acdedf84ab55727cc464f1dce756c4270d22657e21daff1c3ce", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "78713be3b440a3db3bf62e428ad2ec88ef61984ba2a4fe001e037461a5f914fc", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -609.0, "i_long_exit_activation_confirmation_threshold": 0.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "1cbbb887e1536ce2261be369b7cc22f9aec67cbab3a1078baf51ebe0e0d1a44e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "78713be3b440a3db3bf62e428ad2ec88ef61984ba2a4fe001e037461a5f914fc", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -610.0, "i_long_exit_activation_confirmation_threshold": -1.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "6c6a6ff282afaa53ff4f217a52b808fcef7bc612eae227d0f89829320f370af0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 46, "source": "diagnostic_center", "Policy": "canonical", "center_id": "78713be3b440a3db3bf62e428ad2ec88ef61984ba2a4fe001e037461a5f914fc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -610.0, "i_long_exit_activation_confirmation_threshold": -0.05, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "b4b6a055256e8ab53874a2143f29b43ed2e092dcb9123cb26f07275cebfc8cb7", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 43, "source": "diagnostic_center", "Policy": "canonical", "center_id": "78713be3b440a3db3bf62e428ad2ec88ef61984ba2a4fe001e037461a5f914fc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -610.0, "i_long_exit_activation_confirmation_threshold": 0.05, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "11d8112f1d310e3c5b4d76de08e0757be5e74c483baf610fb3087440731e1f33", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 43, "source": "diagnostic_center", "Policy": "canonical", "center_id": "78713be3b440a3db3bf62e428ad2ec88ef61984ba2a4fe001e037461a5f914fc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -610.0, "i_long_exit_activation_confirmation_threshold": 1.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "e75bd8e617fb3d4c85acb29f93b65a903068841ef7a33f9ca170a1d20206452c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "78713be3b440a3db3bf62e428ad2ec88ef61984ba2a4fe001e037461a5f914fc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -585.0, "i_long_exit_activation_threshold": -460.0, "i_long_exit_activation_confirmation_threshold": -250.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "48da4a157fd82c7384371c3a65e7b975d73cf2dddfea6bb7e01f64159bb28c27", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.171787634483806, \"dd_pct\": -46.2176457624165, \"calmar\": 0.17693691395155733, \"cagr_pct\": 8.177607611308249, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4543099486856411, \"sortino\": 0.6596223028142704}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -63.71732696382918, \"dd_pct\": -68.40306812656081, \"calmar\": -0.9318662860945996, \"cagr_pct\": -63.74251305257411, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 59.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7569357900245224, \"sortino\": -2.3416249381702143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 60.18477474755572, \"dd_pct\": -28.35507870218382, \"calmar\": 2.1243628728032595, \"cagr_pct\": 60.23647645033374, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 68.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4821325525542162, \"sortino\": 2.3283940499554627}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.081556659180044, \"dd_pct\": -32.016229042088995, \"calmar\": 0.29827163626888276, \"cagr_pct\": 9.549533023543209, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 62.40875912408759, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4273900570917638, \"sortino\": 0.6062470694576205}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 36.18624853745078, \"dd_pct\": -20.97545598895405, \"calmar\": 1.7265446288359303, \"cagr_pct\": 36.21506087511307, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 61.369863013698634, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1206437444883484, \"sortino\": 1.66878091470319}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.57805177620316, \"dd_pct\": -49.06410226304939, \"calmar\": -1.4594651588820142, \"cagr_pct\": -71.60734780474478, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 84.43708609271523, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.296166962449796, \"sortino\": -2.994990175754262}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -76.56216447478525, \"dd_pct\": -83.80579706995138, \"calmar\": -0.19250003095745735, \"cagr_pct\": -16.13261853038003, \"entries\": 155, \"exits\": 154, \"exposure_pct\": 60.54946879150066, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.08273165249851638, \"sortino\": -0.11612134868178987}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -56.97824070038217, \"dd_pct\": -80.4998147153458, \"calmar\": -0.2971189314807191, \"cagr_pct\": -23.918018932619415, \"entries\": 76, \"exits\": 75, \"exposure_pct\": 55.16858917480035, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.19167785694494238, \"sortino\": -0.2654221744659772}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -45.520973789133244, \"dd_pct\": -79.30124605924011, \"calmar\": -0.14000278049269316, \"cagr_pct\": -11.102394944828841, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 63.76657824933687, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.005826174337209484, \"sortino\": -0.008274587366470687}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 22.860633681040987, \"dd_pct\": -23.988091713243985, \"calmar\": 2.2616189976195344, \"cagr_pct\": 54.25192393531233, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 75.07204610951008, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3901715978450002, \"sortino\": 2.1557016423675384}]", "Additional_Threshold_Budget": 0, "Total Trades": 155, "Total P&L %": -76.56216447478525, "Sharpe Ratio": -0.08273165249851638, "Sortino Ratio": -0.11612134868178987, "Calmar Ratio": -0.19250003095745735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.80579706995138, "% In Market": 60.54946879150066, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2971189314807191, "Sub1_Sortino": -0.2654221744659772, "Sub1_Trades": 76, "Sub2_Calmar": -0.14000278049269316, "Sub2_Sortino": -0.008274587366470687, "Sub2_Trades": 79, "WFO_Score": 0.3273025941228267, "WFO_Min_Fold": -1.4594651588820142, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.176937, -0.931866, 2.124363, 1.726545, -1.459465]", "OOS_Total Trades": 9, "OOS_Total P&L %": 22.860633681040987, "OOS_Sortino Ratio": 2.1557016423675384, "OOS_Calmar Ratio": 2.2616189976195344, "OOS_Max Drawdown %": -23.988091713243985, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 105, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7c8eb90f8583240397f08a02c7e6b561d23aeb2b7c7c2d1aabdfa1187f4d9485", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -586.0, "i_long_exit_activation_threshold": -460.0, "i_long_exit_activation_confirmation_threshold": -250.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "af55b491e0cbcdeae29e5540b37df0b27f11bb77b38e3aad7a507749214aaa3b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.171787634483806, \"dd_pct\": -46.2176457624165, \"calmar\": 0.17693691395155733, \"cagr_pct\": 8.177607611308249, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4543099486856411, \"sortino\": 0.6596223028142704}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -62.154272831780965, \"dd_pct\": -67.04187528182226, \"calmar\": -0.9274718389879771, \"cagr_pct\": -62.179451356834306, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 58.972602739726035, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6783455185592555, \"sortino\": -2.2409304337392464}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 59.10575556539417, \"dd_pct\": -28.837685395027314, \"calmar\": 2.0513564592643574, \"cagr_pct\": 59.156372205322704, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 67.94520547945206, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4635019047928601, \"sortino\": 2.2989841361366157}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.081556659180044, \"dd_pct\": -32.016229042088995, \"calmar\": 0.29827163626888276, \"cagr_pct\": 9.549533023543209, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 62.40875912408759, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4273900570917638, \"sortino\": 0.6062470694576205}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 36.18624853745078, \"dd_pct\": -20.97545598895405, \"calmar\": 1.7265446288359303, \"cagr_pct\": 36.21506087511307, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 61.369863013698634, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1206437444883484, \"sortino\": 1.66878091470319}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.57805177620316, \"dd_pct\": -49.06410226304939, \"calmar\": -1.4594651588820142, \"cagr_pct\": -71.60734780474478, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 84.43708609271523, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.296166962449796, \"sortino\": -2.994990175754262}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -77.03921952202101, \"dd_pct\": -84.02782478228491, \"calmar\": -0.19447722258479133, \"cagr_pct\": -16.34149798350027, \"entries\": 156, \"exits\": 155, \"exposure_pct\": 59.61155378486056, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.08947596214494952, \"sortino\": -0.1254587859863261}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -59.320549690884846, \"dd_pct\": -81.56149745571477, \"calmar\": -0.31002334878503274, \"cagr_pct\": -25.28596857314262, \"entries\": 77, \"exits\": 76, \"exposure_pct\": 52.72848269742679, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.22852914630456553, \"sortino\": -0.315536893329832}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.55680742118053, \"dd_pct\": -78.4095456918747, \"calmar\": -0.13378718414957694, \"cagr_pct\": -10.490192328563506, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 63.726790450928384, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.008239715542861709, \"sortino\": 0.011707970544707102}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 22.860633681040987, \"dd_pct\": -23.988091713243985, \"calmar\": 2.2616189976195344, \"cagr_pct\": 54.25192393531233, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 75.07204610951008, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3901715978450002, \"sortino\": 2.1557016423675384}]", "Additional_Threshold_Budget": 0, "Total Trades": 156, "Total P&L %": -77.03921952202101, "Sharpe Ratio": -0.08947596214494952, "Sortino Ratio": -0.1254587859863261, "Calmar Ratio": -0.19447722258479133, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.02782478228491, "% In Market": 59.61155378486056, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.31002334878503274, "Sub1_Sortino": -0.315536893329832, "Sub1_Trades": 77, "Sub2_Calmar": -0.13378718414957694, "Sub2_Sortino": 0.011707970544707102, "Sub2_Trades": 79, "WFO_Score": 0.3135802008363707, "WFO_Min_Fold": -1.4594651588820142, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.176937, -0.927472, 2.051356, 1.726545, -1.459465]", "OOS_Total Trades": 9, "OOS_Total P&L %": 22.860633681040987, "OOS_Sortino Ratio": 2.1557016423675384, "OOS_Calmar Ratio": 2.2616189976195344, "OOS_Max Drawdown %": -23.988091713243985, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 116, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7c8eb90f8583240397f08a02c7e6b561d23aeb2b7c7c2d1aabdfa1187f4d9485", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -585.05, "i_long_exit_activation_threshold": -460.0, "i_long_exit_activation_confirmation_threshold": -250.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "031666a9f8ab22e3e8d086a063e849c5954b6212af55995d0fdbf782c75e2022", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.171787634483806, \"dd_pct\": -46.2176457624165, \"calmar\": 0.17693691395155733, \"cagr_pct\": 8.177607611308249, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4543099486856411, \"sortino\": 0.6596223028142704}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -63.71732696382918, \"dd_pct\": -68.40306812656081, \"calmar\": -0.9318662860945996, \"cagr_pct\": -63.74251305257411, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 59.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7569357900245224, \"sortino\": -2.3416249381702143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 60.18477474755572, \"dd_pct\": -28.35507870218382, \"calmar\": 2.1243628728032595, \"cagr_pct\": 60.23647645033374, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 68.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4821325525542162, \"sortino\": 2.3283940499554627}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.081556659180044, \"dd_pct\": -32.016229042088995, \"calmar\": 0.29827163626888276, \"cagr_pct\": 9.549533023543209, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 62.40875912408759, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4273900570917638, \"sortino\": 0.6062470694576205}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 36.18624853745078, \"dd_pct\": -20.97545598895405, \"calmar\": 1.7265446288359303, \"cagr_pct\": 36.21506087511307, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 61.369863013698634, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1206437444883484, \"sortino\": 1.66878091470319}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.57805177620316, \"dd_pct\": -49.06410226304939, \"calmar\": -1.4594651588820142, \"cagr_pct\": -71.60734780474478, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 84.43708609271523, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.296166962449796, \"sortino\": -2.994990175754262}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -76.56216447478525, \"dd_pct\": -83.80579706995138, \"calmar\": -0.19250003095745735, \"cagr_pct\": -16.13261853038003, \"entries\": 155, \"exits\": 154, \"exposure_pct\": 60.54946879150066, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.08273165249851638, \"sortino\": -0.11612134868178987}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -56.97824070038217, \"dd_pct\": -80.4998147153458, \"calmar\": -0.2971189314807191, \"cagr_pct\": -23.918018932619415, \"entries\": 76, \"exits\": 75, \"exposure_pct\": 55.16858917480035, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.19167785694494238, \"sortino\": -0.2654221744659772}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -45.520973789133244, \"dd_pct\": -79.30124605924011, \"calmar\": -0.14000278049269316, \"cagr_pct\": -11.102394944828841, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 63.76657824933687, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.005826174337209484, \"sortino\": -0.008274587366470687}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 22.860633681040987, \"dd_pct\": -23.988091713243985, \"calmar\": 2.2616189976195344, \"cagr_pct\": 54.25192393531233, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 75.07204610951008, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3901715978450002, \"sortino\": 2.1557016423675384}]", "Additional_Threshold_Budget": 0, "Total Trades": 155, "Total P&L %": -76.56216447478525, "Sharpe Ratio": -0.08273165249851638, "Sortino Ratio": -0.11612134868178987, "Calmar Ratio": -0.19250003095745735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.80579706995138, "% In Market": 60.54946879150066, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2971189314807191, "Sub1_Sortino": -0.2654221744659772, "Sub1_Trades": 76, "Sub2_Calmar": -0.14000278049269316, "Sub2_Sortino": -0.008274587366470687, "Sub2_Trades": 79, "WFO_Score": 0.3273025941228267, "WFO_Min_Fold": -1.4594651588820142, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.176937, -0.931866, 2.124363, 1.726545, -1.459465]", "OOS_Total Trades": 9, "OOS_Total P&L %": 22.860633681040987, "OOS_Sortino Ratio": 2.1557016423675384, "OOS_Calmar Ratio": 2.2616189976195344, "OOS_Max Drawdown %": -23.988091713243985, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 105, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7c8eb90f8583240397f08a02c7e6b561d23aeb2b7c7c2d1aabdfa1187f4d9485", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -584.95, "i_long_exit_activation_threshold": -460.0, "i_long_exit_activation_confirmation_threshold": -250.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "38a5e77b3cedebb859932bb2a18f4ce36a4d43cbe1c681d9e283e59ba9990ea1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.171787634483806, \"dd_pct\": -46.2176457624165, \"calmar\": 0.17693691395155733, \"cagr_pct\": 8.177607611308249, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4543099486856411, \"sortino\": 0.6596223028142704}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -63.71732696382918, \"dd_pct\": -68.40306812656081, \"calmar\": -0.9318662860945996, \"cagr_pct\": -63.74251305257411, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 59.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7569357900245224, \"sortino\": -2.3416249381702143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 60.18477474755572, \"dd_pct\": -28.35507870218382, \"calmar\": 2.1243628728032595, \"cagr_pct\": 60.23647645033374, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 68.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4821325525542162, \"sortino\": 2.3283940499554627}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.081556659180044, \"dd_pct\": -32.016229042088995, \"calmar\": 0.29827163626888276, \"cagr_pct\": 9.549533023543209, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 62.40875912408759, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4273900570917638, \"sortino\": 0.6062470694576205}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 36.18624853745078, \"dd_pct\": -20.97545598895405, \"calmar\": 1.7265446288359303, \"cagr_pct\": 36.21506087511307, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 61.369863013698634, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1206437444883484, \"sortino\": 1.66878091470319}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.57805177620316, \"dd_pct\": -49.06410226304939, \"calmar\": -1.4594651588820142, \"cagr_pct\": -71.60734780474478, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 84.43708609271523, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.296166962449796, \"sortino\": -2.994990175754262}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -76.7436219271405, \"dd_pct\": -83.93117378417274, \"calmar\": -0.19315380891838121, \"cagr_pct\": -16.211625903403547, \"entries\": 156, \"exits\": 155, \"exposure_pct\": 60.59096945551129, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.08454624598318597, \"sortino\": -0.11866741178736952}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -57.311318335898264, \"dd_pct\": -80.65078658893896, \"calmar\": -0.2989359606706442, \"cagr_pct\": -24.109420367807576, \"entries\": 77, \"exits\": 76, \"exposure_pct\": 55.27950310559007, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.19605630118786702, \"sortino\": -0.2714811504625285}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -45.520973789133244, \"dd_pct\": -79.30124605924011, \"calmar\": -0.14000278049269316, \"cagr_pct\": -11.102394944828841, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 63.76657824933687, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.005826174337209484, \"sortino\": -0.008274587366470687}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 22.860633681040987, \"dd_pct\": -23.988091713243985, \"calmar\": 2.2616189976195344, \"cagr_pct\": 54.25192393531233, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 75.07204610951008, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3901715978450002, \"sortino\": 2.1557016423675384}]", "Additional_Threshold_Budget": 0, "Total Trades": 156, "Total P&L %": -76.7436219271405, "Sharpe Ratio": -0.08454624598318597, "Sortino Ratio": -0.11866741178736952, "Calmar Ratio": -0.19315380891838121, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.93117378417274, "% In Market": 60.59096945551129, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2989359606706442, "Sub1_Sortino": -0.2714811504625285, "Sub1_Trades": 77, "Sub2_Calmar": -0.14000278049269316, "Sub2_Sortino": -0.008274587366470687, "Sub2_Trades": 79, "WFO_Score": 0.3273025941228267, "WFO_Min_Fold": -1.4594651588820142, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.176937, -0.931866, 2.124363, 1.726545, -1.459465]", "OOS_Total Trades": 9, "OOS_Total P&L %": 22.860633681040987, "OOS_Sortino Ratio": 2.1557016423675384, "OOS_Calmar Ratio": 2.2616189976195344, "OOS_Max Drawdown %": -23.988091713243985, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 107, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7c8eb90f8583240397f08a02c7e6b561d23aeb2b7c7c2d1aabdfa1187f4d9485", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -584.0, "i_long_exit_activation_threshold": -460.0, "i_long_exit_activation_confirmation_threshold": -250.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "28de85d3b671300d0ed9569c6dc48cba510930f0353195889727cab92f9242d6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.171787634483806, \"dd_pct\": -46.2176457624165, \"calmar\": 0.17693691395155733, \"cagr_pct\": 8.177607611308249, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4543099486856411, \"sortino\": 0.6596223028142704}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -63.71732696382918, \"dd_pct\": -68.40306812656081, \"calmar\": -0.9318662860945996, \"cagr_pct\": -63.74251305257411, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 59.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7569357900245224, \"sortino\": -2.3416249381702143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 60.18477474755572, \"dd_pct\": -28.35507870218382, \"calmar\": 2.1243628728032595, \"cagr_pct\": 60.23647645033374, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 68.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4821325525542162, \"sortino\": 2.3283940499554627}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 17.52299131330637, \"dd_pct\": -26.2838286406061, \"calmar\": 0.9136967481519734, \"cagr_pct\": 24.015448757905496, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 64.41605839416059, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7144702071184582, \"sortino\": 1.0224066222146588}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 36.18624853745078, \"dd_pct\": -20.97545598895405, \"calmar\": 1.7265446288359303, \"cagr_pct\": 36.21506087511307, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 61.369863013698634, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1206437444883484, \"sortino\": 1.66878091470319}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.57805177620316, \"dd_pct\": -49.06410226304939, \"calmar\": -1.4594651588820142, \"cagr_pct\": -71.60734780474478, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 84.43708609271523, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.296166962449796, \"sortino\": -2.994990175754262}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -74.18638060223857, \"dd_pct\": -83.74889799803893, \"calmar\": -0.18083714004817103, \"cagr_pct\": -15.144911196151355, \"entries\": 156, \"exits\": 155, \"exposure_pct\": 60.756972111553786, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.05951975404611301, \"sortino\": -0.0835914100415833}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -56.827081783406605, \"dd_pct\": -80.65078658893896, \"calmar\": -0.29548982151435427, \"cagr_pct\": -23.83148653415785, \"entries\": 76, \"exits\": 75, \"exposure_pct\": 55.235137533274184, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.1897050061839764, \"sortino\": -0.26270616467528235}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.20876868165877, \"dd_pct\": -79.30124605924011, \"calmar\": -0.11960915441568237, \"cagr_pct\": -9.485154985255674, \"entries\": 80, \"exits\": 80, \"exposure_pct\": 64.05835543766578, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.032476900405932076, \"sortino\": 0.04617290920356732}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 22.860633681040987, \"dd_pct\": -23.988091713243985, \"calmar\": 2.2616189976195344, \"cagr_pct\": 54.25192393531233, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 75.07204610951008, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3901715978450002, \"sortino\": 2.1557016423675384}]", "Additional_Threshold_Budget": 0, "Total Trades": 156, "Total P&L %": -74.18638060223857, "Sharpe Ratio": -0.05951975404611301, "Sortino Ratio": -0.0835914100415833, "Calmar Ratio": -0.18083714004817103, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.74889799803893, "% In Market": 60.756972111553786, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.29548982151435427, "Sub1_Sortino": -0.26270616467528235, "Sub1_Trades": 76, "Sub2_Calmar": -0.11960915441568237, "Sub2_Sortino": 0.04617290920356732, "Sub2_Trades": 80, "WFO_Score": 0.3273025941228267, "WFO_Min_Fold": -1.4594651588820142, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.176937, -0.931866, 2.124363, 1.726545, -1.459465]", "OOS_Total Trades": 9, "OOS_Total P&L %": 22.860633681040987, "OOS_Sortino Ratio": 2.1557016423675384, "OOS_Calmar Ratio": 2.2616189976195344, "OOS_Max Drawdown %": -23.988091713243985, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 107, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7c8eb90f8583240397f08a02c7e6b561d23aeb2b7c7c2d1aabdfa1187f4d9485", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -585.0, "i_long_exit_activation_threshold": -461.0, "i_long_exit_activation_confirmation_threshold": -250.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "ee210cc163f518769917410e52775235b4777688189773f3f926050e464cd6bf", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.171787634483806, \"dd_pct\": -46.2176457624165, \"calmar\": 0.17693691395155733, \"cagr_pct\": 8.177607611308249, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4543099486856411, \"sortino\": 0.6596223028142704}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -63.71732696382918, \"dd_pct\": -68.40306812656081, \"calmar\": -0.9318662860945996, \"cagr_pct\": -63.74251305257411, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 59.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7569357900245224, \"sortino\": -2.3416249381702143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 59.196020780298085, \"dd_pct\": -28.797312992419766, \"calmar\": 2.057370005833182, \"cagr_pct\": 59.246727999194626, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 68.69863013698631, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4497754594722994, \"sortino\": 2.271809912131439}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 40.14543260421579, \"dd_pct\": -34.33941466695486, \"calmar\": 1.65458022869773, \"cagr_pct\": 56.817316572996354, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 72.62773722627736, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2058903259802722, \"sortino\": 1.748397893891149}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 36.18624853745078, \"dd_pct\": -20.97545598895405, \"calmar\": 1.7265446288359303, \"cagr_pct\": 36.21506087511307, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 61.369863013698634, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1206437444883484, \"sortino\": 1.66878091470319}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.57805177620316, \"dd_pct\": -49.06410226304939, \"calmar\": -1.4594651588820142, \"cagr_pct\": -71.60734780474478, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 84.43708609271523, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.296166962449796, \"sortino\": -2.994990175754262}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -73.46474536710683, \"dd_pct\": -85.90418832977754, \"calmar\": -0.1729918235061314, \"cagr_pct\": -14.86072218598235, \"entries\": 151, \"exits\": 150, \"exposure_pct\": 61.72808764940238, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.0483653403057071, \"sortino\": -0.06783720232926897}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -62.552857993163734, \"dd_pct\": -83.02658423546731, \"calmar\": -0.3283774987643008, \"cagr_pct\": -27.264062062186284, \"entries\": 74, \"exits\": 73, \"exposure_pct\": 55.61224489795919, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2653781326819068, \"sortino\": -0.3656633513739523}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -29.139439725336512, \"dd_pct\": -79.30124605924011, \"calmar\": -0.08141794790797298, \"cagr_pct\": -6.456544720688559, \"entries\": 77, \"exits\": 77, \"exposure_pct\": 65.38461538461539, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.10472048407742315, \"sortino\": 0.1491612737986554}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 22.860633681040987, \"dd_pct\": -23.988091713243985, \"calmar\": 2.2616189976195344, \"cagr_pct\": 54.25192393531233, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 75.07204610951008, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3901715978450002, \"sortino\": 2.1557016423675384}]", "Additional_Threshold_Budget": 0, "Total Trades": 151, "Total P&L %": -73.46474536710683, "Sharpe Ratio": -0.0483653403057071, "Sortino Ratio": -0.06783720232926897, "Calmar Ratio": -0.1729918235061314, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.90418832977754, "% In Market": 61.72808764940238, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3283774987643008, "Sub1_Sortino": -0.3656633513739523, "Sub1_Trades": 74, "Sub2_Calmar": -0.08141794790797298, "Sub2_Sortino": 0.1491612737986554, "Sub2_Trades": 77, "WFO_Score": 0.31390402072881113, "WFO_Min_Fold": -1.4594651588820142, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.176937, -0.931866, 2.05737, 1.726545, -1.459465]", "OOS_Total Trades": 9, "OOS_Total P&L %": 22.860633681040987, "OOS_Sortino Ratio": 2.1557016423675384, "OOS_Calmar Ratio": 2.2616189976195344, "OOS_Max Drawdown %": -23.988091713243985, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 111, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7c8eb90f8583240397f08a02c7e6b561d23aeb2b7c7c2d1aabdfa1187f4d9485", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -585.0, "i_long_exit_activation_threshold": -460.05, "i_long_exit_activation_confirmation_threshold": -250.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "1ccb81710ddd915e2f2e6e9a1a150ad594e0df1966cc7714b6399ab919454d4d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.171787634483806, \"dd_pct\": -46.2176457624165, \"calmar\": 0.17693691395155733, \"cagr_pct\": 8.177607611308249, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4543099486856411, \"sortino\": 0.6596223028142704}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -63.71732696382918, \"dd_pct\": -68.40306812656081, \"calmar\": -0.9318662860945996, \"cagr_pct\": -63.74251305257411, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 59.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7569357900245224, \"sortino\": -2.3416249381702143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 60.18477474755572, \"dd_pct\": -28.35507870218382, \"calmar\": 2.1243628728032595, \"cagr_pct\": 60.23647645033374, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 68.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4821325525542162, \"sortino\": 2.3283940499554627}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.081556659180044, \"dd_pct\": -32.016229042088995, \"calmar\": 0.29827163626888276, \"cagr_pct\": 9.549533023543209, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 62.40875912408759, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4273900570917638, \"sortino\": 0.6062470694576205}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 36.18624853745078, \"dd_pct\": -20.97545598895405, \"calmar\": 1.7265446288359303, \"cagr_pct\": 36.21506087511307, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 61.369863013698634, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1206437444883484, \"sortino\": 1.66878091470319}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.57805177620316, \"dd_pct\": -49.06410226304939, \"calmar\": -1.4594651588820142, \"cagr_pct\": -71.60734780474478, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 84.43708609271523, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.296166962449796, \"sortino\": -2.994990175754262}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -76.56216447478525, \"dd_pct\": -83.80579706995138, \"calmar\": -0.19250003095745735, \"cagr_pct\": -16.13261853038003, \"entries\": 155, \"exits\": 154, \"exposure_pct\": 60.54946879150066, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.08273165249851638, \"sortino\": -0.11612134868178987}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -56.97824070038217, \"dd_pct\": -80.4998147153458, \"calmar\": -0.2971189314807191, \"cagr_pct\": -23.918018932619415, \"entries\": 76, \"exits\": 75, \"exposure_pct\": 55.16858917480035, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.19167785694494238, \"sortino\": -0.2654221744659772}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -45.520973789133244, \"dd_pct\": -79.30124605924011, \"calmar\": -0.14000278049269316, \"cagr_pct\": -11.102394944828841, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 63.76657824933687, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.005826174337209484, \"sortino\": -0.008274587366470687}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 22.860633681040987, \"dd_pct\": -23.988091713243985, \"calmar\": 2.2616189976195344, \"cagr_pct\": 54.25192393531233, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 75.07204610951008, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3901715978450002, \"sortino\": 2.1557016423675384}]", "Additional_Threshold_Budget": 0, "Total Trades": 155, "Total P&L %": -76.56216447478525, "Sharpe Ratio": -0.08273165249851638, "Sortino Ratio": -0.11612134868178987, "Calmar Ratio": -0.19250003095745735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.80579706995138, "% In Market": 60.54946879150066, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2971189314807191, "Sub1_Sortino": -0.2654221744659772, "Sub1_Trades": 76, "Sub2_Calmar": -0.14000278049269316, "Sub2_Sortino": -0.008274587366470687, "Sub2_Trades": 79, "WFO_Score": 0.3273025941228267, "WFO_Min_Fold": -1.4594651588820142, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.176937, -0.931866, 2.124363, 1.726545, -1.459465]", "OOS_Total Trades": 9, "OOS_Total P&L %": 22.860633681040987, "OOS_Sortino Ratio": 2.1557016423675384, "OOS_Calmar Ratio": 2.2616189976195344, "OOS_Max Drawdown %": -23.988091713243985, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 104, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7c8eb90f8583240397f08a02c7e6b561d23aeb2b7c7c2d1aabdfa1187f4d9485", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -585.0, "i_long_exit_activation_threshold": -459.95, "i_long_exit_activation_confirmation_threshold": -250.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "0efe93eee43cd1ef80c12bd06073295de6262a2cc26c460ce44a67776ae0653c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.171787634483806, \"dd_pct\": -46.2176457624165, \"calmar\": 0.17693691395155733, \"cagr_pct\": 8.177607611308249, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4543099486856411, \"sortino\": 0.6596223028142704}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -63.71732696382918, \"dd_pct\": -68.40306812656081, \"calmar\": -0.9318662860945996, \"cagr_pct\": -63.74251305257411, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 59.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7569357900245224, \"sortino\": -2.3416249381702143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 60.18477474755572, \"dd_pct\": -28.35507870218382, \"calmar\": 2.1243628728032595, \"cagr_pct\": 60.23647645033374, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 68.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4821325525542162, \"sortino\": 2.3283940499554627}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.081556659180044, \"dd_pct\": -32.016229042088995, \"calmar\": 0.29827163626888276, \"cagr_pct\": 9.549533023543209, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 62.40875912408759, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4273900570917638, \"sortino\": 0.6062470694576205}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 36.18624853745078, \"dd_pct\": -20.97545598895405, \"calmar\": 1.7265446288359303, \"cagr_pct\": 36.21506087511307, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 61.369863013698634, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1206437444883484, \"sortino\": 1.66878091470319}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.57805177620316, \"dd_pct\": -49.06410226304939, \"calmar\": -1.4594651588820142, \"cagr_pct\": -71.60734780474478, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 84.43708609271523, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.296166962449796, \"sortino\": -2.994990175754262}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -76.56216447478525, \"dd_pct\": -83.80579706995138, \"calmar\": -0.19250003095745735, \"cagr_pct\": -16.13261853038003, \"entries\": 155, \"exits\": 154, \"exposure_pct\": 60.54946879150066, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.08273165249851638, \"sortino\": -0.11612134868178987}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -56.97824070038217, \"dd_pct\": -80.4998147153458, \"calmar\": -0.2971189314807191, \"cagr_pct\": -23.918018932619415, \"entries\": 76, \"exits\": 75, \"exposure_pct\": 55.16858917480035, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.19167785694494238, \"sortino\": -0.2654221744659772}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -45.520973789133244, \"dd_pct\": -79.30124605924011, \"calmar\": -0.14000278049269316, \"cagr_pct\": -11.102394944828841, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 63.76657824933687, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.005826174337209484, \"sortino\": -0.008274587366470687}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 22.860633681040987, \"dd_pct\": -23.988091713243985, \"calmar\": 2.2616189976195344, \"cagr_pct\": 54.25192393531233, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 75.07204610951008, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3901715978450002, \"sortino\": 2.1557016423675384}]", "Additional_Threshold_Budget": 0, "Total Trades": 155, "Total P&L %": -76.56216447478525, "Sharpe Ratio": -0.08273165249851638, "Sortino Ratio": -0.11612134868178987, "Calmar Ratio": -0.19250003095745735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.80579706995138, "% In Market": 60.54946879150066, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2971189314807191, "Sub1_Sortino": -0.2654221744659772, "Sub1_Trades": 76, "Sub2_Calmar": -0.14000278049269316, "Sub2_Sortino": -0.008274587366470687, "Sub2_Trades": 79, "WFO_Score": 0.3273025941228267, "WFO_Min_Fold": -1.4594651588820142, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.176937, -0.931866, 2.124363, 1.726545, -1.459465]", "OOS_Total Trades": 9, "OOS_Total P&L %": 22.860633681040987, "OOS_Sortino Ratio": 2.1557016423675384, "OOS_Calmar Ratio": 2.2616189976195344, "OOS_Max Drawdown %": -23.988091713243985, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 103, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7c8eb90f8583240397f08a02c7e6b561d23aeb2b7c7c2d1aabdfa1187f4d9485", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -585.0, "i_long_exit_activation_threshold": -459.0, "i_long_exit_activation_confirmation_threshold": -250.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "aaefbcbd2c2e35b20b38023888fd7fb32ae5fc93fc900b1f1bbc714d6641a9c4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.671309903097143, \"dd_pct\": -47.56423707385946, \"calmar\": 0.09827936621965781, \"cagr_pct\": 4.674583074340459, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 58.972602739726035, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4054703580071306, \"sortino\": 0.5880503049742397}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -65.31598161370776, \"dd_pct\": -69.79526384518977, \"calmar\": -0.9361828310407108, \"cagr_pct\": -65.34112769982312, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 57.26027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8960097123830446, \"sortino\": -2.5061756822911487}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 60.18477474755572, \"dd_pct\": -28.35507870218382, \"calmar\": 2.1243628728032595, \"cagr_pct\": 60.23647645033374, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 68.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4821325525542162, \"sortino\": 2.3283940499554627}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.277416854999516, \"dd_pct\": -33.79651692852794, \"calmar\": 0.16990372590034486, \"cagr_pct\": 5.742154148610976, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 61.40510948905109, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3441477071101775, \"sortino\": 0.4869362853789948}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 36.18624853745078, \"dd_pct\": -20.97545598895405, \"calmar\": 1.7265446288359303, \"cagr_pct\": 36.21506087511307, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 61.369863013698634, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1206437444883484, \"sortino\": 1.66878091470319}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -43.279278455337376, \"dd_pct\": -51.37956666644644, \"calmar\": -1.4525095334220668, \"cagr_pct\": -74.62931040610809, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 86.58940397350993, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.5005699501432166, \"sortino\": -3.2454538948400713}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -79.69822560714742, \"dd_pct\": -84.9094307209995, \"calmar\": -0.20705410459125811, \"cagr_pct\": -17.580846149290018, \"entries\": 156, \"exits\": 155, \"exposure_pct\": 60.3253652058433, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11816986055795999, \"sortino\": -0.1656256015856993}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -56.65984825628825, \"dd_pct\": -80.31893010457128, \"calmar\": -0.2955217445075758, \"cagr_pct\": -23.735990341484953, \"entries\": 76, \"exits\": 75, \"exposure_pct\": 55.14640638864241, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.18773402969028333, \"sortino\": -0.2599823810138555}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -53.15712203107773, \"dd_pct\": -80.85356213176048, \"calmar\": -0.16902194261750153, \"cagr_pct\": -13.666026139055015, \"entries\": 80, \"exits\": 80, \"exposure_pct\": 63.42175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.06929410406039736, \"sortino\": -0.09815199557844537}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 22.860633681040987, \"dd_pct\": -23.988091713243985, \"calmar\": 2.2616189976195344, \"cagr_pct\": 54.25192393531233, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 75.07204610951008, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3901715978450002, \"sortino\": 2.1557016423675384}]", "Additional_Threshold_Budget": 0, "Total Trades": 156, "Total P&L %": -79.69822560714742, "Sharpe Ratio": -0.11816986055795999, "Sortino Ratio": -0.1656256015856993, "Calmar Ratio": -0.20705410459125811, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.9094307209995, "% In Market": 60.3253652058433, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2955217445075758, "Sub1_Sortino": -0.2599823810138555, "Sub1_Trades": 76, "Sub2_Calmar": -0.16902194261750153, "Sub2_Sortino": -0.09815199557844537, "Sub2_Trades": 80, "WFO_Score": 0.312098900679214, "WFO_Min_Fold": -1.4525095334220668, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.098279, -0.936183, 2.124363, 1.726545, -1.45251]", "OOS_Total Trades": 9, "OOS_Total P&L %": 22.860633681040987, "OOS_Sortino Ratio": 2.1557016423675384, "OOS_Calmar Ratio": 2.2616189976195344, "OOS_Max Drawdown %": -23.988091713243985, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 111, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7c8eb90f8583240397f08a02c7e6b561d23aeb2b7c7c2d1aabdfa1187f4d9485", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -585.0, "i_long_exit_activation_threshold": -460.0, "i_long_exit_activation_confirmation_threshold": -251.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "dc8d97e256e25fb7af80dacc34302568da7704cbbc0d6920ab8af8fad53567ca", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.171787634483806, \"dd_pct\": -46.2176457624165, \"calmar\": 0.17693691395155733, \"cagr_pct\": 8.177607611308249, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4543099486856411, \"sortino\": 0.6596223028142704}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -63.71732696382918, \"dd_pct\": -68.40306812656081, \"calmar\": -0.9318662860945996, \"cagr_pct\": -63.74251305257411, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 59.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7569357900245224, \"sortino\": -2.3416249381702143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 60.18477474755572, \"dd_pct\": -28.35507870218382, \"calmar\": 2.1243628728032595, \"cagr_pct\": 60.23647645033374, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 68.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4821325525542162, \"sortino\": 2.3283940499554627}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.081556659180044, \"dd_pct\": -32.016229042088995, \"calmar\": 0.29827163626888276, \"cagr_pct\": 9.549533023543209, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 62.40875912408759, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4273900570917638, \"sortino\": 0.6062470694576205}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 36.18624853745078, \"dd_pct\": -20.97545598895405, \"calmar\": 1.7265446288359303, \"cagr_pct\": 36.21506087511307, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 61.369863013698634, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1206437444883484, \"sortino\": 1.66878091470319}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.57805177620316, \"dd_pct\": -49.06410226304939, \"calmar\": -1.4594651588820142, \"cagr_pct\": -71.60734780474478, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 84.43708609271523, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.296166962449796, \"sortino\": -2.994990175754262}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -76.56216447478525, \"dd_pct\": -83.80579706995138, \"calmar\": -0.19250003095745735, \"cagr_pct\": -16.13261853038003, \"entries\": 155, \"exits\": 154, \"exposure_pct\": 60.54946879150066, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.08273165249851638, \"sortino\": -0.11612134868178987}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -56.97824070038217, \"dd_pct\": -80.4998147153458, \"calmar\": -0.2971189314807191, \"cagr_pct\": -23.918018932619415, \"entries\": 76, \"exits\": 75, \"exposure_pct\": 55.16858917480035, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.19167785694494238, \"sortino\": -0.2654221744659772}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -45.520973789133244, \"dd_pct\": -79.30124605924011, \"calmar\": -0.14000278049269316, \"cagr_pct\": -11.102394944828841, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 63.76657824933687, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.005826174337209484, \"sortino\": -0.008274587366470687}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 22.860633681040987, \"dd_pct\": -23.988091713243985, \"calmar\": 2.2616189976195344, \"cagr_pct\": 54.25192393531233, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 75.07204610951008, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3901715978450002, \"sortino\": 2.1557016423675384}]", "Additional_Threshold_Budget": 0, "Total Trades": 155, "Total P&L %": -76.56216447478525, "Sharpe Ratio": -0.08273165249851638, "Sortino Ratio": -0.11612134868178987, "Calmar Ratio": -0.19250003095745735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.80579706995138, "% In Market": 60.54946879150066, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2971189314807191, "Sub1_Sortino": -0.2654221744659772, "Sub1_Trades": 76, "Sub2_Calmar": -0.14000278049269316, "Sub2_Sortino": -0.008274587366470687, "Sub2_Trades": 79, "WFO_Score": 0.3273025941228267, "WFO_Min_Fold": -1.4594651588820142, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.176937, -0.931866, 2.124363, 1.726545, -1.459465]", "OOS_Total Trades": 9, "OOS_Total P&L %": 22.860633681040987, "OOS_Sortino Ratio": 2.1557016423675384, "OOS_Calmar Ratio": 2.2616189976195344, "OOS_Max Drawdown %": -23.988091713243985, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 114, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7c8eb90f8583240397f08a02c7e6b561d23aeb2b7c7c2d1aabdfa1187f4d9485", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -585.0, "i_long_exit_activation_threshold": -460.0, "i_long_exit_activation_confirmation_threshold": -250.05, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "5ab6fc0885e2efe7ad217f3d4b9a3e5b9d4455687790c9384eeb91f1955a50b4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.171787634483806, \"dd_pct\": -46.2176457624165, \"calmar\": 0.17693691395155733, \"cagr_pct\": 8.177607611308249, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4543099486856411, \"sortino\": 0.6596223028142704}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -63.71732696382918, \"dd_pct\": -68.40306812656081, \"calmar\": -0.9318662860945996, \"cagr_pct\": -63.74251305257411, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 59.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7569357900245224, \"sortino\": -2.3416249381702143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 60.18477474755572, \"dd_pct\": -28.35507870218382, \"calmar\": 2.1243628728032595, \"cagr_pct\": 60.23647645033374, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 68.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4821325525542162, \"sortino\": 2.3283940499554627}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.081556659180044, \"dd_pct\": -32.016229042088995, \"calmar\": 0.29827163626888276, \"cagr_pct\": 9.549533023543209, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 62.40875912408759, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4273900570917638, \"sortino\": 0.6062470694576205}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 36.18624853745078, \"dd_pct\": -20.97545598895405, \"calmar\": 1.7265446288359303, \"cagr_pct\": 36.21506087511307, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 61.369863013698634, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1206437444883484, \"sortino\": 1.66878091470319}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.57805177620316, \"dd_pct\": -49.06410226304939, \"calmar\": -1.4594651588820142, \"cagr_pct\": -71.60734780474478, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 84.43708609271523, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.296166962449796, \"sortino\": -2.994990175754262}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -76.56216447478525, \"dd_pct\": -83.80579706995138, \"calmar\": -0.19250003095745735, \"cagr_pct\": -16.13261853038003, \"entries\": 155, \"exits\": 154, \"exposure_pct\": 60.54946879150066, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.08273165249851638, \"sortino\": -0.11612134868178987}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -56.97824070038217, \"dd_pct\": -80.4998147153458, \"calmar\": -0.2971189314807191, \"cagr_pct\": -23.918018932619415, \"entries\": 76, \"exits\": 75, \"exposure_pct\": 55.16858917480035, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.19167785694494238, \"sortino\": -0.2654221744659772}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -45.520973789133244, \"dd_pct\": -79.30124605924011, \"calmar\": -0.14000278049269316, \"cagr_pct\": -11.102394944828841, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 63.76657824933687, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.005826174337209484, \"sortino\": -0.008274587366470687}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 22.860633681040987, \"dd_pct\": -23.988091713243985, \"calmar\": 2.2616189976195344, \"cagr_pct\": 54.25192393531233, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 75.07204610951008, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3901715978450002, \"sortino\": 2.1557016423675384}]", "Additional_Threshold_Budget": 0, "Total Trades": 155, "Total P&L %": -76.56216447478525, "Sharpe Ratio": -0.08273165249851638, "Sortino Ratio": -0.11612134868178987, "Calmar Ratio": -0.19250003095745735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.80579706995138, "% In Market": 60.54946879150066, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2971189314807191, "Sub1_Sortino": -0.2654221744659772, "Sub1_Trades": 76, "Sub2_Calmar": -0.14000278049269316, "Sub2_Sortino": -0.008274587366470687, "Sub2_Trades": 79, "WFO_Score": 0.3273025941228267, "WFO_Min_Fold": -1.4594651588820142, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.176937, -0.931866, 2.124363, 1.726545, -1.459465]", "OOS_Total Trades": 9, "OOS_Total P&L %": 22.860633681040987, "OOS_Sortino Ratio": 2.1557016423675384, "OOS_Calmar Ratio": 2.2616189976195344, "OOS_Max Drawdown %": -23.988091713243985, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 105, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7c8eb90f8583240397f08a02c7e6b561d23aeb2b7c7c2d1aabdfa1187f4d9485", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -585.0, "i_long_exit_activation_threshold": -460.0, "i_long_exit_activation_confirmation_threshold": -249.95, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "64392ae03638d126eb7896b3730ca81f9fa9c0479ab8c97bc24ab80f2aad6fe4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.171787634483806, \"dd_pct\": -46.2176457624165, \"calmar\": 0.17693691395155733, \"cagr_pct\": 8.177607611308249, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4543099486856411, \"sortino\": 0.6596223028142704}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -63.71732696382918, \"dd_pct\": -68.40306812656081, \"calmar\": -0.9318662860945996, \"cagr_pct\": -63.74251305257411, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 59.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7569357900245224, \"sortino\": -2.3416249381702143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 60.18477474755572, \"dd_pct\": -28.35507870218382, \"calmar\": 2.1243628728032595, \"cagr_pct\": 60.23647645033374, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 68.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4821325525542162, \"sortino\": 2.3283940499554627}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.081556659180044, \"dd_pct\": -32.016229042088995, \"calmar\": 0.29827163626888276, \"cagr_pct\": 9.549533023543209, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 62.40875912408759, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4273900570917638, \"sortino\": 0.6062470694576205}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 36.18624853745078, \"dd_pct\": -20.97545598895405, \"calmar\": 1.7265446288359303, \"cagr_pct\": 36.21506087511307, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 61.369863013698634, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1206437444883484, \"sortino\": 1.66878091470319}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.57805177620316, \"dd_pct\": -49.06410226304939, \"calmar\": -1.4594651588820142, \"cagr_pct\": -71.60734780474478, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 84.43708609271523, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.296166962449796, \"sortino\": -2.994990175754262}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -76.56216447478525, \"dd_pct\": -83.80579706995138, \"calmar\": -0.19250003095745735, \"cagr_pct\": -16.13261853038003, \"entries\": 155, \"exits\": 154, \"exposure_pct\": 60.54946879150066, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.08273165249851638, \"sortino\": -0.11612134868178987}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -56.97824070038217, \"dd_pct\": -80.4998147153458, \"calmar\": -0.2971189314807191, \"cagr_pct\": -23.918018932619415, \"entries\": 76, \"exits\": 75, \"exposure_pct\": 55.16858917480035, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.19167785694494238, \"sortino\": -0.2654221744659772}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -45.520973789133244, \"dd_pct\": -79.30124605924011, \"calmar\": -0.14000278049269316, \"cagr_pct\": -11.102394944828841, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 63.76657824933687, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.005826174337209484, \"sortino\": -0.008274587366470687}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 22.860633681040987, \"dd_pct\": -23.988091713243985, \"calmar\": 2.2616189976195344, \"cagr_pct\": 54.25192393531233, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 75.07204610951008, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3901715978450002, \"sortino\": 2.1557016423675384}]", "Additional_Threshold_Budget": 0, "Total Trades": 155, "Total P&L %": -76.56216447478525, "Sharpe Ratio": -0.08273165249851638, "Sortino Ratio": -0.11612134868178987, "Calmar Ratio": -0.19250003095745735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.80579706995138, "% In Market": 60.54946879150066, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2971189314807191, "Sub1_Sortino": -0.2654221744659772, "Sub1_Trades": 76, "Sub2_Calmar": -0.14000278049269316, "Sub2_Sortino": -0.008274587366470687, "Sub2_Trades": 79, "WFO_Score": 0.3273025941228267, "WFO_Min_Fold": -1.4594651588820142, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.176937, -0.931866, 2.124363, 1.726545, -1.459465]", "OOS_Total Trades": 9, "OOS_Total P&L %": 22.860633681040987, "OOS_Sortino Ratio": 2.1557016423675384, "OOS_Calmar Ratio": 2.2616189976195344, "OOS_Max Drawdown %": -23.988091713243985, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 104, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7c8eb90f8583240397f08a02c7e6b561d23aeb2b7c7c2d1aabdfa1187f4d9485", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -585.0, "i_long_exit_activation_threshold": -460.0, "i_long_exit_activation_confirmation_threshold": -249.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "41719180e475008e33f1a37096351d5199a547bb13092c3a04868d22d837a7e6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.171787634483806, \"dd_pct\": -46.2176457624165, \"calmar\": 0.17693691395155733, \"cagr_pct\": 8.177607611308249, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4543099486856411, \"sortino\": 0.6596223028142704}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -63.71732696382918, \"dd_pct\": -68.40306812656081, \"calmar\": -0.9318662860945996, \"cagr_pct\": -63.74251305257411, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 59.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7569357900245224, \"sortino\": -2.3416249381702143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 60.18477474755572, \"dd_pct\": -28.35507870218382, \"calmar\": 2.1243628728032595, \"cagr_pct\": 60.23647645033374, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 68.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4821325525542162, \"sortino\": 2.3283940499554627}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.081556659180044, \"dd_pct\": -32.016229042088995, \"calmar\": 0.29827163626888276, \"cagr_pct\": 9.549533023543209, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 62.40875912408759, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4273900570917638, \"sortino\": 0.6062470694576205}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 36.18624853745078, \"dd_pct\": -20.97545598895405, \"calmar\": 1.7265446288359303, \"cagr_pct\": 36.21506087511307, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 61.369863013698634, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1206437444883484, \"sortino\": 1.66878091470319}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.57805177620316, \"dd_pct\": -49.06410226304939, \"calmar\": -1.4594651588820142, \"cagr_pct\": -71.60734780474478, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 84.43708609271523, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.296166962449796, \"sortino\": -2.994990175754262}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -76.56216447478525, \"dd_pct\": -83.80579706995138, \"calmar\": -0.19250003095745735, \"cagr_pct\": -16.13261853038003, \"entries\": 155, \"exits\": 154, \"exposure_pct\": 60.54946879150066, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.08273165249851638, \"sortino\": -0.11612134868178987}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -56.97824070038217, \"dd_pct\": -80.4998147153458, \"calmar\": -0.2971189314807191, \"cagr_pct\": -23.918018932619415, \"entries\": 76, \"exits\": 75, \"exposure_pct\": 55.16858917480035, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.19167785694494238, \"sortino\": -0.2654221744659772}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -45.520973789133244, \"dd_pct\": -79.30124605924011, \"calmar\": -0.14000278049269316, \"cagr_pct\": -11.102394944828841, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 63.76657824933687, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.005826174337209484, \"sortino\": -0.008274587366470687}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 22.860633681040987, \"dd_pct\": -23.988091713243985, \"calmar\": 2.2616189976195344, \"cagr_pct\": 54.25192393531233, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 75.07204610951008, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3901715978450002, \"sortino\": 2.1557016423675384}]", "Additional_Threshold_Budget": 0, "Total Trades": 155, "Total P&L %": -76.56216447478525, "Sharpe Ratio": -0.08273165249851638, "Sortino Ratio": -0.11612134868178987, "Calmar Ratio": -0.19250003095745735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.80579706995138, "% In Market": 60.54946879150066, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2971189314807191, "Sub1_Sortino": -0.2654221744659772, "Sub1_Trades": 76, "Sub2_Calmar": -0.14000278049269316, "Sub2_Sortino": -0.008274587366470687, "Sub2_Trades": 79, "WFO_Score": 0.3273025941228267, "WFO_Min_Fold": -1.4594651588820142, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.176937, -0.931866, 2.124363, 1.726545, -1.459465]", "OOS_Total Trades": 9, "OOS_Total P&L %": 22.860633681040987, "OOS_Sortino Ratio": 2.1557016423675384, "OOS_Calmar Ratio": 2.2616189976195344, "OOS_Max Drawdown %": -23.988091713243985, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 111, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7c8eb90f8583240397f08a02c7e6b561d23aeb2b7c7c2d1aabdfa1187f4d9485", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -60.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "cca98ca1edfb738ee9f28dabf3442c080a1c4e85bb6fa24e65f0633bec80bcd7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.95334693220956, \"dd_pct\": -51.900169128163945, \"calmar\": 1.2911705029721625, \"cagr_pct\": 67.01196747755174, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.53424657534246, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.036984974850132, \"sortino\": 1.5082312214455948}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.90618486318635, \"dd_pct\": -66.32462319180696, \"calmar\": -0.9639160496483273, \"cagr_pct\": -63.93136878146041, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 87.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4857100905251155, \"sortino\": -1.9879866290928672}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 449.6877238605465, \"dd_pct\": -77.27073491687477, \"calmar\": 0.2970867756304907, \"cagr_pct\": 22.956113487052697, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 93.9824037184595, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6446968740278015, \"sortino\": 0.9159273634475698}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 92.96837633513843, \"dd_pct\": -77.27073491687477, \"calmar\": 0.30728025948320287, \"cagr_pct\": 23.743771475715064, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 91.10470275066548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6549161182299712, \"sortino\": 0.918904464964099}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 184.8589672050067, \"dd_pct\": -75.83324307979662, \"calmar\": 0.2965399619025299, \"cagr_pct\": 22.48758701382818, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6413835013926792, \"sortino\": 0.9211814586647429}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 449.6877238605465, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.27073491687477, "% In Market": 93.9824037184595, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9182c838c8ebb92b25bdcc55d6a51d7e005a6e0097a7fa13f8c9c4ff80ff1a4d", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -106.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -60.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "dfcfccd3fe98a47b0ceea2bc9bdbc2ee438333083da089807dcf00d0bd6f50a7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.95334693220956, \"dd_pct\": -51.900169128163945, \"calmar\": 1.2911705029721625, \"cagr_pct\": 67.01196747755174, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.53424657534246, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.036984974850132, \"sortino\": 1.5082312214455948}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.90618486318635, \"dd_pct\": -66.32462319180696, \"calmar\": -0.9639160496483273, \"cagr_pct\": -63.93136878146041, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 87.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4857100905251155, \"sortino\": -1.9879866290928672}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 449.6877238605465, \"dd_pct\": -77.27073491687477, \"calmar\": 0.2970867756304907, \"cagr_pct\": 22.956113487052697, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 93.9824037184595, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6446968740278015, \"sortino\": 0.9159273634475698}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 92.96837633513843, \"dd_pct\": -77.27073491687477, \"calmar\": 0.30728025948320287, \"cagr_pct\": 23.743771475715064, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 91.10470275066548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6549161182299712, \"sortino\": 0.918904464964099}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 184.8589672050067, \"dd_pct\": -75.83324307979662, \"calmar\": 0.2965399619025299, \"cagr_pct\": 22.48758701382818, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6413835013926792, \"sortino\": 0.9211814586647429}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 449.6877238605465, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.27073491687477, "% In Market": 93.9824037184595, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9182c838c8ebb92b25bdcc55d6a51d7e005a6e0097a7fa13f8c9c4ff80ff1a4d", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -105.05, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -60.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "d6e4b6109309af6371a3664a2163220a495a6a3345792c59f9a6777a9657d041", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.95334693220956, \"dd_pct\": -51.900169128163945, \"calmar\": 1.2911705029721625, \"cagr_pct\": 67.01196747755174, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.53424657534246, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.036984974850132, \"sortino\": 1.5082312214455948}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.90618486318635, \"dd_pct\": -66.32462319180696, \"calmar\": -0.9639160496483273, \"cagr_pct\": -63.93136878146041, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 87.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4857100905251155, \"sortino\": -1.9879866290928672}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 449.6877238605465, \"dd_pct\": -77.27073491687477, \"calmar\": 0.2970867756304907, \"cagr_pct\": 22.956113487052697, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 93.9824037184595, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6446968740278015, \"sortino\": 0.9159273634475698}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 92.96837633513843, \"dd_pct\": -77.27073491687477, \"calmar\": 0.30728025948320287, \"cagr_pct\": 23.743771475715064, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 91.10470275066548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6549161182299712, \"sortino\": 0.918904464964099}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 184.8589672050067, \"dd_pct\": -75.83324307979662, \"calmar\": 0.2965399619025299, \"cagr_pct\": 22.48758701382818, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6413835013926792, \"sortino\": 0.9211814586647429}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 449.6877238605465, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.27073491687477, "% In Market": 93.9824037184595, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9182c838c8ebb92b25bdcc55d6a51d7e005a6e0097a7fa13f8c9c4ff80ff1a4d", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -104.95, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -60.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "ce974f9e61396f66da167d205100d7815e8dc994c7be02e36706bb0f9b40c92a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.95334693220956, \"dd_pct\": -51.900169128163945, \"calmar\": 1.2911705029721625, \"cagr_pct\": 67.01196747755174, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.53424657534246, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.036984974850132, \"sortino\": 1.5082312214455948}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.90618486318635, \"dd_pct\": -66.32462319180696, \"calmar\": -0.9639160496483273, \"cagr_pct\": -63.93136878146041, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 87.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4857100905251155, \"sortino\": -1.9879866290928672}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 449.6877238605465, \"dd_pct\": -77.27073491687477, \"calmar\": 0.2970867756304907, \"cagr_pct\": 22.956113487052697, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 93.9824037184595, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6446968740278015, \"sortino\": 0.9159273634475698}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 92.96837633513843, \"dd_pct\": -77.27073491687477, \"calmar\": 0.30728025948320287, \"cagr_pct\": 23.743771475715064, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 91.10470275066548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6549161182299712, \"sortino\": 0.918904464964099}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 184.8589672050067, \"dd_pct\": -75.83324307979662, \"calmar\": 0.2965399619025299, \"cagr_pct\": 22.48758701382818, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6413835013926792, \"sortino\": 0.9211814586647429}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 449.6877238605465, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.27073491687477, "% In Market": 93.9824037184595, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9182c838c8ebb92b25bdcc55d6a51d7e005a6e0097a7fa13f8c9c4ff80ff1a4d", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -104.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -60.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "37e83a7e5c8ff42c1cfac08bedd210c148c5e9c02794bdb8a0ead6f5706777bd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.95334693220956, \"dd_pct\": -51.900169128163945, \"calmar\": 1.2911705029721625, \"cagr_pct\": 67.01196747755174, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.53424657534246, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.036984974850132, \"sortino\": 1.5082312214455948}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.90618486318635, \"dd_pct\": -66.32462319180696, \"calmar\": -0.9639160496483273, \"cagr_pct\": -63.93136878146041, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 87.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4857100905251155, \"sortino\": -1.9879866290928672}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 449.6877238605465, \"dd_pct\": -77.27073491687477, \"calmar\": 0.2970867756304907, \"cagr_pct\": 22.956113487052697, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 93.9824037184595, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6446968740278015, \"sortino\": 0.9159273634475698}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 92.96837633513843, \"dd_pct\": -77.27073491687477, \"calmar\": 0.30728025948320287, \"cagr_pct\": 23.743771475715064, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 91.10470275066548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6549161182299712, \"sortino\": 0.918904464964099}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 184.8589672050067, \"dd_pct\": -75.83324307979662, \"calmar\": 0.2965399619025299, \"cagr_pct\": 22.48758701382818, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6413835013926792, \"sortino\": 0.9211814586647429}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 449.6877238605465, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.27073491687477, "% In Market": 93.9824037184595, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9182c838c8ebb92b25bdcc55d6a51d7e005a6e0097a7fa13f8c9c4ff80ff1a4d", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 419.0, "i_long_exit_activation_confirmation_threshold": -60.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "26e7951271a8af27c35c2a361c482fc4ee8851ffee03bb912b0ed15564c505ae", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.95334693220956, \"dd_pct\": -51.900169128163945, \"calmar\": 1.2911705029721625, \"cagr_pct\": 67.01196747755174, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.53424657534246, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.036984974850132, \"sortino\": 1.5082312214455948}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.90618486318635, \"dd_pct\": -66.32462319180696, \"calmar\": -0.9639160496483273, \"cagr_pct\": -63.93136878146041, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 87.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4857100905251155, \"sortino\": -1.9879866290928672}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 449.6877238605465, \"dd_pct\": -77.27073491687477, \"calmar\": 0.2970867756304907, \"cagr_pct\": 22.956113487052697, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 93.9824037184595, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6446968740278015, \"sortino\": 0.9159273634475698}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 92.96837633513843, \"dd_pct\": -77.27073491687477, \"calmar\": 0.30728025948320287, \"cagr_pct\": 23.743771475715064, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 91.10470275066548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6549161182299712, \"sortino\": 0.918904464964099}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 184.8589672050067, \"dd_pct\": -75.83324307979662, \"calmar\": 0.2965399619025299, \"cagr_pct\": 22.48758701382818, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6413835013926792, \"sortino\": 0.9211814586647429}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 449.6877238605465, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.27073491687477, "% In Market": 93.9824037184595, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9182c838c8ebb92b25bdcc55d6a51d7e005a6e0097a7fa13f8c9c4ff80ff1a4d", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 419.95, "i_long_exit_activation_confirmation_threshold": -60.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "e5fcb3d703894264566c8ce06f48a8aad76ab675628855bd35edfaadcd5269a1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.95334693220956, \"dd_pct\": -51.900169128163945, \"calmar\": 1.2911705029721625, \"cagr_pct\": 67.01196747755174, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.53424657534246, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.036984974850132, \"sortino\": 1.5082312214455948}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.90618486318635, \"dd_pct\": -66.32462319180696, \"calmar\": -0.9639160496483273, \"cagr_pct\": -63.93136878146041, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 87.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4857100905251155, \"sortino\": -1.9879866290928672}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 449.6877238605465, \"dd_pct\": -77.27073491687477, \"calmar\": 0.2970867756304907, \"cagr_pct\": 22.956113487052697, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 93.9824037184595, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6446968740278015, \"sortino\": 0.9159273634475698}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 92.96837633513843, \"dd_pct\": -77.27073491687477, \"calmar\": 0.30728025948320287, \"cagr_pct\": 23.743771475715064, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 91.10470275066548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6549161182299712, \"sortino\": 0.918904464964099}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 184.8589672050067, \"dd_pct\": -75.83324307979662, \"calmar\": 0.2965399619025299, \"cagr_pct\": 22.48758701382818, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6413835013926792, \"sortino\": 0.9211814586647429}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 449.6877238605465, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.27073491687477, "% In Market": 93.9824037184595, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9182c838c8ebb92b25bdcc55d6a51d7e005a6e0097a7fa13f8c9c4ff80ff1a4d", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 420.05, "i_long_exit_activation_confirmation_threshold": -60.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "00b4da072c255a3b2efa7d3f7eefd07a968f04a798951fb9f554ae9e704aa5e0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.95334693220956, \"dd_pct\": -51.900169128163945, \"calmar\": 1.2911705029721625, \"cagr_pct\": 67.01196747755174, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.53424657534246, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.036984974850132, \"sortino\": 1.5082312214455948}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.90618486318635, \"dd_pct\": -66.32462319180696, \"calmar\": -0.9639160496483273, \"cagr_pct\": -63.93136878146041, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 87.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4857100905251155, \"sortino\": -1.9879866290928672}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 449.6877238605465, \"dd_pct\": -77.27073491687477, \"calmar\": 0.2970867756304907, \"cagr_pct\": 22.956113487052697, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 93.9824037184595, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6446968740278015, \"sortino\": 0.9159273634475698}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 92.96837633513843, \"dd_pct\": -77.27073491687477, \"calmar\": 0.30728025948320287, \"cagr_pct\": 23.743771475715064, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 91.10470275066548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6549161182299712, \"sortino\": 0.918904464964099}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 184.8589672050067, \"dd_pct\": -75.83324307979662, \"calmar\": 0.2965399619025299, \"cagr_pct\": 22.48758701382818, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6413835013926792, \"sortino\": 0.9211814586647429}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 449.6877238605465, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.27073491687477, "% In Market": 93.9824037184595, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9182c838c8ebb92b25bdcc55d6a51d7e005a6e0097a7fa13f8c9c4ff80ff1a4d", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 421.0, "i_long_exit_activation_confirmation_threshold": -60.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "0a14362ffb18ac15b9d41a12e188310ef8e518a69a65e0f33f07de4e22190031", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.95334693220956, \"dd_pct\": -51.900169128163945, \"calmar\": 1.2911705029721625, \"cagr_pct\": 67.01196747755174, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.53424657534246, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.036984974850132, \"sortino\": 1.5082312214455948}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.90618486318635, \"dd_pct\": -66.32462319180696, \"calmar\": -0.9639160496483273, \"cagr_pct\": -63.93136878146041, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 87.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4857100905251155, \"sortino\": -1.9879866290928672}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 449.6877238605465, \"dd_pct\": -77.27073491687477, \"calmar\": 0.2970867756304907, \"cagr_pct\": 22.956113487052697, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 93.9824037184595, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6446968740278015, \"sortino\": 0.9159273634475698}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 92.96837633513843, \"dd_pct\": -77.27073491687477, \"calmar\": 0.30728025948320287, \"cagr_pct\": 23.743771475715064, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 91.10470275066548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6549161182299712, \"sortino\": 0.918904464964099}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 184.8589672050067, \"dd_pct\": -75.83324307979662, \"calmar\": 0.2965399619025299, \"cagr_pct\": 22.48758701382818, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6413835013926792, \"sortino\": 0.9211814586647429}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 449.6877238605465, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.27073491687477, "% In Market": 93.9824037184595, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9182c838c8ebb92b25bdcc55d6a51d7e005a6e0097a7fa13f8c9c4ff80ff1a4d", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -61.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "3575250eee5a2bb443acb628a8e2a9575e9ca44d3ed1faa8e4d942bf5950d33b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.95334693220956, \"dd_pct\": -51.900169128163945, \"calmar\": 1.2911705029721625, \"cagr_pct\": 67.01196747755174, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.53424657534246, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.036984974850132, \"sortino\": 1.5082312214455948}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.90618486318635, \"dd_pct\": -66.32462319180696, \"calmar\": -0.9639160496483273, \"cagr_pct\": -63.93136878146041, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 87.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4857100905251155, \"sortino\": -1.9879866290928672}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 449.6877238605465, \"dd_pct\": -77.27073491687477, \"calmar\": 0.2970867756304907, \"cagr_pct\": 22.956113487052697, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 93.9824037184595, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6446968740278015, \"sortino\": 0.9159273634475698}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 92.96837633513843, \"dd_pct\": -77.27073491687477, \"calmar\": 0.30728025948320287, \"cagr_pct\": 23.743771475715064, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 91.10470275066548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6549161182299712, \"sortino\": 0.918904464964099}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 184.8589672050067, \"dd_pct\": -75.83324307979662, \"calmar\": 0.2965399619025299, \"cagr_pct\": 22.48758701382818, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6413835013926792, \"sortino\": 0.9211814586647429}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 449.6877238605465, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.27073491687477, "% In Market": 93.9824037184595, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9182c838c8ebb92b25bdcc55d6a51d7e005a6e0097a7fa13f8c9c4ff80ff1a4d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -60.05, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "af0b257b863a44bce8b4c6449db24881523aefa1abfe85a2e8c5902e3f17f51e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.95334693220956, \"dd_pct\": -51.900169128163945, \"calmar\": 1.2911705029721625, \"cagr_pct\": 67.01196747755174, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.53424657534246, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.036984974850132, \"sortino\": 1.5082312214455948}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.90618486318635, \"dd_pct\": -66.32462319180696, \"calmar\": -0.9639160496483273, \"cagr_pct\": -63.93136878146041, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 87.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4857100905251155, \"sortino\": -1.9879866290928672}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 449.6877238605465, \"dd_pct\": -77.27073491687477, \"calmar\": 0.2970867756304907, \"cagr_pct\": 22.956113487052697, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 93.9824037184595, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6446968740278015, \"sortino\": 0.9159273634475698}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 92.96837633513843, \"dd_pct\": -77.27073491687477, \"calmar\": 0.30728025948320287, \"cagr_pct\": 23.743771475715064, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 91.10470275066548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6549161182299712, \"sortino\": 0.918904464964099}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 184.8589672050067, \"dd_pct\": -75.83324307979662, \"calmar\": 0.2965399619025299, \"cagr_pct\": 22.48758701382818, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6413835013926792, \"sortino\": 0.9211814586647429}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 449.6877238605465, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.27073491687477, "% In Market": 93.9824037184595, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9182c838c8ebb92b25bdcc55d6a51d7e005a6e0097a7fa13f8c9c4ff80ff1a4d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -59.95, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "97d4b9626ac249608b6ae024f9be2ac345c0bb1935e9ef8474638055ab312661", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.95334693220956, \"dd_pct\": -51.900169128163945, \"calmar\": 1.2911705029721625, \"cagr_pct\": 67.01196747755174, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.53424657534246, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.036984974850132, \"sortino\": 1.5082312214455948}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.90618486318635, \"dd_pct\": -66.32462319180696, \"calmar\": -0.9639160496483273, \"cagr_pct\": -63.93136878146041, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 87.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4857100905251155, \"sortino\": -1.9879866290928672}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 449.6877238605465, \"dd_pct\": -77.27073491687477, \"calmar\": 0.2970867756304907, \"cagr_pct\": 22.956113487052697, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 93.9824037184595, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6446968740278015, \"sortino\": 0.9159273634475698}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 92.96837633513843, \"dd_pct\": -77.27073491687477, \"calmar\": 0.30728025948320287, \"cagr_pct\": 23.743771475715064, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 91.10470275066548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6549161182299712, \"sortino\": 0.918904464964099}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 184.8589672050067, \"dd_pct\": -75.83324307979662, \"calmar\": 0.2965399619025299, \"cagr_pct\": 22.48758701382818, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6413835013926792, \"sortino\": 0.9211814586647429}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 449.6877238605465, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.27073491687477, "% In Market": 93.9824037184595, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9182c838c8ebb92b25bdcc55d6a51d7e005a6e0097a7fa13f8c9c4ff80ff1a4d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -59.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "1f3f2c51aaa95d5b4549732ab34c6ccb957edbb5bd089ff49b402a144331a095", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.95334693220956, \"dd_pct\": -51.900169128163945, \"calmar\": 1.2911705029721625, \"cagr_pct\": 67.01196747755174, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.53424657534246, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.036984974850132, \"sortino\": 1.5082312214455948}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.90618486318635, \"dd_pct\": -66.32462319180696, \"calmar\": -0.9639160496483273, \"cagr_pct\": -63.93136878146041, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 87.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4857100905251155, \"sortino\": -1.9879866290928672}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 449.6877238605465, \"dd_pct\": -77.27073491687477, \"calmar\": 0.2970867756304907, \"cagr_pct\": 22.956113487052697, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 93.9824037184595, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6446968740278015, \"sortino\": 0.9159273634475698}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 92.96837633513843, \"dd_pct\": -77.27073491687477, \"calmar\": 0.30728025948320287, \"cagr_pct\": 23.743771475715064, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 91.10470275066548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6549161182299712, \"sortino\": 0.918904464964099}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 184.8589672050067, \"dd_pct\": -75.83324307979662, \"calmar\": 0.2965399619025299, \"cagr_pct\": 22.48758701382818, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6413835013926792, \"sortino\": 0.9211814586647429}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 449.6877238605465, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.27073491687477, "% In Market": 93.9824037184595, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 9, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9182c838c8ebb92b25bdcc55d6a51d7e005a6e0097a7fa13f8c9c4ff80ff1a4d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -505.0, "i_long_exit_activation_threshold": 730.0, "i_long_exit_activation_confirmation_threshold": 160.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "0c9ea25da86b7fbe34bdc56b0ec27bdb34cf8b97ab3cfdf6846d0348a739962c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 90.01982659518046, \"dd_pct\": -20.802130078094294, \"calmar\": 4.331450474325808, \"cagr_pct\": 90.1033961937487, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8163771909239734, \"sortino\": 2.8283482477603754}, {\"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\": 113.77514515055802, \"dd_pct\": -80.70135099109919, \"calmar\": 0.11958796420574466, \"cagr_pct\": 9.650910273678805, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.59594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46405053784765926, \"sortino\": 0.6572653065714551}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 22.351235861033647, \"dd_pct\": -80.70135099109919, \"calmar\": 0.08371833945032577, \"cagr_pct\": 6.756183096372725, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 83.5181898846495, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.45108054777325995, \"sortino\": 0.6313970335781022}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 74.72250578111334, \"dd_pct\": -78.22645276704547, \"calmar\": 0.14597315070116015, \"cagr_pct\": 11.418961778581115, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.47731027782038227, \"sortino\": 0.6833982798003634}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 113.77514515055802, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.70135099109919, "% In Market": 90.59594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 47, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d83efaadb34a34a03ad1fe48268f5b87380cf1bc77b50010b6e3754d77620863", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -506.0, "i_long_exit_activation_threshold": 730.0, "i_long_exit_activation_confirmation_threshold": 160.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "0b8f86763ce4d0130201eee9f84d8e86344e7478845a23d9e1e023fc9749f1dc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 90.01982659518046, \"dd_pct\": -20.802130078094294, \"calmar\": 4.331450474325808, \"cagr_pct\": 90.1033961937487, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8163771909239734, \"sortino\": 2.8283482477603754}, {\"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\": 113.77514515055802, \"dd_pct\": -80.70135099109919, \"calmar\": 0.11958796420574466, \"cagr_pct\": 9.650910273678805, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.59594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46405053784765926, \"sortino\": 0.6572653065714551}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 22.351235861033647, \"dd_pct\": -80.70135099109919, \"calmar\": 0.08371833945032577, \"cagr_pct\": 6.756183096372725, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 83.5181898846495, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.45108054777325995, \"sortino\": 0.6313970335781022}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 74.72250578111334, \"dd_pct\": -78.22645276704547, \"calmar\": 0.14597315070116015, \"cagr_pct\": 11.418961778581115, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.47731027782038227, \"sortino\": 0.6833982798003634}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 113.77514515055802, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.70135099109919, "% In Market": 90.59594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 46, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d83efaadb34a34a03ad1fe48268f5b87380cf1bc77b50010b6e3754d77620863", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -505.05, "i_long_exit_activation_threshold": 730.0, "i_long_exit_activation_confirmation_threshold": 160.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "fb20fb82cf5b6de7cd66d6dd0f5a9989fa7f7a6a259cb11a053a0fa4aca9619f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 90.01982659518046, \"dd_pct\": -20.802130078094294, \"calmar\": 4.331450474325808, \"cagr_pct\": 90.1033961937487, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8163771909239734, \"sortino\": 2.8283482477603754}, {\"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\": 113.77514515055802, \"dd_pct\": -80.70135099109919, \"calmar\": 0.11958796420574466, \"cagr_pct\": 9.650910273678805, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.59594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46405053784765926, \"sortino\": 0.6572653065714551}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 22.351235861033647, \"dd_pct\": -80.70135099109919, \"calmar\": 0.08371833945032577, \"cagr_pct\": 6.756183096372725, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 83.5181898846495, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.45108054777325995, \"sortino\": 0.6313970335781022}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 74.72250578111334, \"dd_pct\": -78.22645276704547, \"calmar\": 0.14597315070116015, \"cagr_pct\": 11.418961778581115, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.47731027782038227, \"sortino\": 0.6833982798003634}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 113.77514515055802, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.70135099109919, "% In Market": 90.59594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 47, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d83efaadb34a34a03ad1fe48268f5b87380cf1bc77b50010b6e3754d77620863", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -504.95, "i_long_exit_activation_threshold": 730.0, "i_long_exit_activation_confirmation_threshold": 160.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "fa4243fa0bc7a24b968e64585f9ad0c0bcd93c71c3911edbae1cc96883d5a5d7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 90.01982659518046, \"dd_pct\": -20.802130078094294, \"calmar\": 4.331450474325808, \"cagr_pct\": 90.1033961937487, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8163771909239734, \"sortino\": 2.8283482477603754}, {\"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\": 113.77514515055802, \"dd_pct\": -80.70135099109919, \"calmar\": 0.11958796420574466, \"cagr_pct\": 9.650910273678805, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.59594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46405053784765926, \"sortino\": 0.6572653065714551}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 22.351235861033647, \"dd_pct\": -80.70135099109919, \"calmar\": 0.08371833945032577, \"cagr_pct\": 6.756183096372725, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 83.5181898846495, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.45108054777325995, \"sortino\": 0.6313970335781022}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 74.72250578111334, \"dd_pct\": -78.22645276704547, \"calmar\": 0.14597315070116015, \"cagr_pct\": 11.418961778581115, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.47731027782038227, \"sortino\": 0.6833982798003634}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 113.77514515055802, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.70135099109919, "% In Market": 90.59594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 47, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d83efaadb34a34a03ad1fe48268f5b87380cf1bc77b50010b6e3754d77620863", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -504.0, "i_long_exit_activation_threshold": 730.0, "i_long_exit_activation_confirmation_threshold": 160.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "7f08f9eab16565aa09891c012696a5e40edf93453fa4d32c7a00aa4eba6ed62a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 90.01982659518046, \"dd_pct\": -20.802130078094294, \"calmar\": 4.331450474325808, \"cagr_pct\": 90.1033961937487, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8163771909239734, \"sortino\": 2.8283482477603754}, {\"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\": 113.77514515055802, \"dd_pct\": -80.70135099109919, \"calmar\": 0.11958796420574466, \"cagr_pct\": 9.650910273678805, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.59594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46405053784765926, \"sortino\": 0.6572653065714551}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 22.351235861033647, \"dd_pct\": -80.70135099109919, \"calmar\": 0.08371833945032577, \"cagr_pct\": 6.756183096372725, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 83.5181898846495, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.45108054777325995, \"sortino\": 0.6313970335781022}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 74.72250578111334, \"dd_pct\": -78.22645276704547, \"calmar\": 0.14597315070116015, \"cagr_pct\": 11.418961778581115, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.47731027782038227, \"sortino\": 0.6833982798003634}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 113.77514515055802, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.70135099109919, "% In Market": 90.59594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 55, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d83efaadb34a34a03ad1fe48268f5b87380cf1bc77b50010b6e3754d77620863", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -505.0, "i_long_exit_activation_threshold": 729.0, "i_long_exit_activation_confirmation_threshold": 160.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "a2428dba529d9c8d1d6dd6c5b3c0835f4e59aa8b5fec56ecd25b2ad2bff00eab", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 90.01982659518046, \"dd_pct\": -20.802130078094294, \"calmar\": 4.331450474325808, \"cagr_pct\": 90.1033961937487, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8163771909239734, \"sortino\": 2.8283482477603754}, {\"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\": 113.77514515055802, \"dd_pct\": -80.70135099109919, \"calmar\": 0.11958796420574466, \"cagr_pct\": 9.650910273678805, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.59594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46405053784765926, \"sortino\": 0.6572653065714551}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 22.351235861033647, \"dd_pct\": -80.70135099109919, \"calmar\": 0.08371833945032577, \"cagr_pct\": 6.756183096372725, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 83.5181898846495, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.45108054777325995, \"sortino\": 0.6313970335781022}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 74.72250578111334, \"dd_pct\": -78.22645276704547, \"calmar\": 0.14597315070116015, \"cagr_pct\": 11.418961778581115, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.47731027782038227, \"sortino\": 0.6833982798003634}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 113.77514515055802, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.70135099109919, "% In Market": 90.59594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 47, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d83efaadb34a34a03ad1fe48268f5b87380cf1bc77b50010b6e3754d77620863", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -505.0, "i_long_exit_activation_threshold": 729.95, "i_long_exit_activation_confirmation_threshold": 160.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "799a3b8dfc1db230481f686210a00ef03e16aed93148d88d07b3714ce65486bb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 90.01982659518046, \"dd_pct\": -20.802130078094294, \"calmar\": 4.331450474325808, \"cagr_pct\": 90.1033961937487, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8163771909239734, \"sortino\": 2.8283482477603754}, {\"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\": 113.77514515055802, \"dd_pct\": -80.70135099109919, \"calmar\": 0.11958796420574466, \"cagr_pct\": 9.650910273678805, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.59594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46405053784765926, \"sortino\": 0.6572653065714551}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 22.351235861033647, \"dd_pct\": -80.70135099109919, \"calmar\": 0.08371833945032577, \"cagr_pct\": 6.756183096372725, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 83.5181898846495, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.45108054777325995, \"sortino\": 0.6313970335781022}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 74.72250578111334, \"dd_pct\": -78.22645276704547, \"calmar\": 0.14597315070116015, \"cagr_pct\": 11.418961778581115, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.47731027782038227, \"sortino\": 0.6833982798003634}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 113.77514515055802, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.70135099109919, "% In Market": 90.59594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 47, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d83efaadb34a34a03ad1fe48268f5b87380cf1bc77b50010b6e3754d77620863", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -505.0, "i_long_exit_activation_threshold": 730.05, "i_long_exit_activation_confirmation_threshold": 160.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "2b0427acd05c314a142034f8de3534c99222cfabe16447e2637ede5d981e5756", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 90.01982659518046, \"dd_pct\": -20.802130078094294, \"calmar\": 4.331450474325808, \"cagr_pct\": 90.1033961937487, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8163771909239734, \"sortino\": 2.8283482477603754}, {\"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\": 113.77514515055802, \"dd_pct\": -80.70135099109919, \"calmar\": 0.11958796420574466, \"cagr_pct\": 9.650910273678805, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.59594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46405053784765926, \"sortino\": 0.6572653065714551}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 22.351235861033647, \"dd_pct\": -80.70135099109919, \"calmar\": 0.08371833945032577, \"cagr_pct\": 6.756183096372725, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 83.5181898846495, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.45108054777325995, \"sortino\": 0.6313970335781022}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 74.72250578111334, \"dd_pct\": -78.22645276704547, \"calmar\": 0.14597315070116015, \"cagr_pct\": 11.418961778581115, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.47731027782038227, \"sortino\": 0.6833982798003634}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 113.77514515055802, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.70135099109919, "% In Market": 90.59594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 47, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d83efaadb34a34a03ad1fe48268f5b87380cf1bc77b50010b6e3754d77620863", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -505.0, "i_long_exit_activation_threshold": 731.0, "i_long_exit_activation_confirmation_threshold": 160.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "81631a06713151be62a963fc3c78dccfd86fc256fb76942ef7cb7df5535ed73c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 90.01982659518046, \"dd_pct\": -20.802130078094294, \"calmar\": 4.331450474325808, \"cagr_pct\": 90.1033961937487, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8163771909239734, \"sortino\": 2.8283482477603754}, {\"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\": 113.77514515055802, \"dd_pct\": -80.70135099109919, \"calmar\": 0.11958796420574466, \"cagr_pct\": 9.650910273678805, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.59594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46405053784765926, \"sortino\": 0.6572653065714551}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 22.351235861033647, \"dd_pct\": -80.70135099109919, \"calmar\": 0.08371833945032577, \"cagr_pct\": 6.756183096372725, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 83.5181898846495, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.45108054777325995, \"sortino\": 0.6313970335781022}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 74.72250578111334, \"dd_pct\": -78.22645276704547, \"calmar\": 0.14597315070116015, \"cagr_pct\": 11.418961778581115, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.47731027782038227, \"sortino\": 0.6833982798003634}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 113.77514515055802, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.70135099109919, "% In Market": 90.59594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 47, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d83efaadb34a34a03ad1fe48268f5b87380cf1bc77b50010b6e3754d77620863", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -505.0, "i_long_exit_activation_threshold": 730.0, "i_long_exit_activation_confirmation_threshold": 159.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "cd7367c693ca936873dbd54c43a73709d866287f6f10282dc0993c1422bd69ab", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 90.01982659518046, \"dd_pct\": -20.802130078094294, \"calmar\": 4.331450474325808, \"cagr_pct\": 90.1033961937487, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8163771909239734, \"sortino\": 2.8283482477603754}, {\"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\": 113.77514515055802, \"dd_pct\": -80.70135099109919, \"calmar\": 0.11958796420574466, \"cagr_pct\": 9.650910273678805, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.59594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46405053784765926, \"sortino\": 0.6572653065714551}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 22.351235861033647, \"dd_pct\": -80.70135099109919, \"calmar\": 0.08371833945032577, \"cagr_pct\": 6.756183096372725, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 83.5181898846495, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.45108054777325995, \"sortino\": 0.6313970335781022}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 74.72250578111334, \"dd_pct\": -78.22645276704547, \"calmar\": 0.14597315070116015, \"cagr_pct\": 11.418961778581115, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.47731027782038227, \"sortino\": 0.6833982798003634}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 113.77514515055802, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.70135099109919, "% In Market": 90.59594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 48, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d83efaadb34a34a03ad1fe48268f5b87380cf1bc77b50010b6e3754d77620863", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -505.0, "i_long_exit_activation_threshold": 730.0, "i_long_exit_activation_confirmation_threshold": 159.95, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "bb3e1251929eb4eeda1fd1f0dffe5c24d7378ffacd78ad3a13835d54bb2bf7b6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 90.01982659518046, \"dd_pct\": -20.802130078094294, \"calmar\": 4.331450474325808, \"cagr_pct\": 90.1033961937487, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8163771909239734, \"sortino\": 2.8283482477603754}, {\"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\": 113.77514515055802, \"dd_pct\": -80.70135099109919, \"calmar\": 0.11958796420574466, \"cagr_pct\": 9.650910273678805, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.59594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46405053784765926, \"sortino\": 0.6572653065714551}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 22.351235861033647, \"dd_pct\": -80.70135099109919, \"calmar\": 0.08371833945032577, \"cagr_pct\": 6.756183096372725, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 83.5181898846495, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.45108054777325995, \"sortino\": 0.6313970335781022}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 74.72250578111334, \"dd_pct\": -78.22645276704547, \"calmar\": 0.14597315070116015, \"cagr_pct\": 11.418961778581115, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.47731027782038227, \"sortino\": 0.6833982798003634}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 113.77514515055802, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.70135099109919, "% In Market": 90.59594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 47, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d83efaadb34a34a03ad1fe48268f5b87380cf1bc77b50010b6e3754d77620863", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -505.0, "i_long_exit_activation_threshold": 730.0, "i_long_exit_activation_confirmation_threshold": 160.05, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "da6e63dc1fba74e10983bf707273ac559fa22885e97e4b1e33963e582869cac2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 90.01982659518046, \"dd_pct\": -20.802130078094294, \"calmar\": 4.331450474325808, \"cagr_pct\": 90.1033961937487, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8163771909239734, \"sortino\": 2.8283482477603754}, {\"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\": 113.77514515055802, \"dd_pct\": -80.70135099109919, \"calmar\": 0.11958796420574466, \"cagr_pct\": 9.650910273678805, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.59594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46405053784765926, \"sortino\": 0.6572653065714551}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 22.351235861033647, \"dd_pct\": -80.70135099109919, \"calmar\": 0.08371833945032577, \"cagr_pct\": 6.756183096372725, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 83.5181898846495, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.45108054777325995, \"sortino\": 0.6313970335781022}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 74.72250578111334, \"dd_pct\": -78.22645276704547, \"calmar\": 0.14597315070116015, \"cagr_pct\": 11.418961778581115, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.47731027782038227, \"sortino\": 0.6833982798003634}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 113.77514515055802, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.70135099109919, "% In Market": 90.59594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 47, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d83efaadb34a34a03ad1fe48268f5b87380cf1bc77b50010b6e3754d77620863", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -505.0, "i_long_exit_activation_threshold": 730.0, "i_long_exit_activation_confirmation_threshold": 161.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "914a16b2b7895c1d39afe87faaa07bb8798150deb57b697c38eb5022d819b1c4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 90.01982659518046, \"dd_pct\": -20.802130078094294, \"calmar\": 4.331450474325808, \"cagr_pct\": 90.1033961937487, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8163771909239734, \"sortino\": 2.8283482477603754}, {\"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\": 113.77514515055802, \"dd_pct\": -80.70135099109919, \"calmar\": 0.11958796420574466, \"cagr_pct\": 9.650910273678805, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.59594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46405053784765926, \"sortino\": 0.6572653065714551}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 22.351235861033647, \"dd_pct\": -80.70135099109919, \"calmar\": 0.08371833945032577, \"cagr_pct\": 6.756183096372725, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 83.5181898846495, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.45108054777325995, \"sortino\": 0.6313970335781022}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 74.72250578111334, \"dd_pct\": -78.22645276704547, \"calmar\": 0.14597315070116015, \"cagr_pct\": 11.418961778581115, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.47731027782038227, \"sortino\": 0.6833982798003634}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 113.77514515055802, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.70135099109919, "% In Market": 90.59594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 47, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d83efaadb34a34a03ad1fe48268f5b87380cf1bc77b50010b6e3754d77620863", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -440.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": -580.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "284d0b7b78d6495ca89c929e21baaf38d3238ea97ef8a7b6d09046d277e2df2a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -17.717278087593357, \"dd_pct\": -61.84046889095636, \"calmar\": -0.28667744596213995, \"cagr_pct\": -17.728267678760538, \"entries\": 71, \"exits\": 71, \"exposure_pct\": 64.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.024582183646316046, \"sortino\": 0.035243095856388226}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -50.43710821532981, \"dd_pct\": -56.03670066624771, \"calmar\": -0.900497894439365, \"cagr_pct\": -50.46093096128502, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 66.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2228825592724661, \"sortino\": -1.6448208038167884}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.982600146430755, \"dd_pct\": -27.08800396817683, \"calmar\": 2.179307612655837, \"cagr_pct\": 59.03309325949929, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 78.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3995574645277717, \"sortino\": 2.197512099111318}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 33.40533491540177, \"dd_pct\": -32.61365052646876, \"calmar\": 1.4363655124985641, \"cagr_pct\": 46.845122852900374, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 78.83211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0828031217079286, \"sortino\": 1.5804096114588375}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.5792648274878354, \"dd_pct\": -41.23346099152806, \"calmar\": -0.014058010609141459, \"cagr_pct\": -0.579660432070522, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 78.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.17737614854025943, \"sortino\": 0.25353078475002516}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.575435674703925, \"dd_pct\": -45.56520857506864, \"calmar\": -1.5195185710444248, \"cagr_pct\": -69.23718062332946, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 75.66225165562915, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5068377739441865, \"sortino\": -3.1794253451383514}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.867651065611974, \"dd_pct\": -79.69173079441929, \"calmar\": 0.0013152772412122406, \"cagr_pct\": 0.10481671982671237, \"entries\": 407, \"exits\": 407, \"exposure_pct\": 71.43924302788844, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2583959811702336, \"sortino\": 0.3702438261886434}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 90.96104031513157, \"dd_pct\": -64.97780528386478, \"calmar\": 0.3589705141416175, \"cagr_pct\": 23.325116170542852, \"entries\": 166, \"exits\": 165, \"exposure_pct\": 68.5226264418811, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6524676554878568, \"sortino\": 0.9456085816453909}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.178937180507454, \"dd_pct\": -79.69173079441939, \"calmar\": -0.14597709911824508, \"cagr_pct\": -11.633167685081462, \"entries\": 241, \"exits\": 242, \"exposure_pct\": 73.18302387267904, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020422167671401627, \"sortino\": -0.028986637826085414}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 27.358356257049856, \"dd_pct\": -23.291404214790745, \"calmar\": 2.8500002567079186, \"cagr_pct\": 66.38050799124152, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 78.38616714697406, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6271448121060832, \"sortino\": 2.6339903086554184}]", "Additional_Threshold_Budget": 0, "Total Trades": 407, "Total P&L %": 0.867651065611974, "Sharpe Ratio": 0.2583959811702336, "Sortino Ratio": 0.3702438261886434, "Calmar Ratio": 0.0013152772412122406, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.69173079441929, "% In Market": 71.43924302788844, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3589705141416175, "Sub1_Sortino": 0.9456085816453909, "Sub1_Trades": 166, "Sub2_Calmar": -0.14597709911824508, "Sub2_Sortino": -0.028986637826085414, "Sub2_Trades": 241, "WFO_Score": 0.14915353384988825, "WFO_Min_Fold": -1.5195185710444248, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.286677, -0.900498, 2.179308, 1.436366, -0.014058, -1.519519]", "OOS_Total Trades": 13, "OOS_Total P&L %": 27.358356257049856, "OOS_Sortino Ratio": 2.6339903086554184, "OOS_Calmar Ratio": 2.8500002567079186, "OOS_Max Drawdown %": -23.291404214790745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 113, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4188d4bf95bb2521784ed637efa60e9cc4e476f5465ce69f37569e87ec4cc3ae", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -441.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": -580.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "12cfbf319ef568283bd81f910a0870c5ed041d81057ffb16aa7ca6b49a01b381", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -17.717278087593357, \"dd_pct\": -61.84046889095636, \"calmar\": -0.28667744596213995, \"cagr_pct\": -17.728267678760538, \"entries\": 71, \"exits\": 71, \"exposure_pct\": 64.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.024582183646316046, \"sortino\": 0.035243095856388226}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -50.43710821532981, \"dd_pct\": -56.03670066624771, \"calmar\": -0.900497894439365, \"cagr_pct\": -50.46093096128502, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 66.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2228825592724661, \"sortino\": -1.6448208038167884}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.982600146430755, \"dd_pct\": -27.08800396817683, \"calmar\": 2.179307612655837, \"cagr_pct\": 59.03309325949929, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 78.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3995574645277717, \"sortino\": 2.197512099111318}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 33.40533491540177, \"dd_pct\": -32.61365052646876, \"calmar\": 1.4363655124985641, \"cagr_pct\": 46.845122852900374, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 78.83211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0828031217079286, \"sortino\": 1.5804096114588375}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.7164814297251132, \"dd_pct\": -41.31456826551866, \"calmar\": -0.017353936809207545, \"cagr_pct\": -0.7169704069795022, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 78.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.17418100130240313, \"sortino\": 0.24910455858021213}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.575435674703925, \"dd_pct\": -45.56520857506864, \"calmar\": -1.5195185710444248, \"cagr_pct\": -69.23718062332946, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 75.66225165562915, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5068377739441865, \"sortino\": -3.1794253451383514}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.7284374867662313, \"dd_pct\": -79.69173079441929, \"calmar\": 0.0011049138483706568, \"cagr_pct\": 0.08805249695538021, \"entries\": 407, \"exits\": 407, \"exposure_pct\": 71.51394422310757, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.25810157447774995, \"sortino\": 0.36983615756266736}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 90.96104031513157, \"dd_pct\": -64.97780528386478, \"calmar\": 0.3589705141416175, \"cagr_pct\": 23.325116170542852, \"entries\": 166, \"exits\": 165, \"exposure_pct\": 68.5226264418811, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6524676554878568, \"sortino\": 0.9456085816453909}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.25183874127444, \"dd_pct\": -79.69173079441939, \"calmar\": -0.14627380513221133, \"cagr_pct\": -11.656812700871546, \"entries\": 241, \"exits\": 242, \"exposure_pct\": 73.3023872679045, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020867101819517484, \"sortino\": -0.029620348613977165}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.215813068880955, \"dd_pct\": -26.904095804556327, \"calmar\": 1.2001609615400826, \"cagr_pct\": 32.28924549016282, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 79.10662824207493, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9689990757252347, \"sortino\": 1.5312300679242263}]", "Additional_Threshold_Budget": 0, "Total Trades": 407, "Total P&L %": 0.7284374867662313, "Sharpe Ratio": 0.25810157447774995, "Sortino Ratio": 0.36983615756266736, "Calmar Ratio": 0.0011049138483706568, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.69173079441929, "% In Market": 71.51394422310757, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3589705141416175, "Sub1_Sortino": 0.9456085816453909, "Sub1_Trades": 166, "Sub2_Calmar": -0.14627380513221133, "Sub2_Sortino": -0.029620348613977165, "Sub2_Trades": 241, "WFO_Score": 0.1486042128165439, "WFO_Min_Fold": -1.5195185710444248, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.286677, -0.900498, 2.179308, 1.436366, -0.017354, -1.519519]", "OOS_Total Trades": 14, "OOS_Total P&L %": 14.215813068880955, "OOS_Sortino Ratio": 1.5312300679242263, "OOS_Calmar Ratio": 1.2001609615400826, "OOS_Max Drawdown %": -26.904095804556327, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 114, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4188d4bf95bb2521784ed637efa60e9cc4e476f5465ce69f37569e87ec4cc3ae", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -440.05, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": -580.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "6f3335ac1eb8b84db2e2de45ca6773bdb48f09c6215bb5d3efa7ed1d0df3ada8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -17.717278087593357, \"dd_pct\": -61.84046889095636, \"calmar\": -0.28667744596213995, \"cagr_pct\": -17.728267678760538, \"entries\": 71, \"exits\": 71, \"exposure_pct\": 64.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.024582183646316046, \"sortino\": 0.035243095856388226}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -50.43710821532981, \"dd_pct\": -56.03670066624771, \"calmar\": -0.900497894439365, \"cagr_pct\": -50.46093096128502, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 66.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2228825592724661, \"sortino\": -1.6448208038167884}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.982600146430755, \"dd_pct\": -27.08800396817683, \"calmar\": 2.179307612655837, \"cagr_pct\": 59.03309325949929, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 78.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3995574645277717, \"sortino\": 2.197512099111318}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 33.40533491540177, \"dd_pct\": -32.61365052646876, \"calmar\": 1.4363655124985641, \"cagr_pct\": 46.845122852900374, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 78.83211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0828031217079286, \"sortino\": 1.5804096114588375}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.5792648274878354, \"dd_pct\": -41.23346099152806, \"calmar\": -0.014058010609141459, \"cagr_pct\": -0.579660432070522, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 78.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.17737614854025943, \"sortino\": 0.25353078475002516}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.575435674703925, \"dd_pct\": -45.56520857506864, \"calmar\": -1.5195185710444248, \"cagr_pct\": -69.23718062332946, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 75.66225165562915, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5068377739441865, \"sortino\": -3.1794253451383514}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.867651065611974, \"dd_pct\": -79.69173079441929, \"calmar\": 0.0013152772412122406, \"cagr_pct\": 0.10481671982671237, \"entries\": 407, \"exits\": 407, \"exposure_pct\": 71.43924302788844, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2583959811702336, \"sortino\": 0.3702438261886434}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 90.96104031513157, \"dd_pct\": -64.97780528386478, \"calmar\": 0.3589705141416175, \"cagr_pct\": 23.325116170542852, \"entries\": 166, \"exits\": 165, \"exposure_pct\": 68.5226264418811, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6524676554878568, \"sortino\": 0.9456085816453909}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.178937180507454, \"dd_pct\": -79.69173079441939, \"calmar\": -0.14597709911824508, \"cagr_pct\": -11.633167685081462, \"entries\": 241, \"exits\": 242, \"exposure_pct\": 73.18302387267904, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020422167671401627, \"sortino\": -0.028986637826085414}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 27.358356257049856, \"dd_pct\": -23.291404214790745, \"calmar\": 2.8500002567079186, \"cagr_pct\": 66.38050799124152, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 78.38616714697406, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6271448121060832, \"sortino\": 2.6339903086554184}]", "Additional_Threshold_Budget": 0, "Total Trades": 407, "Total P&L %": 0.867651065611974, "Sharpe Ratio": 0.2583959811702336, "Sortino Ratio": 0.3702438261886434, "Calmar Ratio": 0.0013152772412122406, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.69173079441929, "% In Market": 71.43924302788844, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3589705141416175, "Sub1_Sortino": 0.9456085816453909, "Sub1_Trades": 166, "Sub2_Calmar": -0.14597709911824508, "Sub2_Sortino": -0.028986637826085414, "Sub2_Trades": 241, "WFO_Score": 0.14915353384988825, "WFO_Min_Fold": -1.5195185710444248, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.286677, -0.900498, 2.179308, 1.436366, -0.014058, -1.519519]", "OOS_Total Trades": 13, "OOS_Total P&L %": 27.358356257049856, "OOS_Sortino Ratio": 2.6339903086554184, "OOS_Calmar Ratio": 2.8500002567079186, "OOS_Max Drawdown %": -23.291404214790745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 111, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4188d4bf95bb2521784ed637efa60e9cc4e476f5465ce69f37569e87ec4cc3ae", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -439.95, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": -580.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "850a0a63ef6d5b3225da29bfdc97932ab51de166297c545742edc6d2add8eb17", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -17.717278087593357, \"dd_pct\": -61.84046889095636, \"calmar\": -0.28667744596213995, \"cagr_pct\": -17.728267678760538, \"entries\": 71, \"exits\": 71, \"exposure_pct\": 64.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.024582183646316046, \"sortino\": 0.035243095856388226}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -50.43710821532981, \"dd_pct\": -56.03670066624771, \"calmar\": -0.900497894439365, \"cagr_pct\": -50.46093096128502, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 66.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2228825592724661, \"sortino\": -1.6448208038167884}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.982600146430755, \"dd_pct\": -27.08800396817683, \"calmar\": 2.179307612655837, \"cagr_pct\": 59.03309325949929, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 78.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3995574645277717, \"sortino\": 2.197512099111318}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 33.40533491540177, \"dd_pct\": -32.61365052646876, \"calmar\": 1.4363655124985641, \"cagr_pct\": 46.845122852900374, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 78.83211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0828031217079286, \"sortino\": 1.5804096114588375}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.5792648274878354, \"dd_pct\": -41.23346099152806, \"calmar\": -0.014058010609141459, \"cagr_pct\": -0.579660432070522, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 78.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.17737614854025943, \"sortino\": 0.25353078475002516}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.575435674703925, \"dd_pct\": -45.56520857506864, \"calmar\": -1.5195185710444248, \"cagr_pct\": -69.23718062332946, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 75.66225165562915, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5068377739441865, \"sortino\": -3.1794253451383514}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.867651065611974, \"dd_pct\": -79.69173079441929, \"calmar\": 0.0013152772412122406, \"cagr_pct\": 0.10481671982671237, \"entries\": 407, \"exits\": 407, \"exposure_pct\": 71.43924302788844, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2583959811702336, \"sortino\": 0.3702438261886434}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 90.96104031513157, \"dd_pct\": -64.97780528386478, \"calmar\": 0.3589705141416175, \"cagr_pct\": 23.325116170542852, \"entries\": 166, \"exits\": 165, \"exposure_pct\": 68.5226264418811, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6524676554878568, \"sortino\": 0.9456085816453909}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.178937180507454, \"dd_pct\": -79.69173079441939, \"calmar\": -0.14597709911824508, \"cagr_pct\": -11.633167685081462, \"entries\": 241, \"exits\": 242, \"exposure_pct\": 73.18302387267904, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020422167671401627, \"sortino\": -0.028986637826085414}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 27.358356257049856, \"dd_pct\": -23.291404214790745, \"calmar\": 2.8500002567079186, \"cagr_pct\": 66.38050799124152, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 78.38616714697406, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6271448121060832, \"sortino\": 2.6339903086554184}]", "Additional_Threshold_Budget": 0, "Total Trades": 407, "Total P&L %": 0.867651065611974, "Sharpe Ratio": 0.2583959811702336, "Sortino Ratio": 0.3702438261886434, "Calmar Ratio": 0.0013152772412122406, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.69173079441929, "% In Market": 71.43924302788844, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3589705141416175, "Sub1_Sortino": 0.9456085816453909, "Sub1_Trades": 166, "Sub2_Calmar": -0.14597709911824508, "Sub2_Sortino": -0.028986637826085414, "Sub2_Trades": 241, "WFO_Score": 0.14915353384988825, "WFO_Min_Fold": -1.5195185710444248, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.286677, -0.900498, 2.179308, 1.436366, -0.014058, -1.519519]", "OOS_Total Trades": 13, "OOS_Total P&L %": 27.358356257049856, "OOS_Sortino Ratio": 2.6339903086554184, "OOS_Calmar Ratio": 2.8500002567079186, "OOS_Max Drawdown %": -23.291404214790745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 112, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4188d4bf95bb2521784ed637efa60e9cc4e476f5465ce69f37569e87ec4cc3ae", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -439.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": -580.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "b36bd79b5cc7528e1896126eeef170ffb1814800d00d8e5494a71ac9c515adcd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -16.201728664038818, \"dd_pct\": -61.84046889095634, \"calmar\": -0.2621563766455971, \"cagr_pct\": -16.21187325451788, \"entries\": 70, \"exits\": 70, \"exposure_pct\": 63.76712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.05025752698088758, \"sortino\": 0.07199230830552147}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -58.16879946909174, \"dd_pct\": -62.380986489695076, \"calmar\": -0.9328766002996983, \"cagr_pct\": -58.19376259984816, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 67.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5414726304127286, \"sortino\": -2.045601467290582}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.982600146430755, \"dd_pct\": -27.08800396817683, \"calmar\": 2.179307612655837, \"cagr_pct\": 59.03309325949929, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 78.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3995574645277717, \"sortino\": 2.197512099111318}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 32.59001306073846, \"dd_pct\": -33.025489854083304, \"calmar\": 1.3822656667373596, \"cagr_pct\": 45.650000752482356, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 80.2919708029197, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0595522435982891, \"sortino\": 1.5431688957732552}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.5792648274878354, \"dd_pct\": -41.23346099152806, \"calmar\": -0.014058010609141459, \"cagr_pct\": -0.579660432070522, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 78.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.17737614854025943, \"sortino\": 0.25353078475002516}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -36.56219245780883, \"dd_pct\": -43.78106120987177, \"calmar\": -1.5244334555853851, \"cagr_pct\": -66.74131442936009, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 76.65562913907284, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.316464433801387, \"sortino\": -2.9485784737715997}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -14.298199774341802, \"dd_pct\": -82.62239037575793, \"calmar\": -0.022435539465347855, \"cagr_pct\": -1.8536778999966939, \"entries\": 410, \"exits\": 410, \"exposure_pct\": 71.66334661354583, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2205771246516811, \"sortino\": 0.31533050761695197}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 83.8946150224356, \"dd_pct\": -67.49489508902502, \"calmar\": 0.32339055852066323, \"cagr_pct\": 21.82721182013337, \"entries\": 167, \"exits\": 166, \"exposure_pct\": 68.47826086956522, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6309161731278979, \"sortino\": 0.9138894853800266}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -53.39624261689142, \"dd_pct\": -82.62239037575794, \"calmar\": -0.16643911718324061, \"cagr_pct\": -13.751597713710229, \"entries\": 243, \"exits\": 244, \"exposure_pct\": 73.56763925729443, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.06940073982411626, \"sortino\": -0.09814388388179494}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 27.358356257049856, \"dd_pct\": -23.291404214790745, \"calmar\": 2.8500002567079186, \"cagr_pct\": 66.38050799124152, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 78.38616714697406, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6271448121060832, \"sortino\": 2.6339903086554184}]", "Additional_Threshold_Budget": 0, "Total Trades": 410, "Total P&L %": -14.298199774341802, "Sharpe Ratio": 0.2205771246516811, "Sortino Ratio": 0.31533050761695197, "Calmar Ratio": -0.022435539465347855, "P&L/DD Ratio": 0.0, "Max Drawdown %": -82.62239037575793, "% In Market": 71.66334661354583, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.32339055852066323, "Sub1_Sortino": 0.9138894853800266, "Sub1_Trades": 167, "Sub2_Calmar": -0.16643911718324061, "Sub2_Sortino": -0.09814388388179494, "Sub2_Trades": 243, "WFO_Score": 0.13800813937556242, "WFO_Min_Fold": -1.5244334555853851, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.262156, -0.932877, 2.179308, 1.382266, -0.014058, -1.524433]", "OOS_Total Trades": 13, "OOS_Total P&L %": 27.358356257049856, "OOS_Sortino Ratio": 2.6339903086554184, "OOS_Calmar Ratio": 2.8500002567079186, "OOS_Max Drawdown %": -23.291404214790745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 99, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4188d4bf95bb2521784ed637efa60e9cc4e476f5465ce69f37569e87ec4cc3ae", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -440.0, "i_long_exit_activation_threshold": -231.0, "i_long_exit_activation_confirmation_threshold": -580.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "beb7e3e85e887482887eb13c22e9106508fd06a9afcb3f151f94842699e4f7c0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -17.717278087593357, \"dd_pct\": -61.84046889095636, \"calmar\": -0.28667744596213995, \"cagr_pct\": -17.728267678760538, \"entries\": 71, \"exits\": 71, \"exposure_pct\": 64.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.024582183646316046, \"sortino\": 0.035243095856388226}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -50.43710821532981, \"dd_pct\": -56.03670066624771, \"calmar\": -0.900497894439365, \"cagr_pct\": -50.46093096128502, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 66.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2228825592724661, \"sortino\": -1.6448208038167884}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.982600146430755, \"dd_pct\": -27.08800396817683, \"calmar\": 2.179307612655837, \"cagr_pct\": 59.03309325949929, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 78.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3995574645277717, \"sortino\": 2.197512099111318}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 33.40533491540177, \"dd_pct\": -32.61365052646876, \"calmar\": 1.4363655124985641, \"cagr_pct\": 46.845122852900374, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 78.83211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0828031217079286, \"sortino\": 1.5804096114588375}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.5792648274878354, \"dd_pct\": -41.23346099152806, \"calmar\": -0.014058010609141459, \"cagr_pct\": -0.579660432070522, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 78.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.17737614854025943, \"sortino\": 0.25353078475002516}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.575435674703925, \"dd_pct\": -45.56520857506864, \"calmar\": -1.5195185710444248, \"cagr_pct\": -69.23718062332946, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 75.66225165562915, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5068377739441865, \"sortino\": -3.1794253451383514}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.867651065611974, \"dd_pct\": -79.69173079441929, \"calmar\": 0.0013152772412122406, \"cagr_pct\": 0.10481671982671237, \"entries\": 407, \"exits\": 407, \"exposure_pct\": 71.43924302788844, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2583959811702336, \"sortino\": 0.3702438261886434}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 90.96104031513157, \"dd_pct\": -64.97780528386478, \"calmar\": 0.3589705141416175, \"cagr_pct\": 23.325116170542852, \"entries\": 166, \"exits\": 165, \"exposure_pct\": 68.5226264418811, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6524676554878568, \"sortino\": 0.9456085816453909}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.178937180507454, \"dd_pct\": -79.69173079441939, \"calmar\": -0.14597709911824508, \"cagr_pct\": -11.633167685081462, \"entries\": 241, \"exits\": 242, \"exposure_pct\": 73.18302387267904, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020422167671401627, \"sortino\": -0.028986637826085414}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 27.358356257049856, \"dd_pct\": -23.291404214790745, \"calmar\": 2.8500002567079186, \"cagr_pct\": 66.38050799124152, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 78.38616714697406, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6271448121060832, \"sortino\": 2.6339903086554184}]", "Additional_Threshold_Budget": 0, "Total Trades": 407, "Total P&L %": 0.867651065611974, "Sharpe Ratio": 0.2583959811702336, "Sortino Ratio": 0.3702438261886434, "Calmar Ratio": 0.0013152772412122406, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.69173079441929, "% In Market": 71.43924302788844, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3589705141416175, "Sub1_Sortino": 0.9456085816453909, "Sub1_Trades": 166, "Sub2_Calmar": -0.14597709911824508, "Sub2_Sortino": -0.028986637826085414, "Sub2_Trades": 241, "WFO_Score": 0.14915353384988825, "WFO_Min_Fold": -1.5195185710444248, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.286677, -0.900498, 2.179308, 1.436366, -0.014058, -1.519519]", "OOS_Total Trades": 13, "OOS_Total P&L %": 27.358356257049856, "OOS_Sortino Ratio": 2.6339903086554184, "OOS_Calmar Ratio": 2.8500002567079186, "OOS_Max Drawdown %": -23.291404214790745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 109, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4188d4bf95bb2521784ed637efa60e9cc4e476f5465ce69f37569e87ec4cc3ae", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -440.0, "i_long_exit_activation_threshold": -230.05, "i_long_exit_activation_confirmation_threshold": -580.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "6119d3d7989f43b06366b9f5c296a32add19867e21f8f6e3c325bcedf3f31a5d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -17.717278087593357, \"dd_pct\": -61.84046889095636, \"calmar\": -0.28667744596213995, \"cagr_pct\": -17.728267678760538, \"entries\": 71, \"exits\": 71, \"exposure_pct\": 64.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.024582183646316046, \"sortino\": 0.035243095856388226}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -50.43710821532981, \"dd_pct\": -56.03670066624771, \"calmar\": -0.900497894439365, \"cagr_pct\": -50.46093096128502, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 66.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2228825592724661, \"sortino\": -1.6448208038167884}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.982600146430755, \"dd_pct\": -27.08800396817683, \"calmar\": 2.179307612655837, \"cagr_pct\": 59.03309325949929, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 78.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3995574645277717, \"sortino\": 2.197512099111318}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 33.40533491540177, \"dd_pct\": -32.61365052646876, \"calmar\": 1.4363655124985641, \"cagr_pct\": 46.845122852900374, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 78.83211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0828031217079286, \"sortino\": 1.5804096114588375}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.5792648274878354, \"dd_pct\": -41.23346099152806, \"calmar\": -0.014058010609141459, \"cagr_pct\": -0.579660432070522, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 78.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.17737614854025943, \"sortino\": 0.25353078475002516}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.575435674703925, \"dd_pct\": -45.56520857506864, \"calmar\": -1.5195185710444248, \"cagr_pct\": -69.23718062332946, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 75.66225165562915, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5068377739441865, \"sortino\": -3.1794253451383514}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.867651065611974, \"dd_pct\": -79.69173079441929, \"calmar\": 0.0013152772412122406, \"cagr_pct\": 0.10481671982671237, \"entries\": 407, \"exits\": 407, \"exposure_pct\": 71.43924302788844, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2583959811702336, \"sortino\": 0.3702438261886434}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 90.96104031513157, \"dd_pct\": -64.97780528386478, \"calmar\": 0.3589705141416175, \"cagr_pct\": 23.325116170542852, \"entries\": 166, \"exits\": 165, \"exposure_pct\": 68.5226264418811, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6524676554878568, \"sortino\": 0.9456085816453909}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.178937180507454, \"dd_pct\": -79.69173079441939, \"calmar\": -0.14597709911824508, \"cagr_pct\": -11.633167685081462, \"entries\": 241, \"exits\": 242, \"exposure_pct\": 73.18302387267904, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020422167671401627, \"sortino\": -0.028986637826085414}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 27.358356257049856, \"dd_pct\": -23.291404214790745, \"calmar\": 2.8500002567079186, \"cagr_pct\": 66.38050799124152, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 78.38616714697406, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6271448121060832, \"sortino\": 2.6339903086554184}]", "Additional_Threshold_Budget": 0, "Total Trades": 407, "Total P&L %": 0.867651065611974, "Sharpe Ratio": 0.2583959811702336, "Sortino Ratio": 0.3702438261886434, "Calmar Ratio": 0.0013152772412122406, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.69173079441929, "% In Market": 71.43924302788844, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3589705141416175, "Sub1_Sortino": 0.9456085816453909, "Sub1_Trades": 166, "Sub2_Calmar": -0.14597709911824508, "Sub2_Sortino": -0.028986637826085414, "Sub2_Trades": 241, "WFO_Score": 0.14915353384988825, "WFO_Min_Fold": -1.5195185710444248, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.286677, -0.900498, 2.179308, 1.436366, -0.014058, -1.519519]", "OOS_Total Trades": 13, "OOS_Total P&L %": 27.358356257049856, "OOS_Sortino Ratio": 2.6339903086554184, "OOS_Calmar Ratio": 2.8500002567079186, "OOS_Max Drawdown %": -23.291404214790745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 114, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4188d4bf95bb2521784ed637efa60e9cc4e476f5465ce69f37569e87ec4cc3ae", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -440.0, "i_long_exit_activation_threshold": -229.95, "i_long_exit_activation_confirmation_threshold": -580.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "aea20af520a995c5331be5e54448200e637917330d368fc61039e4fbb3fb27ee", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -17.717278087593357, \"dd_pct\": -61.84046889095636, \"calmar\": -0.28667744596213995, \"cagr_pct\": -17.728267678760538, \"entries\": 71, \"exits\": 71, \"exposure_pct\": 64.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.024582183646316046, \"sortino\": 0.035243095856388226}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -50.43710821532981, \"dd_pct\": -56.03670066624771, \"calmar\": -0.900497894439365, \"cagr_pct\": -50.46093096128502, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 66.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2228825592724661, \"sortino\": -1.6448208038167884}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.982600146430755, \"dd_pct\": -27.08800396817683, \"calmar\": 2.179307612655837, \"cagr_pct\": 59.03309325949929, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 78.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3995574645277717, \"sortino\": 2.197512099111318}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 33.40533491540177, \"dd_pct\": -32.61365052646876, \"calmar\": 1.4363655124985641, \"cagr_pct\": 46.845122852900374, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 78.83211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0828031217079286, \"sortino\": 1.5804096114588375}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.5792648274878354, \"dd_pct\": -41.23346099152806, \"calmar\": -0.014058010609141459, \"cagr_pct\": -0.579660432070522, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 78.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.17737614854025943, \"sortino\": 0.25353078475002516}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.575435674703925, \"dd_pct\": -45.56520857506864, \"calmar\": -1.5195185710444248, \"cagr_pct\": -69.23718062332946, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 75.66225165562915, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5068377739441865, \"sortino\": -3.1794253451383514}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.867651065611974, \"dd_pct\": -79.69173079441929, \"calmar\": 0.0013152772412122406, \"cagr_pct\": 0.10481671982671237, \"entries\": 407, \"exits\": 407, \"exposure_pct\": 71.43924302788844, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2583959811702336, \"sortino\": 0.3702438261886434}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 90.96104031513157, \"dd_pct\": -64.97780528386478, \"calmar\": 0.3589705141416175, \"cagr_pct\": 23.325116170542852, \"entries\": 166, \"exits\": 165, \"exposure_pct\": 68.5226264418811, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6524676554878568, \"sortino\": 0.9456085816453909}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.178937180507454, \"dd_pct\": -79.69173079441939, \"calmar\": -0.14597709911824508, \"cagr_pct\": -11.633167685081462, \"entries\": 241, \"exits\": 242, \"exposure_pct\": 73.18302387267904, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020422167671401627, \"sortino\": -0.028986637826085414}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 27.358356257049856, \"dd_pct\": -23.291404214790745, \"calmar\": 2.8500002567079186, \"cagr_pct\": 66.38050799124152, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 78.38616714697406, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6271448121060832, \"sortino\": 2.6339903086554184}]", "Additional_Threshold_Budget": 0, "Total Trades": 407, "Total P&L %": 0.867651065611974, "Sharpe Ratio": 0.2583959811702336, "Sortino Ratio": 0.3702438261886434, "Calmar Ratio": 0.0013152772412122406, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.69173079441929, "% In Market": 71.43924302788844, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3589705141416175, "Sub1_Sortino": 0.9456085816453909, "Sub1_Trades": 166, "Sub2_Calmar": -0.14597709911824508, "Sub2_Sortino": -0.028986637826085414, "Sub2_Trades": 241, "WFO_Score": 0.14915353384988825, "WFO_Min_Fold": -1.5195185710444248, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.286677, -0.900498, 2.179308, 1.436366, -0.014058, -1.519519]", "OOS_Total Trades": 13, "OOS_Total P&L %": 27.358356257049856, "OOS_Sortino Ratio": 2.6339903086554184, "OOS_Calmar Ratio": 2.8500002567079186, "OOS_Max Drawdown %": -23.291404214790745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 8, "Fragile_1.0": 114, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4188d4bf95bb2521784ed637efa60e9cc4e476f5465ce69f37569e87ec4cc3ae", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -440.0, "i_long_exit_activation_threshold": -229.0, "i_long_exit_activation_confirmation_threshold": -580.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "2e3e85c3a18ddf9b70b55060523a412ceddc4ff03d1d594c04ac35c9dfe8d91c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -17.717278087593357, \"dd_pct\": -61.84046889095636, \"calmar\": -0.28667744596213995, \"cagr_pct\": -17.728267678760538, \"entries\": 71, \"exits\": 71, \"exposure_pct\": 64.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.024582183646316046, \"sortino\": 0.035243095856388226}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -50.43710821532981, \"dd_pct\": -56.03670066624771, \"calmar\": -0.900497894439365, \"cagr_pct\": -50.46093096128502, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 66.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2228825592724661, \"sortino\": -1.6448208038167884}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.982600146430755, \"dd_pct\": -27.08800396817683, \"calmar\": 2.179307612655837, \"cagr_pct\": 59.03309325949929, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 78.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3995574645277717, \"sortino\": 2.197512099111318}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 33.40533491540177, \"dd_pct\": -32.61365052646876, \"calmar\": 1.4363655124985641, \"cagr_pct\": 46.845122852900374, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 78.83211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0828031217079286, \"sortino\": 1.5804096114588375}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.5792648274878354, \"dd_pct\": -41.23346099152806, \"calmar\": -0.014058010609141459, \"cagr_pct\": -0.579660432070522, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 78.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.17737614854025943, \"sortino\": 0.25353078475002516}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.575435674703925, \"dd_pct\": -45.56520857506864, \"calmar\": -1.5195185710444248, \"cagr_pct\": -69.23718062332946, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 75.66225165562915, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5068377739441865, \"sortino\": -3.1794253451383514}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.867651065611974, \"dd_pct\": -79.69173079441929, \"calmar\": 0.0013152772412122406, \"cagr_pct\": 0.10481671982671237, \"entries\": 407, \"exits\": 407, \"exposure_pct\": 71.43924302788844, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2583959811702336, \"sortino\": 0.3702438261886434}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 90.96104031513157, \"dd_pct\": -64.97780528386478, \"calmar\": 0.3589705141416175, \"cagr_pct\": 23.325116170542852, \"entries\": 166, \"exits\": 165, \"exposure_pct\": 68.5226264418811, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6524676554878568, \"sortino\": 0.9456085816453909}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.178937180507454, \"dd_pct\": -79.69173079441939, \"calmar\": -0.14597709911824508, \"cagr_pct\": -11.633167685081462, \"entries\": 241, \"exits\": 242, \"exposure_pct\": 73.18302387267904, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020422167671401627, \"sortino\": -0.028986637826085414}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 27.358356257049856, \"dd_pct\": -23.291404214790745, \"calmar\": 2.8500002567079186, \"cagr_pct\": 66.38050799124152, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 78.38616714697406, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6271448121060832, \"sortino\": 2.6339903086554184}]", "Additional_Threshold_Budget": 0, "Total Trades": 407, "Total P&L %": 0.867651065611974, "Sharpe Ratio": 0.2583959811702336, "Sortino Ratio": 0.3702438261886434, "Calmar Ratio": 0.0013152772412122406, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.69173079441929, "% In Market": 71.43924302788844, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3589705141416175, "Sub1_Sortino": 0.9456085816453909, "Sub1_Trades": 166, "Sub2_Calmar": -0.14597709911824508, "Sub2_Sortino": -0.028986637826085414, "Sub2_Trades": 241, "WFO_Score": 0.14915353384988825, "WFO_Min_Fold": -1.5195185710444248, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.286677, -0.900498, 2.179308, 1.436366, -0.014058, -1.519519]", "OOS_Total Trades": 13, "OOS_Total P&L %": 27.358356257049856, "OOS_Sortino Ratio": 2.6339903086554184, "OOS_Calmar Ratio": 2.8500002567079186, "OOS_Max Drawdown %": -23.291404214790745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 119, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4188d4bf95bb2521784ed637efa60e9cc4e476f5465ce69f37569e87ec4cc3ae", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -440.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": -581.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "f1b76824693d450a6f6eedae0946216c15e3c74429c575ced49d5c816500edef", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -17.717278087593357, \"dd_pct\": -61.84046889095636, \"calmar\": -0.28667744596213995, \"cagr_pct\": -17.728267678760538, \"entries\": 71, \"exits\": 71, \"exposure_pct\": 64.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.024582183646316046, \"sortino\": 0.035243095856388226}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -50.43710821532981, \"dd_pct\": -56.03670066624771, \"calmar\": -0.900497894439365, \"cagr_pct\": -50.46093096128502, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 66.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2228825592724661, \"sortino\": -1.6448208038167884}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.982600146430755, \"dd_pct\": -27.08800396817683, \"calmar\": 2.179307612655837, \"cagr_pct\": 59.03309325949929, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 78.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3995574645277717, \"sortino\": 2.197512099111318}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 33.40533491540177, \"dd_pct\": -32.61365052646876, \"calmar\": 1.4363655124985641, \"cagr_pct\": 46.845122852900374, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 78.83211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0828031217079286, \"sortino\": 1.5804096114588375}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.5792648274878354, \"dd_pct\": -41.23346099152806, \"calmar\": -0.014058010609141459, \"cagr_pct\": -0.579660432070522, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 78.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.17737614854025943, \"sortino\": 0.25353078475002516}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.575435674703925, \"dd_pct\": -45.56520857506864, \"calmar\": -1.5195185710444248, \"cagr_pct\": -69.23718062332946, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 75.66225165562915, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5068377739441865, \"sortino\": -3.1794253451383514}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.867651065611974, \"dd_pct\": -79.69173079441929, \"calmar\": 0.0013152772412122406, \"cagr_pct\": 0.10481671982671237, \"entries\": 407, \"exits\": 407, \"exposure_pct\": 71.43924302788844, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2583959811702336, \"sortino\": 0.3702438261886434}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 90.96104031513157, \"dd_pct\": -64.97780528386478, \"calmar\": 0.3589705141416175, \"cagr_pct\": 23.325116170542852, \"entries\": 166, \"exits\": 165, \"exposure_pct\": 68.5226264418811, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6524676554878568, \"sortino\": 0.9456085816453909}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.178937180507454, \"dd_pct\": -79.69173079441939, \"calmar\": -0.14597709911824508, \"cagr_pct\": -11.633167685081462, \"entries\": 241, \"exits\": 242, \"exposure_pct\": 73.18302387267904, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020422167671401627, \"sortino\": -0.028986637826085414}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 27.358356257049856, \"dd_pct\": -23.291404214790745, \"calmar\": 2.8500002567079186, \"cagr_pct\": 66.38050799124152, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 78.38616714697406, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6271448121060832, \"sortino\": 2.6339903086554184}]", "Additional_Threshold_Budget": 0, "Total Trades": 407, "Total P&L %": 0.867651065611974, "Sharpe Ratio": 0.2583959811702336, "Sortino Ratio": 0.3702438261886434, "Calmar Ratio": 0.0013152772412122406, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.69173079441929, "% In Market": 71.43924302788844, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3589705141416175, "Sub1_Sortino": 0.9456085816453909, "Sub1_Trades": 166, "Sub2_Calmar": -0.14597709911824508, "Sub2_Sortino": -0.028986637826085414, "Sub2_Trades": 241, "WFO_Score": 0.14915353384988825, "WFO_Min_Fold": -1.5195185710444248, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.286677, -0.900498, 2.179308, 1.436366, -0.014058, -1.519519]", "OOS_Total Trades": 13, "OOS_Total P&L %": 27.358356257049856, "OOS_Sortino Ratio": 2.6339903086554184, "OOS_Calmar Ratio": 2.8500002567079186, "OOS_Max Drawdown %": -23.291404214790745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 112, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4188d4bf95bb2521784ed637efa60e9cc4e476f5465ce69f37569e87ec4cc3ae", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -440.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": -580.05, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "5bcd8819a6aa09f840e715761280f2f816811138a9ef6c75320eae66ced9a562", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -17.717278087593357, \"dd_pct\": -61.84046889095636, \"calmar\": -0.28667744596213995, \"cagr_pct\": -17.728267678760538, \"entries\": 71, \"exits\": 71, \"exposure_pct\": 64.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.024582183646316046, \"sortino\": 0.035243095856388226}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -50.43710821532981, \"dd_pct\": -56.03670066624771, \"calmar\": -0.900497894439365, \"cagr_pct\": -50.46093096128502, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 66.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2228825592724661, \"sortino\": -1.6448208038167884}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.982600146430755, \"dd_pct\": -27.08800396817683, \"calmar\": 2.179307612655837, \"cagr_pct\": 59.03309325949929, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 78.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3995574645277717, \"sortino\": 2.197512099111318}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 33.40533491540177, \"dd_pct\": -32.61365052646876, \"calmar\": 1.4363655124985641, \"cagr_pct\": 46.845122852900374, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 78.83211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0828031217079286, \"sortino\": 1.5804096114588375}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.5792648274878354, \"dd_pct\": -41.23346099152806, \"calmar\": -0.014058010609141459, \"cagr_pct\": -0.579660432070522, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 78.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.17737614854025943, \"sortino\": 0.25353078475002516}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.575435674703925, \"dd_pct\": -45.56520857506864, \"calmar\": -1.5195185710444248, \"cagr_pct\": -69.23718062332946, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 75.66225165562915, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5068377739441865, \"sortino\": -3.1794253451383514}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.867651065611974, \"dd_pct\": -79.69173079441929, \"calmar\": 0.0013152772412122406, \"cagr_pct\": 0.10481671982671237, \"entries\": 407, \"exits\": 407, \"exposure_pct\": 71.43924302788844, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2583959811702336, \"sortino\": 0.3702438261886434}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 90.96104031513157, \"dd_pct\": -64.97780528386478, \"calmar\": 0.3589705141416175, \"cagr_pct\": 23.325116170542852, \"entries\": 166, \"exits\": 165, \"exposure_pct\": 68.5226264418811, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6524676554878568, \"sortino\": 0.9456085816453909}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.178937180507454, \"dd_pct\": -79.69173079441939, \"calmar\": -0.14597709911824508, \"cagr_pct\": -11.633167685081462, \"entries\": 241, \"exits\": 242, \"exposure_pct\": 73.18302387267904, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020422167671401627, \"sortino\": -0.028986637826085414}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 27.358356257049856, \"dd_pct\": -23.291404214790745, \"calmar\": 2.8500002567079186, \"cagr_pct\": 66.38050799124152, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 78.38616714697406, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6271448121060832, \"sortino\": 2.6339903086554184}]", "Additional_Threshold_Budget": 0, "Total Trades": 407, "Total P&L %": 0.867651065611974, "Sharpe Ratio": 0.2583959811702336, "Sortino Ratio": 0.3702438261886434, "Calmar Ratio": 0.0013152772412122406, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.69173079441929, "% In Market": 71.43924302788844, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3589705141416175, "Sub1_Sortino": 0.9456085816453909, "Sub1_Trades": 166, "Sub2_Calmar": -0.14597709911824508, "Sub2_Sortino": -0.028986637826085414, "Sub2_Trades": 241, "WFO_Score": 0.14915353384988825, "WFO_Min_Fold": -1.5195185710444248, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.286677, -0.900498, 2.179308, 1.436366, -0.014058, -1.519519]", "OOS_Total Trades": 13, "OOS_Total P&L %": 27.358356257049856, "OOS_Sortino Ratio": 2.6339903086554184, "OOS_Calmar Ratio": 2.8500002567079186, "OOS_Max Drawdown %": -23.291404214790745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 113, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4188d4bf95bb2521784ed637efa60e9cc4e476f5465ce69f37569e87ec4cc3ae", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -440.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": -579.95, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "020410a48505342d58b78750b051961372497d12aafa08cadd530a92a5fb2cd6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -17.717278087593357, \"dd_pct\": -61.84046889095636, \"calmar\": -0.28667744596213995, \"cagr_pct\": -17.728267678760538, \"entries\": 71, \"exits\": 71, \"exposure_pct\": 64.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.024582183646316046, \"sortino\": 0.035243095856388226}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -50.43710821532981, \"dd_pct\": -56.03670066624771, \"calmar\": -0.900497894439365, \"cagr_pct\": -50.46093096128502, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 66.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2228825592724661, \"sortino\": -1.6448208038167884}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.982600146430755, \"dd_pct\": -27.08800396817683, \"calmar\": 2.179307612655837, \"cagr_pct\": 59.03309325949929, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 78.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3995574645277717, \"sortino\": 2.197512099111318}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 33.40533491540177, \"dd_pct\": -32.61365052646876, \"calmar\": 1.4363655124985641, \"cagr_pct\": 46.845122852900374, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 78.83211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0828031217079286, \"sortino\": 1.5804096114588375}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.5792648274878354, \"dd_pct\": -41.23346099152806, \"calmar\": -0.014058010609141459, \"cagr_pct\": -0.579660432070522, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 78.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.17737614854025943, \"sortino\": 0.25353078475002516}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.575435674703925, \"dd_pct\": -45.56520857506864, \"calmar\": -1.5195185710444248, \"cagr_pct\": -69.23718062332946, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 75.66225165562915, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5068377739441865, \"sortino\": -3.1794253451383514}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.867651065611974, \"dd_pct\": -79.69173079441929, \"calmar\": 0.0013152772412122406, \"cagr_pct\": 0.10481671982671237, \"entries\": 407, \"exits\": 407, \"exposure_pct\": 71.43924302788844, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2583959811702336, \"sortino\": 0.3702438261886434}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 90.96104031513157, \"dd_pct\": -64.97780528386478, \"calmar\": 0.3589705141416175, \"cagr_pct\": 23.325116170542852, \"entries\": 166, \"exits\": 165, \"exposure_pct\": 68.5226264418811, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6524676554878568, \"sortino\": 0.9456085816453909}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.178937180507454, \"dd_pct\": -79.69173079441939, \"calmar\": -0.14597709911824508, \"cagr_pct\": -11.633167685081462, \"entries\": 241, \"exits\": 242, \"exposure_pct\": 73.18302387267904, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020422167671401627, \"sortino\": -0.028986637826085414}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 27.358356257049856, \"dd_pct\": -23.291404214790745, \"calmar\": 2.8500002567079186, \"cagr_pct\": 66.38050799124152, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 78.38616714697406, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6271448121060832, \"sortino\": 2.6339903086554184}]", "Additional_Threshold_Budget": 0, "Total Trades": 407, "Total P&L %": 0.867651065611974, "Sharpe Ratio": 0.2583959811702336, "Sortino Ratio": 0.3702438261886434, "Calmar Ratio": 0.0013152772412122406, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.69173079441929, "% In Market": 71.43924302788844, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3589705141416175, "Sub1_Sortino": 0.9456085816453909, "Sub1_Trades": 166, "Sub2_Calmar": -0.14597709911824508, "Sub2_Sortino": -0.028986637826085414, "Sub2_Trades": 241, "WFO_Score": 0.14915353384988825, "WFO_Min_Fold": -1.5195185710444248, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.286677, -0.900498, 2.179308, 1.436366, -0.014058, -1.519519]", "OOS_Total Trades": 13, "OOS_Total P&L %": 27.358356257049856, "OOS_Sortino Ratio": 2.6339903086554184, "OOS_Calmar Ratio": 2.8500002567079186, "OOS_Max Drawdown %": -23.291404214790745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 113, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4188d4bf95bb2521784ed637efa60e9cc4e476f5465ce69f37569e87ec4cc3ae", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -440.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": -579.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "b3fedf6e147dc3366b0630f1b58021cdf6bf8d3fb9a984d6edb701c8ec29bb0e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -17.717278087593357, \"dd_pct\": -61.84046889095636, \"calmar\": -0.28667744596213995, \"cagr_pct\": -17.728267678760538, \"entries\": 71, \"exits\": 71, \"exposure_pct\": 64.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.024582183646316046, \"sortino\": 0.035243095856388226}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -50.43710821532981, \"dd_pct\": -56.03670066624771, \"calmar\": -0.900497894439365, \"cagr_pct\": -50.46093096128502, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 66.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2228825592724661, \"sortino\": -1.6448208038167884}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.982600146430755, \"dd_pct\": -27.08800396817683, \"calmar\": 2.179307612655837, \"cagr_pct\": 59.03309325949929, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 78.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3995574645277717, \"sortino\": 2.197512099111318}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 33.40533491540177, \"dd_pct\": -32.61365052646876, \"calmar\": 1.4363655124985641, \"cagr_pct\": 46.845122852900374, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 78.83211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0828031217079286, \"sortino\": 1.5804096114588375}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.5792648274878354, \"dd_pct\": -41.23346099152806, \"calmar\": -0.014058010609141459, \"cagr_pct\": -0.579660432070522, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 78.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.17737614854025943, \"sortino\": 0.25353078475002516}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.575435674703925, \"dd_pct\": -45.56520857506864, \"calmar\": -1.5195185710444248, \"cagr_pct\": -69.23718062332946, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 75.66225165562915, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5068377739441865, \"sortino\": -3.1794253451383514}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.867651065611974, \"dd_pct\": -79.69173079441929, \"calmar\": 0.0013152772412122406, \"cagr_pct\": 0.10481671982671237, \"entries\": 407, \"exits\": 407, \"exposure_pct\": 71.43924302788844, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2583959811702336, \"sortino\": 0.3702438261886434}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 90.96104031513157, \"dd_pct\": -64.97780528386478, \"calmar\": 0.3589705141416175, \"cagr_pct\": 23.325116170542852, \"entries\": 166, \"exits\": 165, \"exposure_pct\": 68.5226264418811, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6524676554878568, \"sortino\": 0.9456085816453909}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -47.178937180507454, \"dd_pct\": -79.69173079441939, \"calmar\": -0.14597709911824508, \"cagr_pct\": -11.633167685081462, \"entries\": 241, \"exits\": 242, \"exposure_pct\": 73.18302387267904, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020422167671401627, \"sortino\": -0.028986637826085414}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 27.358356257049856, \"dd_pct\": -23.291404214790745, \"calmar\": 2.8500002567079186, \"cagr_pct\": 66.38050799124152, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 78.38616714697406, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6271448121060832, \"sortino\": 2.6339903086554184}]", "Additional_Threshold_Budget": 0, "Total Trades": 407, "Total P&L %": 0.867651065611974, "Sharpe Ratio": 0.2583959811702336, "Sortino Ratio": 0.3702438261886434, "Calmar Ratio": 0.0013152772412122406, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.69173079441929, "% In Market": 71.43924302788844, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3589705141416175, "Sub1_Sortino": 0.9456085816453909, "Sub1_Trades": 166, "Sub2_Calmar": -0.14597709911824508, "Sub2_Sortino": -0.028986637826085414, "Sub2_Trades": 241, "WFO_Score": 0.14915353384988825, "WFO_Min_Fold": -1.5195185710444248, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.286677, -0.900498, 2.179308, 1.436366, -0.014058, -1.519519]", "OOS_Total Trades": 13, "OOS_Total P&L %": 27.358356257049856, "OOS_Sortino Ratio": 2.6339903086554184, "OOS_Calmar Ratio": 2.8500002567079186, "OOS_Max Drawdown %": -23.291404214790745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 122, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4188d4bf95bb2521784ed637efa60e9cc4e476f5465ce69f37569e87ec4cc3ae", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -450.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -360.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "b68a383347b9038f686ea0a05818a289d3efb17832c0cde5ba6f5065a0c28ba2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 50.18803656890378, \"dd_pct\": -51.79895772522593, \"calmar\": 0.9697083314139748, \"cagr_pct\": 50.22988086471186, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 90.54794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9104513115796806, \"sortino\": 1.3034637593950669}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.70615572631935, \"dd_pct\": -71.07779643628851, \"calmar\": -0.9388477051549933, \"cagr_pct\": -66.73122607168322, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.501164907671591, \"sortino\": -2.0307484563713074}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 77.62629379844294, \"dd_pct\": -20.802130078094294, \"calmar\": 3.7350119152314725, \"cagr_pct\": 77.69620370387719, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.26027397260273, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.637939014905946, \"sortino\": 2.5305211896001674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.29701423909637, \"dd_pct\": -30.217165385154143, \"calmar\": 2.7951107165613474, \"cagr_pct\": 84.46032279215095, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 95.07299270072993, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4713095199752007, \"sortino\": 2.143859668124613}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 67.2485915720775, \"dd_pct\": -30.406499685332466, \"calmar\": 2.213589822975647, \"cagr_pct\": 67.30751825576415, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 89.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4062048176719057, \"sortino\": 2.1203483154152174}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -41.01048338252874, \"dd_pct\": -49.67030373742172, \"calmar\": -1.4516634132384727, \"cagr_pct\": -72.10456266005728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2852888398114652, \"sortino\": -2.9824426432380404}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.45924784212419, \"dd_pct\": -84.28091663925771, \"calmar\": 0.11720737268911008, \"cagr_pct\": 9.878344807117296, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 93.617197875166, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.47057514272668316, \"sortino\": 0.669048613886522}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 56.76940632267633, \"dd_pct\": -84.28091663925771, \"calmar\": 0.1861205235413518, \"cagr_pct\": 15.686408329443674, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5765347067562706, \"sortino\": 0.8185626096565313}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 38.71280943332207, \"dd_pct\": -80.0996702958629, \"calmar\": 0.08172407470763979, \"cagr_pct\": 6.546071439316414, \"entries\": 27, \"exits\": 26, \"exposure_pct\": 91.92307692307692, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3942726822045268, \"sortino\": 0.5614863617432088}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.664127578499624, \"dd_pct\": -29.324151804243183, \"calmar\": 1.5661046376916403, \"cagr_pct\": 45.92469013699893, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.12680115273776, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1749072277042452, \"sortino\": 1.8005759964581527}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 117.45924784212419, "Sharpe Ratio": 0.47057514272668316, "Sortino Ratio": 0.669048613886522, "Calmar Ratio": 0.11720737268911008, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.28091663925771, "% In Market": 93.617197875166, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.08172407470763979, "Sub2_Sortino": 0.5614863617432088, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.664127578499624, "OOS_Sortino Ratio": 1.8005759964581527, "OOS_Calmar Ratio": 1.5661046376916403, "OOS_Max Drawdown %": -29.324151804243183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 8, "Fragile_1.0": 109, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e590bad80cd5559433d654e97607e25accc4f97f209d552bd40f111428e19048", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -451.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -360.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "876cd23e20bdd69e6f0158c8bf4a3f0ec0b1e05817dfc29804dc3a4be19800f7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 50.18803656890378, \"dd_pct\": -51.79895772522593, \"calmar\": 0.9697083314139748, \"cagr_pct\": 50.22988086471186, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 90.54794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9104513115796806, \"sortino\": 1.3034637593950669}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.70615572631935, \"dd_pct\": -71.07779643628851, \"calmar\": -0.9388477051549933, \"cagr_pct\": -66.73122607168322, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.501164907671591, \"sortino\": -2.0307484563713074}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 77.62629379844294, \"dd_pct\": -20.802130078094294, \"calmar\": 3.7350119152314725, \"cagr_pct\": 77.69620370387719, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.26027397260273, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.637939014905946, \"sortino\": 2.5305211896001674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.29701423909637, \"dd_pct\": -30.217165385154143, \"calmar\": 2.7951107165613474, \"cagr_pct\": 84.46032279215095, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 95.07299270072993, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4713095199752007, \"sortino\": 2.143859668124613}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 67.2485915720775, \"dd_pct\": -30.406499685332466, \"calmar\": 2.213589822975647, \"cagr_pct\": 67.30751825576415, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 89.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4062048176719057, \"sortino\": 2.1203483154152174}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -41.01048338252874, \"dd_pct\": -49.67030373742172, \"calmar\": -1.4516634132384727, \"cagr_pct\": -72.10456266005728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2852888398114652, \"sortino\": -2.9824426432380404}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.45924784212419, \"dd_pct\": -84.28091663925771, \"calmar\": 0.11720737268911008, \"cagr_pct\": 9.878344807117296, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 93.617197875166, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.47057514272668316, \"sortino\": 0.669048613886522}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 56.76940632267633, \"dd_pct\": -84.28091663925771, \"calmar\": 0.1861205235413518, \"cagr_pct\": 15.686408329443674, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5765347067562706, \"sortino\": 0.8185626096565313}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 38.71280943332207, \"dd_pct\": -80.0996702958629, \"calmar\": 0.08172407470763979, \"cagr_pct\": 6.546071439316414, \"entries\": 27, \"exits\": 26, \"exposure_pct\": 91.92307692307692, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3942726822045268, \"sortino\": 0.5614863617432088}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.664127578499624, \"dd_pct\": -29.324151804243183, \"calmar\": 1.5661046376916403, \"cagr_pct\": 45.92469013699893, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.12680115273776, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1749072277042452, \"sortino\": 1.8005759964581527}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 117.45924784212419, "Sharpe Ratio": 0.47057514272668316, "Sortino Ratio": 0.669048613886522, "Calmar Ratio": 0.11720737268911008, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.28091663925771, "% In Market": 93.617197875166, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.08172407470763979, "Sub2_Sortino": 0.5614863617432088, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.664127578499624, "OOS_Sortino Ratio": 1.8005759964581527, "OOS_Calmar Ratio": 1.5661046376916403, "OOS_Max Drawdown %": -29.324151804243183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 113, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e590bad80cd5559433d654e97607e25accc4f97f209d552bd40f111428e19048", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -450.05, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -360.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "c0d888c68c2795464e6202aaaf013794d65b6df26d9a7b2fc33b1de95300ccac", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 50.18803656890378, \"dd_pct\": -51.79895772522593, \"calmar\": 0.9697083314139748, \"cagr_pct\": 50.22988086471186, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 90.54794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9104513115796806, \"sortino\": 1.3034637593950669}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.70615572631935, \"dd_pct\": -71.07779643628851, \"calmar\": -0.9388477051549933, \"cagr_pct\": -66.73122607168322, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.501164907671591, \"sortino\": -2.0307484563713074}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 77.62629379844294, \"dd_pct\": -20.802130078094294, \"calmar\": 3.7350119152314725, \"cagr_pct\": 77.69620370387719, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.26027397260273, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.637939014905946, \"sortino\": 2.5305211896001674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.29701423909637, \"dd_pct\": -30.217165385154143, \"calmar\": 2.7951107165613474, \"cagr_pct\": 84.46032279215095, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 95.07299270072993, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4713095199752007, \"sortino\": 2.143859668124613}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 67.2485915720775, \"dd_pct\": -30.406499685332466, \"calmar\": 2.213589822975647, \"cagr_pct\": 67.30751825576415, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 89.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4062048176719057, \"sortino\": 2.1203483154152174}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -41.01048338252874, \"dd_pct\": -49.67030373742172, \"calmar\": -1.4516634132384727, \"cagr_pct\": -72.10456266005728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2852888398114652, \"sortino\": -2.9824426432380404}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.45924784212419, \"dd_pct\": -84.28091663925771, \"calmar\": 0.11720737268911008, \"cagr_pct\": 9.878344807117296, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 93.617197875166, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.47057514272668316, \"sortino\": 0.669048613886522}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 56.76940632267633, \"dd_pct\": -84.28091663925771, \"calmar\": 0.1861205235413518, \"cagr_pct\": 15.686408329443674, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5765347067562706, \"sortino\": 0.8185626096565313}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 38.71280943332207, \"dd_pct\": -80.0996702958629, \"calmar\": 0.08172407470763979, \"cagr_pct\": 6.546071439316414, \"entries\": 27, \"exits\": 26, \"exposure_pct\": 91.92307692307692, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3942726822045268, \"sortino\": 0.5614863617432088}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.664127578499624, \"dd_pct\": -29.324151804243183, \"calmar\": 1.5661046376916403, \"cagr_pct\": 45.92469013699893, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.12680115273776, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1749072277042452, \"sortino\": 1.8005759964581527}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 117.45924784212419, "Sharpe Ratio": 0.47057514272668316, "Sortino Ratio": 0.669048613886522, "Calmar Ratio": 0.11720737268911008, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.28091663925771, "% In Market": 93.617197875166, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.08172407470763979, "Sub2_Sortino": 0.5614863617432088, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.664127578499624, "OOS_Sortino Ratio": 1.8005759964581527, "OOS_Calmar Ratio": 1.5661046376916403, "OOS_Max Drawdown %": -29.324151804243183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 8, "Fragile_1.0": 107, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e590bad80cd5559433d654e97607e25accc4f97f209d552bd40f111428e19048", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -449.95, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -360.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "bf3a7055af576f56411201f1823deb7c335549f86e516d351a05f9b27fb5e874", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 50.18803656890378, \"dd_pct\": -51.79895772522593, \"calmar\": 0.9697083314139748, \"cagr_pct\": 50.22988086471186, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 90.54794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9104513115796806, \"sortino\": 1.3034637593950669}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.70615572631935, \"dd_pct\": -71.07779643628851, \"calmar\": -0.9388477051549933, \"cagr_pct\": -66.73122607168322, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.501164907671591, \"sortino\": -2.0307484563713074}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 77.62629379844294, \"dd_pct\": -20.802130078094294, \"calmar\": 3.7350119152314725, \"cagr_pct\": 77.69620370387719, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.26027397260273, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.637939014905946, \"sortino\": 2.5305211896001674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.29701423909637, \"dd_pct\": -30.217165385154143, \"calmar\": 2.7951107165613474, \"cagr_pct\": 84.46032279215095, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 95.07299270072993, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4713095199752007, \"sortino\": 2.143859668124613}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 67.2485915720775, \"dd_pct\": -30.406499685332466, \"calmar\": 2.213589822975647, \"cagr_pct\": 67.30751825576415, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 89.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4062048176719057, \"sortino\": 2.1203483154152174}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -41.01048338252874, \"dd_pct\": -49.67030373742172, \"calmar\": -1.4516634132384727, \"cagr_pct\": -72.10456266005728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2852888398114652, \"sortino\": -2.9824426432380404}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.45924784212419, \"dd_pct\": -84.28091663925771, \"calmar\": 0.11720737268911008, \"cagr_pct\": 9.878344807117296, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 93.617197875166, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.47057514272668316, \"sortino\": 0.669048613886522}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 56.76940632267633, \"dd_pct\": -84.28091663925771, \"calmar\": 0.1861205235413518, \"cagr_pct\": 15.686408329443674, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5765347067562706, \"sortino\": 0.8185626096565313}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 38.71280943332207, \"dd_pct\": -80.0996702958629, \"calmar\": 0.08172407470763979, \"cagr_pct\": 6.546071439316414, \"entries\": 27, \"exits\": 26, \"exposure_pct\": 91.92307692307692, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3942726822045268, \"sortino\": 0.5614863617432088}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.664127578499624, \"dd_pct\": -29.324151804243183, \"calmar\": 1.5661046376916403, \"cagr_pct\": 45.92469013699893, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.12680115273776, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1749072277042452, \"sortino\": 1.8005759964581527}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 117.45924784212419, "Sharpe Ratio": 0.47057514272668316, "Sortino Ratio": 0.669048613886522, "Calmar Ratio": 0.11720737268911008, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.28091663925771, "% In Market": 93.617197875166, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.08172407470763979, "Sub2_Sortino": 0.5614863617432088, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.664127578499624, "OOS_Sortino Ratio": 1.8005759964581527, "OOS_Calmar Ratio": 1.5661046376916403, "OOS_Max Drawdown %": -29.324151804243183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 10, "Fragile_1.0": 111, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e590bad80cd5559433d654e97607e25accc4f97f209d552bd40f111428e19048", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -449.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -360.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "4995ac2b1091e18a0c11d17984b02ba12a07cdbeaa5c92eee0bd5857150210b2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 57.08941954087132, \"dd_pct\": -51.79895772522593, \"calmar\": 1.103072813324537, \"cagr_pct\": 57.13802202524374, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 90.82191780821918, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9670219854350867, \"sortino\": 1.386125753347282}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.56179694339113, \"dd_pct\": -70.08369742514084, \"calmar\": -0.9358372184744004, \"cagr_pct\": -65.58693245874531, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 94.72602739726027, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4250927483543439, \"sortino\": -1.932942358970947}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 77.62629379844294, \"dd_pct\": -20.802130078094294, \"calmar\": 3.7350119152314725, \"cagr_pct\": 77.69620370387719, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.26027397260273, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.637939014905946, \"sortino\": 2.5305211896001674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.29701423909637, \"dd_pct\": -30.217165385154143, \"calmar\": 2.7951107165613474, \"cagr_pct\": 84.46032279215095, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 95.07299270072993, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4713095199752007, \"sortino\": 2.143859668124613}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 62.70160223357328, \"dd_pct\": -30.40649968533242, \"calmar\": 2.0638960360794596, \"cagr_pct\": 62.75585417160892, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 90.27397260273973, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.340976240688874, \"sortino\": 2.019582780518403}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -41.01048338252874, \"dd_pct\": -49.67030373742172, \"calmar\": -1.4516634132384727, \"cagr_pct\": -72.10456266005728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2852888398114652, \"sortino\": -2.9824426432380404}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 128.873428774397, \"dd_pct\": -84.28091663925771, \"calmar\": 0.12532028309720777, \"cagr_pct\": 10.562108332923946, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 94.04050464807437, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.48037102711467666, \"sortino\": 0.6832257495886443}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 56.76940632267633, \"dd_pct\": -84.28091663925771, \"calmar\": 0.1861205235413518, \"cagr_pct\": 15.686408329443674, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5765347067562706, \"sortino\": 0.8185626096565313}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 45.99368214950679, \"dd_pct\": -79.41566646341577, \"calmar\": 0.09579315192939529, \"cagr_pct\": 7.60747700310417, \"entries\": 27, \"exits\": 26, \"exposure_pct\": 92.59946949602123, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4123244117952678, \"sortino\": 0.5876451566419889}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.664127578499624, \"dd_pct\": -29.324151804243183, \"calmar\": 1.5661046376916403, \"cagr_pct\": 45.92469013699893, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.12680115273776, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1749072277042452, \"sortino\": 1.8005759964581527}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 128.873428774397, "Sharpe Ratio": 0.48037102711467666, "Sortino Ratio": 0.6832257495886443, "Calmar Ratio": 0.12532028309720777, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.28091663925771, "% In Market": 94.04050464807437, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.09579315192939529, "Sub2_Sortino": 0.5876451566419889, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.664127578499624, "OOS_Sortino Ratio": 1.8005759964581527, "OOS_Calmar Ratio": 1.5661046376916403, "OOS_Max Drawdown %": -29.324151804243183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 9, "Fragile_1.0": 112, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e590bad80cd5559433d654e97607e25accc4f97f209d552bd40f111428e19048", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -450.0, "i_long_exit_activation_threshold": -11.0, "i_long_exit_activation_confirmation_threshold": -360.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "5f52152aaee467956fd23d9381a13545ad384713f9693cc5b30b48def3ea27ee", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 50.18803656890378, \"dd_pct\": -51.79895772522593, \"calmar\": 0.9697083314139748, \"cagr_pct\": 50.22988086471186, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 90.54794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9104513115796806, \"sortino\": 1.3034637593950669}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.70615572631935, \"dd_pct\": -71.07779643628851, \"calmar\": -0.9388477051549933, \"cagr_pct\": -66.73122607168322, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.501164907671591, \"sortino\": -2.0307484563713074}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 77.62629379844294, \"dd_pct\": -20.802130078094294, \"calmar\": 3.7350119152314725, \"cagr_pct\": 77.69620370387719, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.26027397260273, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.637939014905946, \"sortino\": 2.5305211896001674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.29701423909637, \"dd_pct\": -30.217165385154143, \"calmar\": 2.7951107165613474, \"cagr_pct\": 84.46032279215095, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 95.07299270072993, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4713095199752007, \"sortino\": 2.143859668124613}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 67.2485915720775, \"dd_pct\": -30.406499685332466, \"calmar\": 2.213589822975647, \"cagr_pct\": 67.30751825576415, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 89.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4062048176719057, \"sortino\": 2.1203483154152174}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -41.01048338252874, \"dd_pct\": -49.67030373742172, \"calmar\": -1.4516634132384727, \"cagr_pct\": -72.10456266005728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2852888398114652, \"sortino\": -2.9824426432380404}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 115.51744509843873, \"dd_pct\": -84.28091663925771, \"calmar\": 0.1157900933871423, \"cagr_pct\": 9.758895208413605, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 93.45949535192563, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4688935032914214, \"sortino\": 0.6666572853005918}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.36953362770403, \"dd_pct\": -84.28091663925771, \"calmar\": 0.1821361338446152, \"cagr_pct\": 15.350600313554697, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 96.02928127772849, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.572754841137638, \"sortino\": 0.81319523190236}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 38.71280943332207, \"dd_pct\": -80.0996702958629, \"calmar\": 0.08172407470763979, \"cagr_pct\": 6.546071439316414, \"entries\": 27, \"exits\": 26, \"exposure_pct\": 91.92307692307692, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3942726822045268, \"sortino\": 0.5614863617432088}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.664127578499624, \"dd_pct\": -29.324151804243183, \"calmar\": 1.5661046376916403, \"cagr_pct\": 45.92469013699893, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.12680115273776, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1749072277042452, \"sortino\": 1.8005759964581527}]", "Additional_Threshold_Budget": 0, "Total Trades": 35, "Total P&L %": 115.51744509843873, "Sharpe Ratio": 0.4688935032914214, "Sortino Ratio": 0.6666572853005918, "Calmar Ratio": 0.1157900933871423, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.28091663925771, "% In Market": 93.45949535192563, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": 0.08172407470763979, "Sub2_Sortino": 0.5614863617432088, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.664127578499624, "OOS_Sortino Ratio": 1.8005759964581527, "OOS_Calmar Ratio": 1.5661046376916403, "OOS_Max Drawdown %": -29.324151804243183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 8, "Fragile_1.0": 105, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e590bad80cd5559433d654e97607e25accc4f97f209d552bd40f111428e19048", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -450.0, "i_long_exit_activation_threshold": -10.05, "i_long_exit_activation_confirmation_threshold": -360.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "8685372ae7e229a881ab7903191d1fd136e81455f5743bc3648b70a5084bfe53", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 50.18803656890378, \"dd_pct\": -51.79895772522593, \"calmar\": 0.9697083314139748, \"cagr_pct\": 50.22988086471186, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 90.54794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9104513115796806, \"sortino\": 1.3034637593950669}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.70615572631935, \"dd_pct\": -71.07779643628851, \"calmar\": -0.9388477051549933, \"cagr_pct\": -66.73122607168322, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.501164907671591, \"sortino\": -2.0307484563713074}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 77.62629379844294, \"dd_pct\": -20.802130078094294, \"calmar\": 3.7350119152314725, \"cagr_pct\": 77.69620370387719, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.26027397260273, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.637939014905946, \"sortino\": 2.5305211896001674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.29701423909637, \"dd_pct\": -30.217165385154143, \"calmar\": 2.7951107165613474, \"cagr_pct\": 84.46032279215095, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 95.07299270072993, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4713095199752007, \"sortino\": 2.143859668124613}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 67.2485915720775, \"dd_pct\": -30.406499685332466, \"calmar\": 2.213589822975647, \"cagr_pct\": 67.30751825576415, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 89.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4062048176719057, \"sortino\": 2.1203483154152174}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -41.01048338252874, \"dd_pct\": -49.67030373742172, \"calmar\": -1.4516634132384727, \"cagr_pct\": -72.10456266005728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2852888398114652, \"sortino\": -2.9824426432380404}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.45924784212419, \"dd_pct\": -84.28091663925771, \"calmar\": 0.11720737268911008, \"cagr_pct\": 9.878344807117296, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 93.617197875166, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.47057514272668316, \"sortino\": 0.669048613886522}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 56.76940632267633, \"dd_pct\": -84.28091663925771, \"calmar\": 0.1861205235413518, \"cagr_pct\": 15.686408329443674, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5765347067562706, \"sortino\": 0.8185626096565313}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 38.71280943332207, \"dd_pct\": -80.0996702958629, \"calmar\": 0.08172407470763979, \"cagr_pct\": 6.546071439316414, \"entries\": 27, \"exits\": 26, \"exposure_pct\": 91.92307692307692, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3942726822045268, \"sortino\": 0.5614863617432088}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.664127578499624, \"dd_pct\": -29.324151804243183, \"calmar\": 1.5661046376916403, \"cagr_pct\": 45.92469013699893, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.12680115273776, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1749072277042452, \"sortino\": 1.8005759964581527}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 117.45924784212419, "Sharpe Ratio": 0.47057514272668316, "Sortino Ratio": 0.669048613886522, "Calmar Ratio": 0.11720737268911008, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.28091663925771, "% In Market": 93.617197875166, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.08172407470763979, "Sub2_Sortino": 0.5614863617432088, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.664127578499624, "OOS_Sortino Ratio": 1.8005759964581527, "OOS_Calmar Ratio": 1.5661046376916403, "OOS_Max Drawdown %": -29.324151804243183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 8, "Fragile_1.0": 108, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e590bad80cd5559433d654e97607e25accc4f97f209d552bd40f111428e19048", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -450.0, "i_long_exit_activation_threshold": -9.95, "i_long_exit_activation_confirmation_threshold": -360.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "a99c0380e9281b42cbc58b26a9740f9ea2f2846acbcf3a44703acaec9e085d59", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 50.18803656890378, \"dd_pct\": -51.79895772522593, \"calmar\": 0.9697083314139748, \"cagr_pct\": 50.22988086471186, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 90.54794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9104513115796806, \"sortino\": 1.3034637593950669}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.70615572631935, \"dd_pct\": -71.07779643628851, \"calmar\": -0.9388477051549933, \"cagr_pct\": -66.73122607168322, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.501164907671591, \"sortino\": -2.0307484563713074}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 77.62629379844294, \"dd_pct\": -20.802130078094294, \"calmar\": 3.7350119152314725, \"cagr_pct\": 77.69620370387719, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.26027397260273, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.637939014905946, \"sortino\": 2.5305211896001674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.29701423909637, \"dd_pct\": -30.217165385154143, \"calmar\": 2.7951107165613474, \"cagr_pct\": 84.46032279215095, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 95.07299270072993, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4713095199752007, \"sortino\": 2.143859668124613}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 67.2485915720775, \"dd_pct\": -30.406499685332466, \"calmar\": 2.213589822975647, \"cagr_pct\": 67.30751825576415, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 89.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4062048176719057, \"sortino\": 2.1203483154152174}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -41.01048338252874, \"dd_pct\": -49.67030373742172, \"calmar\": -1.4516634132384727, \"cagr_pct\": -72.10456266005728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2852888398114652, \"sortino\": -2.9824426432380404}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.45924784212419, \"dd_pct\": -84.28091663925771, \"calmar\": 0.11720737268911008, \"cagr_pct\": 9.878344807117296, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 93.617197875166, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.47057514272668316, \"sortino\": 0.669048613886522}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 56.76940632267633, \"dd_pct\": -84.28091663925771, \"calmar\": 0.1861205235413518, \"cagr_pct\": 15.686408329443674, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5765347067562706, \"sortino\": 0.8185626096565313}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 38.71280943332207, \"dd_pct\": -80.0996702958629, \"calmar\": 0.08172407470763979, \"cagr_pct\": 6.546071439316414, \"entries\": 27, \"exits\": 26, \"exposure_pct\": 91.92307692307692, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3942726822045268, \"sortino\": 0.5614863617432088}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.664127578499624, \"dd_pct\": -29.324151804243183, \"calmar\": 1.5661046376916403, \"cagr_pct\": 45.92469013699893, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.12680115273776, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1749072277042452, \"sortino\": 1.8005759964581527}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 117.45924784212419, "Sharpe Ratio": 0.47057514272668316, "Sortino Ratio": 0.669048613886522, "Calmar Ratio": 0.11720737268911008, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.28091663925771, "% In Market": 93.617197875166, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.08172407470763979, "Sub2_Sortino": 0.5614863617432088, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.664127578499624, "OOS_Sortino Ratio": 1.8005759964581527, "OOS_Calmar Ratio": 1.5661046376916403, "OOS_Max Drawdown %": -29.324151804243183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 8, "Fragile_1.0": 109, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e590bad80cd5559433d654e97607e25accc4f97f209d552bd40f111428e19048", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -450.0, "i_long_exit_activation_threshold": -9.0, "i_long_exit_activation_confirmation_threshold": -360.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "f2436735432c875265aaef548337260bf3f27d95418417643f1c8dad65f527a1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 50.18803656890378, \"dd_pct\": -51.79895772522593, \"calmar\": 0.9697083314139748, \"cagr_pct\": 50.22988086471186, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 90.54794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9104513115796806, \"sortino\": 1.3034637593950669}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.3586732502516, \"dd_pct\": -71.07779643628851, \"calmar\": -0.9339592604024103, \"cagr_pct\": -66.38376619066909, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.53424657534246, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4840020566592416, \"sortino\": -2.007685428097065}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 77.62629379844294, \"dd_pct\": -20.802130078094294, \"calmar\": 3.7350119152314725, \"cagr_pct\": 77.69620370387719, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.26027397260273, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.637939014905946, \"sortino\": 2.5305211896001674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.29701423909637, \"dd_pct\": -30.217165385154143, \"calmar\": 2.7951107165613474, \"cagr_pct\": 84.46032279215095, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 95.07299270072993, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4713095199752007, \"sortino\": 2.143859668124613}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 78.75000991613075, \"dd_pct\": -30.406499685332466, \"calmar\": 2.5922462404893962, \"cagr_pct\": 78.8211344957451, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 90.75342465753424, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5559079615019815, \"sortino\": 2.3531485434787185}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -41.01048338252874, \"dd_pct\": -49.67030373742172, \"calmar\": -1.4516634132384727, \"cagr_pct\": -72.10456266005728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2852888398114652, \"sortino\": -2.9824426432380404}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 134.83923569728336, \"dd_pct\": -84.28091663925771, \"calmar\": 0.1294200982348784, \"cagr_pct\": 10.907644510778331, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 93.79980079681275, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.48497903525044017, \"sortino\": 0.6896502109743927}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 56.76940632267633, \"dd_pct\": -84.28091663925771, \"calmar\": 0.1861205235413518, \"cagr_pct\": 15.686408329443674, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5765347067562706, \"sortino\": 0.8185626096565313}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.799148447315964, \"dd_pct\": -79.89197376844129, \"calmar\": 0.10195453032985974, \"cagr_pct\": 8.145348662686905, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 92.21485411140583, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4207946740065792, \"sortino\": 0.59948398935413}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.664127578499624, \"dd_pct\": -29.324151804243183, \"calmar\": 1.5661046376916403, \"cagr_pct\": 45.92469013699893, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.12680115273776, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1749072277042452, \"sortino\": 1.8005759964581527}]", "Additional_Threshold_Budget": 0, "Total Trades": 32, "Total P&L %": 134.83923569728336, "Sharpe Ratio": 0.48497903525044017, "Sortino Ratio": 0.6896502109743927, "Calmar Ratio": 0.1294200982348784, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.28091663925771, "% In Market": 93.79980079681275, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.10195453032985974, "Sub2_Sortino": 0.59948398935413, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.664127578499624, "OOS_Sortino Ratio": 1.8005759964581527, "OOS_Calmar Ratio": 1.5661046376916403, "OOS_Max Drawdown %": -29.324151804243183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 9, "Fragile_1.0": 112, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e590bad80cd5559433d654e97607e25accc4f97f209d552bd40f111428e19048", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -450.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -361.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "1c99afdf886ca7fc4019d688ec7b4cfba9f06954c17683158be43f108179917f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 50.18803656890378, \"dd_pct\": -51.79895772522593, \"calmar\": 0.9697083314139748, \"cagr_pct\": 50.22988086471186, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 90.54794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9104513115796806, \"sortino\": 1.3034637593950669}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.70615572631935, \"dd_pct\": -71.07779643628851, \"calmar\": -0.9388477051549933, \"cagr_pct\": -66.73122607168322, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.501164907671591, \"sortino\": -2.0307484563713074}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 77.62629379844294, \"dd_pct\": -20.802130078094294, \"calmar\": 3.7350119152314725, \"cagr_pct\": 77.69620370387719, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.26027397260273, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.637939014905946, \"sortino\": 2.5305211896001674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.29701423909637, \"dd_pct\": -30.217165385154143, \"calmar\": 2.7951107165613474, \"cagr_pct\": 84.46032279215095, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 95.07299270072993, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4713095199752007, \"sortino\": 2.143859668124613}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 65.50993853961575, \"dd_pct\": -30.40649968533242, \"calmar\": 2.156350394237218, \"cagr_pct\": 65.56706758384043, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 93.08219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3521003181953022, \"sortino\": 2.0224374915485575}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -41.01048338252874, \"dd_pct\": -49.67030373742172, \"calmar\": -1.4516634132384727, \"cagr_pct\": -72.10456266005728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2852888398114652, \"sortino\": -2.9824426432380404}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 115.1986238383965, \"dd_pct\": -84.28091663925771, \"calmar\": 0.11555632110016004, \"cagr_pct\": 9.739192665781884, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 93.99900398406375, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46894912926822946, \"sortino\": 0.6665935503319503}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 56.76940632267633, \"dd_pct\": -84.28091663925771, \"calmar\": 0.1861205235413518, \"cagr_pct\": 15.686408329443674, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5765347067562706, \"sortino\": 0.8185626096565313}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 37.270803587438884, \"dd_pct\": -80.0996702958629, \"calmar\": 0.07903338488834805, \"cagr_pct\": 6.330548071922711, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 92.53315649867375, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3913391954424366, \"sortino\": 0.5570480673157794}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.664127578499624, \"dd_pct\": -29.324151804243183, \"calmar\": 1.5661046376916403, \"cagr_pct\": 45.92469013699893, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.12680115273776, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1749072277042452, \"sortino\": 1.8005759964581527}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 115.1986238383965, "Sharpe Ratio": 0.46894912926822946, "Sortino Ratio": 0.6665935503319503, "Calmar Ratio": 0.11555632110016004, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.28091663925771, "% In Market": 93.99900398406375, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.07903338488834805, "Sub2_Sortino": 0.5570480673157794, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.664127578499624, "OOS_Sortino Ratio": 1.8005759964581527, "OOS_Calmar Ratio": 1.5661046376916403, "OOS_Max Drawdown %": -29.324151804243183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 8, "Fragile_1.0": 109, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e590bad80cd5559433d654e97607e25accc4f97f209d552bd40f111428e19048", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -450.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -360.05, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "bf5929cfe0c26183213470d57399ea05c2f97588828bf7b8ff967cf98b90a17f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 50.18803656890378, \"dd_pct\": -51.79895772522593, \"calmar\": 0.9697083314139748, \"cagr_pct\": 50.22988086471186, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 90.54794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9104513115796806, \"sortino\": 1.3034637593950669}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.70615572631935, \"dd_pct\": -71.07779643628851, \"calmar\": -0.9388477051549933, \"cagr_pct\": -66.73122607168322, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.501164907671591, \"sortino\": -2.0307484563713074}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 77.62629379844294, \"dd_pct\": -20.802130078094294, \"calmar\": 3.7350119152314725, \"cagr_pct\": 77.69620370387719, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.26027397260273, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.637939014905946, \"sortino\": 2.5305211896001674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.29701423909637, \"dd_pct\": -30.217165385154143, \"calmar\": 2.7951107165613474, \"cagr_pct\": 84.46032279215095, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 95.07299270072993, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4713095199752007, \"sortino\": 2.143859668124613}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 67.2485915720775, \"dd_pct\": -30.406499685332466, \"calmar\": 2.213589822975647, \"cagr_pct\": 67.30751825576415, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 89.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4062048176719057, \"sortino\": 2.1203483154152174}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -41.01048338252874, \"dd_pct\": -49.67030373742172, \"calmar\": -1.4516634132384727, \"cagr_pct\": -72.10456266005728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2852888398114652, \"sortino\": -2.9824426432380404}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.45924784212419, \"dd_pct\": -84.28091663925771, \"calmar\": 0.11720737268911008, \"cagr_pct\": 9.878344807117296, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 93.617197875166, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.47057514272668316, \"sortino\": 0.669048613886522}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 56.76940632267633, \"dd_pct\": -84.28091663925771, \"calmar\": 0.1861205235413518, \"cagr_pct\": 15.686408329443674, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5765347067562706, \"sortino\": 0.8185626096565313}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 38.71280943332207, \"dd_pct\": -80.0996702958629, \"calmar\": 0.08172407470763979, \"cagr_pct\": 6.546071439316414, \"entries\": 27, \"exits\": 26, \"exposure_pct\": 91.92307692307692, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3942726822045268, \"sortino\": 0.5614863617432088}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.664127578499624, \"dd_pct\": -29.324151804243183, \"calmar\": 1.5661046376916403, \"cagr_pct\": 45.92469013699893, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.12680115273776, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1749072277042452, \"sortino\": 1.8005759964581527}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 117.45924784212419, "Sharpe Ratio": 0.47057514272668316, "Sortino Ratio": 0.669048613886522, "Calmar Ratio": 0.11720737268911008, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.28091663925771, "% In Market": 93.617197875166, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.08172407470763979, "Sub2_Sortino": 0.5614863617432088, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.664127578499624, "OOS_Sortino Ratio": 1.8005759964581527, "OOS_Calmar Ratio": 1.5661046376916403, "OOS_Max Drawdown %": -29.324151804243183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 110, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e590bad80cd5559433d654e97607e25accc4f97f209d552bd40f111428e19048", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -450.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -359.95, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "eee314da023f247130e140c160bcdb52f1e1b5609c0d93357cb70554e397e400", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 50.18803656890378, \"dd_pct\": -51.79895772522593, \"calmar\": 0.9697083314139748, \"cagr_pct\": 50.22988086471186, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 90.54794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9104513115796806, \"sortino\": 1.3034637593950669}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.70615572631935, \"dd_pct\": -71.07779643628851, \"calmar\": -0.9388477051549933, \"cagr_pct\": -66.73122607168322, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.501164907671591, \"sortino\": -2.0307484563713074}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 77.62629379844294, \"dd_pct\": -20.802130078094294, \"calmar\": 3.7350119152314725, \"cagr_pct\": 77.69620370387719, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.26027397260273, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.637939014905946, \"sortino\": 2.5305211896001674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.29701423909637, \"dd_pct\": -30.217165385154143, \"calmar\": 2.7951107165613474, \"cagr_pct\": 84.46032279215095, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 95.07299270072993, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4713095199752007, \"sortino\": 2.143859668124613}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 67.2485915720775, \"dd_pct\": -30.406499685332466, \"calmar\": 2.213589822975647, \"cagr_pct\": 67.30751825576415, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 89.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4062048176719057, \"sortino\": 2.1203483154152174}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -41.01048338252874, \"dd_pct\": -49.67030373742172, \"calmar\": -1.4516634132384727, \"cagr_pct\": -72.10456266005728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2852888398114652, \"sortino\": -2.9824426432380404}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.45924784212419, \"dd_pct\": -84.28091663925771, \"calmar\": 0.11720737268911008, \"cagr_pct\": 9.878344807117296, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 93.617197875166, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.47057514272668316, \"sortino\": 0.669048613886522}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 56.76940632267633, \"dd_pct\": -84.28091663925771, \"calmar\": 0.1861205235413518, \"cagr_pct\": 15.686408329443674, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5765347067562706, \"sortino\": 0.8185626096565313}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 38.71280943332207, \"dd_pct\": -80.0996702958629, \"calmar\": 0.08172407470763979, \"cagr_pct\": 6.546071439316414, \"entries\": 27, \"exits\": 26, \"exposure_pct\": 91.92307692307692, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3942726822045268, \"sortino\": 0.5614863617432088}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.664127578499624, \"dd_pct\": -29.324151804243183, \"calmar\": 1.5661046376916403, \"cagr_pct\": 45.92469013699893, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.12680115273776, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1749072277042452, \"sortino\": 1.8005759964581527}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 117.45924784212419, "Sharpe Ratio": 0.47057514272668316, "Sortino Ratio": 0.669048613886522, "Calmar Ratio": 0.11720737268911008, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.28091663925771, "% In Market": 93.617197875166, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.08172407470763979, "Sub2_Sortino": 0.5614863617432088, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.664127578499624, "OOS_Sortino Ratio": 1.8005759964581527, "OOS_Calmar Ratio": 1.5661046376916403, "OOS_Max Drawdown %": -29.324151804243183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 8, "Fragile_1.0": 108, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e590bad80cd5559433d654e97607e25accc4f97f209d552bd40f111428e19048", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -450.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -359.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "9c71e1285396ca1121f127957ba9c64010f4e13bf36e3683af8f9bad11f15218", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 50.18803656890378, \"dd_pct\": -51.79895772522593, \"calmar\": 0.9697083314139748, \"cagr_pct\": 50.22988086471186, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 90.54794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9104513115796806, \"sortino\": 1.3034637593950669}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.70615572631935, \"dd_pct\": -71.07779643628851, \"calmar\": -0.9388477051549933, \"cagr_pct\": -66.73122607168322, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.501164907671591, \"sortino\": -2.0307484563713074}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 77.62629379844294, \"dd_pct\": -20.802130078094294, \"calmar\": 3.7350119152314725, \"cagr_pct\": 77.69620370387719, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.26027397260273, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.637939014905946, \"sortino\": 2.5305211896001674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.29701423909637, \"dd_pct\": -30.217165385154143, \"calmar\": 2.7951107165613474, \"cagr_pct\": 84.46032279215095, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 95.07299270072993, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4713095199752007, \"sortino\": 2.143859668124613}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 67.2485915720775, \"dd_pct\": -30.406499685332466, \"calmar\": 2.213589822975647, \"cagr_pct\": 67.30751825576415, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 89.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4062048176719057, \"sortino\": 2.1203483154152174}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -41.01048338252874, \"dd_pct\": -49.67030373742172, \"calmar\": -1.4516634132384727, \"cagr_pct\": -72.10456266005728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.2852888398114652, \"sortino\": -2.9824426432380404}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.45924784212419, \"dd_pct\": -84.28091663925771, \"calmar\": 0.11720737268911008, \"cagr_pct\": 9.878344807117296, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 93.617197875166, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.47057514272668316, \"sortino\": 0.669048613886522}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 56.76940632267633, \"dd_pct\": -84.28091663925771, \"calmar\": 0.1861205235413518, \"cagr_pct\": 15.686408329443674, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 96.45075421472937, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5765347067562706, \"sortino\": 0.8185626096565313}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 38.71280943332207, \"dd_pct\": -80.0996702958629, \"calmar\": 0.08172407470763979, \"cagr_pct\": 6.546071439316414, \"entries\": 27, \"exits\": 26, \"exposure_pct\": 91.92307692307692, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3942726822045268, \"sortino\": 0.5614863617432088}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.664127578499624, \"dd_pct\": -29.324151804243183, \"calmar\": 1.5661046376916403, \"cagr_pct\": 45.92469013699893, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.12680115273776, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1749072277042452, \"sortino\": 1.8005759964581527}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 117.45924784212419, "Sharpe Ratio": 0.47057514272668316, "Sortino Ratio": 0.669048613886522, "Calmar Ratio": 0.11720737268911008, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.28091663925771, "% In Market": 93.617197875166, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.08172407470763979, "Sub2_Sortino": 0.5614863617432088, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.664127578499624, "OOS_Sortino Ratio": 1.8005759964581527, "OOS_Calmar Ratio": 1.5661046376916403, "OOS_Max Drawdown %": -29.324151804243183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 114, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e590bad80cd5559433d654e97607e25accc4f97f209d552bd40f111428e19048", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 325.0, "i_long_exit_activation_threshold": -580.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "287dcae879c75a12a302f1c1375a0aa471b17311c40b7b9e2a05a0ea87a79f4a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "441e64b2c142103bd558a4cee327eca4770fc5e0aded9f7fa45b44c83106eb60", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 324.0, "i_long_exit_activation_threshold": -580.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "aaac7f0878281f77c6f407c86cf2bb1c94d78756f98b3b505863d0f322832f23", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "441e64b2c142103bd558a4cee327eca4770fc5e0aded9f7fa45b44c83106eb60", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 324.95, "i_long_exit_activation_threshold": -580.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "c7cc9dbfdaf6ae0765dbad6a48c1e32fa7df59a653c6486ed7cba0f25daf8f4d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "441e64b2c142103bd558a4cee327eca4770fc5e0aded9f7fa45b44c83106eb60", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 325.05, "i_long_exit_activation_threshold": -580.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "61bc6befe03dcbc2a98e10e8525e177315893fb33c79cba862e31a2bc5d4c5e7", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "441e64b2c142103bd558a4cee327eca4770fc5e0aded9f7fa45b44c83106eb60", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 326.0, "i_long_exit_activation_threshold": -580.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "f4832c93cdc692aa8fd81f75ec343cdf3518b521a6b62c4dac078adcac46016c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "441e64b2c142103bd558a4cee327eca4770fc5e0aded9f7fa45b44c83106eb60", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 325.0, "i_long_exit_activation_threshold": -581.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "159a9549cb536cc9530379941b4ede72b431d545b9478a64a5c3a829b782815c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 52, "source": "diagnostic_center", "Policy": "canonical", "center_id": "441e64b2c142103bd558a4cee327eca4770fc5e0aded9f7fa45b44c83106eb60", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 325.0, "i_long_exit_activation_threshold": -580.05, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "e99af5ea973046dcb1d37b002fe95025100991cadd9eb67f270bd803782902e1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "441e64b2c142103bd558a4cee327eca4770fc5e0aded9f7fa45b44c83106eb60", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 325.0, "i_long_exit_activation_threshold": -579.95, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "d0d510bf9bfdab76fdb350488154b31571eaa5c3c3c5738c6d23c8001ac12100", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "441e64b2c142103bd558a4cee327eca4770fc5e0aded9f7fa45b44c83106eb60", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 325.0, "i_long_exit_activation_threshold": -579.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "8495375099b5901f137c8246224de33f05091cfd28eecb81db4f6669663bed1e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 62, "source": "diagnostic_center", "Policy": "canonical", "center_id": "441e64b2c142103bd558a4cee327eca4770fc5e0aded9f7fa45b44c83106eb60", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 325.0, "i_long_exit_activation_threshold": -580.0, "i_long_exit_activation_confirmation_threshold": -551.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "e1aa98e032d41160907ef9a87a84f5a8646ed1bc5fdf4d734fed3c17e967d0a8", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 54, "source": "diagnostic_center", "Policy": "canonical", "center_id": "441e64b2c142103bd558a4cee327eca4770fc5e0aded9f7fa45b44c83106eb60", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 325.0, "i_long_exit_activation_threshold": -580.0, "i_long_exit_activation_confirmation_threshold": -550.05, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "110d12c6cbf1d2f2809bd559784595bf5b9ec0fbe4c08ddab60294b5eed9562a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 52, "source": "diagnostic_center", "Policy": "canonical", "center_id": "441e64b2c142103bd558a4cee327eca4770fc5e0aded9f7fa45b44c83106eb60", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 325.0, "i_long_exit_activation_threshold": -580.0, "i_long_exit_activation_confirmation_threshold": -549.95, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "a172fc1ab4dd55d9aae56b44cad6a867132223fbd60cd5bc73e858208000f46e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "441e64b2c142103bd558a4cee327eca4770fc5e0aded9f7fa45b44c83106eb60", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 325.0, "i_long_exit_activation_threshold": -580.0, "i_long_exit_activation_confirmation_threshold": -549.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "d981f2f67fc3eeadaece6042e1de2f1d0f08b07496f9831cd018ebd8cbbc6187", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 60, "source": "diagnostic_center", "Policy": "canonical", "center_id": "441e64b2c142103bd558a4cee327eca4770fc5e0aded9f7fa45b44c83106eb60", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -175.0, "i_long_exit_activation_threshold": -530.0, "i_long_exit_activation_confirmation_threshold": 340.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "3ce0f5f4c6abf8b9808d66d01be4cdc2fbd11692afd8bda55a8883d5b854559f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -1.364171293150529, \"dd_pct\": -46.02248089229938, \"calmar\": -0.029661574601721058, \"cagr_pct\": -1.36509925034322, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2970619073488403, \"sortino\": 0.4358645595711778}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -32.18951084235398, \"dd_pct\": -34.79972320164568, \"calmar\": -0.925511682350828, \"cagr_pct\": -32.20755036569824, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 18.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2257158294634638, \"sortino\": -1.6218429472596698}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 35.46230125316634, \"dd_pct\": -26.762630932899235, \"calmar\": 1.3261202114121622, \"cagr_pct\": 35.490465790682, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.141462801012386, \"sortino\": 1.7726292341739176}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 40.99100415744874, \"dd_pct\": -34.61738869076266, \"calmar\": 1.67776500768028, \"cagr_pct\": 58.07984340262865, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 83.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2114240065800372, \"sortino\": 1.7271251222997075}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 105.16346220690838, \"dd_pct\": -21.995617220228603, \"calmar\": 4.785702122321549, \"cagr_pct\": 105.26447201262043, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 88.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8994949862894537, \"sortino\": 2.9308179669067873}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.84157965434516, \"dd_pct\": -32.51940568150794, \"calmar\": -1.5830076152435137, \"cagr_pct\": -51.47846683702026, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.63576158940398, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.89792556814416, \"sortino\": -2.41203123663153}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 187.29646343099168, \"dd_pct\": -78.19799267116167, \"calmar\": 0.1745902215571747, \"cagr_pct\": 13.65260486578444, \"entries\": 114, \"exits\": 114, \"exposure_pct\": 52.182934926958836, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5101137957471829, \"sortino\": 0.7326902987243356}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 47.81835418586275, \"dd_pct\": -78.19799267116167, \"calmar\": 0.17267710125819205, \"cagr_pct\": 13.503002698665542, \"entries\": 39, \"exits\": 38, \"exposure_pct\": 38.81987577639752, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5059278977833324, \"sortino\": 0.7136945757331425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 94.35777445455129, \"dd_pct\": -66.14146697909582, \"calmar\": 0.20776894596811038, \"cagr_pct\": 13.742142879031318, \"entries\": 75, \"exits\": 76, \"exposure_pct\": 60.17241379310345, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5130366572937984, \"sortino\": 0.7461614951940402}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.104490062544373, \"dd_pct\": -13.66178688851667, \"calmar\": 2.5227618858588485, \"cagr_pct\": 34.465435255076, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 39.481268011527376, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5274077098834942, \"sortino\": 2.6504374491665694}]", "Additional_Threshold_Budget": 0, "Total Trades": 114, "Total P&L %": 187.29646343099168, "Sharpe Ratio": 0.5101137957471829, "Sortino Ratio": 0.7326902987243356, "Calmar Ratio": 0.1745902215571747, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.19799267116167, "% In Market": 52.182934926958836, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17267710125819205, "Sub1_Sortino": 0.7136945757331425, "Sub1_Trades": 39, "Sub2_Calmar": 0.20776894596811038, "Sub2_Sortino": 0.7461614951940402, "Sub2_Trades": 75, "WFO_Score": 2.0273869197106635, "WFO_Min_Fold": -0.029661574601721058, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.029662, 1.32612, 4.785702]", "OOS_Total Trades": 3, "OOS_Total P&L %": 15.104490062544373, "OOS_Sortino Ratio": 2.6504374491665694, "OOS_Calmar Ratio": 2.5227618858588485, "OOS_Max Drawdown %": -13.66178688851667, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2670bcd993ba8be3bffe46fb148f39665f80ead7e61527ca99a43d86354bf301", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -176.0, "i_long_exit_activation_threshold": -530.0, "i_long_exit_activation_confirmation_threshold": 340.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "c36a6c006a67e9bdbacc1644a42affa5b6ea1889b22832ac08c8449f8371b79c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -1.364171293150529, \"dd_pct\": -46.02248089229938, \"calmar\": -0.029661574601721058, \"cagr_pct\": -1.36509925034322, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2970619073488403, \"sortino\": 0.4358645595711778}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -32.18951084235398, \"dd_pct\": -34.79972320164568, \"calmar\": -0.925511682350828, \"cagr_pct\": -32.20755036569824, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 18.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2257158294634638, \"sortino\": -1.6218429472596698}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 35.46230125316634, \"dd_pct\": -26.762630932899235, \"calmar\": 1.3261202114121622, \"cagr_pct\": 35.490465790682, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.141462801012386, \"sortino\": 1.7726292341739176}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 40.99100415744874, \"dd_pct\": -34.61738869076266, \"calmar\": 1.67776500768028, \"cagr_pct\": 58.07984340262865, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 83.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2114240065800372, \"sortino\": 1.7271251222997075}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 105.16346220690838, \"dd_pct\": -21.995617220228603, \"calmar\": 4.785702122321549, \"cagr_pct\": 105.26447201262043, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 88.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8994949862894537, \"sortino\": 2.9308179669067873}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.84157965434516, \"dd_pct\": -32.51940568150794, \"calmar\": -1.5830076152435137, \"cagr_pct\": -51.47846683702026, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.63576158940398, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.89792556814416, \"sortino\": -2.41203123663153}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 182.6335744141158, \"dd_pct\": -78.55184436604647, \"calmar\": 0.17093560464039118, \"cagr_pct\": 13.427307012328058, \"entries\": 114, \"exits\": 114, \"exposure_pct\": 52.24933598937584, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5056545442550113, \"sortino\": 0.7262853367225041}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 45.41922761119353, \"dd_pct\": -78.55184436604647, \"calmar\": 0.16425667455768883, \"cagr_pct\": 12.902664735939917, \"entries\": 39, \"exits\": 38, \"exposure_pct\": 38.99733806566105, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.49441672165322104, \"sortino\": 0.6974590241784903}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 94.35777445455129, \"dd_pct\": -66.14146697909582, \"calmar\": 0.20776894596811038, \"cagr_pct\": 13.742142879031318, \"entries\": 75, \"exits\": 76, \"exposure_pct\": 60.17241379310345, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5130366572937984, \"sortino\": 0.7461614951940402}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.104490062544373, \"dd_pct\": -13.66178688851667, \"calmar\": 2.5227618858588485, \"cagr_pct\": 34.465435255076, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 39.481268011527376, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5274077098834942, \"sortino\": 2.6504374491665694}]", "Additional_Threshold_Budget": 0, "Total Trades": 114, "Total P&L %": 182.6335744141158, "Sharpe Ratio": 0.5056545442550113, "Sortino Ratio": 0.7262853367225041, "Calmar Ratio": 0.17093560464039118, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.55184436604647, "% In Market": 52.24933598937584, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.16425667455768883, "Sub1_Sortino": 0.6974590241784903, "Sub1_Trades": 39, "Sub2_Calmar": 0.20776894596811038, "Sub2_Sortino": 0.7461614951940402, "Sub2_Trades": 75, "WFO_Score": 2.0273869197106635, "WFO_Min_Fold": -0.029661574601721058, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.029662, 1.32612, 4.785702]", "OOS_Total Trades": 3, "OOS_Total P&L %": 15.104490062544373, "OOS_Sortino Ratio": 2.6504374491665694, "OOS_Calmar Ratio": 2.5227618858588485, "OOS_Max Drawdown %": -13.66178688851667, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 8, "Fragile_1.0": 64, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2670bcd993ba8be3bffe46fb148f39665f80ead7e61527ca99a43d86354bf301", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -175.05, "i_long_exit_activation_threshold": -530.0, "i_long_exit_activation_confirmation_threshold": 340.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "fc23d69b0f46d37f10efcae120b6ed41659b208baa326d0df9ac54210f922df5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -1.364171293150529, \"dd_pct\": -46.02248089229938, \"calmar\": -0.029661574601721058, \"cagr_pct\": -1.36509925034322, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2970619073488403, \"sortino\": 0.4358645595711778}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -32.18951084235398, \"dd_pct\": -34.79972320164568, \"calmar\": -0.925511682350828, \"cagr_pct\": -32.20755036569824, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 18.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2257158294634638, \"sortino\": -1.6218429472596698}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 35.46230125316634, \"dd_pct\": -26.762630932899235, \"calmar\": 1.3261202114121622, \"cagr_pct\": 35.490465790682, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.141462801012386, \"sortino\": 1.7726292341739176}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 40.99100415744874, \"dd_pct\": -34.61738869076266, \"calmar\": 1.67776500768028, \"cagr_pct\": 58.07984340262865, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 83.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2114240065800372, \"sortino\": 1.7271251222997075}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 105.16346220690838, \"dd_pct\": -21.995617220228603, \"calmar\": 4.785702122321549, \"cagr_pct\": 105.26447201262043, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 88.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8994949862894537, \"sortino\": 2.9308179669067873}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.84157965434516, \"dd_pct\": -32.51940568150794, \"calmar\": -1.5830076152435137, \"cagr_pct\": -51.47846683702026, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.63576158940398, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.89792556814416, \"sortino\": -2.41203123663153}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 187.29646343099168, \"dd_pct\": -78.19799267116167, \"calmar\": 0.1745902215571747, \"cagr_pct\": 13.65260486578444, \"entries\": 114, \"exits\": 114, \"exposure_pct\": 52.182934926958836, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5101137957471829, \"sortino\": 0.7326902987243356}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 47.81835418586275, \"dd_pct\": -78.19799267116167, \"calmar\": 0.17267710125819205, \"cagr_pct\": 13.503002698665542, \"entries\": 39, \"exits\": 38, \"exposure_pct\": 38.81987577639752, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5059278977833324, \"sortino\": 0.7136945757331425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 94.35777445455129, \"dd_pct\": -66.14146697909582, \"calmar\": 0.20776894596811038, \"cagr_pct\": 13.742142879031318, \"entries\": 75, \"exits\": 76, \"exposure_pct\": 60.17241379310345, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5130366572937984, \"sortino\": 0.7461614951940402}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.104490062544373, \"dd_pct\": -13.66178688851667, \"calmar\": 2.5227618858588485, \"cagr_pct\": 34.465435255076, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 39.481268011527376, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5274077098834942, \"sortino\": 2.6504374491665694}]", "Additional_Threshold_Budget": 0, "Total Trades": 114, "Total P&L %": 187.29646343099168, "Sharpe Ratio": 0.5101137957471829, "Sortino Ratio": 0.7326902987243356, "Calmar Ratio": 0.1745902215571747, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.19799267116167, "% In Market": 52.182934926958836, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17267710125819205, "Sub1_Sortino": 0.7136945757331425, "Sub1_Trades": 39, "Sub2_Calmar": 0.20776894596811038, "Sub2_Sortino": 0.7461614951940402, "Sub2_Trades": 75, "WFO_Score": 2.0273869197106635, "WFO_Min_Fold": -0.029661574601721058, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.029662, 1.32612, 4.785702]", "OOS_Total Trades": 3, "OOS_Total P&L %": 15.104490062544373, "OOS_Sortino Ratio": 2.6504374491665694, "OOS_Calmar Ratio": 2.5227618858588485, "OOS_Max Drawdown %": -13.66178688851667, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 60, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2670bcd993ba8be3bffe46fb148f39665f80ead7e61527ca99a43d86354bf301", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -174.95, "i_long_exit_activation_threshold": -530.0, "i_long_exit_activation_confirmation_threshold": 340.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "d7e244725178907d1ebf5c6639b65801e97c37676a81d99ba68a30cedf888754", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -1.364171293150529, \"dd_pct\": -46.02248089229938, \"calmar\": -0.029661574601721058, \"cagr_pct\": -1.36509925034322, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2970619073488403, \"sortino\": 0.4358645595711778}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -32.18951084235398, \"dd_pct\": -34.79972320164568, \"calmar\": -0.925511682350828, \"cagr_pct\": -32.20755036569824, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 18.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2257158294634638, \"sortino\": -1.6218429472596698}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 35.46230125316634, \"dd_pct\": -26.762630932899235, \"calmar\": 1.3261202114121622, \"cagr_pct\": 35.490465790682, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.141462801012386, \"sortino\": 1.7726292341739176}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 40.99100415744874, \"dd_pct\": -34.61738869076266, \"calmar\": 1.67776500768028, \"cagr_pct\": 58.07984340262865, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 83.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2114240065800372, \"sortino\": 1.7271251222997075}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 105.16346220690838, \"dd_pct\": -21.995617220228603, \"calmar\": 4.785702122321549, \"cagr_pct\": 105.26447201262043, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 88.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8994949862894537, \"sortino\": 2.9308179669067873}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.84157965434516, \"dd_pct\": -32.51940568150794, \"calmar\": -1.5830076152435137, \"cagr_pct\": -51.47846683702026, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.63576158940398, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.89792556814416, \"sortino\": -2.41203123663153}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 187.29646343099168, \"dd_pct\": -78.19799267116167, \"calmar\": 0.1745902215571747, \"cagr_pct\": 13.65260486578444, \"entries\": 114, \"exits\": 114, \"exposure_pct\": 52.182934926958836, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5101137957471829, \"sortino\": 0.7326902987243356}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 47.81835418586275, \"dd_pct\": -78.19799267116167, \"calmar\": 0.17267710125819205, \"cagr_pct\": 13.503002698665542, \"entries\": 39, \"exits\": 38, \"exposure_pct\": 38.81987577639752, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5059278977833324, \"sortino\": 0.7136945757331425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 94.35777445455129, \"dd_pct\": -66.14146697909582, \"calmar\": 0.20776894596811038, \"cagr_pct\": 13.742142879031318, \"entries\": 75, \"exits\": 76, \"exposure_pct\": 60.17241379310345, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5130366572937984, \"sortino\": 0.7461614951940402}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.104490062544373, \"dd_pct\": -13.66178688851667, \"calmar\": 2.5227618858588485, \"cagr_pct\": 34.465435255076, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 39.481268011527376, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5274077098834942, \"sortino\": 2.6504374491665694}]", "Additional_Threshold_Budget": 0, "Total Trades": 114, "Total P&L %": 187.29646343099168, "Sharpe Ratio": 0.5101137957471829, "Sortino Ratio": 0.7326902987243356, "Calmar Ratio": 0.1745902215571747, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.19799267116167, "% In Market": 52.182934926958836, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17267710125819205, "Sub1_Sortino": 0.7136945757331425, "Sub1_Trades": 39, "Sub2_Calmar": 0.20776894596811038, "Sub2_Sortino": 0.7461614951940402, "Sub2_Trades": 75, "WFO_Score": 2.0273869197106635, "WFO_Min_Fold": -0.029661574601721058, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.029662, 1.32612, 4.785702]", "OOS_Total Trades": 3, "OOS_Total P&L %": 15.104490062544373, "OOS_Sortino Ratio": 2.6504374491665694, "OOS_Calmar Ratio": 2.5227618858588485, "OOS_Max Drawdown %": -13.66178688851667, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2670bcd993ba8be3bffe46fb148f39665f80ead7e61527ca99a43d86354bf301", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -174.0, "i_long_exit_activation_threshold": -530.0, "i_long_exit_activation_confirmation_threshold": 340.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "7688a58cc9e5203b21962931f75d945d3cd20e7a062438cdf4dc6bdac7f8b7bf", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 5.085044638354197, \"dd_pct\": -43.24605520752623, \"calmar\": 0.11766656338010618, \"cagr_pct\": 5.088614696015957, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 58.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3940896670237907, \"sortino\": 0.5808072027364725}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -32.18951084235398, \"dd_pct\": -34.79972320164568, \"calmar\": -0.925511682350828, \"cagr_pct\": -32.20755036569824, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 18.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2257158294634638, \"sortino\": -1.6218429472596698}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 35.46230125316634, \"dd_pct\": -26.762630932899235, \"calmar\": 1.3261202114121622, \"cagr_pct\": 35.490465790682, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.141462801012386, \"sortino\": 1.7726292341739176}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 40.99100415744874, \"dd_pct\": -34.61738869076266, \"calmar\": 1.67776500768028, \"cagr_pct\": 58.07984340262865, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 83.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2114240065800372, \"sortino\": 1.7271251222997075}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 105.16346220690838, \"dd_pct\": -21.995617220228603, \"calmar\": 4.785702122321549, \"cagr_pct\": 105.26447201262043, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 88.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8994949862894537, \"sortino\": 2.9308179669067873}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.84157965434516, \"dd_pct\": -32.51940568150794, \"calmar\": -1.5830076152435137, \"cagr_pct\": -51.47846683702026, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.63576158940398, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.89792556814416, \"sortino\": -2.41203123663153}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 167.07166706136906, \"dd_pct\": -77.8623747185896, \"calmar\": 0.16247880830002653, \"cagr_pct\": 12.650985855686553, \"entries\": 113, \"exits\": 113, \"exposure_pct\": 52.058432934926955, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4907427794705815, \"sortino\": 0.7023485416360024}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 28.979201688826016, \"dd_pct\": -77.8623747185896, \"calmar\": 0.11041453817983023, \"cagr_pct\": 8.59713814613796, \"entries\": 39, \"exits\": 38, \"exposure_pct\": 38.70896184560781, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.40962910871052377, \"sortino\": 0.5711929845038286}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 107.06568467193848, \"dd_pct\": -64.39989563083857, \"calmar\": 0.23519633145317154, \"cagr_pct\": 15.146619198340364, \"entries\": 74, \"exits\": 75, \"exposure_pct\": 60.03978779840848, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5415564795079676, \"sortino\": 0.7890101061574992}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.104490062544373, \"dd_pct\": -13.66178688851667, \"calmar\": 2.5227618858588485, \"cagr_pct\": 34.465435255076, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 39.481268011527376, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5274077098834942, \"sortino\": 2.6504374491665694}]", "Additional_Threshold_Budget": 0, "Total Trades": 113, "Total P&L %": 167.07166706136906, "Sharpe Ratio": 0.4907427794705815, "Sortino Ratio": 0.7023485416360024, "Calmar Ratio": 0.16247880830002653, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.8623747185896, "% In Market": 52.058432934926955, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.11041453817983023, "Sub1_Sortino": 0.5711929845038286, "Sub1_Trades": 39, "Sub2_Calmar": 0.23519633145317154, "Sub2_Sortino": 0.7890101061574992, "Sub2_Trades": 74, "WFO_Score": 2.0764962990379394, "WFO_Min_Fold": 0.11766656338010618, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.117667, 1.32612, 4.785702]", "OOS_Total Trades": 3, "OOS_Total P&L %": 15.104490062544373, "OOS_Sortino Ratio": 2.6504374491665694, "OOS_Calmar Ratio": 2.5227618858588485, "OOS_Max Drawdown %": -13.66178688851667, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 49, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2670bcd993ba8be3bffe46fb148f39665f80ead7e61527ca99a43d86354bf301", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -175.0, "i_long_exit_activation_threshold": -531.0, "i_long_exit_activation_confirmation_threshold": 340.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "f20afef01227f44f7a1fd9ad99eaa7cf70b25dbe403e9540045f3d171388bd45", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -1.364171293150529, \"dd_pct\": -46.02248089229938, \"calmar\": -0.029661574601721058, \"cagr_pct\": -1.36509925034322, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2970619073488403, \"sortino\": 0.4358645595711778}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -32.18951084235398, \"dd_pct\": -34.79972320164568, \"calmar\": -0.925511682350828, \"cagr_pct\": -32.20755036569824, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 18.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2257158294634638, \"sortino\": -1.6218429472596698}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 35.46230125316634, \"dd_pct\": -26.762630932899235, \"calmar\": 1.3261202114121622, \"cagr_pct\": 35.490465790682, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.141462801012386, \"sortino\": 1.7726292341739176}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 40.99100415744874, \"dd_pct\": -34.61738869076266, \"calmar\": 1.67776500768028, \"cagr_pct\": 58.07984340262865, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 83.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2114240065800372, \"sortino\": 1.7271251222997075}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 105.16346220690838, \"dd_pct\": -21.995617220228603, \"calmar\": 4.785702122321549, \"cagr_pct\": 105.26447201262043, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 88.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8994949862894537, \"sortino\": 2.9308179669067873}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.84157965434516, \"dd_pct\": -32.51940568150794, \"calmar\": -1.5830076152435137, \"cagr_pct\": -51.47846683702026, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.63576158940398, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.89792556814416, \"sortino\": -2.41203123663153}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 187.29646343099168, \"dd_pct\": -78.19799267116167, \"calmar\": 0.1745902215571747, \"cagr_pct\": 13.65260486578444, \"entries\": 114, \"exits\": 114, \"exposure_pct\": 52.182934926958836, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5101137957471829, \"sortino\": 0.7326902987243356}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 47.81835418586275, \"dd_pct\": -78.19799267116167, \"calmar\": 0.17267710125819205, \"cagr_pct\": 13.503002698665542, \"entries\": 39, \"exits\": 38, \"exposure_pct\": 38.81987577639752, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5059278977833324, \"sortino\": 0.7136945757331425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 94.35777445455129, \"dd_pct\": -66.14146697909582, \"calmar\": 0.20776894596811038, \"cagr_pct\": 13.742142879031318, \"entries\": 75, \"exits\": 76, \"exposure_pct\": 60.17241379310345, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5130366572937984, \"sortino\": 0.7461614951940402}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.104490062544373, \"dd_pct\": -13.66178688851667, \"calmar\": 2.5227618858588485, \"cagr_pct\": 34.465435255076, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 39.481268011527376, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5274077098834942, \"sortino\": 2.6504374491665694}]", "Additional_Threshold_Budget": 0, "Total Trades": 114, "Total P&L %": 187.29646343099168, "Sharpe Ratio": 0.5101137957471829, "Sortino Ratio": 0.7326902987243356, "Calmar Ratio": 0.1745902215571747, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.19799267116167, "% In Market": 52.182934926958836, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17267710125819205, "Sub1_Sortino": 0.7136945757331425, "Sub1_Trades": 39, "Sub2_Calmar": 0.20776894596811038, "Sub2_Sortino": 0.7461614951940402, "Sub2_Trades": 75, "WFO_Score": 2.0273869197106635, "WFO_Min_Fold": -0.029661574601721058, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.029662, 1.32612, 4.785702]", "OOS_Total Trades": 3, "OOS_Total P&L %": 15.104490062544373, "OOS_Sortino Ratio": 2.6504374491665694, "OOS_Calmar Ratio": 2.5227618858588485, "OOS_Max Drawdown %": -13.66178688851667, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 67, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2670bcd993ba8be3bffe46fb148f39665f80ead7e61527ca99a43d86354bf301", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -175.0, "i_long_exit_activation_threshold": -530.05, "i_long_exit_activation_confirmation_threshold": 340.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "a11ded6fda4648e5b4d34a2acdcc42249df28c44a68a5ac5ae7aa24f1d7eb007", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -1.364171293150529, \"dd_pct\": -46.02248089229938, \"calmar\": -0.029661574601721058, \"cagr_pct\": -1.36509925034322, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2970619073488403, \"sortino\": 0.4358645595711778}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -32.18951084235398, \"dd_pct\": -34.79972320164568, \"calmar\": -0.925511682350828, \"cagr_pct\": -32.20755036569824, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 18.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2257158294634638, \"sortino\": -1.6218429472596698}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 35.46230125316634, \"dd_pct\": -26.762630932899235, \"calmar\": 1.3261202114121622, \"cagr_pct\": 35.490465790682, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.141462801012386, \"sortino\": 1.7726292341739176}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 40.99100415744874, \"dd_pct\": -34.61738869076266, \"calmar\": 1.67776500768028, \"cagr_pct\": 58.07984340262865, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 83.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2114240065800372, \"sortino\": 1.7271251222997075}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 105.16346220690838, \"dd_pct\": -21.995617220228603, \"calmar\": 4.785702122321549, \"cagr_pct\": 105.26447201262043, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 88.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8994949862894537, \"sortino\": 2.9308179669067873}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.84157965434516, \"dd_pct\": -32.51940568150794, \"calmar\": -1.5830076152435137, \"cagr_pct\": -51.47846683702026, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.63576158940398, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.89792556814416, \"sortino\": -2.41203123663153}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 187.29646343099168, \"dd_pct\": -78.19799267116167, \"calmar\": 0.1745902215571747, \"cagr_pct\": 13.65260486578444, \"entries\": 114, \"exits\": 114, \"exposure_pct\": 52.182934926958836, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5101137957471829, \"sortino\": 0.7326902987243356}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 47.81835418586275, \"dd_pct\": -78.19799267116167, \"calmar\": 0.17267710125819205, \"cagr_pct\": 13.503002698665542, \"entries\": 39, \"exits\": 38, \"exposure_pct\": 38.81987577639752, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5059278977833324, \"sortino\": 0.7136945757331425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 94.35777445455129, \"dd_pct\": -66.14146697909582, \"calmar\": 0.20776894596811038, \"cagr_pct\": 13.742142879031318, \"entries\": 75, \"exits\": 76, \"exposure_pct\": 60.17241379310345, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5130366572937984, \"sortino\": 0.7461614951940402}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.104490062544373, \"dd_pct\": -13.66178688851667, \"calmar\": 2.5227618858588485, \"cagr_pct\": 34.465435255076, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 39.481268011527376, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5274077098834942, \"sortino\": 2.6504374491665694}]", "Additional_Threshold_Budget": 0, "Total Trades": 114, "Total P&L %": 187.29646343099168, "Sharpe Ratio": 0.5101137957471829, "Sortino Ratio": 0.7326902987243356, "Calmar Ratio": 0.1745902215571747, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.19799267116167, "% In Market": 52.182934926958836, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17267710125819205, "Sub1_Sortino": 0.7136945757331425, "Sub1_Trades": 39, "Sub2_Calmar": 0.20776894596811038, "Sub2_Sortino": 0.7461614951940402, "Sub2_Trades": 75, "WFO_Score": 2.0273869197106635, "WFO_Min_Fold": -0.029661574601721058, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.029662, 1.32612, 4.785702]", "OOS_Total Trades": 3, "OOS_Total P&L %": 15.104490062544373, "OOS_Sortino Ratio": 2.6504374491665694, "OOS_Calmar Ratio": 2.5227618858588485, "OOS_Max Drawdown %": -13.66178688851667, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 61, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2670bcd993ba8be3bffe46fb148f39665f80ead7e61527ca99a43d86354bf301", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -175.0, "i_long_exit_activation_threshold": -529.95, "i_long_exit_activation_confirmation_threshold": 340.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "dad334b674883fd07383279cf8007b7531228464a84c2a52d7b0ed107e57d5bb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -1.364171293150529, \"dd_pct\": -46.02248089229938, \"calmar\": -0.029661574601721058, \"cagr_pct\": -1.36509925034322, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2970619073488403, \"sortino\": 0.4358645595711778}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -32.18951084235398, \"dd_pct\": -34.79972320164568, \"calmar\": -0.925511682350828, \"cagr_pct\": -32.20755036569824, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 18.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2257158294634638, \"sortino\": -1.6218429472596698}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 35.00257722911366, \"dd_pct\": -26.762630932899235, \"calmar\": 1.308927058096699, \"cagr_pct\": 35.03033177392751, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 60.06849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1300107965569708, \"sortino\": 1.7535270602551531}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 40.99100415744874, \"dd_pct\": -34.61738869076266, \"calmar\": 1.67776500768028, \"cagr_pct\": 58.07984340262865, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 83.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2114240065800372, \"sortino\": 1.7271251222997075}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 105.16346220690838, \"dd_pct\": -21.995617220228603, \"calmar\": 4.785702122321549, \"cagr_pct\": 105.26447201262043, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 88.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8994949862894537, \"sortino\": 2.9308179669067873}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.84157965434516, \"dd_pct\": -32.51940568150794, \"calmar\": -1.5830076152435137, \"cagr_pct\": -51.47846683702026, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.63576158940398, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.89792556814416, \"sortino\": -2.41203123663153}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 186.32145352016872, \"dd_pct\": -78.19799267116167, \"calmar\": 0.17399119473600924, \"cagr_pct\": 13.605762170813113, \"entries\": 114, \"exits\": 114, \"exposure_pct\": 52.16633466135458, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5091865414158923, \"sortino\": 0.7313339817928523}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 47.81835418586275, \"dd_pct\": -78.19799267116167, \"calmar\": 0.17267710125819205, \"cagr_pct\": 13.503002698665542, \"entries\": 39, \"exits\": 38, \"exposure_pct\": 38.81987577639752, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5059278977833324, \"sortino\": 0.7136945757331425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 93.69817442301851, \"dd_pct\": -66.14146697909582, \"calmar\": 0.20663654518909788, \"cagr_pct\": 13.667244230299161, \"entries\": 75, \"exits\": 76, \"exposure_pct\": 60.145888594164454, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.51152193275347, \"sortino\": 0.7439150454709115}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.104490062544373, \"dd_pct\": -13.66178688851667, \"calmar\": 2.5227618858588485, \"cagr_pct\": 34.465435255076, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 39.481268011527376, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5274077098834942, \"sortino\": 2.6504374491665694}]", "Additional_Threshold_Budget": 0, "Total Trades": 114, "Total P&L %": 186.32145352016872, "Sharpe Ratio": 0.5091865414158923, "Sortino Ratio": 0.7313339817928523, "Calmar Ratio": 0.17399119473600924, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.19799267116167, "% In Market": 52.16633466135458, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17267710125819205, "Sub1_Sortino": 0.7136945757331425, "Sub1_Trades": 39, "Sub2_Calmar": 0.20663654518909788, "Sub2_Sortino": 0.7439150454709115, "Sub2_Trades": 75, "WFO_Score": 2.021655868605509, "WFO_Min_Fold": -0.029661574601721058, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.029662, 1.308927, 4.785702]", "OOS_Total Trades": 3, "OOS_Total P&L %": 15.104490062544373, "OOS_Sortino Ratio": 2.6504374491665694, "OOS_Calmar Ratio": 2.5227618858588485, "OOS_Max Drawdown %": -13.66178688851667, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 63, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2670bcd993ba8be3bffe46fb148f39665f80ead7e61527ca99a43d86354bf301", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -175.0, "i_long_exit_activation_threshold": -529.0, "i_long_exit_activation_confirmation_threshold": 340.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "a1deb3a2780b4b79fca1db7612d8f73158906334b7993403a9456e89d4dacdd5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -1.364171293150529, \"dd_pct\": -46.02248089229938, \"calmar\": -0.029661574601721058, \"cagr_pct\": -1.36509925034322, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2970619073488403, \"sortino\": 0.4358645595711778}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -32.18951084235398, \"dd_pct\": -34.79972320164568, \"calmar\": -0.925511682350828, \"cagr_pct\": -32.20755036569824, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 18.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2257158294634638, \"sortino\": -1.6218429472596698}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 35.00257722911366, \"dd_pct\": -26.762630932899235, \"calmar\": 1.308927058096699, \"cagr_pct\": 35.03033177392751, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 60.06849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1300107965569708, \"sortino\": 1.7535270602551531}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 40.99100415744874, \"dd_pct\": -34.61738869076266, \"calmar\": 1.67776500768028, \"cagr_pct\": 58.07984340262865, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 83.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2114240065800372, \"sortino\": 1.7271251222997075}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 104.8825657975684, \"dd_pct\": -21.995617220228635, \"calmar\": 4.772916526893458, \"cagr_pct\": 104.9832449496516, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 87.8082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8960996258916805, \"sortino\": 2.9251142916870694}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.84157965434516, \"dd_pct\": -32.51940568150794, \"calmar\": -1.5830076152435137, \"cagr_pct\": -51.47846683702026, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.63576158940398, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.89792556814416, \"sortino\": -2.41203123663153}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 188.45756517344583, \"dd_pct\": -78.00522418967782, \"calmar\": 0.17573446242365182, \"cagr_pct\": 13.708206139209473, \"entries\": 114, \"exits\": 114, \"exposure_pct\": 52.09993359893759, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5112124668278609, \"sortino\": 0.7342333750721776}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 49.12533107299384, \"dd_pct\": -78.00522418967782, \"calmar\": 0.1772609804837108, \"cagr_pct\": 13.827282522713965, \"entries\": 39, \"exits\": 38, \"exposure_pct\": 38.70896184560781, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.512123134318936, \"sortino\": 0.7224307837661823}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 93.43297553669736, \"dd_pct\": -66.14146697909582, \"calmar\": 0.2061803755528773, \"cagr_pct\": 13.63707250136821, \"entries\": 75, \"exits\": 76, \"exposure_pct\": 60.10610079575597, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5109111449945917, \"sortino\": 0.7430087679973614}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.104490062544373, \"dd_pct\": -13.66178688851667, \"calmar\": 2.5227618858588485, \"cagr_pct\": 34.465435255076, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 39.481268011527376, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5274077098834942, \"sortino\": 2.6504374491665694}]", "Additional_Threshold_Budget": 0, "Total Trades": 114, "Total P&L %": 188.45756517344583, "Sharpe Ratio": 0.5112124668278609, "Sortino Ratio": 0.7342333750721776, "Calmar Ratio": 0.17573446242365182, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.00522418967782, "% In Market": 52.09993359893759, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.1772609804837108, "Sub1_Sortino": 0.7224307837661823, "Sub1_Trades": 39, "Sub2_Calmar": 0.2061803755528773, "Sub2_Sortino": 0.7430087679973614, "Sub2_Trades": 75, "WFO_Score": 2.017394003462812, "WFO_Min_Fold": -0.029661574601721058, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.029662, 1.308927, 4.772917]", "OOS_Total Trades": 3, "OOS_Total P&L %": 15.104490062544373, "OOS_Sortino Ratio": 2.6504374491665694, "OOS_Calmar Ratio": 2.5227618858588485, "OOS_Max Drawdown %": -13.66178688851667, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 67, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2670bcd993ba8be3bffe46fb148f39665f80ead7e61527ca99a43d86354bf301", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -175.0, "i_long_exit_activation_threshold": -530.0, "i_long_exit_activation_confirmation_threshold": 339.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "838a31c38611fe68203371eb3ced14ec2cbb085332b75174fc40f82fbd902da4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -1.364171293150529, \"dd_pct\": -46.02248089229938, \"calmar\": -0.029661574601721058, \"cagr_pct\": -1.36509925034322, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2970619073488403, \"sortino\": 0.4358645595711778}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -32.18951084235398, \"dd_pct\": -34.79972320164568, \"calmar\": -0.925511682350828, \"cagr_pct\": -32.20755036569824, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 18.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2257158294634638, \"sortino\": -1.6218429472596698}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 35.46230125316634, \"dd_pct\": -26.762630932899235, \"calmar\": 1.3261202114121622, \"cagr_pct\": 35.490465790682, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.141462801012386, \"sortino\": 1.7726292341739176}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 40.99100415744874, \"dd_pct\": -34.61738869076266, \"calmar\": 1.67776500768028, \"cagr_pct\": 58.07984340262865, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 83.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2114240065800372, \"sortino\": 1.7271251222997075}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 105.16346220690838, \"dd_pct\": -21.995617220228603, \"calmar\": 4.785702122321549, \"cagr_pct\": 105.26447201262043, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 88.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8994949862894537, \"sortino\": 2.9308179669067873}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.84157965434516, \"dd_pct\": -32.51940568150794, \"calmar\": -1.5830076152435137, \"cagr_pct\": -51.47846683702026, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.63576158940398, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.89792556814416, \"sortino\": -2.41203123663153}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 187.29646343099168, \"dd_pct\": -78.19799267116167, \"calmar\": 0.1745902215571747, \"cagr_pct\": 13.65260486578444, \"entries\": 114, \"exits\": 114, \"exposure_pct\": 52.182934926958836, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5101137957471829, \"sortino\": 0.7326902987243356}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 47.81835418586275, \"dd_pct\": -78.19799267116167, \"calmar\": 0.17267710125819205, \"cagr_pct\": 13.503002698665542, \"entries\": 39, \"exits\": 38, \"exposure_pct\": 38.81987577639752, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5059278977833324, \"sortino\": 0.7136945757331425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 94.35777445455129, \"dd_pct\": -66.14146697909582, \"calmar\": 0.20776894596811038, \"cagr_pct\": 13.742142879031318, \"entries\": 75, \"exits\": 76, \"exposure_pct\": 60.17241379310345, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5130366572937984, \"sortino\": 0.7461614951940402}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.104490062544373, \"dd_pct\": -13.66178688851667, \"calmar\": 2.5227618858588485, \"cagr_pct\": 34.465435255076, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 39.481268011527376, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5274077098834942, \"sortino\": 2.6504374491665694}]", "Additional_Threshold_Budget": 0, "Total Trades": 114, "Total P&L %": 187.29646343099168, "Sharpe Ratio": 0.5101137957471829, "Sortino Ratio": 0.7326902987243356, "Calmar Ratio": 0.1745902215571747, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.19799267116167, "% In Market": 52.182934926958836, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17267710125819205, "Sub1_Sortino": 0.7136945757331425, "Sub1_Trades": 39, "Sub2_Calmar": 0.20776894596811038, "Sub2_Sortino": 0.7461614951940402, "Sub2_Trades": 75, "WFO_Score": 2.0273869197106635, "WFO_Min_Fold": -0.029661574601721058, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.029662, 1.32612, 4.785702]", "OOS_Total Trades": 3, "OOS_Total P&L %": 15.104490062544373, "OOS_Sortino Ratio": 2.6504374491665694, "OOS_Calmar Ratio": 2.5227618858588485, "OOS_Max Drawdown %": -13.66178688851667, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2670bcd993ba8be3bffe46fb148f39665f80ead7e61527ca99a43d86354bf301", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -175.0, "i_long_exit_activation_threshold": -530.0, "i_long_exit_activation_confirmation_threshold": 339.95, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "2f082d9127261b848e1ccdeb2b2d71d6fc1cc89d14767864ed500116004f1f32", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -1.364171293150529, \"dd_pct\": -46.02248089229938, \"calmar\": -0.029661574601721058, \"cagr_pct\": -1.36509925034322, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2970619073488403, \"sortino\": 0.4358645595711778}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -32.18951084235398, \"dd_pct\": -34.79972320164568, \"calmar\": -0.925511682350828, \"cagr_pct\": -32.20755036569824, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 18.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2257158294634638, \"sortino\": -1.6218429472596698}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 35.46230125316634, \"dd_pct\": -26.762630932899235, \"calmar\": 1.3261202114121622, \"cagr_pct\": 35.490465790682, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.141462801012386, \"sortino\": 1.7726292341739176}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 40.99100415744874, \"dd_pct\": -34.61738869076266, \"calmar\": 1.67776500768028, \"cagr_pct\": 58.07984340262865, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 83.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2114240065800372, \"sortino\": 1.7271251222997075}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 105.16346220690838, \"dd_pct\": -21.995617220228603, \"calmar\": 4.785702122321549, \"cagr_pct\": 105.26447201262043, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 88.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8994949862894537, \"sortino\": 2.9308179669067873}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.84157965434516, \"dd_pct\": -32.51940568150794, \"calmar\": -1.5830076152435137, \"cagr_pct\": -51.47846683702026, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.63576158940398, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.89792556814416, \"sortino\": -2.41203123663153}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 187.29646343099168, \"dd_pct\": -78.19799267116167, \"calmar\": 0.1745902215571747, \"cagr_pct\": 13.65260486578444, \"entries\": 114, \"exits\": 114, \"exposure_pct\": 52.182934926958836, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5101137957471829, \"sortino\": 0.7326902987243356}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 47.81835418586275, \"dd_pct\": -78.19799267116167, \"calmar\": 0.17267710125819205, \"cagr_pct\": 13.503002698665542, \"entries\": 39, \"exits\": 38, \"exposure_pct\": 38.81987577639752, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5059278977833324, \"sortino\": 0.7136945757331425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 94.35777445455129, \"dd_pct\": -66.14146697909582, \"calmar\": 0.20776894596811038, \"cagr_pct\": 13.742142879031318, \"entries\": 75, \"exits\": 76, \"exposure_pct\": 60.17241379310345, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5130366572937984, \"sortino\": 0.7461614951940402}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.104490062544373, \"dd_pct\": -13.66178688851667, \"calmar\": 2.5227618858588485, \"cagr_pct\": 34.465435255076, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 39.481268011527376, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5274077098834942, \"sortino\": 2.6504374491665694}]", "Additional_Threshold_Budget": 0, "Total Trades": 114, "Total P&L %": 187.29646343099168, "Sharpe Ratio": 0.5101137957471829, "Sortino Ratio": 0.7326902987243356, "Calmar Ratio": 0.1745902215571747, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.19799267116167, "% In Market": 52.182934926958836, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17267710125819205, "Sub1_Sortino": 0.7136945757331425, "Sub1_Trades": 39, "Sub2_Calmar": 0.20776894596811038, "Sub2_Sortino": 0.7461614951940402, "Sub2_Trades": 75, "WFO_Score": 2.0273869197106635, "WFO_Min_Fold": -0.029661574601721058, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.029662, 1.32612, 4.785702]", "OOS_Total Trades": 3, "OOS_Total P&L %": 15.104490062544373, "OOS_Sortino Ratio": 2.6504374491665694, "OOS_Calmar Ratio": 2.5227618858588485, "OOS_Max Drawdown %": -13.66178688851667, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2670bcd993ba8be3bffe46fb148f39665f80ead7e61527ca99a43d86354bf301", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -175.0, "i_long_exit_activation_threshold": -530.0, "i_long_exit_activation_confirmation_threshold": 340.05, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "8376668dcc3758ca9977fb3859919a12b9fefec5ee7c4cf7762b6d5901d07e58", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -1.364171293150529, \"dd_pct\": -46.02248089229938, \"calmar\": -0.029661574601721058, \"cagr_pct\": -1.36509925034322, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2970619073488403, \"sortino\": 0.4358645595711778}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -32.18951084235398, \"dd_pct\": -34.79972320164568, \"calmar\": -0.925511682350828, \"cagr_pct\": -32.20755036569824, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 18.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2257158294634638, \"sortino\": -1.6218429472596698}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 35.46230125316634, \"dd_pct\": -26.762630932899235, \"calmar\": 1.3261202114121622, \"cagr_pct\": 35.490465790682, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.141462801012386, \"sortino\": 1.7726292341739176}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 40.99100415744874, \"dd_pct\": -34.61738869076266, \"calmar\": 1.67776500768028, \"cagr_pct\": 58.07984340262865, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 83.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2114240065800372, \"sortino\": 1.7271251222997075}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 105.16346220690838, \"dd_pct\": -21.995617220228603, \"calmar\": 4.785702122321549, \"cagr_pct\": 105.26447201262043, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 88.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8994949862894537, \"sortino\": 2.9308179669067873}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.84157965434516, \"dd_pct\": -32.51940568150794, \"calmar\": -1.5830076152435137, \"cagr_pct\": -51.47846683702026, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.63576158940398, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.89792556814416, \"sortino\": -2.41203123663153}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 187.29646343099168, \"dd_pct\": -78.19799267116167, \"calmar\": 0.1745902215571747, \"cagr_pct\": 13.65260486578444, \"entries\": 114, \"exits\": 114, \"exposure_pct\": 52.182934926958836, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5101137957471829, \"sortino\": 0.7326902987243356}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 47.81835418586275, \"dd_pct\": -78.19799267116167, \"calmar\": 0.17267710125819205, \"cagr_pct\": 13.503002698665542, \"entries\": 39, \"exits\": 38, \"exposure_pct\": 38.81987577639752, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5059278977833324, \"sortino\": 0.7136945757331425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 94.35777445455129, \"dd_pct\": -66.14146697909582, \"calmar\": 0.20776894596811038, \"cagr_pct\": 13.742142879031318, \"entries\": 75, \"exits\": 76, \"exposure_pct\": 60.17241379310345, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5130366572937984, \"sortino\": 0.7461614951940402}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.104490062544373, \"dd_pct\": -13.66178688851667, \"calmar\": 2.5227618858588485, \"cagr_pct\": 34.465435255076, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 39.481268011527376, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5274077098834942, \"sortino\": 2.6504374491665694}]", "Additional_Threshold_Budget": 0, "Total Trades": 114, "Total P&L %": 187.29646343099168, "Sharpe Ratio": 0.5101137957471829, "Sortino Ratio": 0.7326902987243356, "Calmar Ratio": 0.1745902215571747, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.19799267116167, "% In Market": 52.182934926958836, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17267710125819205, "Sub1_Sortino": 0.7136945757331425, "Sub1_Trades": 39, "Sub2_Calmar": 0.20776894596811038, "Sub2_Sortino": 0.7461614951940402, "Sub2_Trades": 75, "WFO_Score": 2.0273869197106635, "WFO_Min_Fold": -0.029661574601721058, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.029662, 1.32612, 4.785702]", "OOS_Total Trades": 3, "OOS_Total P&L %": 15.104490062544373, "OOS_Sortino Ratio": 2.6504374491665694, "OOS_Calmar Ratio": 2.5227618858588485, "OOS_Max Drawdown %": -13.66178688851667, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2670bcd993ba8be3bffe46fb148f39665f80ead7e61527ca99a43d86354bf301", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -175.0, "i_long_exit_activation_threshold": -530.0, "i_long_exit_activation_confirmation_threshold": 341.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "34c3e3bb2b112b1105cbcce80c2cadd1cb8bd7e9fb49a861fac34807211fb016", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -1.364171293150529, \"dd_pct\": -46.02248089229938, \"calmar\": -0.029661574601721058, \"cagr_pct\": -1.36509925034322, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 59.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2970619073488403, \"sortino\": 0.4358645595711778}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -32.18951084235398, \"dd_pct\": -34.79972320164568, \"calmar\": -0.925511682350828, \"cagr_pct\": -32.20755036569824, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 18.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2257158294634638, \"sortino\": -1.6218429472596698}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 35.46230125316634, \"dd_pct\": -26.762630932899235, \"calmar\": 1.3261202114121622, \"cagr_pct\": 35.490465790682, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 60.2054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.141462801012386, \"sortino\": 1.7726292341739176}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 40.99100415744874, \"dd_pct\": -34.61738869076266, \"calmar\": 1.67776500768028, \"cagr_pct\": 58.07984340262865, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 83.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2114240065800372, \"sortino\": 1.7271251222997075}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 105.16346220690838, \"dd_pct\": -21.995617220228603, \"calmar\": 4.785702122321549, \"cagr_pct\": 105.26447201262043, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 88.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8994949862894537, \"sortino\": 2.9308179669067873}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.84157965434516, \"dd_pct\": -32.51940568150794, \"calmar\": -1.5830076152435137, \"cagr_pct\": -51.47846683702026, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.63576158940398, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.89792556814416, \"sortino\": -2.41203123663153}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 187.29646343099168, \"dd_pct\": -78.19799267116167, \"calmar\": 0.1745902215571747, \"cagr_pct\": 13.65260486578444, \"entries\": 114, \"exits\": 114, \"exposure_pct\": 52.182934926958836, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5101137957471829, \"sortino\": 0.7326902987243356}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 47.81835418586275, \"dd_pct\": -78.19799267116167, \"calmar\": 0.17267710125819205, \"cagr_pct\": 13.503002698665542, \"entries\": 39, \"exits\": 38, \"exposure_pct\": 38.81987577639752, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5059278977833324, \"sortino\": 0.7136945757331425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 94.35777445455129, \"dd_pct\": -66.14146697909582, \"calmar\": 0.20776894596811038, \"cagr_pct\": 13.742142879031318, \"entries\": 75, \"exits\": 76, \"exposure_pct\": 60.17241379310345, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5130366572937984, \"sortino\": 0.7461614951940402}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.104490062544373, \"dd_pct\": -13.66178688851667, \"calmar\": 2.5227618858588485, \"cagr_pct\": 34.465435255076, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 39.481268011527376, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5274077098834942, \"sortino\": 2.6504374491665694}]", "Additional_Threshold_Budget": 0, "Total Trades": 114, "Total P&L %": 187.29646343099168, "Sharpe Ratio": 0.5101137957471829, "Sortino Ratio": 0.7326902987243356, "Calmar Ratio": 0.1745902215571747, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.19799267116167, "% In Market": 52.182934926958836, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17267710125819205, "Sub1_Sortino": 0.7136945757331425, "Sub1_Trades": 39, "Sub2_Calmar": 0.20776894596811038, "Sub2_Sortino": 0.7461614951940402, "Sub2_Trades": 75, "WFO_Score": 2.0273869197106635, "WFO_Min_Fold": -0.029661574601721058, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.029662, 1.32612, 4.785702]", "OOS_Total Trades": 3, "OOS_Total P&L %": 15.104490062544373, "OOS_Sortino Ratio": 2.6504374491665694, "OOS_Calmar Ratio": 2.5227618858588485, "OOS_Max Drawdown %": -13.66178688851667, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2670bcd993ba8be3bffe46fb148f39665f80ead7e61527ca99a43d86354bf301", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -530.0, "i_long_exit_activation_threshold": 500.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "fafa342dac986f649e0977bed3790e880d551c87ed56090be2bba8fdda588a74", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 29.71123530390283, \"dd_pct\": -62.62974899911406, \"calmar\": 0.4747639833174178, \"cagr_pct\": 29.73434910898945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.728783045012764, \"sortino\": 1.0522029632783994}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.55912948152024, \"dd_pct\": -68.297450373134, \"calmar\": -0.9602739891417039, \"cagr_pct\": -65.58426511801694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3678433919765023, \"sortino\": -1.8653003965274753}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -47.30791435853994, \"dd_pct\": -54.83287293658242, \"calmar\": -1.436558503826401, \"cagr_pct\": -78.77062990627999, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.67549668874173, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.868564162259436, \"sortino\": -3.6153413368997045}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 163.62577220872572, \"dd_pct\": -80.9187041786885, \"calmar\": 0.15415128583635987, \"cagr_pct\": 12.473722297356858, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 98.21547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5046382552843485, \"sortino\": 0.7150458562484014}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.296848492770664, \"dd_pct\": -79.17812523677854, \"calmar\": 0.2146160809388044, \"cagr_pct\": 16.992898934399257, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 96.3620230700976, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5801630389427525, \"sortino\": 0.813543307934328}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 62.43431382493443, \"dd_pct\": -80.91870417868854, \"calmar\": 0.12179666459556761, \"cagr_pct\": 9.855628272359683, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 99.3236074270557, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4537195257131236, \"sortino\": 0.6490619877456826}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 163.62577220872572, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.9187041786885, "% In Market": 98.21547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7206d06fa78dda0c44f62e2d3e0ae2a1fc36443a9be6fa02336e851c80873237", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -531.0, "i_long_exit_activation_threshold": 500.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "38d725e12a9e9da9378006b45b7be6c0eb5d03eb4eb2f9c58fcbf44b41484457", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 29.71123530390283, \"dd_pct\": -62.62974899911406, \"calmar\": 0.4747639833174178, \"cagr_pct\": 29.73434910898945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.728783045012764, \"sortino\": 1.0522029632783994}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.55912948152024, \"dd_pct\": -68.297450373134, \"calmar\": -0.9602739891417039, \"cagr_pct\": -65.58426511801694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3678433919765023, \"sortino\": -1.8653003965274753}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -47.30791435853994, \"dd_pct\": -54.83287293658242, \"calmar\": -1.436558503826401, \"cagr_pct\": -78.77062990627999, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.67549668874173, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.868564162259436, \"sortino\": -3.6153413368997045}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 163.62577220872572, \"dd_pct\": -80.9187041786885, \"calmar\": 0.15415128583635987, \"cagr_pct\": 12.473722297356858, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 98.21547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5046382552843485, \"sortino\": 0.7150458562484014}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.296848492770664, \"dd_pct\": -79.17812523677854, \"calmar\": 0.2146160809388044, \"cagr_pct\": 16.992898934399257, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 96.3620230700976, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5801630389427525, \"sortino\": 0.813543307934328}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 62.43431382493443, \"dd_pct\": -80.91870417868854, \"calmar\": 0.12179666459556761, \"cagr_pct\": 9.855628272359683, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 99.3236074270557, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4537195257131236, \"sortino\": 0.6490619877456826}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 163.62577220872572, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.9187041786885, "% In Market": 98.21547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 65, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7206d06fa78dda0c44f62e2d3e0ae2a1fc36443a9be6fa02336e851c80873237", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -530.05, "i_long_exit_activation_threshold": 500.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "da812798bb2c7fdddc5297029be79d71cc46db2e4bdecaa097643b81044f2696", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 29.71123530390283, \"dd_pct\": -62.62974899911406, \"calmar\": 0.4747639833174178, \"cagr_pct\": 29.73434910898945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.728783045012764, \"sortino\": 1.0522029632783994}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.55912948152024, \"dd_pct\": -68.297450373134, \"calmar\": -0.9602739891417039, \"cagr_pct\": -65.58426511801694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3678433919765023, \"sortino\": -1.8653003965274753}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -47.30791435853994, \"dd_pct\": -54.83287293658242, \"calmar\": -1.436558503826401, \"cagr_pct\": -78.77062990627999, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.67549668874173, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.868564162259436, \"sortino\": -3.6153413368997045}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 163.62577220872572, \"dd_pct\": -80.9187041786885, \"calmar\": 0.15415128583635987, \"cagr_pct\": 12.473722297356858, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 98.21547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5046382552843485, \"sortino\": 0.7150458562484014}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.296848492770664, \"dd_pct\": -79.17812523677854, \"calmar\": 0.2146160809388044, \"cagr_pct\": 16.992898934399257, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 96.3620230700976, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5801630389427525, \"sortino\": 0.813543307934328}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 62.43431382493443, \"dd_pct\": -80.91870417868854, \"calmar\": 0.12179666459556761, \"cagr_pct\": 9.855628272359683, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 99.3236074270557, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4537195257131236, \"sortino\": 0.6490619877456826}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 163.62577220872572, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.9187041786885, "% In Market": 98.21547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7206d06fa78dda0c44f62e2d3e0ae2a1fc36443a9be6fa02336e851c80873237", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -529.95, "i_long_exit_activation_threshold": 500.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "d46d518e1a9b8833d3be8323d774d51a94a6bcdf13e50a26bd5e5744be423bc4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 29.71123530390283, \"dd_pct\": -62.62974899911406, \"calmar\": 0.4747639833174178, \"cagr_pct\": 29.73434910898945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.728783045012764, \"sortino\": 1.0522029632783994}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.55912948152024, \"dd_pct\": -68.297450373134, \"calmar\": -0.9602739891417039, \"cagr_pct\": -65.58426511801694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3678433919765023, \"sortino\": -1.8653003965274753}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -47.30791435853994, \"dd_pct\": -54.83287293658242, \"calmar\": -1.436558503826401, \"cagr_pct\": -78.77062990627999, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.67549668874173, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.868564162259436, \"sortino\": -3.6153413368997045}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 163.62577220872572, \"dd_pct\": -80.9187041786885, \"calmar\": 0.15415128583635987, \"cagr_pct\": 12.473722297356858, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 98.21547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5046382552843485, \"sortino\": 0.7150458562484014}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.296848492770664, \"dd_pct\": -79.17812523677854, \"calmar\": 0.2146160809388044, \"cagr_pct\": 16.992898934399257, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 96.3620230700976, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5801630389427525, \"sortino\": 0.813543307934328}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 62.43431382493443, \"dd_pct\": -80.91870417868854, \"calmar\": 0.12179666459556761, \"cagr_pct\": 9.855628272359683, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 99.3236074270557, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4537195257131236, \"sortino\": 0.6490619877456826}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 163.62577220872572, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.9187041786885, "% In Market": 98.21547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 61, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7206d06fa78dda0c44f62e2d3e0ae2a1fc36443a9be6fa02336e851c80873237", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -529.0, "i_long_exit_activation_threshold": 500.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "312ea2d2c7d5921eb1821755199be300c4e47fa85949684c092efffe5652dc7a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 29.71123530390283, \"dd_pct\": -62.62974899911406, \"calmar\": 0.4747639833174178, \"cagr_pct\": 29.73434910898945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.728783045012764, \"sortino\": 1.0522029632783994}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.55912948152024, \"dd_pct\": -68.297450373134, \"calmar\": -0.9602739891417039, \"cagr_pct\": -65.58426511801694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3678433919765023, \"sortino\": -1.8653003965274753}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -47.30791435853994, \"dd_pct\": -54.83287293658242, \"calmar\": -1.436558503826401, \"cagr_pct\": -78.77062990627999, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.67549668874173, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.868564162259436, \"sortino\": -3.6153413368997045}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 163.62577220872572, \"dd_pct\": -80.9187041786885, \"calmar\": 0.15415128583635987, \"cagr_pct\": 12.473722297356858, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 98.21547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5046382552843485, \"sortino\": 0.7150458562484014}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.296848492770664, \"dd_pct\": -79.17812523677854, \"calmar\": 0.2146160809388044, \"cagr_pct\": 16.992898934399257, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 96.3620230700976, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5801630389427525, \"sortino\": 0.813543307934328}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 62.43431382493443, \"dd_pct\": -80.91870417868854, \"calmar\": 0.12179666459556761, \"cagr_pct\": 9.855628272359683, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 99.3236074270557, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4537195257131236, \"sortino\": 0.6490619877456826}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 163.62577220872572, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.9187041786885, "% In Market": 98.21547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 65, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7206d06fa78dda0c44f62e2d3e0ae2a1fc36443a9be6fa02336e851c80873237", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -530.0, "i_long_exit_activation_threshold": 499.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "b6194ab31d5d5ee97e9c167ffd0e953a9c25ec353030e19b28979e97708ed5ec", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 29.71123530390283, \"dd_pct\": -62.62974899911406, \"calmar\": 0.4747639833174178, \"cagr_pct\": 29.73434910898945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.728783045012764, \"sortino\": 1.0522029632783994}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.55912948152024, \"dd_pct\": -68.297450373134, \"calmar\": -0.9602739891417039, \"cagr_pct\": -65.58426511801694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3678433919765023, \"sortino\": -1.8653003965274753}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -47.30791435853994, \"dd_pct\": -54.83287293658242, \"calmar\": -1.436558503826401, \"cagr_pct\": -78.77062990627999, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.67549668874173, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.868564162259436, \"sortino\": -3.6153413368997045}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 163.62577220872572, \"dd_pct\": -80.9187041786885, \"calmar\": 0.15415128583635987, \"cagr_pct\": 12.473722297356858, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 98.21547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5046382552843485, \"sortino\": 0.7150458562484014}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.296848492770664, \"dd_pct\": -79.17812523677854, \"calmar\": 0.2146160809388044, \"cagr_pct\": 16.992898934399257, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 96.3620230700976, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5801630389427525, \"sortino\": 0.813543307934328}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 62.43431382493443, \"dd_pct\": -80.91870417868854, \"calmar\": 0.12179666459556761, \"cagr_pct\": 9.855628272359683, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 99.3236074270557, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4537195257131236, \"sortino\": 0.6490619877456826}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 163.62577220872572, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.9187041786885, "% In Market": 98.21547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7206d06fa78dda0c44f62e2d3e0ae2a1fc36443a9be6fa02336e851c80873237", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -530.0, "i_long_exit_activation_threshold": 499.95, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "a2dae5a13932e286999c402920648145bc7341f674a910922a68cf45b2574d6c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 29.71123530390283, \"dd_pct\": -62.62974899911406, \"calmar\": 0.4747639833174178, \"cagr_pct\": 29.73434910898945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.728783045012764, \"sortino\": 1.0522029632783994}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.55912948152024, \"dd_pct\": -68.297450373134, \"calmar\": -0.9602739891417039, \"cagr_pct\": -65.58426511801694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3678433919765023, \"sortino\": -1.8653003965274753}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -47.30791435853994, \"dd_pct\": -54.83287293658242, \"calmar\": -1.436558503826401, \"cagr_pct\": -78.77062990627999, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.67549668874173, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.868564162259436, \"sortino\": -3.6153413368997045}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 163.62577220872572, \"dd_pct\": -80.9187041786885, \"calmar\": 0.15415128583635987, \"cagr_pct\": 12.473722297356858, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 98.21547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5046382552843485, \"sortino\": 0.7150458562484014}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.296848492770664, \"dd_pct\": -79.17812523677854, \"calmar\": 0.2146160809388044, \"cagr_pct\": 16.992898934399257, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 96.3620230700976, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5801630389427525, \"sortino\": 0.813543307934328}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 62.43431382493443, \"dd_pct\": -80.91870417868854, \"calmar\": 0.12179666459556761, \"cagr_pct\": 9.855628272359683, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 99.3236074270557, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4537195257131236, \"sortino\": 0.6490619877456826}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 163.62577220872572, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.9187041786885, "% In Market": 98.21547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7206d06fa78dda0c44f62e2d3e0ae2a1fc36443a9be6fa02336e851c80873237", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -530.0, "i_long_exit_activation_threshold": 500.05, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "d2dd47ec3cad2f56e6de807344ea079be6e1c90da13d3b15a2bbf29fc1a0a4ab", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 29.71123530390283, \"dd_pct\": -62.62974899911406, \"calmar\": 0.4747639833174178, \"cagr_pct\": 29.73434910898945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.728783045012764, \"sortino\": 1.0522029632783994}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.55912948152024, \"dd_pct\": -68.297450373134, \"calmar\": -0.9602739891417039, \"cagr_pct\": -65.58426511801694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3678433919765023, \"sortino\": -1.8653003965274753}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -47.30791435853994, \"dd_pct\": -54.83287293658242, \"calmar\": -1.436558503826401, \"cagr_pct\": -78.77062990627999, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.67549668874173, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.868564162259436, \"sortino\": -3.6153413368997045}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 163.62577220872572, \"dd_pct\": -80.9187041786885, \"calmar\": 0.15415128583635987, \"cagr_pct\": 12.473722297356858, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 98.21547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5046382552843485, \"sortino\": 0.7150458562484014}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.296848492770664, \"dd_pct\": -79.17812523677854, \"calmar\": 0.2146160809388044, \"cagr_pct\": 16.992898934399257, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 96.3620230700976, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5801630389427525, \"sortino\": 0.813543307934328}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 62.43431382493443, \"dd_pct\": -80.91870417868854, \"calmar\": 0.12179666459556761, \"cagr_pct\": 9.855628272359683, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 99.3236074270557, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4537195257131236, \"sortino\": 0.6490619877456826}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 163.62577220872572, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.9187041786885, "% In Market": 98.21547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7206d06fa78dda0c44f62e2d3e0ae2a1fc36443a9be6fa02336e851c80873237", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -530.0, "i_long_exit_activation_threshold": 501.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "8009c699e04e4e7317936b3d63eb7c0b8bf1ecf29f3ea4170e4a59c5e802fac7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 29.71123530390283, \"dd_pct\": -62.62974899911406, \"calmar\": 0.4747639833174178, \"cagr_pct\": 29.73434910898945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.728783045012764, \"sortino\": 1.0522029632783994}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.55912948152024, \"dd_pct\": -68.297450373134, \"calmar\": -0.9602739891417039, \"cagr_pct\": -65.58426511801694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3678433919765023, \"sortino\": -1.8653003965274753}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -47.30791435853994, \"dd_pct\": -54.83287293658242, \"calmar\": -1.436558503826401, \"cagr_pct\": -78.77062990627999, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.67549668874173, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.868564162259436, \"sortino\": -3.6153413368997045}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 163.62577220872572, \"dd_pct\": -80.9187041786885, \"calmar\": 0.15415128583635987, \"cagr_pct\": 12.473722297356858, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 98.21547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5046382552843485, \"sortino\": 0.7150458562484014}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.296848492770664, \"dd_pct\": -79.17812523677854, \"calmar\": 0.2146160809388044, \"cagr_pct\": 16.992898934399257, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 96.3620230700976, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5801630389427525, \"sortino\": 0.813543307934328}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 62.43431382493443, \"dd_pct\": -80.91870417868854, \"calmar\": 0.12179666459556761, \"cagr_pct\": 9.855628272359683, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 99.3236074270557, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4537195257131236, \"sortino\": 0.6490619877456826}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 163.62577220872572, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.9187041786885, "% In Market": 98.21547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7206d06fa78dda0c44f62e2d3e0ae2a1fc36443a9be6fa02336e851c80873237", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -530.0, "i_long_exit_activation_threshold": 500.0, "i_long_exit_activation_confirmation_threshold": -551.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "f5c628fde0835f314f4cee1ba2a38014c916ff54e520f98d33c61ed857b752ec", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 29.71123530390283, \"dd_pct\": -62.62974899911406, \"calmar\": 0.4747639833174178, \"cagr_pct\": 29.73434910898945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.728783045012764, \"sortino\": 1.0522029632783994}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.55912948152024, \"dd_pct\": -68.297450373134, \"calmar\": -0.9602739891417039, \"cagr_pct\": -65.58426511801694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3678433919765023, \"sortino\": -1.8653003965274753}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -47.30791435853994, \"dd_pct\": -54.83287293658242, \"calmar\": -1.436558503826401, \"cagr_pct\": -78.77062990627999, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.67549668874173, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.868564162259436, \"sortino\": -3.6153413368997045}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 163.62577220872572, \"dd_pct\": -80.9187041786885, \"calmar\": 0.15415128583635987, \"cagr_pct\": 12.473722297356858, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 98.21547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5046382552843485, \"sortino\": 0.7150458562484014}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.296848492770664, \"dd_pct\": -79.17812523677854, \"calmar\": 0.2146160809388044, \"cagr_pct\": 16.992898934399257, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 96.3620230700976, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5801630389427525, \"sortino\": 0.813543307934328}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 62.43431382493443, \"dd_pct\": -80.91870417868854, \"calmar\": 0.12179666459556761, \"cagr_pct\": 9.855628272359683, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 99.3236074270557, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4537195257131236, \"sortino\": 0.6490619877456826}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 163.62577220872572, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.9187041786885, "% In Market": 98.21547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 58, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7206d06fa78dda0c44f62e2d3e0ae2a1fc36443a9be6fa02336e851c80873237", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -530.0, "i_long_exit_activation_threshold": 500.0, "i_long_exit_activation_confirmation_threshold": -550.05, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "22326d9dfda1430d0b9111d416254468e00ae107e6b974cf7e4696b4ec4a7bd2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 29.71123530390283, \"dd_pct\": -62.62974899911406, \"calmar\": 0.4747639833174178, \"cagr_pct\": 29.73434910898945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.728783045012764, \"sortino\": 1.0522029632783994}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.55912948152024, \"dd_pct\": -68.297450373134, \"calmar\": -0.9602739891417039, \"cagr_pct\": -65.58426511801694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3678433919765023, \"sortino\": -1.8653003965274753}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -47.30791435853994, \"dd_pct\": -54.83287293658242, \"calmar\": -1.436558503826401, \"cagr_pct\": -78.77062990627999, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.67549668874173, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.868564162259436, \"sortino\": -3.6153413368997045}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 163.62577220872572, \"dd_pct\": -80.9187041786885, \"calmar\": 0.15415128583635987, \"cagr_pct\": 12.473722297356858, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 98.21547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5046382552843485, \"sortino\": 0.7150458562484014}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.296848492770664, \"dd_pct\": -79.17812523677854, \"calmar\": 0.2146160809388044, \"cagr_pct\": 16.992898934399257, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 96.3620230700976, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5801630389427525, \"sortino\": 0.813543307934328}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 62.43431382493443, \"dd_pct\": -80.91870417868854, \"calmar\": 0.12179666459556761, \"cagr_pct\": 9.855628272359683, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 99.3236074270557, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4537195257131236, \"sortino\": 0.6490619877456826}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 163.62577220872572, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.9187041786885, "% In Market": 98.21547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 56, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7206d06fa78dda0c44f62e2d3e0ae2a1fc36443a9be6fa02336e851c80873237", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -530.0, "i_long_exit_activation_threshold": 500.0, "i_long_exit_activation_confirmation_threshold": -549.95, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "aa49c93a5013927f4d72c9d88af183fd14d3aa7653b16d6e37c280e56b236018", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 29.71123530390283, \"dd_pct\": -62.62974899911406, \"calmar\": 0.4747639833174178, \"cagr_pct\": 29.73434910898945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.728783045012764, \"sortino\": 1.0522029632783994}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.55912948152024, \"dd_pct\": -68.297450373134, \"calmar\": -0.9602739891417039, \"cagr_pct\": -65.58426511801694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3678433919765023, \"sortino\": -1.8653003965274753}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -47.30791435853994, \"dd_pct\": -54.83287293658242, \"calmar\": -1.436558503826401, \"cagr_pct\": -78.77062990627999, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.67549668874173, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.868564162259436, \"sortino\": -3.6153413368997045}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 163.62577220872572, \"dd_pct\": -80.9187041786885, \"calmar\": 0.15415128583635987, \"cagr_pct\": 12.473722297356858, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 98.21547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5046382552843485, \"sortino\": 0.7150458562484014}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.296848492770664, \"dd_pct\": -79.17812523677854, \"calmar\": 0.2146160809388044, \"cagr_pct\": 16.992898934399257, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 96.3620230700976, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5801630389427525, \"sortino\": 0.813543307934328}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 62.43431382493443, \"dd_pct\": -80.91870417868854, \"calmar\": 0.12179666459556761, \"cagr_pct\": 9.855628272359683, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 99.3236074270557, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4537195257131236, \"sortino\": 0.6490619877456826}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 163.62577220872572, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.9187041786885, "% In Market": 98.21547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7206d06fa78dda0c44f62e2d3e0ae2a1fc36443a9be6fa02336e851c80873237", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -530.0, "i_long_exit_activation_threshold": 500.0, "i_long_exit_activation_confirmation_threshold": -549.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "46ba82b8e0c5988f8f054f7f7ac5fd0bf3809b3836c503289dbba52655f84b48", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 29.71123530390283, \"dd_pct\": -62.62974899911406, \"calmar\": 0.4747639833174178, \"cagr_pct\": 29.73434910898945, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.728783045012764, \"sortino\": 1.0522029632783994}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.55912948152024, \"dd_pct\": -68.297450373134, \"calmar\": -0.9602739891417039, \"cagr_pct\": -65.58426511801694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3678433919765023, \"sortino\": -1.8653003965274753}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -47.30791435853994, \"dd_pct\": -54.83287293658242, \"calmar\": -1.436558503826401, \"cagr_pct\": -78.77062990627999, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.67549668874173, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.868564162259436, \"sortino\": -3.6153413368997045}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 163.62577220872572, \"dd_pct\": -80.9187041786885, \"calmar\": 0.15415128583635987, \"cagr_pct\": 12.473722297356858, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 98.21547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5046382552843485, \"sortino\": 0.7150458562484014}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.296848492770664, \"dd_pct\": -79.17812523677854, \"calmar\": 0.2146160809388044, \"cagr_pct\": 16.992898934399257, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 96.3620230700976, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5801630389427525, \"sortino\": 0.813543307934328}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 62.43431382493443, \"dd_pct\": -80.91870417868854, \"calmar\": 0.12179666459556761, \"cagr_pct\": 9.855628272359683, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 99.3236074270557, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4537195257131236, \"sortino\": 0.6490619877456826}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 163.62577220872572, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.9187041786885, "% In Market": 98.21547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 64, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7206d06fa78dda0c44f62e2d3e0ae2a1fc36443a9be6fa02336e851c80873237", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -185.0, "i_long_exit_activation_threshold": -440.0, "i_long_exit_activation_confirmation_threshold": 370.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "f2709c2826ecd33a314e4b160fd5c14f0b2b7eb03e397265998d000d7466bda2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 54.85423317002438, \"dd_pct\": -14.862957630827623, \"calmar\": 3.693788611711378, \"cagr_pct\": 54.9006236330998, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 7.534246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6314858408609243, \"sortino\": 3.1891960317084678}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -5.226242817009696, \"dd_pct\": -20.604394886189116, \"calmar\": -0.2538161002511591, \"cagr_pct\": -5.229727158047446, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 7.739726027397261, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.24817796547481566, \"sortino\": -0.3848855439028174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 34.77253511480429, \"dd_pct\": -11.57077033302163, \"calmar\": 3.0075858308223644, \"cagr_pct\": 34.80008490529563, \"entries\": 42, \"exits\": 42, \"exposure_pct\": 13.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4648789253852024, \"sortino\": 2.8019914730756126}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 1.6265402702767995, \"dd_pct\": -13.37641769019724, \"calmar\": 0.1625305899198716, \"cagr_pct\": 2.174077058202364, \"entries\": 34, \"exits\": 34, \"exposure_pct\": 12.408759124087592, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2095026102111673, \"sortino\": 0.3183813092386306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -32.20730092164482, \"dd_pct\": -34.17872125148341, \"calmar\": -0.942848260921033, \"cagr_pct\": -32.22534789246589, \"entries\": 35, \"exits\": 35, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6803236500148278, \"sortino\": -3.127813148655715}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.6494976277434468, \"dd_pct\": -7.205449317510948, \"calmar\": -0.8727818785737625, \"cagr_pct\": -6.28878559130524, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7401916183725606, \"sortino\": -0.951928959790069}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.484150408002296, \"dd_pct\": -70.63070598482486, \"calmar\": -0.06107230652179681, \"cagr_pct\": -4.313580125756132, \"entries\": 296, \"exits\": 296, \"exposure_pct\": 9.594953519256308, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08853903639796594, \"sortino\": -0.13084827200462718}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -47.59858743709514, \"dd_pct\": -70.63070598482486, \"calmar\": -0.2675338081624277, \"cagr_pct\": -18.89610174532097, \"entries\": 118, \"exits\": 117, \"exposure_pct\": 10.048802129547472, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7022025176901973, \"sortino\": -0.9312424163550148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.660258935859645, \"dd_pct\": -43.18499607776843, \"calmar\": 0.1303456584502018, \"cagr_pct\": 5.628976748926108, \"entries\": 178, \"exits\": 179, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3715775121557447, \"sortino\": 0.6250601191938473}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -13.327419969857857, \"dd_pct\": -19.201881139912626, \"calmar\": -1.3540546381878402, \"cagr_pct\": -26.0003962194303, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1096076716238463, \"sortino\": -2.8815354802927837}]", "Additional_Threshold_Budget": 0, "Total Trades": 296, "Total P&L %": -30.484150408002296, "Sharpe Ratio": -0.08853903639796594, "Sortino Ratio": -0.13084827200462718, "Calmar Ratio": -0.06107230652179681, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.63070598482486, "% In Market": 9.594953519256308, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2675338081624277, "Sub1_Sortino": -0.9312424163550148, "Sub1_Trades": 118, "Sub2_Calmar": 0.1303456584502018, "Sub2_Sortino": 0.6250601191938473, "Sub2_Trades": 178, "WFO_Score": 1.1334481342562843, "WFO_Min_Fold": -0.942848260921033, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[3.693789, -0.253816, 3.007586, 0.162531, -0.942848]", "OOS_Total Trades": 17, "OOS_Total P&L %": -13.327419969857857, "OOS_Sortino Ratio": -2.8815354802927837, "OOS_Calmar Ratio": -1.3540546381878402, "OOS_Max Drawdown %": -19.201881139912626, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6dfbbf469b5a65e01f29d2bc904ba6927cf02c1cb31a823336dc2c2a94d31e35", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -186.0, "i_long_exit_activation_threshold": -440.0, "i_long_exit_activation_confirmation_threshold": 370.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "6a8aab463f6daf3f4b54fa2e64afba52ac507f756df34d9505981b93c65ccfbb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 54.85423317002438, \"dd_pct\": -14.862957630827623, \"calmar\": 3.693788611711378, \"cagr_pct\": 54.9006236330998, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 7.534246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6314858408609243, \"sortino\": 3.1891960317084678}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -5.226242817009696, \"dd_pct\": -20.604394886189116, \"calmar\": -0.2538161002511591, \"cagr_pct\": -5.229727158047446, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 7.739726027397261, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.24817796547481566, \"sortino\": -0.3848855439028174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 34.77253511480429, \"dd_pct\": -11.57077033302163, \"calmar\": 3.0075858308223644, \"cagr_pct\": 34.80008490529563, \"entries\": 42, \"exits\": 42, \"exposure_pct\": 13.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4648789253852024, \"sortino\": 2.8019914730756126}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 1.6265402702767995, \"dd_pct\": -13.37641769019724, \"calmar\": 0.1625305899198716, \"cagr_pct\": 2.174077058202364, \"entries\": 34, \"exits\": 34, \"exposure_pct\": 12.408759124087592, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2095026102111673, \"sortino\": 0.3183813092386306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -32.20730092164482, \"dd_pct\": -34.17872125148341, \"calmar\": -0.942848260921033, \"cagr_pct\": -32.22534789246589, \"entries\": 35, \"exits\": 35, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6803236500148278, \"sortino\": -3.127813148655715}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.6494976277434468, \"dd_pct\": -7.205449317510948, \"calmar\": -0.8727818785737625, \"cagr_pct\": -6.28878559130524, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7401916183725606, \"sortino\": -0.951928959790069}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -33.97428478175457, \"dd_pct\": -72.10522989810228, \"calmar\": -0.06808680152425466, \"cagr_pct\": -4.909414476932843, \"entries\": 297, \"exits\": 297, \"exposure_pct\": 9.611553784860558, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.11526987328235315, \"sortino\": -0.1695424247394375}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -50.22946906038494, \"dd_pct\": -72.10522989810228, \"calmar\": -0.28068444208838056, \"cagr_pct\": -20.238816225603255, \"entries\": 119, \"exits\": 118, \"exposure_pct\": 10.093167701863354, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7594828849057095, \"sortino\": -1.0009868995938256}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.660258935859645, \"dd_pct\": -43.18499607776843, \"calmar\": 0.1303456584502018, \"cagr_pct\": 5.628976748926108, \"entries\": 178, \"exits\": 179, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3715775121557447, \"sortino\": 0.6250601191938473}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -14.138746412341996, \"dd_pct\": -19.9582178073035, \"calmar\": -1.3754290445959254, \"cagr_pct\": -27.45111245053684, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 7.780979827089338, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.24184420087304, \"sortino\": -3.0489380170259834}]", "Additional_Threshold_Budget": 0, "Total Trades": 297, "Total P&L %": -33.97428478175457, "Sharpe Ratio": -0.11526987328235315, "Sortino Ratio": -0.1695424247394375, "Calmar Ratio": -0.06808680152425466, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.10522989810228, "% In Market": 9.611553784860558, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.28068444208838056, "Sub1_Sortino": -1.0009868995938256, "Sub1_Trades": 119, "Sub2_Calmar": 0.1303456584502018, "Sub2_Sortino": 0.6250601191938473, "Sub2_Trades": 178, "WFO_Score": 1.1334481342562843, "WFO_Min_Fold": -0.942848260921033, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[3.693789, -0.253816, 3.007586, 0.162531, -0.942848]", "OOS_Total Trades": 18, "OOS_Total P&L %": -14.138746412341996, "OOS_Sortino Ratio": -3.0489380170259834, "OOS_Calmar Ratio": -1.3754290445959254, "OOS_Max Drawdown %": -19.9582178073035, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6dfbbf469b5a65e01f29d2bc904ba6927cf02c1cb31a823336dc2c2a94d31e35", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -185.05, "i_long_exit_activation_threshold": -440.0, "i_long_exit_activation_confirmation_threshold": 370.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "e9064d991d9ee2ffb2278ae7118124eff19c6609119fdb2a1166c3b7b24302b5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 54.85423317002438, \"dd_pct\": -14.862957630827623, \"calmar\": 3.693788611711378, \"cagr_pct\": 54.9006236330998, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 7.534246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6314858408609243, \"sortino\": 3.1891960317084678}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -5.226242817009696, \"dd_pct\": -20.604394886189116, \"calmar\": -0.2538161002511591, \"cagr_pct\": -5.229727158047446, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 7.739726027397261, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.24817796547481566, \"sortino\": -0.3848855439028174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 34.77253511480429, \"dd_pct\": -11.57077033302163, \"calmar\": 3.0075858308223644, \"cagr_pct\": 34.80008490529563, \"entries\": 42, \"exits\": 42, \"exposure_pct\": 13.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4648789253852024, \"sortino\": 2.8019914730756126}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 1.6265402702767995, \"dd_pct\": -13.37641769019724, \"calmar\": 0.1625305899198716, \"cagr_pct\": 2.174077058202364, \"entries\": 34, \"exits\": 34, \"exposure_pct\": 12.408759124087592, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2095026102111673, \"sortino\": 0.3183813092386306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -32.20730092164482, \"dd_pct\": -34.17872125148341, \"calmar\": -0.942848260921033, \"cagr_pct\": -32.22534789246589, \"entries\": 35, \"exits\": 35, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6803236500148278, \"sortino\": -3.127813148655715}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.6494976277434468, \"dd_pct\": -7.205449317510948, \"calmar\": -0.8727818785737625, \"cagr_pct\": -6.28878559130524, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7401916183725606, \"sortino\": -0.951928959790069}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.484150408002296, \"dd_pct\": -70.63070598482486, \"calmar\": -0.06107230652179681, \"cagr_pct\": -4.313580125756132, \"entries\": 296, \"exits\": 296, \"exposure_pct\": 9.594953519256308, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08853903639796594, \"sortino\": -0.13084827200462718}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -47.59858743709514, \"dd_pct\": -70.63070598482486, \"calmar\": -0.2675338081624277, \"cagr_pct\": -18.89610174532097, \"entries\": 118, \"exits\": 117, \"exposure_pct\": 10.048802129547472, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7022025176901973, \"sortino\": -0.9312424163550148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.660258935859645, \"dd_pct\": -43.18499607776843, \"calmar\": 0.1303456584502018, \"cagr_pct\": 5.628976748926108, \"entries\": 178, \"exits\": 179, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3715775121557447, \"sortino\": 0.6250601191938473}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -13.327419969857857, \"dd_pct\": -19.201881139912626, \"calmar\": -1.3540546381878402, \"cagr_pct\": -26.0003962194303, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1096076716238463, \"sortino\": -2.8815354802927837}]", "Additional_Threshold_Budget": 0, "Total Trades": 296, "Total P&L %": -30.484150408002296, "Sharpe Ratio": -0.08853903639796594, "Sortino Ratio": -0.13084827200462718, "Calmar Ratio": -0.06107230652179681, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.63070598482486, "% In Market": 9.594953519256308, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2675338081624277, "Sub1_Sortino": -0.9312424163550148, "Sub1_Trades": 118, "Sub2_Calmar": 0.1303456584502018, "Sub2_Sortino": 0.6250601191938473, "Sub2_Trades": 178, "WFO_Score": 1.1334481342562843, "WFO_Min_Fold": -0.942848260921033, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[3.693789, -0.253816, 3.007586, 0.162531, -0.942848]", "OOS_Total Trades": 17, "OOS_Total P&L %": -13.327419969857857, "OOS_Sortino Ratio": -2.8815354802927837, "OOS_Calmar Ratio": -1.3540546381878402, "OOS_Max Drawdown %": -19.201881139912626, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6dfbbf469b5a65e01f29d2bc904ba6927cf02c1cb31a823336dc2c2a94d31e35", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -184.95, "i_long_exit_activation_threshold": -440.0, "i_long_exit_activation_confirmation_threshold": 370.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "2bcb4623ef29826e51eafa9d2d6d14c068e89226fa5d68dd74a0f1048319de2d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 54.85423317002438, \"dd_pct\": -14.862957630827623, \"calmar\": 3.693788611711378, \"cagr_pct\": 54.9006236330998, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 7.534246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6314858408609243, \"sortino\": 3.1891960317084678}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -5.226242817009696, \"dd_pct\": -20.604394886189116, \"calmar\": -0.2538161002511591, \"cagr_pct\": -5.229727158047446, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 7.739726027397261, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.24817796547481566, \"sortino\": -0.3848855439028174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 34.77253511480429, \"dd_pct\": -11.57077033302163, \"calmar\": 3.0075858308223644, \"cagr_pct\": 34.80008490529563, \"entries\": 42, \"exits\": 42, \"exposure_pct\": 13.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4648789253852024, \"sortino\": 2.8019914730756126}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 1.6265402702767995, \"dd_pct\": -13.37641769019724, \"calmar\": 0.1625305899198716, \"cagr_pct\": 2.174077058202364, \"entries\": 34, \"exits\": 34, \"exposure_pct\": 12.408759124087592, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2095026102111673, \"sortino\": 0.3183813092386306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -32.20730092164482, \"dd_pct\": -34.17872125148341, \"calmar\": -0.942848260921033, \"cagr_pct\": -32.22534789246589, \"entries\": 35, \"exits\": 35, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6803236500148278, \"sortino\": -3.127813148655715}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.6494976277434468, \"dd_pct\": -7.205449317510948, \"calmar\": -0.8727818785737625, \"cagr_pct\": -6.28878559130524, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7401916183725606, \"sortino\": -0.951928959790069}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.484150408002296, \"dd_pct\": -70.63070598482486, \"calmar\": -0.06107230652179681, \"cagr_pct\": -4.313580125756132, \"entries\": 296, \"exits\": 296, \"exposure_pct\": 9.594953519256308, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08853903639796594, \"sortino\": -0.13084827200462718}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -47.59858743709514, \"dd_pct\": -70.63070598482486, \"calmar\": -0.2675338081624277, \"cagr_pct\": -18.89610174532097, \"entries\": 118, \"exits\": 117, \"exposure_pct\": 10.048802129547472, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7022025176901973, \"sortino\": -0.9312424163550148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.660258935859645, \"dd_pct\": -43.18499607776843, \"calmar\": 0.1303456584502018, \"cagr_pct\": 5.628976748926108, \"entries\": 178, \"exits\": 179, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3715775121557447, \"sortino\": 0.6250601191938473}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -13.327419969857857, \"dd_pct\": -19.201881139912626, \"calmar\": -1.3540546381878402, \"cagr_pct\": -26.0003962194303, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1096076716238463, \"sortino\": -2.8815354802927837}]", "Additional_Threshold_Budget": 0, "Total Trades": 296, "Total P&L %": -30.484150408002296, "Sharpe Ratio": -0.08853903639796594, "Sortino Ratio": -0.13084827200462718, "Calmar Ratio": -0.06107230652179681, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.63070598482486, "% In Market": 9.594953519256308, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2675338081624277, "Sub1_Sortino": -0.9312424163550148, "Sub1_Trades": 118, "Sub2_Calmar": 0.1303456584502018, "Sub2_Sortino": 0.6250601191938473, "Sub2_Trades": 178, "WFO_Score": 1.1334481342562843, "WFO_Min_Fold": -0.942848260921033, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[3.693789, -0.253816, 3.007586, 0.162531, -0.942848]", "OOS_Total Trades": 17, "OOS_Total P&L %": -13.327419969857857, "OOS_Sortino Ratio": -2.8815354802927837, "OOS_Calmar Ratio": -1.3540546381878402, "OOS_Max Drawdown %": -19.201881139912626, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6dfbbf469b5a65e01f29d2bc904ba6927cf02c1cb31a823336dc2c2a94d31e35", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -184.0, "i_long_exit_activation_threshold": -440.0, "i_long_exit_activation_confirmation_threshold": 370.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "2efb653c17d4cff9a87950892374ea0adf3f4e609e625966e97268b974e7f035", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 51.82165971341093, \"dd_pct\": -14.862957630827655, \"calmar\": 3.4895534083193622, \"cagr_pct\": 51.86508445836092, \"entries\": 25, \"exits\": 26, \"exposure_pct\": 7.260273972602739, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.5822501517161787, \"sortino\": 3.0722405459588478}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -5.226242817009696, \"dd_pct\": -20.604394886189116, \"calmar\": -0.2538161002511591, \"cagr_pct\": -5.229727158047446, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 7.739726027397261, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.24817796547481566, \"sortino\": -0.3848855439028174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 34.77253511480429, \"dd_pct\": -11.57077033302163, \"calmar\": 3.0075858308223644, \"cagr_pct\": 34.80008490529563, \"entries\": 42, \"exits\": 42, \"exposure_pct\": 13.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4648789253852024, \"sortino\": 2.8019914730756126}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 1.6265402702767995, \"dd_pct\": -13.37641769019724, \"calmar\": 0.1625305899198716, \"cagr_pct\": 2.174077058202364, \"entries\": 34, \"exits\": 34, \"exposure_pct\": 12.408759124087592, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2095026102111673, \"sortino\": 0.3183813092386306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -32.20730092164482, \"dd_pct\": -34.17872125148341, \"calmar\": -0.942848260921033, \"cagr_pct\": -32.22534789246589, \"entries\": 35, \"exits\": 35, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6803236500148278, \"sortino\": -3.127813148655715}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.6494976277434468, \"dd_pct\": -7.205449317510948, \"calmar\": -0.8727818785737625, \"cagr_pct\": -6.28878559130524, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7401916183725606, \"sortino\": -0.951928959790069}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -31.845507575779152, \"dd_pct\": -70.63070598482486, \"calmar\": -0.06431754912758472, \"cagr_pct\": -4.5427939020949655, \"entries\": 294, \"exits\": 294, \"exposure_pct\": 9.56175298804781, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10030421755880549, \"sortino\": -0.14792573969615574}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -47.59858743709514, \"dd_pct\": -70.63070598482486, \"calmar\": -0.2675338081624277, \"cagr_pct\": -18.89610174532097, \"entries\": 118, \"exits\": 117, \"exposure_pct\": 10.048802129547472, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7022025176901973, \"sortino\": -0.9312424163550148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 30.062319107152003, \"dd_pct\": -43.18499607776851, \"calmar\": 0.12099002920865877, \"cagr_pct\": 5.224953936825027, \"entries\": 176, \"exits\": 177, \"exposure_pct\": 9.270557029177718, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3534098461505532, \"sortino\": 0.5923828167179921}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -13.327419969857857, \"dd_pct\": -19.201881139912626, \"calmar\": -1.3540546381878402, \"cagr_pct\": -26.0003962194303, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1096076716238463, \"sortino\": -2.8815354802927837}]", "Additional_Threshold_Budget": 0, "Total Trades": 294, "Total P&L %": -31.845507575779152, "Sharpe Ratio": -0.10030421755880549, "Sortino Ratio": -0.14792573969615574, "Calmar Ratio": -0.06431754912758472, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.63070598482486, "% In Market": 9.56175298804781, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2675338081624277, "Sub1_Sortino": -0.9312424163550148, "Sub1_Trades": 118, "Sub2_Calmar": 0.12099002920865877, "Sub2_Sortino": 0.5923828167179921, "Sub2_Trades": 176, "WFO_Score": 1.0926010935778812, "WFO_Min_Fold": -0.942848260921033, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[3.489553, -0.253816, 3.007586, 0.162531, -0.942848]", "OOS_Total Trades": 17, "OOS_Total P&L %": -13.327419969857857, "OOS_Sortino Ratio": -2.8815354802927837, "OOS_Calmar Ratio": -1.3540546381878402, "OOS_Max Drawdown %": -19.201881139912626, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6dfbbf469b5a65e01f29d2bc904ba6927cf02c1cb31a823336dc2c2a94d31e35", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -185.0, "i_long_exit_activation_threshold": -441.0, "i_long_exit_activation_confirmation_threshold": 370.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "8bd59ab1ec94fa09f5d1c6352361ffdce0c1a561987b378415ab302dec56486f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 55.116093522940865, \"dd_pct\": -14.862957630827578, \"calmar\": 3.7114242915067823, \"cagr_pct\": 55.16274199468957, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.635932232627698, \"sortino\": 3.1953522245607844}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -5.226242817009696, \"dd_pct\": -20.604394886189116, \"calmar\": -0.2538161002511591, \"cagr_pct\": -5.229727158047446, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 7.739726027397261, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.24817796547481566, \"sortino\": -0.3848855439028174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 34.77253511480429, \"dd_pct\": -11.57077033302163, \"calmar\": 3.0075858308223644, \"cagr_pct\": 34.80008490529563, \"entries\": 42, \"exits\": 42, \"exposure_pct\": 13.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4648789253852024, \"sortino\": 2.8019914730756126}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 1.6265402702767995, \"dd_pct\": -13.37641769019724, \"calmar\": 0.1625305899198716, \"cagr_pct\": 2.174077058202364, \"entries\": 34, \"exits\": 34, \"exposure_pct\": 12.408759124087592, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2095026102111673, \"sortino\": 0.3183813092386306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -32.20730092164482, \"dd_pct\": -34.17872125148341, \"calmar\": -0.942848260921033, \"cagr_pct\": -32.22534789246589, \"entries\": 35, \"exits\": 35, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6803236500148278, \"sortino\": -3.127813148655715}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.6494976277434468, \"dd_pct\": -7.205449317510948, \"calmar\": -0.8727818785737625, \"cagr_pct\": -6.28878559130524, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7401916183725606, \"sortino\": -0.951928959790069}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.366598278268377, \"dd_pct\": -70.63070598482486, \"calmar\": -0.06079470858511659, \"cagr_pct\": -4.2939731875084775, \"entries\": 295, \"exits\": 295, \"exposure_pct\": 9.611553784860558, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08754970477272651, \"sortino\": -0.12938531101774894}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -47.59858743709514, \"dd_pct\": -70.63070598482486, \"calmar\": -0.2675338081624277, \"cagr_pct\": -18.89610174532097, \"entries\": 118, \"exits\": 117, \"exposure_pct\": 10.048802129547472, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7022025176901973, \"sortino\": -0.9312424163550148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.88458901397089, \"dd_pct\": -43.18499607776849, \"calmar\": 0.1311465613714728, \"cagr_pct\": 5.663563738439876, \"entries\": 177, \"exits\": 178, \"exposure_pct\": 9.350132625994695, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.37313772847188126, \"sortino\": 0.627598395234629}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -13.327419969857857, \"dd_pct\": -19.201881139912626, \"calmar\": -1.3540546381878402, \"cagr_pct\": -26.0003962194303, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1096076716238463, \"sortino\": -2.8815354802927837}]", "Additional_Threshold_Budget": 0, "Total Trades": 295, "Total P&L %": -30.366598278268377, "Sharpe Ratio": -0.08754970477272651, "Sortino Ratio": -0.12938531101774894, "Calmar Ratio": -0.06079470858511659, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.63070598482486, "% In Market": 9.611553784860558, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2675338081624277, "Sub1_Sortino": -0.9312424163550148, "Sub1_Trades": 118, "Sub2_Calmar": 0.1311465613714728, "Sub2_Sortino": 0.627598395234629, "Sub2_Trades": 177, "WFO_Score": 1.1369752702153653, "WFO_Min_Fold": -0.942848260921033, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[3.711424, -0.253816, 3.007586, 0.162531, -0.942848]", "OOS_Total Trades": 17, "OOS_Total P&L %": -13.327419969857857, "OOS_Sortino Ratio": -2.8815354802927837, "OOS_Calmar Ratio": -1.3540546381878402, "OOS_Max Drawdown %": -19.201881139912626, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6dfbbf469b5a65e01f29d2bc904ba6927cf02c1cb31a823336dc2c2a94d31e35", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -185.0, "i_long_exit_activation_threshold": -440.05, "i_long_exit_activation_confirmation_threshold": 370.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "843a9d566e85f1741094e426f349fab2566fd4b14581757b874865c1990091ea", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 54.85423317002438, \"dd_pct\": -14.862957630827623, \"calmar\": 3.693788611711378, \"cagr_pct\": 54.9006236330998, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 7.534246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6314858408609243, \"sortino\": 3.1891960317084678}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -5.226242817009696, \"dd_pct\": -20.604394886189116, \"calmar\": -0.2538161002511591, \"cagr_pct\": -5.229727158047446, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 7.739726027397261, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.24817796547481566, \"sortino\": -0.3848855439028174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 34.77253511480429, \"dd_pct\": -11.57077033302163, \"calmar\": 3.0075858308223644, \"cagr_pct\": 34.80008490529563, \"entries\": 42, \"exits\": 42, \"exposure_pct\": 13.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4648789253852024, \"sortino\": 2.8019914730756126}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 1.6265402702767995, \"dd_pct\": -13.37641769019724, \"calmar\": 0.1625305899198716, \"cagr_pct\": 2.174077058202364, \"entries\": 34, \"exits\": 34, \"exposure_pct\": 12.408759124087592, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2095026102111673, \"sortino\": 0.3183813092386306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -32.20730092164482, \"dd_pct\": -34.17872125148341, \"calmar\": -0.942848260921033, \"cagr_pct\": -32.22534789246589, \"entries\": 35, \"exits\": 35, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6803236500148278, \"sortino\": -3.127813148655715}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.6494976277434468, \"dd_pct\": -7.205449317510948, \"calmar\": -0.8727818785737625, \"cagr_pct\": -6.28878559130524, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7401916183725606, \"sortino\": -0.951928959790069}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.484150408002296, \"dd_pct\": -70.63070598482486, \"calmar\": -0.06107230652179681, \"cagr_pct\": -4.313580125756132, \"entries\": 296, \"exits\": 296, \"exposure_pct\": 9.594953519256308, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08853903639796594, \"sortino\": -0.13084827200462718}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -47.59858743709514, \"dd_pct\": -70.63070598482486, \"calmar\": -0.2675338081624277, \"cagr_pct\": -18.89610174532097, \"entries\": 118, \"exits\": 117, \"exposure_pct\": 10.048802129547472, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7022025176901973, \"sortino\": -0.9312424163550148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.660258935859645, \"dd_pct\": -43.18499607776843, \"calmar\": 0.1303456584502018, \"cagr_pct\": 5.628976748926108, \"entries\": 178, \"exits\": 179, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3715775121557447, \"sortino\": 0.6250601191938473}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -13.327419969857857, \"dd_pct\": -19.201881139912626, \"calmar\": -1.3540546381878402, \"cagr_pct\": -26.0003962194303, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1096076716238463, \"sortino\": -2.8815354802927837}]", "Additional_Threshold_Budget": 0, "Total Trades": 296, "Total P&L %": -30.484150408002296, "Sharpe Ratio": -0.08853903639796594, "Sortino Ratio": -0.13084827200462718, "Calmar Ratio": -0.06107230652179681, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.63070598482486, "% In Market": 9.594953519256308, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2675338081624277, "Sub1_Sortino": -0.9312424163550148, "Sub1_Trades": 118, "Sub2_Calmar": 0.1303456584502018, "Sub2_Sortino": 0.6250601191938473, "Sub2_Trades": 178, "WFO_Score": 1.1334481342562843, "WFO_Min_Fold": -0.942848260921033, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[3.693789, -0.253816, 3.007586, 0.162531, -0.942848]", "OOS_Total Trades": 17, "OOS_Total P&L %": -13.327419969857857, "OOS_Sortino Ratio": -2.8815354802927837, "OOS_Calmar Ratio": -1.3540546381878402, "OOS_Max Drawdown %": -19.201881139912626, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6dfbbf469b5a65e01f29d2bc904ba6927cf02c1cb31a823336dc2c2a94d31e35", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -185.0, "i_long_exit_activation_threshold": -439.95, "i_long_exit_activation_confirmation_threshold": 370.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "396e5e592370929f74734250255c1049ac431b5cd480549018bae51a546e5054", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 54.85423317002438, \"dd_pct\": -14.862957630827623, \"calmar\": 3.693788611711378, \"cagr_pct\": 54.9006236330998, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 7.534246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6314858408609243, \"sortino\": 3.1891960317084678}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -5.226242817009696, \"dd_pct\": -20.604394886189116, \"calmar\": -0.2538161002511591, \"cagr_pct\": -5.229727158047446, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 7.739726027397261, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.24817796547481566, \"sortino\": -0.3848855439028174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 34.77253511480429, \"dd_pct\": -11.57077033302163, \"calmar\": 3.0075858308223644, \"cagr_pct\": 34.80008490529563, \"entries\": 42, \"exits\": 42, \"exposure_pct\": 13.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4648789253852024, \"sortino\": 2.8019914730756126}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 1.6265402702767995, \"dd_pct\": -13.37641769019724, \"calmar\": 0.1625305899198716, \"cagr_pct\": 2.174077058202364, \"entries\": 34, \"exits\": 34, \"exposure_pct\": 12.408759124087592, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2095026102111673, \"sortino\": 0.3183813092386306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -32.20730092164482, \"dd_pct\": -34.17872125148341, \"calmar\": -0.942848260921033, \"cagr_pct\": -32.22534789246589, \"entries\": 35, \"exits\": 35, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6803236500148278, \"sortino\": -3.127813148655715}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.6494976277434468, \"dd_pct\": -7.205449317510948, \"calmar\": -0.8727818785737625, \"cagr_pct\": -6.28878559130524, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7401916183725606, \"sortino\": -0.951928959790069}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -31.65145661037114, \"dd_pct\": -71.12387350366156, \"calmar\": -0.06340876135163696, \"cagr_pct\": -4.509876721397691, \"entries\": 297, \"exits\": 297, \"exposure_pct\": 9.545152722443559, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.09811005800084101, \"sortino\": -0.14496748143549765}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -48.478508983858646, \"dd_pct\": -71.12387350366156, \"calmar\": -0.2719200405682762, \"cagr_pct\": -19.340006568488594, \"entries\": 119, \"exits\": 118, \"exposure_pct\": 9.915705412599822, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7258676427246257, \"sortino\": -0.9619680972412921}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.660258935859645, \"dd_pct\": -43.18499607776843, \"calmar\": 0.1303456584502018, \"cagr_pct\": 5.628976748926108, \"entries\": 178, \"exits\": 179, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3715775121557447, \"sortino\": 0.6250601191938473}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -13.327419969857857, \"dd_pct\": -19.201881139912626, \"calmar\": -1.3540546381878402, \"cagr_pct\": -26.0003962194303, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1096076716238463, \"sortino\": -2.8815354802927837}]", "Additional_Threshold_Budget": 0, "Total Trades": 297, "Total P&L %": -31.65145661037114, "Sharpe Ratio": -0.09811005800084101, "Sortino Ratio": -0.14496748143549765, "Calmar Ratio": -0.06340876135163696, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.12387350366156, "% In Market": 9.545152722443559, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2719200405682762, "Sub1_Sortino": -0.9619680972412921, "Sub1_Trades": 119, "Sub2_Calmar": 0.1303456584502018, "Sub2_Sortino": 0.6250601191938473, "Sub2_Trades": 178, "WFO_Score": 1.1334481342562843, "WFO_Min_Fold": -0.942848260921033, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[3.693789, -0.253816, 3.007586, 0.162531, -0.942848]", "OOS_Total Trades": 17, "OOS_Total P&L %": -13.327419969857857, "OOS_Sortino Ratio": -2.8815354802927837, "OOS_Calmar Ratio": -1.3540546381878402, "OOS_Max Drawdown %": -19.201881139912626, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6dfbbf469b5a65e01f29d2bc904ba6927cf02c1cb31a823336dc2c2a94d31e35", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -185.0, "i_long_exit_activation_threshold": -439.0, "i_long_exit_activation_confirmation_threshold": 370.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "b0734f668fa52ffe5a34a234d66698c8ea9d95bb0a29586e7f29d53cd856037d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 54.85423317002438, \"dd_pct\": -14.862957630827623, \"calmar\": 3.693788611711378, \"cagr_pct\": 54.9006236330998, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 7.534246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6314858408609243, \"sortino\": 3.1891960317084678}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -5.226242817009696, \"dd_pct\": -20.604394886189116, \"calmar\": -0.2538161002511591, \"cagr_pct\": -5.229727158047446, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 7.739726027397261, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.24817796547481566, \"sortino\": -0.3848855439028174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 34.77253511480429, \"dd_pct\": -11.57077033302163, \"calmar\": 3.0075858308223644, \"cagr_pct\": 34.80008490529563, \"entries\": 42, \"exits\": 42, \"exposure_pct\": 13.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4648789253852024, \"sortino\": 2.8019914730756126}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 1.6265402702767995, \"dd_pct\": -13.37641769019724, \"calmar\": 0.1625305899198716, \"cagr_pct\": 2.174077058202364, \"entries\": 34, \"exits\": 34, \"exposure_pct\": 12.408759124087592, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2095026102111673, \"sortino\": 0.3183813092386306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -32.20730092164482, \"dd_pct\": -34.17872125148341, \"calmar\": -0.942848260921033, \"cagr_pct\": -32.22534789246589, \"entries\": 35, \"exits\": 35, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6803236500148278, \"sortino\": -3.127813148655715}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.6494976277434468, \"dd_pct\": -7.205449317510948, \"calmar\": -0.8727818785737625, \"cagr_pct\": -6.28878559130524, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7401916183725606, \"sortino\": -0.951928959790069}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -31.951622331696928, \"dd_pct\": -71.12387350366156, \"calmar\": -0.06412515156062042, \"cagr_pct\": -4.560829168000692, \"entries\": 297, \"exits\": 297, \"exposure_pct\": 9.536852589641434, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10059530819747822, \"sortino\": -0.14860515839207622}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -48.70477548125092, \"dd_pct\": -71.12387350366156, \"calmar\": -0.2735365811207586, \"cagr_pct\": -19.45498119425689, \"entries\": 119, \"exits\": 118, \"exposure_pct\": 9.89352262644188, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7320025287003855, \"sortino\": -0.9696306021634838}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.660258935859645, \"dd_pct\": -43.18499607776843, \"calmar\": 0.1303456584502018, \"cagr_pct\": 5.628976748926108, \"entries\": 178, \"exits\": 179, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3715775121557447, \"sortino\": 0.6250601191938473}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -13.327419969857857, \"dd_pct\": -19.201881139912626, \"calmar\": -1.3540546381878402, \"cagr_pct\": -26.0003962194303, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1096076716238463, \"sortino\": -2.8815354802927837}]", "Additional_Threshold_Budget": 0, "Total Trades": 297, "Total P&L %": -31.951622331696928, "Sharpe Ratio": -0.10059530819747822, "Sortino Ratio": -0.14860515839207622, "Calmar Ratio": -0.06412515156062042, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.12387350366156, "% In Market": 9.536852589641434, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2735365811207586, "Sub1_Sortino": -0.9696306021634838, "Sub1_Trades": 119, "Sub2_Calmar": 0.1303456584502018, "Sub2_Sortino": 0.6250601191938473, "Sub2_Trades": 178, "WFO_Score": 1.1334481342562843, "WFO_Min_Fold": -0.942848260921033, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[3.693789, -0.253816, 3.007586, 0.162531, -0.942848]", "OOS_Total Trades": 17, "OOS_Total P&L %": -13.327419969857857, "OOS_Sortino Ratio": -2.8815354802927837, "OOS_Calmar Ratio": -1.3540546381878402, "OOS_Max Drawdown %": -19.201881139912626, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6dfbbf469b5a65e01f29d2bc904ba6927cf02c1cb31a823336dc2c2a94d31e35", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -185.0, "i_long_exit_activation_threshold": -440.0, "i_long_exit_activation_confirmation_threshold": 369.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "bdc820eb86c291c0729d47ccd2f62831c991e0d2c4d366573b01bdf5ed8d502b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 54.85423317002438, \"dd_pct\": -14.862957630827623, \"calmar\": 3.693788611711378, \"cagr_pct\": 54.9006236330998, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 7.534246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6314858408609243, \"sortino\": 3.1891960317084678}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -5.226242817009696, \"dd_pct\": -20.604394886189116, \"calmar\": -0.2538161002511591, \"cagr_pct\": -5.229727158047446, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 7.739726027397261, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.24817796547481566, \"sortino\": -0.3848855439028174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 34.77253511480429, \"dd_pct\": -11.57077033302163, \"calmar\": 3.0075858308223644, \"cagr_pct\": 34.80008490529563, \"entries\": 42, \"exits\": 42, \"exposure_pct\": 13.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4648789253852024, \"sortino\": 2.8019914730756126}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 1.6265402702767995, \"dd_pct\": -13.37641769019724, \"calmar\": 0.1625305899198716, \"cagr_pct\": 2.174077058202364, \"entries\": 34, \"exits\": 34, \"exposure_pct\": 12.408759124087592, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2095026102111673, \"sortino\": 0.3183813092386306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -32.20730092164482, \"dd_pct\": -34.17872125148341, \"calmar\": -0.942848260921033, \"cagr_pct\": -32.22534789246589, \"entries\": 35, \"exits\": 35, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6803236500148278, \"sortino\": -3.127813148655715}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.6494976277434468, \"dd_pct\": -7.205449317510948, \"calmar\": -0.8727818785737625, \"cagr_pct\": -6.28878559130524, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7401916183725606, \"sortino\": -0.951928959790069}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.484150408002296, \"dd_pct\": -70.63070598482486, \"calmar\": -0.06107230652179681, \"cagr_pct\": -4.313580125756132, \"entries\": 296, \"exits\": 296, \"exposure_pct\": 9.594953519256308, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08853903639796594, \"sortino\": -0.13084827200462718}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -47.59858743709514, \"dd_pct\": -70.63070598482486, \"calmar\": -0.2675338081624277, \"cagr_pct\": -18.89610174532097, \"entries\": 118, \"exits\": 117, \"exposure_pct\": 10.048802129547472, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7022025176901973, \"sortino\": -0.9312424163550148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.660258935859645, \"dd_pct\": -43.18499607776843, \"calmar\": 0.1303456584502018, \"cagr_pct\": 5.628976748926108, \"entries\": 178, \"exits\": 179, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3715775121557447, \"sortino\": 0.6250601191938473}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -13.327419969857857, \"dd_pct\": -19.201881139912626, \"calmar\": -1.3540546381878402, \"cagr_pct\": -26.0003962194303, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1096076716238463, \"sortino\": -2.8815354802927837}]", "Additional_Threshold_Budget": 0, "Total Trades": 296, "Total P&L %": -30.484150408002296, "Sharpe Ratio": -0.08853903639796594, "Sortino Ratio": -0.13084827200462718, "Calmar Ratio": -0.06107230652179681, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.63070598482486, "% In Market": 9.594953519256308, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2675338081624277, "Sub1_Sortino": -0.9312424163550148, "Sub1_Trades": 118, "Sub2_Calmar": 0.1303456584502018, "Sub2_Sortino": 0.6250601191938473, "Sub2_Trades": 178, "WFO_Score": 1.1334481342562843, "WFO_Min_Fold": -0.942848260921033, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[3.693789, -0.253816, 3.007586, 0.162531, -0.942848]", "OOS_Total Trades": 17, "OOS_Total P&L %": -13.327419969857857, "OOS_Sortino Ratio": -2.8815354802927837, "OOS_Calmar Ratio": -1.3540546381878402, "OOS_Max Drawdown %": -19.201881139912626, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6dfbbf469b5a65e01f29d2bc904ba6927cf02c1cb31a823336dc2c2a94d31e35", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -185.0, "i_long_exit_activation_threshold": -440.0, "i_long_exit_activation_confirmation_threshold": 369.95, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "e788d2052adff686bac6cf8cc5389a5e2615d24f677ff7009ef4fd3b8968ce9e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 54.85423317002438, \"dd_pct\": -14.862957630827623, \"calmar\": 3.693788611711378, \"cagr_pct\": 54.9006236330998, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 7.534246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6314858408609243, \"sortino\": 3.1891960317084678}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -5.226242817009696, \"dd_pct\": -20.604394886189116, \"calmar\": -0.2538161002511591, \"cagr_pct\": -5.229727158047446, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 7.739726027397261, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.24817796547481566, \"sortino\": -0.3848855439028174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 34.77253511480429, \"dd_pct\": -11.57077033302163, \"calmar\": 3.0075858308223644, \"cagr_pct\": 34.80008490529563, \"entries\": 42, \"exits\": 42, \"exposure_pct\": 13.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4648789253852024, \"sortino\": 2.8019914730756126}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 1.6265402702767995, \"dd_pct\": -13.37641769019724, \"calmar\": 0.1625305899198716, \"cagr_pct\": 2.174077058202364, \"entries\": 34, \"exits\": 34, \"exposure_pct\": 12.408759124087592, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2095026102111673, \"sortino\": 0.3183813092386306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -32.20730092164482, \"dd_pct\": -34.17872125148341, \"calmar\": -0.942848260921033, \"cagr_pct\": -32.22534789246589, \"entries\": 35, \"exits\": 35, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6803236500148278, \"sortino\": -3.127813148655715}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.6494976277434468, \"dd_pct\": -7.205449317510948, \"calmar\": -0.8727818785737625, \"cagr_pct\": -6.28878559130524, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7401916183725606, \"sortino\": -0.951928959790069}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.484150408002296, \"dd_pct\": -70.63070598482486, \"calmar\": -0.06107230652179681, \"cagr_pct\": -4.313580125756132, \"entries\": 296, \"exits\": 296, \"exposure_pct\": 9.594953519256308, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08853903639796594, \"sortino\": -0.13084827200462718}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -47.59858743709514, \"dd_pct\": -70.63070598482486, \"calmar\": -0.2675338081624277, \"cagr_pct\": -18.89610174532097, \"entries\": 118, \"exits\": 117, \"exposure_pct\": 10.048802129547472, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7022025176901973, \"sortino\": -0.9312424163550148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.660258935859645, \"dd_pct\": -43.18499607776843, \"calmar\": 0.1303456584502018, \"cagr_pct\": 5.628976748926108, \"entries\": 178, \"exits\": 179, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3715775121557447, \"sortino\": 0.6250601191938473}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -13.327419969857857, \"dd_pct\": -19.201881139912626, \"calmar\": -1.3540546381878402, \"cagr_pct\": -26.0003962194303, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1096076716238463, \"sortino\": -2.8815354802927837}]", "Additional_Threshold_Budget": 0, "Total Trades": 296, "Total P&L %": -30.484150408002296, "Sharpe Ratio": -0.08853903639796594, "Sortino Ratio": -0.13084827200462718, "Calmar Ratio": -0.06107230652179681, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.63070598482486, "% In Market": 9.594953519256308, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2675338081624277, "Sub1_Sortino": -0.9312424163550148, "Sub1_Trades": 118, "Sub2_Calmar": 0.1303456584502018, "Sub2_Sortino": 0.6250601191938473, "Sub2_Trades": 178, "WFO_Score": 1.1334481342562843, "WFO_Min_Fold": -0.942848260921033, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[3.693789, -0.253816, 3.007586, 0.162531, -0.942848]", "OOS_Total Trades": 17, "OOS_Total P&L %": -13.327419969857857, "OOS_Sortino Ratio": -2.8815354802927837, "OOS_Calmar Ratio": -1.3540546381878402, "OOS_Max Drawdown %": -19.201881139912626, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6dfbbf469b5a65e01f29d2bc904ba6927cf02c1cb31a823336dc2c2a94d31e35", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -185.0, "i_long_exit_activation_threshold": -440.0, "i_long_exit_activation_confirmation_threshold": 370.05, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "485e8a07771fae90e3bf75ef970a8b55f77cc764e2d63474da390f3429bb9e2f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 54.85423317002438, \"dd_pct\": -14.862957630827623, \"calmar\": 3.693788611711378, \"cagr_pct\": 54.9006236330998, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 7.534246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6314858408609243, \"sortino\": 3.1891960317084678}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -5.226242817009696, \"dd_pct\": -20.604394886189116, \"calmar\": -0.2538161002511591, \"cagr_pct\": -5.229727158047446, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 7.739726027397261, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.24817796547481566, \"sortino\": -0.3848855439028174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 34.77253511480429, \"dd_pct\": -11.57077033302163, \"calmar\": 3.0075858308223644, \"cagr_pct\": 34.80008490529563, \"entries\": 42, \"exits\": 42, \"exposure_pct\": 13.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4648789253852024, \"sortino\": 2.8019914730756126}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 1.6265402702767995, \"dd_pct\": -13.37641769019724, \"calmar\": 0.1625305899198716, \"cagr_pct\": 2.174077058202364, \"entries\": 34, \"exits\": 34, \"exposure_pct\": 12.408759124087592, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2095026102111673, \"sortino\": 0.3183813092386306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -32.20730092164482, \"dd_pct\": -34.17872125148341, \"calmar\": -0.942848260921033, \"cagr_pct\": -32.22534789246589, \"entries\": 35, \"exits\": 35, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6803236500148278, \"sortino\": -3.127813148655715}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.6494976277434468, \"dd_pct\": -7.205449317510948, \"calmar\": -0.8727818785737625, \"cagr_pct\": -6.28878559130524, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7401916183725606, \"sortino\": -0.951928959790069}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.484150408002296, \"dd_pct\": -70.63070598482486, \"calmar\": -0.06107230652179681, \"cagr_pct\": -4.313580125756132, \"entries\": 296, \"exits\": 296, \"exposure_pct\": 9.594953519256308, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08853903639796594, \"sortino\": -0.13084827200462718}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -47.59858743709514, \"dd_pct\": -70.63070598482486, \"calmar\": -0.2675338081624277, \"cagr_pct\": -18.89610174532097, \"entries\": 118, \"exits\": 117, \"exposure_pct\": 10.048802129547472, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7022025176901973, \"sortino\": -0.9312424163550148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.660258935859645, \"dd_pct\": -43.18499607776843, \"calmar\": 0.1303456584502018, \"cagr_pct\": 5.628976748926108, \"entries\": 178, \"exits\": 179, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3715775121557447, \"sortino\": 0.6250601191938473}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -13.327419969857857, \"dd_pct\": -19.201881139912626, \"calmar\": -1.3540546381878402, \"cagr_pct\": -26.0003962194303, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1096076716238463, \"sortino\": -2.8815354802927837}]", "Additional_Threshold_Budget": 0, "Total Trades": 296, "Total P&L %": -30.484150408002296, "Sharpe Ratio": -0.08853903639796594, "Sortino Ratio": -0.13084827200462718, "Calmar Ratio": -0.06107230652179681, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.63070598482486, "% In Market": 9.594953519256308, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2675338081624277, "Sub1_Sortino": -0.9312424163550148, "Sub1_Trades": 118, "Sub2_Calmar": 0.1303456584502018, "Sub2_Sortino": 0.6250601191938473, "Sub2_Trades": 178, "WFO_Score": 1.1334481342562843, "WFO_Min_Fold": -0.942848260921033, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[3.693789, -0.253816, 3.007586, 0.162531, -0.942848]", "OOS_Total Trades": 17, "OOS_Total P&L %": -13.327419969857857, "OOS_Sortino Ratio": -2.8815354802927837, "OOS_Calmar Ratio": -1.3540546381878402, "OOS_Max Drawdown %": -19.201881139912626, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6dfbbf469b5a65e01f29d2bc904ba6927cf02c1cb31a823336dc2c2a94d31e35", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -185.0, "i_long_exit_activation_threshold": -440.0, "i_long_exit_activation_confirmation_threshold": 371.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "a9b4eb2f29b675891afb43393a688da8d25fc336fb00da5dc96e79eb3ba8ea09", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 54.85423317002438, \"dd_pct\": -14.862957630827623, \"calmar\": 3.693788611711378, \"cagr_pct\": 54.9006236330998, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 7.534246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6314858408609243, \"sortino\": 3.1891960317084678}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -5.226242817009696, \"dd_pct\": -20.604394886189116, \"calmar\": -0.2538161002511591, \"cagr_pct\": -5.229727158047446, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 7.739726027397261, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.24817796547481566, \"sortino\": -0.3848855439028174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 34.77253511480429, \"dd_pct\": -11.57077033302163, \"calmar\": 3.0075858308223644, \"cagr_pct\": 34.80008490529563, \"entries\": 42, \"exits\": 42, \"exposure_pct\": 13.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4648789253852024, \"sortino\": 2.8019914730756126}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 1.6265402702767995, \"dd_pct\": -13.37641769019724, \"calmar\": 0.1625305899198716, \"cagr_pct\": 2.174077058202364, \"entries\": 34, \"exits\": 34, \"exposure_pct\": 12.408759124087592, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2095026102111673, \"sortino\": 0.3183813092386306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -32.20730092164482, \"dd_pct\": -34.17872125148341, \"calmar\": -0.942848260921033, \"cagr_pct\": -32.22534789246589, \"entries\": 35, \"exits\": 35, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6803236500148278, \"sortino\": -3.127813148655715}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.6494976277434468, \"dd_pct\": -7.205449317510948, \"calmar\": -0.8727818785737625, \"cagr_pct\": -6.28878559130524, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7401916183725606, \"sortino\": -0.951928959790069}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.484150408002296, \"dd_pct\": -70.63070598482486, \"calmar\": -0.06107230652179681, \"cagr_pct\": -4.313580125756132, \"entries\": 296, \"exits\": 296, \"exposure_pct\": 9.594953519256308, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08853903639796594, \"sortino\": -0.13084827200462718}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -47.59858743709514, \"dd_pct\": -70.63070598482486, \"calmar\": -0.2675338081624277, \"cagr_pct\": -18.89610174532097, \"entries\": 118, \"exits\": 117, \"exposure_pct\": 10.048802129547472, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7022025176901973, \"sortino\": -0.9312424163550148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.660258935859645, \"dd_pct\": -43.18499607776843, \"calmar\": 0.1303456584502018, \"cagr_pct\": 5.628976748926108, \"entries\": 178, \"exits\": 179, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3715775121557447, \"sortino\": 0.6250601191938473}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -13.327419969857857, \"dd_pct\": -19.201881139912626, \"calmar\": -1.3540546381878402, \"cagr_pct\": -26.0003962194303, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1096076716238463, \"sortino\": -2.8815354802927837}]", "Additional_Threshold_Budget": 0, "Total Trades": 296, "Total P&L %": -30.484150408002296, "Sharpe Ratio": -0.08853903639796594, "Sortino Ratio": -0.13084827200462718, "Calmar Ratio": -0.06107230652179681, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.63070598482486, "% In Market": 9.594953519256308, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2675338081624277, "Sub1_Sortino": -0.9312424163550148, "Sub1_Trades": 118, "Sub2_Calmar": 0.1303456584502018, "Sub2_Sortino": 0.6250601191938473, "Sub2_Trades": 178, "WFO_Score": 1.1334481342562843, "WFO_Min_Fold": -0.942848260921033, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[3.693789, -0.253816, 3.007586, 0.162531, -0.942848]", "OOS_Total Trades": 17, "OOS_Total P&L %": -13.327419969857857, "OOS_Sortino Ratio": -2.8815354802927837, "OOS_Calmar Ratio": -1.3540546381878402, "OOS_Max Drawdown %": -19.201881139912626, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6dfbbf469b5a65e01f29d2bc904ba6927cf02c1cb31a823336dc2c2a94d31e35", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -195.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "14ddd04a394a7a6db5d56814bd3933b3b55b16be81f8a5436f157217380cfed0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 1611.6139742535565, \"dd_pct\": -77.08431703376031, \"calmar\": 0.5333588659007904, \"cagr_pct\": 41.113603911863386, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 85.14276228419655, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.886046551902023, \"sortino\": 1.276668806374595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 640.9499639413295, \"dd_pct\": -65.97647114847301, \"calmar\": 1.384997594789329, \"cagr_pct\": 91.37725385332266, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 60.29281277728483, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4576915719802517, \"sortino\": 2.1116856738881173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 1611.6139742535565, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 85.14276228419655, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "71d391bb6f33cf16ae095f568b6a3942d57a903c4b8b28186853550cec666590", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -196.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "6832b97f0c6c2a27c8c9bd610051df2a5b15688bf7746c7a206918a4c2f3a18c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 1611.6139742535565, \"dd_pct\": -77.08431703376031, \"calmar\": 0.5333588659007904, \"cagr_pct\": 41.113603911863386, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 85.14276228419655, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.886046551902023, \"sortino\": 1.276668806374595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 640.9499639413295, \"dd_pct\": -65.97647114847301, \"calmar\": 1.384997594789329, \"cagr_pct\": 91.37725385332266, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 60.29281277728483, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4576915719802517, \"sortino\": 2.1116856738881173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 1611.6139742535565, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 85.14276228419655, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "71d391bb6f33cf16ae095f568b6a3942d57a903c4b8b28186853550cec666590", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -195.05, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "d1da7d6a3de216d7e0944a16c70b4f09b5be035c4e5c66174f5580412262724f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 1611.6139742535565, \"dd_pct\": -77.08431703376031, \"calmar\": 0.5333588659007904, \"cagr_pct\": 41.113603911863386, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 85.14276228419655, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.886046551902023, \"sortino\": 1.276668806374595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 640.9499639413295, \"dd_pct\": -65.97647114847301, \"calmar\": 1.384997594789329, \"cagr_pct\": 91.37725385332266, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 60.29281277728483, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4576915719802517, \"sortino\": 2.1116856738881173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 1611.6139742535565, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 85.14276228419655, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "71d391bb6f33cf16ae095f568b6a3942d57a903c4b8b28186853550cec666590", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -194.95, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "7fe29db8caa53d66add08a64243034e0ee447a9344c98a32f49ba5de899b0ad7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 1611.6139742535565, \"dd_pct\": -77.08431703376031, \"calmar\": 0.5333588659007904, \"cagr_pct\": 41.113603911863386, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 85.14276228419655, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.886046551902023, \"sortino\": 1.276668806374595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 640.9499639413295, \"dd_pct\": -65.97647114847301, \"calmar\": 1.384997594789329, \"cagr_pct\": 91.37725385332266, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 60.29281277728483, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4576915719802517, \"sortino\": 2.1116856738881173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 1611.6139742535565, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 85.14276228419655, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "71d391bb6f33cf16ae095f568b6a3942d57a903c4b8b28186853550cec666590", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -194.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "c698edc781b8c8d39813e411fbcfa3cf7f636275069a94796c8a6950b4b3ae20", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 1611.6139742535565, \"dd_pct\": -77.08431703376031, \"calmar\": 0.5333588659007904, \"cagr_pct\": 41.113603911863386, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 85.14276228419655, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.886046551902023, \"sortino\": 1.276668806374595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 640.9499639413295, \"dd_pct\": -65.97647114847301, \"calmar\": 1.384997594789329, \"cagr_pct\": 91.37725385332266, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 60.29281277728483, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4576915719802517, \"sortino\": 2.1116856738881173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 1611.6139742535565, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 85.14276228419655, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "71d391bb6f33cf16ae095f568b6a3942d57a903c4b8b28186853550cec666590", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -195.0, "i_long_exit_activation_threshold": 719.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "b97e59825a163ef93a329af8d94c959544f50fb3f1be7c645d509cfff224125a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 1611.6139742535565, \"dd_pct\": -77.08431703376031, \"calmar\": 0.5333588659007904, \"cagr_pct\": 41.113603911863386, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 85.14276228419655, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.886046551902023, \"sortino\": 1.276668806374595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 640.9499639413295, \"dd_pct\": -65.97647114847301, \"calmar\": 1.384997594789329, \"cagr_pct\": 91.37725385332266, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 60.29281277728483, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4576915719802517, \"sortino\": 2.1116856738881173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 1611.6139742535565, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 85.14276228419655, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "71d391bb6f33cf16ae095f568b6a3942d57a903c4b8b28186853550cec666590", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -195.0, "i_long_exit_activation_threshold": 719.95, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "6fc90e3adf715d5b28d59cd005706f03c77058f5b216c616376bca146a720860", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 1611.6139742535565, \"dd_pct\": -77.08431703376031, \"calmar\": 0.5333588659007904, \"cagr_pct\": 41.113603911863386, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 85.14276228419655, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.886046551902023, \"sortino\": 1.276668806374595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 640.9499639413295, \"dd_pct\": -65.97647114847301, \"calmar\": 1.384997594789329, \"cagr_pct\": 91.37725385332266, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 60.29281277728483, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4576915719802517, \"sortino\": 2.1116856738881173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 1611.6139742535565, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 85.14276228419655, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "71d391bb6f33cf16ae095f568b6a3942d57a903c4b8b28186853550cec666590", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -195.0, "i_long_exit_activation_threshold": 720.05, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "25ff0e16232fa516ffdf63ceae80687af75a2c885d34bcee60fc9270d29a4202", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 1611.6139742535565, \"dd_pct\": -77.08431703376031, \"calmar\": 0.5333588659007904, \"cagr_pct\": 41.113603911863386, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 85.14276228419655, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.886046551902023, \"sortino\": 1.276668806374595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 640.9499639413295, \"dd_pct\": -65.97647114847301, \"calmar\": 1.384997594789329, \"cagr_pct\": 91.37725385332266, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 60.29281277728483, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4576915719802517, \"sortino\": 2.1116856738881173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 1611.6139742535565, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 85.14276228419655, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "71d391bb6f33cf16ae095f568b6a3942d57a903c4b8b28186853550cec666590", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -195.0, "i_long_exit_activation_threshold": 721.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "2324268e2f2ade6062237d12580b024cd6bb42ce1b4d85d505ca70d839ba761b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 1611.6139742535565, \"dd_pct\": -77.08431703376031, \"calmar\": 0.5333588659007904, \"cagr_pct\": 41.113603911863386, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 85.14276228419655, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.886046551902023, \"sortino\": 1.276668806374595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 640.9499639413295, \"dd_pct\": -65.97647114847301, \"calmar\": 1.384997594789329, \"cagr_pct\": 91.37725385332266, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 60.29281277728483, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4576915719802517, \"sortino\": 2.1116856738881173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 1611.6139742535565, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 85.14276228419655, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "71d391bb6f33cf16ae095f568b6a3942d57a903c4b8b28186853550cec666590", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -195.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": -551.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "ab280bcfc5cfcbe7eda819f6b4c48bb1fdb4b8f60683052b84c7462673672a97", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 1611.6139742535565, \"dd_pct\": -77.08431703376031, \"calmar\": 0.5333588659007904, \"cagr_pct\": 41.113603911863386, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 85.14276228419655, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.886046551902023, \"sortino\": 1.276668806374595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 640.9499639413295, \"dd_pct\": -65.97647114847301, \"calmar\": 1.384997594789329, \"cagr_pct\": 91.37725385332266, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 60.29281277728483, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4576915719802517, \"sortino\": 2.1116856738881173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 1611.6139742535565, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 85.14276228419655, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "71d391bb6f33cf16ae095f568b6a3942d57a903c4b8b28186853550cec666590", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -195.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": -550.05, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "09b4d3526c5a08557235269ab9eeb6b18faa0b47a8509ed1c0d7268ecb091399", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 1611.6139742535565, \"dd_pct\": -77.08431703376031, \"calmar\": 0.5333588659007904, \"cagr_pct\": 41.113603911863386, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 85.14276228419655, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.886046551902023, \"sortino\": 1.276668806374595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 640.9499639413295, \"dd_pct\": -65.97647114847301, \"calmar\": 1.384997594789329, \"cagr_pct\": 91.37725385332266, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 60.29281277728483, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4576915719802517, \"sortino\": 2.1116856738881173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 1611.6139742535565, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 85.14276228419655, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "71d391bb6f33cf16ae095f568b6a3942d57a903c4b8b28186853550cec666590", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -195.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": -549.95, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "174712dca299680ac337fc65d58a6663cacd322b6559d526533128d90d068826", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 1611.6139742535565, \"dd_pct\": -77.08431703376031, \"calmar\": 0.5333588659007904, \"cagr_pct\": 41.113603911863386, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 85.14276228419655, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.886046551902023, \"sortino\": 1.276668806374595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 640.9499639413295, \"dd_pct\": -65.97647114847301, \"calmar\": 1.384997594789329, \"cagr_pct\": 91.37725385332266, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 60.29281277728483, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4576915719802517, \"sortino\": 2.1116856738881173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 1611.6139742535565, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 85.14276228419655, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "71d391bb6f33cf16ae095f568b6a3942d57a903c4b8b28186853550cec666590", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -195.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": -549.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "c1b25624a748d6bcb5c812ea3aea8e0611d9c0ac815c00961cafe64618ca3ca4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 1611.6139742535565, \"dd_pct\": -77.08431703376031, \"calmar\": 0.5333588659007904, \"cagr_pct\": 41.113603911863386, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 85.14276228419655, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.886046551902023, \"sortino\": 1.276668806374595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 640.9499639413295, \"dd_pct\": -65.97647114847301, \"calmar\": 1.384997594789329, \"cagr_pct\": 91.37725385332266, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 60.29281277728483, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4576915719802517, \"sortino\": 2.1116856738881173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 1611.6139742535565, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 85.14276228419655, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "71d391bb6f33cf16ae095f568b6a3942d57a903c4b8b28186853550cec666590", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 560.0, "i_long_exit_activation_threshold": -140.0, "i_long_exit_activation_confirmation_threshold": 50.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "50cdcebc03b2651fbce8ce33700c99268bce7db4f52efbf936b9f9c0b09c3630", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.2520405399714326, \"cagr_pct\": -0.819772424466769, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5474452554744526, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08863187310752053, \"sortino\": -0.13289155554769388}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.023013868494676782, \"cagr_pct\": -0.07485357226412445, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.049800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.02674341444324585, \"sortino\": -0.040081612280929414}, {\"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\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.036765124325234134, \"cagr_pct\": -0.11958010845134465, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.07957559681697612, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0338047671769938, \"sortino\": -0.0506660432110034}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.6156014925097097, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.2525419305945213, "% In Market": 0.049800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "765fea9952bb91b781f3b5c1761f466c457bbced74c4eeb272b28437cbc0c14d", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 559.0, "i_long_exit_activation_threshold": -140.0, "i_long_exit_activation_confirmation_threshold": 50.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "56b759fc50b8e179e1d14f44b784704e92e245135a81417f60a69f35e651b675", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.2520405399714326, \"cagr_pct\": -0.819772424466769, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5474452554744526, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08863187310752053, \"sortino\": -0.13289155554769388}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.023013868494676782, \"cagr_pct\": -0.07485357226412445, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.049800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.02674341444324585, \"sortino\": -0.040081612280929414}, {\"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\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.036765124325234134, \"cagr_pct\": -0.11958010845134465, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.07957559681697612, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0338047671769938, \"sortino\": -0.0506660432110034}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.6156014925097097, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.2525419305945213, "% In Market": 0.049800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "765fea9952bb91b781f3b5c1761f466c457bbced74c4eeb272b28437cbc0c14d", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 559.95, "i_long_exit_activation_threshold": -140.0, "i_long_exit_activation_confirmation_threshold": 50.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "ac55b4c749fed3691db10f2ef96e6d04b1a06e28d47df28d69250dabbac700dc", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.2520405399714326, \"cagr_pct\": -0.819772424466769, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5474452554744526, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08863187310752053, \"sortino\": -0.13289155554769388}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.023013868494676782, \"cagr_pct\": -0.07485357226412445, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.049800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.02674341444324585, \"sortino\": -0.040081612280929414}, {\"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\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.036765124325234134, \"cagr_pct\": -0.11958010845134465, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.07957559681697612, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0338047671769938, \"sortino\": -0.0506660432110034}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.6156014925097097, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.2525419305945213, "% In Market": 0.049800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "765fea9952bb91b781f3b5c1761f466c457bbced74c4eeb272b28437cbc0c14d", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 560.05, "i_long_exit_activation_threshold": -140.0, "i_long_exit_activation_confirmation_threshold": 50.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "e76f45bc2c3b764f2069c93437c172c5aa95d9c19c855442005c822a5998b03a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.2520405399714326, \"cagr_pct\": -0.819772424466769, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5474452554744526, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08863187310752053, \"sortino\": -0.13289155554769388}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.023013868494676782, \"cagr_pct\": -0.07485357226412445, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.049800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.02674341444324585, \"sortino\": -0.040081612280929414}, {\"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\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.036765124325234134, \"cagr_pct\": -0.11958010845134465, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.07957559681697612, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0338047671769938, \"sortino\": -0.0506660432110034}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.6156014925097097, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.2525419305945213, "% In Market": 0.049800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "765fea9952bb91b781f3b5c1761f466c457bbced74c4eeb272b28437cbc0c14d", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 561.0, "i_long_exit_activation_threshold": -140.0, "i_long_exit_activation_confirmation_threshold": 50.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "b03bff814ac78a88c3fcce4cca81ad5e7a877ca80f42ed95215ef94c7dad8384", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.2520405399714326, \"cagr_pct\": -0.819772424466769, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5474452554744526, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08863187310752053, \"sortino\": -0.13289155554769388}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.023013868494676782, \"cagr_pct\": -0.07485357226412445, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.049800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.02674341444324585, \"sortino\": -0.040081612280929414}, {\"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\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.036765124325234134, \"cagr_pct\": -0.11958010845134465, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.07957559681697612, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0338047671769938, \"sortino\": -0.0506660432110034}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.6156014925097097, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.2525419305945213, "% In Market": 0.049800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "765fea9952bb91b781f3b5c1761f466c457bbced74c4eeb272b28437cbc0c14d", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 560.0, "i_long_exit_activation_threshold": -141.0, "i_long_exit_activation_confirmation_threshold": 50.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "835901f69a84a6f3ab68f4522048c3eb4f5d1f449e8cd52ae38507f785ee3862", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.2520405399714326, \"cagr_pct\": -0.819772424466769, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5474452554744526, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08863187310752053, \"sortino\": -0.13289155554769388}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.023013868494676782, \"cagr_pct\": -0.07485357226412445, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.049800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.02674341444324585, \"sortino\": -0.040081612280929414}, {\"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\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.036765124325234134, \"cagr_pct\": -0.11958010845134465, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.07957559681697612, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0338047671769938, \"sortino\": -0.0506660432110034}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.6156014925097097, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.2525419305945213, "% In Market": 0.049800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "765fea9952bb91b781f3b5c1761f466c457bbced74c4eeb272b28437cbc0c14d", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 560.0, "i_long_exit_activation_threshold": -140.05, "i_long_exit_activation_confirmation_threshold": 50.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "aecca40f65211d31627178cf3320ee1e322b9184f19072475f5b368706d650fe", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.2520405399714326, \"cagr_pct\": -0.819772424466769, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5474452554744526, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08863187310752053, \"sortino\": -0.13289155554769388}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.023013868494676782, \"cagr_pct\": -0.07485357226412445, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.049800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.02674341444324585, \"sortino\": -0.040081612280929414}, {\"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\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.036765124325234134, \"cagr_pct\": -0.11958010845134465, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.07957559681697612, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0338047671769938, \"sortino\": -0.0506660432110034}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.6156014925097097, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.2525419305945213, "% In Market": 0.049800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "765fea9952bb91b781f3b5c1761f466c457bbced74c4eeb272b28437cbc0c14d", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 560.0, "i_long_exit_activation_threshold": -139.95, "i_long_exit_activation_confirmation_threshold": 50.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "effcfbf1dd609a95cbc93223a13035e061050f71fbcdb8bc2cf61d5ef417240f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.2520405399714326, \"cagr_pct\": -0.819772424466769, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5474452554744526, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08863187310752053, \"sortino\": -0.13289155554769388}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.023013868494676782, \"cagr_pct\": -0.07485357226412445, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.049800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.02674341444324585, \"sortino\": -0.040081612280929414}, {\"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\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.036765124325234134, \"cagr_pct\": -0.11958010845134465, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.07957559681697612, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0338047671769938, \"sortino\": -0.0506660432110034}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.6156014925097097, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.2525419305945213, "% In Market": 0.049800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "765fea9952bb91b781f3b5c1761f466c457bbced74c4eeb272b28437cbc0c14d", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 560.0, "i_long_exit_activation_threshold": -139.0, "i_long_exit_activation_confirmation_threshold": 50.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "9bb1dd3e668257c718d3977e21816df09e15ac73fdb883986b5a551c2222ec16", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.2520405399714326, \"cagr_pct\": -0.819772424466769, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5474452554744526, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08863187310752053, \"sortino\": -0.13289155554769388}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.023013868494676782, \"cagr_pct\": -0.07485357226412445, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.049800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.02674341444324585, \"sortino\": -0.040081612280929414}, {\"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\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.036765124325234134, \"cagr_pct\": -0.11958010845134465, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.07957559681697612, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0338047671769938, \"sortino\": -0.0506660432110034}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.6156014925097097, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.2525419305945213, "% In Market": 0.049800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "765fea9952bb91b781f3b5c1761f466c457bbced74c4eeb272b28437cbc0c14d", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 560.0, "i_long_exit_activation_threshold": -140.0, "i_long_exit_activation_confirmation_threshold": 49.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "d81432c0dcded5831c3bfebd677f9236eb40d0b1761aceb7807eeef112cc395f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.2520405399714326, \"cagr_pct\": -0.819772424466769, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5474452554744526, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08863187310752053, \"sortino\": -0.13289155554769388}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.023013868494676782, \"cagr_pct\": -0.07485357226412445, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.049800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.02674341444324585, \"sortino\": -0.040081612280929414}, {\"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\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.036765124325234134, \"cagr_pct\": -0.11958010845134465, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.07957559681697612, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0338047671769938, \"sortino\": -0.0506660432110034}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.6156014925097097, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.2525419305945213, "% In Market": 0.049800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "765fea9952bb91b781f3b5c1761f466c457bbced74c4eeb272b28437cbc0c14d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 560.0, "i_long_exit_activation_threshold": -140.0, "i_long_exit_activation_confirmation_threshold": 49.95, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "99c623fddb39a526c0e428056f83faeb9e69ab504ab783287955682ad257c373", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.2520405399714326, \"cagr_pct\": -0.819772424466769, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5474452554744526, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08863187310752053, \"sortino\": -0.13289155554769388}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.023013868494676782, \"cagr_pct\": -0.07485357226412445, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.049800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.02674341444324585, \"sortino\": -0.040081612280929414}, {\"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\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.036765124325234134, \"cagr_pct\": -0.11958010845134465, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.07957559681697612, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0338047671769938, \"sortino\": -0.0506660432110034}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.6156014925097097, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.2525419305945213, "% In Market": 0.049800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "765fea9952bb91b781f3b5c1761f466c457bbced74c4eeb272b28437cbc0c14d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 560.0, "i_long_exit_activation_threshold": -140.0, "i_long_exit_activation_confirmation_threshold": 50.05, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "dd66ed24dece0a0a83d86ee609e4d375c36af650368b9e993d071fc5fd54032f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.2520405399714326, \"cagr_pct\": -0.819772424466769, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5474452554744526, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08863187310752053, \"sortino\": -0.13289155554769388}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.023013868494676782, \"cagr_pct\": -0.07485357226412445, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.049800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.02674341444324585, \"sortino\": -0.040081612280929414}, {\"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\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.036765124325234134, \"cagr_pct\": -0.11958010845134465, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.07957559681697612, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0338047671769938, \"sortino\": -0.0506660432110034}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.6156014925097097, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.2525419305945213, "% In Market": 0.049800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "765fea9952bb91b781f3b5c1761f466c457bbced74c4eeb272b28437cbc0c14d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 560.0, "i_long_exit_activation_threshold": -140.0, "i_long_exit_activation_confirmation_threshold": 51.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "80b601064fe22ffecf9e48d95e65d0a11cefdd0dee3fd394544aef3b2cd5dd31", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.2520405399714326, \"cagr_pct\": -0.819772424466769, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.5474452554744526, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08863187310752053, \"sortino\": -0.13289155554769388}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.023013868494676782, \"cagr_pct\": -0.07485357226412445, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.049800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.02674341444324585, \"sortino\": -0.040081612280929414}, {\"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\": -0.6156014925097097, \"dd_pct\": -3.2525419305945213, \"calmar\": -0.036765124325234134, \"cagr_pct\": -0.11958010845134465, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.07957559681697612, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0338047671769938, \"sortino\": -0.0506660432110034}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.6156014925097097, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.2525419305945213, "% In Market": 0.049800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "765fea9952bb91b781f3b5c1761f466c457bbced74c4eeb272b28437cbc0c14d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": -390.0, "i_long_exit_activation_confirmation_threshold": 700.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "3eeae5a19a2df4c92f0ed3a72d5bf0e2718b55835db532ed7813587f4cacae85", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 102.66911291794342, \"dd_pct\": -10.065924127473025, \"calmar\": 10.2094149031408, \"cagr_pct\": 102.76719580090766, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 9.794520547945206, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.5457230714850128, \"sortino\": 5.787395954662344}, {\"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\": 18.313509424032336, \"dd_pct\": -5.983201769472391, \"calmar\": 3.06309876687979, \"cagr_pct\": 18.32713796206386, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 14.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.173566786853926, \"sortino\": 1.755628722355092}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.008434205366648, \"dd_pct\": -6.009992772209638, \"calmar\": 5.289694327731801, \"cagr_pct\": 31.791024676866442, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8950251971708858, \"sortino\": 3.7051954899328967}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.529064248984348, \"dd_pct\": -12.02847388391265, \"calmar\": 1.2919749804329368, \"cagr_pct\": 15.540487310806137, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9840212325547446, \"sortino\": 1.5876456559633718}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.4669618543045937, \"dd_pct\": -0.6888084077553813, \"calmar\": 5.205221577019884, \"cagr_pct\": 3.5854003864810213, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5242855272352631, \"sortino\": 2.8777069168061744}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 281.940795348542, \"dd_pct\": -48.310034956286316, \"calmar\": 0.36525759769543364, \"cagr_pct\": 17.645607312715565, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 10.848273572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8594350175751364, \"sortino\": 1.3222440329493284}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.464655390068822, \"dd_pct\": -48.310034956286316, \"calmar\": 0.06785564033544506, \"cagr_pct\": 3.2781083565865425, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 14.374445430346054, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2557293053512694, \"sortino\": 0.35399852868675524}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 245.75837311929925, \"dd_pct\": -12.02847388391265, \"calmar\": 2.2590862031739536, \"cagr_pct\": 27.173359396385287, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 8.740053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4800405117020428, \"sortino\": 2.8393395782138406}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 281.940795348542, "Sharpe Ratio": 0.8594350175751364, "Sortino Ratio": 1.3222440329493284, "Calmar Ratio": 0.36525759769543364, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.310034956286316, "% In Market": 10.848273572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.06785564033544506, "Sub1_Sortino": 0.35399852868675524, "Sub1_Trades": 10, "Sub2_Calmar": 2.2590862031739536, "Sub2_Sortino": 2.8393395782138406, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6964b55b2b037291c9f5ceed139c962019c73e5cfde49911961edeeadedec314", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 119.0, "i_long_exit_activation_threshold": -390.0, "i_long_exit_activation_confirmation_threshold": 700.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "84709932e594d3396a7e5a0e38e4ebada8650995f255693babb2c33546d46015", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 102.66911291794342, \"dd_pct\": -10.065924127473025, \"calmar\": 10.2094149031408, \"cagr_pct\": 102.76719580090766, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 9.794520547945206, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.5457230714850128, \"sortino\": 5.787395954662344}, {\"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\": 18.313509424032336, \"dd_pct\": -5.983201769472391, \"calmar\": 3.06309876687979, \"cagr_pct\": 18.32713796206386, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 14.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.173566786853926, \"sortino\": 1.755628722355092}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.008434205366648, \"dd_pct\": -6.009992772209638, \"calmar\": 5.289694327731801, \"cagr_pct\": 31.791024676866442, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8950251971708858, \"sortino\": 3.7051954899328967}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.529064248984348, \"dd_pct\": -12.02847388391265, \"calmar\": 1.2919749804329368, \"cagr_pct\": 15.540487310806137, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9840212325547446, \"sortino\": 1.5876456559633718}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.4669618543045937, \"dd_pct\": -0.6888084077553813, \"calmar\": 5.205221577019884, \"cagr_pct\": 3.5854003864810213, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5242855272352631, \"sortino\": 2.8777069168061744}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 281.940795348542, \"dd_pct\": -48.310034956286316, \"calmar\": 0.36525759769543364, \"cagr_pct\": 17.645607312715565, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 10.848273572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8594350175751364, \"sortino\": 1.3222440329493284}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.464655390068822, \"dd_pct\": -48.310034956286316, \"calmar\": 0.06785564033544506, \"cagr_pct\": 3.2781083565865425, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 14.374445430346054, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2557293053512694, \"sortino\": 0.35399852868675524}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 245.75837311929925, \"dd_pct\": -12.02847388391265, \"calmar\": 2.2590862031739536, \"cagr_pct\": 27.173359396385287, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 8.740053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4800405117020428, \"sortino\": 2.8393395782138406}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 281.940795348542, "Sharpe Ratio": 0.8594350175751364, "Sortino Ratio": 1.3222440329493284, "Calmar Ratio": 0.36525759769543364, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.310034956286316, "% In Market": 10.848273572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.06785564033544506, "Sub1_Sortino": 0.35399852868675524, "Sub1_Trades": 10, "Sub2_Calmar": 2.2590862031739536, "Sub2_Sortino": 2.8393395782138406, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6964b55b2b037291c9f5ceed139c962019c73e5cfde49911961edeeadedec314", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 119.95, "i_long_exit_activation_threshold": -390.0, "i_long_exit_activation_confirmation_threshold": 700.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "5196ea34395b742819b6b47a67d5344c08cf022418f70068d734eb01fefc3bc4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 102.66911291794342, \"dd_pct\": -10.065924127473025, \"calmar\": 10.2094149031408, \"cagr_pct\": 102.76719580090766, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 9.794520547945206, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.5457230714850128, \"sortino\": 5.787395954662344}, {\"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\": 18.313509424032336, \"dd_pct\": -5.983201769472391, \"calmar\": 3.06309876687979, \"cagr_pct\": 18.32713796206386, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 14.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.173566786853926, \"sortino\": 1.755628722355092}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.008434205366648, \"dd_pct\": -6.009992772209638, \"calmar\": 5.289694327731801, \"cagr_pct\": 31.791024676866442, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8950251971708858, \"sortino\": 3.7051954899328967}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.529064248984348, \"dd_pct\": -12.02847388391265, \"calmar\": 1.2919749804329368, \"cagr_pct\": 15.540487310806137, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9840212325547446, \"sortino\": 1.5876456559633718}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.4669618543045937, \"dd_pct\": -0.6888084077553813, \"calmar\": 5.205221577019884, \"cagr_pct\": 3.5854003864810213, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5242855272352631, \"sortino\": 2.8777069168061744}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 281.940795348542, \"dd_pct\": -48.310034956286316, \"calmar\": 0.36525759769543364, \"cagr_pct\": 17.645607312715565, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 10.848273572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8594350175751364, \"sortino\": 1.3222440329493284}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.464655390068822, \"dd_pct\": -48.310034956286316, \"calmar\": 0.06785564033544506, \"cagr_pct\": 3.2781083565865425, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 14.374445430346054, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2557293053512694, \"sortino\": 0.35399852868675524}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 245.75837311929925, \"dd_pct\": -12.02847388391265, \"calmar\": 2.2590862031739536, \"cagr_pct\": 27.173359396385287, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 8.740053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4800405117020428, \"sortino\": 2.8393395782138406}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 281.940795348542, "Sharpe Ratio": 0.8594350175751364, "Sortino Ratio": 1.3222440329493284, "Calmar Ratio": 0.36525759769543364, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.310034956286316, "% In Market": 10.848273572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.06785564033544506, "Sub1_Sortino": 0.35399852868675524, "Sub1_Trades": 10, "Sub2_Calmar": 2.2590862031739536, "Sub2_Sortino": 2.8393395782138406, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6964b55b2b037291c9f5ceed139c962019c73e5cfde49911961edeeadedec314", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 120.05, "i_long_exit_activation_threshold": -390.0, "i_long_exit_activation_confirmation_threshold": 700.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "cae71dee5edae30db7f927c1266b5042dbe72ade0093c8af7e5212c34f466065", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 102.66911291794342, \"dd_pct\": -10.065924127473025, \"calmar\": 10.2094149031408, \"cagr_pct\": 102.76719580090766, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 9.794520547945206, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.5457230714850128, \"sortino\": 5.787395954662344}, {\"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\": 18.313509424032336, \"dd_pct\": -5.983201769472391, \"calmar\": 3.06309876687979, \"cagr_pct\": 18.32713796206386, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 14.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.173566786853926, \"sortino\": 1.755628722355092}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.008434205366648, \"dd_pct\": -6.009992772209638, \"calmar\": 5.289694327731801, \"cagr_pct\": 31.791024676866442, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8950251971708858, \"sortino\": 3.7051954899328967}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.529064248984348, \"dd_pct\": -12.02847388391265, \"calmar\": 1.2919749804329368, \"cagr_pct\": 15.540487310806137, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9840212325547446, \"sortino\": 1.5876456559633718}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.4669618543045937, \"dd_pct\": -0.6888084077553813, \"calmar\": 5.205221577019884, \"cagr_pct\": 3.5854003864810213, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5242855272352631, \"sortino\": 2.8777069168061744}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 281.940795348542, \"dd_pct\": -48.310034956286316, \"calmar\": 0.36525759769543364, \"cagr_pct\": 17.645607312715565, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 10.848273572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8594350175751364, \"sortino\": 1.3222440329493284}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.464655390068822, \"dd_pct\": -48.310034956286316, \"calmar\": 0.06785564033544506, \"cagr_pct\": 3.2781083565865425, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 14.374445430346054, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2557293053512694, \"sortino\": 0.35399852868675524}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 245.75837311929925, \"dd_pct\": -12.02847388391265, \"calmar\": 2.2590862031739536, \"cagr_pct\": 27.173359396385287, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 8.740053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4800405117020428, \"sortino\": 2.8393395782138406}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 281.940795348542, "Sharpe Ratio": 0.8594350175751364, "Sortino Ratio": 1.3222440329493284, "Calmar Ratio": 0.36525759769543364, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.310034956286316, "% In Market": 10.848273572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.06785564033544506, "Sub1_Sortino": 0.35399852868675524, "Sub1_Trades": 10, "Sub2_Calmar": 2.2590862031739536, "Sub2_Sortino": 2.8393395782138406, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6964b55b2b037291c9f5ceed139c962019c73e5cfde49911961edeeadedec314", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 121.0, "i_long_exit_activation_threshold": -390.0, "i_long_exit_activation_confirmation_threshold": 700.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "97f2657127d2b7c3e79903cf8a4260a655a3b07f7eed676e90906e7f9625f7c8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 102.66911291794342, \"dd_pct\": -10.065924127473025, \"calmar\": 10.2094149031408, \"cagr_pct\": 102.76719580090766, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 9.794520547945206, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.5457230714850128, \"sortino\": 5.787395954662344}, {\"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\": 18.313509424032336, \"dd_pct\": -5.983201769472391, \"calmar\": 3.06309876687979, \"cagr_pct\": 18.32713796206386, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 14.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.173566786853926, \"sortino\": 1.755628722355092}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.008434205366648, \"dd_pct\": -6.009992772209638, \"calmar\": 5.289694327731801, \"cagr_pct\": 31.791024676866442, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8950251971708858, \"sortino\": 3.7051954899328967}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.529064248984348, \"dd_pct\": -12.02847388391265, \"calmar\": 1.2919749804329368, \"cagr_pct\": 15.540487310806137, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9840212325547446, \"sortino\": 1.5876456559633718}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.4669618543045937, \"dd_pct\": -0.6888084077553813, \"calmar\": 5.205221577019884, \"cagr_pct\": 3.5854003864810213, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5242855272352631, \"sortino\": 2.8777069168061744}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 281.940795348542, \"dd_pct\": -48.310034956286316, \"calmar\": 0.36525759769543364, \"cagr_pct\": 17.645607312715565, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 10.848273572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8594350175751364, \"sortino\": 1.3222440329493284}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.464655390068822, \"dd_pct\": -48.310034956286316, \"calmar\": 0.06785564033544506, \"cagr_pct\": 3.2781083565865425, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 14.374445430346054, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2557293053512694, \"sortino\": 0.35399852868675524}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 245.75837311929925, \"dd_pct\": -12.02847388391265, \"calmar\": 2.2590862031739536, \"cagr_pct\": 27.173359396385287, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 8.740053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4800405117020428, \"sortino\": 2.8393395782138406}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 281.940795348542, "Sharpe Ratio": 0.8594350175751364, "Sortino Ratio": 1.3222440329493284, "Calmar Ratio": 0.36525759769543364, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.310034956286316, "% In Market": 10.848273572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.06785564033544506, "Sub1_Sortino": 0.35399852868675524, "Sub1_Trades": 10, "Sub2_Calmar": 2.2590862031739536, "Sub2_Sortino": 2.8393395782138406, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6964b55b2b037291c9f5ceed139c962019c73e5cfde49911961edeeadedec314", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": -391.0, "i_long_exit_activation_confirmation_threshold": 700.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "7156aa97b697fda622496ab614c9a259f2f5302edf017e03acad409cfcf281d6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 102.66911291794342, \"dd_pct\": -10.065924127473025, \"calmar\": 10.2094149031408, \"cagr_pct\": 102.76719580090766, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 9.794520547945206, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.5457230714850128, \"sortino\": 5.787395954662344}, {\"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\": 18.313509424032336, \"dd_pct\": -5.983201769472391, \"calmar\": 3.06309876687979, \"cagr_pct\": 18.32713796206386, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 14.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.173566786853926, \"sortino\": 1.755628722355092}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.008434205366648, \"dd_pct\": -6.009992772209638, \"calmar\": 5.289694327731801, \"cagr_pct\": 31.791024676866442, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8950251971708858, \"sortino\": 3.7051954899328967}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.529064248984348, \"dd_pct\": -12.02847388391265, \"calmar\": 1.2919749804329368, \"cagr_pct\": 15.540487310806137, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9840212325547446, \"sortino\": 1.5876456559633718}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.4669618543045937, \"dd_pct\": -0.6888084077553813, \"calmar\": 5.205221577019884, \"cagr_pct\": 3.5854003864810213, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5242855272352631, \"sortino\": 2.8777069168061744}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 288.60119849849644, \"dd_pct\": -48.310034956286316, \"calmar\": 0.3703682219537949, \"cagr_pct\": 17.89250174928544, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 10.790172642762284, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8695505957769618, \"sortino\": 1.3383930830833566}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 12.390972630015185, \"dd_pct\": -48.310034956286316, \"calmar\": 0.07986720177134903, \"cagr_pct\": 3.8583873094346437, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 14.219165927240462, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2761501012079967, \"sortino\": 0.38241620924177583}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 245.75837311929925, \"dd_pct\": -12.02847388391265, \"calmar\": 2.2590862031739536, \"cagr_pct\": 27.173359396385287, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 8.740053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4800405117020428, \"sortino\": 2.8393395782138406}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 29, "Total P&L %": 288.60119849849644, "Sharpe Ratio": 0.8695505957769618, "Sortino Ratio": 1.3383930830833566, "Calmar Ratio": 0.3703682219537949, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.310034956286316, "% In Market": 10.790172642762284, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.07986720177134903, "Sub1_Sortino": 0.38241620924177583, "Sub1_Trades": 11, "Sub2_Calmar": 2.2590862031739536, "Sub2_Sortino": 2.8393395782138406, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6964b55b2b037291c9f5ceed139c962019c73e5cfde49911961edeeadedec314", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": -390.05, "i_long_exit_activation_confirmation_threshold": 700.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "376974368da25b97dfa36f6d050177c48bb1eef0f33faca7b485025280d2c49a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 102.66911291794342, \"dd_pct\": -10.065924127473025, \"calmar\": 10.2094149031408, \"cagr_pct\": 102.76719580090766, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 9.794520547945206, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.5457230714850128, \"sortino\": 5.787395954662344}, {\"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\": 18.313509424032336, \"dd_pct\": -5.983201769472391, \"calmar\": 3.06309876687979, \"cagr_pct\": 18.32713796206386, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 14.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.173566786853926, \"sortino\": 1.755628722355092}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.008434205366648, \"dd_pct\": -6.009992772209638, \"calmar\": 5.289694327731801, \"cagr_pct\": 31.791024676866442, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8950251971708858, \"sortino\": 3.7051954899328967}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.529064248984348, \"dd_pct\": -12.02847388391265, \"calmar\": 1.2919749804329368, \"cagr_pct\": 15.540487310806137, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9840212325547446, \"sortino\": 1.5876456559633718}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.4669618543045937, \"dd_pct\": -0.6888084077553813, \"calmar\": 5.205221577019884, \"cagr_pct\": 3.5854003864810213, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5242855272352631, \"sortino\": 2.8777069168061744}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 281.940795348542, \"dd_pct\": -48.310034956286316, \"calmar\": 0.36525759769543364, \"cagr_pct\": 17.645607312715565, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 10.848273572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8594350175751364, \"sortino\": 1.3222440329493284}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.464655390068822, \"dd_pct\": -48.310034956286316, \"calmar\": 0.06785564033544506, \"cagr_pct\": 3.2781083565865425, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 14.374445430346054, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2557293053512694, \"sortino\": 0.35399852868675524}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 245.75837311929925, \"dd_pct\": -12.02847388391265, \"calmar\": 2.2590862031739536, \"cagr_pct\": 27.173359396385287, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 8.740053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4800405117020428, \"sortino\": 2.8393395782138406}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 281.940795348542, "Sharpe Ratio": 0.8594350175751364, "Sortino Ratio": 1.3222440329493284, "Calmar Ratio": 0.36525759769543364, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.310034956286316, "% In Market": 10.848273572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.06785564033544506, "Sub1_Sortino": 0.35399852868675524, "Sub1_Trades": 10, "Sub2_Calmar": 2.2590862031739536, "Sub2_Sortino": 2.8393395782138406, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6964b55b2b037291c9f5ceed139c962019c73e5cfde49911961edeeadedec314", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": -389.95, "i_long_exit_activation_confirmation_threshold": 700.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "35a95e2bd612141301711e9e9bc6231423bef9aa1bd71755b1c64d4004d1acd6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 102.66911291794342, \"dd_pct\": -10.065924127473025, \"calmar\": 10.2094149031408, \"cagr_pct\": 102.76719580090766, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 9.794520547945206, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.5457230714850128, \"sortino\": 5.787395954662344}, {\"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\": 18.313509424032336, \"dd_pct\": -5.983201769472391, \"calmar\": 3.06309876687979, \"cagr_pct\": 18.32713796206386, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 14.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.173566786853926, \"sortino\": 1.755628722355092}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.008434205366648, \"dd_pct\": -6.009992772209638, \"calmar\": 5.289694327731801, \"cagr_pct\": 31.791024676866442, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8950251971708858, \"sortino\": 3.7051954899328967}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.529064248984348, \"dd_pct\": -12.02847388391265, \"calmar\": 1.2919749804329368, \"cagr_pct\": 15.540487310806137, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9840212325547446, \"sortino\": 1.5876456559633718}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.4669618543045937, \"dd_pct\": -0.6888084077553813, \"calmar\": 5.205221577019884, \"cagr_pct\": 3.5854003864810213, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5242855272352631, \"sortino\": 2.8777069168061744}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 281.940795348542, \"dd_pct\": -48.310034956286316, \"calmar\": 0.36525759769543364, \"cagr_pct\": 17.645607312715565, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 10.848273572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8594350175751364, \"sortino\": 1.3222440329493284}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.464655390068822, \"dd_pct\": -48.310034956286316, \"calmar\": 0.06785564033544506, \"cagr_pct\": 3.2781083565865425, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 14.374445430346054, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2557293053512694, \"sortino\": 0.35399852868675524}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 245.75837311929925, \"dd_pct\": -12.02847388391265, \"calmar\": 2.2590862031739536, \"cagr_pct\": 27.173359396385287, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 8.740053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4800405117020428, \"sortino\": 2.8393395782138406}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 281.940795348542, "Sharpe Ratio": 0.8594350175751364, "Sortino Ratio": 1.3222440329493284, "Calmar Ratio": 0.36525759769543364, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.310034956286316, "% In Market": 10.848273572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.06785564033544506, "Sub1_Sortino": 0.35399852868675524, "Sub1_Trades": 10, "Sub2_Calmar": 2.2590862031739536, "Sub2_Sortino": 2.8393395782138406, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6964b55b2b037291c9f5ceed139c962019c73e5cfde49911961edeeadedec314", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": -389.0, "i_long_exit_activation_confirmation_threshold": 700.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "5aff11a586c0255a3e19f09aa45c756865bb1edc6deed596250134c6189876a1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 102.66911291794342, \"dd_pct\": -10.065924127473025, \"calmar\": 10.2094149031408, \"cagr_pct\": 102.76719580090766, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 9.794520547945206, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.5457230714850128, \"sortino\": 5.787395954662344}, {\"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\": 18.313509424032336, \"dd_pct\": -5.983201769472391, \"calmar\": 3.06309876687979, \"cagr_pct\": 18.32713796206386, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 14.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.173566786853926, \"sortino\": 1.755628722355092}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.008434205366648, \"dd_pct\": -6.009992772209638, \"calmar\": 5.289694327731801, \"cagr_pct\": 31.791024676866442, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8950251971708858, \"sortino\": 3.7051954899328967}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.529064248984348, \"dd_pct\": -12.02847388391265, \"calmar\": 1.2919749804329368, \"cagr_pct\": 15.540487310806137, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9840212325547446, \"sortino\": 1.5876456559633718}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.4669618543045937, \"dd_pct\": -0.6888084077553813, \"calmar\": 5.205221577019884, \"cagr_pct\": 3.5854003864810213, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5242855272352631, \"sortino\": 2.8777069168061744}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 281.940795348542, \"dd_pct\": -48.310034956286316, \"calmar\": 0.36525759769543364, \"cagr_pct\": 17.645607312715565, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 10.848273572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8594350175751364, \"sortino\": 1.3222440329493284}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.464655390068822, \"dd_pct\": -48.310034956286316, \"calmar\": 0.06785564033544506, \"cagr_pct\": 3.2781083565865425, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 14.374445430346054, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2557293053512694, \"sortino\": 0.35399852868675524}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 245.75837311929925, \"dd_pct\": -12.02847388391265, \"calmar\": 2.2590862031739536, \"cagr_pct\": 27.173359396385287, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 8.740053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4800405117020428, \"sortino\": 2.8393395782138406}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 281.940795348542, "Sharpe Ratio": 0.8594350175751364, "Sortino Ratio": 1.3222440329493284, "Calmar Ratio": 0.36525759769543364, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.310034956286316, "% In Market": 10.848273572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.06785564033544506, "Sub1_Sortino": 0.35399852868675524, "Sub1_Trades": 10, "Sub2_Calmar": 2.2590862031739536, "Sub2_Sortino": 2.8393395782138406, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6964b55b2b037291c9f5ceed139c962019c73e5cfde49911961edeeadedec314", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": -390.0, "i_long_exit_activation_confirmation_threshold": 699.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "b32ba334fc572d133f3c2ed18ea912a8f4f61cf33851ebe58fb6393a41b9660a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 102.66911291794342, \"dd_pct\": -10.065924127473025, \"calmar\": 10.2094149031408, \"cagr_pct\": 102.76719580090766, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 9.794520547945206, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.5457230714850128, \"sortino\": 5.787395954662344}, {\"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\": 18.313509424032336, \"dd_pct\": -5.983201769472391, \"calmar\": 3.06309876687979, \"cagr_pct\": 18.32713796206386, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 14.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.173566786853926, \"sortino\": 1.755628722355092}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.008434205366648, \"dd_pct\": -6.009992772209638, \"calmar\": 5.289694327731801, \"cagr_pct\": 31.791024676866442, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8950251971708858, \"sortino\": 3.7051954899328967}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.529064248984348, \"dd_pct\": -12.02847388391265, \"calmar\": 1.2919749804329368, \"cagr_pct\": 15.540487310806137, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9840212325547446, \"sortino\": 1.5876456559633718}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.4669618543045937, \"dd_pct\": -0.6888084077553813, \"calmar\": 5.205221577019884, \"cagr_pct\": 3.5854003864810213, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5242855272352631, \"sortino\": 2.8777069168061744}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 281.940795348542, \"dd_pct\": -48.310034956286316, \"calmar\": 0.36525759769543364, \"cagr_pct\": 17.645607312715565, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 10.848273572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8594350175751364, \"sortino\": 1.3222440329493284}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.464655390068822, \"dd_pct\": -48.310034956286316, \"calmar\": 0.06785564033544506, \"cagr_pct\": 3.2781083565865425, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 14.374445430346054, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2557293053512694, \"sortino\": 0.35399852868675524}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 245.75837311929925, \"dd_pct\": -12.02847388391265, \"calmar\": 2.2590862031739536, \"cagr_pct\": 27.173359396385287, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 8.740053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4800405117020428, \"sortino\": 2.8393395782138406}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 281.940795348542, "Sharpe Ratio": 0.8594350175751364, "Sortino Ratio": 1.3222440329493284, "Calmar Ratio": 0.36525759769543364, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.310034956286316, "% In Market": 10.848273572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.06785564033544506, "Sub1_Sortino": 0.35399852868675524, "Sub1_Trades": 10, "Sub2_Calmar": 2.2590862031739536, "Sub2_Sortino": 2.8393395782138406, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6964b55b2b037291c9f5ceed139c962019c73e5cfde49911961edeeadedec314", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": -390.0, "i_long_exit_activation_confirmation_threshold": 699.95, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "69828d6e0ce88ca31e3eea9208858d68f1bf7f0ea5fc42b2a12dd37c84d58ac7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 102.66911291794342, \"dd_pct\": -10.065924127473025, \"calmar\": 10.2094149031408, \"cagr_pct\": 102.76719580090766, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 9.794520547945206, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.5457230714850128, \"sortino\": 5.787395954662344}, {\"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\": 18.313509424032336, \"dd_pct\": -5.983201769472391, \"calmar\": 3.06309876687979, \"cagr_pct\": 18.32713796206386, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 14.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.173566786853926, \"sortino\": 1.755628722355092}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.008434205366648, \"dd_pct\": -6.009992772209638, \"calmar\": 5.289694327731801, \"cagr_pct\": 31.791024676866442, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8950251971708858, \"sortino\": 3.7051954899328967}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.529064248984348, \"dd_pct\": -12.02847388391265, \"calmar\": 1.2919749804329368, \"cagr_pct\": 15.540487310806137, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9840212325547446, \"sortino\": 1.5876456559633718}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.4669618543045937, \"dd_pct\": -0.6888084077553813, \"calmar\": 5.205221577019884, \"cagr_pct\": 3.5854003864810213, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5242855272352631, \"sortino\": 2.8777069168061744}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 281.940795348542, \"dd_pct\": -48.310034956286316, \"calmar\": 0.36525759769543364, \"cagr_pct\": 17.645607312715565, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 10.848273572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8594350175751364, \"sortino\": 1.3222440329493284}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.464655390068822, \"dd_pct\": -48.310034956286316, \"calmar\": 0.06785564033544506, \"cagr_pct\": 3.2781083565865425, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 14.374445430346054, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2557293053512694, \"sortino\": 0.35399852868675524}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 245.75837311929925, \"dd_pct\": -12.02847388391265, \"calmar\": 2.2590862031739536, \"cagr_pct\": 27.173359396385287, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 8.740053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4800405117020428, \"sortino\": 2.8393395782138406}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 281.940795348542, "Sharpe Ratio": 0.8594350175751364, "Sortino Ratio": 1.3222440329493284, "Calmar Ratio": 0.36525759769543364, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.310034956286316, "% In Market": 10.848273572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.06785564033544506, "Sub1_Sortino": 0.35399852868675524, "Sub1_Trades": 10, "Sub2_Calmar": 2.2590862031739536, "Sub2_Sortino": 2.8393395782138406, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6964b55b2b037291c9f5ceed139c962019c73e5cfde49911961edeeadedec314", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": -390.0, "i_long_exit_activation_confirmation_threshold": 700.05, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "5620aba9b3735402e1482d7ca1f9eafcaa2fe586a7315d62b27cdf5aa3d5040a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 102.66911291794342, \"dd_pct\": -10.065924127473025, \"calmar\": 10.2094149031408, \"cagr_pct\": 102.76719580090766, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 9.794520547945206, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.5457230714850128, \"sortino\": 5.787395954662344}, {\"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\": 18.313509424032336, \"dd_pct\": -5.983201769472391, \"calmar\": 3.06309876687979, \"cagr_pct\": 18.32713796206386, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 14.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.173566786853926, \"sortino\": 1.755628722355092}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.008434205366648, \"dd_pct\": -6.009992772209638, \"calmar\": 5.289694327731801, \"cagr_pct\": 31.791024676866442, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8950251971708858, \"sortino\": 3.7051954899328967}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.529064248984348, \"dd_pct\": -12.02847388391265, \"calmar\": 1.2919749804329368, \"cagr_pct\": 15.540487310806137, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9840212325547446, \"sortino\": 1.5876456559633718}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.4669618543045937, \"dd_pct\": -0.6888084077553813, \"calmar\": 5.205221577019884, \"cagr_pct\": 3.5854003864810213, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5242855272352631, \"sortino\": 2.8777069168061744}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 281.940795348542, \"dd_pct\": -48.310034956286316, \"calmar\": 0.36525759769543364, \"cagr_pct\": 17.645607312715565, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 10.848273572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8594350175751364, \"sortino\": 1.3222440329493284}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.464655390068822, \"dd_pct\": -48.310034956286316, \"calmar\": 0.06785564033544506, \"cagr_pct\": 3.2781083565865425, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 14.374445430346054, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2557293053512694, \"sortino\": 0.35399852868675524}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 245.75837311929925, \"dd_pct\": -12.02847388391265, \"calmar\": 2.2590862031739536, \"cagr_pct\": 27.173359396385287, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 8.740053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4800405117020428, \"sortino\": 2.8393395782138406}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 281.940795348542, "Sharpe Ratio": 0.8594350175751364, "Sortino Ratio": 1.3222440329493284, "Calmar Ratio": 0.36525759769543364, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.310034956286316, "% In Market": 10.848273572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.06785564033544506, "Sub1_Sortino": 0.35399852868675524, "Sub1_Trades": 10, "Sub2_Calmar": 2.2590862031739536, "Sub2_Sortino": 2.8393395782138406, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6964b55b2b037291c9f5ceed139c962019c73e5cfde49911961edeeadedec314", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": -390.0, "i_long_exit_activation_confirmation_threshold": 701.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "2c60e425cff0ee9803ee79ecfa4a430690da4d8e051cc5e58257f351ea8d5413", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 102.66911291794342, \"dd_pct\": -10.065924127473025, \"calmar\": 10.2094149031408, \"cagr_pct\": 102.76719580090766, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 9.794520547945206, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.5457230714850128, \"sortino\": 5.787395954662344}, {\"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\": 18.313509424032336, \"dd_pct\": -5.983201769472391, \"calmar\": 3.06309876687979, \"cagr_pct\": 18.32713796206386, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 14.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.173566786853926, \"sortino\": 1.755628722355092}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.008434205366648, \"dd_pct\": -6.009992772209638, \"calmar\": 5.289694327731801, \"cagr_pct\": 31.791024676866442, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8950251971708858, \"sortino\": 3.7051954899328967}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.529064248984348, \"dd_pct\": -12.02847388391265, \"calmar\": 1.2919749804329368, \"cagr_pct\": 15.540487310806137, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9840212325547446, \"sortino\": 1.5876456559633718}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.4669618543045937, \"dd_pct\": -0.6888084077553813, \"calmar\": 5.205221577019884, \"cagr_pct\": 3.5854003864810213, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.3245033112582782, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5242855272352631, \"sortino\": 2.8777069168061744}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 281.940795348542, \"dd_pct\": -48.310034956286316, \"calmar\": 0.36525759769543364, \"cagr_pct\": 17.645607312715565, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 10.848273572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8594350175751364, \"sortino\": 1.3222440329493284}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 10.464655390068822, \"dd_pct\": -48.310034956286316, \"calmar\": 0.06785564033544506, \"cagr_pct\": 3.2781083565865425, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 14.374445430346054, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2557293053512694, \"sortino\": 0.35399852868675524}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 245.75837311929925, \"dd_pct\": -12.02847388391265, \"calmar\": 2.2590862031739536, \"cagr_pct\": 27.173359396385287, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 8.740053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4800405117020428, \"sortino\": 2.8393395782138406}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 281.940795348542, "Sharpe Ratio": 0.8594350175751364, "Sortino Ratio": 1.3222440329493284, "Calmar Ratio": 0.36525759769543364, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.310034956286316, "% In Market": 10.848273572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.06785564033544506, "Sub1_Sortino": 0.35399852868675524, "Sub1_Trades": 10, "Sub2_Calmar": 2.2590862031739536, "Sub2_Sortino": 2.8393395782138406, "Sub2_Trades": 18, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6964b55b2b037291c9f5ceed139c962019c73e5cfde49911961edeeadedec314", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -445.0, "i_long_exit_activation_threshold": -110.0, "i_long_exit_activation_confirmation_threshold": -530.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "5a8cba3e21ac39f0a0ccc9ff818d43f4959af3e0e31c7a7dd214f695feee5353", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.542353818973986, \"dd_pct\": -54.075268286089006, \"calmar\": -0.047046882931539316, \"cagr_pct\": -2.54407281654721, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.33577217954055166, \"sortino\": 0.4695819842493626}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.578586301251017, \"dd_pct\": -29.44706883724396, \"calmar\": -0.05364401286743971, \"cagr_pct\": -1.579658939613498, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.11723019867978116, \"sortino\": 0.1674955087359461}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 52.61969099932375, \"dd_pct\": -20.80213007809435, \"calmar\": 2.531658632639047, \"cagr_pct\": 52.66389218948794, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 58.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.448236509141546, \"sortino\": 2.2473966980525644}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.998916719933254, \"dd_pct\": -36.27339890543452, \"calmar\": 0.6030926358404884, \"cagr_pct\": 21.87621975677199, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 66.87956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6623670637809329, \"sortino\": 0.9396494333319597}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.15478491430838, \"dd_pct\": -21.19801539969063, \"calmar\": 3.2651970193265, \"cagr_pct\": 69.21569669870709, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 71.0958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7162705016195008, \"sortino\": 2.614587221951786}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -47.98185023877628, \"dd_pct\": -52.217047418169635, \"calmar\": -1.5209873118660882, \"cagr_pct\": -79.4214665861459, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 65.56291390728477, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.26244231587332, \"sortino\": -4.126930816905714}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 219.9164136444431, \"dd_pct\": -58.448079211441126, \"calmar\": 0.25911042686481295, \"cagr_pct\": 15.14450675390491, \"entries\": 45, \"exits\": 44, \"exposure_pct\": 53.311752988047814, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5367872258291061, \"sortino\": 0.7708978938906773}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.10524890908218, \"dd_pct\": -57.125857989732594, \"calmar\": 0.48985280068625464, \"cagr_pct\": 27.98326152787577, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 40.150842945874, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7755157374524752, \"sortino\": 1.1426773730995983}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.42016380938554, \"dd_pct\": -58.448079211441154, \"calmar\": 0.13845244523626163, \"cagr_pct\": 8.092279486186737, \"entries\": 31, \"exits\": 30, \"exposure_pct\": 61.180371352785144, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4003120470297866, \"sortino\": 0.5672111440177833}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.694873877663666, \"dd_pct\": -26.625921359173333, \"calmar\": -0.5825988797571302, \"cagr_pct\": -15.51223195635583, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 46.2536023054755, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4929943141478513, \"sortino\": -0.7286815947310763}]", "Additional_Threshold_Budget": 0, "Total Trades": 45, "Total P&L %": 219.9164136444431, "Sharpe Ratio": 0.5367872258291061, "Sortino Ratio": 0.7708978938906773, "Calmar Ratio": 0.25911042686481295, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.448079211441126, "% In Market": 53.311752988047814, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.48985280068625464, "Sub1_Sortino": 1.1426773730995983, "Sub1_Trades": 14, "Sub2_Calmar": 0.13845244523626163, "Sub2_Sortino": 0.5672111440177833, "Sub2_Trades": 31, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.694873877663666, "OOS_Sortino Ratio": -0.7286815947310763, "OOS_Calmar Ratio": -0.5825988797571302, "OOS_Max Drawdown %": -26.625921359173333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "726364ff6ad82fb56cbcb1b70871eebf72234f34993070d53f0c262522113856", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -446.0, "i_long_exit_activation_threshold": -110.0, "i_long_exit_activation_confirmation_threshold": -530.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "3f2bceb91a34acd9595519c7e01210dcdef645aec912000bc6bb3d5af34d26ca", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.542353818973986, \"dd_pct\": -54.075268286089006, \"calmar\": -0.047046882931539316, \"cagr_pct\": -2.54407281654721, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.33577217954055166, \"sortino\": 0.4695819842493626}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.578586301251017, \"dd_pct\": -29.44706883724396, \"calmar\": -0.05364401286743971, \"cagr_pct\": -1.579658939613498, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.11723019867978116, \"sortino\": 0.1674955087359461}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 52.61969099932375, \"dd_pct\": -20.80213007809435, \"calmar\": 2.531658632639047, \"cagr_pct\": 52.66389218948794, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 58.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.448236509141546, \"sortino\": 2.2473966980525644}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.998916719933254, \"dd_pct\": -36.27339890543452, \"calmar\": 0.6030926358404884, \"cagr_pct\": 21.87621975677199, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 66.87956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6623670637809329, \"sortino\": 0.9396494333319597}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.15478491430838, \"dd_pct\": -21.19801539969063, \"calmar\": 3.2651970193265, \"cagr_pct\": 69.21569669870709, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 71.0958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7162705016195008, \"sortino\": 2.614587221951786}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -47.98185023877628, \"dd_pct\": -52.217047418169635, \"calmar\": -1.5209873118660882, \"cagr_pct\": -79.4214665861459, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 65.56291390728477, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.26244231587332, \"sortino\": -4.126930816905714}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 219.9164136444431, \"dd_pct\": -58.448079211441126, \"calmar\": 0.25911042686481295, \"cagr_pct\": 15.14450675390491, \"entries\": 45, \"exits\": 44, \"exposure_pct\": 53.311752988047814, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5367872258291061, \"sortino\": 0.7708978938906773}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.10524890908218, \"dd_pct\": -57.125857989732594, \"calmar\": 0.48985280068625464, \"cagr_pct\": 27.98326152787577, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 40.150842945874, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7755157374524752, \"sortino\": 1.1426773730995983}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.42016380938554, \"dd_pct\": -58.448079211441154, \"calmar\": 0.13845244523626163, \"cagr_pct\": 8.092279486186737, \"entries\": 31, \"exits\": 30, \"exposure_pct\": 61.180371352785144, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4003120470297866, \"sortino\": 0.5672111440177833}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.694873877663666, \"dd_pct\": -26.625921359173333, \"calmar\": -0.5825988797571302, \"cagr_pct\": -15.51223195635583, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 46.2536023054755, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4929943141478513, \"sortino\": -0.7286815947310763}]", "Additional_Threshold_Budget": 0, "Total Trades": 45, "Total P&L %": 219.9164136444431, "Sharpe Ratio": 0.5367872258291061, "Sortino Ratio": 0.7708978938906773, "Calmar Ratio": 0.25911042686481295, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.448079211441126, "% In Market": 53.311752988047814, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.48985280068625464, "Sub1_Sortino": 1.1426773730995983, "Sub1_Trades": 14, "Sub2_Calmar": 0.13845244523626163, "Sub2_Sortino": 0.5672111440177833, "Sub2_Trades": 31, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.694873877663666, "OOS_Sortino Ratio": -0.7286815947310763, "OOS_Calmar Ratio": -0.5825988797571302, "OOS_Max Drawdown %": -26.625921359173333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "726364ff6ad82fb56cbcb1b70871eebf72234f34993070d53f0c262522113856", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -445.05, "i_long_exit_activation_threshold": -110.0, "i_long_exit_activation_confirmation_threshold": -530.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "c2ed58e57591b9f52a755b9fdeaa65d5f2b823b4748055d8e5439f68015271c1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.542353818973986, \"dd_pct\": -54.075268286089006, \"calmar\": -0.047046882931539316, \"cagr_pct\": -2.54407281654721, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.33577217954055166, \"sortino\": 0.4695819842493626}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.578586301251017, \"dd_pct\": -29.44706883724396, \"calmar\": -0.05364401286743971, \"cagr_pct\": -1.579658939613498, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.11723019867978116, \"sortino\": 0.1674955087359461}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 52.61969099932375, \"dd_pct\": -20.80213007809435, \"calmar\": 2.531658632639047, \"cagr_pct\": 52.66389218948794, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 58.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.448236509141546, \"sortino\": 2.2473966980525644}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.998916719933254, \"dd_pct\": -36.27339890543452, \"calmar\": 0.6030926358404884, \"cagr_pct\": 21.87621975677199, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 66.87956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6623670637809329, \"sortino\": 0.9396494333319597}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.15478491430838, \"dd_pct\": -21.19801539969063, \"calmar\": 3.2651970193265, \"cagr_pct\": 69.21569669870709, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 71.0958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7162705016195008, \"sortino\": 2.614587221951786}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -47.98185023877628, \"dd_pct\": -52.217047418169635, \"calmar\": -1.5209873118660882, \"cagr_pct\": -79.4214665861459, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 65.56291390728477, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.26244231587332, \"sortino\": -4.126930816905714}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 219.9164136444431, \"dd_pct\": -58.448079211441126, \"calmar\": 0.25911042686481295, \"cagr_pct\": 15.14450675390491, \"entries\": 45, \"exits\": 44, \"exposure_pct\": 53.311752988047814, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5367872258291061, \"sortino\": 0.7708978938906773}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.10524890908218, \"dd_pct\": -57.125857989732594, \"calmar\": 0.48985280068625464, \"cagr_pct\": 27.98326152787577, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 40.150842945874, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7755157374524752, \"sortino\": 1.1426773730995983}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.42016380938554, \"dd_pct\": -58.448079211441154, \"calmar\": 0.13845244523626163, \"cagr_pct\": 8.092279486186737, \"entries\": 31, \"exits\": 30, \"exposure_pct\": 61.180371352785144, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4003120470297866, \"sortino\": 0.5672111440177833}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.694873877663666, \"dd_pct\": -26.625921359173333, \"calmar\": -0.5825988797571302, \"cagr_pct\": -15.51223195635583, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 46.2536023054755, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4929943141478513, \"sortino\": -0.7286815947310763}]", "Additional_Threshold_Budget": 0, "Total Trades": 45, "Total P&L %": 219.9164136444431, "Sharpe Ratio": 0.5367872258291061, "Sortino Ratio": 0.7708978938906773, "Calmar Ratio": 0.25911042686481295, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.448079211441126, "% In Market": 53.311752988047814, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.48985280068625464, "Sub1_Sortino": 1.1426773730995983, "Sub1_Trades": 14, "Sub2_Calmar": 0.13845244523626163, "Sub2_Sortino": 0.5672111440177833, "Sub2_Trades": 31, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.694873877663666, "OOS_Sortino Ratio": -0.7286815947310763, "OOS_Calmar Ratio": -0.5825988797571302, "OOS_Max Drawdown %": -26.625921359173333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "726364ff6ad82fb56cbcb1b70871eebf72234f34993070d53f0c262522113856", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -444.95, "i_long_exit_activation_threshold": -110.0, "i_long_exit_activation_confirmation_threshold": -530.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "6161a54f07245564d1713277ae120cb787a9848a04b5a4049471bda35c4dc22c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.542353818973986, \"dd_pct\": -54.075268286089006, \"calmar\": -0.047046882931539316, \"cagr_pct\": -2.54407281654721, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.33577217954055166, \"sortino\": 0.4695819842493626}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.578586301251017, \"dd_pct\": -29.44706883724396, \"calmar\": -0.05364401286743971, \"cagr_pct\": -1.579658939613498, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.11723019867978116, \"sortino\": 0.1674955087359461}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 52.61969099932375, \"dd_pct\": -20.80213007809435, \"calmar\": 2.531658632639047, \"cagr_pct\": 52.66389218948794, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 58.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.448236509141546, \"sortino\": 2.2473966980525644}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.998916719933254, \"dd_pct\": -36.27339890543452, \"calmar\": 0.6030926358404884, \"cagr_pct\": 21.87621975677199, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 66.87956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6623670637809329, \"sortino\": 0.9396494333319597}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.15478491430838, \"dd_pct\": -21.19801539969063, \"calmar\": 3.2651970193265, \"cagr_pct\": 69.21569669870709, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 71.0958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7162705016195008, \"sortino\": 2.614587221951786}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -47.98185023877628, \"dd_pct\": -52.217047418169635, \"calmar\": -1.5209873118660882, \"cagr_pct\": -79.4214665861459, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 65.56291390728477, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.26244231587332, \"sortino\": -4.126930816905714}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 219.9164136444431, \"dd_pct\": -58.448079211441126, \"calmar\": 0.25911042686481295, \"cagr_pct\": 15.14450675390491, \"entries\": 45, \"exits\": 44, \"exposure_pct\": 53.311752988047814, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5367872258291061, \"sortino\": 0.7708978938906773}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.10524890908218, \"dd_pct\": -57.125857989732594, \"calmar\": 0.48985280068625464, \"cagr_pct\": 27.98326152787577, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 40.150842945874, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7755157374524752, \"sortino\": 1.1426773730995983}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.42016380938554, \"dd_pct\": -58.448079211441154, \"calmar\": 0.13845244523626163, \"cagr_pct\": 8.092279486186737, \"entries\": 31, \"exits\": 30, \"exposure_pct\": 61.180371352785144, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4003120470297866, \"sortino\": 0.5672111440177833}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.694873877663666, \"dd_pct\": -26.625921359173333, \"calmar\": -0.5825988797571302, \"cagr_pct\": -15.51223195635583, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 46.2536023054755, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4929943141478513, \"sortino\": -0.7286815947310763}]", "Additional_Threshold_Budget": 0, "Total Trades": 45, "Total P&L %": 219.9164136444431, "Sharpe Ratio": 0.5367872258291061, "Sortino Ratio": 0.7708978938906773, "Calmar Ratio": 0.25911042686481295, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.448079211441126, "% In Market": 53.311752988047814, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.48985280068625464, "Sub1_Sortino": 1.1426773730995983, "Sub1_Trades": 14, "Sub2_Calmar": 0.13845244523626163, "Sub2_Sortino": 0.5672111440177833, "Sub2_Trades": 31, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.694873877663666, "OOS_Sortino Ratio": -0.7286815947310763, "OOS_Calmar Ratio": -0.5825988797571302, "OOS_Max Drawdown %": -26.625921359173333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "726364ff6ad82fb56cbcb1b70871eebf72234f34993070d53f0c262522113856", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -444.0, "i_long_exit_activation_threshold": -110.0, "i_long_exit_activation_confirmation_threshold": -530.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "61d7c80897a8ea6cd84c7f27d670fb6f0f965c1c7c6423e6adf9ad3d985a3242", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.542353818973986, \"dd_pct\": -54.075268286089006, \"calmar\": -0.047046882931539316, \"cagr_pct\": -2.54407281654721, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.33577217954055166, \"sortino\": 0.4695819842493626}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.578586301251017, \"dd_pct\": -29.44706883724396, \"calmar\": -0.05364401286743971, \"cagr_pct\": -1.579658939613498, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.11723019867978116, \"sortino\": 0.1674955087359461}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 44.3037999343346, \"dd_pct\": -20.80213007809435, \"calmar\": 2.131515056321993, \"cagr_pct\": 44.3400534650267, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 66.43835616438356, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2325838548866266, \"sortino\": 1.916823771821796}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.998916719933254, \"dd_pct\": -36.27339890543452, \"calmar\": 0.6030926358404884, \"cagr_pct\": 21.87621975677199, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 66.87956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6623670637809329, \"sortino\": 0.9396494333319597}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.15478491430838, \"dd_pct\": -21.19801539969063, \"calmar\": 3.2651970193265, \"cagr_pct\": 69.21569669870709, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 71.0958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7162705016195008, \"sortino\": 2.614587221951786}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -47.98185023877628, \"dd_pct\": -52.217047418169635, \"calmar\": -1.5209873118660882, \"cagr_pct\": -79.4214665861459, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 65.56291390728477, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.26244231587332, \"sortino\": -4.126930816905714}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 207.1755674084742, \"dd_pct\": -58.4480792114412, \"calmar\": 0.24942552299626655, \"cagr_pct\": 14.578442725440935, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 54.28286852589641, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5258050493842141, \"sortino\": 0.7556337814448196}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 117.42539284665732, \"dd_pct\": -57.125857989732594, \"calmar\": 0.5010537278873641, \"cagr_pct\": 28.623124104519682, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 40.173025732031945, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7867286087187493, \"sortino\": 1.159520223877868}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.278607519921096, \"dd_pct\": -58.448079211441154, \"calmar\": 0.11848346845252157, \"cagr_pct\": 6.925131149359269, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 62.71883289124669, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3774220728600162, \"sortino\": 0.5353137390828517}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.694873877663666, \"dd_pct\": -26.625921359173333, \"calmar\": -0.5825988797571302, \"cagr_pct\": -15.51223195635583, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 46.2536023054755, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4929943141478513, \"sortino\": -0.7286815947310763}]", "Additional_Threshold_Budget": 0, "Total Trades": 46, "Total P&L %": 207.1755674084742, "Sharpe Ratio": 0.5258050493842141, "Sortino Ratio": 0.7556337814448196, "Calmar Ratio": 0.24942552299626655, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.4480792114412, "% In Market": 54.28286852589641, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5010537278873641, "Sub1_Sortino": 1.159520223877868, "Sub1_Trades": 14, "Sub2_Calmar": 0.11848346845252157, "Sub2_Sortino": 0.5353137390828517, "Sub2_Trades": 32, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.694873877663666, "OOS_Sortino Ratio": -0.7286815947310763, "OOS_Calmar Ratio": -0.5825988797571302, "OOS_Max Drawdown %": -26.625921359173333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "726364ff6ad82fb56cbcb1b70871eebf72234f34993070d53f0c262522113856", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -445.0, "i_long_exit_activation_threshold": -111.0, "i_long_exit_activation_confirmation_threshold": -530.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "d8475bd417388eecb620739e267546e389d9fd673ae13ad00086662589ca2b29", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.542353818973986, \"dd_pct\": -54.075268286089006, \"calmar\": -0.047046882931539316, \"cagr_pct\": -2.54407281654721, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.33577217954055166, \"sortino\": 0.4695819842493626}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.578586301251017, \"dd_pct\": -29.44706883724396, \"calmar\": -0.05364401286743971, \"cagr_pct\": -1.579658939613498, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.11723019867978116, \"sortino\": 0.1674955087359461}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 52.61969099932375, \"dd_pct\": -20.80213007809435, \"calmar\": 2.531658632639047, \"cagr_pct\": 52.66389218948794, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 58.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.448236509141546, \"sortino\": 2.2473966980525644}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.998916719933254, \"dd_pct\": -36.27339890543452, \"calmar\": 0.6030926358404884, \"cagr_pct\": 21.87621975677199, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 66.87956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6623670637809329, \"sortino\": 0.9396494333319597}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.15478491430838, \"dd_pct\": -21.19801539969063, \"calmar\": 3.2651970193265, \"cagr_pct\": 69.21569669870709, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 71.0958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7162705016195008, \"sortino\": 2.614587221951786}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -47.98185023877628, \"dd_pct\": -52.217047418169635, \"calmar\": -1.5209873118660882, \"cagr_pct\": -79.4214665861459, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 65.56291390728477, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.26244231587332, \"sortino\": -4.126930816905714}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 219.9164136444431, \"dd_pct\": -58.448079211441126, \"calmar\": 0.25911042686481295, \"cagr_pct\": 15.14450675390491, \"entries\": 45, \"exits\": 44, \"exposure_pct\": 53.311752988047814, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5367872258291061, \"sortino\": 0.7708978938906773}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.10524890908218, \"dd_pct\": -57.125857989732594, \"calmar\": 0.48985280068625464, \"cagr_pct\": 27.98326152787577, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 40.150842945874, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7755157374524752, \"sortino\": 1.1426773730995983}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.42016380938554, \"dd_pct\": -58.448079211441154, \"calmar\": 0.13845244523626163, \"cagr_pct\": 8.092279486186737, \"entries\": 31, \"exits\": 30, \"exposure_pct\": 61.180371352785144, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4003120470297866, \"sortino\": 0.5672111440177833}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.694873877663666, \"dd_pct\": -26.625921359173333, \"calmar\": -0.5825988797571302, \"cagr_pct\": -15.51223195635583, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 46.2536023054755, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4929943141478513, \"sortino\": -0.7286815947310763}]", "Additional_Threshold_Budget": 0, "Total Trades": 45, "Total P&L %": 219.9164136444431, "Sharpe Ratio": 0.5367872258291061, "Sortino Ratio": 0.7708978938906773, "Calmar Ratio": 0.25911042686481295, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.448079211441126, "% In Market": 53.311752988047814, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.48985280068625464, "Sub1_Sortino": 1.1426773730995983, "Sub1_Trades": 14, "Sub2_Calmar": 0.13845244523626163, "Sub2_Sortino": 0.5672111440177833, "Sub2_Trades": 31, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.694873877663666, "OOS_Sortino Ratio": -0.7286815947310763, "OOS_Calmar Ratio": -0.5825988797571302, "OOS_Max Drawdown %": -26.625921359173333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "726364ff6ad82fb56cbcb1b70871eebf72234f34993070d53f0c262522113856", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -445.0, "i_long_exit_activation_threshold": -110.05, "i_long_exit_activation_confirmation_threshold": -530.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "a34fc894e2bd97b1e010781f70e91032af7a9e7044f3e56371e75cb432cd5935", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.542353818973986, \"dd_pct\": -54.075268286089006, \"calmar\": -0.047046882931539316, \"cagr_pct\": -2.54407281654721, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.33577217954055166, \"sortino\": 0.4695819842493626}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.578586301251017, \"dd_pct\": -29.44706883724396, \"calmar\": -0.05364401286743971, \"cagr_pct\": -1.579658939613498, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.11723019867978116, \"sortino\": 0.1674955087359461}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 52.61969099932375, \"dd_pct\": -20.80213007809435, \"calmar\": 2.531658632639047, \"cagr_pct\": 52.66389218948794, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 58.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.448236509141546, \"sortino\": 2.2473966980525644}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.998916719933254, \"dd_pct\": -36.27339890543452, \"calmar\": 0.6030926358404884, \"cagr_pct\": 21.87621975677199, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 66.87956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6623670637809329, \"sortino\": 0.9396494333319597}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.15478491430838, \"dd_pct\": -21.19801539969063, \"calmar\": 3.2651970193265, \"cagr_pct\": 69.21569669870709, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 71.0958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7162705016195008, \"sortino\": 2.614587221951786}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -47.98185023877628, \"dd_pct\": -52.217047418169635, \"calmar\": -1.5209873118660882, \"cagr_pct\": -79.4214665861459, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 65.56291390728477, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.26244231587332, \"sortino\": -4.126930816905714}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 219.9164136444431, \"dd_pct\": -58.448079211441126, \"calmar\": 0.25911042686481295, \"cagr_pct\": 15.14450675390491, \"entries\": 45, \"exits\": 44, \"exposure_pct\": 53.311752988047814, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5367872258291061, \"sortino\": 0.7708978938906773}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.10524890908218, \"dd_pct\": -57.125857989732594, \"calmar\": 0.48985280068625464, \"cagr_pct\": 27.98326152787577, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 40.150842945874, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7755157374524752, \"sortino\": 1.1426773730995983}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.42016380938554, \"dd_pct\": -58.448079211441154, \"calmar\": 0.13845244523626163, \"cagr_pct\": 8.092279486186737, \"entries\": 31, \"exits\": 30, \"exposure_pct\": 61.180371352785144, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4003120470297866, \"sortino\": 0.5672111440177833}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.694873877663666, \"dd_pct\": -26.625921359173333, \"calmar\": -0.5825988797571302, \"cagr_pct\": -15.51223195635583, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 46.2536023054755, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4929943141478513, \"sortino\": -0.7286815947310763}]", "Additional_Threshold_Budget": 0, "Total Trades": 45, "Total P&L %": 219.9164136444431, "Sharpe Ratio": 0.5367872258291061, "Sortino Ratio": 0.7708978938906773, "Calmar Ratio": 0.25911042686481295, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.448079211441126, "% In Market": 53.311752988047814, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.48985280068625464, "Sub1_Sortino": 1.1426773730995983, "Sub1_Trades": 14, "Sub2_Calmar": 0.13845244523626163, "Sub2_Sortino": 0.5672111440177833, "Sub2_Trades": 31, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.694873877663666, "OOS_Sortino Ratio": -0.7286815947310763, "OOS_Calmar Ratio": -0.5825988797571302, "OOS_Max Drawdown %": -26.625921359173333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "726364ff6ad82fb56cbcb1b70871eebf72234f34993070d53f0c262522113856", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -445.0, "i_long_exit_activation_threshold": -109.95, "i_long_exit_activation_confirmation_threshold": -530.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "1c0a79cc7729d40872542cc4ee0e645f01f3601560522ad053cd713127fe0b9d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.542353818973986, \"dd_pct\": -54.075268286089006, \"calmar\": -0.047046882931539316, \"cagr_pct\": -2.54407281654721, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.33577217954055166, \"sortino\": 0.4695819842493626}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.578586301251017, \"dd_pct\": -29.44706883724396, \"calmar\": -0.05364401286743971, \"cagr_pct\": -1.579658939613498, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.11723019867978116, \"sortino\": 0.1674955087359461}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 52.61969099932375, \"dd_pct\": -20.80213007809435, \"calmar\": 2.531658632639047, \"cagr_pct\": 52.66389218948794, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 58.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.448236509141546, \"sortino\": 2.2473966980525644}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.998916719933254, \"dd_pct\": -36.27339890543452, \"calmar\": 0.6030926358404884, \"cagr_pct\": 21.87621975677199, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 66.87956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6623670637809329, \"sortino\": 0.9396494333319597}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.15478491430838, \"dd_pct\": -21.19801539969063, \"calmar\": 3.2651970193265, \"cagr_pct\": 69.21569669870709, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 71.0958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7162705016195008, \"sortino\": 2.614587221951786}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -47.98185023877628, \"dd_pct\": -52.217047418169635, \"calmar\": -1.5209873118660882, \"cagr_pct\": -79.4214665861459, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 65.56291390728477, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.26244231587332, \"sortino\": -4.126930816905714}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 219.9164136444431, \"dd_pct\": -58.448079211441126, \"calmar\": 0.25911042686481295, \"cagr_pct\": 15.14450675390491, \"entries\": 45, \"exits\": 44, \"exposure_pct\": 53.311752988047814, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5367872258291061, \"sortino\": 0.7708978938906773}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.10524890908218, \"dd_pct\": -57.125857989732594, \"calmar\": 0.48985280068625464, \"cagr_pct\": 27.98326152787577, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 40.150842945874, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7755157374524752, \"sortino\": 1.1426773730995983}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.42016380938554, \"dd_pct\": -58.448079211441154, \"calmar\": 0.13845244523626163, \"cagr_pct\": 8.092279486186737, \"entries\": 31, \"exits\": 30, \"exposure_pct\": 61.180371352785144, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4003120470297866, \"sortino\": 0.5672111440177833}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.694873877663666, \"dd_pct\": -26.625921359173333, \"calmar\": -0.5825988797571302, \"cagr_pct\": -15.51223195635583, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 46.2536023054755, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4929943141478513, \"sortino\": -0.7286815947310763}]", "Additional_Threshold_Budget": 0, "Total Trades": 45, "Total P&L %": 219.9164136444431, "Sharpe Ratio": 0.5367872258291061, "Sortino Ratio": 0.7708978938906773, "Calmar Ratio": 0.25911042686481295, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.448079211441126, "% In Market": 53.311752988047814, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.48985280068625464, "Sub1_Sortino": 1.1426773730995983, "Sub1_Trades": 14, "Sub2_Calmar": 0.13845244523626163, "Sub2_Sortino": 0.5672111440177833, "Sub2_Trades": 31, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.694873877663666, "OOS_Sortino Ratio": -0.7286815947310763, "OOS_Calmar Ratio": -0.5825988797571302, "OOS_Max Drawdown %": -26.625921359173333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "726364ff6ad82fb56cbcb1b70871eebf72234f34993070d53f0c262522113856", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -445.0, "i_long_exit_activation_threshold": -109.0, "i_long_exit_activation_confirmation_threshold": -530.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "57b9231f93f6f27ba88f1d3707b564a1e0a1f5ac1de986b4b09f8659aea82fbf", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.542353818973986, \"dd_pct\": -54.075268286089006, \"calmar\": -0.047046882931539316, \"cagr_pct\": -2.54407281654721, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.33577217954055166, \"sortino\": 0.4695819842493626}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.578586301251017, \"dd_pct\": -29.44706883724396, \"calmar\": -0.05364401286743971, \"cagr_pct\": -1.579658939613498, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.11723019867978116, \"sortino\": 0.1674955087359461}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 52.61969099932375, \"dd_pct\": -20.80213007809435, \"calmar\": 2.531658632639047, \"cagr_pct\": 52.66389218948794, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 58.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.448236509141546, \"sortino\": 2.2473966980525644}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.998916719933254, \"dd_pct\": -36.27339890543452, \"calmar\": 0.6030926358404884, \"cagr_pct\": 21.87621975677199, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 66.87956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6623670637809329, \"sortino\": 0.9396494333319597}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.38421708460957, \"dd_pct\": -21.198015399690597, \"calmar\": 3.2760316230326345, \"cagr_pct\": 69.44536879491916, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 71.02739726027397, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7199396443563324, \"sortino\": 2.61934271757871}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -47.98185023877628, \"dd_pct\": -52.217047418169635, \"calmar\": -1.5209873118660882, \"cagr_pct\": -79.4214665861459, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 65.56291390728477, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.26244231587332, \"sortino\": -4.126930816905714}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 220.35033052793324, \"dd_pct\": -58.448079211441126, \"calmar\": 0.25943425874044496, \"cagr_pct\": 15.163434105023038, \"entries\": 45, \"exits\": 44, \"exposure_pct\": 53.30345285524568, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5371446322349063, \"sortino\": 0.7713980824643513}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.10524890908218, \"dd_pct\": -57.125857989732594, \"calmar\": 0.48985280068625464, \"cagr_pct\": 27.98326152787577, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 40.150842945874, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7755157374524752, \"sortino\": 1.1426773730995983}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.62282903394317, \"dd_pct\": -58.448079211441154, \"calmar\": 0.13893822117530116, \"cagr_pct\": 8.120672156750732, \"entries\": 31, \"exits\": 30, \"exposure_pct\": 61.167108753315645, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.40087762431895413, \"sortino\": 0.567998392889537}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.694873877663666, \"dd_pct\": -26.625921359173333, \"calmar\": -0.5825988797571302, \"cagr_pct\": -15.51223195635583, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 46.2536023054755, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4929943141478513, \"sortino\": -0.7286815947310763}]", "Additional_Threshold_Budget": 0, "Total Trades": 45, "Total P&L %": 220.35033052793324, "Sharpe Ratio": 0.5371446322349063, "Sortino Ratio": 0.7713980824643513, "Calmar Ratio": 0.25943425874044496, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.448079211441126, "% In Market": 53.30345285524568, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.48985280068625464, "Sub1_Sortino": 1.1426773730995983, "Sub1_Trades": 14, "Sub2_Calmar": 0.13893822117530116, "Sub2_Sortino": 0.567998392889537, "Sub2_Trades": 31, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.694873877663666, "OOS_Sortino Ratio": -0.7286815947310763, "OOS_Calmar Ratio": -0.5825988797571302, "OOS_Max Drawdown %": -26.625921359173333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "726364ff6ad82fb56cbcb1b70871eebf72234f34993070d53f0c262522113856", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -445.0, "i_long_exit_activation_threshold": -110.0, "i_long_exit_activation_confirmation_threshold": -531.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "ff32ae19d5b0bc65b5c319703d3a52c9816c1e88cc6af90305108015e02f993b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.542353818973986, \"dd_pct\": -54.075268286089006, \"calmar\": -0.047046882931539316, \"cagr_pct\": -2.54407281654721, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.33577217954055166, \"sortino\": 0.4695819842493626}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.578586301251017, \"dd_pct\": -29.44706883724396, \"calmar\": -0.05364401286743971, \"cagr_pct\": -1.579658939613498, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.11723019867978116, \"sortino\": 0.1674955087359461}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 52.61969099932375, \"dd_pct\": -20.80213007809435, \"calmar\": 2.531658632639047, \"cagr_pct\": 52.66389218948794, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 58.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.448236509141546, \"sortino\": 2.2473966980525644}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.998916719933254, \"dd_pct\": -36.27339890543452, \"calmar\": 0.6030926358404884, \"cagr_pct\": 21.87621975677199, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 66.87956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6623670637809329, \"sortino\": 0.9396494333319597}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.15478491430838, \"dd_pct\": -21.19801539969063, \"calmar\": 3.2651970193265, \"cagr_pct\": 69.21569669870709, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 71.0958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7162705016195008, \"sortino\": 2.614587221951786}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -47.98185023877628, \"dd_pct\": -52.217047418169635, \"calmar\": -1.5209873118660882, \"cagr_pct\": -79.4214665861459, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 65.56291390728477, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.26244231587332, \"sortino\": -4.126930816905714}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 219.9164136444431, \"dd_pct\": -58.448079211441126, \"calmar\": 0.25911042686481295, \"cagr_pct\": 15.14450675390491, \"entries\": 45, \"exits\": 44, \"exposure_pct\": 53.311752988047814, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5367872258291061, \"sortino\": 0.7708978938906773}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.10524890908218, \"dd_pct\": -57.125857989732594, \"calmar\": 0.48985280068625464, \"cagr_pct\": 27.98326152787577, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 40.150842945874, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7755157374524752, \"sortino\": 1.1426773730995983}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.42016380938554, \"dd_pct\": -58.448079211441154, \"calmar\": 0.13845244523626163, \"cagr_pct\": 8.092279486186737, \"entries\": 31, \"exits\": 30, \"exposure_pct\": 61.180371352785144, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4003120470297866, \"sortino\": 0.5672111440177833}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.694873877663666, \"dd_pct\": -26.625921359173333, \"calmar\": -0.5825988797571302, \"cagr_pct\": -15.51223195635583, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 46.2536023054755, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4929943141478513, \"sortino\": -0.7286815947310763}]", "Additional_Threshold_Budget": 0, "Total Trades": 45, "Total P&L %": 219.9164136444431, "Sharpe Ratio": 0.5367872258291061, "Sortino Ratio": 0.7708978938906773, "Calmar Ratio": 0.25911042686481295, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.448079211441126, "% In Market": 53.311752988047814, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.48985280068625464, "Sub1_Sortino": 1.1426773730995983, "Sub1_Trades": 14, "Sub2_Calmar": 0.13845244523626163, "Sub2_Sortino": 0.5672111440177833, "Sub2_Trades": 31, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.694873877663666, "OOS_Sortino Ratio": -0.7286815947310763, "OOS_Calmar Ratio": -0.5825988797571302, "OOS_Max Drawdown %": -26.625921359173333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "726364ff6ad82fb56cbcb1b70871eebf72234f34993070d53f0c262522113856", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -445.0, "i_long_exit_activation_threshold": -110.0, "i_long_exit_activation_confirmation_threshold": -530.05, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "96ddd4a1edfa712e1e059fb14b4b7eb5051b569461672f4518b2c095e2fae5b7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.542353818973986, \"dd_pct\": -54.075268286089006, \"calmar\": -0.047046882931539316, \"cagr_pct\": -2.54407281654721, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.33577217954055166, \"sortino\": 0.4695819842493626}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.578586301251017, \"dd_pct\": -29.44706883724396, \"calmar\": -0.05364401286743971, \"cagr_pct\": -1.579658939613498, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.11723019867978116, \"sortino\": 0.1674955087359461}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 52.61969099932375, \"dd_pct\": -20.80213007809435, \"calmar\": 2.531658632639047, \"cagr_pct\": 52.66389218948794, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 58.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.448236509141546, \"sortino\": 2.2473966980525644}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.998916719933254, \"dd_pct\": -36.27339890543452, \"calmar\": 0.6030926358404884, \"cagr_pct\": 21.87621975677199, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 66.87956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6623670637809329, \"sortino\": 0.9396494333319597}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.15478491430838, \"dd_pct\": -21.19801539969063, \"calmar\": 3.2651970193265, \"cagr_pct\": 69.21569669870709, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 71.0958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7162705016195008, \"sortino\": 2.614587221951786}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -47.98185023877628, \"dd_pct\": -52.217047418169635, \"calmar\": -1.5209873118660882, \"cagr_pct\": -79.4214665861459, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 65.56291390728477, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.26244231587332, \"sortino\": -4.126930816905714}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 219.9164136444431, \"dd_pct\": -58.448079211441126, \"calmar\": 0.25911042686481295, \"cagr_pct\": 15.14450675390491, \"entries\": 45, \"exits\": 44, \"exposure_pct\": 53.311752988047814, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5367872258291061, \"sortino\": 0.7708978938906773}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.10524890908218, \"dd_pct\": -57.125857989732594, \"calmar\": 0.48985280068625464, \"cagr_pct\": 27.98326152787577, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 40.150842945874, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7755157374524752, \"sortino\": 1.1426773730995983}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.42016380938554, \"dd_pct\": -58.448079211441154, \"calmar\": 0.13845244523626163, \"cagr_pct\": 8.092279486186737, \"entries\": 31, \"exits\": 30, \"exposure_pct\": 61.180371352785144, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4003120470297866, \"sortino\": 0.5672111440177833}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.694873877663666, \"dd_pct\": -26.625921359173333, \"calmar\": -0.5825988797571302, \"cagr_pct\": -15.51223195635583, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 46.2536023054755, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4929943141478513, \"sortino\": -0.7286815947310763}]", "Additional_Threshold_Budget": 0, "Total Trades": 45, "Total P&L %": 219.9164136444431, "Sharpe Ratio": 0.5367872258291061, "Sortino Ratio": 0.7708978938906773, "Calmar Ratio": 0.25911042686481295, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.448079211441126, "% In Market": 53.311752988047814, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.48985280068625464, "Sub1_Sortino": 1.1426773730995983, "Sub1_Trades": 14, "Sub2_Calmar": 0.13845244523626163, "Sub2_Sortino": 0.5672111440177833, "Sub2_Trades": 31, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.694873877663666, "OOS_Sortino Ratio": -0.7286815947310763, "OOS_Calmar Ratio": -0.5825988797571302, "OOS_Max Drawdown %": -26.625921359173333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "726364ff6ad82fb56cbcb1b70871eebf72234f34993070d53f0c262522113856", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -445.0, "i_long_exit_activation_threshold": -110.0, "i_long_exit_activation_confirmation_threshold": -529.95, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "bd07f466eeee6ba60a093a0428ff9ba2c05967b0e8cf0c1003eba76ed3431e59", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.542353818973986, \"dd_pct\": -54.075268286089006, \"calmar\": -0.047046882931539316, \"cagr_pct\": -2.54407281654721, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.33577217954055166, \"sortino\": 0.4695819842493626}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.578586301251017, \"dd_pct\": -29.44706883724396, \"calmar\": -0.05364401286743971, \"cagr_pct\": -1.579658939613498, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.11723019867978116, \"sortino\": 0.1674955087359461}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 52.61969099932375, \"dd_pct\": -20.80213007809435, \"calmar\": 2.531658632639047, \"cagr_pct\": 52.66389218948794, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 58.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.448236509141546, \"sortino\": 2.2473966980525644}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.998916719933254, \"dd_pct\": -36.27339890543452, \"calmar\": 0.6030926358404884, \"cagr_pct\": 21.87621975677199, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 66.87956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6623670637809329, \"sortino\": 0.9396494333319597}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.15478491430838, \"dd_pct\": -21.19801539969063, \"calmar\": 3.2651970193265, \"cagr_pct\": 69.21569669870709, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 71.0958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7162705016195008, \"sortino\": 2.614587221951786}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -47.98185023877628, \"dd_pct\": -52.217047418169635, \"calmar\": -1.5209873118660882, \"cagr_pct\": -79.4214665861459, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 65.56291390728477, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.26244231587332, \"sortino\": -4.126930816905714}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 219.9164136444431, \"dd_pct\": -58.448079211441126, \"calmar\": 0.25911042686481295, \"cagr_pct\": 15.14450675390491, \"entries\": 45, \"exits\": 44, \"exposure_pct\": 53.311752988047814, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5367872258291061, \"sortino\": 0.7708978938906773}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.10524890908218, \"dd_pct\": -57.125857989732594, \"calmar\": 0.48985280068625464, \"cagr_pct\": 27.98326152787577, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 40.150842945874, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7755157374524752, \"sortino\": 1.1426773730995983}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.42016380938554, \"dd_pct\": -58.448079211441154, \"calmar\": 0.13845244523626163, \"cagr_pct\": 8.092279486186737, \"entries\": 31, \"exits\": 30, \"exposure_pct\": 61.180371352785144, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4003120470297866, \"sortino\": 0.5672111440177833}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.694873877663666, \"dd_pct\": -26.625921359173333, \"calmar\": -0.5825988797571302, \"cagr_pct\": -15.51223195635583, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 46.2536023054755, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4929943141478513, \"sortino\": -0.7286815947310763}]", "Additional_Threshold_Budget": 0, "Total Trades": 45, "Total P&L %": 219.9164136444431, "Sharpe Ratio": 0.5367872258291061, "Sortino Ratio": 0.7708978938906773, "Calmar Ratio": 0.25911042686481295, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.448079211441126, "% In Market": 53.311752988047814, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.48985280068625464, "Sub1_Sortino": 1.1426773730995983, "Sub1_Trades": 14, "Sub2_Calmar": 0.13845244523626163, "Sub2_Sortino": 0.5672111440177833, "Sub2_Trades": 31, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.694873877663666, "OOS_Sortino Ratio": -0.7286815947310763, "OOS_Calmar Ratio": -0.5825988797571302, "OOS_Max Drawdown %": -26.625921359173333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "726364ff6ad82fb56cbcb1b70871eebf72234f34993070d53f0c262522113856", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -445.0, "i_long_exit_activation_threshold": -110.0, "i_long_exit_activation_confirmation_threshold": -529.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "4a8df5ad422444d3519eb082d3dcc179e297ea0d22d96539ba1b466290cefef5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.542353818973986, \"dd_pct\": -54.075268286089006, \"calmar\": -0.047046882931539316, \"cagr_pct\": -2.54407281654721, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.33577217954055166, \"sortino\": 0.4695819842493626}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.578586301251017, \"dd_pct\": -29.44706883724396, \"calmar\": -0.05364401286743971, \"cagr_pct\": -1.579658939613498, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.11723019867978116, \"sortino\": 0.1674955087359461}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 52.61969099932375, \"dd_pct\": -20.80213007809435, \"calmar\": 2.531658632639047, \"cagr_pct\": 52.66389218948794, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 58.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.448236509141546, \"sortino\": 2.2473966980525644}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.998916719933254, \"dd_pct\": -36.27339890543452, \"calmar\": 0.6030926358404884, \"cagr_pct\": 21.87621975677199, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 66.87956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6623670637809329, \"sortino\": 0.9396494333319597}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.15478491430838, \"dd_pct\": -21.19801539969063, \"calmar\": 3.2651970193265, \"cagr_pct\": 69.21569669870709, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 71.0958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7162705016195008, \"sortino\": 2.614587221951786}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -47.98185023877628, \"dd_pct\": -52.217047418169635, \"calmar\": -1.5209873118660882, \"cagr_pct\": -79.4214665861459, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 65.56291390728477, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.26244231587332, \"sortino\": -4.126930816905714}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 219.9164136444431, \"dd_pct\": -58.448079211441126, \"calmar\": 0.25911042686481295, \"cagr_pct\": 15.14450675390491, \"entries\": 45, \"exits\": 44, \"exposure_pct\": 53.311752988047814, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5367872258291061, \"sortino\": 0.7708978938906773}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.10524890908218, \"dd_pct\": -57.125857989732594, \"calmar\": 0.48985280068625464, \"cagr_pct\": 27.98326152787577, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 40.150842945874, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7755157374524752, \"sortino\": 1.1426773730995983}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.42016380938554, \"dd_pct\": -58.448079211441154, \"calmar\": 0.13845244523626163, \"cagr_pct\": 8.092279486186737, \"entries\": 31, \"exits\": 30, \"exposure_pct\": 61.180371352785144, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4003120470297866, \"sortino\": 0.5672111440177833}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.694873877663666, \"dd_pct\": -26.625921359173333, \"calmar\": -0.5825988797571302, \"cagr_pct\": -15.51223195635583, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 46.2536023054755, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4929943141478513, \"sortino\": -0.7286815947310763}]", "Additional_Threshold_Budget": 0, "Total Trades": 45, "Total P&L %": 219.9164136444431, "Sharpe Ratio": 0.5367872258291061, "Sortino Ratio": 0.7708978938906773, "Calmar Ratio": 0.25911042686481295, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.448079211441126, "% In Market": 53.311752988047814, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.48985280068625464, "Sub1_Sortino": 1.1426773730995983, "Sub1_Trades": 14, "Sub2_Calmar": 0.13845244523626163, "Sub2_Sortino": 0.5672111440177833, "Sub2_Trades": 31, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.694873877663666, "OOS_Sortino Ratio": -0.7286815947310763, "OOS_Calmar Ratio": -0.5825988797571302, "OOS_Max Drawdown %": -26.625921359173333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "726364ff6ad82fb56cbcb1b70871eebf72234f34993070d53f0c262522113856", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 285.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": 150.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "04930ec62141f5082c0e36eb5dfec74f4577a040c253640065d3c93b7fe28a5c", "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\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 1.5166460975048193, \"cagr_pct\": 6.655059620424297, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7643228595596129, \"sortino\": 1.4871593820298992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.5783283108791393, \"dd_pct\": -7.298805794307162, \"calmar\": 0.009584223904978446, \"cagr_pct\": 0.0699533889715939, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.47310756972111556, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0372982451666822, \"sortino\": 0.05929457513653603}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.693396784614901, \"dd_pct\": -5.99934305138804, \"calmar\": -0.31367653674535717, \"cagr_pct\": -1.8818531511067236, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7339447416222846, \"sortino\": -0.7643276767538805}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 0.28609601720260996, \"cagr_pct\": 1.2553924444085773, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.623342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3363702150549039, \"sortino\": 0.6544075033209643}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 0.5783283108791393, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.298805794307162, "% In Market": 0.47310756972111556, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc626fe713e3e9795ad7eba1628bd30aeb074d7e0a2450fbfa60b05216003aca", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 284.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": 150.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "004d24341768278d8664d407e91b76baf3c8605b62df1393b93b39044d9d6635", "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\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 1.5166460975048193, \"cagr_pct\": 6.655059620424297, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7643228595596129, \"sortino\": 1.4871593820298992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.5783283108791393, \"dd_pct\": -7.298805794307162, \"calmar\": 0.009584223904978446, \"cagr_pct\": 0.0699533889715939, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.47310756972111556, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0372982451666822, \"sortino\": 0.05929457513653603}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.693396784614901, \"dd_pct\": -5.99934305138804, \"calmar\": -0.31367653674535717, \"cagr_pct\": -1.8818531511067236, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7339447416222846, \"sortino\": -0.7643276767538805}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 0.28609601720260996, \"cagr_pct\": 1.2553924444085773, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.623342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3363702150549039, \"sortino\": 0.6544075033209643}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 0.5783283108791393, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.298805794307162, "% In Market": 0.47310756972111556, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc626fe713e3e9795ad7eba1628bd30aeb074d7e0a2450fbfa60b05216003aca", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 284.95, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": 150.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "a55bc7e26f3b46ac6a3585644dc32936e046296a33f6d0fe6b0861ae728c9cc6", "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\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 1.5166460975048193, \"cagr_pct\": 6.655059620424297, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7643228595596129, \"sortino\": 1.4871593820298992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.5783283108791393, \"dd_pct\": -7.298805794307162, \"calmar\": 0.009584223904978446, \"cagr_pct\": 0.0699533889715939, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.47310756972111556, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0372982451666822, \"sortino\": 0.05929457513653603}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.693396784614901, \"dd_pct\": -5.99934305138804, \"calmar\": -0.31367653674535717, \"cagr_pct\": -1.8818531511067236, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7339447416222846, \"sortino\": -0.7643276767538805}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 0.28609601720260996, \"cagr_pct\": 1.2553924444085773, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.623342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3363702150549039, \"sortino\": 0.6544075033209643}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 0.5783283108791393, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.298805794307162, "% In Market": 0.47310756972111556, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc626fe713e3e9795ad7eba1628bd30aeb074d7e0a2450fbfa60b05216003aca", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 285.05, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": 150.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "1ad69f57e8f88652600f7f08efab52314674832d44758540591a314d1f5c658f", "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\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 1.5166460975048193, \"cagr_pct\": 6.655059620424297, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7643228595596129, \"sortino\": 1.4871593820298992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.5783283108791393, \"dd_pct\": -7.298805794307162, \"calmar\": 0.009584223904978446, \"cagr_pct\": 0.0699533889715939, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.47310756972111556, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0372982451666822, \"sortino\": 0.05929457513653603}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.693396784614901, \"dd_pct\": -5.99934305138804, \"calmar\": -0.31367653674535717, \"cagr_pct\": -1.8818531511067236, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7339447416222846, \"sortino\": -0.7643276767538805}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 0.28609601720260996, \"cagr_pct\": 1.2553924444085773, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.623342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3363702150549039, \"sortino\": 0.6544075033209643}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 0.5783283108791393, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.298805794307162, "% In Market": 0.47310756972111556, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc626fe713e3e9795ad7eba1628bd30aeb074d7e0a2450fbfa60b05216003aca", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 286.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": 150.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "8532a2b742fa8bb60cb982af283befd523895a885e426d59c8b27cb699cb6889", "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\": 7.075330322496498, \"dd_pct\": -4.388010908657725, \"calmar\": 1.6135657447626286, \"cagr_pct\": 7.08034408985484, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 3.6301369863013697, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7935917906591642, \"sortino\": 1.5204788587552491}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.9791069087997206, \"dd_pct\": -6.9294155363534005, \"calmar\": 0.01706113341950857, \"cagr_pct\": 0.11822368298494089, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.5229083665338645, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.050881005707023086, \"sortino\": 0.08066199217562611}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.693396784614901, \"dd_pct\": -5.99934305138804, \"calmar\": -0.31367653674535717, \"cagr_pct\": -1.8818531511067236, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7339447416222846, \"sortino\": -0.7643276767538805}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 7.075330322496498, \"dd_pct\": -4.388010908657725, \"calmar\": 0.3038842554697073, \"cagr_pct\": 1.3334474279704065, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.7029177718832891, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.34924675840909897, \"sortino\": 0.6690693585593954}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 0.9791069087997206, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -6.9294155363534005, "% In Market": 0.5229083665338645, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc626fe713e3e9795ad7eba1628bd30aeb074d7e0a2450fbfa60b05216003aca", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 285.0, "i_long_exit_activation_threshold": -511.0, "i_long_exit_activation_confirmation_threshold": 150.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "c6d8060f5943c66eb06418dadad0f07fdfb7d41d72974c3b454cce267216025c", "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\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 1.5166460975048193, \"cagr_pct\": 6.655059620424297, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7643228595596129, \"sortino\": 1.4871593820298992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.5783283108791393, \"dd_pct\": -7.298805794307162, \"calmar\": 0.009584223904978446, \"cagr_pct\": 0.0699533889715939, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.47310756972111556, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0372982451666822, \"sortino\": 0.05929457513653603}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.693396784614901, \"dd_pct\": -5.99934305138804, \"calmar\": -0.31367653674535717, \"cagr_pct\": -1.8818531511067236, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7339447416222846, \"sortino\": -0.7643276767538805}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 0.28609601720260996, \"cagr_pct\": 1.2553924444085773, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.623342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3363702150549039, \"sortino\": 0.6544075033209643}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 0.5783283108791393, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.298805794307162, "% In Market": 0.47310756972111556, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc626fe713e3e9795ad7eba1628bd30aeb074d7e0a2450fbfa60b05216003aca", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 285.0, "i_long_exit_activation_threshold": -510.05, "i_long_exit_activation_confirmation_threshold": 150.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "8741fb504d33aa2fefbf6e19eac356081ed9d360c7b31756c8fab9d85630aeec", "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\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 1.5166460975048193, \"cagr_pct\": 6.655059620424297, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7643228595596129, \"sortino\": 1.4871593820298992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.5783283108791393, \"dd_pct\": -7.298805794307162, \"calmar\": 0.009584223904978446, \"cagr_pct\": 0.0699533889715939, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.47310756972111556, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0372982451666822, \"sortino\": 0.05929457513653603}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.693396784614901, \"dd_pct\": -5.99934305138804, \"calmar\": -0.31367653674535717, \"cagr_pct\": -1.8818531511067236, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7339447416222846, \"sortino\": -0.7643276767538805}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 0.28609601720260996, \"cagr_pct\": 1.2553924444085773, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.623342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3363702150549039, \"sortino\": 0.6544075033209643}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 0.5783283108791393, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.298805794307162, "% In Market": 0.47310756972111556, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc626fe713e3e9795ad7eba1628bd30aeb074d7e0a2450fbfa60b05216003aca", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 285.0, "i_long_exit_activation_threshold": -509.95, "i_long_exit_activation_confirmation_threshold": 150.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "df33cb4a70c81d4c284a3b5048534ae65bab7b5427cd446374c7bdec2dbf3f2f", "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\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 1.5166460975048193, \"cagr_pct\": 6.655059620424297, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7643228595596129, \"sortino\": 1.4871593820298992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.5783283108791393, \"dd_pct\": -7.298805794307162, \"calmar\": 0.009584223904978446, \"cagr_pct\": 0.0699533889715939, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.47310756972111556, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0372982451666822, \"sortino\": 0.05929457513653603}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.693396784614901, \"dd_pct\": -5.99934305138804, \"calmar\": -0.31367653674535717, \"cagr_pct\": -1.8818531511067236, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7339447416222846, \"sortino\": -0.7643276767538805}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 0.28609601720260996, \"cagr_pct\": 1.2553924444085773, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.623342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3363702150549039, \"sortino\": 0.6544075033209643}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 0.5783283108791393, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.298805794307162, "% In Market": 0.47310756972111556, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc626fe713e3e9795ad7eba1628bd30aeb074d7e0a2450fbfa60b05216003aca", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 285.0, "i_long_exit_activation_threshold": -509.0, "i_long_exit_activation_confirmation_threshold": 150.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "50e6424dca12ea98318367b877f0d09f57ba4b984f2279f0e27b48cc3fd74ab9", "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\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 1.5166460975048193, \"cagr_pct\": 6.655059620424297, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7643228595596129, \"sortino\": 1.4871593820298992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.5783283108791393, \"dd_pct\": -7.298805794307162, \"calmar\": 0.009584223904978446, \"cagr_pct\": 0.0699533889715939, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.47310756972111556, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0372982451666822, \"sortino\": 0.05929457513653603}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.693396784614901, \"dd_pct\": -5.99934305138804, \"calmar\": -0.31367653674535717, \"cagr_pct\": -1.8818531511067236, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7339447416222846, \"sortino\": -0.7643276767538805}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 0.28609601720260996, \"cagr_pct\": 1.2553924444085773, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.623342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3363702150549039, \"sortino\": 0.6544075033209643}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 0.5783283108791393, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.298805794307162, "% In Market": 0.47310756972111556, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc626fe713e3e9795ad7eba1628bd30aeb074d7e0a2450fbfa60b05216003aca", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 285.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": 149.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "48ec3ece7c6385000153d351c5984b461d01eab84012c3533ac0386567c8e5b3", "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\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 1.5166460975048193, \"cagr_pct\": 6.655059620424297, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7643228595596129, \"sortino\": 1.4871593820298992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.5783283108791393, \"dd_pct\": -7.298805794307162, \"calmar\": 0.009584223904978446, \"cagr_pct\": 0.0699533889715939, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.47310756972111556, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0372982451666822, \"sortino\": 0.05929457513653603}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.693396784614901, \"dd_pct\": -5.99934305138804, \"calmar\": -0.31367653674535717, \"cagr_pct\": -1.8818531511067236, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7339447416222846, \"sortino\": -0.7643276767538805}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 0.28609601720260996, \"cagr_pct\": 1.2553924444085773, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.623342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3363702150549039, \"sortino\": 0.6544075033209643}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 0.5783283108791393, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.298805794307162, "% In Market": 0.47310756972111556, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc626fe713e3e9795ad7eba1628bd30aeb074d7e0a2450fbfa60b05216003aca", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 285.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": 149.95, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "7880abb85be484e5a4eb4238e52f8ef115f262b8918964a023c8fad59d73fd51", "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\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 1.5166460975048193, \"cagr_pct\": 6.655059620424297, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7643228595596129, \"sortino\": 1.4871593820298992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.5783283108791393, \"dd_pct\": -7.298805794307162, \"calmar\": 0.009584223904978446, \"cagr_pct\": 0.0699533889715939, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.47310756972111556, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0372982451666822, \"sortino\": 0.05929457513653603}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.693396784614901, \"dd_pct\": -5.99934305138804, \"calmar\": -0.31367653674535717, \"cagr_pct\": -1.8818531511067236, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7339447416222846, \"sortino\": -0.7643276767538805}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 0.28609601720260996, \"cagr_pct\": 1.2553924444085773, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.623342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3363702150549039, \"sortino\": 0.6544075033209643}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 0.5783283108791393, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.298805794307162, "% In Market": 0.47310756972111556, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc626fe713e3e9795ad7eba1628bd30aeb074d7e0a2450fbfa60b05216003aca", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 285.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": 150.05, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "a2142dfa463376db54684f29cfe6e5f458db4dc63925c6bbb95f6559d08a036e", "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\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 1.5166460975048193, \"cagr_pct\": 6.655059620424297, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7643228595596129, \"sortino\": 1.4871593820298992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.5783283108791393, \"dd_pct\": -7.298805794307162, \"calmar\": 0.009584223904978446, \"cagr_pct\": 0.0699533889715939, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.47310756972111556, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0372982451666822, \"sortino\": 0.05929457513653603}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.693396784614901, \"dd_pct\": -5.99934305138804, \"calmar\": -0.31367653674535717, \"cagr_pct\": -1.8818531511067236, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7339447416222846, \"sortino\": -0.7643276767538805}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 0.28609601720260996, \"cagr_pct\": 1.2553924444085773, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.623342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3363702150549039, \"sortino\": 0.6544075033209643}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 0.5783283108791393, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.298805794307162, "% In Market": 0.47310756972111556, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc626fe713e3e9795ad7eba1628bd30aeb074d7e0a2450fbfa60b05216003aca", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 285.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": 151.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "a746229e1734a948027d0421e17ff6219c15ac983a060b2d91b7f9843a1609d9", "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\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 1.5166460975048193, \"cagr_pct\": 6.655059620424297, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 3.219178082191781, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7643228595596129, \"sortino\": 1.4871593820298992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.5783283108791393, \"dd_pct\": -7.298805794307162, \"calmar\": 0.009584223904978446, \"cagr_pct\": 0.0699533889715939, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 0.47310756972111556, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0372982451666822, \"sortino\": 0.05929457513653603}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.693396784614901, \"dd_pct\": -5.99934305138804, \"calmar\": -0.31367653674535717, \"cagr_pct\": -1.8818531511067236, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7339447416222846, \"sortino\": -0.7643276767538805}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.650356265266155, \"dd_pct\": -4.388010908657714, \"calmar\": 0.28609601720260996, \"cagr_pct\": 1.2553924444085773, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.623342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3363702150549039, \"sortino\": 0.6544075033209643}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 0.5783283108791393, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.298805794307162, "% In Market": 0.47310756972111556, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "fc626fe713e3e9795ad7eba1628bd30aeb074d7e0a2450fbfa60b05216003aca", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 325.0, "i_long_exit_activation_threshold": -330.0, "i_long_exit_activation_confirmation_threshold": -390.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "1123bb71e80ce814ee547edc5e01bfb458cbdf48719b12612748c5d4faf65ac0", "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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 4.051482425655402, \"cagr_pct\": 13.494906735950543, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.0136986301369864, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.348997698710379, \"sortino\": 3.1513324119042365}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.4640973263351431, \"cagr_pct\": 1.5458416148216694, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.36520584329349265, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4694865829517006, \"sortino\": 1.0970165125497504}, {\"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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.744990728302373, \"cagr_pct\": 2.4814572399291706, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.583554376657825, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5934768774381493, \"sortino\": 1.3867078409536757}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 13.485073440015483, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.3308565404347013, "% In Market": 0.36520584329349265, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d9b9e583b93cf3941fdc9fc5293986ef6e7870847b695aca1d6c097f8aa7110", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 324.0, "i_long_exit_activation_threshold": -330.0, "i_long_exit_activation_confirmation_threshold": -390.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "23f6a96d6ab2ab96754e016544397ea50f9684b5f02c76b1616b2ea20dc9cd82", "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\": 8.511032458857493, \"dd_pct\": -3.33085654043469, \"calmar\": 2.5570309981617627, \"cagr_pct\": 8.517103424321352, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.945205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9631331526069211, \"sortino\": 2.009549572484341}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 8.511032458857493, \"dd_pct\": -3.33085654043469, \"calmar\": 0.2988522624584053, \"cagr_pct\": 0.9954340130332839, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.3569057104913678, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.33528554049756026, \"sortino\": 0.6995482467907942}, {\"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\": 8.511032458857493, \"dd_pct\": -3.33085654043469, \"calmar\": 0.47894856491560034, \"cagr_pct\": 1.5953089599809362, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.5702917771883289, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4238242914891036, \"sortino\": 0.8842793411518481}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 8.511032458857493, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.33085654043469, "% In Market": 0.3569057104913678, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d9b9e583b93cf3941fdc9fc5293986ef6e7870847b695aca1d6c097f8aa7110", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 324.95, "i_long_exit_activation_threshold": -330.0, "i_long_exit_activation_confirmation_threshold": -390.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "2078dd231f54eb24d27267558a75fbb70e03de2b300fafb657cf1add03271577", "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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 4.051482425655402, \"cagr_pct\": 13.494906735950543, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.0136986301369864, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.348997698710379, \"sortino\": 3.1513324119042365}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.4640973263351431, \"cagr_pct\": 1.5458416148216694, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.36520584329349265, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4694865829517006, \"sortino\": 1.0970165125497504}, {\"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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.744990728302373, \"cagr_pct\": 2.4814572399291706, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.583554376657825, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5934768774381493, \"sortino\": 1.3867078409536757}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 13.485073440015483, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.3308565404347013, "% In Market": 0.36520584329349265, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d9b9e583b93cf3941fdc9fc5293986ef6e7870847b695aca1d6c097f8aa7110", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 325.05, "i_long_exit_activation_threshold": -330.0, "i_long_exit_activation_confirmation_threshold": -390.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "77d8bc97b96b826e0541a9774ce2cf49b7b9c5f2cc69ed81babcfb125623d24e", "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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 4.051482425655402, \"cagr_pct\": 13.494906735950543, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.0136986301369864, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.348997698710379, \"sortino\": 3.1513324119042365}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.4640973263351431, \"cagr_pct\": 1.5458416148216694, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.36520584329349265, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4694865829517006, \"sortino\": 1.0970165125497504}, {\"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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.744990728302373, \"cagr_pct\": 2.4814572399291706, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.583554376657825, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5934768774381493, \"sortino\": 1.3867078409536757}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 13.485073440015483, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.3308565404347013, "% In Market": 0.36520584329349265, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d9b9e583b93cf3941fdc9fc5293986ef6e7870847b695aca1d6c097f8aa7110", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 326.0, "i_long_exit_activation_threshold": -330.0, "i_long_exit_activation_confirmation_threshold": -390.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "9ad7b17b7f6cd2f78ba72d5877f2cb24c662ac196541a6654f4192095ae6b7c2", "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\": 14.245876239648947, \"dd_pct\": -3.3308565404347013, \"calmar\": 4.280069757425203, \"cagr_pct\": 14.256298345036504, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.0821917808219177, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4130838131796868, \"sortino\": 3.3127163288872463}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 14.245876239648947, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.4888088249170097, \"cagr_pct\": 1.6281520714970226, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.37350597609561753, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.49176406308155585, \"sortino\": 1.153196184716845}, {\"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\": 14.245876239648947, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.7848501557175885, \"cagr_pct\": 2.6142232744331233, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.5968169761273209, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6216405111959716, \"sortino\": 1.4577229906848734}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 14.245876239648947, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.3308565404347013, "% In Market": 0.37350597609561753, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d9b9e583b93cf3941fdc9fc5293986ef6e7870847b695aca1d6c097f8aa7110", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 325.0, "i_long_exit_activation_threshold": -331.0, "i_long_exit_activation_confirmation_threshold": -390.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "417e680884bdfde30171e80ac74bb8f075c564ee8899f90db0afefecb897a089", "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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 4.051482425655402, \"cagr_pct\": 13.494906735950543, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.0136986301369864, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.348997698710379, \"sortino\": 3.1513324119042365}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.4640973263351431, \"cagr_pct\": 1.5458416148216694, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.36520584329349265, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4694865829517006, \"sortino\": 1.0970165125497504}, {\"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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.744990728302373, \"cagr_pct\": 2.4814572399291706, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.583554376657825, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5934768774381493, \"sortino\": 1.3867078409536757}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 13.485073440015483, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.3308565404347013, "% In Market": 0.36520584329349265, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d9b9e583b93cf3941fdc9fc5293986ef6e7870847b695aca1d6c097f8aa7110", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 325.0, "i_long_exit_activation_threshold": -330.05, "i_long_exit_activation_confirmation_threshold": -390.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "a16dac71161b8fe738288c96d597b0c807f91abb1207f6ca019739a0d5c0352d", "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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 4.051482425655402, \"cagr_pct\": 13.494906735950543, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.0136986301369864, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.348997698710379, \"sortino\": 3.1513324119042365}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.4640973263351431, \"cagr_pct\": 1.5458416148216694, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.36520584329349265, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4694865829517006, \"sortino\": 1.0970165125497504}, {\"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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.744990728302373, \"cagr_pct\": 2.4814572399291706, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.583554376657825, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5934768774381493, \"sortino\": 1.3867078409536757}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 13.485073440015483, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.3308565404347013, "% In Market": 0.36520584329349265, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d9b9e583b93cf3941fdc9fc5293986ef6e7870847b695aca1d6c097f8aa7110", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 325.0, "i_long_exit_activation_threshold": -329.95, "i_long_exit_activation_confirmation_threshold": -390.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "836fd6d96d64df89eabe4f09c3842d58368f6c278a72a3ade29d5a1f5a3d3ab4", "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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 4.051482425655402, \"cagr_pct\": 13.494906735950543, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.0136986301369864, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.348997698710379, \"sortino\": 3.1513324119042365}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.4640973263351431, \"cagr_pct\": 1.5458416148216694, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.36520584329349265, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4694865829517006, \"sortino\": 1.0970165125497504}, {\"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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.744990728302373, \"cagr_pct\": 2.4814572399291706, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.583554376657825, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5934768774381493, \"sortino\": 1.3867078409536757}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 13.485073440015483, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.3308565404347013, "% In Market": 0.36520584329349265, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d9b9e583b93cf3941fdc9fc5293986ef6e7870847b695aca1d6c097f8aa7110", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 325.0, "i_long_exit_activation_threshold": -329.0, "i_long_exit_activation_confirmation_threshold": -390.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "53beab9ef5899e17bb85d090c4be0c2a573b9ce001448baafa6c98cd181033df", "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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 4.051482425655402, \"cagr_pct\": 13.494906735950543, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.0136986301369864, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.348997698710379, \"sortino\": 3.1513324119042365}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.4640973263351431, \"cagr_pct\": 1.5458416148216694, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.36520584329349265, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4694865829517006, \"sortino\": 1.0970165125497504}, {\"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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.744990728302373, \"cagr_pct\": 2.4814572399291706, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.583554376657825, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5934768774381493, \"sortino\": 1.3867078409536757}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 13.485073440015483, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.3308565404347013, "% In Market": 0.36520584329349265, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d9b9e583b93cf3941fdc9fc5293986ef6e7870847b695aca1d6c097f8aa7110", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 325.0, "i_long_exit_activation_threshold": -330.0, "i_long_exit_activation_confirmation_threshold": -391.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "424bb37c44af991fa6e9ef5639b22d5302f47186c04755053c1d70e21fcbe124", "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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 4.051482425655402, \"cagr_pct\": 13.494906735950543, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.0136986301369864, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.348997698710379, \"sortino\": 3.1513324119042365}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.4640973263351431, \"cagr_pct\": 1.5458416148216694, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.36520584329349265, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4694865829517006, \"sortino\": 1.0970165125497504}, {\"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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.744990728302373, \"cagr_pct\": 2.4814572399291706, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.583554376657825, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5934768774381493, \"sortino\": 1.3867078409536757}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 13.485073440015483, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.3308565404347013, "% In Market": 0.36520584329349265, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d9b9e583b93cf3941fdc9fc5293986ef6e7870847b695aca1d6c097f8aa7110", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 325.0, "i_long_exit_activation_threshold": -330.0, "i_long_exit_activation_confirmation_threshold": -390.05, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "8e309cc6237e88b2f5b419aae5f7b5af6e634be0d8c49123a8304c92e3ff96f2", "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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 4.051482425655402, \"cagr_pct\": 13.494906735950543, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.0136986301369864, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.348997698710379, \"sortino\": 3.1513324119042365}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.4640973263351431, \"cagr_pct\": 1.5458416148216694, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.36520584329349265, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4694865829517006, \"sortino\": 1.0970165125497504}, {\"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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.744990728302373, \"cagr_pct\": 2.4814572399291706, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.583554376657825, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5934768774381493, \"sortino\": 1.3867078409536757}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 13.485073440015483, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.3308565404347013, "% In Market": 0.36520584329349265, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d9b9e583b93cf3941fdc9fc5293986ef6e7870847b695aca1d6c097f8aa7110", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 325.0, "i_long_exit_activation_threshold": -330.0, "i_long_exit_activation_confirmation_threshold": -389.95, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "2f4691697cb11d302637e258a5bd21ce6753a4ccf4fff86318664352ba0f4a85", "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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 4.051482425655402, \"cagr_pct\": 13.494906735950543, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.0136986301369864, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.348997698710379, \"sortino\": 3.1513324119042365}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.4640973263351431, \"cagr_pct\": 1.5458416148216694, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.36520584329349265, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4694865829517006, \"sortino\": 1.0970165125497504}, {\"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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.744990728302373, \"cagr_pct\": 2.4814572399291706, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.583554376657825, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5934768774381493, \"sortino\": 1.3867078409536757}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 13.485073440015483, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.3308565404347013, "% In Market": 0.36520584329349265, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d9b9e583b93cf3941fdc9fc5293986ef6e7870847b695aca1d6c097f8aa7110", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 325.0, "i_long_exit_activation_threshold": -330.0, "i_long_exit_activation_confirmation_threshold": -389.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "b976f5f2ef380e9e154aba2d0a024e64ec0d3dc9f073fa3688f5e4ea93d3e3c4", "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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 4.051482425655402, \"cagr_pct\": 13.494906735950543, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.0136986301369864, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.348997698710379, \"sortino\": 3.1513324119042365}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.4640973263351431, \"cagr_pct\": 1.5458416148216694, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.36520584329349265, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4694865829517006, \"sortino\": 1.0970165125497504}, {\"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\": 13.485073440015483, \"dd_pct\": -3.3308565404347013, \"calmar\": 0.744990728302373, \"cagr_pct\": 2.4814572399291706, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.583554376657825, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5934768774381493, \"sortino\": 1.3867078409536757}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 13.485073440015483, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -3.3308565404347013, "% In Market": 0.36520584329349265, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d9b9e583b93cf3941fdc9fc5293986ef6e7870847b695aca1d6c097f8aa7110", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -260.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": 480.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "a79ea3833d630cc5b30d60b2fded2f23f96fcb3b0a5963fd16092b3c050037e0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 48.305788593093666, \"dd_pct\": -45.27723316718344, \"calmar\": 1.0677734401833132, \"cagr_pct\": 48.34582702090547, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9055563578600864, \"sortino\": 1.3145176250226471}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -46.38309075743579, \"dd_pct\": -48.41670834037459, \"calmar\": -0.9584702819594577, \"cagr_pct\": -46.40597609454766, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1600787289624994, \"sortino\": -1.5538200090705092}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 313.2590669986709, \"dd_pct\": -87.58263297141463, \"calmar\": 0.21437251928538376, \"cagr_pct\": 18.775309675729268, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 85.74037184594954, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5879438585080666, \"sortino\": 0.8341029992564045}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.941216241684025, \"dd_pct\": -87.58263297141463, \"calmar\": 0.03561492019174746, \"cagr_pct\": 3.119248483460041, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.05412599822537, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3662176363718771, \"sortino\": 0.5097964987893624}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 275.8909361983108, \"dd_pct\": -64.50205331850415, \"calmar\": 0.4534610904618417, \"cagr_pct\": 29.24917143483675, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 87.94429708222812, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7537690322354003, \"sortino\": 1.0881571996700607}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 313.2590669986709, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.58263297141463, "% In Market": 85.74037184594954, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "06a0260e0110712a9775318411c58e39840f0937354a0b0438b9dc0f3229fa3f", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -261.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": 480.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "1dab7d253794ec5ea342e61574d0af83c17811df2962261377b4c5899f4bca86", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 48.305788593093666, \"dd_pct\": -45.27723316718344, \"calmar\": 1.0677734401833132, \"cagr_pct\": 48.34582702090547, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9055563578600864, \"sortino\": 1.3145176250226471}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -46.38309075743579, \"dd_pct\": -48.41670834037459, \"calmar\": -0.9584702819594577, \"cagr_pct\": -46.40597609454766, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1600787289624994, \"sortino\": -1.5538200090705092}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 319.05134527908115, \"dd_pct\": -87.40858997736287, \"calmar\": 0.21709485334653783, \"cagr_pct\": 18.975955022363248, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 85.7320717131474, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5909412509109621, \"sortino\": 0.8384057170883388}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 11.482162756379633, \"dd_pct\": -87.40858997736287, \"calmar\": 0.04101958805793815, \"cagr_pct\": 3.5854643535966457, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.03194321206743, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3733259364862003, \"sortino\": 0.5197530973362637}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 275.8909361983108, \"dd_pct\": -64.50205331850415, \"calmar\": 0.4534610904618417, \"cagr_pct\": 29.24917143483675, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 87.94429708222812, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7537690322354003, \"sortino\": 1.0881571996700607}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 319.05134527908115, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.40858997736287, "% In Market": 85.7320717131474, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "06a0260e0110712a9775318411c58e39840f0937354a0b0438b9dc0f3229fa3f", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -260.05, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": 480.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "063cb99a4c8fb3f96ec1f76d2de824b25eb8e0611878d4e451513d7d38ed8da6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 48.305788593093666, \"dd_pct\": -45.27723316718344, \"calmar\": 1.0677734401833132, \"cagr_pct\": 48.34582702090547, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9055563578600864, \"sortino\": 1.3145176250226471}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -46.38309075743579, \"dd_pct\": -48.41670834037459, \"calmar\": -0.9584702819594577, \"cagr_pct\": -46.40597609454766, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1600787289624994, \"sortino\": -1.5538200090705092}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 313.2590669986709, \"dd_pct\": -87.58263297141463, \"calmar\": 0.21437251928538376, \"cagr_pct\": 18.775309675729268, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 85.74037184594954, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5879438585080666, \"sortino\": 0.8341029992564045}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.941216241684025, \"dd_pct\": -87.58263297141463, \"calmar\": 0.03561492019174746, \"cagr_pct\": 3.119248483460041, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.05412599822537, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3662176363718771, \"sortino\": 0.5097964987893624}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 275.8909361983108, \"dd_pct\": -64.50205331850415, \"calmar\": 0.4534610904618417, \"cagr_pct\": 29.24917143483675, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 87.94429708222812, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7537690322354003, \"sortino\": 1.0881571996700607}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 313.2590669986709, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.58263297141463, "% In Market": 85.74037184594954, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "06a0260e0110712a9775318411c58e39840f0937354a0b0438b9dc0f3229fa3f", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -259.95, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": 480.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "b8e5475d4065f3692a89d12287bc6244a707311c116aaf1e9a143b0a22ff59ae", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 48.305788593093666, \"dd_pct\": -45.27723316718344, \"calmar\": 1.0677734401833132, \"cagr_pct\": 48.34582702090547, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9055563578600864, \"sortino\": 1.3145176250226471}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -46.38309075743579, \"dd_pct\": -48.41670834037459, \"calmar\": -0.9584702819594577, \"cagr_pct\": -46.40597609454766, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1600787289624994, \"sortino\": -1.5538200090705092}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 313.2590669986709, \"dd_pct\": -87.58263297141463, \"calmar\": 0.21437251928538376, \"cagr_pct\": 18.775309675729268, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 85.74037184594954, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5879438585080666, \"sortino\": 0.8341029992564045}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.941216241684025, \"dd_pct\": -87.58263297141463, \"calmar\": 0.03561492019174746, \"cagr_pct\": 3.119248483460041, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.05412599822537, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3662176363718771, \"sortino\": 0.5097964987893624}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 275.8909361983108, \"dd_pct\": -64.50205331850415, \"calmar\": 0.4534610904618417, \"cagr_pct\": 29.24917143483675, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 87.94429708222812, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7537690322354003, \"sortino\": 1.0881571996700607}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 313.2590669986709, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.58263297141463, "% In Market": 85.74037184594954, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "06a0260e0110712a9775318411c58e39840f0937354a0b0438b9dc0f3229fa3f", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -259.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": 480.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "0a1d1b9e7e92306425a2874cffe91ea45e2492c6e81e7159df7915741c04bf10", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 48.305788593093666, \"dd_pct\": -45.27723316718344, \"calmar\": 1.0677734401833132, \"cagr_pct\": 48.34582702090547, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9055563578600864, \"sortino\": 1.3145176250226471}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -46.38309075743579, \"dd_pct\": -48.41670834037459, \"calmar\": -0.9584702819594577, \"cagr_pct\": -46.40597609454766, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1600787289624994, \"sortino\": -1.5538200090705092}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 313.2590669986709, \"dd_pct\": -87.58263297141463, \"calmar\": 0.21437251928538376, \"cagr_pct\": 18.775309675729268, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 85.74037184594954, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5879438585080666, \"sortino\": 0.8341029992564045}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.941216241684025, \"dd_pct\": -87.58263297141463, \"calmar\": 0.03561492019174746, \"cagr_pct\": 3.119248483460041, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.05412599822537, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3662176363718771, \"sortino\": 0.5097964987893624}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 275.8909361983108, \"dd_pct\": -64.50205331850415, \"calmar\": 0.4534610904618417, \"cagr_pct\": 29.24917143483675, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 87.94429708222812, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7537690322354003, \"sortino\": 1.0881571996700607}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 313.2590669986709, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.58263297141463, "% In Market": 85.74037184594954, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "06a0260e0110712a9775318411c58e39840f0937354a0b0438b9dc0f3229fa3f", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -260.0, "i_long_exit_activation_threshold": 669.0, "i_long_exit_activation_confirmation_threshold": 480.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "f8d64f337697558500673fbe79d983c2632ba58a7fd1513deceb34c68e1ce7be", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 48.305788593093666, \"dd_pct\": -45.27723316718344, \"calmar\": 1.0677734401833132, \"cagr_pct\": 48.34582702090547, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9055563578600864, \"sortino\": 1.3145176250226471}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -46.38309075743579, \"dd_pct\": -48.41670834037459, \"calmar\": -0.9584702819594577, \"cagr_pct\": -46.40597609454766, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1600787289624994, \"sortino\": -1.5538200090705092}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 313.2590669986709, \"dd_pct\": -87.58263297141463, \"calmar\": 0.21437251928538376, \"cagr_pct\": 18.775309675729268, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 85.74037184594954, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5879438585080666, \"sortino\": 0.8341029992564045}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.941216241684025, \"dd_pct\": -87.58263297141463, \"calmar\": 0.03561492019174746, \"cagr_pct\": 3.119248483460041, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.05412599822537, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3662176363718771, \"sortino\": 0.5097964987893624}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 275.8909361983108, \"dd_pct\": -64.50205331850415, \"calmar\": 0.4534610904618417, \"cagr_pct\": 29.24917143483675, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 87.94429708222812, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7537690322354003, \"sortino\": 1.0881571996700607}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 313.2590669986709, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.58263297141463, "% In Market": 85.74037184594954, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "06a0260e0110712a9775318411c58e39840f0937354a0b0438b9dc0f3229fa3f", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -260.0, "i_long_exit_activation_threshold": 669.95, "i_long_exit_activation_confirmation_threshold": 480.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "6b6e945915c5e0c757aba2e7754d0c80bb3beaf1b695fb939e19851500ff401b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 48.305788593093666, \"dd_pct\": -45.27723316718344, \"calmar\": 1.0677734401833132, \"cagr_pct\": 48.34582702090547, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9055563578600864, \"sortino\": 1.3145176250226471}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -46.38309075743579, \"dd_pct\": -48.41670834037459, \"calmar\": -0.9584702819594577, \"cagr_pct\": -46.40597609454766, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1600787289624994, \"sortino\": -1.5538200090705092}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 313.2590669986709, \"dd_pct\": -87.58263297141463, \"calmar\": 0.21437251928538376, \"cagr_pct\": 18.775309675729268, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 85.74037184594954, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5879438585080666, \"sortino\": 0.8341029992564045}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.941216241684025, \"dd_pct\": -87.58263297141463, \"calmar\": 0.03561492019174746, \"cagr_pct\": 3.119248483460041, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.05412599822537, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3662176363718771, \"sortino\": 0.5097964987893624}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 275.8909361983108, \"dd_pct\": -64.50205331850415, \"calmar\": 0.4534610904618417, \"cagr_pct\": 29.24917143483675, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 87.94429708222812, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7537690322354003, \"sortino\": 1.0881571996700607}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 313.2590669986709, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.58263297141463, "% In Market": 85.74037184594954, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "06a0260e0110712a9775318411c58e39840f0937354a0b0438b9dc0f3229fa3f", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -260.0, "i_long_exit_activation_threshold": 670.05, "i_long_exit_activation_confirmation_threshold": 480.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "e1d50e2ffef56bfdc7c58c2121270a64268a47cc2f1b84d9340d01e39a0c337a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 48.305788593093666, \"dd_pct\": -45.27723316718344, \"calmar\": 1.0677734401833132, \"cagr_pct\": 48.34582702090547, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9055563578600864, \"sortino\": 1.3145176250226471}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -46.38309075743579, \"dd_pct\": -48.41670834037459, \"calmar\": -0.9584702819594577, \"cagr_pct\": -46.40597609454766, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1600787289624994, \"sortino\": -1.5538200090705092}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 313.2590669986709, \"dd_pct\": -87.58263297141463, \"calmar\": 0.21437251928538376, \"cagr_pct\": 18.775309675729268, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 85.74037184594954, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5879438585080666, \"sortino\": 0.8341029992564045}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.941216241684025, \"dd_pct\": -87.58263297141463, \"calmar\": 0.03561492019174746, \"cagr_pct\": 3.119248483460041, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.05412599822537, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3662176363718771, \"sortino\": 0.5097964987893624}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 275.8909361983108, \"dd_pct\": -64.50205331850415, \"calmar\": 0.4534610904618417, \"cagr_pct\": 29.24917143483675, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 87.94429708222812, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7537690322354003, \"sortino\": 1.0881571996700607}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 313.2590669986709, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.58263297141463, "% In Market": 85.74037184594954, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "06a0260e0110712a9775318411c58e39840f0937354a0b0438b9dc0f3229fa3f", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -260.0, "i_long_exit_activation_threshold": 671.0, "i_long_exit_activation_confirmation_threshold": 480.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "c1bc5d0ce577b2ff0c9d285b553ac242c2850739abe4d4c5800b75bc9d283d4f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 48.305788593093666, \"dd_pct\": -45.27723316718344, \"calmar\": 1.0677734401833132, \"cagr_pct\": 48.34582702090547, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9055563578600864, \"sortino\": 1.3145176250226471}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -46.38309075743579, \"dd_pct\": -48.41670834037459, \"calmar\": -0.9584702819594577, \"cagr_pct\": -46.40597609454766, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1600787289624994, \"sortino\": -1.5538200090705092}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 313.2590669986709, \"dd_pct\": -87.58263297141463, \"calmar\": 0.21437251928538376, \"cagr_pct\": 18.775309675729268, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 85.74037184594954, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5879438585080666, \"sortino\": 0.8341029992564045}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.941216241684025, \"dd_pct\": -87.58263297141463, \"calmar\": 0.03561492019174746, \"cagr_pct\": 3.119248483460041, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.05412599822537, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3662176363718771, \"sortino\": 0.5097964987893624}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 275.8909361983108, \"dd_pct\": -64.50205331850415, \"calmar\": 0.4534610904618417, \"cagr_pct\": 29.24917143483675, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 87.94429708222812, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7537690322354003, \"sortino\": 1.0881571996700607}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 313.2590669986709, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.58263297141463, "% In Market": 85.74037184594954, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "06a0260e0110712a9775318411c58e39840f0937354a0b0438b9dc0f3229fa3f", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -260.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": 479.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "1db0558806e3799a3063f06cbd1d8708186f6ef82b9ed9396afccc62062f8575", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 48.305788593093666, \"dd_pct\": -45.27723316718344, \"calmar\": 1.0677734401833132, \"cagr_pct\": 48.34582702090547, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9055563578600864, \"sortino\": 1.3145176250226471}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -46.38309075743579, \"dd_pct\": -48.41670834037459, \"calmar\": -0.9584702819594577, \"cagr_pct\": -46.40597609454766, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1600787289624994, \"sortino\": -1.5538200090705092}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 313.2590669986709, \"dd_pct\": -87.58263297141463, \"calmar\": 0.21437251928538376, \"cagr_pct\": 18.775309675729268, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 85.74037184594954, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5879438585080666, \"sortino\": 0.8341029992564045}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.941216241684025, \"dd_pct\": -87.58263297141463, \"calmar\": 0.03561492019174746, \"cagr_pct\": 3.119248483460041, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.05412599822537, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3662176363718771, \"sortino\": 0.5097964987893624}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 275.8909361983108, \"dd_pct\": -64.50205331850415, \"calmar\": 0.4534610904618417, \"cagr_pct\": 29.24917143483675, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 87.94429708222812, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7537690322354003, \"sortino\": 1.0881571996700607}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 313.2590669986709, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.58263297141463, "% In Market": 85.74037184594954, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "06a0260e0110712a9775318411c58e39840f0937354a0b0438b9dc0f3229fa3f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -260.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": 479.95, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "b2a0e1c11c36ea3057a586280e88f1ab1d1fa3f2d4e213800be3e3a9e8c757ed", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 48.305788593093666, \"dd_pct\": -45.27723316718344, \"calmar\": 1.0677734401833132, \"cagr_pct\": 48.34582702090547, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9055563578600864, \"sortino\": 1.3145176250226471}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -46.38309075743579, \"dd_pct\": -48.41670834037459, \"calmar\": -0.9584702819594577, \"cagr_pct\": -46.40597609454766, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1600787289624994, \"sortino\": -1.5538200090705092}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 313.2590669986709, \"dd_pct\": -87.58263297141463, \"calmar\": 0.21437251928538376, \"cagr_pct\": 18.775309675729268, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 85.74037184594954, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5879438585080666, \"sortino\": 0.8341029992564045}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.941216241684025, \"dd_pct\": -87.58263297141463, \"calmar\": 0.03561492019174746, \"cagr_pct\": 3.119248483460041, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.05412599822537, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3662176363718771, \"sortino\": 0.5097964987893624}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 275.8909361983108, \"dd_pct\": -64.50205331850415, \"calmar\": 0.4534610904618417, \"cagr_pct\": 29.24917143483675, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 87.94429708222812, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7537690322354003, \"sortino\": 1.0881571996700607}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 313.2590669986709, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.58263297141463, "% In Market": 85.74037184594954, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "06a0260e0110712a9775318411c58e39840f0937354a0b0438b9dc0f3229fa3f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -260.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": 480.05, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "1056229425d9afb307578828c811f819b3116e1477b33e782a0aae1bc83d312b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 48.305788593093666, \"dd_pct\": -45.27723316718344, \"calmar\": 1.0677734401833132, \"cagr_pct\": 48.34582702090547, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9055563578600864, \"sortino\": 1.3145176250226471}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -46.38309075743579, \"dd_pct\": -48.41670834037459, \"calmar\": -0.9584702819594577, \"cagr_pct\": -46.40597609454766, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1600787289624994, \"sortino\": -1.5538200090705092}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 313.2590669986709, \"dd_pct\": -87.58263297141463, \"calmar\": 0.21437251928538376, \"cagr_pct\": 18.775309675729268, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 85.74037184594954, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5879438585080666, \"sortino\": 0.8341029992564045}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.941216241684025, \"dd_pct\": -87.58263297141463, \"calmar\": 0.03561492019174746, \"cagr_pct\": 3.119248483460041, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.05412599822537, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3662176363718771, \"sortino\": 0.5097964987893624}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 275.8909361983108, \"dd_pct\": -64.50205331850415, \"calmar\": 0.4534610904618417, \"cagr_pct\": 29.24917143483675, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 87.94429708222812, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7537690322354003, \"sortino\": 1.0881571996700607}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 313.2590669986709, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.58263297141463, "% In Market": 85.74037184594954, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "06a0260e0110712a9775318411c58e39840f0937354a0b0438b9dc0f3229fa3f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -260.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": 481.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "37bbffaac7513caebc9e6d0d726cd3db0cc04552565f8e944b7124b2a2a9dc4e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 48.305788593093666, \"dd_pct\": -45.27723316718344, \"calmar\": 1.0677734401833132, \"cagr_pct\": 48.34582702090547, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9055563578600864, \"sortino\": 1.3145176250226471}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -46.38309075743579, \"dd_pct\": -48.41670834037459, \"calmar\": -0.9584702819594577, \"cagr_pct\": -46.40597609454766, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.1600787289624994, \"sortino\": -1.5538200090705092}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 313.2590669986709, \"dd_pct\": -87.58263297141463, \"calmar\": 0.21437251928538376, \"cagr_pct\": 18.775309675729268, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 85.74037184594954, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5879438585080666, \"sortino\": 0.8341029992564045}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.941216241684025, \"dd_pct\": -87.58263297141463, \"calmar\": 0.03561492019174746, \"cagr_pct\": 3.119248483460041, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.05412599822537, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3662176363718771, \"sortino\": 0.5097964987893624}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 275.8909361983108, \"dd_pct\": -64.50205331850415, \"calmar\": 0.4534610904618417, \"cagr_pct\": 29.24917143483675, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 87.94429708222812, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7537690322354003, \"sortino\": 1.0881571996700607}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 13, "Total P&L %": 313.2590669986709, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.58263297141463, "% In Market": 85.74037184594954, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "06a0260e0110712a9775318411c58e39840f0937354a0b0438b9dc0f3229fa3f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -80.0, "i_long_exit_activation_threshold": -220.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "b3ed035a78fd61fc5650fbdb7eece5463767178c5dcfa29c5aa51f84a2591b1a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 65.33270020847289, \"dd_pct\": -12.880338205739573, \"calmar\": 5.07670261898072, \"cagr_pct\": 65.38964670243551, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 6.027397260273973, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2518169161676744, \"sortino\": 5.586882836224831}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -27.814593698477896, \"dd_pct\": -37.81525936633066, \"calmar\": -0.7359649815906034, \"cagr_pct\": -27.830706663385435, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1455175390982655, \"sortino\": -1.5487686005761097}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 41.33836602804, \"dd_pct\": -8.98821226523755, \"calmar\": 4.602902416457538, \"cagr_pct\": 41.371863955295204, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 15.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8776354350876097, \"sortino\": 3.1363314531609685}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.2905222320020338, \"dd_pct\": -26.283828640606053, \"calmar\": -0.06530998203283656, \"cagr_pct\": -1.7165963762721366, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 10.492700729927007, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03916564377364997, \"sortino\": 0.05346007127615672}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.412194930865716, \"dd_pct\": -10.045341422893328, \"calmar\": 1.2365138541369358, \"cagr_pct\": 12.42120383894324, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 19.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7578556091195671, \"sortino\": 1.2054441969552434}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.210812832131424, \"dd_pct\": -35.249654546579514, \"calmar\": -1.386031492141257, \"cagr_pct\": -48.857131288659446, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.58940397350994, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.4132864927716131, \"sortino\": -1.9052419752249155}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 164.45361003247348, \"dd_pct\": -44.478020716987764, \"calmar\": 0.28140849549121577, \"cagr_pct\": 12.516492892394654, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 20.90803452855246, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.574565432946226, \"sortino\": 0.8607517352729395}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 86.42396400731332, \"dd_pct\": -44.478020716987764, \"calmar\": 0.502894902065644, \"cagr_pct\": 22.36776987254325, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.402839396628217, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8118858153610723, \"sortino\": 1.202621137509185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.85601697756995, \"dd_pct\": -37.81525936633068, \"calmar\": 0.18536615200222425, \"cagr_pct\": 7.009669115702787, \"entries\": 28, \"exits\": 29, \"exposure_pct\": 19.416445623342174, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.40116470040387264, \"sortino\": 0.6077697332709754}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.2978788047247187, \"dd_pct\": -3.276352945309724, \"calmar\": 2.1576795868017045, \"cagr_pct\": 7.069319869252433, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.45821325648415, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0234403233700964, \"sortino\": 2.0366735031351406}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 164.45361003247348, "Sharpe Ratio": 0.574565432946226, "Sortino Ratio": 0.8607517352729395, "Calmar Ratio": 0.28140849549121577, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.478020716987764, "% In Market": 20.90803452855246, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.502894902065644, "Sub1_Sortino": 1.202621137509185, "Sub1_Trades": 15, "Sub2_Calmar": 0.18536615200222425, "Sub2_Sortino": 0.6077697332709754, "Sub2_Trades": 28, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 3.2978788047247187, "OOS_Sortino Ratio": 2.0366735031351406, "OOS_Calmar Ratio": 2.1576795868017045, "OOS_Max Drawdown %": -3.276352945309724, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a961545cf320bff32ec6c5a3464a1a9bcc3f00e1eb7909d518e9114cd0be4a4e", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -81.0, "i_long_exit_activation_threshold": -220.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "1b2ac0ccd3c0c1b41705cce2acd05d3de9c220b9addff36d6c8c81a38a2067bb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 65.33270020847289, \"dd_pct\": -12.880338205739573, \"calmar\": 5.07670261898072, \"cagr_pct\": 65.38964670243551, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 6.027397260273973, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2518169161676744, \"sortino\": 5.586882836224831}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -27.814593698477896, \"dd_pct\": -37.81525936633066, \"calmar\": -0.7359649815906034, \"cagr_pct\": -27.830706663385435, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1455175390982655, \"sortino\": -1.5487686005761097}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 41.33836602804, \"dd_pct\": -8.98821226523755, \"calmar\": 4.602902416457538, \"cagr_pct\": 41.371863955295204, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 15.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8776354350876097, \"sortino\": 3.1363314531609685}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.2905222320020338, \"dd_pct\": -26.283828640606053, \"calmar\": -0.06530998203283656, \"cagr_pct\": -1.7165963762721366, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 10.492700729927007, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03916564377364997, \"sortino\": 0.05346007127615672}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.412194930865716, \"dd_pct\": -10.045341422893328, \"calmar\": 1.2365138541369358, \"cagr_pct\": 12.42120383894324, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 19.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7578556091195671, \"sortino\": 1.2054441969552434}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.210812832131424, \"dd_pct\": -35.249654546579514, \"calmar\": -1.386031492141257, \"cagr_pct\": -48.857131288659446, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.58940397350994, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.4132864927716131, \"sortino\": -1.9052419752249155}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 164.45361003247348, \"dd_pct\": -44.478020716987764, \"calmar\": 0.28140849549121577, \"cagr_pct\": 12.516492892394654, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 20.90803452855246, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.574565432946226, \"sortino\": 0.8607517352729395}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 86.42396400731332, \"dd_pct\": -44.478020716987764, \"calmar\": 0.502894902065644, \"cagr_pct\": 22.36776987254325, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.402839396628217, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8118858153610723, \"sortino\": 1.202621137509185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.85601697756995, \"dd_pct\": -37.81525936633068, \"calmar\": 0.18536615200222425, \"cagr_pct\": 7.009669115702787, \"entries\": 28, \"exits\": 29, \"exposure_pct\": 19.416445623342174, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.40116470040387264, \"sortino\": 0.6077697332709754}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.2978788047247187, \"dd_pct\": -3.276352945309724, \"calmar\": 2.1576795868017045, \"cagr_pct\": 7.069319869252433, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.45821325648415, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0234403233700964, \"sortino\": 2.0366735031351406}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 164.45361003247348, "Sharpe Ratio": 0.574565432946226, "Sortino Ratio": 0.8607517352729395, "Calmar Ratio": 0.28140849549121577, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.478020716987764, "% In Market": 20.90803452855246, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.502894902065644, "Sub1_Sortino": 1.202621137509185, "Sub1_Trades": 15, "Sub2_Calmar": 0.18536615200222425, "Sub2_Sortino": 0.6077697332709754, "Sub2_Trades": 28, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 3.2978788047247187, "OOS_Sortino Ratio": 2.0366735031351406, "OOS_Calmar Ratio": 2.1576795868017045, "OOS_Max Drawdown %": -3.276352945309724, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a961545cf320bff32ec6c5a3464a1a9bcc3f00e1eb7909d518e9114cd0be4a4e", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -80.05, "i_long_exit_activation_threshold": -220.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "dd33b1b3c7f23c40bcf4c66b8c63215b6bf515855886af47873bc6f7c4cfcf45", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 65.33270020847289, \"dd_pct\": -12.880338205739573, \"calmar\": 5.07670261898072, \"cagr_pct\": 65.38964670243551, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 6.027397260273973, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2518169161676744, \"sortino\": 5.586882836224831}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -27.814593698477896, \"dd_pct\": -37.81525936633066, \"calmar\": -0.7359649815906034, \"cagr_pct\": -27.830706663385435, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1455175390982655, \"sortino\": -1.5487686005761097}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 41.33836602804, \"dd_pct\": -8.98821226523755, \"calmar\": 4.602902416457538, \"cagr_pct\": 41.371863955295204, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 15.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8776354350876097, \"sortino\": 3.1363314531609685}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.2905222320020338, \"dd_pct\": -26.283828640606053, \"calmar\": -0.06530998203283656, \"cagr_pct\": -1.7165963762721366, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 10.492700729927007, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03916564377364997, \"sortino\": 0.05346007127615672}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.412194930865716, \"dd_pct\": -10.045341422893328, \"calmar\": 1.2365138541369358, \"cagr_pct\": 12.42120383894324, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 19.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7578556091195671, \"sortino\": 1.2054441969552434}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.210812832131424, \"dd_pct\": -35.249654546579514, \"calmar\": -1.386031492141257, \"cagr_pct\": -48.857131288659446, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.58940397350994, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.4132864927716131, \"sortino\": -1.9052419752249155}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 164.45361003247348, \"dd_pct\": -44.478020716987764, \"calmar\": 0.28140849549121577, \"cagr_pct\": 12.516492892394654, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 20.90803452855246, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.574565432946226, \"sortino\": 0.8607517352729395}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 86.42396400731332, \"dd_pct\": -44.478020716987764, \"calmar\": 0.502894902065644, \"cagr_pct\": 22.36776987254325, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.402839396628217, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8118858153610723, \"sortino\": 1.202621137509185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.85601697756995, \"dd_pct\": -37.81525936633068, \"calmar\": 0.18536615200222425, \"cagr_pct\": 7.009669115702787, \"entries\": 28, \"exits\": 29, \"exposure_pct\": 19.416445623342174, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.40116470040387264, \"sortino\": 0.6077697332709754}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.2978788047247187, \"dd_pct\": -3.276352945309724, \"calmar\": 2.1576795868017045, \"cagr_pct\": 7.069319869252433, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.45821325648415, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0234403233700964, \"sortino\": 2.0366735031351406}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 164.45361003247348, "Sharpe Ratio": 0.574565432946226, "Sortino Ratio": 0.8607517352729395, "Calmar Ratio": 0.28140849549121577, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.478020716987764, "% In Market": 20.90803452855246, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.502894902065644, "Sub1_Sortino": 1.202621137509185, "Sub1_Trades": 15, "Sub2_Calmar": 0.18536615200222425, "Sub2_Sortino": 0.6077697332709754, "Sub2_Trades": 28, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 3.2978788047247187, "OOS_Sortino Ratio": 2.0366735031351406, "OOS_Calmar Ratio": 2.1576795868017045, "OOS_Max Drawdown %": -3.276352945309724, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a961545cf320bff32ec6c5a3464a1a9bcc3f00e1eb7909d518e9114cd0be4a4e", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -79.95, "i_long_exit_activation_threshold": -220.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "76626fd9d56fd712014e0bf666d7309c73f9efb0ff9e067947ee542cc75e6ba5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 65.33270020847289, \"dd_pct\": -12.880338205739573, \"calmar\": 5.07670261898072, \"cagr_pct\": 65.38964670243551, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 6.027397260273973, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2518169161676744, \"sortino\": 5.586882836224831}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -27.814593698477896, \"dd_pct\": -37.81525936633066, \"calmar\": -0.7359649815906034, \"cagr_pct\": -27.830706663385435, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1455175390982655, \"sortino\": -1.5487686005761097}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 41.33836602804, \"dd_pct\": -8.98821226523755, \"calmar\": 4.602902416457538, \"cagr_pct\": 41.371863955295204, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 15.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8776354350876097, \"sortino\": 3.1363314531609685}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.2905222320020338, \"dd_pct\": -26.283828640606053, \"calmar\": -0.06530998203283656, \"cagr_pct\": -1.7165963762721366, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 10.492700729927007, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03916564377364997, \"sortino\": 0.05346007127615672}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.412194930865716, \"dd_pct\": -10.045341422893328, \"calmar\": 1.2365138541369358, \"cagr_pct\": 12.42120383894324, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 19.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7578556091195671, \"sortino\": 1.2054441969552434}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.210812832131424, \"dd_pct\": -35.249654546579514, \"calmar\": -1.386031492141257, \"cagr_pct\": -48.857131288659446, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.58940397350994, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.4132864927716131, \"sortino\": -1.9052419752249155}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 164.45361003247348, \"dd_pct\": -44.478020716987764, \"calmar\": 0.28140849549121577, \"cagr_pct\": 12.516492892394654, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 20.90803452855246, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.574565432946226, \"sortino\": 0.8607517352729395}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 86.42396400731332, \"dd_pct\": -44.478020716987764, \"calmar\": 0.502894902065644, \"cagr_pct\": 22.36776987254325, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.402839396628217, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8118858153610723, \"sortino\": 1.202621137509185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.85601697756995, \"dd_pct\": -37.81525936633068, \"calmar\": 0.18536615200222425, \"cagr_pct\": 7.009669115702787, \"entries\": 28, \"exits\": 29, \"exposure_pct\": 19.416445623342174, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.40116470040387264, \"sortino\": 0.6077697332709754}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.2978788047247187, \"dd_pct\": -3.276352945309724, \"calmar\": 2.1576795868017045, \"cagr_pct\": 7.069319869252433, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.45821325648415, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0234403233700964, \"sortino\": 2.0366735031351406}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 164.45361003247348, "Sharpe Ratio": 0.574565432946226, "Sortino Ratio": 0.8607517352729395, "Calmar Ratio": 0.28140849549121577, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.478020716987764, "% In Market": 20.90803452855246, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.502894902065644, "Sub1_Sortino": 1.202621137509185, "Sub1_Trades": 15, "Sub2_Calmar": 0.18536615200222425, "Sub2_Sortino": 0.6077697332709754, "Sub2_Trades": 28, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 3.2978788047247187, "OOS_Sortino Ratio": 2.0366735031351406, "OOS_Calmar Ratio": 2.1576795868017045, "OOS_Max Drawdown %": -3.276352945309724, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a961545cf320bff32ec6c5a3464a1a9bcc3f00e1eb7909d518e9114cd0be4a4e", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -79.0, "i_long_exit_activation_threshold": -220.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "0198ed0538a838dff3fc8580585a66db1684669fcd9057ac6f0660f1415d0795", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 65.33270020847289, \"dd_pct\": -12.880338205739573, \"calmar\": 5.07670261898072, \"cagr_pct\": 65.38964670243551, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 6.027397260273973, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2518169161676744, \"sortino\": 5.586882836224831}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -27.814593698477896, \"dd_pct\": -37.81525936633066, \"calmar\": -0.7359649815906034, \"cagr_pct\": -27.830706663385435, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1455175390982655, \"sortino\": -1.5487686005761097}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 41.33836602804, \"dd_pct\": -8.98821226523755, \"calmar\": 4.602902416457538, \"cagr_pct\": 41.371863955295204, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 15.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8776354350876097, \"sortino\": 3.1363314531609685}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.2905222320020338, \"dd_pct\": -26.283828640606053, \"calmar\": -0.06530998203283656, \"cagr_pct\": -1.7165963762721366, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 10.492700729927007, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03916564377364997, \"sortino\": 0.05346007127615672}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.412194930865716, \"dd_pct\": -10.045341422893328, \"calmar\": 1.2365138541369358, \"cagr_pct\": 12.42120383894324, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 19.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7578556091195671, \"sortino\": 1.2054441969552434}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.210812832131424, \"dd_pct\": -35.249654546579514, \"calmar\": -1.386031492141257, \"cagr_pct\": -48.857131288659446, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.58940397350994, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.4132864927716131, \"sortino\": -1.9052419752249155}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 164.45361003247348, \"dd_pct\": -44.478020716987764, \"calmar\": 0.28140849549121577, \"cagr_pct\": 12.516492892394654, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 20.90803452855246, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.574565432946226, \"sortino\": 0.8607517352729395}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 86.42396400731332, \"dd_pct\": -44.478020716987764, \"calmar\": 0.502894902065644, \"cagr_pct\": 22.36776987254325, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.402839396628217, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8118858153610723, \"sortino\": 1.202621137509185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.85601697756995, \"dd_pct\": -37.81525936633068, \"calmar\": 0.18536615200222425, \"cagr_pct\": 7.009669115702787, \"entries\": 28, \"exits\": 29, \"exposure_pct\": 19.416445623342174, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.40116470040387264, \"sortino\": 0.6077697332709754}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.2978788047247187, \"dd_pct\": -3.276352945309724, \"calmar\": 2.1576795868017045, \"cagr_pct\": 7.069319869252433, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.45821325648415, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0234403233700964, \"sortino\": 2.0366735031351406}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 164.45361003247348, "Sharpe Ratio": 0.574565432946226, "Sortino Ratio": 0.8607517352729395, "Calmar Ratio": 0.28140849549121577, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.478020716987764, "% In Market": 20.90803452855246, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.502894902065644, "Sub1_Sortino": 1.202621137509185, "Sub1_Trades": 15, "Sub2_Calmar": 0.18536615200222425, "Sub2_Sortino": 0.6077697332709754, "Sub2_Trades": 28, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 3.2978788047247187, "OOS_Sortino Ratio": 2.0366735031351406, "OOS_Calmar Ratio": 2.1576795868017045, "OOS_Max Drawdown %": -3.276352945309724, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a961545cf320bff32ec6c5a3464a1a9bcc3f00e1eb7909d518e9114cd0be4a4e", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -80.0, "i_long_exit_activation_threshold": -221.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "44f49c1e05639f5ca9c984e4f6db5be2c6c38a45e2cb64c5fac7c66f8ec8b138", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 65.33270020847289, \"dd_pct\": -12.880338205739573, \"calmar\": 5.07670261898072, \"cagr_pct\": 65.38964670243551, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 6.027397260273973, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2518169161676744, \"sortino\": 5.586882836224831}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -27.814593698477896, \"dd_pct\": -37.81525936633066, \"calmar\": -0.7359649815906034, \"cagr_pct\": -27.830706663385435, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1455175390982655, \"sortino\": -1.5487686005761097}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 42.13539785989828, \"dd_pct\": -8.474980833903867, \"calmar\": 4.975779071796824, \"cagr_pct\": 42.169632267218056, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 15.616438356164384, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9081820826888416, \"sortino\": 3.1923837350720747}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.2905222320020338, \"dd_pct\": -26.283828640606053, \"calmar\": -0.06530998203283656, \"cagr_pct\": -1.7165963762721366, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 10.492700729927007, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03916564377364997, \"sortino\": 0.05346007127615672}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.412194930865716, \"dd_pct\": -10.045341422893328, \"calmar\": 1.2365138541369358, \"cagr_pct\": 12.42120383894324, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 19.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7578556091195671, \"sortino\": 1.2054441969552434}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.210812832131424, \"dd_pct\": -35.249654546579514, \"calmar\": -1.386031492141257, \"cagr_pct\": -48.857131288659446, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.58940397350994, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.4132864927716131, \"sortino\": -1.9052419752249155}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 165.94491031539823, \"dd_pct\": -44.478020716987764, \"calmar\": 0.28313412679974204, \"cagr_pct\": 12.593245557485167, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 20.916334661354583, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5771359069814814, \"sortino\": 0.8646637907307706}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 86.42396400731332, \"dd_pct\": -44.478020716987764, \"calmar\": 0.502894902065644, \"cagr_pct\": 22.36776987254325, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.402839396628217, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8118858153610723, \"sortino\": 1.202621137509185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 42.65596793391053, \"dd_pct\": -37.81525936633068, \"calmar\": 0.1884512244878908, \"cagr_pct\": 7.1263319319121985, \"entries\": 28, \"exits\": 29, \"exposure_pct\": 19.42970822281167, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.4057104533005457, \"sortino\": 0.6147463451694368}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.2978788047247187, \"dd_pct\": -3.276352945309724, \"calmar\": 2.1576795868017045, \"cagr_pct\": 7.069319869252433, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.45821325648415, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0234403233700964, \"sortino\": 2.0366735031351406}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 165.94491031539823, "Sharpe Ratio": 0.5771359069814814, "Sortino Ratio": 0.8646637907307706, "Calmar Ratio": 0.28313412679974204, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.478020716987764, "% In Market": 20.916334661354583, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.502894902065644, "Sub1_Sortino": 1.202621137509185, "Sub1_Trades": 15, "Sub2_Calmar": 0.1884512244878908, "Sub2_Sortino": 0.6147463451694368, "Sub2_Trades": 28, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 3.2978788047247187, "OOS_Sortino Ratio": 2.0366735031351406, "OOS_Calmar Ratio": 2.1576795868017045, "OOS_Max Drawdown %": -3.276352945309724, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a961545cf320bff32ec6c5a3464a1a9bcc3f00e1eb7909d518e9114cd0be4a4e", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -80.0, "i_long_exit_activation_threshold": -220.05, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "2142d73dad9299fbf93fddbf1573baa378d59e05bc12ba23c5729515282ae111", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 65.33270020847289, \"dd_pct\": -12.880338205739573, \"calmar\": 5.07670261898072, \"cagr_pct\": 65.38964670243551, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 6.027397260273973, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2518169161676744, \"sortino\": 5.586882836224831}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -27.814593698477896, \"dd_pct\": -37.81525936633066, \"calmar\": -0.7359649815906034, \"cagr_pct\": -27.830706663385435, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1455175390982655, \"sortino\": -1.5487686005761097}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 41.33836602804, \"dd_pct\": -8.98821226523755, \"calmar\": 4.602902416457538, \"cagr_pct\": 41.371863955295204, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 15.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8776354350876097, \"sortino\": 3.1363314531609685}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.2905222320020338, \"dd_pct\": -26.283828640606053, \"calmar\": -0.06530998203283656, \"cagr_pct\": -1.7165963762721366, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 10.492700729927007, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03916564377364997, \"sortino\": 0.05346007127615672}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.412194930865716, \"dd_pct\": -10.045341422893328, \"calmar\": 1.2365138541369358, \"cagr_pct\": 12.42120383894324, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 19.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7578556091195671, \"sortino\": 1.2054441969552434}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.210812832131424, \"dd_pct\": -35.249654546579514, \"calmar\": -1.386031492141257, \"cagr_pct\": -48.857131288659446, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.58940397350994, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.4132864927716131, \"sortino\": -1.9052419752249155}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 164.45361003247348, \"dd_pct\": -44.478020716987764, \"calmar\": 0.28140849549121577, \"cagr_pct\": 12.516492892394654, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 20.90803452855246, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.574565432946226, \"sortino\": 0.8607517352729395}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 86.42396400731332, \"dd_pct\": -44.478020716987764, \"calmar\": 0.502894902065644, \"cagr_pct\": 22.36776987254325, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.402839396628217, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8118858153610723, \"sortino\": 1.202621137509185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.85601697756995, \"dd_pct\": -37.81525936633068, \"calmar\": 0.18536615200222425, \"cagr_pct\": 7.009669115702787, \"entries\": 28, \"exits\": 29, \"exposure_pct\": 19.416445623342174, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.40116470040387264, \"sortino\": 0.6077697332709754}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.2978788047247187, \"dd_pct\": -3.276352945309724, \"calmar\": 2.1576795868017045, \"cagr_pct\": 7.069319869252433, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.45821325648415, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0234403233700964, \"sortino\": 2.0366735031351406}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 164.45361003247348, "Sharpe Ratio": 0.574565432946226, "Sortino Ratio": 0.8607517352729395, "Calmar Ratio": 0.28140849549121577, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.478020716987764, "% In Market": 20.90803452855246, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.502894902065644, "Sub1_Sortino": 1.202621137509185, "Sub1_Trades": 15, "Sub2_Calmar": 0.18536615200222425, "Sub2_Sortino": 0.6077697332709754, "Sub2_Trades": 28, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 3.2978788047247187, "OOS_Sortino Ratio": 2.0366735031351406, "OOS_Calmar Ratio": 2.1576795868017045, "OOS_Max Drawdown %": -3.276352945309724, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a961545cf320bff32ec6c5a3464a1a9bcc3f00e1eb7909d518e9114cd0be4a4e", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -80.0, "i_long_exit_activation_threshold": -219.95, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "949a39f26662cff56fc30d242c96149d557e3dd3a0838dcd0147e5fe41b41c75", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 65.33270020847289, \"dd_pct\": -12.880338205739573, \"calmar\": 5.07670261898072, \"cagr_pct\": 65.38964670243551, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 6.027397260273973, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2518169161676744, \"sortino\": 5.586882836224831}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -27.814593698477896, \"dd_pct\": -37.81525936633066, \"calmar\": -0.7359649815906034, \"cagr_pct\": -27.830706663385435, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1455175390982655, \"sortino\": -1.5487686005761097}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 41.33836602804, \"dd_pct\": -8.98821226523755, \"calmar\": 4.602902416457538, \"cagr_pct\": 41.371863955295204, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 15.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8776354350876097, \"sortino\": 3.1363314531609685}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.2905222320020338, \"dd_pct\": -26.283828640606053, \"calmar\": -0.06530998203283656, \"cagr_pct\": -1.7165963762721366, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 10.492700729927007, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03916564377364997, \"sortino\": 0.05346007127615672}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.412194930865716, \"dd_pct\": -10.045341422893328, \"calmar\": 1.2365138541369358, \"cagr_pct\": 12.42120383894324, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 19.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7578556091195671, \"sortino\": 1.2054441969552434}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.210812832131424, \"dd_pct\": -35.249654546579514, \"calmar\": -1.386031492141257, \"cagr_pct\": -48.857131288659446, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.58940397350994, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.4132864927716131, \"sortino\": -1.9052419752249155}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 164.45361003247348, \"dd_pct\": -44.478020716987764, \"calmar\": 0.28140849549121577, \"cagr_pct\": 12.516492892394654, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 20.90803452855246, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.574565432946226, \"sortino\": 0.8607517352729395}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 86.42396400731332, \"dd_pct\": -44.478020716987764, \"calmar\": 0.502894902065644, \"cagr_pct\": 22.36776987254325, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.402839396628217, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8118858153610723, \"sortino\": 1.202621137509185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.85601697756995, \"dd_pct\": -37.81525936633068, \"calmar\": 0.18536615200222425, \"cagr_pct\": 7.009669115702787, \"entries\": 28, \"exits\": 29, \"exposure_pct\": 19.416445623342174, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.40116470040387264, \"sortino\": 0.6077697332709754}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.2978788047247187, \"dd_pct\": -3.276352945309724, \"calmar\": 2.1576795868017045, \"cagr_pct\": 7.069319869252433, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.45821325648415, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0234403233700964, \"sortino\": 2.0366735031351406}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 164.45361003247348, "Sharpe Ratio": 0.574565432946226, "Sortino Ratio": 0.8607517352729395, "Calmar Ratio": 0.28140849549121577, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.478020716987764, "% In Market": 20.90803452855246, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.502894902065644, "Sub1_Sortino": 1.202621137509185, "Sub1_Trades": 15, "Sub2_Calmar": 0.18536615200222425, "Sub2_Sortino": 0.6077697332709754, "Sub2_Trades": 28, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 3.2978788047247187, "OOS_Sortino Ratio": 2.0366735031351406, "OOS_Calmar Ratio": 2.1576795868017045, "OOS_Max Drawdown %": -3.276352945309724, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a961545cf320bff32ec6c5a3464a1a9bcc3f00e1eb7909d518e9114cd0be4a4e", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -80.0, "i_long_exit_activation_threshold": -219.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "6231363ff5e9f42928443f38a80ef14802899e3c7987db22c12b68ea5859b33f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 65.33270020847289, \"dd_pct\": -12.880338205739573, \"calmar\": 5.07670261898072, \"cagr_pct\": 65.38964670243551, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 6.027397260273973, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2518169161676744, \"sortino\": 5.586882836224831}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -27.814593698477896, \"dd_pct\": -37.81525936633066, \"calmar\": -0.7359649815906034, \"cagr_pct\": -27.830706663385435, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1455175390982655, \"sortino\": -1.5487686005761097}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 41.33836602804, \"dd_pct\": -8.98821226523755, \"calmar\": 4.602902416457538, \"cagr_pct\": 41.371863955295204, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 15.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8776354350876097, \"sortino\": 3.1363314531609685}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.2905222320020338, \"dd_pct\": -26.283828640606053, \"calmar\": -0.06530998203283656, \"cagr_pct\": -1.7165963762721366, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 10.492700729927007, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03916564377364997, \"sortino\": 0.05346007127615672}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.412194930865716, \"dd_pct\": -10.045341422893328, \"calmar\": 1.2365138541369358, \"cagr_pct\": 12.42120383894324, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 19.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7578556091195671, \"sortino\": 1.2054441969552434}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.210812832131424, \"dd_pct\": -35.249654546579514, \"calmar\": -1.386031492141257, \"cagr_pct\": -48.857131288659446, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.58940397350994, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.4132864927716131, \"sortino\": -1.9052419752249155}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 116.06807187368302, \"dd_pct\": -44.478020716987764, \"calmar\": 0.2201730763829653, \"cagr_pct\": 9.79286265268446, \"entries\": 44, \"exits\": 44, \"exposure_pct\": 20.56772908366534, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4846590309983237, \"sortino\": 0.7225775278977177}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 52.31505612331397, \"dd_pct\": -44.478020716987764, \"calmar\": 0.32849289778040913, \"cagr_pct\": 14.610713912860382, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 22.49334516415262, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6031750670653848, \"sortino\": 0.884556181172715}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.85601697756995, \"dd_pct\": -37.81525936633068, \"calmar\": 0.18536615200222425, \"cagr_pct\": 7.009669115702787, \"entries\": 28, \"exits\": 29, \"exposure_pct\": 19.416445623342174, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.40116470040387264, \"sortino\": 0.6077697332709754}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.2978788047247187, \"dd_pct\": -3.276352945309724, \"calmar\": 2.1576795868017045, \"cagr_pct\": 7.069319869252433, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.45821325648415, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0234403233700964, \"sortino\": 2.0366735031351406}]", "Additional_Threshold_Budget": 0, "Total Trades": 44, "Total P&L %": 116.06807187368302, "Sharpe Ratio": 0.4846590309983237, "Sortino Ratio": 0.7225775278977177, "Calmar Ratio": 0.2201730763829653, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.478020716987764, "% In Market": 20.56772908366534, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.32849289778040913, "Sub1_Sortino": 0.884556181172715, "Sub1_Trades": 16, "Sub2_Calmar": 0.18536615200222425, "Sub2_Sortino": 0.6077697332709754, "Sub2_Trades": 28, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 3.2978788047247187, "OOS_Sortino Ratio": 2.0366735031351406, "OOS_Calmar Ratio": 2.1576795868017045, "OOS_Max Drawdown %": -3.276352945309724, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a961545cf320bff32ec6c5a3464a1a9bcc3f00e1eb7909d518e9114cd0be4a4e", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -80.0, "i_long_exit_activation_threshold": -220.0, "i_long_exit_activation_confirmation_threshold": 359.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "7d8a923b63e55b97606cc35a0e699c207c27285a4238b1527dcfdd5305cf89aa", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 65.33270020847289, \"dd_pct\": -12.880338205739573, \"calmar\": 5.07670261898072, \"cagr_pct\": 65.38964670243551, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 6.027397260273973, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2518169161676744, \"sortino\": 5.586882836224831}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -27.814593698477896, \"dd_pct\": -37.81525936633066, \"calmar\": -0.7359649815906034, \"cagr_pct\": -27.830706663385435, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1455175390982655, \"sortino\": -1.5487686005761097}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 41.33836602804, \"dd_pct\": -8.98821226523755, \"calmar\": 4.602902416457538, \"cagr_pct\": 41.371863955295204, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 15.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8776354350876097, \"sortino\": 3.1363314531609685}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.2905222320020338, \"dd_pct\": -26.283828640606053, \"calmar\": -0.06530998203283656, \"cagr_pct\": -1.7165963762721366, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 10.492700729927007, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03916564377364997, \"sortino\": 0.05346007127615672}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.412194930865716, \"dd_pct\": -10.045341422893328, \"calmar\": 1.2365138541369358, \"cagr_pct\": 12.42120383894324, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 19.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7578556091195671, \"sortino\": 1.2054441969552434}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.210812832131424, \"dd_pct\": -35.249654546579514, \"calmar\": -1.386031492141257, \"cagr_pct\": -48.857131288659446, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.58940397350994, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.4132864927716131, \"sortino\": -1.9052419752249155}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 164.45361003247348, \"dd_pct\": -44.478020716987764, \"calmar\": 0.28140849549121577, \"cagr_pct\": 12.516492892394654, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 20.90803452855246, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.574565432946226, \"sortino\": 0.8607517352729395}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 86.42396400731332, \"dd_pct\": -44.478020716987764, \"calmar\": 0.502894902065644, \"cagr_pct\": 22.36776987254325, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.402839396628217, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8118858153610723, \"sortino\": 1.202621137509185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.85601697756995, \"dd_pct\": -37.81525936633068, \"calmar\": 0.18536615200222425, \"cagr_pct\": 7.009669115702787, \"entries\": 28, \"exits\": 29, \"exposure_pct\": 19.416445623342174, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.40116470040387264, \"sortino\": 0.6077697332709754}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.2978788047247187, \"dd_pct\": -3.276352945309724, \"calmar\": 2.1576795868017045, \"cagr_pct\": 7.069319869252433, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.45821325648415, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0234403233700964, \"sortino\": 2.0366735031351406}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 164.45361003247348, "Sharpe Ratio": 0.574565432946226, "Sortino Ratio": 0.8607517352729395, "Calmar Ratio": 0.28140849549121577, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.478020716987764, "% In Market": 20.90803452855246, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.502894902065644, "Sub1_Sortino": 1.202621137509185, "Sub1_Trades": 15, "Sub2_Calmar": 0.18536615200222425, "Sub2_Sortino": 0.6077697332709754, "Sub2_Trades": 28, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 3.2978788047247187, "OOS_Sortino Ratio": 2.0366735031351406, "OOS_Calmar Ratio": 2.1576795868017045, "OOS_Max Drawdown %": -3.276352945309724, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a961545cf320bff32ec6c5a3464a1a9bcc3f00e1eb7909d518e9114cd0be4a4e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -80.0, "i_long_exit_activation_threshold": -220.0, "i_long_exit_activation_confirmation_threshold": 359.95, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "9404e3bbcde7120543f70490c09aa3286aa2de43b8ce77a555594dd17aba8bb1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 65.33270020847289, \"dd_pct\": -12.880338205739573, \"calmar\": 5.07670261898072, \"cagr_pct\": 65.38964670243551, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 6.027397260273973, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2518169161676744, \"sortino\": 5.586882836224831}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -27.814593698477896, \"dd_pct\": -37.81525936633066, \"calmar\": -0.7359649815906034, \"cagr_pct\": -27.830706663385435, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1455175390982655, \"sortino\": -1.5487686005761097}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 41.33836602804, \"dd_pct\": -8.98821226523755, \"calmar\": 4.602902416457538, \"cagr_pct\": 41.371863955295204, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 15.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8776354350876097, \"sortino\": 3.1363314531609685}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.2905222320020338, \"dd_pct\": -26.283828640606053, \"calmar\": -0.06530998203283656, \"cagr_pct\": -1.7165963762721366, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 10.492700729927007, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03916564377364997, \"sortino\": 0.05346007127615672}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.412194930865716, \"dd_pct\": -10.045341422893328, \"calmar\": 1.2365138541369358, \"cagr_pct\": 12.42120383894324, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 19.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7578556091195671, \"sortino\": 1.2054441969552434}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.210812832131424, \"dd_pct\": -35.249654546579514, \"calmar\": -1.386031492141257, \"cagr_pct\": -48.857131288659446, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.58940397350994, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.4132864927716131, \"sortino\": -1.9052419752249155}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 164.45361003247348, \"dd_pct\": -44.478020716987764, \"calmar\": 0.28140849549121577, \"cagr_pct\": 12.516492892394654, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 20.90803452855246, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.574565432946226, \"sortino\": 0.8607517352729395}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 86.42396400731332, \"dd_pct\": -44.478020716987764, \"calmar\": 0.502894902065644, \"cagr_pct\": 22.36776987254325, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.402839396628217, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8118858153610723, \"sortino\": 1.202621137509185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.85601697756995, \"dd_pct\": -37.81525936633068, \"calmar\": 0.18536615200222425, \"cagr_pct\": 7.009669115702787, \"entries\": 28, \"exits\": 29, \"exposure_pct\": 19.416445623342174, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.40116470040387264, \"sortino\": 0.6077697332709754}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.2978788047247187, \"dd_pct\": -3.276352945309724, \"calmar\": 2.1576795868017045, \"cagr_pct\": 7.069319869252433, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.45821325648415, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0234403233700964, \"sortino\": 2.0366735031351406}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 164.45361003247348, "Sharpe Ratio": 0.574565432946226, "Sortino Ratio": 0.8607517352729395, "Calmar Ratio": 0.28140849549121577, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.478020716987764, "% In Market": 20.90803452855246, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.502894902065644, "Sub1_Sortino": 1.202621137509185, "Sub1_Trades": 15, "Sub2_Calmar": 0.18536615200222425, "Sub2_Sortino": 0.6077697332709754, "Sub2_Trades": 28, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 3.2978788047247187, "OOS_Sortino Ratio": 2.0366735031351406, "OOS_Calmar Ratio": 2.1576795868017045, "OOS_Max Drawdown %": -3.276352945309724, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a961545cf320bff32ec6c5a3464a1a9bcc3f00e1eb7909d518e9114cd0be4a4e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -80.0, "i_long_exit_activation_threshold": -220.0, "i_long_exit_activation_confirmation_threshold": 360.05, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "74ae744adbb2507ef7a76c2bc178b6b751f5ac987c35de9a9917a0e9e20b8549", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 65.33270020847289, \"dd_pct\": -12.880338205739573, \"calmar\": 5.07670261898072, \"cagr_pct\": 65.38964670243551, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 6.027397260273973, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2518169161676744, \"sortino\": 5.586882836224831}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -27.814593698477896, \"dd_pct\": -37.81525936633066, \"calmar\": -0.7359649815906034, \"cagr_pct\": -27.830706663385435, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1455175390982655, \"sortino\": -1.5487686005761097}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 41.33836602804, \"dd_pct\": -8.98821226523755, \"calmar\": 4.602902416457538, \"cagr_pct\": 41.371863955295204, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 15.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8776354350876097, \"sortino\": 3.1363314531609685}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.2905222320020338, \"dd_pct\": -26.283828640606053, \"calmar\": -0.06530998203283656, \"cagr_pct\": -1.7165963762721366, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 10.492700729927007, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03916564377364997, \"sortino\": 0.05346007127615672}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.412194930865716, \"dd_pct\": -10.045341422893328, \"calmar\": 1.2365138541369358, \"cagr_pct\": 12.42120383894324, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 19.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7578556091195671, \"sortino\": 1.2054441969552434}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.210812832131424, \"dd_pct\": -35.249654546579514, \"calmar\": -1.386031492141257, \"cagr_pct\": -48.857131288659446, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.58940397350994, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.4132864927716131, \"sortino\": -1.9052419752249155}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 164.45361003247348, \"dd_pct\": -44.478020716987764, \"calmar\": 0.28140849549121577, \"cagr_pct\": 12.516492892394654, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 20.90803452855246, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.574565432946226, \"sortino\": 0.8607517352729395}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 86.42396400731332, \"dd_pct\": -44.478020716987764, \"calmar\": 0.502894902065644, \"cagr_pct\": 22.36776987254325, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.402839396628217, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8118858153610723, \"sortino\": 1.202621137509185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.85601697756995, \"dd_pct\": -37.81525936633068, \"calmar\": 0.18536615200222425, \"cagr_pct\": 7.009669115702787, \"entries\": 28, \"exits\": 29, \"exposure_pct\": 19.416445623342174, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.40116470040387264, \"sortino\": 0.6077697332709754}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.2978788047247187, \"dd_pct\": -3.276352945309724, \"calmar\": 2.1576795868017045, \"cagr_pct\": 7.069319869252433, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.45821325648415, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0234403233700964, \"sortino\": 2.0366735031351406}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 164.45361003247348, "Sharpe Ratio": 0.574565432946226, "Sortino Ratio": 0.8607517352729395, "Calmar Ratio": 0.28140849549121577, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.478020716987764, "% In Market": 20.90803452855246, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.502894902065644, "Sub1_Sortino": 1.202621137509185, "Sub1_Trades": 15, "Sub2_Calmar": 0.18536615200222425, "Sub2_Sortino": 0.6077697332709754, "Sub2_Trades": 28, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 3.2978788047247187, "OOS_Sortino Ratio": 2.0366735031351406, "OOS_Calmar Ratio": 2.1576795868017045, "OOS_Max Drawdown %": -3.276352945309724, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a961545cf320bff32ec6c5a3464a1a9bcc3f00e1eb7909d518e9114cd0be4a4e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -80.0, "i_long_exit_activation_threshold": -220.0, "i_long_exit_activation_confirmation_threshold": 361.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "bf8b6c69ee8d630ecf8cbc7627c9d84aa578e76a686ab2d20b1ba697a13795a0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 65.33270020847289, \"dd_pct\": -12.880338205739573, \"calmar\": 5.07670261898072, \"cagr_pct\": 65.38964670243551, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 6.027397260273973, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2518169161676744, \"sortino\": 5.586882836224831}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -27.814593698477896, \"dd_pct\": -37.81525936633066, \"calmar\": -0.7359649815906034, \"cagr_pct\": -27.830706663385435, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1455175390982655, \"sortino\": -1.5487686005761097}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 41.33836602804, \"dd_pct\": -8.98821226523755, \"calmar\": 4.602902416457538, \"cagr_pct\": 41.371863955295204, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 15.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8776354350876097, \"sortino\": 3.1363314531609685}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.2905222320020338, \"dd_pct\": -26.283828640606053, \"calmar\": -0.06530998203283656, \"cagr_pct\": -1.7165963762721366, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 10.492700729927007, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03916564377364997, \"sortino\": 0.05346007127615672}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.412194930865716, \"dd_pct\": -10.045341422893328, \"calmar\": 1.2365138541369358, \"cagr_pct\": 12.42120383894324, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 19.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7578556091195671, \"sortino\": 1.2054441969552434}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.210812832131424, \"dd_pct\": -35.249654546579514, \"calmar\": -1.386031492141257, \"cagr_pct\": -48.857131288659446, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.58940397350994, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.4132864927716131, \"sortino\": -1.9052419752249155}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 164.45361003247348, \"dd_pct\": -44.478020716987764, \"calmar\": 0.28140849549121577, \"cagr_pct\": 12.516492892394654, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 20.90803452855246, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.574565432946226, \"sortino\": 0.8607517352729395}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 86.42396400731332, \"dd_pct\": -44.478020716987764, \"calmar\": 0.502894902065644, \"cagr_pct\": 22.36776987254325, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.402839396628217, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8118858153610723, \"sortino\": 1.202621137509185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.85601697756995, \"dd_pct\": -37.81525936633068, \"calmar\": 0.18536615200222425, \"cagr_pct\": 7.009669115702787, \"entries\": 28, \"exits\": 29, \"exposure_pct\": 19.416445623342174, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.40116470040387264, \"sortino\": 0.6077697332709754}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.2978788047247187, \"dd_pct\": -3.276352945309724, \"calmar\": 2.1576795868017045, \"cagr_pct\": 7.069319869252433, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.45821325648415, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0234403233700964, \"sortino\": 2.0366735031351406}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 164.45361003247348, "Sharpe Ratio": 0.574565432946226, "Sortino Ratio": 0.8607517352729395, "Calmar Ratio": 0.28140849549121577, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.478020716987764, "% In Market": 20.90803452855246, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.502894902065644, "Sub1_Sortino": 1.202621137509185, "Sub1_Trades": 15, "Sub2_Calmar": 0.18536615200222425, "Sub2_Sortino": 0.6077697332709754, "Sub2_Trades": 28, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 3.2978788047247187, "OOS_Sortino Ratio": 2.0366735031351406, "OOS_Calmar Ratio": 2.1576795868017045, "OOS_Max Drawdown %": -3.276352945309724, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a961545cf320bff32ec6c5a3464a1a9bcc3f00e1eb7909d518e9114cd0be4a4e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "a82cebb696806602869631df68a3b4eb970bed3624a9a2d0b69c7d5ea39884be", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 14.570292206764112, \"dd_pct\": -4.9020567624163185, \"calmar\": 2.9744589163639152, \"cagr_pct\": 14.580966445491244, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4169868339899068, \"sortino\": 2.777146318014677}, {\"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\": 8.032463146023794, \"dd_pct\": -8.191724940146084, \"calmar\": 0.9812561229963828, \"cagr_pct\": 8.03818025542052, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.758685248040343, \"sortino\": 1.1445926899583454}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.717734004672216, \"dd_pct\": -2.8224431114828974, \"calmar\": 3.207735135723225, \"cagr_pct\": 9.053649937283675, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.0072992700729926, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.145695011309219, \"sortino\": 2.237914818235184}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 0.155639466382973, \"dd_pct\": -1.3059030256242665, \"calmar\": 0.11926318315577421, \"cagr_pct\": 0.1557461517287066, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.8904109589041096, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07290785647877626, \"sortino\": 0.10562757778831824}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.74136426321587, \"dd_pct\": -10.346570553954637, \"calmar\": 0.48496983605450644, \"cagr_pct\": 5.017774625277764, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6800185839446253, \"sortino\": 1.1283184234249364}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 13.188807251022139, \"dd_pct\": -10.346570553954637, \"calmar\": 0.39595309188140293, \"cagr_pct\": 4.096756601207419, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 1.1535048802129548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5306572443730295, \"sortino\": 0.8533789000997939}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.29343775231237, \"dd_pct\": -8.191724940146084, \"calmar\": 0.6802375486466484, \"cagr_pct\": 5.572318892472585, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 1.7771883289124668, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827348104709665, \"sortino\": 1.3319886241471435}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": 49.74136426321587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -10.346570553954637, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df989cfa2f47312f08ddcbdaf37dd0e1c524f3dee4032234fcb58769c851916f", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -26.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "d62d8bbd29b4cd9479d05cb004324e99349f7896dc92a1fe8690d2e63b0f917b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 17.548450872097952, \"dd_pct\": -4.9020567624163185, \"calmar\": 3.5824695143938112, \"cagr_pct\": 17.561468909184484, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 1.2328767123287672, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2683833406038867, \"sortino\": 2.700322329137313}, {\"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\": 8.032463146023794, \"dd_pct\": -8.191724940146084, \"calmar\": 0.9812561229963828, \"cagr_pct\": 8.03818025542052, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.758685248040343, \"sortino\": 1.1445926899583454}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.717734004672216, \"dd_pct\": -2.8224431114828974, \"calmar\": 3.207735135723225, \"cagr_pct\": 9.053649937283675, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.0072992700729926, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.145695011309219, \"sortino\": 2.237914818235184}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 0.155639466382973, \"dd_pct\": -1.3059030256242665, \"calmar\": 0.11926318315577421, \"cagr_pct\": 0.1557461517287066, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.8904109589041096, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07290785647877626, \"sortino\": 0.10562757778831824}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 53.63376545160252, \"dd_pct\": -10.346570553954637, \"calmar\": 0.516604921487863, \"cagr_pct\": 5.3450892686943705, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 1.593625498007968, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.671970446209714, \"sortino\": 1.160247312067037}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 13.188807251022139, \"dd_pct\": -10.346570553954637, \"calmar\": 0.39595309188140293, \"cagr_pct\": 4.096756601207419, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 1.1535048802129548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5306572443730295, \"sortino\": 0.8533789000997939}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 35.73229472317383, \"dd_pct\": -8.191724940146106, \"calmar\": 0.7444804609278245, \"cagr_pct\": 6.098579159233928, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 1.8567639257294428, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7555341540028034, \"sortino\": 1.3671639518889303}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 22, "Total P&L %": 53.63376545160252, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -10.346570553954637, "% In Market": 1.593625498007968, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df989cfa2f47312f08ddcbdaf37dd0e1c524f3dee4032234fcb58769c851916f", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -25.05, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "657007b51412d0a702c4f6b20489012d29b8ad20e8ca903d1320cf82a5062981", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 14.570292206764112, \"dd_pct\": -4.9020567624163185, \"calmar\": 2.9744589163639152, \"cagr_pct\": 14.580966445491244, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4169868339899068, \"sortino\": 2.777146318014677}, {\"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\": 8.032463146023794, \"dd_pct\": -8.191724940146084, \"calmar\": 0.9812561229963828, \"cagr_pct\": 8.03818025542052, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.758685248040343, \"sortino\": 1.1445926899583454}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.717734004672216, \"dd_pct\": -2.8224431114828974, \"calmar\": 3.207735135723225, \"cagr_pct\": 9.053649937283675, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.0072992700729926, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.145695011309219, \"sortino\": 2.237914818235184}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 0.155639466382973, \"dd_pct\": -1.3059030256242665, \"calmar\": 0.11926318315577421, \"cagr_pct\": 0.1557461517287066, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.8904109589041096, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07290785647877626, \"sortino\": 0.10562757778831824}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.74136426321587, \"dd_pct\": -10.346570553954637, \"calmar\": 0.48496983605450644, \"cagr_pct\": 5.017774625277764, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6800185839446253, \"sortino\": 1.1283184234249364}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 13.188807251022139, \"dd_pct\": -10.346570553954637, \"calmar\": 0.39595309188140293, \"cagr_pct\": 4.096756601207419, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 1.1535048802129548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5306572443730295, \"sortino\": 0.8533789000997939}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.29343775231237, \"dd_pct\": -8.191724940146084, \"calmar\": 0.6802375486466484, \"cagr_pct\": 5.572318892472585, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 1.7771883289124668, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827348104709665, \"sortino\": 1.3319886241471435}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": 49.74136426321587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -10.346570553954637, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df989cfa2f47312f08ddcbdaf37dd0e1c524f3dee4032234fcb58769c851916f", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -24.95, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "5f3d43f6e6f77192dc0570d5e98da0d847df64a143c4a96890b3e670139f72d0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 14.570292206764112, \"dd_pct\": -4.9020567624163185, \"calmar\": 2.9744589163639152, \"cagr_pct\": 14.580966445491244, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4169868339899068, \"sortino\": 2.777146318014677}, {\"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\": 8.032463146023794, \"dd_pct\": -8.191724940146084, \"calmar\": 0.9812561229963828, \"cagr_pct\": 8.03818025542052, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.758685248040343, \"sortino\": 1.1445926899583454}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.717734004672216, \"dd_pct\": -2.8224431114828974, \"calmar\": 3.207735135723225, \"cagr_pct\": 9.053649937283675, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.0072992700729926, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.145695011309219, \"sortino\": 2.237914818235184}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 0.155639466382973, \"dd_pct\": -1.3059030256242665, \"calmar\": 0.11926318315577421, \"cagr_pct\": 0.1557461517287066, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.8904109589041096, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07290785647877626, \"sortino\": 0.10562757778831824}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.74136426321587, \"dd_pct\": -10.346570553954637, \"calmar\": 0.48496983605450644, \"cagr_pct\": 5.017774625277764, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6800185839446253, \"sortino\": 1.1283184234249364}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 13.188807251022139, \"dd_pct\": -10.346570553954637, \"calmar\": 0.39595309188140293, \"cagr_pct\": 4.096756601207419, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 1.1535048802129548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5306572443730295, \"sortino\": 0.8533789000997939}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.29343775231237, \"dd_pct\": -8.191724940146084, \"calmar\": 0.6802375486466484, \"cagr_pct\": 5.572318892472585, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 1.7771883289124668, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827348104709665, \"sortino\": 1.3319886241471435}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": 49.74136426321587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -10.346570553954637, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df989cfa2f47312f08ddcbdaf37dd0e1c524f3dee4032234fcb58769c851916f", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -24.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "a9f2b896399b14827c212e6a627f81e2cd60d6ecb0eaba460c6894beb388b52f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 14.570292206764112, \"dd_pct\": -4.9020567624163185, \"calmar\": 2.9744589163639152, \"cagr_pct\": 14.580966445491244, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4169868339899068, \"sortino\": 2.777146318014677}, {\"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\": 8.032463146023794, \"dd_pct\": -8.191724940146084, \"calmar\": 0.9812561229963828, \"cagr_pct\": 8.03818025542052, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.758685248040343, \"sortino\": 1.1445926899583454}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.717734004672216, \"dd_pct\": -2.8224431114828974, \"calmar\": 3.207735135723225, \"cagr_pct\": 9.053649937283675, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.0072992700729926, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.145695011309219, \"sortino\": 2.237914818235184}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 0.155639466382973, \"dd_pct\": -1.3059030256242665, \"calmar\": 0.11926318315577421, \"cagr_pct\": 0.1557461517287066, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.8904109589041096, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07290785647877626, \"sortino\": 0.10562757778831824}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.74136426321587, \"dd_pct\": -10.346570553954637, \"calmar\": 0.48496983605450644, \"cagr_pct\": 5.017774625277764, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6800185839446253, \"sortino\": 1.1283184234249364}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 13.188807251022139, \"dd_pct\": -10.346570553954637, \"calmar\": 0.39595309188140293, \"cagr_pct\": 4.096756601207419, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 1.1535048802129548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5306572443730295, \"sortino\": 0.8533789000997939}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.29343775231237, \"dd_pct\": -8.191724940146084, \"calmar\": 0.6802375486466484, \"cagr_pct\": 5.572318892472585, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 1.7771883289124668, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827348104709665, \"sortino\": 1.3319886241471435}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": 49.74136426321587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -10.346570553954637, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df989cfa2f47312f08ddcbdaf37dd0e1c524f3dee4032234fcb58769c851916f", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": -301.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "299d36f8ea9b956774c6caf9bda393b697abcccc3e60fb03529d5b3c2da1b02e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 14.570292206764112, \"dd_pct\": -4.9020567624163185, \"calmar\": 2.9744589163639152, \"cagr_pct\": 14.580966445491244, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4169868339899068, \"sortino\": 2.777146318014677}, {\"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\": 8.032463146023794, \"dd_pct\": -8.191724940146084, \"calmar\": 0.9812561229963828, \"cagr_pct\": 8.03818025542052, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.758685248040343, \"sortino\": 1.1445926899583454}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.717734004672216, \"dd_pct\": -2.8224431114828974, \"calmar\": 3.207735135723225, \"cagr_pct\": 9.053649937283675, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.0072992700729926, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.145695011309219, \"sortino\": 2.237914818235184}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 0.155639466382973, \"dd_pct\": -1.3059030256242665, \"calmar\": 0.11926318315577421, \"cagr_pct\": 0.1557461517287066, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.8904109589041096, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07290785647877626, \"sortino\": 0.10562757778831824}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.74136426321587, \"dd_pct\": -10.346570553954637, \"calmar\": 0.48496983605450644, \"cagr_pct\": 5.017774625277764, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6800185839446253, \"sortino\": 1.1283184234249364}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 13.188807251022139, \"dd_pct\": -10.346570553954637, \"calmar\": 0.39595309188140293, \"cagr_pct\": 4.096756601207419, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 1.1535048802129548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5306572443730295, \"sortino\": 0.8533789000997939}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.29343775231237, \"dd_pct\": -8.191724940146084, \"calmar\": 0.6802375486466484, \"cagr_pct\": 5.572318892472585, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 1.7771883289124668, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827348104709665, \"sortino\": 1.3319886241471435}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": 49.74136426321587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -10.346570553954637, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df989cfa2f47312f08ddcbdaf37dd0e1c524f3dee4032234fcb58769c851916f", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": -300.05, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "b9812c5d3e908fc2401fdc99732a7d02ffdaebbda8b8ac16dda8492e5a94c0f8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 14.570292206764112, \"dd_pct\": -4.9020567624163185, \"calmar\": 2.9744589163639152, \"cagr_pct\": 14.580966445491244, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4169868339899068, \"sortino\": 2.777146318014677}, {\"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\": 8.032463146023794, \"dd_pct\": -8.191724940146084, \"calmar\": 0.9812561229963828, \"cagr_pct\": 8.03818025542052, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.758685248040343, \"sortino\": 1.1445926899583454}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.717734004672216, \"dd_pct\": -2.8224431114828974, \"calmar\": 3.207735135723225, \"cagr_pct\": 9.053649937283675, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.0072992700729926, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.145695011309219, \"sortino\": 2.237914818235184}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 0.155639466382973, \"dd_pct\": -1.3059030256242665, \"calmar\": 0.11926318315577421, \"cagr_pct\": 0.1557461517287066, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.8904109589041096, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07290785647877626, \"sortino\": 0.10562757778831824}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.74136426321587, \"dd_pct\": -10.346570553954637, \"calmar\": 0.48496983605450644, \"cagr_pct\": 5.017774625277764, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6800185839446253, \"sortino\": 1.1283184234249364}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 13.188807251022139, \"dd_pct\": -10.346570553954637, \"calmar\": 0.39595309188140293, \"cagr_pct\": 4.096756601207419, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 1.1535048802129548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5306572443730295, \"sortino\": 0.8533789000997939}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.29343775231237, \"dd_pct\": -8.191724940146084, \"calmar\": 0.6802375486466484, \"cagr_pct\": 5.572318892472585, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 1.7771883289124668, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827348104709665, \"sortino\": 1.3319886241471435}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": 49.74136426321587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -10.346570553954637, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df989cfa2f47312f08ddcbdaf37dd0e1c524f3dee4032234fcb58769c851916f", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": -299.95, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "ae6ac44567a386f86f5143a67d2afb93cf8ab8650b170692bb6c11f8c20f4bb0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 14.570292206764112, \"dd_pct\": -4.9020567624163185, \"calmar\": 2.9744589163639152, \"cagr_pct\": 14.580966445491244, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4169868339899068, \"sortino\": 2.777146318014677}, {\"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\": 8.032463146023794, \"dd_pct\": -8.191724940146084, \"calmar\": 0.9812561229963828, \"cagr_pct\": 8.03818025542052, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.758685248040343, \"sortino\": 1.1445926899583454}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.717734004672216, \"dd_pct\": -2.8224431114828974, \"calmar\": 3.207735135723225, \"cagr_pct\": 9.053649937283675, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.0072992700729926, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.145695011309219, \"sortino\": 2.237914818235184}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 0.155639466382973, \"dd_pct\": -1.3059030256242665, \"calmar\": 0.11926318315577421, \"cagr_pct\": 0.1557461517287066, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.8904109589041096, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07290785647877626, \"sortino\": 0.10562757778831824}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.74136426321587, \"dd_pct\": -10.346570553954637, \"calmar\": 0.48496983605450644, \"cagr_pct\": 5.017774625277764, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6800185839446253, \"sortino\": 1.1283184234249364}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 13.188807251022139, \"dd_pct\": -10.346570553954637, \"calmar\": 0.39595309188140293, \"cagr_pct\": 4.096756601207419, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 1.1535048802129548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5306572443730295, \"sortino\": 0.8533789000997939}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.29343775231237, \"dd_pct\": -8.191724940146084, \"calmar\": 0.6802375486466484, \"cagr_pct\": 5.572318892472585, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 1.7771883289124668, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827348104709665, \"sortino\": 1.3319886241471435}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": 49.74136426321587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -10.346570553954637, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df989cfa2f47312f08ddcbdaf37dd0e1c524f3dee4032234fcb58769c851916f", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": -299.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "5607c4af55150f1e63d58eb02fde8567f642f0ca3cdd2c23219478c25c5a6e6d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 14.570292206764112, \"dd_pct\": -4.9020567624163185, \"calmar\": 2.9744589163639152, \"cagr_pct\": 14.580966445491244, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4169868339899068, \"sortino\": 2.777146318014677}, {\"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\": 8.032463146023794, \"dd_pct\": -8.191724940146084, \"calmar\": 0.9812561229963828, \"cagr_pct\": 8.03818025542052, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.758685248040343, \"sortino\": 1.1445926899583454}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.717734004672216, \"dd_pct\": -2.8224431114828974, \"calmar\": 3.207735135723225, \"cagr_pct\": 9.053649937283675, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.0072992700729926, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.145695011309219, \"sortino\": 2.237914818235184}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 0.155639466382973, \"dd_pct\": -1.3059030256242665, \"calmar\": 0.11926318315577421, \"cagr_pct\": 0.1557461517287066, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.8904109589041096, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07290785647877626, \"sortino\": 0.10562757778831824}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.74136426321587, \"dd_pct\": -10.346570553954637, \"calmar\": 0.48496983605450644, \"cagr_pct\": 5.017774625277764, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6800185839446253, \"sortino\": 1.1283184234249364}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 13.188807251022139, \"dd_pct\": -10.346570553954637, \"calmar\": 0.39595309188140293, \"cagr_pct\": 4.096756601207419, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 1.1535048802129548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5306572443730295, \"sortino\": 0.8533789000997939}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.29343775231237, \"dd_pct\": -8.191724940146084, \"calmar\": 0.6802375486466484, \"cagr_pct\": 5.572318892472585, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 1.7771883289124668, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827348104709665, \"sortino\": 1.3319886241471435}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": 49.74136426321587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -10.346570553954637, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df989cfa2f47312f08ddcbdaf37dd0e1c524f3dee4032234fcb58769c851916f", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": 189.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "b851080b7001683b4a323dc85eb66e45c6bea6f979a24e6b83294bf3d1f263af", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 14.570292206764112, \"dd_pct\": -4.9020567624163185, \"calmar\": 2.9744589163639152, \"cagr_pct\": 14.580966445491244, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4169868339899068, \"sortino\": 2.777146318014677}, {\"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\": 8.032463146023794, \"dd_pct\": -8.191724940146084, \"calmar\": 0.9812561229963828, \"cagr_pct\": 8.03818025542052, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.758685248040343, \"sortino\": 1.1445926899583454}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.717734004672216, \"dd_pct\": -2.8224431114828974, \"calmar\": 3.207735135723225, \"cagr_pct\": 9.053649937283675, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.0072992700729926, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.145695011309219, \"sortino\": 2.237914818235184}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 0.155639466382973, \"dd_pct\": -1.3059030256242665, \"calmar\": 0.11926318315577421, \"cagr_pct\": 0.1557461517287066, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.8904109589041096, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07290785647877626, \"sortino\": 0.10562757778831824}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.74136426321587, \"dd_pct\": -10.346570553954637, \"calmar\": 0.48496983605450644, \"cagr_pct\": 5.017774625277764, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6800185839446253, \"sortino\": 1.1283184234249364}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 13.188807251022139, \"dd_pct\": -10.346570553954637, \"calmar\": 0.39595309188140293, \"cagr_pct\": 4.096756601207419, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 1.1535048802129548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5306572443730295, \"sortino\": 0.8533789000997939}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.29343775231237, \"dd_pct\": -8.191724940146084, \"calmar\": 0.6802375486466484, \"cagr_pct\": 5.572318892472585, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 1.7771883289124668, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827348104709665, \"sortino\": 1.3319886241471435}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": 49.74136426321587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -10.346570553954637, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df989cfa2f47312f08ddcbdaf37dd0e1c524f3dee4032234fcb58769c851916f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": 189.95, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "16d190c6e54c07cb8a4e2b7b6a0de9122a9e589b602808f997d2479e401d0433", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 14.570292206764112, \"dd_pct\": -4.9020567624163185, \"calmar\": 2.9744589163639152, \"cagr_pct\": 14.580966445491244, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4169868339899068, \"sortino\": 2.777146318014677}, {\"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\": 8.032463146023794, \"dd_pct\": -8.191724940146084, \"calmar\": 0.9812561229963828, \"cagr_pct\": 8.03818025542052, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.758685248040343, \"sortino\": 1.1445926899583454}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.717734004672216, \"dd_pct\": -2.8224431114828974, \"calmar\": 3.207735135723225, \"cagr_pct\": 9.053649937283675, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.0072992700729926, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.145695011309219, \"sortino\": 2.237914818235184}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 0.155639466382973, \"dd_pct\": -1.3059030256242665, \"calmar\": 0.11926318315577421, \"cagr_pct\": 0.1557461517287066, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.8904109589041096, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07290785647877626, \"sortino\": 0.10562757778831824}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.74136426321587, \"dd_pct\": -10.346570553954637, \"calmar\": 0.48496983605450644, \"cagr_pct\": 5.017774625277764, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6800185839446253, \"sortino\": 1.1283184234249364}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 13.188807251022139, \"dd_pct\": -10.346570553954637, \"calmar\": 0.39595309188140293, \"cagr_pct\": 4.096756601207419, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 1.1535048802129548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5306572443730295, \"sortino\": 0.8533789000997939}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.29343775231237, \"dd_pct\": -8.191724940146084, \"calmar\": 0.6802375486466484, \"cagr_pct\": 5.572318892472585, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 1.7771883289124668, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827348104709665, \"sortino\": 1.3319886241471435}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": 49.74136426321587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -10.346570553954637, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df989cfa2f47312f08ddcbdaf37dd0e1c524f3dee4032234fcb58769c851916f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": 190.05, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "1075ff1475832afb88e58a8ceec0db0eb3d6b920b7366e507f7cba5b3e82abaf", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 14.570292206764112, \"dd_pct\": -4.9020567624163185, \"calmar\": 2.9744589163639152, \"cagr_pct\": 14.580966445491244, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4169868339899068, \"sortino\": 2.777146318014677}, {\"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\": 8.032463146023794, \"dd_pct\": -8.191724940146084, \"calmar\": 0.9812561229963828, \"cagr_pct\": 8.03818025542052, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.758685248040343, \"sortino\": 1.1445926899583454}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.717734004672216, \"dd_pct\": -2.8224431114828974, \"calmar\": 3.207735135723225, \"cagr_pct\": 9.053649937283675, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.0072992700729926, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.145695011309219, \"sortino\": 2.237914818235184}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 0.155639466382973, \"dd_pct\": -1.3059030256242665, \"calmar\": 0.11926318315577421, \"cagr_pct\": 0.1557461517287066, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.8904109589041096, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07290785647877626, \"sortino\": 0.10562757778831824}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.74136426321587, \"dd_pct\": -10.346570553954637, \"calmar\": 0.48496983605450644, \"cagr_pct\": 5.017774625277764, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6800185839446253, \"sortino\": 1.1283184234249364}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 13.188807251022139, \"dd_pct\": -10.346570553954637, \"calmar\": 0.39595309188140293, \"cagr_pct\": 4.096756601207419, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 1.1535048802129548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5306572443730295, \"sortino\": 0.8533789000997939}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.29343775231237, \"dd_pct\": -8.191724940146084, \"calmar\": 0.6802375486466484, \"cagr_pct\": 5.572318892472585, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 1.7771883289124668, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827348104709665, \"sortino\": 1.3319886241471435}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": 49.74136426321587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -10.346570553954637, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df989cfa2f47312f08ddcbdaf37dd0e1c524f3dee4032234fcb58769c851916f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": 191.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "a702b12e929b9125864386f5a9258e22738daf679194fd266f9b6c6d0a50163b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 14.570292206764112, \"dd_pct\": -4.9020567624163185, \"calmar\": 2.9744589163639152, \"cagr_pct\": 14.580966445491244, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4169868339899068, \"sortino\": 2.777146318014677}, {\"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\": 8.032463146023794, \"dd_pct\": -8.191724940146084, \"calmar\": 0.9812561229963828, \"cagr_pct\": 8.03818025542052, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.9589041095890405, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.758685248040343, \"sortino\": 1.1445926899583454}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.717734004672216, \"dd_pct\": -2.8224431114828974, \"calmar\": 3.207735135723225, \"cagr_pct\": 9.053649937283675, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.0072992700729926, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.145695011309219, \"sortino\": 2.237914818235184}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 0.155639466382973, \"dd_pct\": -1.3059030256242665, \"calmar\": 0.11926318315577421, \"cagr_pct\": 0.1557461517287066, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.8904109589041096, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07290785647877626, \"sortino\": 0.10562757778831824}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 49.74136426321587, \"dd_pct\": -10.346570553954637, \"calmar\": 0.48496983605450644, \"cagr_pct\": 5.017774625277764, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6800185839446253, \"sortino\": 1.1283184234249364}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 13.188807251022139, \"dd_pct\": -10.346570553954637, \"calmar\": 0.39595309188140293, \"cagr_pct\": 4.096756601207419, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 1.1535048802129548, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5306572443730295, \"sortino\": 0.8533789000997939}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.29343775231237, \"dd_pct\": -8.191724940146084, \"calmar\": 0.6802375486466484, \"cagr_pct\": 5.572318892472585, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 1.7771883289124668, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827348104709665, \"sortino\": 1.3319886241471435}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 21, "Total P&L %": 49.74136426321587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -10.346570553954637, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df989cfa2f47312f08ddcbdaf37dd0e1c524f3dee4032234fcb58769c851916f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -480.0, "i_long_exit_activation_threshold": -530.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "9b2b04f272d20e3259b2de31a0d9a5c58bfc612e47a8b9d4b32eee8cf7813a48", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.36272049477904, \"dd_pct\": -21.006738723547937, \"calmar\": 2.8759629190726144, \"cagr_pct\": 60.41460161957064, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.649778314591123, \"sortino\": 3.2511250788862993}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.3007168615038358, \"dd_pct\": -3.1622223962010754, \"calmar\": -0.09516171984028426, \"cagr_pct\": -0.30092252173995915, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.06806763904722178, \"sortino\": -0.097373385182174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.248107204441954, \"dd_pct\": -18.498237919761294, \"calmar\": -0.9870879775099313, \"cagr_pct\": -18.259388255714697, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 8.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6895650050585878, \"sortino\": -2.14770671289575}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.69503773173719, \"dd_pct\": -29.32351662322008, \"calmar\": -1.0321690615704402, \"cagr_pct\": -30.266826634934276, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 13.686131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.848137332076861, \"sortino\": -2.3105691449308554}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 8.540417715475312, \"dd_pct\": -14.470320677485693, \"calmar\": 0.5906234316577024, \"cagr_pct\": 8.54651045572401, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 14.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5393274788775398, \"sortino\": 0.8218897715191295}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.7949707248513191, \"dd_pct\": -7.853569185182751, \"calmar\": -0.5458228930781809, \"cagr_pct\": -4.286657853646101, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.2967451189575876, \"sortino\": -0.3932489364733969}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 44.120977326741965, \"dd_pct\": -51.61437996307936, \"calmar\": 0.08779931930291271, \"cagr_pct\": 4.531707427000264, \"entries\": 102, \"exits\": 102, \"exposure_pct\": 8.076029216467463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.34302479850848583, \"sortino\": 0.555940490587345}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 35.56760728011994, \"dd_pct\": -20.63271023702319, \"calmar\": 0.5023467567573048, \"cagr_pct\": 10.36477507068184, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 5.989352262644188, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7629253347367931, \"sortino\": 1.2495475211745048}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.309302213284873, \"dd_pct\": -51.614379963079394, \"calmar\": 0.02310537235665126, \"cagr_pct\": 1.1925694680046293, \"entries\": 69, \"exits\": 70, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.15532129824913132, \"sortino\": 0.2508279866941811}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.237103970933672, \"dd_pct\": -1.5746325561710517, \"calmar\": 18.99754010227072, \"cagr_pct\": 29.914145132200602, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 4.178674351585014, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.853594085114135, \"sortino\": 8.37301404799586}]", "Additional_Threshold_Budget": 0, "Total Trades": 102, "Total P&L %": 44.120977326741965, "Sharpe Ratio": 0.34302479850848583, "Sortino Ratio": 0.555940490587345, "Calmar Ratio": 0.08779931930291271, "P&L/DD Ratio": 0.0, "Max Drawdown %": -51.61437996307936, "% In Market": 8.076029216467463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5023467567573048, "Sub1_Sortino": 1.2495475211745048, "Sub1_Trades": 33, "Sub2_Calmar": 0.02310537235665126, "Sub2_Sortino": 0.2508279866941811, "Sub2_Trades": 69, "WFO_Score": 0.3618323279124863, "WFO_Min_Fold": -1.0321690615704402, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[2.875963, -0.987088, -1.032169, 0.590623]", "OOS_Total Trades": 4, "OOS_Total P&L %": 13.237103970933672, "OOS_Sortino Ratio": 8.37301404799586, "OOS_Calmar Ratio": 18.99754010227072, "OOS_Max Drawdown %": -1.5746325561710517, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b9ca56e7d0afdf0af74e7e525a8f0b2448401f98f1e44a4b7301d571cfc5a539", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -481.0, "i_long_exit_activation_threshold": -530.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "c62c737fd4c6dce98ecc6e58a0666527a9fc70f6a33f0d2e140c622abc04bf10", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.36272049477904, \"dd_pct\": -21.006738723547937, \"calmar\": 2.8759629190726144, \"cagr_pct\": 60.41460161957064, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.649778314591123, \"sortino\": 3.2511250788862993}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.3007168615038358, \"dd_pct\": -3.1622223962010754, \"calmar\": -0.09516171984028426, \"cagr_pct\": -0.30092252173995915, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.06806763904722178, \"sortino\": -0.097373385182174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.248107204441954, \"dd_pct\": -18.498237919761294, \"calmar\": -0.9870879775099313, \"cagr_pct\": -18.259388255714697, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 8.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6895650050585878, \"sortino\": -2.14770671289575}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.69503773173719, \"dd_pct\": -29.32351662322008, \"calmar\": -1.0321690615704402, \"cagr_pct\": -30.266826634934276, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 13.686131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.848137332076861, \"sortino\": -2.3105691449308554}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 8.540417715475312, \"dd_pct\": -14.470320677485693, \"calmar\": 0.5906234316577024, \"cagr_pct\": 8.54651045572401, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 14.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5393274788775398, \"sortino\": 0.8218897715191295}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.7949707248513191, \"dd_pct\": -7.853569185182751, \"calmar\": -0.5458228930781809, \"cagr_pct\": -4.286657853646101, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.2967451189575876, \"sortino\": -0.3932489364733969}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 44.120977326741965, \"dd_pct\": -51.61437996307936, \"calmar\": 0.08779931930291271, \"cagr_pct\": 4.531707427000264, \"entries\": 102, \"exits\": 102, \"exposure_pct\": 8.076029216467463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.34302479850848583, \"sortino\": 0.555940490587345}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 35.56760728011994, \"dd_pct\": -20.63271023702319, \"calmar\": 0.5023467567573048, \"cagr_pct\": 10.36477507068184, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 5.989352262644188, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7629253347367931, \"sortino\": 1.2495475211745048}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.309302213284873, \"dd_pct\": -51.614379963079394, \"calmar\": 0.02310537235665126, \"cagr_pct\": 1.1925694680046293, \"entries\": 69, \"exits\": 70, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.15532129824913132, \"sortino\": 0.2508279866941811}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.237103970933672, \"dd_pct\": -1.5746325561710517, \"calmar\": 18.99754010227072, \"cagr_pct\": 29.914145132200602, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 4.178674351585014, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.853594085114135, \"sortino\": 8.37301404799586}]", "Additional_Threshold_Budget": 0, "Total Trades": 102, "Total P&L %": 44.120977326741965, "Sharpe Ratio": 0.34302479850848583, "Sortino Ratio": 0.555940490587345, "Calmar Ratio": 0.08779931930291271, "P&L/DD Ratio": 0.0, "Max Drawdown %": -51.61437996307936, "% In Market": 8.076029216467463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5023467567573048, "Sub1_Sortino": 1.2495475211745048, "Sub1_Trades": 33, "Sub2_Calmar": 0.02310537235665126, "Sub2_Sortino": 0.2508279866941811, "Sub2_Trades": 69, "WFO_Score": 0.3618323279124863, "WFO_Min_Fold": -1.0321690615704402, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[2.875963, -0.987088, -1.032169, 0.590623]", "OOS_Total Trades": 4, "OOS_Total P&L %": 13.237103970933672, "OOS_Sortino Ratio": 8.37301404799586, "OOS_Calmar Ratio": 18.99754010227072, "OOS_Max Drawdown %": -1.5746325561710517, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b9ca56e7d0afdf0af74e7e525a8f0b2448401f98f1e44a4b7301d571cfc5a539", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -480.05, "i_long_exit_activation_threshold": -530.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "5f5480ff3888db7833cac7a8e0fcdbb48cd9280fa1d2eab1affb35cf462d4653", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.36272049477904, \"dd_pct\": -21.006738723547937, \"calmar\": 2.8759629190726144, \"cagr_pct\": 60.41460161957064, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.649778314591123, \"sortino\": 3.2511250788862993}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.3007168615038358, \"dd_pct\": -3.1622223962010754, \"calmar\": -0.09516171984028426, \"cagr_pct\": -0.30092252173995915, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.06806763904722178, \"sortino\": -0.097373385182174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.248107204441954, \"dd_pct\": -18.498237919761294, \"calmar\": -0.9870879775099313, \"cagr_pct\": -18.259388255714697, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 8.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6895650050585878, \"sortino\": -2.14770671289575}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.69503773173719, \"dd_pct\": -29.32351662322008, \"calmar\": -1.0321690615704402, \"cagr_pct\": -30.266826634934276, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 13.686131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.848137332076861, \"sortino\": -2.3105691449308554}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 8.540417715475312, \"dd_pct\": -14.470320677485693, \"calmar\": 0.5906234316577024, \"cagr_pct\": 8.54651045572401, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 14.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5393274788775398, \"sortino\": 0.8218897715191295}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.7949707248513191, \"dd_pct\": -7.853569185182751, \"calmar\": -0.5458228930781809, \"cagr_pct\": -4.286657853646101, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.2967451189575876, \"sortino\": -0.3932489364733969}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 44.120977326741965, \"dd_pct\": -51.61437996307936, \"calmar\": 0.08779931930291271, \"cagr_pct\": 4.531707427000264, \"entries\": 102, \"exits\": 102, \"exposure_pct\": 8.076029216467463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.34302479850848583, \"sortino\": 0.555940490587345}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 35.56760728011994, \"dd_pct\": -20.63271023702319, \"calmar\": 0.5023467567573048, \"cagr_pct\": 10.36477507068184, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 5.989352262644188, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7629253347367931, \"sortino\": 1.2495475211745048}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.309302213284873, \"dd_pct\": -51.614379963079394, \"calmar\": 0.02310537235665126, \"cagr_pct\": 1.1925694680046293, \"entries\": 69, \"exits\": 70, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.15532129824913132, \"sortino\": 0.2508279866941811}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.237103970933672, \"dd_pct\": -1.5746325561710517, \"calmar\": 18.99754010227072, \"cagr_pct\": 29.914145132200602, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 4.178674351585014, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.853594085114135, \"sortino\": 8.37301404799586}]", "Additional_Threshold_Budget": 0, "Total Trades": 102, "Total P&L %": 44.120977326741965, "Sharpe Ratio": 0.34302479850848583, "Sortino Ratio": 0.555940490587345, "Calmar Ratio": 0.08779931930291271, "P&L/DD Ratio": 0.0, "Max Drawdown %": -51.61437996307936, "% In Market": 8.076029216467463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5023467567573048, "Sub1_Sortino": 1.2495475211745048, "Sub1_Trades": 33, "Sub2_Calmar": 0.02310537235665126, "Sub2_Sortino": 0.2508279866941811, "Sub2_Trades": 69, "WFO_Score": 0.3618323279124863, "WFO_Min_Fold": -1.0321690615704402, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[2.875963, -0.987088, -1.032169, 0.590623]", "OOS_Total Trades": 4, "OOS_Total P&L %": 13.237103970933672, "OOS_Sortino Ratio": 8.37301404799586, "OOS_Calmar Ratio": 18.99754010227072, "OOS_Max Drawdown %": -1.5746325561710517, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b9ca56e7d0afdf0af74e7e525a8f0b2448401f98f1e44a4b7301d571cfc5a539", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -479.95, "i_long_exit_activation_threshold": -530.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "a8a277d46f0b48100891ddce0dc73305a91e14a25a4137ec08d8ede25767728e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.36272049477904, \"dd_pct\": -21.006738723547937, \"calmar\": 2.8759629190726144, \"cagr_pct\": 60.41460161957064, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.649778314591123, \"sortino\": 3.2511250788862993}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.3007168615038358, \"dd_pct\": -3.1622223962010754, \"calmar\": -0.09516171984028426, \"cagr_pct\": -0.30092252173995915, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.06806763904722178, \"sortino\": -0.097373385182174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.248107204441954, \"dd_pct\": -18.498237919761294, \"calmar\": -0.9870879775099313, \"cagr_pct\": -18.259388255714697, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 8.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6895650050585878, \"sortino\": -2.14770671289575}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.69503773173719, \"dd_pct\": -29.32351662322008, \"calmar\": -1.0321690615704402, \"cagr_pct\": -30.266826634934276, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 13.686131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.848137332076861, \"sortino\": -2.3105691449308554}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 8.540417715475312, \"dd_pct\": -14.470320677485693, \"calmar\": 0.5906234316577024, \"cagr_pct\": 8.54651045572401, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 14.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5393274788775398, \"sortino\": 0.8218897715191295}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.7949707248513191, \"dd_pct\": -7.853569185182751, \"calmar\": -0.5458228930781809, \"cagr_pct\": -4.286657853646101, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.2967451189575876, \"sortino\": -0.3932489364733969}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 44.120977326741965, \"dd_pct\": -51.61437996307936, \"calmar\": 0.08779931930291271, \"cagr_pct\": 4.531707427000264, \"entries\": 102, \"exits\": 102, \"exposure_pct\": 8.076029216467463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.34302479850848583, \"sortino\": 0.555940490587345}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 35.56760728011994, \"dd_pct\": -20.63271023702319, \"calmar\": 0.5023467567573048, \"cagr_pct\": 10.36477507068184, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 5.989352262644188, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7629253347367931, \"sortino\": 1.2495475211745048}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.309302213284873, \"dd_pct\": -51.614379963079394, \"calmar\": 0.02310537235665126, \"cagr_pct\": 1.1925694680046293, \"entries\": 69, \"exits\": 70, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.15532129824913132, \"sortino\": 0.2508279866941811}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.237103970933672, \"dd_pct\": -1.5746325561710517, \"calmar\": 18.99754010227072, \"cagr_pct\": 29.914145132200602, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 4.178674351585014, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.853594085114135, \"sortino\": 8.37301404799586}]", "Additional_Threshold_Budget": 0, "Total Trades": 102, "Total P&L %": 44.120977326741965, "Sharpe Ratio": 0.34302479850848583, "Sortino Ratio": 0.555940490587345, "Calmar Ratio": 0.08779931930291271, "P&L/DD Ratio": 0.0, "Max Drawdown %": -51.61437996307936, "% In Market": 8.076029216467463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5023467567573048, "Sub1_Sortino": 1.2495475211745048, "Sub1_Trades": 33, "Sub2_Calmar": 0.02310537235665126, "Sub2_Sortino": 0.2508279866941811, "Sub2_Trades": 69, "WFO_Score": 0.3618323279124863, "WFO_Min_Fold": -1.0321690615704402, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[2.875963, -0.987088, -1.032169, 0.590623]", "OOS_Total Trades": 4, "OOS_Total P&L %": 13.237103970933672, "OOS_Sortino Ratio": 8.37301404799586, "OOS_Calmar Ratio": 18.99754010227072, "OOS_Max Drawdown %": -1.5746325561710517, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b9ca56e7d0afdf0af74e7e525a8f0b2448401f98f1e44a4b7301d571cfc5a539", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -479.0, "i_long_exit_activation_threshold": -530.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "930a4af1c34f3d87f0d1e41469dee7301fb2f00d19ba9ee2b22ecc8c8cf28c51", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.36272049477904, \"dd_pct\": -21.006738723547937, \"calmar\": 2.8759629190726144, \"cagr_pct\": 60.41460161957064, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.649778314591123, \"sortino\": 3.2511250788862993}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.3007168615038358, \"dd_pct\": -3.1622223962010754, \"calmar\": -0.09516171984028426, \"cagr_pct\": -0.30092252173995915, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.06806763904722178, \"sortino\": -0.097373385182174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.248107204441954, \"dd_pct\": -18.498237919761294, \"calmar\": -0.9870879775099313, \"cagr_pct\": -18.259388255714697, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 8.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6895650050585878, \"sortino\": -2.14770671289575}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.69503773173719, \"dd_pct\": -29.32351662322008, \"calmar\": -1.0321690615704402, \"cagr_pct\": -30.266826634934276, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 13.686131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.848137332076861, \"sortino\": -2.3105691449308554}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 8.540417715475312, \"dd_pct\": -14.470320677485693, \"calmar\": 0.5906234316577024, \"cagr_pct\": 8.54651045572401, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 14.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5393274788775398, \"sortino\": 0.8218897715191295}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.7949707248513191, \"dd_pct\": -7.853569185182751, \"calmar\": -0.5458228930781809, \"cagr_pct\": -4.286657853646101, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.2967451189575876, \"sortino\": -0.3932489364733969}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 44.120977326741965, \"dd_pct\": -51.61437996307936, \"calmar\": 0.08779931930291271, \"cagr_pct\": 4.531707427000264, \"entries\": 102, \"exits\": 102, \"exposure_pct\": 8.076029216467463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.34302479850848583, \"sortino\": 0.555940490587345}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 35.56760728011994, \"dd_pct\": -20.63271023702319, \"calmar\": 0.5023467567573048, \"cagr_pct\": 10.36477507068184, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 5.989352262644188, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7629253347367931, \"sortino\": 1.2495475211745048}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.309302213284873, \"dd_pct\": -51.614379963079394, \"calmar\": 0.02310537235665126, \"cagr_pct\": 1.1925694680046293, \"entries\": 69, \"exits\": 70, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.15532129824913132, \"sortino\": 0.2508279866941811}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.237103970933672, \"dd_pct\": -1.5746325561710517, \"calmar\": 18.99754010227072, \"cagr_pct\": 29.914145132200602, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 4.178674351585014, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.853594085114135, \"sortino\": 8.37301404799586}]", "Additional_Threshold_Budget": 0, "Total Trades": 102, "Total P&L %": 44.120977326741965, "Sharpe Ratio": 0.34302479850848583, "Sortino Ratio": 0.555940490587345, "Calmar Ratio": 0.08779931930291271, "P&L/DD Ratio": 0.0, "Max Drawdown %": -51.61437996307936, "% In Market": 8.076029216467463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5023467567573048, "Sub1_Sortino": 1.2495475211745048, "Sub1_Trades": 33, "Sub2_Calmar": 0.02310537235665126, "Sub2_Sortino": 0.2508279866941811, "Sub2_Trades": 69, "WFO_Score": 0.3618323279124863, "WFO_Min_Fold": -1.0321690615704402, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[2.875963, -0.987088, -1.032169, 0.590623]", "OOS_Total Trades": 4, "OOS_Total P&L %": 13.237103970933672, "OOS_Sortino Ratio": 8.37301404799586, "OOS_Calmar Ratio": 18.99754010227072, "OOS_Max Drawdown %": -1.5746325561710517, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b9ca56e7d0afdf0af74e7e525a8f0b2448401f98f1e44a4b7301d571cfc5a539", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -480.0, "i_long_exit_activation_threshold": -531.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "81b9c53761d5700141eea0c22ec88d938a2e60837011ecce0d00f1804f7c9ebe", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.36272049477904, \"dd_pct\": -21.006738723547937, \"calmar\": 2.8759629190726144, \"cagr_pct\": 60.41460161957064, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.649778314591123, \"sortino\": 3.2511250788862993}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.3007168615038358, \"dd_pct\": -3.1622223962010754, \"calmar\": -0.09516171984028426, \"cagr_pct\": -0.30092252173995915, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.06806763904722178, \"sortino\": -0.097373385182174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.248107204441954, \"dd_pct\": -18.498237919761294, \"calmar\": -0.9870879775099313, \"cagr_pct\": -18.259388255714697, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 8.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6895650050585878, \"sortino\": -2.14770671289575}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.69503773173719, \"dd_pct\": -29.32351662322008, \"calmar\": -1.0321690615704402, \"cagr_pct\": -30.266826634934276, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 13.686131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.848137332076861, \"sortino\": -2.3105691449308554}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 8.540417715475312, \"dd_pct\": -14.470320677485693, \"calmar\": 0.5906234316577024, \"cagr_pct\": 8.54651045572401, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 14.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5393274788775398, \"sortino\": 0.8218897715191295}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.7949707248513191, \"dd_pct\": -7.853569185182751, \"calmar\": -0.5458228930781809, \"cagr_pct\": -4.286657853646101, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.2967451189575876, \"sortino\": -0.3932489364733969}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 43.621235034881224, \"dd_pct\": -51.614379963079294, \"calmar\": 0.08694642722315277, \"cagr_pct\": 4.487685931128029, \"entries\": 102, \"exits\": 102, \"exposure_pct\": 8.059428950863214, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3406608395526779, \"sortino\": 0.5522018664214462}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 35.09752396524839, \"dd_pct\": -20.907917857875123, \"calmar\": 0.4897954291903054, \"cagr_pct\": 10.240602600673597, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 5.944986690328305, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7563257096569543, \"sortino\": 1.239621547861118}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.309302213284873, \"dd_pct\": -51.614379963079394, \"calmar\": 0.02310537235665126, \"cagr_pct\": 1.1925694680046293, \"entries\": 69, \"exits\": 70, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.15532129824913132, \"sortino\": 0.2508279866941811}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.237103970933672, \"dd_pct\": -1.5746325561710517, \"calmar\": 18.99754010227072, \"cagr_pct\": 29.914145132200602, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 4.178674351585014, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.853594085114135, \"sortino\": 8.37301404799586}]", "Additional_Threshold_Budget": 0, "Total Trades": 102, "Total P&L %": 43.621235034881224, "Sharpe Ratio": 0.3406608395526779, "Sortino Ratio": 0.5522018664214462, "Calmar Ratio": 0.08694642722315277, "P&L/DD Ratio": 0.0, "Max Drawdown %": -51.614379963079294, "% In Market": 8.059428950863214, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4897954291903054, "Sub1_Sortino": 1.239621547861118, "Sub1_Trades": 33, "Sub2_Calmar": 0.02310537235665126, "Sub2_Sortino": 0.2508279866941811, "Sub2_Trades": 69, "WFO_Score": 0.3618323279124863, "WFO_Min_Fold": -1.0321690615704402, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[2.875963, -0.987088, -1.032169, 0.590623]", "OOS_Total Trades": 4, "OOS_Total P&L %": 13.237103970933672, "OOS_Sortino Ratio": 8.37301404799586, "OOS_Calmar Ratio": 18.99754010227072, "OOS_Max Drawdown %": -1.5746325561710517, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b9ca56e7d0afdf0af74e7e525a8f0b2448401f98f1e44a4b7301d571cfc5a539", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -480.0, "i_long_exit_activation_threshold": -530.05, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "ec030be04ae4e9a8bdd3d831070d2d9693e16c01f28c1d95fdc5e12a7d0407c7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.36272049477904, \"dd_pct\": -21.006738723547937, \"calmar\": 2.8759629190726144, \"cagr_pct\": 60.41460161957064, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.649778314591123, \"sortino\": 3.2511250788862993}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.3007168615038358, \"dd_pct\": -3.1622223962010754, \"calmar\": -0.09516171984028426, \"cagr_pct\": -0.30092252173995915, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.06806763904722178, \"sortino\": -0.097373385182174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.248107204441954, \"dd_pct\": -18.498237919761294, \"calmar\": -0.9870879775099313, \"cagr_pct\": -18.259388255714697, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 8.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6895650050585878, \"sortino\": -2.14770671289575}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.69503773173719, \"dd_pct\": -29.32351662322008, \"calmar\": -1.0321690615704402, \"cagr_pct\": -30.266826634934276, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 13.686131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.848137332076861, \"sortino\": -2.3105691449308554}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 8.540417715475312, \"dd_pct\": -14.470320677485693, \"calmar\": 0.5906234316577024, \"cagr_pct\": 8.54651045572401, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 14.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5393274788775398, \"sortino\": 0.8218897715191295}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.7949707248513191, \"dd_pct\": -7.853569185182751, \"calmar\": -0.5458228930781809, \"cagr_pct\": -4.286657853646101, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.2967451189575876, \"sortino\": -0.3932489364733969}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 44.120977326741965, \"dd_pct\": -51.61437996307936, \"calmar\": 0.08779931930291271, \"cagr_pct\": 4.531707427000264, \"entries\": 102, \"exits\": 102, \"exposure_pct\": 8.076029216467463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.34302479850848583, \"sortino\": 0.555940490587345}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 35.56760728011994, \"dd_pct\": -20.63271023702319, \"calmar\": 0.5023467567573048, \"cagr_pct\": 10.36477507068184, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 5.989352262644188, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7629253347367931, \"sortino\": 1.2495475211745048}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.309302213284873, \"dd_pct\": -51.614379963079394, \"calmar\": 0.02310537235665126, \"cagr_pct\": 1.1925694680046293, \"entries\": 69, \"exits\": 70, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.15532129824913132, \"sortino\": 0.2508279866941811}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.237103970933672, \"dd_pct\": -1.5746325561710517, \"calmar\": 18.99754010227072, \"cagr_pct\": 29.914145132200602, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 4.178674351585014, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.853594085114135, \"sortino\": 8.37301404799586}]", "Additional_Threshold_Budget": 0, "Total Trades": 102, "Total P&L %": 44.120977326741965, "Sharpe Ratio": 0.34302479850848583, "Sortino Ratio": 0.555940490587345, "Calmar Ratio": 0.08779931930291271, "P&L/DD Ratio": 0.0, "Max Drawdown %": -51.61437996307936, "% In Market": 8.076029216467463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5023467567573048, "Sub1_Sortino": 1.2495475211745048, "Sub1_Trades": 33, "Sub2_Calmar": 0.02310537235665126, "Sub2_Sortino": 0.2508279866941811, "Sub2_Trades": 69, "WFO_Score": 0.3618323279124863, "WFO_Min_Fold": -1.0321690615704402, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[2.875963, -0.987088, -1.032169, 0.590623]", "OOS_Total Trades": 4, "OOS_Total P&L %": 13.237103970933672, "OOS_Sortino Ratio": 8.37301404799586, "OOS_Calmar Ratio": 18.99754010227072, "OOS_Max Drawdown %": -1.5746325561710517, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b9ca56e7d0afdf0af74e7e525a8f0b2448401f98f1e44a4b7301d571cfc5a539", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -480.0, "i_long_exit_activation_threshold": -529.95, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "5b4acb29ca01191abfaccb64e4f5115d23891963e260fc51cf7250fa7c675af6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.36272049477904, \"dd_pct\": -21.006738723547937, \"calmar\": 2.8759629190726144, \"cagr_pct\": 60.41460161957064, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.649778314591123, \"sortino\": 3.2511250788862993}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.3007168615038358, \"dd_pct\": -3.1622223962010754, \"calmar\": -0.09516171984028426, \"cagr_pct\": -0.30092252173995915, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.06806763904722178, \"sortino\": -0.097373385182174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.248107204441954, \"dd_pct\": -18.498237919761294, \"calmar\": -0.9870879775099313, \"cagr_pct\": -18.259388255714697, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 8.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6895650050585878, \"sortino\": -2.14770671289575}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.69503773173719, \"dd_pct\": -29.32351662322008, \"calmar\": -1.0321690615704402, \"cagr_pct\": -30.266826634934276, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 13.686131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.848137332076861, \"sortino\": -2.3105691449308554}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 8.540417715475312, \"dd_pct\": -14.470320677485693, \"calmar\": 0.5906234316577024, \"cagr_pct\": 8.54651045572401, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 14.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5393274788775398, \"sortino\": 0.8218897715191295}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.7949707248513191, \"dd_pct\": -7.853569185182751, \"calmar\": -0.5458228930781809, \"cagr_pct\": -4.286657853646101, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.2967451189575876, \"sortino\": -0.3932489364733969}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 44.120977326741965, \"dd_pct\": -51.61437996307936, \"calmar\": 0.08779931930291271, \"cagr_pct\": 4.531707427000264, \"entries\": 102, \"exits\": 102, \"exposure_pct\": 8.076029216467463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.34302479850848583, \"sortino\": 0.555940490587345}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 35.56760728011994, \"dd_pct\": -20.63271023702319, \"calmar\": 0.5023467567573048, \"cagr_pct\": 10.36477507068184, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 5.989352262644188, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7629253347367931, \"sortino\": 1.2495475211745048}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.309302213284873, \"dd_pct\": -51.614379963079394, \"calmar\": 0.02310537235665126, \"cagr_pct\": 1.1925694680046293, \"entries\": 69, \"exits\": 70, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.15532129824913132, \"sortino\": 0.2508279866941811}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.237103970933672, \"dd_pct\": -1.5746325561710517, \"calmar\": 18.99754010227072, \"cagr_pct\": 29.914145132200602, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 4.178674351585014, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.853594085114135, \"sortino\": 8.37301404799586}]", "Additional_Threshold_Budget": 0, "Total Trades": 102, "Total P&L %": 44.120977326741965, "Sharpe Ratio": 0.34302479850848583, "Sortino Ratio": 0.555940490587345, "Calmar Ratio": 0.08779931930291271, "P&L/DD Ratio": 0.0, "Max Drawdown %": -51.61437996307936, "% In Market": 8.076029216467463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5023467567573048, "Sub1_Sortino": 1.2495475211745048, "Sub1_Trades": 33, "Sub2_Calmar": 0.02310537235665126, "Sub2_Sortino": 0.2508279866941811, "Sub2_Trades": 69, "WFO_Score": 0.3618323279124863, "WFO_Min_Fold": -1.0321690615704402, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[2.875963, -0.987088, -1.032169, 0.590623]", "OOS_Total Trades": 4, "OOS_Total P&L %": 13.237103970933672, "OOS_Sortino Ratio": 8.37301404799586, "OOS_Calmar Ratio": 18.99754010227072, "OOS_Max Drawdown %": -1.5746325561710517, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b9ca56e7d0afdf0af74e7e525a8f0b2448401f98f1e44a4b7301d571cfc5a539", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -480.0, "i_long_exit_activation_threshold": -529.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "2270844b7c2b7a87559c4d938ce8b521e7f104c9691f164a13965655c94b4d70", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.36272049477904, \"dd_pct\": -21.006738723547937, \"calmar\": 2.8759629190726144, \"cagr_pct\": 60.41460161957064, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.649778314591123, \"sortino\": 3.2511250788862993}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.3007168615038358, \"dd_pct\": -3.1622223962010754, \"calmar\": -0.09516171984028426, \"cagr_pct\": -0.30092252173995915, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.06806763904722178, \"sortino\": -0.097373385182174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.409335453047614, \"dd_pct\": -18.65897286924233, \"calmar\": -0.9872303631799206, \"cagr_pct\": -18.42070456226639, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 8.493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7150063886305669, \"sortino\": -2.175707338806238}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -25.27303631765012, \"dd_pct\": -30.785117382994564, \"calmar\": -1.0453924162163952, \"cagr_pct\": -32.18252824451404, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 13.594890510948904, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.019647931108184, \"sortino\": -2.5003349006619144}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 8.540417715475312, \"dd_pct\": -14.470320677485693, \"calmar\": 0.5906234316577024, \"cagr_pct\": 8.54651045572401, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 14.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5393274788775398, \"sortino\": 0.8218897715191295}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.7949707248513191, \"dd_pct\": -7.853569185182751, \"calmar\": -0.5458228930781809, \"cagr_pct\": -4.286657853646101, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.2967451189575876, \"sortino\": -0.3932489364733969}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 40.86218044883394, \"dd_pct\": -52.708453223174466, \"calmar\": 0.08048413624741874, \"cagr_pct\": 4.242194330604671, \"entries\": 101, \"exits\": 101, \"exposure_pct\": 8.03452855245684, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.32704869856232605, \"sortino\": 0.529501648129323}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 35.56760728011994, \"dd_pct\": -20.63271023702319, \"calmar\": 0.5023467567573048, \"cagr_pct\": 10.36477507068184, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 5.989352262644188, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7629253347367931, \"sortino\": 1.2495475211745048}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3.905485443712231, \"dd_pct\": -52.7084532231745, \"calmar\": 0.014136464653443306, \"cagr_pct\": 0.7451111859270763, \"entries\": 68, \"exits\": 69, \"exposure_pct\": 9.257294429708223, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.13149116998955132, \"sortino\": 0.21204849497096842}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.237103970933672, \"dd_pct\": -1.5746325561710517, \"calmar\": 18.99754010227072, \"cagr_pct\": 29.914145132200602, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 4.178674351585014, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.853594085114135, \"sortino\": 8.37301404799586}]", "Additional_Threshold_Budget": 0, "Total Trades": 101, "Total P&L %": 40.86218044883394, "Sharpe Ratio": 0.32704869856232605, "Sortino Ratio": 0.529501648129323, "Calmar Ratio": 0.08048413624741874, "P&L/DD Ratio": 0.0, "Max Drawdown %": -52.708453223174466, "% In Market": 8.03452855245684, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5023467567573048, "Sub1_Sortino": 1.2495475211745048, "Sub1_Trades": 33, "Sub2_Calmar": 0.014136464653443306, "Sub2_Sortino": 0.21204849497096842, "Sub2_Trades": 68, "WFO_Score": 0.3584908928335002, "WFO_Min_Fold": -1.0453924162163952, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[2.875963, -0.98723, -1.045392, 0.590623]", "OOS_Total Trades": 4, "OOS_Total P&L %": 13.237103970933672, "OOS_Sortino Ratio": 8.37301404799586, "OOS_Calmar Ratio": 18.99754010227072, "OOS_Max Drawdown %": -1.5746325561710517, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b9ca56e7d0afdf0af74e7e525a8f0b2448401f98f1e44a4b7301d571cfc5a539", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -480.0, "i_long_exit_activation_threshold": -530.0, "i_long_exit_activation_confirmation_threshold": 39.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "62a5e61fc5af97580b466aa641143bae8b8bc202f5a8bbfba1ca02aadcc6e5be", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.36272049477904, \"dd_pct\": -21.006738723547937, \"calmar\": 2.8759629190726144, \"cagr_pct\": 60.41460161957064, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.649778314591123, \"sortino\": 3.2511250788862993}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.3007168615038358, \"dd_pct\": -3.1622223962010754, \"calmar\": -0.09516171984028426, \"cagr_pct\": -0.30092252173995915, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.06806763904722178, \"sortino\": -0.097373385182174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.248107204441954, \"dd_pct\": -18.498237919761294, \"calmar\": -0.9870879775099313, \"cagr_pct\": -18.259388255714697, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 8.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6895650050585878, \"sortino\": -2.14770671289575}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.69503773173719, \"dd_pct\": -29.32351662322008, \"calmar\": -1.0321690615704402, \"cagr_pct\": -30.266826634934276, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 13.686131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.848137332076861, \"sortino\": -2.3105691449308554}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 8.540417715475312, \"dd_pct\": -14.470320677485693, \"calmar\": 0.5906234316577024, \"cagr_pct\": 8.54651045572401, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 14.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5393274788775398, \"sortino\": 0.8218897715191295}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.7949707248513191, \"dd_pct\": -7.853569185182751, \"calmar\": -0.5458228930781809, \"cagr_pct\": -4.286657853646101, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.2967451189575876, \"sortino\": -0.3932489364733969}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 44.120977326741965, \"dd_pct\": -51.61437996307936, \"calmar\": 0.08779931930291271, \"cagr_pct\": 4.531707427000264, \"entries\": 102, \"exits\": 102, \"exposure_pct\": 8.076029216467463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.34302479850848583, \"sortino\": 0.555940490587345}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 35.56760728011994, \"dd_pct\": -20.63271023702319, \"calmar\": 0.5023467567573048, \"cagr_pct\": 10.36477507068184, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 5.989352262644188, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7629253347367931, \"sortino\": 1.2495475211745048}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.309302213284873, \"dd_pct\": -51.614379963079394, \"calmar\": 0.02310537235665126, \"cagr_pct\": 1.1925694680046293, \"entries\": 69, \"exits\": 70, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.15532129824913132, \"sortino\": 0.2508279866941811}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.237103970933672, \"dd_pct\": -1.5746325561710517, \"calmar\": 18.99754010227072, \"cagr_pct\": 29.914145132200602, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 4.178674351585014, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.853594085114135, \"sortino\": 8.37301404799586}]", "Additional_Threshold_Budget": 0, "Total Trades": 102, "Total P&L %": 44.120977326741965, "Sharpe Ratio": 0.34302479850848583, "Sortino Ratio": 0.555940490587345, "Calmar Ratio": 0.08779931930291271, "P&L/DD Ratio": 0.0, "Max Drawdown %": -51.61437996307936, "% In Market": 8.076029216467463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5023467567573048, "Sub1_Sortino": 1.2495475211745048, "Sub1_Trades": 33, "Sub2_Calmar": 0.02310537235665126, "Sub2_Sortino": 0.2508279866941811, "Sub2_Trades": 69, "WFO_Score": 0.3618323279124863, "WFO_Min_Fold": -1.0321690615704402, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[2.875963, -0.987088, -1.032169, 0.590623]", "OOS_Total Trades": 4, "OOS_Total P&L %": 13.237103970933672, "OOS_Sortino Ratio": 8.37301404799586, "OOS_Calmar Ratio": 18.99754010227072, "OOS_Max Drawdown %": -1.5746325561710517, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b9ca56e7d0afdf0af74e7e525a8f0b2448401f98f1e44a4b7301d571cfc5a539", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -480.0, "i_long_exit_activation_threshold": -530.0, "i_long_exit_activation_confirmation_threshold": 39.95, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "6d59a870f9ae094a0b9b5f83f99e281d7dfdfd10c1e9d77f1c0e905c24ee23b3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.36272049477904, \"dd_pct\": -21.006738723547937, \"calmar\": 2.8759629190726144, \"cagr_pct\": 60.41460161957064, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.649778314591123, \"sortino\": 3.2511250788862993}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.3007168615038358, \"dd_pct\": -3.1622223962010754, \"calmar\": -0.09516171984028426, \"cagr_pct\": -0.30092252173995915, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.06806763904722178, \"sortino\": -0.097373385182174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.248107204441954, \"dd_pct\": -18.498237919761294, \"calmar\": -0.9870879775099313, \"cagr_pct\": -18.259388255714697, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 8.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6895650050585878, \"sortino\": -2.14770671289575}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.69503773173719, \"dd_pct\": -29.32351662322008, \"calmar\": -1.0321690615704402, \"cagr_pct\": -30.266826634934276, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 13.686131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.848137332076861, \"sortino\": -2.3105691449308554}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 8.540417715475312, \"dd_pct\": -14.470320677485693, \"calmar\": 0.5906234316577024, \"cagr_pct\": 8.54651045572401, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 14.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5393274788775398, \"sortino\": 0.8218897715191295}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.7949707248513191, \"dd_pct\": -7.853569185182751, \"calmar\": -0.5458228930781809, \"cagr_pct\": -4.286657853646101, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.2967451189575876, \"sortino\": -0.3932489364733969}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 44.120977326741965, \"dd_pct\": -51.61437996307936, \"calmar\": 0.08779931930291271, \"cagr_pct\": 4.531707427000264, \"entries\": 102, \"exits\": 102, \"exposure_pct\": 8.076029216467463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.34302479850848583, \"sortino\": 0.555940490587345}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 35.56760728011994, \"dd_pct\": -20.63271023702319, \"calmar\": 0.5023467567573048, \"cagr_pct\": 10.36477507068184, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 5.989352262644188, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7629253347367931, \"sortino\": 1.2495475211745048}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.309302213284873, \"dd_pct\": -51.614379963079394, \"calmar\": 0.02310537235665126, \"cagr_pct\": 1.1925694680046293, \"entries\": 69, \"exits\": 70, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.15532129824913132, \"sortino\": 0.2508279866941811}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.237103970933672, \"dd_pct\": -1.5746325561710517, \"calmar\": 18.99754010227072, \"cagr_pct\": 29.914145132200602, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 4.178674351585014, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.853594085114135, \"sortino\": 8.37301404799586}]", "Additional_Threshold_Budget": 0, "Total Trades": 102, "Total P&L %": 44.120977326741965, "Sharpe Ratio": 0.34302479850848583, "Sortino Ratio": 0.555940490587345, "Calmar Ratio": 0.08779931930291271, "P&L/DD Ratio": 0.0, "Max Drawdown %": -51.61437996307936, "% In Market": 8.076029216467463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5023467567573048, "Sub1_Sortino": 1.2495475211745048, "Sub1_Trades": 33, "Sub2_Calmar": 0.02310537235665126, "Sub2_Sortino": 0.2508279866941811, "Sub2_Trades": 69, "WFO_Score": 0.3618323279124863, "WFO_Min_Fold": -1.0321690615704402, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[2.875963, -0.987088, -1.032169, 0.590623]", "OOS_Total Trades": 4, "OOS_Total P&L %": 13.237103970933672, "OOS_Sortino Ratio": 8.37301404799586, "OOS_Calmar Ratio": 18.99754010227072, "OOS_Max Drawdown %": -1.5746325561710517, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b9ca56e7d0afdf0af74e7e525a8f0b2448401f98f1e44a4b7301d571cfc5a539", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -480.0, "i_long_exit_activation_threshold": -530.0, "i_long_exit_activation_confirmation_threshold": 40.05, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "9fdff38c3e7a95aefcb53df003aafb866daae0a0a450b337d0f5f781e0c2e9a6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.36272049477904, \"dd_pct\": -21.006738723547937, \"calmar\": 2.8759629190726144, \"cagr_pct\": 60.41460161957064, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.649778314591123, \"sortino\": 3.2511250788862993}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.3007168615038358, \"dd_pct\": -3.1622223962010754, \"calmar\": -0.09516171984028426, \"cagr_pct\": -0.30092252173995915, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.06806763904722178, \"sortino\": -0.097373385182174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.248107204441954, \"dd_pct\": -18.498237919761294, \"calmar\": -0.9870879775099313, \"cagr_pct\": -18.259388255714697, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 8.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6895650050585878, \"sortino\": -2.14770671289575}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.69503773173719, \"dd_pct\": -29.32351662322008, \"calmar\": -1.0321690615704402, \"cagr_pct\": -30.266826634934276, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 13.686131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.848137332076861, \"sortino\": -2.3105691449308554}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 8.540417715475312, \"dd_pct\": -14.470320677485693, \"calmar\": 0.5906234316577024, \"cagr_pct\": 8.54651045572401, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 14.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5393274788775398, \"sortino\": 0.8218897715191295}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.7949707248513191, \"dd_pct\": -7.853569185182751, \"calmar\": -0.5458228930781809, \"cagr_pct\": -4.286657853646101, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.2967451189575876, \"sortino\": -0.3932489364733969}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 44.120977326741965, \"dd_pct\": -51.61437996307936, \"calmar\": 0.08779931930291271, \"cagr_pct\": 4.531707427000264, \"entries\": 102, \"exits\": 102, \"exposure_pct\": 8.076029216467463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.34302479850848583, \"sortino\": 0.555940490587345}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 35.56760728011994, \"dd_pct\": -20.63271023702319, \"calmar\": 0.5023467567573048, \"cagr_pct\": 10.36477507068184, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 5.989352262644188, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7629253347367931, \"sortino\": 1.2495475211745048}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.309302213284873, \"dd_pct\": -51.614379963079394, \"calmar\": 0.02310537235665126, \"cagr_pct\": 1.1925694680046293, \"entries\": 69, \"exits\": 70, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.15532129824913132, \"sortino\": 0.2508279866941811}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.237103970933672, \"dd_pct\": -1.5746325561710517, \"calmar\": 18.99754010227072, \"cagr_pct\": 29.914145132200602, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 4.178674351585014, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.853594085114135, \"sortino\": 8.37301404799586}]", "Additional_Threshold_Budget": 0, "Total Trades": 102, "Total P&L %": 44.120977326741965, "Sharpe Ratio": 0.34302479850848583, "Sortino Ratio": 0.555940490587345, "Calmar Ratio": 0.08779931930291271, "P&L/DD Ratio": 0.0, "Max Drawdown %": -51.61437996307936, "% In Market": 8.076029216467463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5023467567573048, "Sub1_Sortino": 1.2495475211745048, "Sub1_Trades": 33, "Sub2_Calmar": 0.02310537235665126, "Sub2_Sortino": 0.2508279866941811, "Sub2_Trades": 69, "WFO_Score": 0.3618323279124863, "WFO_Min_Fold": -1.0321690615704402, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[2.875963, -0.987088, -1.032169, 0.590623]", "OOS_Total Trades": 4, "OOS_Total P&L %": 13.237103970933672, "OOS_Sortino Ratio": 8.37301404799586, "OOS_Calmar Ratio": 18.99754010227072, "OOS_Max Drawdown %": -1.5746325561710517, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b9ca56e7d0afdf0af74e7e525a8f0b2448401f98f1e44a4b7301d571cfc5a539", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -480.0, "i_long_exit_activation_threshold": -530.0, "i_long_exit_activation_confirmation_threshold": 41.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "1edc274da0ad5d36587207e457f3cfb72e15030e41bf672db238d543585f55a7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.36272049477904, \"dd_pct\": -21.006738723547937, \"calmar\": 2.8759629190726144, \"cagr_pct\": 60.41460161957064, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 11.506849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.649778314591123, \"sortino\": 3.2511250788862993}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.3007168615038358, \"dd_pct\": -3.1622223962010754, \"calmar\": -0.09516171984028426, \"cagr_pct\": -0.30092252173995915, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.06806763904722178, \"sortino\": -0.097373385182174}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -18.248107204441954, \"dd_pct\": -18.498237919761294, \"calmar\": -0.9870879775099313, \"cagr_pct\": -18.259388255714697, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 8.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6895650050585878, \"sortino\": -2.14770671289575}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.69503773173719, \"dd_pct\": -29.32351662322008, \"calmar\": -1.0321690615704402, \"cagr_pct\": -30.266826634934276, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 13.686131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.848137332076861, \"sortino\": -2.3105691449308554}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 8.540417715475312, \"dd_pct\": -14.470320677485693, \"calmar\": 0.5906234316577024, \"cagr_pct\": 8.54651045572401, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 14.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5393274788775398, \"sortino\": 0.8218897715191295}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.7949707248513191, \"dd_pct\": -7.853569185182751, \"calmar\": -0.5458228930781809, \"cagr_pct\": -4.286657853646101, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.2967451189575876, \"sortino\": -0.3932489364733969}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 44.120977326741965, \"dd_pct\": -51.61437996307936, \"calmar\": 0.08779931930291271, \"cagr_pct\": 4.531707427000264, \"entries\": 102, \"exits\": 102, \"exposure_pct\": 8.076029216467463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.34302479850848583, \"sortino\": 0.555940490587345}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 35.56760728011994, \"dd_pct\": -20.63271023702319, \"calmar\": 0.5023467567573048, \"cagr_pct\": 10.36477507068184, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 5.989352262644188, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7629253347367931, \"sortino\": 1.2495475211745048}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.309302213284873, \"dd_pct\": -51.614379963079394, \"calmar\": 0.02310537235665126, \"cagr_pct\": 1.1925694680046293, \"entries\": 69, \"exits\": 70, \"exposure_pct\": 9.323607427055702, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.15532129824913132, \"sortino\": 0.2508279866941811}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.237103970933672, \"dd_pct\": -1.5746325561710517, \"calmar\": 18.99754010227072, \"cagr_pct\": 29.914145132200602, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 4.178674351585014, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.853594085114135, \"sortino\": 8.37301404799586}]", "Additional_Threshold_Budget": 0, "Total Trades": 102, "Total P&L %": 44.120977326741965, "Sharpe Ratio": 0.34302479850848583, "Sortino Ratio": 0.555940490587345, "Calmar Ratio": 0.08779931930291271, "P&L/DD Ratio": 0.0, "Max Drawdown %": -51.61437996307936, "% In Market": 8.076029216467463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5023467567573048, "Sub1_Sortino": 1.2495475211745048, "Sub1_Trades": 33, "Sub2_Calmar": 0.02310537235665126, "Sub2_Sortino": 0.2508279866941811, "Sub2_Trades": 69, "WFO_Score": 0.3618323279124863, "WFO_Min_Fold": -1.0321690615704402, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[2.875963, -0.987088, -1.032169, 0.590623]", "OOS_Total Trades": 4, "OOS_Total P&L %": 13.237103970933672, "OOS_Sortino Ratio": 8.37301404799586, "OOS_Calmar Ratio": 18.99754010227072, "OOS_Max Drawdown %": -1.5746325561710517, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b9ca56e7d0afdf0af74e7e525a8f0b2448401f98f1e44a4b7301d571cfc5a539", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -120.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": 130.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "3f6d9962eaf24b11f2bb004b4062233a80688320cd43a7a2b491a3c3bad93f8c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.249576509957414, \"dd_pct\": -37.55960640105379, \"calmar\": -0.9390100878849894, \"cagr_pct\": -35.26884930757913, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 35.342465753424655, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9360011899448737, \"sortino\": -1.2743568258814242}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 44.23932086833675, \"dd_pct\": -20.080465610039266, \"calmar\": 2.2049047514524256, \"cagr_pct\": 44.275514034952614, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.16438356164383, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3633805137881598, \"sortino\": 2.1312199772485316}, {\"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\": 34.55547545187208, \"dd_pct\": -68.04614374200845, \"calmar\": 0.05385723192014667, \"cagr_pct\": 3.6647769447849865, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 63.78652058432935, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3303582141667873, \"sortino\": 0.46743989486076715}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -42.92731684654715, \"dd_pct\": -68.04614374200845, \"calmar\": -0.24424932233873145, \"cagr_pct\": -16.62022449674948, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 35.1153504880213, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11315824635215317, \"sortino\": -0.15514226477931825}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.76160786078492, \"dd_pct\": -62.87246651645244, \"calmar\": 0.2875510830952534, \"cagr_pct\": 18.079045843675953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.92838196286472, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5781100608571572, \"sortino\": 0.8322263054052885}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 34.55547545187208, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.04614374200845, "% In Market": 63.78652058432935, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "de3c5f8a83a80fef92963f4f433054b46617c0bbe18f10136c92b0dd9e97e793", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -121.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": 130.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "9f317d55afc7a00a01fe4fb683e769feb6142e04b37b68497a3b70391593d5bc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.249576509957414, \"dd_pct\": -37.55960640105379, \"calmar\": -0.9390100878849894, \"cagr_pct\": -35.26884930757913, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 35.342465753424655, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9360011899448737, \"sortino\": -1.2743568258814242}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 44.23932086833675, \"dd_pct\": -20.080465610039266, \"calmar\": 2.2049047514524256, \"cagr_pct\": 44.275514034952614, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.16438356164383, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3633805137881598, \"sortino\": 2.1312199772485316}, {\"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\": 34.55547545187208, \"dd_pct\": -68.04614374200845, \"calmar\": 0.05385723192014667, \"cagr_pct\": 3.6647769447849865, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 63.78652058432935, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3303582141667873, \"sortino\": 0.46743989486076715}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -42.92731684654715, \"dd_pct\": -68.04614374200845, \"calmar\": -0.24424932233873145, \"cagr_pct\": -16.62022449674948, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 35.1153504880213, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11315824635215317, \"sortino\": -0.15514226477931825}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.76160786078492, \"dd_pct\": -62.87246651645244, \"calmar\": 0.2875510830952534, \"cagr_pct\": 18.079045843675953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.92838196286472, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5781100608571572, \"sortino\": 0.8322263054052885}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 34.55547545187208, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.04614374200845, "% In Market": 63.78652058432935, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "de3c5f8a83a80fef92963f4f433054b46617c0bbe18f10136c92b0dd9e97e793", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -120.05, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": 130.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "d154703e4437d0317a7d46f36744ce4009397730467109570f7c87edf32a9fb5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.249576509957414, \"dd_pct\": -37.55960640105379, \"calmar\": -0.9390100878849894, \"cagr_pct\": -35.26884930757913, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 35.342465753424655, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9360011899448737, \"sortino\": -1.2743568258814242}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 44.23932086833675, \"dd_pct\": -20.080465610039266, \"calmar\": 2.2049047514524256, \"cagr_pct\": 44.275514034952614, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.16438356164383, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3633805137881598, \"sortino\": 2.1312199772485316}, {\"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\": 34.55547545187208, \"dd_pct\": -68.04614374200845, \"calmar\": 0.05385723192014667, \"cagr_pct\": 3.6647769447849865, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 63.78652058432935, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3303582141667873, \"sortino\": 0.46743989486076715}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -42.92731684654715, \"dd_pct\": -68.04614374200845, \"calmar\": -0.24424932233873145, \"cagr_pct\": -16.62022449674948, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 35.1153504880213, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11315824635215317, \"sortino\": -0.15514226477931825}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.76160786078492, \"dd_pct\": -62.87246651645244, \"calmar\": 0.2875510830952534, \"cagr_pct\": 18.079045843675953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.92838196286472, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5781100608571572, \"sortino\": 0.8322263054052885}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 34.55547545187208, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.04614374200845, "% In Market": 63.78652058432935, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "de3c5f8a83a80fef92963f4f433054b46617c0bbe18f10136c92b0dd9e97e793", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -119.95, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": 130.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "3bb12b3f687e5de50ed9578a767b93d1a2d32d09a103abdd99ec688cb04c35f8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.249576509957414, \"dd_pct\": -37.55960640105379, \"calmar\": -0.9390100878849894, \"cagr_pct\": -35.26884930757913, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 35.342465753424655, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9360011899448737, \"sortino\": -1.2743568258814242}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 44.23932086833675, \"dd_pct\": -20.080465610039266, \"calmar\": 2.2049047514524256, \"cagr_pct\": 44.275514034952614, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.16438356164383, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3633805137881598, \"sortino\": 2.1312199772485316}, {\"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\": 34.55547545187208, \"dd_pct\": -68.04614374200845, \"calmar\": 0.05385723192014667, \"cagr_pct\": 3.6647769447849865, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 63.78652058432935, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3303582141667873, \"sortino\": 0.46743989486076715}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -42.92731684654715, \"dd_pct\": -68.04614374200845, \"calmar\": -0.24424932233873145, \"cagr_pct\": -16.62022449674948, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 35.1153504880213, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11315824635215317, \"sortino\": -0.15514226477931825}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.76160786078492, \"dd_pct\": -62.87246651645244, \"calmar\": 0.2875510830952534, \"cagr_pct\": 18.079045843675953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.92838196286472, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5781100608571572, \"sortino\": 0.8322263054052885}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 34.55547545187208, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.04614374200845, "% In Market": 63.78652058432935, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "de3c5f8a83a80fef92963f4f433054b46617c0bbe18f10136c92b0dd9e97e793", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -119.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": 130.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "79dc636edc5410814daf66e90eda03c8497160cabcdc140b5d1115942367e79d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.249576509957414, \"dd_pct\": -37.55960640105379, \"calmar\": -0.9390100878849894, \"cagr_pct\": -35.26884930757913, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 35.342465753424655, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9360011899448737, \"sortino\": -1.2743568258814242}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 44.23932086833675, \"dd_pct\": -20.080465610039266, \"calmar\": 2.2049047514524256, \"cagr_pct\": 44.275514034952614, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.16438356164383, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3633805137881598, \"sortino\": 2.1312199772485316}, {\"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\": 34.55547545187208, \"dd_pct\": -68.04614374200845, \"calmar\": 0.05385723192014667, \"cagr_pct\": 3.6647769447849865, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 63.78652058432935, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3303582141667873, \"sortino\": 0.46743989486076715}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -42.92731684654715, \"dd_pct\": -68.04614374200845, \"calmar\": -0.24424932233873145, \"cagr_pct\": -16.62022449674948, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 35.1153504880213, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11315824635215317, \"sortino\": -0.15514226477931825}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.76160786078492, \"dd_pct\": -62.87246651645244, \"calmar\": 0.2875510830952534, \"cagr_pct\": 18.079045843675953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.92838196286472, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5781100608571572, \"sortino\": 0.8322263054052885}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 34.55547545187208, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.04614374200845, "% In Market": 63.78652058432935, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "de3c5f8a83a80fef92963f4f433054b46617c0bbe18f10136c92b0dd9e97e793", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -120.0, "i_long_exit_activation_threshold": 719.0, "i_long_exit_activation_confirmation_threshold": 130.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "8ea95e0011a0046561970079d323ae239bc862ac41a18c74c75277d9ae444fe1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.249576509957414, \"dd_pct\": -37.55960640105379, \"calmar\": -0.9390100878849894, \"cagr_pct\": -35.26884930757913, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 35.342465753424655, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9360011899448737, \"sortino\": -1.2743568258814242}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 44.23932086833675, \"dd_pct\": -20.080465610039266, \"calmar\": 2.2049047514524256, \"cagr_pct\": 44.275514034952614, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.16438356164383, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3633805137881598, \"sortino\": 2.1312199772485316}, {\"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\": 34.55547545187208, \"dd_pct\": -68.04614374200845, \"calmar\": 0.05385723192014667, \"cagr_pct\": 3.6647769447849865, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 63.78652058432935, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3303582141667873, \"sortino\": 0.46743989486076715}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -42.92731684654715, \"dd_pct\": -68.04614374200845, \"calmar\": -0.24424932233873145, \"cagr_pct\": -16.62022449674948, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 35.1153504880213, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11315824635215317, \"sortino\": -0.15514226477931825}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.76160786078492, \"dd_pct\": -62.87246651645244, \"calmar\": 0.2875510830952534, \"cagr_pct\": 18.079045843675953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.92838196286472, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5781100608571572, \"sortino\": 0.8322263054052885}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 34.55547545187208, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.04614374200845, "% In Market": 63.78652058432935, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "de3c5f8a83a80fef92963f4f433054b46617c0bbe18f10136c92b0dd9e97e793", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -120.0, "i_long_exit_activation_threshold": 719.95, "i_long_exit_activation_confirmation_threshold": 130.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "2295f2917a4d8a5e3dd7429107948187566c650d24052310c23feadde1c8cb62", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.249576509957414, \"dd_pct\": -37.55960640105379, \"calmar\": -0.9390100878849894, \"cagr_pct\": -35.26884930757913, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 35.342465753424655, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9360011899448737, \"sortino\": -1.2743568258814242}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 44.23932086833675, \"dd_pct\": -20.080465610039266, \"calmar\": 2.2049047514524256, \"cagr_pct\": 44.275514034952614, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.16438356164383, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3633805137881598, \"sortino\": 2.1312199772485316}, {\"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\": 34.55547545187208, \"dd_pct\": -68.04614374200845, \"calmar\": 0.05385723192014667, \"cagr_pct\": 3.6647769447849865, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 63.78652058432935, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3303582141667873, \"sortino\": 0.46743989486076715}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -42.92731684654715, \"dd_pct\": -68.04614374200845, \"calmar\": -0.24424932233873145, \"cagr_pct\": -16.62022449674948, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 35.1153504880213, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11315824635215317, \"sortino\": -0.15514226477931825}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.76160786078492, \"dd_pct\": -62.87246651645244, \"calmar\": 0.2875510830952534, \"cagr_pct\": 18.079045843675953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.92838196286472, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5781100608571572, \"sortino\": 0.8322263054052885}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 34.55547545187208, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.04614374200845, "% In Market": 63.78652058432935, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "de3c5f8a83a80fef92963f4f433054b46617c0bbe18f10136c92b0dd9e97e793", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -120.0, "i_long_exit_activation_threshold": 720.05, "i_long_exit_activation_confirmation_threshold": 130.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "1f130ceb4d07c197a1505f246dca7ccd8e2778c723453623cdbaba31c6d7dcc8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.249576509957414, \"dd_pct\": -37.55960640105379, \"calmar\": -0.9390100878849894, \"cagr_pct\": -35.26884930757913, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 35.342465753424655, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9360011899448737, \"sortino\": -1.2743568258814242}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 44.23932086833675, \"dd_pct\": -20.080465610039266, \"calmar\": 2.2049047514524256, \"cagr_pct\": 44.275514034952614, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.16438356164383, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3633805137881598, \"sortino\": 2.1312199772485316}, {\"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\": 34.55547545187208, \"dd_pct\": -68.04614374200845, \"calmar\": 0.05385723192014667, \"cagr_pct\": 3.6647769447849865, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 63.78652058432935, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3303582141667873, \"sortino\": 0.46743989486076715}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -42.92731684654715, \"dd_pct\": -68.04614374200845, \"calmar\": -0.24424932233873145, \"cagr_pct\": -16.62022449674948, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 35.1153504880213, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11315824635215317, \"sortino\": -0.15514226477931825}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.76160786078492, \"dd_pct\": -62.87246651645244, \"calmar\": 0.2875510830952534, \"cagr_pct\": 18.079045843675953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.92838196286472, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5781100608571572, \"sortino\": 0.8322263054052885}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 34.55547545187208, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.04614374200845, "% In Market": 63.78652058432935, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "de3c5f8a83a80fef92963f4f433054b46617c0bbe18f10136c92b0dd9e97e793", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -120.0, "i_long_exit_activation_threshold": 721.0, "i_long_exit_activation_confirmation_threshold": 130.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "113c50e226b21aa0516237f3f5695d718d179ff16951ce2af54c645b82981078", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.249576509957414, \"dd_pct\": -37.55960640105379, \"calmar\": -0.9390100878849894, \"cagr_pct\": -35.26884930757913, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 35.342465753424655, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9360011899448737, \"sortino\": -1.2743568258814242}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 44.23932086833675, \"dd_pct\": -20.080465610039266, \"calmar\": 2.2049047514524256, \"cagr_pct\": 44.275514034952614, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.16438356164383, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3633805137881598, \"sortino\": 2.1312199772485316}, {\"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\": 34.55547545187208, \"dd_pct\": -68.04614374200845, \"calmar\": 0.05385723192014667, \"cagr_pct\": 3.6647769447849865, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 63.78652058432935, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3303582141667873, \"sortino\": 0.46743989486076715}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -42.92731684654715, \"dd_pct\": -68.04614374200845, \"calmar\": -0.24424932233873145, \"cagr_pct\": -16.62022449674948, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 35.1153504880213, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11315824635215317, \"sortino\": -0.15514226477931825}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.76160786078492, \"dd_pct\": -62.87246651645244, \"calmar\": 0.2875510830952534, \"cagr_pct\": 18.079045843675953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.92838196286472, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5781100608571572, \"sortino\": 0.8322263054052885}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 34.55547545187208, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.04614374200845, "% In Market": 63.78652058432935, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "de3c5f8a83a80fef92963f4f433054b46617c0bbe18f10136c92b0dd9e97e793", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -120.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": 129.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "447307b717a61c82c406173d87fe05aff3c979ed12b98447455edbf81bed0da7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.249576509957414, \"dd_pct\": -37.55960640105379, \"calmar\": -0.9390100878849894, \"cagr_pct\": -35.26884930757913, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 35.342465753424655, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9360011899448737, \"sortino\": -1.2743568258814242}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 44.23932086833675, \"dd_pct\": -20.080465610039266, \"calmar\": 2.2049047514524256, \"cagr_pct\": 44.275514034952614, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.16438356164383, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3633805137881598, \"sortino\": 2.1312199772485316}, {\"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\": 34.55547545187208, \"dd_pct\": -68.04614374200845, \"calmar\": 0.05385723192014667, \"cagr_pct\": 3.6647769447849865, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 63.78652058432935, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3303582141667873, \"sortino\": 0.46743989486076715}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -42.92731684654715, \"dd_pct\": -68.04614374200845, \"calmar\": -0.24424932233873145, \"cagr_pct\": -16.62022449674948, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 35.1153504880213, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11315824635215317, \"sortino\": -0.15514226477931825}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.76160786078492, \"dd_pct\": -62.87246651645244, \"calmar\": 0.2875510830952534, \"cagr_pct\": 18.079045843675953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.92838196286472, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5781100608571572, \"sortino\": 0.8322263054052885}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 34.55547545187208, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.04614374200845, "% In Market": 63.78652058432935, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "de3c5f8a83a80fef92963f4f433054b46617c0bbe18f10136c92b0dd9e97e793", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -120.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": 129.95, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "264ab7cc0406fd2d31265c42a17da9d95dcfcb5aa2a4026ec46f99b01475ad30", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.249576509957414, \"dd_pct\": -37.55960640105379, \"calmar\": -0.9390100878849894, \"cagr_pct\": -35.26884930757913, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 35.342465753424655, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9360011899448737, \"sortino\": -1.2743568258814242}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 44.23932086833675, \"dd_pct\": -20.080465610039266, \"calmar\": 2.2049047514524256, \"cagr_pct\": 44.275514034952614, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.16438356164383, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3633805137881598, \"sortino\": 2.1312199772485316}, {\"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\": 34.55547545187208, \"dd_pct\": -68.04614374200845, \"calmar\": 0.05385723192014667, \"cagr_pct\": 3.6647769447849865, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 63.78652058432935, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3303582141667873, \"sortino\": 0.46743989486076715}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -42.92731684654715, \"dd_pct\": -68.04614374200845, \"calmar\": -0.24424932233873145, \"cagr_pct\": -16.62022449674948, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 35.1153504880213, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11315824635215317, \"sortino\": -0.15514226477931825}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.76160786078492, \"dd_pct\": -62.87246651645244, \"calmar\": 0.2875510830952534, \"cagr_pct\": 18.079045843675953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.92838196286472, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5781100608571572, \"sortino\": 0.8322263054052885}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 34.55547545187208, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.04614374200845, "% In Market": 63.78652058432935, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "de3c5f8a83a80fef92963f4f433054b46617c0bbe18f10136c92b0dd9e97e793", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -120.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": 130.05, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "f5bac15379e665933f1f9b11e1df7dc648d677966879f17ac6b535df48ee0397", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.249576509957414, \"dd_pct\": -37.55960640105379, \"calmar\": -0.9390100878849894, \"cagr_pct\": -35.26884930757913, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 35.342465753424655, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9360011899448737, \"sortino\": -1.2743568258814242}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 44.23932086833675, \"dd_pct\": -20.080465610039266, \"calmar\": 2.2049047514524256, \"cagr_pct\": 44.275514034952614, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.16438356164383, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3633805137881598, \"sortino\": 2.1312199772485316}, {\"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\": 34.55547545187208, \"dd_pct\": -68.04614374200845, \"calmar\": 0.05385723192014667, \"cagr_pct\": 3.6647769447849865, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 63.78652058432935, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3303582141667873, \"sortino\": 0.46743989486076715}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -42.92731684654715, \"dd_pct\": -68.04614374200845, \"calmar\": -0.24424932233873145, \"cagr_pct\": -16.62022449674948, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 35.1153504880213, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11315824635215317, \"sortino\": -0.15514226477931825}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.76160786078492, \"dd_pct\": -62.87246651645244, \"calmar\": 0.2875510830952534, \"cagr_pct\": 18.079045843675953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.92838196286472, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5781100608571572, \"sortino\": 0.8322263054052885}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 34.55547545187208, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.04614374200845, "% In Market": 63.78652058432935, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "de3c5f8a83a80fef92963f4f433054b46617c0bbe18f10136c92b0dd9e97e793", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -120.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": 131.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "a22818dea8832208d84b60b25c196de08508578e8ccae44bcd6a5fad8ed83964", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.249576509957414, \"dd_pct\": -37.55960640105379, \"calmar\": -0.9390100878849894, \"cagr_pct\": -35.26884930757913, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 35.342465753424655, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9360011899448737, \"sortino\": -1.2743568258814242}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 44.23932086833675, \"dd_pct\": -20.080465610039266, \"calmar\": 2.2049047514524256, \"cagr_pct\": 44.275514034952614, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.16438356164383, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3633805137881598, \"sortino\": 2.1312199772485316}, {\"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\": 34.55547545187208, \"dd_pct\": -68.04614374200845, \"calmar\": 0.05385723192014667, \"cagr_pct\": 3.6647769447849865, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 63.78652058432935, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3303582141667873, \"sortino\": 0.46743989486076715}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -42.92731684654715, \"dd_pct\": -68.04614374200845, \"calmar\": -0.24424932233873145, \"cagr_pct\": -16.62022449674948, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 35.1153504880213, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11315824635215317, \"sortino\": -0.15514226477931825}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.76160786078492, \"dd_pct\": -62.87246651645244, \"calmar\": 0.2875510830952534, \"cagr_pct\": 18.079045843675953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 80.92838196286472, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5781100608571572, \"sortino\": 0.8322263054052885}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 34.55547545187208, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.04614374200845, "% In Market": 63.78652058432935, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "de3c5f8a83a80fef92963f4f433054b46617c0bbe18f10136c92b0dd9e97e793", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 265.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": -470.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "eed06159495d667c2cb8ec5f54bef4e058c8b6cd30d1aca2abbdb706a2507a39", "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\": 21.699274334782782, \"dd_pct\": -4.016653339123488, \"calmar\": 5.406402600858422, \"cagr_pct\": 21.71564505938389, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9550159118360195, \"sortino\": 4.866234643472135}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.5310083092115558, \"dd_pct\": -1.0965313379048047, \"calmar\": -0.6449637415683057, \"cagr_pct\": -0.707222954441983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.18248175182481752, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4897222272238631, \"sortino\": -0.552511913374037}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.506402540378247, \"dd_pct\": -10.92101118726897, \"calmar\": 1.1460004336401515, \"cagr_pct\": 12.515483556399184, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 16.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9054532653348037, \"sortino\": 1.3180961745460127}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -42.60778580556117, \"dd_pct\": -66.63435108768988, \"calmar\": -0.09772268073927182, \"cagr_pct\": -6.511687417610867, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 11.288180610889773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15754601644673924, \"sortino\": -0.20626132207731493}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -57.85946568360776, \"dd_pct\": -65.23808548768784, \"calmar\": -0.37442270068015776, \"cagr_pct\": -24.426620155503088, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.29192546583851, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5436026448676993, \"sortino\": -0.7026340628729343}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 36.19242168012531, \"dd_pct\": -10.92101118726907, \"calmar\": 0.5647989924401291, \"cagr_pct\": 6.168176114996948, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8138496696993357, \"sortino\": 1.34552294596899}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": -42.60778580556117, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -66.63435108768988, "% In Market": 11.288180610889773, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf1fff2f90aed0b02e574638c75aed108266ea9c30a796c2b6367d812a9ecd39", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 264.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": -470.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "193bf48e35d6ce9cecabcc17ebc5c5ef56d0c9ef2f900ec4d4e57dc467d67372", "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\": 21.699274334782782, \"dd_pct\": -4.016653339123488, \"calmar\": 5.406402600858422, \"cagr_pct\": 21.71564505938389, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9550159118360195, \"sortino\": 4.866234643472135}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.5310083092115558, \"dd_pct\": -1.0965313379048047, \"calmar\": -0.6449637415683057, \"cagr_pct\": -0.707222954441983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.18248175182481752, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4897222272238631, \"sortino\": -0.552511913374037}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.506402540378247, \"dd_pct\": -10.92101118726897, \"calmar\": 1.1460004336401515, \"cagr_pct\": 12.515483556399184, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 16.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9054532653348037, \"sortino\": 1.3180961745460127}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -42.60778580556117, \"dd_pct\": -66.63435108768988, \"calmar\": -0.09772268073927182, \"cagr_pct\": -6.511687417610867, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 11.288180610889773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15754601644673924, \"sortino\": -0.20626132207731493}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -57.85946568360776, \"dd_pct\": -65.23808548768784, \"calmar\": -0.37442270068015776, \"cagr_pct\": -24.426620155503088, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.29192546583851, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5436026448676993, \"sortino\": -0.7026340628729343}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 36.19242168012531, \"dd_pct\": -10.92101118726907, \"calmar\": 0.5647989924401291, \"cagr_pct\": 6.168176114996948, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8138496696993357, \"sortino\": 1.34552294596899}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": -42.60778580556117, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -66.63435108768988, "% In Market": 11.288180610889773, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf1fff2f90aed0b02e574638c75aed108266ea9c30a796c2b6367d812a9ecd39", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 264.95, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": -470.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "0397b47e1ad6f43130ec5291a6c7e705d798ee4786c6b18b1feb3c92efeffc8c", "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\": 21.699274334782782, \"dd_pct\": -4.016653339123488, \"calmar\": 5.406402600858422, \"cagr_pct\": 21.71564505938389, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9550159118360195, \"sortino\": 4.866234643472135}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.5310083092115558, \"dd_pct\": -1.0965313379048047, \"calmar\": -0.6449637415683057, \"cagr_pct\": -0.707222954441983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.18248175182481752, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4897222272238631, \"sortino\": -0.552511913374037}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.506402540378247, \"dd_pct\": -10.92101118726897, \"calmar\": 1.1460004336401515, \"cagr_pct\": 12.515483556399184, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 16.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9054532653348037, \"sortino\": 1.3180961745460127}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -42.60778580556117, \"dd_pct\": -66.63435108768988, \"calmar\": -0.09772268073927182, \"cagr_pct\": -6.511687417610867, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 11.288180610889773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15754601644673924, \"sortino\": -0.20626132207731493}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -57.85946568360776, \"dd_pct\": -65.23808548768784, \"calmar\": -0.37442270068015776, \"cagr_pct\": -24.426620155503088, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.29192546583851, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5436026448676993, \"sortino\": -0.7026340628729343}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 36.19242168012531, \"dd_pct\": -10.92101118726907, \"calmar\": 0.5647989924401291, \"cagr_pct\": 6.168176114996948, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8138496696993357, \"sortino\": 1.34552294596899}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": -42.60778580556117, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -66.63435108768988, "% In Market": 11.288180610889773, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf1fff2f90aed0b02e574638c75aed108266ea9c30a796c2b6367d812a9ecd39", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 265.05, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": -470.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "177344b08dd98a8d091a2a4b59d58bcf0ee8df64d4295240d16afddb324d8164", "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\": 21.699274334782782, \"dd_pct\": -4.016653339123488, \"calmar\": 5.406402600858422, \"cagr_pct\": 21.71564505938389, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9550159118360195, \"sortino\": 4.866234643472135}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.5310083092115558, \"dd_pct\": -1.0965313379048047, \"calmar\": -0.6449637415683057, \"cagr_pct\": -0.707222954441983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.18248175182481752, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4897222272238631, \"sortino\": -0.552511913374037}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.506402540378247, \"dd_pct\": -10.92101118726897, \"calmar\": 1.1460004336401515, \"cagr_pct\": 12.515483556399184, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 16.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9054532653348037, \"sortino\": 1.3180961745460127}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -42.60778580556117, \"dd_pct\": -66.63435108768988, \"calmar\": -0.09772268073927182, \"cagr_pct\": -6.511687417610867, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 11.288180610889773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15754601644673924, \"sortino\": -0.20626132207731493}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -57.85946568360776, \"dd_pct\": -65.23808548768784, \"calmar\": -0.37442270068015776, \"cagr_pct\": -24.426620155503088, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.29192546583851, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5436026448676993, \"sortino\": -0.7026340628729343}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 36.19242168012531, \"dd_pct\": -10.92101118726907, \"calmar\": 0.5647989924401291, \"cagr_pct\": 6.168176114996948, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8138496696993357, \"sortino\": 1.34552294596899}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": -42.60778580556117, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -66.63435108768988, "% In Market": 11.288180610889773, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf1fff2f90aed0b02e574638c75aed108266ea9c30a796c2b6367d812a9ecd39", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 266.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": -470.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "20e7f2e0dfcc1f88b184eaec03fe4969671e7356f379472e62d26c25319ca1e5", "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\": 21.699274334782782, \"dd_pct\": -4.016653339123488, \"calmar\": 5.406402600858422, \"cagr_pct\": 21.71564505938389, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9550159118360195, \"sortino\": 4.866234643472135}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.5310083092115558, \"dd_pct\": -1.0965313379048047, \"calmar\": -0.6449637415683057, \"cagr_pct\": -0.707222954441983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.18248175182481752, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4897222272238631, \"sortino\": -0.552511913374037}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.506402540378247, \"dd_pct\": -10.92101118726897, \"calmar\": 1.1460004336401515, \"cagr_pct\": 12.515483556399184, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 16.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9054532653348037, \"sortino\": 1.3180961745460127}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -42.60778580556117, \"dd_pct\": -66.63435108768988, \"calmar\": -0.09772268073927182, \"cagr_pct\": -6.511687417610867, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 11.288180610889773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15754601644673924, \"sortino\": -0.20626132207731493}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -57.85946568360776, \"dd_pct\": -65.23808548768784, \"calmar\": -0.37442270068015776, \"cagr_pct\": -24.426620155503088, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.29192546583851, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5436026448676993, \"sortino\": -0.7026340628729343}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 36.19242168012531, \"dd_pct\": -10.92101118726907, \"calmar\": 0.5647989924401291, \"cagr_pct\": 6.168176114996948, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8138496696993357, \"sortino\": 1.34552294596899}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": -42.60778580556117, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -66.63435108768988, "% In Market": 11.288180610889773, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf1fff2f90aed0b02e574638c75aed108266ea9c30a796c2b6367d812a9ecd39", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 265.0, "i_long_exit_activation_threshold": -71.0, "i_long_exit_activation_confirmation_threshold": -470.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "2f7d8ec802534f1af9ca07113d6963d9f3e53771734510afc8f6a6f29cf84b6a", "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\": 21.699274334782782, \"dd_pct\": -4.016653339123488, \"calmar\": 5.406402600858422, \"cagr_pct\": 21.71564505938389, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9550159118360195, \"sortino\": 4.866234643472135}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.5310083092115558, \"dd_pct\": -1.0965313379048047, \"calmar\": -0.6449637415683057, \"cagr_pct\": -0.707222954441983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.18248175182481752, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4897222272238631, \"sortino\": -0.552511913374037}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.506402540378247, \"dd_pct\": -10.92101118726897, \"calmar\": 1.1460004336401515, \"cagr_pct\": 12.515483556399184, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 16.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9054532653348037, \"sortino\": 1.3180961745460127}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -42.60778580556117, \"dd_pct\": -66.63435108768988, \"calmar\": -0.09772268073927182, \"cagr_pct\": -6.511687417610867, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 11.288180610889773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15754601644673924, \"sortino\": -0.20626132207731493}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -57.85946568360776, \"dd_pct\": -65.23808548768784, \"calmar\": -0.37442270068015776, \"cagr_pct\": -24.426620155503088, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.29192546583851, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5436026448676993, \"sortino\": -0.7026340628729343}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 36.19242168012531, \"dd_pct\": -10.92101118726907, \"calmar\": 0.5647989924401291, \"cagr_pct\": 6.168176114996948, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8138496696993357, \"sortino\": 1.34552294596899}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": -42.60778580556117, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -66.63435108768988, "% In Market": 11.288180610889773, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf1fff2f90aed0b02e574638c75aed108266ea9c30a796c2b6367d812a9ecd39", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 265.0, "i_long_exit_activation_threshold": -70.05, "i_long_exit_activation_confirmation_threshold": -470.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "fcc1e24d4e5ab7499bc922116a27758a31406124218e6580267835ad65aa2cc8", "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\": 21.699274334782782, \"dd_pct\": -4.016653339123488, \"calmar\": 5.406402600858422, \"cagr_pct\": 21.71564505938389, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9550159118360195, \"sortino\": 4.866234643472135}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.5310083092115558, \"dd_pct\": -1.0965313379048047, \"calmar\": -0.6449637415683057, \"cagr_pct\": -0.707222954441983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.18248175182481752, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4897222272238631, \"sortino\": -0.552511913374037}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.506402540378247, \"dd_pct\": -10.92101118726897, \"calmar\": 1.1460004336401515, \"cagr_pct\": 12.515483556399184, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 16.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9054532653348037, \"sortino\": 1.3180961745460127}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -42.60778580556117, \"dd_pct\": -66.63435108768988, \"calmar\": -0.09772268073927182, \"cagr_pct\": -6.511687417610867, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 11.288180610889773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15754601644673924, \"sortino\": -0.20626132207731493}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -57.85946568360776, \"dd_pct\": -65.23808548768784, \"calmar\": -0.37442270068015776, \"cagr_pct\": -24.426620155503088, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.29192546583851, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5436026448676993, \"sortino\": -0.7026340628729343}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 36.19242168012531, \"dd_pct\": -10.92101118726907, \"calmar\": 0.5647989924401291, \"cagr_pct\": 6.168176114996948, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8138496696993357, \"sortino\": 1.34552294596899}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": -42.60778580556117, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -66.63435108768988, "% In Market": 11.288180610889773, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf1fff2f90aed0b02e574638c75aed108266ea9c30a796c2b6367d812a9ecd39", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 265.0, "i_long_exit_activation_threshold": -69.95, "i_long_exit_activation_confirmation_threshold": -470.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "08167f3533053fa8f765937998ed3a05066f7d59053046f0c4f8a391b379fe71", "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\": 21.699274334782782, \"dd_pct\": -4.016653339123488, \"calmar\": 5.406402600858422, \"cagr_pct\": 21.71564505938389, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9550159118360195, \"sortino\": 4.866234643472135}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.5310083092115558, \"dd_pct\": -1.0965313379048047, \"calmar\": -0.6449637415683057, \"cagr_pct\": -0.707222954441983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.18248175182481752, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4897222272238631, \"sortino\": -0.552511913374037}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.506402540378247, \"dd_pct\": -10.92101118726897, \"calmar\": 1.1460004336401515, \"cagr_pct\": 12.515483556399184, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 16.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9054532653348037, \"sortino\": 1.3180961745460127}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -42.60778580556117, \"dd_pct\": -66.63435108768988, \"calmar\": -0.09772268073927182, \"cagr_pct\": -6.511687417610867, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 11.288180610889773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15754601644673924, \"sortino\": -0.20626132207731493}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -57.85946568360776, \"dd_pct\": -65.23808548768784, \"calmar\": -0.37442270068015776, \"cagr_pct\": -24.426620155503088, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.29192546583851, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5436026448676993, \"sortino\": -0.7026340628729343}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 36.19242168012531, \"dd_pct\": -10.92101118726907, \"calmar\": 0.5647989924401291, \"cagr_pct\": 6.168176114996948, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8138496696993357, \"sortino\": 1.34552294596899}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": -42.60778580556117, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -66.63435108768988, "% In Market": 11.288180610889773, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf1fff2f90aed0b02e574638c75aed108266ea9c30a796c2b6367d812a9ecd39", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 265.0, "i_long_exit_activation_threshold": -69.0, "i_long_exit_activation_confirmation_threshold": -470.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "cfb0377cb1d7702ca976ac1a2403380d61da0d8f2a2d252e3bf637c17e0ea12d", "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\": 21.699274334782782, \"dd_pct\": -4.016653339123488, \"calmar\": 5.406402600858422, \"cagr_pct\": 21.71564505938389, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9550159118360195, \"sortino\": 4.866234643472135}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.5310083092115558, \"dd_pct\": -1.0965313379048047, \"calmar\": -0.6449637415683057, \"cagr_pct\": -0.707222954441983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.18248175182481752, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4897222272238631, \"sortino\": -0.552511913374037}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.506402540378247, \"dd_pct\": -10.92101118726897, \"calmar\": 1.1460004336401515, \"cagr_pct\": 12.515483556399184, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 16.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9054532653348037, \"sortino\": 1.3180961745460127}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -42.60778580556117, \"dd_pct\": -66.63435108768988, \"calmar\": -0.09772268073927182, \"cagr_pct\": -6.511687417610867, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 11.288180610889773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15754601644673924, \"sortino\": -0.20626132207731493}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -57.85946568360776, \"dd_pct\": -65.23808548768784, \"calmar\": -0.37442270068015776, \"cagr_pct\": -24.426620155503088, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.29192546583851, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5436026448676993, \"sortino\": -0.7026340628729343}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 36.19242168012531, \"dd_pct\": -10.92101118726907, \"calmar\": 0.5647989924401291, \"cagr_pct\": 6.168176114996948, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8138496696993357, \"sortino\": 1.34552294596899}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": -42.60778580556117, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -66.63435108768988, "% In Market": 11.288180610889773, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf1fff2f90aed0b02e574638c75aed108266ea9c30a796c2b6367d812a9ecd39", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 265.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": -471.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "1fa3a15bbab8b16df0087802e31d0d28084482ec0b6ec13ab348968678a6c2df", "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\": 21.699274334782782, \"dd_pct\": -4.016653339123488, \"calmar\": 5.406402600858422, \"cagr_pct\": 21.71564505938389, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9550159118360195, \"sortino\": 4.866234643472135}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.5310083092115558, \"dd_pct\": -1.0965313379048047, \"calmar\": -0.6449637415683057, \"cagr_pct\": -0.707222954441983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.18248175182481752, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4897222272238631, \"sortino\": -0.552511913374037}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.506402540378247, \"dd_pct\": -10.92101118726897, \"calmar\": 1.1460004336401515, \"cagr_pct\": 12.515483556399184, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 16.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9054532653348037, \"sortino\": 1.3180961745460127}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -42.60778580556117, \"dd_pct\": -66.63435108768988, \"calmar\": -0.09772268073927182, \"cagr_pct\": -6.511687417610867, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 11.288180610889773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15754601644673924, \"sortino\": -0.20626132207731493}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -57.85946568360776, \"dd_pct\": -65.23808548768784, \"calmar\": -0.37442270068015776, \"cagr_pct\": -24.426620155503088, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.29192546583851, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5436026448676993, \"sortino\": -0.7026340628729343}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 36.19242168012531, \"dd_pct\": -10.92101118726907, \"calmar\": 0.5647989924401291, \"cagr_pct\": 6.168176114996948, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8138496696993357, \"sortino\": 1.34552294596899}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": -42.60778580556117, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -66.63435108768988, "% In Market": 11.288180610889773, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf1fff2f90aed0b02e574638c75aed108266ea9c30a796c2b6367d812a9ecd39", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 265.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": -470.05, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "4854bbc5d6349998b8706ef889536b4d406523cdeea20cba89b1cf423317d0bc", "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\": 21.699274334782782, \"dd_pct\": -4.016653339123488, \"calmar\": 5.406402600858422, \"cagr_pct\": 21.71564505938389, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9550159118360195, \"sortino\": 4.866234643472135}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.5310083092115558, \"dd_pct\": -1.0965313379048047, \"calmar\": -0.6449637415683057, \"cagr_pct\": -0.707222954441983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.18248175182481752, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4897222272238631, \"sortino\": -0.552511913374037}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.506402540378247, \"dd_pct\": -10.92101118726897, \"calmar\": 1.1460004336401515, \"cagr_pct\": 12.515483556399184, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 16.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9054532653348037, \"sortino\": 1.3180961745460127}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -42.60778580556117, \"dd_pct\": -66.63435108768988, \"calmar\": -0.09772268073927182, \"cagr_pct\": -6.511687417610867, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 11.288180610889773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15754601644673924, \"sortino\": -0.20626132207731493}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -57.85946568360776, \"dd_pct\": -65.23808548768784, \"calmar\": -0.37442270068015776, \"cagr_pct\": -24.426620155503088, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.29192546583851, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5436026448676993, \"sortino\": -0.7026340628729343}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 36.19242168012531, \"dd_pct\": -10.92101118726907, \"calmar\": 0.5647989924401291, \"cagr_pct\": 6.168176114996948, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8138496696993357, \"sortino\": 1.34552294596899}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": -42.60778580556117, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -66.63435108768988, "% In Market": 11.288180610889773, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf1fff2f90aed0b02e574638c75aed108266ea9c30a796c2b6367d812a9ecd39", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 265.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": -469.95, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "846e617aea7ffdba49205796f3fa0ddc829cfd9c23cf4c4e7f6edac82d903b02", "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\": 21.699274334782782, \"dd_pct\": -4.016653339123488, \"calmar\": 5.406402600858422, \"cagr_pct\": 21.71564505938389, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9550159118360195, \"sortino\": 4.866234643472135}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.5310083092115558, \"dd_pct\": -1.0965313379048047, \"calmar\": -0.6449637415683057, \"cagr_pct\": -0.707222954441983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.18248175182481752, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4897222272238631, \"sortino\": -0.552511913374037}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.506402540378247, \"dd_pct\": -10.92101118726897, \"calmar\": 1.1460004336401515, \"cagr_pct\": 12.515483556399184, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 16.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9054532653348037, \"sortino\": 1.3180961745460127}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -42.60778580556117, \"dd_pct\": -66.63435108768988, \"calmar\": -0.09772268073927182, \"cagr_pct\": -6.511687417610867, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 11.288180610889773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15754601644673924, \"sortino\": -0.20626132207731493}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -57.85946568360776, \"dd_pct\": -65.23808548768784, \"calmar\": -0.37442270068015776, \"cagr_pct\": -24.426620155503088, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.29192546583851, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5436026448676993, \"sortino\": -0.7026340628729343}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 36.19242168012531, \"dd_pct\": -10.92101118726907, \"calmar\": 0.5647989924401291, \"cagr_pct\": 6.168176114996948, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8138496696993357, \"sortino\": 1.34552294596899}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": -42.60778580556117, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -66.63435108768988, "% In Market": 11.288180610889773, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf1fff2f90aed0b02e574638c75aed108266ea9c30a796c2b6367d812a9ecd39", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 265.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": -469.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "dc8773ef149329295119041359efd293723a3bbba5d9c065ac7023b07e111ef5", "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\": 21.699274334782782, \"dd_pct\": -4.016653339123488, \"calmar\": 5.406402600858422, \"cagr_pct\": 21.71564505938389, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9550159118360195, \"sortino\": 4.866234643472135}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -0.5310083092115558, \"dd_pct\": -1.0965313379048047, \"calmar\": -0.6449637415683057, \"cagr_pct\": -0.707222954441983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.18248175182481752, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4897222272238631, \"sortino\": -0.552511913374037}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 12.506402540378247, \"dd_pct\": -10.92101118726897, \"calmar\": 1.1460004336401515, \"cagr_pct\": 12.515483556399184, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 16.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9054532653348037, \"sortino\": 1.3180961745460127}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -42.60778580556117, \"dd_pct\": -66.63435108768988, \"calmar\": -0.09772268073927182, \"cagr_pct\": -6.511687417610867, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 11.288180610889773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15754601644673924, \"sortino\": -0.20626132207731493}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -57.85946568360776, \"dd_pct\": -65.23808548768784, \"calmar\": -0.37442270068015776, \"cagr_pct\": -24.426620155503088, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.29192546583851, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5436026448676993, \"sortino\": -0.7026340628729343}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 36.19242168012531, \"dd_pct\": -10.92101118726907, \"calmar\": 0.5647989924401291, \"cagr_pct\": 6.168176114996948, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8138496696993357, \"sortino\": 1.34552294596899}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": -42.60778580556117, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -66.63435108768988, "% In Market": 11.288180610889773, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf1fff2f90aed0b02e574638c75aed108266ea9c30a796c2b6367d812a9ecd39", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -285.0, "i_long_exit_activation_threshold": -620.0, "i_long_exit_activation_confirmation_threshold": -80.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "0313205e294e5fad60d4331163ae1c054d2232dfb56c053e9053d54851c5a8fb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 78.07418151361757, \"dd_pct\": -14.307399826725398, \"calmar\": 5.461829257899165, \"cagr_pct\": 78.14457497807022, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.1399360907216542, \"sortino\": 4.597199308042774}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.8303036321568174, \"dd_pct\": -6.060123378154303, \"calmar\": -0.6324749441909209, \"cagr_pct\": -3.8328761953882378, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.7534246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9639425776479164, \"sortino\": -1.1219695477377347}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 0.45230775067932605, \"dd_pct\": -12.154379166125818, \"calmar\": 0.03723910899704842, \"cagr_pct\": 0.45261825055881383, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 11.027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10813335961094121, \"sortino\": 0.17201362893535765}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 16.902052802669697, \"dd_pct\": -9.41295223320342, \"calmar\": 2.4586082229624706, \"cagr_pct\": 23.14276176290688, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2871633687946613, \"sortino\": 2.4638298935797507}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -26.22162393324584, \"dd_pct\": -27.055701619637052, \"calmar\": -0.9697397633791977, \"cagr_pct\": -26.236989686685007, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 13.219178082191782, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6348756334503938, \"sortino\": -1.9539337666410412}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.759525758973275, \"dd_pct\": -12.020504130108755, \"calmar\": -2.002383011471345, \"cagr_pct\": -24.069653259450906, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2266052932729004, \"sortino\": -2.5099666019527396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.78614928305532, \"dd_pct\": -39.00763508594329, \"calmar\": 0.19085313792511352, \"cagr_pct\": 7.4447295591900335, \"entries\": 141, \"exits\": 141, \"exposure_pct\": 7.594621513944223, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4588992701048136, \"sortino\": 0.7093715398912352}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 36.53781087105816, \"dd_pct\": -39.00763508594329, \"calmar\": 0.2722579065562184, \"cagr_pct\": 10.620137068207816, \"entries\": 48, \"exits\": 47, \"exposure_pct\": 5.9228039041703635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.559789722463658, \"sortino\": 0.8100864258782493}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.407388202366974, \"dd_pct\": -38.086177509944264, \"calmar\": 0.1467706442140928, \"cagr_pct\": 5.589932808786812, \"entries\": 93, \"exits\": 94, \"exposure_pct\": 8.594164456233422, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3885208376848969, \"sortino\": 0.6440571683682031}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.6715478620182096, \"dd_pct\": -5.763035923884141, \"calmar\": -1.3140091402127911, \"cagr_pct\": -7.572681879358428, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.043227665706052, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0173157094126948, \"sortino\": -1.409973025662536}]", "Additional_Threshold_Budget": 0, "Total Trades": 141, "Total P&L %": 80.78614928305532, "Sharpe Ratio": 0.4588992701048136, "Sortino Ratio": 0.7093715398912352, "Calmar Ratio": 0.19085313792511352, "P&L/DD Ratio": 2.071034275855581, "Max Drawdown %": -39.00763508594329, "% In Market": 7.594621513944223, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.2722579065562184, "Sub1_Sortino": 0.8100864258782493, "Sub1_Trades": 48, "Sub2_Calmar": 0.1467706442140928, "Sub2_Sortino": 0.6440571683682031, "Sub2_Trades": 93, "WFO_Score": 1.7469842066198715, "WFO_Min_Fold": -0.9697397633791977, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.461829, 0.037239, 2.458608, -0.96974]", "OOS_Total Trades": 6, "OOS_Total P&L %": -3.6715478620182096, "OOS_Sortino Ratio": -1.409973025662536, "OOS_Calmar Ratio": -1.3140091402127911, "OOS_Max Drawdown %": -5.763035923884141, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35808557148083a991006cf0c78320962a04ca15c251c39a76fe33411d15e1bf", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -286.0, "i_long_exit_activation_threshold": -620.0, "i_long_exit_activation_confirmation_threshold": -80.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "87e66b6eee21ffff62409eefec2404b5a28805b868887a7637615b5b22050979", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 78.07418151361757, \"dd_pct\": -14.307399826725398, \"calmar\": 5.461829257899165, \"cagr_pct\": 78.14457497807022, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.1399360907216542, \"sortino\": 4.597199308042774}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.8303036321568174, \"dd_pct\": -6.060123378154303, \"calmar\": -0.6324749441909209, \"cagr_pct\": -3.8328761953882378, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.7534246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9639425776479164, \"sortino\": -1.1219695477377347}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 0.45230775067932605, \"dd_pct\": -12.154379166125818, \"calmar\": 0.03723910899704842, \"cagr_pct\": 0.45261825055881383, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 11.027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10813335961094121, \"sortino\": 0.17201362893535765}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 16.902052802669697, \"dd_pct\": -9.41295223320342, \"calmar\": 2.4586082229624706, \"cagr_pct\": 23.14276176290688, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2871633687946613, \"sortino\": 2.4638298935797507}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -26.22162393324584, \"dd_pct\": -27.055701619637052, \"calmar\": -0.9697397633791977, \"cagr_pct\": -26.236989686685007, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 13.219178082191782, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6348756334503938, \"sortino\": -1.9539337666410412}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.759525758973275, \"dd_pct\": -12.020504130108755, \"calmar\": -2.002383011471345, \"cagr_pct\": -24.069653259450906, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2266052932729004, \"sortino\": -2.5099666019527396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 79.45855403312936, \"dd_pct\": -39.45552987358486, \"calmar\": 0.18625372674134802, \"cagr_pct\": 7.348739479509768, \"entries\": 142, \"exits\": 142, \"exposure_pct\": 7.636122177954848, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4543772627048426, \"sortino\": 0.7022869615523031}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 35.535151376032644, \"dd_pct\": -39.45552987358486, \"calmar\": 0.2624780668470564, \"cagr_pct\": 10.356211207644836, \"entries\": 49, \"exits\": 48, \"exposure_pct\": 6.033717834960071, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.549108552268825, \"sortino\": 0.7944729027472571}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.407388202366974, \"dd_pct\": -38.086177509944264, \"calmar\": 0.1467706442140928, \"cagr_pct\": 5.589932808786812, \"entries\": 93, \"exits\": 94, \"exposure_pct\": 8.594164456233422, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3885208376848969, \"sortino\": 0.6440571683682031}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.6715478620182096, \"dd_pct\": -5.763035923884141, \"calmar\": -1.3140091402127911, \"cagr_pct\": -7.572681879358428, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.043227665706052, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0173157094126948, \"sortino\": -1.409973025662536}]", "Additional_Threshold_Budget": 0, "Total Trades": 142, "Total P&L %": 79.45855403312936, "Sharpe Ratio": 0.4543772627048426, "Sortino Ratio": 0.7022869615523031, "Calmar Ratio": 0.18625372674134802, "P&L/DD Ratio": 2.013876237062683, "Max Drawdown %": -39.45552987358486, "% In Market": 7.636122177954848, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.2624780668470564, "Sub1_Sortino": 0.7944729027472571, "Sub1_Trades": 49, "Sub2_Calmar": 0.1467706442140928, "Sub2_Sortino": 0.6440571683682031, "Sub2_Trades": 93, "WFO_Score": 1.7469842066198715, "WFO_Min_Fold": -0.9697397633791977, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.461829, 0.037239, 2.458608, -0.96974]", "OOS_Total Trades": 6, "OOS_Total P&L %": -3.6715478620182096, "OOS_Sortino Ratio": -1.409973025662536, "OOS_Calmar Ratio": -1.3140091402127911, "OOS_Max Drawdown %": -5.763035923884141, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 39, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35808557148083a991006cf0c78320962a04ca15c251c39a76fe33411d15e1bf", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -285.05, "i_long_exit_activation_threshold": -620.0, "i_long_exit_activation_confirmation_threshold": -80.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "7b8c7e2dba884327b1690b50ce4e50cd457790f6ac560ff43624c1d271de7b0b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 78.07418151361757, \"dd_pct\": -14.307399826725398, \"calmar\": 5.461829257899165, \"cagr_pct\": 78.14457497807022, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.1399360907216542, \"sortino\": 4.597199308042774}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.8303036321568174, \"dd_pct\": -6.060123378154303, \"calmar\": -0.6324749441909209, \"cagr_pct\": -3.8328761953882378, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.7534246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9639425776479164, \"sortino\": -1.1219695477377347}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 0.45230775067932605, \"dd_pct\": -12.154379166125818, \"calmar\": 0.03723910899704842, \"cagr_pct\": 0.45261825055881383, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 11.027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10813335961094121, \"sortino\": 0.17201362893535765}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 16.902052802669697, \"dd_pct\": -9.41295223320342, \"calmar\": 2.4586082229624706, \"cagr_pct\": 23.14276176290688, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2871633687946613, \"sortino\": 2.4638298935797507}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -26.22162393324584, \"dd_pct\": -27.055701619637052, \"calmar\": -0.9697397633791977, \"cagr_pct\": -26.236989686685007, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 13.219178082191782, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6348756334503938, \"sortino\": -1.9539337666410412}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.759525758973275, \"dd_pct\": -12.020504130108755, \"calmar\": -2.002383011471345, \"cagr_pct\": -24.069653259450906, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2266052932729004, \"sortino\": -2.5099666019527396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.78614928305532, \"dd_pct\": -39.00763508594329, \"calmar\": 0.19085313792511352, \"cagr_pct\": 7.4447295591900335, \"entries\": 141, \"exits\": 141, \"exposure_pct\": 7.594621513944223, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4588992701048136, \"sortino\": 0.7093715398912352}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 36.53781087105816, \"dd_pct\": -39.00763508594329, \"calmar\": 0.2722579065562184, \"cagr_pct\": 10.620137068207816, \"entries\": 48, \"exits\": 47, \"exposure_pct\": 5.9228039041703635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.559789722463658, \"sortino\": 0.8100864258782493}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.407388202366974, \"dd_pct\": -38.086177509944264, \"calmar\": 0.1467706442140928, \"cagr_pct\": 5.589932808786812, \"entries\": 93, \"exits\": 94, \"exposure_pct\": 8.594164456233422, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3885208376848969, \"sortino\": 0.6440571683682031}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.6715478620182096, \"dd_pct\": -5.763035923884141, \"calmar\": -1.3140091402127911, \"cagr_pct\": -7.572681879358428, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.043227665706052, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0173157094126948, \"sortino\": -1.409973025662536}]", "Additional_Threshold_Budget": 0, "Total Trades": 141, "Total P&L %": 80.78614928305532, "Sharpe Ratio": 0.4588992701048136, "Sortino Ratio": 0.7093715398912352, "Calmar Ratio": 0.19085313792511352, "P&L/DD Ratio": 2.071034275855581, "Max Drawdown %": -39.00763508594329, "% In Market": 7.594621513944223, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.2722579065562184, "Sub1_Sortino": 0.8100864258782493, "Sub1_Trades": 48, "Sub2_Calmar": 0.1467706442140928, "Sub2_Sortino": 0.6440571683682031, "Sub2_Trades": 93, "WFO_Score": 1.7469842066198715, "WFO_Min_Fold": -0.9697397633791977, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.461829, 0.037239, 2.458608, -0.96974]", "OOS_Total Trades": 6, "OOS_Total P&L %": -3.6715478620182096, "OOS_Sortino Ratio": -1.409973025662536, "OOS_Calmar Ratio": -1.3140091402127911, "OOS_Max Drawdown %": -5.763035923884141, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35808557148083a991006cf0c78320962a04ca15c251c39a76fe33411d15e1bf", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -284.95, "i_long_exit_activation_threshold": -620.0, "i_long_exit_activation_confirmation_threshold": -80.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "19813bc583a521903287a69b60ca7d49d41884b4d3205f37b5776f2b6ec86376", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 78.07418151361757, \"dd_pct\": -14.307399826725398, \"calmar\": 5.461829257899165, \"cagr_pct\": 78.14457497807022, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.1399360907216542, \"sortino\": 4.597199308042774}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.8303036321568174, \"dd_pct\": -6.060123378154303, \"calmar\": -0.6324749441909209, \"cagr_pct\": -3.8328761953882378, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.7534246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9639425776479164, \"sortino\": -1.1219695477377347}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 0.45230775067932605, \"dd_pct\": -12.154379166125818, \"calmar\": 0.03723910899704842, \"cagr_pct\": 0.45261825055881383, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 11.027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10813335961094121, \"sortino\": 0.17201362893535765}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 16.902052802669697, \"dd_pct\": -9.41295223320342, \"calmar\": 2.4586082229624706, \"cagr_pct\": 23.14276176290688, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2871633687946613, \"sortino\": 2.4638298935797507}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -26.22162393324584, \"dd_pct\": -27.055701619637052, \"calmar\": -0.9697397633791977, \"cagr_pct\": -26.236989686685007, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 13.219178082191782, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6348756334503938, \"sortino\": -1.9539337666410412}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.759525758973275, \"dd_pct\": -12.020504130108755, \"calmar\": -2.002383011471345, \"cagr_pct\": -24.069653259450906, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2266052932729004, \"sortino\": -2.5099666019527396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.78614928305532, \"dd_pct\": -39.00763508594329, \"calmar\": 0.19085313792511352, \"cagr_pct\": 7.4447295591900335, \"entries\": 141, \"exits\": 141, \"exposure_pct\": 7.594621513944223, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4588992701048136, \"sortino\": 0.7093715398912352}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 36.53781087105816, \"dd_pct\": -39.00763508594329, \"calmar\": 0.2722579065562184, \"cagr_pct\": 10.620137068207816, \"entries\": 48, \"exits\": 47, \"exposure_pct\": 5.9228039041703635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.559789722463658, \"sortino\": 0.8100864258782493}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.407388202366974, \"dd_pct\": -38.086177509944264, \"calmar\": 0.1467706442140928, \"cagr_pct\": 5.589932808786812, \"entries\": 93, \"exits\": 94, \"exposure_pct\": 8.594164456233422, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3885208376848969, \"sortino\": 0.6440571683682031}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.6715478620182096, \"dd_pct\": -5.763035923884141, \"calmar\": -1.3140091402127911, \"cagr_pct\": -7.572681879358428, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.043227665706052, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0173157094126948, \"sortino\": -1.409973025662536}]", "Additional_Threshold_Budget": 0, "Total Trades": 141, "Total P&L %": 80.78614928305532, "Sharpe Ratio": 0.4588992701048136, "Sortino Ratio": 0.7093715398912352, "Calmar Ratio": 0.19085313792511352, "P&L/DD Ratio": 2.071034275855581, "Max Drawdown %": -39.00763508594329, "% In Market": 7.594621513944223, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.2722579065562184, "Sub1_Sortino": 0.8100864258782493, "Sub1_Trades": 48, "Sub2_Calmar": 0.1467706442140928, "Sub2_Sortino": 0.6440571683682031, "Sub2_Trades": 93, "WFO_Score": 1.7469842066198715, "WFO_Min_Fold": -0.9697397633791977, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.461829, 0.037239, 2.458608, -0.96974]", "OOS_Total Trades": 6, "OOS_Total P&L %": -3.6715478620182096, "OOS_Sortino Ratio": -1.409973025662536, "OOS_Calmar Ratio": -1.3140091402127911, "OOS_Max Drawdown %": -5.763035923884141, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35808557148083a991006cf0c78320962a04ca15c251c39a76fe33411d15e1bf", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -284.0, "i_long_exit_activation_threshold": -620.0, "i_long_exit_activation_confirmation_threshold": -80.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "66aa01a1effc75a9b866246ed431156719399ba115461435473d145c868fb01d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 78.07418151361757, \"dd_pct\": -14.307399826725398, \"calmar\": 5.461829257899165, \"cagr_pct\": 78.14457497807022, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.1399360907216542, \"sortino\": 4.597199308042774}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.8303036321568174, \"dd_pct\": -6.060123378154303, \"calmar\": -0.6324749441909209, \"cagr_pct\": -3.8328761953882378, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.7534246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9639425776479164, \"sortino\": -1.1219695477377347}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 0.45230775067932605, \"dd_pct\": -12.154379166125818, \"calmar\": 0.03723910899704842, \"cagr_pct\": 0.45261825055881383, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 11.027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10813335961094121, \"sortino\": 0.17201362893535765}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 13.767582631196685, \"dd_pct\": -9.41295223320342, \"calmar\": 1.9931190190280692, \"cagr_pct\": 18.761134121200474, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 13.047445255474452, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0491118295206159, \"sortino\": 1.8881457026567583}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -26.22162393324584, \"dd_pct\": -27.055701619637052, \"calmar\": -0.9697397633791977, \"cagr_pct\": -26.236989686685007, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 13.219178082191782, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6348756334503938, \"sortino\": -1.9539337666410412}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.759525758973275, \"dd_pct\": -12.020504130108755, \"calmar\": -2.002383011471345, \"cagr_pct\": -24.069653259450906, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2266052932729004, \"sortino\": -2.5099666019527396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 75.93876825973196, \"dd_pct\": -39.00763508594329, \"calmar\": 0.18178985143370116, \"cagr_pct\": 7.09119218705366, \"entries\": 141, \"exits\": 141, \"exposure_pct\": 7.661022576361222, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.44184657988040654, \"sortino\": 0.681432452933572}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 36.53781087105816, \"dd_pct\": -39.00763508594329, \"calmar\": 0.2722579065562184, \"cagr_pct\": 10.620137068207816, \"entries\": 48, \"exits\": 47, \"exposure_pct\": 5.9228039041703635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.559789722463658, \"sortino\": 0.8100864258782493}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 28.85717673171351, \"dd_pct\": -38.08617750994433, \"calmar\": 0.13220863281964274, \"cagr_pct\": 5.035321457915965, \"entries\": 93, \"exits\": 94, \"exposure_pct\": 8.700265251989391, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.35881954327082444, \"sortino\": 0.591418187531481}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.6715478620182096, \"dd_pct\": -5.763035923884141, \"calmar\": -1.3140091402127911, \"cagr_pct\": -7.572681879358428, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.043227665706052, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0173157094126948, \"sortino\": -1.409973025662536}]", "Additional_Threshold_Budget": 0, "Total Trades": 141, "Total P&L %": 75.93876825973196, "Sharpe Ratio": 0.44184657988040654, "Sortino Ratio": 0.681432452933572, "Calmar Ratio": 0.18178985143370116, "P&L/DD Ratio": 1.9467667827701016, "Max Drawdown %": -39.00763508594329, "% In Market": 7.661022576361222, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.2722579065562184, "Sub1_Sortino": 0.8100864258782493, "Sub1_Trades": 48, "Sub2_Calmar": 0.13220863281964274, "Sub2_Sortino": 0.591418187531481, "Sub2_Trades": 93, "WFO_Score": 1.6306119056362711, "WFO_Min_Fold": -0.9697397633791977, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.461829, 0.037239, 1.993119, -0.96974]", "OOS_Total Trades": 6, "OOS_Total P&L %": -3.6715478620182096, "OOS_Sortino Ratio": -1.409973025662536, "OOS_Calmar Ratio": -1.3140091402127911, "OOS_Max Drawdown %": -5.763035923884141, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35808557148083a991006cf0c78320962a04ca15c251c39a76fe33411d15e1bf", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -285.0, "i_long_exit_activation_threshold": -621.0, "i_long_exit_activation_confirmation_threshold": -80.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "ee27afd95ba8ca1474ce4c86f1a54cb2297eb88b99e78e3cc9ddc99b0ac44261", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 78.07418151361757, \"dd_pct\": -14.307399826725398, \"calmar\": 5.461829257899165, \"cagr_pct\": 78.14457497807022, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.1399360907216542, \"sortino\": 4.597199308042774}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.8303036321568174, \"dd_pct\": -6.060123378154303, \"calmar\": -0.6324749441909209, \"cagr_pct\": -3.8328761953882378, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.7534246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9639425776479164, \"sortino\": -1.1219695477377347}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 0.45230775067932605, \"dd_pct\": -12.154379166125818, \"calmar\": 0.03723910899704842, \"cagr_pct\": 0.45261825055881383, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 11.027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10813335961094121, \"sortino\": 0.17201362893535765}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 16.902052802669697, \"dd_pct\": -9.41295223320342, \"calmar\": 2.4586082229624706, \"cagr_pct\": 23.14276176290688, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2871633687946613, \"sortino\": 2.4638298935797507}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -26.22162393324584, \"dd_pct\": -27.055701619637052, \"calmar\": -0.9697397633791977, \"cagr_pct\": -26.236989686685007, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 13.219178082191782, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6348756334503938, \"sortino\": -1.9539337666410412}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.759525758973275, \"dd_pct\": -12.020504130108755, \"calmar\": -2.002383011471345, \"cagr_pct\": -24.069653259450906, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2266052932729004, \"sortino\": -2.5099666019527396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.78614928305532, \"dd_pct\": -39.00763508594329, \"calmar\": 0.19085313792511352, \"cagr_pct\": 7.4447295591900335, \"entries\": 141, \"exits\": 141, \"exposure_pct\": 7.594621513944223, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4588992701048136, \"sortino\": 0.7093715398912352}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 36.53781087105816, \"dd_pct\": -39.00763508594329, \"calmar\": 0.2722579065562184, \"cagr_pct\": 10.620137068207816, \"entries\": 48, \"exits\": 47, \"exposure_pct\": 5.9228039041703635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.559789722463658, \"sortino\": 0.8100864258782493}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.407388202366974, \"dd_pct\": -38.086177509944264, \"calmar\": 0.1467706442140928, \"cagr_pct\": 5.589932808786812, \"entries\": 93, \"exits\": 94, \"exposure_pct\": 8.594164456233422, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3885208376848969, \"sortino\": 0.6440571683682031}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.6715478620182096, \"dd_pct\": -5.763035923884141, \"calmar\": -1.3140091402127911, \"cagr_pct\": -7.572681879358428, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.043227665706052, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0173157094126948, \"sortino\": -1.409973025662536}]", "Additional_Threshold_Budget": 0, "Total Trades": 141, "Total P&L %": 80.78614928305532, "Sharpe Ratio": 0.4588992701048136, "Sortino Ratio": 0.7093715398912352, "Calmar Ratio": 0.19085313792511352, "P&L/DD Ratio": 2.071034275855581, "Max Drawdown %": -39.00763508594329, "% In Market": 7.594621513944223, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.2722579065562184, "Sub1_Sortino": 0.8100864258782493, "Sub1_Trades": 48, "Sub2_Calmar": 0.1467706442140928, "Sub2_Sortino": 0.6440571683682031, "Sub2_Trades": 93, "WFO_Score": 1.7469842066198715, "WFO_Min_Fold": -0.9697397633791977, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.461829, 0.037239, 2.458608, -0.96974]", "OOS_Total Trades": 6, "OOS_Total P&L %": -3.6715478620182096, "OOS_Sortino Ratio": -1.409973025662536, "OOS_Calmar Ratio": -1.3140091402127911, "OOS_Max Drawdown %": -5.763035923884141, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 34, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35808557148083a991006cf0c78320962a04ca15c251c39a76fe33411d15e1bf", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -285.0, "i_long_exit_activation_threshold": -620.05, "i_long_exit_activation_confirmation_threshold": -80.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "eb59aa6b33478b4b04495ac3d909c79147c01dfc03220f1287f03f35db9c83eb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 78.07418151361757, \"dd_pct\": -14.307399826725398, \"calmar\": 5.461829257899165, \"cagr_pct\": 78.14457497807022, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.1399360907216542, \"sortino\": 4.597199308042774}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.8303036321568174, \"dd_pct\": -6.060123378154303, \"calmar\": -0.6324749441909209, \"cagr_pct\": -3.8328761953882378, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.7534246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9639425776479164, \"sortino\": -1.1219695477377347}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 0.45230775067932605, \"dd_pct\": -12.154379166125818, \"calmar\": 0.03723910899704842, \"cagr_pct\": 0.45261825055881383, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 11.027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10813335961094121, \"sortino\": 0.17201362893535765}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 16.902052802669697, \"dd_pct\": -9.41295223320342, \"calmar\": 2.4586082229624706, \"cagr_pct\": 23.14276176290688, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2871633687946613, \"sortino\": 2.4638298935797507}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -26.22162393324584, \"dd_pct\": -27.055701619637052, \"calmar\": -0.9697397633791977, \"cagr_pct\": -26.236989686685007, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 13.219178082191782, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6348756334503938, \"sortino\": -1.9539337666410412}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.759525758973275, \"dd_pct\": -12.020504130108755, \"calmar\": -2.002383011471345, \"cagr_pct\": -24.069653259450906, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2266052932729004, \"sortino\": -2.5099666019527396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.78614928305532, \"dd_pct\": -39.00763508594329, \"calmar\": 0.19085313792511352, \"cagr_pct\": 7.4447295591900335, \"entries\": 141, \"exits\": 141, \"exposure_pct\": 7.594621513944223, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4588992701048136, \"sortino\": 0.7093715398912352}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 36.53781087105816, \"dd_pct\": -39.00763508594329, \"calmar\": 0.2722579065562184, \"cagr_pct\": 10.620137068207816, \"entries\": 48, \"exits\": 47, \"exposure_pct\": 5.9228039041703635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.559789722463658, \"sortino\": 0.8100864258782493}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.407388202366974, \"dd_pct\": -38.086177509944264, \"calmar\": 0.1467706442140928, \"cagr_pct\": 5.589932808786812, \"entries\": 93, \"exits\": 94, \"exposure_pct\": 8.594164456233422, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3885208376848969, \"sortino\": 0.6440571683682031}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.6715478620182096, \"dd_pct\": -5.763035923884141, \"calmar\": -1.3140091402127911, \"cagr_pct\": -7.572681879358428, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.043227665706052, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0173157094126948, \"sortino\": -1.409973025662536}]", "Additional_Threshold_Budget": 0, "Total Trades": 141, "Total P&L %": 80.78614928305532, "Sharpe Ratio": 0.4588992701048136, "Sortino Ratio": 0.7093715398912352, "Calmar Ratio": 0.19085313792511352, "P&L/DD Ratio": 2.071034275855581, "Max Drawdown %": -39.00763508594329, "% In Market": 7.594621513944223, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.2722579065562184, "Sub1_Sortino": 0.8100864258782493, "Sub1_Trades": 48, "Sub2_Calmar": 0.1467706442140928, "Sub2_Sortino": 0.6440571683682031, "Sub2_Trades": 93, "WFO_Score": 1.7469842066198715, "WFO_Min_Fold": -0.9697397633791977, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.461829, 0.037239, 2.458608, -0.96974]", "OOS_Total Trades": 6, "OOS_Total P&L %": -3.6715478620182096, "OOS_Sortino Ratio": -1.409973025662536, "OOS_Calmar Ratio": -1.3140091402127911, "OOS_Max Drawdown %": -5.763035923884141, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35808557148083a991006cf0c78320962a04ca15c251c39a76fe33411d15e1bf", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -285.0, "i_long_exit_activation_threshold": -619.95, "i_long_exit_activation_confirmation_threshold": -80.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "977000ae118c5bf375fd30fc98761b93f0779acb47ebe5ab1270abe5776ddfda", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 78.07418151361757, \"dd_pct\": -14.307399826725398, \"calmar\": 5.461829257899165, \"cagr_pct\": 78.14457497807022, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.1399360907216542, \"sortino\": 4.597199308042774}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.8303036321568174, \"dd_pct\": -6.060123378154303, \"calmar\": -0.6324749441909209, \"cagr_pct\": -3.8328761953882378, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.7534246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9639425776479164, \"sortino\": -1.1219695477377347}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 0.45230775067932605, \"dd_pct\": -12.154379166125818, \"calmar\": 0.03723910899704842, \"cagr_pct\": 0.45261825055881383, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 11.027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10813335961094121, \"sortino\": 0.17201362893535765}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 16.902052802669697, \"dd_pct\": -9.41295223320342, \"calmar\": 2.4586082229624706, \"cagr_pct\": 23.14276176290688, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2871633687946613, \"sortino\": 2.4638298935797507}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -26.22162393324584, \"dd_pct\": -27.055701619637052, \"calmar\": -0.9697397633791977, \"cagr_pct\": -26.236989686685007, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 13.219178082191782, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6348756334503938, \"sortino\": -1.9539337666410412}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.759525758973275, \"dd_pct\": -12.020504130108755, \"calmar\": -2.002383011471345, \"cagr_pct\": -24.069653259450906, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2266052932729004, \"sortino\": -2.5099666019527396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.78614928305532, \"dd_pct\": -39.00763508594329, \"calmar\": 0.19085313792511352, \"cagr_pct\": 7.4447295591900335, \"entries\": 141, \"exits\": 141, \"exposure_pct\": 7.594621513944223, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4588992701048136, \"sortino\": 0.7093715398912352}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 36.53781087105816, \"dd_pct\": -39.00763508594329, \"calmar\": 0.2722579065562184, \"cagr_pct\": 10.620137068207816, \"entries\": 48, \"exits\": 47, \"exposure_pct\": 5.9228039041703635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.559789722463658, \"sortino\": 0.8100864258782493}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.407388202366974, \"dd_pct\": -38.086177509944264, \"calmar\": 0.1467706442140928, \"cagr_pct\": 5.589932808786812, \"entries\": 93, \"exits\": 94, \"exposure_pct\": 8.594164456233422, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3885208376848969, \"sortino\": 0.6440571683682031}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.6715478620182096, \"dd_pct\": -5.763035923884141, \"calmar\": -1.3140091402127911, \"cagr_pct\": -7.572681879358428, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.043227665706052, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0173157094126948, \"sortino\": -1.409973025662536}]", "Additional_Threshold_Budget": 0, "Total Trades": 141, "Total P&L %": 80.78614928305532, "Sharpe Ratio": 0.4588992701048136, "Sortino Ratio": 0.7093715398912352, "Calmar Ratio": 0.19085313792511352, "P&L/DD Ratio": 2.071034275855581, "Max Drawdown %": -39.00763508594329, "% In Market": 7.594621513944223, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.2722579065562184, "Sub1_Sortino": 0.8100864258782493, "Sub1_Trades": 48, "Sub2_Calmar": 0.1467706442140928, "Sub2_Sortino": 0.6440571683682031, "Sub2_Trades": 93, "WFO_Score": 1.7469842066198715, "WFO_Min_Fold": -0.9697397633791977, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.461829, 0.037239, 2.458608, -0.96974]", "OOS_Total Trades": 6, "OOS_Total P&L %": -3.6715478620182096, "OOS_Sortino Ratio": -1.409973025662536, "OOS_Calmar Ratio": -1.3140091402127911, "OOS_Max Drawdown %": -5.763035923884141, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35808557148083a991006cf0c78320962a04ca15c251c39a76fe33411d15e1bf", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -285.0, "i_long_exit_activation_threshold": -619.0, "i_long_exit_activation_confirmation_threshold": -80.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "f597e0ad068a725dff1991522d3e17537390fb7c07903ad898c0fdb3b3f60c76", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 78.07418151361757, \"dd_pct\": -14.307399826725398, \"calmar\": 5.461829257899165, \"cagr_pct\": 78.14457497807022, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.1399360907216542, \"sortino\": 4.597199308042774}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.8303036321568174, \"dd_pct\": -6.060123378154303, \"calmar\": -0.6324749441909209, \"cagr_pct\": -3.8328761953882378, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.7534246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9639425776479164, \"sortino\": -1.1219695477377347}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 0.45230775067932605, \"dd_pct\": -12.154379166125818, \"calmar\": 0.03723910899704842, \"cagr_pct\": 0.45261825055881383, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 11.027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10813335961094121, \"sortino\": 0.17201362893535765}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 16.902052802669697, \"dd_pct\": -9.41295223320342, \"calmar\": 2.4586082229624706, \"cagr_pct\": 23.14276176290688, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2871633687946613, \"sortino\": 2.4638298935797507}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -26.22162393324584, \"dd_pct\": -27.055701619637052, \"calmar\": -0.9697397633791977, \"cagr_pct\": -26.236989686685007, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 13.219178082191782, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6348756334503938, \"sortino\": -1.9539337666410412}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.759525758973275, \"dd_pct\": -12.020504130108755, \"calmar\": -2.002383011471345, \"cagr_pct\": -24.069653259450906, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2266052932729004, \"sortino\": -2.5099666019527396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.78614928305532, \"dd_pct\": -39.00763508594329, \"calmar\": 0.19085313792511352, \"cagr_pct\": 7.4447295591900335, \"entries\": 141, \"exits\": 141, \"exposure_pct\": 7.594621513944223, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4588992701048136, \"sortino\": 0.7093715398912352}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 36.53781087105816, \"dd_pct\": -39.00763508594329, \"calmar\": 0.2722579065562184, \"cagr_pct\": 10.620137068207816, \"entries\": 48, \"exits\": 47, \"exposure_pct\": 5.9228039041703635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.559789722463658, \"sortino\": 0.8100864258782493}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.407388202366974, \"dd_pct\": -38.086177509944264, \"calmar\": 0.1467706442140928, \"cagr_pct\": 5.589932808786812, \"entries\": 93, \"exits\": 94, \"exposure_pct\": 8.594164456233422, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3885208376848969, \"sortino\": 0.6440571683682031}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.6715478620182096, \"dd_pct\": -5.763035923884141, \"calmar\": -1.3140091402127911, \"cagr_pct\": -7.572681879358428, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.043227665706052, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0173157094126948, \"sortino\": -1.409973025662536}]", "Additional_Threshold_Budget": 0, "Total Trades": 141, "Total P&L %": 80.78614928305532, "Sharpe Ratio": 0.4588992701048136, "Sortino Ratio": 0.7093715398912352, "Calmar Ratio": 0.19085313792511352, "P&L/DD Ratio": 2.071034275855581, "Max Drawdown %": -39.00763508594329, "% In Market": 7.594621513944223, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.2722579065562184, "Sub1_Sortino": 0.8100864258782493, "Sub1_Trades": 48, "Sub2_Calmar": 0.1467706442140928, "Sub2_Sortino": 0.6440571683682031, "Sub2_Trades": 93, "WFO_Score": 1.7469842066198715, "WFO_Min_Fold": -0.9697397633791977, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.461829, 0.037239, 2.458608, -0.96974]", "OOS_Total Trades": 6, "OOS_Total P&L %": -3.6715478620182096, "OOS_Sortino Ratio": -1.409973025662536, "OOS_Calmar Ratio": -1.3140091402127911, "OOS_Max Drawdown %": -5.763035923884141, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 39, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35808557148083a991006cf0c78320962a04ca15c251c39a76fe33411d15e1bf", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -285.0, "i_long_exit_activation_threshold": -620.0, "i_long_exit_activation_confirmation_threshold": -81.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "a0540c88f894c968949fddad35aad2a35a8af0f22d58ef062193751e685b3804", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 78.07418151361757, \"dd_pct\": -14.307399826725398, \"calmar\": 5.461829257899165, \"cagr_pct\": 78.14457497807022, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.1399360907216542, \"sortino\": 4.597199308042774}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.8303036321568174, \"dd_pct\": -6.060123378154303, \"calmar\": -0.6324749441909209, \"cagr_pct\": -3.8328761953882378, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.7534246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9639425776479164, \"sortino\": -1.1219695477377347}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 0.45230775067932605, \"dd_pct\": -12.154379166125818, \"calmar\": 0.03723910899704842, \"cagr_pct\": 0.45261825055881383, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 11.027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10813335961094121, \"sortino\": 0.17201362893535765}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 16.902052802669697, \"dd_pct\": -9.41295223320342, \"calmar\": 2.4586082229624706, \"cagr_pct\": 23.14276176290688, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2871633687946613, \"sortino\": 2.4638298935797507}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -26.22162393324584, \"dd_pct\": -27.055701619637052, \"calmar\": -0.9697397633791977, \"cagr_pct\": -26.236989686685007, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 13.219178082191782, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6348756334503938, \"sortino\": -1.9539337666410412}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.759525758973275, \"dd_pct\": -12.020504130108755, \"calmar\": -2.002383011471345, \"cagr_pct\": -24.069653259450906, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2266052932729004, \"sortino\": -2.5099666019527396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.78614928305532, \"dd_pct\": -39.00763508594329, \"calmar\": 0.19085313792511352, \"cagr_pct\": 7.4447295591900335, \"entries\": 141, \"exits\": 141, \"exposure_pct\": 7.594621513944223, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4588992701048136, \"sortino\": 0.7093715398912352}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 36.53781087105816, \"dd_pct\": -39.00763508594329, \"calmar\": 0.2722579065562184, \"cagr_pct\": 10.620137068207816, \"entries\": 48, \"exits\": 47, \"exposure_pct\": 5.9228039041703635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.559789722463658, \"sortino\": 0.8100864258782493}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.407388202366974, \"dd_pct\": -38.086177509944264, \"calmar\": 0.1467706442140928, \"cagr_pct\": 5.589932808786812, \"entries\": 93, \"exits\": 94, \"exposure_pct\": 8.594164456233422, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3885208376848969, \"sortino\": 0.6440571683682031}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.6715478620182096, \"dd_pct\": -5.763035923884141, \"calmar\": -1.3140091402127911, \"cagr_pct\": -7.572681879358428, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.043227665706052, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0173157094126948, \"sortino\": -1.409973025662536}]", "Additional_Threshold_Budget": 0, "Total Trades": 141, "Total P&L %": 80.78614928305532, "Sharpe Ratio": 0.4588992701048136, "Sortino Ratio": 0.7093715398912352, "Calmar Ratio": 0.19085313792511352, "P&L/DD Ratio": 2.071034275855581, "Max Drawdown %": -39.00763508594329, "% In Market": 7.594621513944223, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.2722579065562184, "Sub1_Sortino": 0.8100864258782493, "Sub1_Trades": 48, "Sub2_Calmar": 0.1467706442140928, "Sub2_Sortino": 0.6440571683682031, "Sub2_Trades": 93, "WFO_Score": 1.7469842066198715, "WFO_Min_Fold": -0.9697397633791977, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.461829, 0.037239, 2.458608, -0.96974]", "OOS_Total Trades": 6, "OOS_Total P&L %": -3.6715478620182096, "OOS_Sortino Ratio": -1.409973025662536, "OOS_Calmar Ratio": -1.3140091402127911, "OOS_Max Drawdown %": -5.763035923884141, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 39, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35808557148083a991006cf0c78320962a04ca15c251c39a76fe33411d15e1bf", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -285.0, "i_long_exit_activation_threshold": -620.0, "i_long_exit_activation_confirmation_threshold": -80.05, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "e1429eeb28a5a988999b4ad22bf7b92df7ad43cbfccc78a8d2a3df49d6c07678", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 78.07418151361757, \"dd_pct\": -14.307399826725398, \"calmar\": 5.461829257899165, \"cagr_pct\": 78.14457497807022, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.1399360907216542, \"sortino\": 4.597199308042774}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.8303036321568174, \"dd_pct\": -6.060123378154303, \"calmar\": -0.6324749441909209, \"cagr_pct\": -3.8328761953882378, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.7534246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9639425776479164, \"sortino\": -1.1219695477377347}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 0.45230775067932605, \"dd_pct\": -12.154379166125818, \"calmar\": 0.03723910899704842, \"cagr_pct\": 0.45261825055881383, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 11.027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10813335961094121, \"sortino\": 0.17201362893535765}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 16.902052802669697, \"dd_pct\": -9.41295223320342, \"calmar\": 2.4586082229624706, \"cagr_pct\": 23.14276176290688, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2871633687946613, \"sortino\": 2.4638298935797507}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -26.22162393324584, \"dd_pct\": -27.055701619637052, \"calmar\": -0.9697397633791977, \"cagr_pct\": -26.236989686685007, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 13.219178082191782, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6348756334503938, \"sortino\": -1.9539337666410412}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.759525758973275, \"dd_pct\": -12.020504130108755, \"calmar\": -2.002383011471345, \"cagr_pct\": -24.069653259450906, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2266052932729004, \"sortino\": -2.5099666019527396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.78614928305532, \"dd_pct\": -39.00763508594329, \"calmar\": 0.19085313792511352, \"cagr_pct\": 7.4447295591900335, \"entries\": 141, \"exits\": 141, \"exposure_pct\": 7.594621513944223, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4588992701048136, \"sortino\": 0.7093715398912352}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 36.53781087105816, \"dd_pct\": -39.00763508594329, \"calmar\": 0.2722579065562184, \"cagr_pct\": 10.620137068207816, \"entries\": 48, \"exits\": 47, \"exposure_pct\": 5.9228039041703635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.559789722463658, \"sortino\": 0.8100864258782493}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.407388202366974, \"dd_pct\": -38.086177509944264, \"calmar\": 0.1467706442140928, \"cagr_pct\": 5.589932808786812, \"entries\": 93, \"exits\": 94, \"exposure_pct\": 8.594164456233422, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3885208376848969, \"sortino\": 0.6440571683682031}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.6715478620182096, \"dd_pct\": -5.763035923884141, \"calmar\": -1.3140091402127911, \"cagr_pct\": -7.572681879358428, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.043227665706052, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0173157094126948, \"sortino\": -1.409973025662536}]", "Additional_Threshold_Budget": 0, "Total Trades": 141, "Total P&L %": 80.78614928305532, "Sharpe Ratio": 0.4588992701048136, "Sortino Ratio": 0.7093715398912352, "Calmar Ratio": 0.19085313792511352, "P&L/DD Ratio": 2.071034275855581, "Max Drawdown %": -39.00763508594329, "% In Market": 7.594621513944223, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.2722579065562184, "Sub1_Sortino": 0.8100864258782493, "Sub1_Trades": 48, "Sub2_Calmar": 0.1467706442140928, "Sub2_Sortino": 0.6440571683682031, "Sub2_Trades": 93, "WFO_Score": 1.7469842066198715, "WFO_Min_Fold": -0.9697397633791977, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.461829, 0.037239, 2.458608, -0.96974]", "OOS_Total Trades": 6, "OOS_Total P&L %": -3.6715478620182096, "OOS_Sortino Ratio": -1.409973025662536, "OOS_Calmar Ratio": -1.3140091402127911, "OOS_Max Drawdown %": -5.763035923884141, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35808557148083a991006cf0c78320962a04ca15c251c39a76fe33411d15e1bf", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -285.0, "i_long_exit_activation_threshold": -620.0, "i_long_exit_activation_confirmation_threshold": -79.95, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "b64c1a382a20164c5f98d01115342adbd2aa2be1162fa91b1fe9430eec58e738", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 78.07418151361757, \"dd_pct\": -14.307399826725398, \"calmar\": 5.461829257899165, \"cagr_pct\": 78.14457497807022, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.1399360907216542, \"sortino\": 4.597199308042774}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.8303036321568174, \"dd_pct\": -6.060123378154303, \"calmar\": -0.6324749441909209, \"cagr_pct\": -3.8328761953882378, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.7534246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9639425776479164, \"sortino\": -1.1219695477377347}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 0.45230775067932605, \"dd_pct\": -12.154379166125818, \"calmar\": 0.03723910899704842, \"cagr_pct\": 0.45261825055881383, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 11.027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10813335961094121, \"sortino\": 0.17201362893535765}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 16.902052802669697, \"dd_pct\": -9.41295223320342, \"calmar\": 2.4586082229624706, \"cagr_pct\": 23.14276176290688, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2871633687946613, \"sortino\": 2.4638298935797507}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -26.22162393324584, \"dd_pct\": -27.055701619637052, \"calmar\": -0.9697397633791977, \"cagr_pct\": -26.236989686685007, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 13.219178082191782, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6348756334503938, \"sortino\": -1.9539337666410412}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.759525758973275, \"dd_pct\": -12.020504130108755, \"calmar\": -2.002383011471345, \"cagr_pct\": -24.069653259450906, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2266052932729004, \"sortino\": -2.5099666019527396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.78614928305532, \"dd_pct\": -39.00763508594329, \"calmar\": 0.19085313792511352, \"cagr_pct\": 7.4447295591900335, \"entries\": 141, \"exits\": 141, \"exposure_pct\": 7.594621513944223, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4588992701048136, \"sortino\": 0.7093715398912352}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 36.53781087105816, \"dd_pct\": -39.00763508594329, \"calmar\": 0.2722579065562184, \"cagr_pct\": 10.620137068207816, \"entries\": 48, \"exits\": 47, \"exposure_pct\": 5.9228039041703635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.559789722463658, \"sortino\": 0.8100864258782493}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.407388202366974, \"dd_pct\": -38.086177509944264, \"calmar\": 0.1467706442140928, \"cagr_pct\": 5.589932808786812, \"entries\": 93, \"exits\": 94, \"exposure_pct\": 8.594164456233422, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3885208376848969, \"sortino\": 0.6440571683682031}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.6715478620182096, \"dd_pct\": -5.763035923884141, \"calmar\": -1.3140091402127911, \"cagr_pct\": -7.572681879358428, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.043227665706052, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0173157094126948, \"sortino\": -1.409973025662536}]", "Additional_Threshold_Budget": 0, "Total Trades": 141, "Total P&L %": 80.78614928305532, "Sharpe Ratio": 0.4588992701048136, "Sortino Ratio": 0.7093715398912352, "Calmar Ratio": 0.19085313792511352, "P&L/DD Ratio": 2.071034275855581, "Max Drawdown %": -39.00763508594329, "% In Market": 7.594621513944223, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.2722579065562184, "Sub1_Sortino": 0.8100864258782493, "Sub1_Trades": 48, "Sub2_Calmar": 0.1467706442140928, "Sub2_Sortino": 0.6440571683682031, "Sub2_Trades": 93, "WFO_Score": 1.7469842066198715, "WFO_Min_Fold": -0.9697397633791977, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.461829, 0.037239, 2.458608, -0.96974]", "OOS_Total Trades": 6, "OOS_Total P&L %": -3.6715478620182096, "OOS_Sortino Ratio": -1.409973025662536, "OOS_Calmar Ratio": -1.3140091402127911, "OOS_Max Drawdown %": -5.763035923884141, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35808557148083a991006cf0c78320962a04ca15c251c39a76fe33411d15e1bf", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -285.0, "i_long_exit_activation_threshold": -620.0, "i_long_exit_activation_confirmation_threshold": -79.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "d17e6a40447b6928f430605e3e410ed1120e4a6a74711c1a9da9d1ed86c0c262", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 78.07418151361757, \"dd_pct\": -14.307399826725398, \"calmar\": 5.461829257899165, \"cagr_pct\": 78.14457497807022, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.1399360907216542, \"sortino\": 4.597199308042774}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.8303036321568174, \"dd_pct\": -6.060123378154303, \"calmar\": -0.6324749441909209, \"cagr_pct\": -3.8328761953882378, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 0.7534246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9639425776479164, \"sortino\": -1.1219695477377347}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 0.45230775067932605, \"dd_pct\": -12.154379166125818, \"calmar\": 0.03723910899704842, \"cagr_pct\": 0.45261825055881383, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 11.027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10813335961094121, \"sortino\": 0.17201362893535765}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 16.902052802669697, \"dd_pct\": -9.41295223320342, \"calmar\": 2.4586082229624706, \"cagr_pct\": 23.14276176290688, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2871633687946613, \"sortino\": 2.4638298935797507}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -26.22162393324584, \"dd_pct\": -27.055701619637052, \"calmar\": -0.9697397633791977, \"cagr_pct\": -26.236989686685007, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 13.219178082191782, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6348756334503938, \"sortino\": -1.9539337666410412}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.759525758973275, \"dd_pct\": -12.020504130108755, \"calmar\": -2.002383011471345, \"cagr_pct\": -24.069653259450906, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.456953642384105, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2266052932729004, \"sortino\": -2.5099666019527396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.78614928305532, \"dd_pct\": -39.00763508594329, \"calmar\": 0.19085313792511352, \"cagr_pct\": 7.4447295591900335, \"entries\": 141, \"exits\": 141, \"exposure_pct\": 7.594621513944223, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4588992701048136, \"sortino\": 0.7093715398912352}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 36.53781087105816, \"dd_pct\": -39.00763508594329, \"calmar\": 0.2722579065562184, \"cagr_pct\": 10.620137068207816, \"entries\": 48, \"exits\": 47, \"exposure_pct\": 5.9228039041703635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.559789722463658, \"sortino\": 0.8100864258782493}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 32.407388202366974, \"dd_pct\": -38.086177509944264, \"calmar\": 0.1467706442140928, \"cagr_pct\": 5.589932808786812, \"entries\": 93, \"exits\": 94, \"exposure_pct\": 8.594164456233422, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3885208376848969, \"sortino\": 0.6440571683682031}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -3.6715478620182096, \"dd_pct\": -5.763035923884141, \"calmar\": -1.3140091402127911, \"cagr_pct\": -7.572681879358428, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.043227665706052, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0173157094126948, \"sortino\": -1.409973025662536}]", "Additional_Threshold_Budget": 0, "Total Trades": 141, "Total P&L %": 80.78614928305532, "Sharpe Ratio": 0.4588992701048136, "Sortino Ratio": 0.7093715398912352, "Calmar Ratio": 0.19085313792511352, "P&L/DD Ratio": 2.071034275855581, "Max Drawdown %": -39.00763508594329, "% In Market": 7.594621513944223, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.2722579065562184, "Sub1_Sortino": 0.8100864258782493, "Sub1_Trades": 48, "Sub2_Calmar": 0.1467706442140928, "Sub2_Sortino": 0.6440571683682031, "Sub2_Trades": 93, "WFO_Score": 1.7469842066198715, "WFO_Min_Fold": -0.9697397633791977, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[5.461829, 0.037239, 2.458608, -0.96974]", "OOS_Total Trades": 6, "OOS_Total P&L %": -3.6715478620182096, "OOS_Sortino Ratio": -1.409973025662536, "OOS_Calmar Ratio": -1.3140091402127911, "OOS_Max Drawdown %": -5.763035923884141, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35808557148083a991006cf0c78320962a04ca15c251c39a76fe33411d15e1bf", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 255.0, "i_long_exit_activation_threshold": 180.0, "i_long_exit_activation_confirmation_threshold": -310.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "9283d0b7f32b5784011c5b0827f4879ec6db16bc238052ff1aac36f1d6b37aeb", "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\": 77.44792098310577, \"dd_pct\": -20.802130078094272, \"calmar\": 3.7264279299279024, \"cagr_pct\": 77.51763852500379, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 31.164383561643838, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.1311444551397867, \"sortino\": 3.555566556618969}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.8685450175686116, \"dd_pct\": -2.6312990704039807, \"calmar\": 0.44064436685198816, \"cagr_pct\": 1.159467112876387, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.7335766423357664, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27282072294549087, \"sortino\": 0.4030223707313685}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 290.42874683959934, \"dd_pct\": -31.73894894740722, \"calmar\": 0.5658535458530347, \"cagr_pct\": 17.95959680353882, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.868525896414343, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9257584992278325, \"sortino\": 1.4156645054876693}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 118.12985717168316, \"dd_pct\": -31.73894894740722, \"calmar\": 0.9060803751497888, \"cagr_pct\": 28.758038769126728, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 10.514640638864241, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.038422068574008, \"sortino\": 1.5462895604088551}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.98913605958367, \"dd_pct\": -20.802130078094272, \"calmar\": 0.5740299446418841, \"cagr_pct\": 11.941045577161725, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 6.286472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.942299798236628, \"sortino\": 1.5695333522192267}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 290.42874683959934, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -31.73894894740722, "% In Market": 7.868525896414343, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ee1c8ef7e55d016940df4585c8d18baa4d671b615e1e584b3d311df38b7393bf", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 254.0, "i_long_exit_activation_threshold": 180.0, "i_long_exit_activation_confirmation_threshold": -310.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "e3eb0061f08a410edeab44cde6f570f196faae4df9ee8deb3c7ca0d45576b963", "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\": 77.44792098310577, \"dd_pct\": -20.802130078094272, \"calmar\": 3.7264279299279024, \"cagr_pct\": 77.51763852500379, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 31.164383561643838, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.1311444551397867, \"sortino\": 3.555566556618969}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.8685450175686116, \"dd_pct\": -2.6312990704039807, \"calmar\": 0.44064436685198816, \"cagr_pct\": 1.159467112876387, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.7335766423357664, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27282072294549087, \"sortino\": 0.4030223707313685}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 290.42874683959934, \"dd_pct\": -31.73894894740722, \"calmar\": 0.5658535458530347, \"cagr_pct\": 17.95959680353882, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.868525896414343, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9257584992278325, \"sortino\": 1.4156645054876693}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 118.12985717168316, \"dd_pct\": -31.73894894740722, \"calmar\": 0.9060803751497888, \"cagr_pct\": 28.758038769126728, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 10.514640638864241, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.038422068574008, \"sortino\": 1.5462895604088551}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.98913605958367, \"dd_pct\": -20.802130078094272, \"calmar\": 0.5740299446418841, \"cagr_pct\": 11.941045577161725, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 6.286472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.942299798236628, \"sortino\": 1.5695333522192267}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 290.42874683959934, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -31.73894894740722, "% In Market": 7.868525896414343, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ee1c8ef7e55d016940df4585c8d18baa4d671b615e1e584b3d311df38b7393bf", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 254.95, "i_long_exit_activation_threshold": 180.0, "i_long_exit_activation_confirmation_threshold": -310.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "0a1fee3dcf615531f05459118f4814e150bf022fe998d8286dce5553d94429ef", "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\": 77.44792098310577, \"dd_pct\": -20.802130078094272, \"calmar\": 3.7264279299279024, \"cagr_pct\": 77.51763852500379, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 31.164383561643838, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.1311444551397867, \"sortino\": 3.555566556618969}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.8685450175686116, \"dd_pct\": -2.6312990704039807, \"calmar\": 0.44064436685198816, \"cagr_pct\": 1.159467112876387, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.7335766423357664, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27282072294549087, \"sortino\": 0.4030223707313685}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 290.42874683959934, \"dd_pct\": -31.73894894740722, \"calmar\": 0.5658535458530347, \"cagr_pct\": 17.95959680353882, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.868525896414343, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9257584992278325, \"sortino\": 1.4156645054876693}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 118.12985717168316, \"dd_pct\": -31.73894894740722, \"calmar\": 0.9060803751497888, \"cagr_pct\": 28.758038769126728, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 10.514640638864241, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.038422068574008, \"sortino\": 1.5462895604088551}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.98913605958367, \"dd_pct\": -20.802130078094272, \"calmar\": 0.5740299446418841, \"cagr_pct\": 11.941045577161725, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 6.286472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.942299798236628, \"sortino\": 1.5695333522192267}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 290.42874683959934, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -31.73894894740722, "% In Market": 7.868525896414343, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ee1c8ef7e55d016940df4585c8d18baa4d671b615e1e584b3d311df38b7393bf", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 255.05, "i_long_exit_activation_threshold": 180.0, "i_long_exit_activation_confirmation_threshold": -310.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "2f0eddf8b6a3fae79c4a40dd78b0f945e182f98f236c2a863d213e6144974555", "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\": 77.44792098310577, \"dd_pct\": -20.802130078094272, \"calmar\": 3.7264279299279024, \"cagr_pct\": 77.51763852500379, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 31.164383561643838, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.1311444551397867, \"sortino\": 3.555566556618969}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.8685450175686116, \"dd_pct\": -2.6312990704039807, \"calmar\": 0.44064436685198816, \"cagr_pct\": 1.159467112876387, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.7335766423357664, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27282072294549087, \"sortino\": 0.4030223707313685}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 290.42874683959934, \"dd_pct\": -31.73894894740722, \"calmar\": 0.5658535458530347, \"cagr_pct\": 17.95959680353882, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.868525896414343, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9257584992278325, \"sortino\": 1.4156645054876693}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 118.12985717168316, \"dd_pct\": -31.73894894740722, \"calmar\": 0.9060803751497888, \"cagr_pct\": 28.758038769126728, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 10.514640638864241, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.038422068574008, \"sortino\": 1.5462895604088551}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.98913605958367, \"dd_pct\": -20.802130078094272, \"calmar\": 0.5740299446418841, \"cagr_pct\": 11.941045577161725, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 6.286472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.942299798236628, \"sortino\": 1.5695333522192267}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 290.42874683959934, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -31.73894894740722, "% In Market": 7.868525896414343, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ee1c8ef7e55d016940df4585c8d18baa4d671b615e1e584b3d311df38b7393bf", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 256.0, "i_long_exit_activation_threshold": 180.0, "i_long_exit_activation_confirmation_threshold": -310.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "40bcff07a8d49230cde756d59b13cca721410a6b3832130920c13157b0eb03f6", "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\": 77.44792098310577, \"dd_pct\": -20.802130078094272, \"calmar\": 3.7264279299279024, \"cagr_pct\": 77.51763852500379, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 31.164383561643838, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.1311444551397867, \"sortino\": 3.555566556618969}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.8685450175686116, \"dd_pct\": -2.6312990704039807, \"calmar\": 0.44064436685198816, \"cagr_pct\": 1.159467112876387, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.7335766423357664, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27282072294549087, \"sortino\": 0.4030223707313685}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 290.42874683959934, \"dd_pct\": -31.73894894740722, \"calmar\": 0.5658535458530347, \"cagr_pct\": 17.95959680353882, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.868525896414343, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9257584992278325, \"sortino\": 1.4156645054876693}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 118.12985717168316, \"dd_pct\": -31.73894894740722, \"calmar\": 0.9060803751497888, \"cagr_pct\": 28.758038769126728, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 10.514640638864241, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.038422068574008, \"sortino\": 1.5462895604088551}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.98913605958367, \"dd_pct\": -20.802130078094272, \"calmar\": 0.5740299446418841, \"cagr_pct\": 11.941045577161725, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 6.286472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.942299798236628, \"sortino\": 1.5695333522192267}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 290.42874683959934, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -31.73894894740722, "% In Market": 7.868525896414343, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ee1c8ef7e55d016940df4585c8d18baa4d671b615e1e584b3d311df38b7393bf", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 255.0, "i_long_exit_activation_threshold": 179.0, "i_long_exit_activation_confirmation_threshold": -310.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "decce95819d993f6b388db6c0250388b4206af7593a8ae65614dc7e6f8c3680d", "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\": 77.44792098310577, \"dd_pct\": -20.802130078094272, \"calmar\": 3.7264279299279024, \"cagr_pct\": 77.51763852500379, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 31.164383561643838, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.1311444551397867, \"sortino\": 3.555566556618969}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.8685450175686116, \"dd_pct\": -2.6312990704039807, \"calmar\": 0.44064436685198816, \"cagr_pct\": 1.159467112876387, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.7335766423357664, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27282072294549087, \"sortino\": 0.4030223707313685}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 290.42874683959934, \"dd_pct\": -31.73894894740722, \"calmar\": 0.5658535458530347, \"cagr_pct\": 17.95959680353882, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.868525896414343, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9257584992278325, \"sortino\": 1.4156645054876693}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 118.12985717168316, \"dd_pct\": -31.73894894740722, \"calmar\": 0.9060803751497888, \"cagr_pct\": 28.758038769126728, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 10.514640638864241, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.038422068574008, \"sortino\": 1.5462895604088551}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.98913605958367, \"dd_pct\": -20.802130078094272, \"calmar\": 0.5740299446418841, \"cagr_pct\": 11.941045577161725, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 6.286472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.942299798236628, \"sortino\": 1.5695333522192267}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 290.42874683959934, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -31.73894894740722, "% In Market": 7.868525896414343, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ee1c8ef7e55d016940df4585c8d18baa4d671b615e1e584b3d311df38b7393bf", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 255.0, "i_long_exit_activation_threshold": 179.95, "i_long_exit_activation_confirmation_threshold": -310.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "8f862316c979e54a9e5c538348d6aba63486c2cd019f91bc43353ba33be9faac", "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\": 77.44792098310577, \"dd_pct\": -20.802130078094272, \"calmar\": 3.7264279299279024, \"cagr_pct\": 77.51763852500379, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 31.164383561643838, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.1311444551397867, \"sortino\": 3.555566556618969}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.8685450175686116, \"dd_pct\": -2.6312990704039807, \"calmar\": 0.44064436685198816, \"cagr_pct\": 1.159467112876387, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.7335766423357664, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27282072294549087, \"sortino\": 0.4030223707313685}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 290.42874683959934, \"dd_pct\": -31.73894894740722, \"calmar\": 0.5658535458530347, \"cagr_pct\": 17.95959680353882, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.868525896414343, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9257584992278325, \"sortino\": 1.4156645054876693}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 118.12985717168316, \"dd_pct\": -31.73894894740722, \"calmar\": 0.9060803751497888, \"cagr_pct\": 28.758038769126728, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 10.514640638864241, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.038422068574008, \"sortino\": 1.5462895604088551}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.98913605958367, \"dd_pct\": -20.802130078094272, \"calmar\": 0.5740299446418841, \"cagr_pct\": 11.941045577161725, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 6.286472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.942299798236628, \"sortino\": 1.5695333522192267}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 290.42874683959934, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -31.73894894740722, "% In Market": 7.868525896414343, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ee1c8ef7e55d016940df4585c8d18baa4d671b615e1e584b3d311df38b7393bf", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 255.0, "i_long_exit_activation_threshold": 180.05, "i_long_exit_activation_confirmation_threshold": -310.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "29a1a2da588a7665cc9ec60840d0d07cd209fed77694d4caeab7441bcb272e58", "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\": 77.44792098310577, \"dd_pct\": -20.802130078094272, \"calmar\": 3.7264279299279024, \"cagr_pct\": 77.51763852500379, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 31.164383561643838, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.1311444551397867, \"sortino\": 3.555566556618969}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.8685450175686116, \"dd_pct\": -2.6312990704039807, \"calmar\": 0.44064436685198816, \"cagr_pct\": 1.159467112876387, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.7335766423357664, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27282072294549087, \"sortino\": 0.4030223707313685}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 290.42874683959934, \"dd_pct\": -31.73894894740722, \"calmar\": 0.5658535458530347, \"cagr_pct\": 17.95959680353882, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.868525896414343, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9257584992278325, \"sortino\": 1.4156645054876693}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 118.12985717168316, \"dd_pct\": -31.73894894740722, \"calmar\": 0.9060803751497888, \"cagr_pct\": 28.758038769126728, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 10.514640638864241, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.038422068574008, \"sortino\": 1.5462895604088551}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.98913605958367, \"dd_pct\": -20.802130078094272, \"calmar\": 0.5740299446418841, \"cagr_pct\": 11.941045577161725, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 6.286472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.942299798236628, \"sortino\": 1.5695333522192267}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 290.42874683959934, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -31.73894894740722, "% In Market": 7.868525896414343, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ee1c8ef7e55d016940df4585c8d18baa4d671b615e1e584b3d311df38b7393bf", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 255.0, "i_long_exit_activation_threshold": 181.0, "i_long_exit_activation_confirmation_threshold": -310.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "599dc723a2b006a488e6e56608d00da2b6ade97fc87123c988cd46ae20f8699d", "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\": 77.44792098310577, \"dd_pct\": -20.802130078094272, \"calmar\": 3.7264279299279024, \"cagr_pct\": 77.51763852500379, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 31.164383561643838, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.1311444551397867, \"sortino\": 3.555566556618969}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.8685450175686116, \"dd_pct\": -2.6312990704039807, \"calmar\": 0.44064436685198816, \"cagr_pct\": 1.159467112876387, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.7335766423357664, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27282072294549087, \"sortino\": 0.4030223707313685}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 290.42874683959934, \"dd_pct\": -31.73894894740722, \"calmar\": 0.5658535458530347, \"cagr_pct\": 17.95959680353882, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.868525896414343, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9257584992278325, \"sortino\": 1.4156645054876693}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 118.12985717168316, \"dd_pct\": -31.73894894740722, \"calmar\": 0.9060803751497888, \"cagr_pct\": 28.758038769126728, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 10.514640638864241, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.038422068574008, \"sortino\": 1.5462895604088551}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.98913605958367, \"dd_pct\": -20.802130078094272, \"calmar\": 0.5740299446418841, \"cagr_pct\": 11.941045577161725, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 6.286472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.942299798236628, \"sortino\": 1.5695333522192267}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 290.42874683959934, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -31.73894894740722, "% In Market": 7.868525896414343, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ee1c8ef7e55d016940df4585c8d18baa4d671b615e1e584b3d311df38b7393bf", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 255.0, "i_long_exit_activation_threshold": 180.0, "i_long_exit_activation_confirmation_threshold": -311.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "95741e6df2538d768a28faec1f998e7fa271f2e6c1c1f404f7f34ef9799f288f", "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\": 77.44792098310577, \"dd_pct\": -20.802130078094272, \"calmar\": 3.7264279299279024, \"cagr_pct\": 77.51763852500379, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 31.164383561643838, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.1311444551397867, \"sortino\": 3.555566556618969}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.8685450175686116, \"dd_pct\": -2.6312990704039807, \"calmar\": 0.44064436685198816, \"cagr_pct\": 1.159467112876387, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.7335766423357664, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27282072294549087, \"sortino\": 0.4030223707313685}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 290.42874683959934, \"dd_pct\": -31.73894894740722, \"calmar\": 0.5658535458530347, \"cagr_pct\": 17.95959680353882, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.868525896414343, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9257584992278325, \"sortino\": 1.4156645054876693}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 118.12985717168316, \"dd_pct\": -31.73894894740722, \"calmar\": 0.9060803751497888, \"cagr_pct\": 28.758038769126728, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 10.514640638864241, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.038422068574008, \"sortino\": 1.5462895604088551}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.98913605958367, \"dd_pct\": -20.802130078094272, \"calmar\": 0.5740299446418841, \"cagr_pct\": 11.941045577161725, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 6.286472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.942299798236628, \"sortino\": 1.5695333522192267}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 290.42874683959934, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -31.73894894740722, "% In Market": 7.868525896414343, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ee1c8ef7e55d016940df4585c8d18baa4d671b615e1e584b3d311df38b7393bf", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 255.0, "i_long_exit_activation_threshold": 180.0, "i_long_exit_activation_confirmation_threshold": -310.05, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "f50dddf7649276f5e706900cf08803aee9637d31a7c072f922478853f5b65af1", "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\": 77.44792098310577, \"dd_pct\": -20.802130078094272, \"calmar\": 3.7264279299279024, \"cagr_pct\": 77.51763852500379, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 31.164383561643838, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.1311444551397867, \"sortino\": 3.555566556618969}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.8685450175686116, \"dd_pct\": -2.6312990704039807, \"calmar\": 0.44064436685198816, \"cagr_pct\": 1.159467112876387, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.7335766423357664, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27282072294549087, \"sortino\": 0.4030223707313685}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 290.42874683959934, \"dd_pct\": -31.73894894740722, \"calmar\": 0.5658535458530347, \"cagr_pct\": 17.95959680353882, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.868525896414343, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9257584992278325, \"sortino\": 1.4156645054876693}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 118.12985717168316, \"dd_pct\": -31.73894894740722, \"calmar\": 0.9060803751497888, \"cagr_pct\": 28.758038769126728, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 10.514640638864241, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.038422068574008, \"sortino\": 1.5462895604088551}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.98913605958367, \"dd_pct\": -20.802130078094272, \"calmar\": 0.5740299446418841, \"cagr_pct\": 11.941045577161725, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 6.286472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.942299798236628, \"sortino\": 1.5695333522192267}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 290.42874683959934, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -31.73894894740722, "% In Market": 7.868525896414343, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ee1c8ef7e55d016940df4585c8d18baa4d671b615e1e584b3d311df38b7393bf", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 255.0, "i_long_exit_activation_threshold": 180.0, "i_long_exit_activation_confirmation_threshold": -309.95, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "7dc3aa710d692f4c5b484f2eb5cc3ce03aa1fdc0e57af51789699f6c42c2c990", "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\": 77.44792098310577, \"dd_pct\": -20.802130078094272, \"calmar\": 3.7264279299279024, \"cagr_pct\": 77.51763852500379, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 31.164383561643838, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.1311444551397867, \"sortino\": 3.555566556618969}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.8685450175686116, \"dd_pct\": -2.6312990704039807, \"calmar\": 0.44064436685198816, \"cagr_pct\": 1.159467112876387, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.7335766423357664, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27282072294549087, \"sortino\": 0.4030223707313685}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 290.42874683959934, \"dd_pct\": -31.73894894740722, \"calmar\": 0.5658535458530347, \"cagr_pct\": 17.95959680353882, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.868525896414343, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9257584992278325, \"sortino\": 1.4156645054876693}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 118.12985717168316, \"dd_pct\": -31.73894894740722, \"calmar\": 0.9060803751497888, \"cagr_pct\": 28.758038769126728, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 10.514640638864241, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.038422068574008, \"sortino\": 1.5462895604088551}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.98913605958367, \"dd_pct\": -20.802130078094272, \"calmar\": 0.5740299446418841, \"cagr_pct\": 11.941045577161725, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 6.286472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.942299798236628, \"sortino\": 1.5695333522192267}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 290.42874683959934, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -31.73894894740722, "% In Market": 7.868525896414343, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ee1c8ef7e55d016940df4585c8d18baa4d671b615e1e584b3d311df38b7393bf", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 255.0, "i_long_exit_activation_threshold": 180.0, "i_long_exit_activation_confirmation_threshold": -309.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "f69e55ef739796f158054a517fbd8a34d90d33deedf7ff4120276eebad3d6aca", "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\": 77.44792098310577, \"dd_pct\": -20.802130078094272, \"calmar\": 3.7264279299279024, \"cagr_pct\": 77.51763852500379, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 31.164383561643838, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.1311444551397867, \"sortino\": 3.555566556618969}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.8685450175686116, \"dd_pct\": -2.6312990704039807, \"calmar\": 0.44064436685198816, \"cagr_pct\": 1.159467112876387, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.7335766423357664, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.27282072294549087, \"sortino\": 0.4030223707313685}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 290.42874683959934, \"dd_pct\": -31.73894894740722, \"calmar\": 0.5658535458530347, \"cagr_pct\": 17.95959680353882, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.868525896414343, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9257584992278325, \"sortino\": 1.4156645054876693}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 118.12985717168316, \"dd_pct\": -31.73894894740722, \"calmar\": 0.9060803751497888, \"cagr_pct\": 28.758038769126728, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 10.514640638864241, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.038422068574008, \"sortino\": 1.5462895604088551}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.98913605958367, \"dd_pct\": -20.802130078094272, \"calmar\": 0.5740299446418841, \"cagr_pct\": 11.941045577161725, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 6.286472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.942299798236628, \"sortino\": 1.5695333522192267}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 290.42874683959934, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -31.73894894740722, "% In Market": 7.868525896414343, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ee1c8ef7e55d016940df4585c8d18baa4d671b615e1e584b3d311df38b7393bf", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": -710.0, "i_long_exit_activation_confirmation_threshold": -650.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "bab89bd1c6cef888802515f40a68eb3bdcbe206c65cf2999f621609701b60e0f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 119.16046101692159, \"dd_pct\": -11.582118683574528, \"calmar\": 10.298484868056432, \"cagr_pct\": 119.27827400282595, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 14.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4189430124901383, \"sortino\": 4.741472888499565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 11.400429123508292, \"dd_pct\": -3.426764915776326, \"calmar\": 3.329282081474367, \"cagr_pct\": 11.40866703151914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2232692912814158, \"sortino\": 5.318357962015681}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 17.65023868045692, \"dd_pct\": -15.933907860470997, \"calmar\": 1.1085377109257606, \"cagr_pct\": 17.663337745748503, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 24.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9043188189091177, \"sortino\": 1.363461325735947}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.456556821834617, \"dd_pct\": -19.15360154701621, \"calmar\": -0.6475555469908514, \"cagr_pct\": -12.403020926622897, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 22.26277372262774, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5582157724222393, \"sortino\": -0.7794909862502247}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -20.748591859458042, \"dd_pct\": -25.927069903113775, \"calmar\": -0.8007543424733162, \"cagr_pct\": -20.76121381252758, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 19.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9832200997948518, \"sortino\": -1.3615771524458147}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.018136372653445, \"dd_pct\": -7.34988437682349, \"calmar\": 0.673712153630463, \"cagr_pct\": 4.951706432444647, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 8.940397350993377, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.44420858595769436, \"sortino\": 0.6018709497422409}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 273.12856996523516, \"dd_pct\": -44.219396877479745, \"calmar\": 0.3915265189687194, \"cagr_pct\": 17.313066530335902, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 15.405046480743692, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7502122950000245, \"sortino\": 1.150862863147535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 77.44968916713162, \"dd_pct\": -44.219396877479745, \"calmar\": 0.4619406658158011, \"cagr_pct\": 20.42673763555615, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 15.461401952085183, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7612465925845125, \"sortino\": 1.1029448029177864}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.27287887430619, \"dd_pct\": -29.483737322806093, \"calmar\": 0.5253764164771739, \"cagr_pct\": 15.490060259010171, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 15.37135278514589, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7584861655937998, \"sortino\": 1.2528905000415649}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.893941764943342, \"dd_pct\": -3.931572319290988, \"calmar\": 8.63475405001189, \"cagr_pct\": 33.9481600069125, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 6.628242074927954, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.418551623432935, \"sortino\": 6.6984591030185685}]", "Additional_Threshold_Budget": 0, "Total Trades": 52, "Total P&L %": 273.12856996523516, "Sharpe Ratio": 0.7502122950000245, "Sortino Ratio": 1.150862863147535, "Calmar Ratio": 0.3915265189687194, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.219396877479745, "% In Market": 15.405046480743692, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4619406658158011, "Sub1_Sortino": 1.1029448029177864, "Sub1_Trades": 14, "Sub2_Calmar": 0.5253764164771739, "Sub2_Sortino": 1.2528905000415649, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.800754]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.893941764943342, "OOS_Sortino Ratio": 6.6984591030185685, "OOS_Calmar Ratio": 8.63475405001189, "OOS_Max Drawdown %": -3.931572319290988, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 86, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5d7b2098235f36f71081c024e3266aa63ce5c0a6a13edd94e005578884939292", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 109.0, "i_long_exit_activation_threshold": -710.0, "i_long_exit_activation_confirmation_threshold": -650.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "61e5f1655a098ee8e4eaa436310c08c845dda4664cba8aff6ac893bb3f54b235", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 119.16046101692159, \"dd_pct\": -11.582118683574528, \"calmar\": 10.298484868056432, \"cagr_pct\": 119.27827400282595, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 14.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4189430124901383, \"sortino\": 4.741472888499565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 11.400429123508292, \"dd_pct\": -3.426764915776326, \"calmar\": 3.329282081474367, \"cagr_pct\": 11.40866703151914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2232692912814158, \"sortino\": 5.318357962015681}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 17.65023868045692, \"dd_pct\": -15.933907860470997, \"calmar\": 1.1085377109257606, \"cagr_pct\": 17.663337745748503, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 24.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9043188189091177, \"sortino\": 1.363461325735947}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.456556821834617, \"dd_pct\": -19.15360154701621, \"calmar\": -0.6475555469908514, \"cagr_pct\": -12.403020926622897, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 22.26277372262774, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5582157724222393, \"sortino\": -0.7794909862502247}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -20.748591859458042, \"dd_pct\": -25.927069903113775, \"calmar\": -0.8007543424733162, \"cagr_pct\": -20.76121381252758, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 19.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9832200997948518, \"sortino\": -1.3615771524458147}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.018136372653445, \"dd_pct\": -7.34988437682349, \"calmar\": 0.673712153630463, \"cagr_pct\": 4.951706432444647, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 8.940397350993377, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.44420858595769436, \"sortino\": 0.6018709497422409}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 273.12856996523516, \"dd_pct\": -44.219396877479745, \"calmar\": 0.3915265189687194, \"cagr_pct\": 17.313066530335902, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 15.405046480743692, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7502122950000245, \"sortino\": 1.150862863147535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 77.44968916713162, \"dd_pct\": -44.219396877479745, \"calmar\": 0.4619406658158011, \"cagr_pct\": 20.42673763555615, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 15.461401952085183, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7612465925845125, \"sortino\": 1.1029448029177864}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.27287887430619, \"dd_pct\": -29.483737322806093, \"calmar\": 0.5253764164771739, \"cagr_pct\": 15.490060259010171, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 15.37135278514589, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7584861655937998, \"sortino\": 1.2528905000415649}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.893941764943342, \"dd_pct\": -3.931572319290988, \"calmar\": 8.63475405001189, \"cagr_pct\": 33.9481600069125, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 6.628242074927954, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.418551623432935, \"sortino\": 6.6984591030185685}]", "Additional_Threshold_Budget": 0, "Total Trades": 52, "Total P&L %": 273.12856996523516, "Sharpe Ratio": 0.7502122950000245, "Sortino Ratio": 1.150862863147535, "Calmar Ratio": 0.3915265189687194, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.219396877479745, "% In Market": 15.405046480743692, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4619406658158011, "Sub1_Sortino": 1.1029448029177864, "Sub1_Trades": 14, "Sub2_Calmar": 0.5253764164771739, "Sub2_Sortino": 1.2528905000415649, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.800754]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.893941764943342, "OOS_Sortino Ratio": 6.6984591030185685, "OOS_Calmar Ratio": 8.63475405001189, "OOS_Max Drawdown %": -3.931572319290988, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 85, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5d7b2098235f36f71081c024e3266aa63ce5c0a6a13edd94e005578884939292", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 109.95, "i_long_exit_activation_threshold": -710.0, "i_long_exit_activation_confirmation_threshold": -650.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "e7c282e57a6f0a8ed16c2f84d30aed91acac213b60fbadd4619eeba32e14bb3d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 119.16046101692159, \"dd_pct\": -11.582118683574528, \"calmar\": 10.298484868056432, \"cagr_pct\": 119.27827400282595, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 14.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4189430124901383, \"sortino\": 4.741472888499565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 11.400429123508292, \"dd_pct\": -3.426764915776326, \"calmar\": 3.329282081474367, \"cagr_pct\": 11.40866703151914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2232692912814158, \"sortino\": 5.318357962015681}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 17.65023868045692, \"dd_pct\": -15.933907860470997, \"calmar\": 1.1085377109257606, \"cagr_pct\": 17.663337745748503, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 24.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9043188189091177, \"sortino\": 1.363461325735947}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.456556821834617, \"dd_pct\": -19.15360154701621, \"calmar\": -0.6475555469908514, \"cagr_pct\": -12.403020926622897, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 22.26277372262774, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5582157724222393, \"sortino\": -0.7794909862502247}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -20.748591859458042, \"dd_pct\": -25.927069903113775, \"calmar\": -0.8007543424733162, \"cagr_pct\": -20.76121381252758, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 19.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9832200997948518, \"sortino\": -1.3615771524458147}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.018136372653445, \"dd_pct\": -7.34988437682349, \"calmar\": 0.673712153630463, \"cagr_pct\": 4.951706432444647, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 8.940397350993377, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.44420858595769436, \"sortino\": 0.6018709497422409}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 273.12856996523516, \"dd_pct\": -44.219396877479745, \"calmar\": 0.3915265189687194, \"cagr_pct\": 17.313066530335902, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 15.405046480743692, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7502122950000245, \"sortino\": 1.150862863147535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 77.44968916713162, \"dd_pct\": -44.219396877479745, \"calmar\": 0.4619406658158011, \"cagr_pct\": 20.42673763555615, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 15.461401952085183, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7612465925845125, \"sortino\": 1.1029448029177864}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.27287887430619, \"dd_pct\": -29.483737322806093, \"calmar\": 0.5253764164771739, \"cagr_pct\": 15.490060259010171, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 15.37135278514589, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7584861655937998, \"sortino\": 1.2528905000415649}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.893941764943342, \"dd_pct\": -3.931572319290988, \"calmar\": 8.63475405001189, \"cagr_pct\": 33.9481600069125, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 6.628242074927954, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.418551623432935, \"sortino\": 6.6984591030185685}]", "Additional_Threshold_Budget": 0, "Total Trades": 52, "Total P&L %": 273.12856996523516, "Sharpe Ratio": 0.7502122950000245, "Sortino Ratio": 1.150862863147535, "Calmar Ratio": 0.3915265189687194, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.219396877479745, "% In Market": 15.405046480743692, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4619406658158011, "Sub1_Sortino": 1.1029448029177864, "Sub1_Trades": 14, "Sub2_Calmar": 0.5253764164771739, "Sub2_Sortino": 1.2528905000415649, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.800754]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.893941764943342, "OOS_Sortino Ratio": 6.6984591030185685, "OOS_Calmar Ratio": 8.63475405001189, "OOS_Max Drawdown %": -3.931572319290988, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 86, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5d7b2098235f36f71081c024e3266aa63ce5c0a6a13edd94e005578884939292", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 110.05, "i_long_exit_activation_threshold": -710.0, "i_long_exit_activation_confirmation_threshold": -650.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "05ffbec8c499d496406cb5080d45a740a2eca352f2c7d61c07641fbd532e6e7b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 119.16046101692159, \"dd_pct\": -11.582118683574528, \"calmar\": 10.298484868056432, \"cagr_pct\": 119.27827400282595, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 14.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4189430124901383, \"sortino\": 4.741472888499565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 11.400429123508292, \"dd_pct\": -3.426764915776326, \"calmar\": 3.329282081474367, \"cagr_pct\": 11.40866703151914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2232692912814158, \"sortino\": 5.318357962015681}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 17.65023868045692, \"dd_pct\": -15.933907860470997, \"calmar\": 1.1085377109257606, \"cagr_pct\": 17.663337745748503, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 24.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9043188189091177, \"sortino\": 1.363461325735947}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.456556821834617, \"dd_pct\": -19.15360154701621, \"calmar\": -0.6475555469908514, \"cagr_pct\": -12.403020926622897, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 22.26277372262774, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5582157724222393, \"sortino\": -0.7794909862502247}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -20.748591859458042, \"dd_pct\": -25.927069903113775, \"calmar\": -0.8007543424733162, \"cagr_pct\": -20.76121381252758, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 19.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9832200997948518, \"sortino\": -1.3615771524458147}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.018136372653445, \"dd_pct\": -7.34988437682349, \"calmar\": 0.673712153630463, \"cagr_pct\": 4.951706432444647, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 8.940397350993377, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.44420858595769436, \"sortino\": 0.6018709497422409}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 273.12856996523516, \"dd_pct\": -44.219396877479745, \"calmar\": 0.3915265189687194, \"cagr_pct\": 17.313066530335902, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 15.405046480743692, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7502122950000245, \"sortino\": 1.150862863147535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 77.44968916713162, \"dd_pct\": -44.219396877479745, \"calmar\": 0.4619406658158011, \"cagr_pct\": 20.42673763555615, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 15.461401952085183, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7612465925845125, \"sortino\": 1.1029448029177864}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.27287887430619, \"dd_pct\": -29.483737322806093, \"calmar\": 0.5253764164771739, \"cagr_pct\": 15.490060259010171, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 15.37135278514589, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7584861655937998, \"sortino\": 1.2528905000415649}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.893941764943342, \"dd_pct\": -3.931572319290988, \"calmar\": 8.63475405001189, \"cagr_pct\": 33.9481600069125, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 6.628242074927954, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.418551623432935, \"sortino\": 6.6984591030185685}]", "Additional_Threshold_Budget": 0, "Total Trades": 52, "Total P&L %": 273.12856996523516, "Sharpe Ratio": 0.7502122950000245, "Sortino Ratio": 1.150862863147535, "Calmar Ratio": 0.3915265189687194, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.219396877479745, "% In Market": 15.405046480743692, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4619406658158011, "Sub1_Sortino": 1.1029448029177864, "Sub1_Trades": 14, "Sub2_Calmar": 0.5253764164771739, "Sub2_Sortino": 1.2528905000415649, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.800754]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.893941764943342, "OOS_Sortino Ratio": 6.6984591030185685, "OOS_Calmar Ratio": 8.63475405001189, "OOS_Max Drawdown %": -3.931572319290988, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 86, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5d7b2098235f36f71081c024e3266aa63ce5c0a6a13edd94e005578884939292", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 111.0, "i_long_exit_activation_threshold": -710.0, "i_long_exit_activation_confirmation_threshold": -650.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "328d3478d4a5f6eaf5ea6c9fdf840ce3cd6b51626c4dbec4d261d8617d8c83b1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 119.16046101692159, \"dd_pct\": -11.582118683574528, \"calmar\": 10.298484868056432, \"cagr_pct\": 119.27827400282595, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 14.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4189430124901383, \"sortino\": 4.741472888499565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 11.400429123508292, \"dd_pct\": -3.426764915776326, \"calmar\": 3.329282081474367, \"cagr_pct\": 11.40866703151914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2232692912814158, \"sortino\": 5.318357962015681}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 17.65023868045692, \"dd_pct\": -15.933907860470997, \"calmar\": 1.1085377109257606, \"cagr_pct\": 17.663337745748503, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 24.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9043188189091177, \"sortino\": 1.363461325735947}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.456556821834617, \"dd_pct\": -19.15360154701621, \"calmar\": -0.6475555469908514, \"cagr_pct\": -12.403020926622897, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 22.26277372262774, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5582157724222393, \"sortino\": -0.7794909862502247}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -20.748591859458042, \"dd_pct\": -25.927069903113775, \"calmar\": -0.8007543424733162, \"cagr_pct\": -20.76121381252758, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 19.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9832200997948518, \"sortino\": -1.3615771524458147}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.018136372653445, \"dd_pct\": -7.34988437682349, \"calmar\": 0.673712153630463, \"cagr_pct\": 4.951706432444647, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 8.940397350993377, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.44420858595769436, \"sortino\": 0.6018709497422409}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 273.12856996523516, \"dd_pct\": -44.219396877479745, \"calmar\": 0.3915265189687194, \"cagr_pct\": 17.313066530335902, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 15.405046480743692, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7502122950000245, \"sortino\": 1.150862863147535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 77.44968916713162, \"dd_pct\": -44.219396877479745, \"calmar\": 0.4619406658158011, \"cagr_pct\": 20.42673763555615, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 15.461401952085183, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7612465925845125, \"sortino\": 1.1029448029177864}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.27287887430619, \"dd_pct\": -29.483737322806093, \"calmar\": 0.5253764164771739, \"cagr_pct\": 15.490060259010171, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 15.37135278514589, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7584861655937998, \"sortino\": 1.2528905000415649}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.893941764943342, \"dd_pct\": -3.931572319290988, \"calmar\": 8.63475405001189, \"cagr_pct\": 33.9481600069125, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 6.628242074927954, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.418551623432935, \"sortino\": 6.6984591030185685}]", "Additional_Threshold_Budget": 0, "Total Trades": 52, "Total P&L %": 273.12856996523516, "Sharpe Ratio": 0.7502122950000245, "Sortino Ratio": 1.150862863147535, "Calmar Ratio": 0.3915265189687194, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.219396877479745, "% In Market": 15.405046480743692, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4619406658158011, "Sub1_Sortino": 1.1029448029177864, "Sub1_Trades": 14, "Sub2_Calmar": 0.5253764164771739, "Sub2_Sortino": 1.2528905000415649, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.800754]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.893941764943342, "OOS_Sortino Ratio": 6.6984591030185685, "OOS_Calmar Ratio": 8.63475405001189, "OOS_Max Drawdown %": -3.931572319290988, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 88, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5d7b2098235f36f71081c024e3266aa63ce5c0a6a13edd94e005578884939292", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": -711.0, "i_long_exit_activation_confirmation_threshold": -650.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "5ac1e2a759f25ce4d4dc959694a8aa362b05a988e3966b6f7616aad95876fae5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 119.16046101692159, \"dd_pct\": -11.582118683574528, \"calmar\": 10.298484868056432, \"cagr_pct\": 119.27827400282595, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 14.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4189430124901383, \"sortino\": 4.741472888499565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 11.400429123508292, \"dd_pct\": -3.426764915776326, \"calmar\": 3.329282081474367, \"cagr_pct\": 11.40866703151914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2232692912814158, \"sortino\": 5.318357962015681}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 17.65023868045692, \"dd_pct\": -15.933907860470997, \"calmar\": 1.1085377109257606, \"cagr_pct\": 17.663337745748503, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 24.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9043188189091177, \"sortino\": 1.363461325735947}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.456556821834617, \"dd_pct\": -19.15360154701621, \"calmar\": -0.6475555469908514, \"cagr_pct\": -12.403020926622897, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 22.26277372262774, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5582157724222393, \"sortino\": -0.7794909862502247}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -20.524806056684163, \"dd_pct\": -25.717906804129477, \"calmar\": -0.7985607202598581, \"cagr_pct\": -20.53731018108154, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 19.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9692054823291874, \"sortino\": -1.3430018837306168}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.018136372653445, \"dd_pct\": -7.34988437682349, \"calmar\": 0.673712153630463, \"cagr_pct\": 4.951706432444647, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 8.940397350993377, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.44420858595769436, \"sortino\": 0.6018709497422409}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 274.18219006520286, \"dd_pct\": -44.219396877479745, \"calmar\": 0.3924338299721499, \"cagr_pct\": 17.3531872756879, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 15.421646746347943, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7515179827573518, \"sortino\": 1.1529229201225346}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 77.44968916713162, \"dd_pct\": -44.219396877479745, \"calmar\": 0.4619406658158011, \"cagr_pct\": 20.42673763555615, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 15.461401952085183, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7612465925845125, \"sortino\": 1.1029448029177864}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.8666359583069, \"dd_pct\": -29.28461734724871, \"calmar\": 0.5311040388310894, \"cagr_pct\": 15.553178548746772, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 15.397877984084882, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7608841832005111, \"sortino\": 1.256982007553575}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.893941764943342, \"dd_pct\": -3.931572319290988, \"calmar\": 8.63475405001189, \"cagr_pct\": 33.9481600069125, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 6.628242074927954, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.418551623432935, \"sortino\": 6.6984591030185685}]", "Additional_Threshold_Budget": 0, "Total Trades": 52, "Total P&L %": 274.18219006520286, "Sharpe Ratio": 0.7515179827573518, "Sortino Ratio": 1.1529229201225346, "Calmar Ratio": 0.3924338299721499, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.219396877479745, "% In Market": 15.421646746347943, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4619406658158011, "Sub1_Sortino": 1.1029448029177864, "Sub1_Trades": 14, "Sub2_Calmar": 0.5311040388310894, "Sub2_Sortino": 1.256982007553575, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.798561]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.893941764943342, "OOS_Sortino Ratio": 6.6984591030185685, "OOS_Calmar Ratio": 8.63475405001189, "OOS_Max Drawdown %": -3.931572319290988, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 82, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5d7b2098235f36f71081c024e3266aa63ce5c0a6a13edd94e005578884939292", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": -710.05, "i_long_exit_activation_confirmation_threshold": -650.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "556a4c83e6bde7546a21af3a71145549b61e9affc96235ebb8fa066de043bd64", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 119.16046101692159, \"dd_pct\": -11.582118683574528, \"calmar\": 10.298484868056432, \"cagr_pct\": 119.27827400282595, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 14.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4189430124901383, \"sortino\": 4.741472888499565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 11.400429123508292, \"dd_pct\": -3.426764915776326, \"calmar\": 3.329282081474367, \"cagr_pct\": 11.40866703151914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2232692912814158, \"sortino\": 5.318357962015681}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 17.65023868045692, \"dd_pct\": -15.933907860470997, \"calmar\": 1.1085377109257606, \"cagr_pct\": 17.663337745748503, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 24.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9043188189091177, \"sortino\": 1.363461325735947}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.456556821834617, \"dd_pct\": -19.15360154701621, \"calmar\": -0.6475555469908514, \"cagr_pct\": -12.403020926622897, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 22.26277372262774, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5582157724222393, \"sortino\": -0.7794909862502247}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -20.748591859458042, \"dd_pct\": -25.927069903113775, \"calmar\": -0.8007543424733162, \"cagr_pct\": -20.76121381252758, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 19.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9832200997948518, \"sortino\": -1.3615771524458147}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.018136372653445, \"dd_pct\": -7.34988437682349, \"calmar\": 0.673712153630463, \"cagr_pct\": 4.951706432444647, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 8.940397350993377, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.44420858595769436, \"sortino\": 0.6018709497422409}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 273.12856996523516, \"dd_pct\": -44.219396877479745, \"calmar\": 0.3915265189687194, \"cagr_pct\": 17.313066530335902, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 15.405046480743692, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7502122950000245, \"sortino\": 1.150862863147535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 77.44968916713162, \"dd_pct\": -44.219396877479745, \"calmar\": 0.4619406658158011, \"cagr_pct\": 20.42673763555615, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 15.461401952085183, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7612465925845125, \"sortino\": 1.1029448029177864}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.27287887430619, \"dd_pct\": -29.483737322806093, \"calmar\": 0.5253764164771739, \"cagr_pct\": 15.490060259010171, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 15.37135278514589, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7584861655937998, \"sortino\": 1.2528905000415649}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.893941764943342, \"dd_pct\": -3.931572319290988, \"calmar\": 8.63475405001189, \"cagr_pct\": 33.9481600069125, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 6.628242074927954, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.418551623432935, \"sortino\": 6.6984591030185685}]", "Additional_Threshold_Budget": 0, "Total Trades": 52, "Total P&L %": 273.12856996523516, "Sharpe Ratio": 0.7502122950000245, "Sortino Ratio": 1.150862863147535, "Calmar Ratio": 0.3915265189687194, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.219396877479745, "% In Market": 15.405046480743692, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4619406658158011, "Sub1_Sortino": 1.1029448029177864, "Sub1_Trades": 14, "Sub2_Calmar": 0.5253764164771739, "Sub2_Sortino": 1.2528905000415649, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.800754]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.893941764943342, "OOS_Sortino Ratio": 6.6984591030185685, "OOS_Calmar Ratio": 8.63475405001189, "OOS_Max Drawdown %": -3.931572319290988, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 87, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5d7b2098235f36f71081c024e3266aa63ce5c0a6a13edd94e005578884939292", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": -709.95, "i_long_exit_activation_confirmation_threshold": -650.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "7c42bf952e420504bb2255022fd88f6babfb0265db76b8d1660097119c1f2fa0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 119.16046101692159, \"dd_pct\": -11.582118683574528, \"calmar\": 10.298484868056432, \"cagr_pct\": 119.27827400282595, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 14.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4189430124901383, \"sortino\": 4.741472888499565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 11.400429123508292, \"dd_pct\": -3.426764915776326, \"calmar\": 3.329282081474367, \"cagr_pct\": 11.40866703151914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2232692912814158, \"sortino\": 5.318357962015681}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 17.65023868045692, \"dd_pct\": -15.933907860470997, \"calmar\": 1.1085377109257606, \"cagr_pct\": 17.663337745748503, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 24.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9043188189091177, \"sortino\": 1.363461325735947}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.456556821834617, \"dd_pct\": -19.15360154701621, \"calmar\": -0.6475555469908514, \"cagr_pct\": -12.403020926622897, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 22.26277372262774, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5582157724222393, \"sortino\": -0.7794909862502247}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -20.748591859458042, \"dd_pct\": -25.927069903113775, \"calmar\": -0.8007543424733162, \"cagr_pct\": -20.76121381252758, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 19.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9832200997948518, \"sortino\": -1.3615771524458147}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.018136372653445, \"dd_pct\": -7.34988437682349, \"calmar\": 0.673712153630463, \"cagr_pct\": 4.951706432444647, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 8.940397350993377, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.44420858595769436, \"sortino\": 0.6018709497422409}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 273.12856996523516, \"dd_pct\": -44.219396877479745, \"calmar\": 0.3915265189687194, \"cagr_pct\": 17.313066530335902, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 15.405046480743692, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7502122950000245, \"sortino\": 1.150862863147535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 77.44968916713162, \"dd_pct\": -44.219396877479745, \"calmar\": 0.4619406658158011, \"cagr_pct\": 20.42673763555615, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 15.461401952085183, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7612465925845125, \"sortino\": 1.1029448029177864}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.27287887430619, \"dd_pct\": -29.483737322806093, \"calmar\": 0.5253764164771739, \"cagr_pct\": 15.490060259010171, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 15.37135278514589, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7584861655937998, \"sortino\": 1.2528905000415649}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.893941764943342, \"dd_pct\": -3.931572319290988, \"calmar\": 8.63475405001189, \"cagr_pct\": 33.9481600069125, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 6.628242074927954, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.418551623432935, \"sortino\": 6.6984591030185685}]", "Additional_Threshold_Budget": 0, "Total Trades": 52, "Total P&L %": 273.12856996523516, "Sharpe Ratio": 0.7502122950000245, "Sortino Ratio": 1.150862863147535, "Calmar Ratio": 0.3915265189687194, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.219396877479745, "% In Market": 15.405046480743692, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4619406658158011, "Sub1_Sortino": 1.1029448029177864, "Sub1_Trades": 14, "Sub2_Calmar": 0.5253764164771739, "Sub2_Sortino": 1.2528905000415649, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.800754]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.893941764943342, "OOS_Sortino Ratio": 6.6984591030185685, "OOS_Calmar Ratio": 8.63475405001189, "OOS_Max Drawdown %": -3.931572319290988, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 86, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5d7b2098235f36f71081c024e3266aa63ce5c0a6a13edd94e005578884939292", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": -709.0, "i_long_exit_activation_confirmation_threshold": -650.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "6dbf750f430cd4493086c9f7ad27d81e273842a4370bd41ad2fae4aff031d7f5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 119.16046101692159, \"dd_pct\": -11.582118683574528, \"calmar\": 10.298484868056432, \"cagr_pct\": 119.27827400282595, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 14.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4189430124901383, \"sortino\": 4.741472888499565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 11.400429123508292, \"dd_pct\": -3.426764915776326, \"calmar\": 3.329282081474367, \"cagr_pct\": 11.40866703151914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2232692912814158, \"sortino\": 5.318357962015681}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 17.65023868045692, \"dd_pct\": -15.933907860470997, \"calmar\": 1.1085377109257606, \"cagr_pct\": 17.663337745748503, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 24.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9043188189091177, \"sortino\": 1.363461325735947}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.456556821834617, \"dd_pct\": -19.15360154701621, \"calmar\": -0.6475555469908514, \"cagr_pct\": -12.403020926622897, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 22.26277372262774, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5582157724222393, \"sortino\": -0.7794909862502247}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -20.748591859458042, \"dd_pct\": -25.927069903113775, \"calmar\": -0.8007543424733162, \"cagr_pct\": -20.76121381252758, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 19.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9832200997948518, \"sortino\": -1.3615771524458147}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 3.4095394321512984, \"dd_pct\": -7.3498843768234785, \"calmar\": 1.149362398168696, \"cagr_pct\": 8.447680733608466, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 8.774834437086094, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7265518288662699, \"sortino\": 0.9911828111751693}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 278.2175889602425, \"dd_pct\": -44.219396877479745, \"calmar\": 0.39588822338369556, \"cagr_pct\": 17.50593846892399, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 15.396746347941567, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7568631707919141, \"sortino\": 1.1613389701891308}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 77.44968916713162, \"dd_pct\": -44.219396877479745, \"calmar\": 0.4619406658158011, \"cagr_pct\": 20.42673763555615, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 15.461401952085183, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7612465925845125, \"sortino\": 1.1029448029177864}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 113.14074470089199, \"dd_pct\": -29.483737322806093, \"calmar\": 0.5356717801764529, \"cagr_pct\": 15.793606057962464, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 15.358090185676392, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7708897812259983, \"sortino\": 1.274336454287462}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.893941764943342, \"dd_pct\": -3.931572319290988, \"calmar\": 8.63475405001189, \"cagr_pct\": 33.9481600069125, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 6.628242074927954, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.418551623432935, \"sortino\": 6.6984591030185685}]", "Additional_Threshold_Budget": 0, "Total Trades": 52, "Total P&L %": 278.2175889602425, "Sharpe Ratio": 0.7568631707919141, "Sortino Ratio": 1.1613389701891308, "Calmar Ratio": 0.39588822338369556, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.219396877479745, "% In Market": 15.396746347941567, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4619406658158011, "Sub1_Sortino": 1.1029448029177864, "Sub1_Trades": 14, "Sub2_Calmar": 0.5356717801764529, "Sub2_Sortino": 1.274336454287462, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.800754]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.893941764943342, "OOS_Sortino Ratio": 6.6984591030185685, "OOS_Calmar Ratio": 8.63475405001189, "OOS_Max Drawdown %": -3.931572319290988, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 76, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5d7b2098235f36f71081c024e3266aa63ce5c0a6a13edd94e005578884939292", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": -710.0, "i_long_exit_activation_confirmation_threshold": -651.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "a91d710b40b9b9ef3cdb319ac2da0e19282704f73c07947e2f00b6d55ddeb191", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 119.16046101692159, \"dd_pct\": -11.582118683574528, \"calmar\": 10.298484868056432, \"cagr_pct\": 119.27827400282595, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 14.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4189430124901383, \"sortino\": 4.741472888499565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 11.400429123508292, \"dd_pct\": -3.426764915776326, \"calmar\": 3.329282081474367, \"cagr_pct\": 11.40866703151914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2232692912814158, \"sortino\": 5.318357962015681}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 17.65023868045692, \"dd_pct\": -15.933907860470997, \"calmar\": 1.1085377109257606, \"cagr_pct\": 17.663337745748503, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 24.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9043188189091177, \"sortino\": 1.363461325735947}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.456556821834617, \"dd_pct\": -19.15360154701621, \"calmar\": -0.6475555469908514, \"cagr_pct\": -12.403020926622897, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 22.26277372262774, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5582157724222393, \"sortino\": -0.7794909862502247}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -20.748591859458042, \"dd_pct\": -25.927069903113775, \"calmar\": -0.8007543424733162, \"cagr_pct\": -20.76121381252758, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 19.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9832200997948518, \"sortino\": -1.3615771524458147}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.018136372653445, \"dd_pct\": -7.34988437682349, \"calmar\": 0.673712153630463, \"cagr_pct\": 4.951706432444647, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 8.940397350993377, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.44420858595769436, \"sortino\": 0.6018709497422409}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 273.12856996523516, \"dd_pct\": -44.219396877479745, \"calmar\": 0.3915265189687194, \"cagr_pct\": 17.313066530335902, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 15.405046480743692, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7502122950000245, \"sortino\": 1.150862863147535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 77.44968916713162, \"dd_pct\": -44.219396877479745, \"calmar\": 0.4619406658158011, \"cagr_pct\": 20.42673763555615, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 15.461401952085183, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7612465925845125, \"sortino\": 1.1029448029177864}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.27287887430619, \"dd_pct\": -29.483737322806093, \"calmar\": 0.5253764164771739, \"cagr_pct\": 15.490060259010171, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 15.37135278514589, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7584861655937998, \"sortino\": 1.2528905000415649}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.893941764943342, \"dd_pct\": -3.931572319290988, \"calmar\": 8.63475405001189, \"cagr_pct\": 33.9481600069125, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 6.628242074927954, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.418551623432935, \"sortino\": 6.6984591030185685}]", "Additional_Threshold_Budget": 0, "Total Trades": 52, "Total P&L %": 273.12856996523516, "Sharpe Ratio": 0.7502122950000245, "Sortino Ratio": 1.150862863147535, "Calmar Ratio": 0.3915265189687194, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.219396877479745, "% In Market": 15.405046480743692, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4619406658158011, "Sub1_Sortino": 1.1029448029177864, "Sub1_Trades": 14, "Sub2_Calmar": 0.5253764164771739, "Sub2_Sortino": 1.2528905000415649, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.800754]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.893941764943342, "OOS_Sortino Ratio": 6.6984591030185685, "OOS_Calmar Ratio": 8.63475405001189, "OOS_Max Drawdown %": -3.931572319290988, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 72, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5d7b2098235f36f71081c024e3266aa63ce5c0a6a13edd94e005578884939292", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": -710.0, "i_long_exit_activation_confirmation_threshold": -650.05, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "9855f92051ebd45a1fec5d6f77420e767b20addb12fca5be80b2b1139815ddb4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 119.16046101692159, \"dd_pct\": -11.582118683574528, \"calmar\": 10.298484868056432, \"cagr_pct\": 119.27827400282595, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 14.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4189430124901383, \"sortino\": 4.741472888499565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 11.400429123508292, \"dd_pct\": -3.426764915776326, \"calmar\": 3.329282081474367, \"cagr_pct\": 11.40866703151914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2232692912814158, \"sortino\": 5.318357962015681}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 17.65023868045692, \"dd_pct\": -15.933907860470997, \"calmar\": 1.1085377109257606, \"cagr_pct\": 17.663337745748503, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 24.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9043188189091177, \"sortino\": 1.363461325735947}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.456556821834617, \"dd_pct\": -19.15360154701621, \"calmar\": -0.6475555469908514, \"cagr_pct\": -12.403020926622897, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 22.26277372262774, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5582157724222393, \"sortino\": -0.7794909862502247}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -20.748591859458042, \"dd_pct\": -25.927069903113775, \"calmar\": -0.8007543424733162, \"cagr_pct\": -20.76121381252758, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 19.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9832200997948518, \"sortino\": -1.3615771524458147}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.018136372653445, \"dd_pct\": -7.34988437682349, \"calmar\": 0.673712153630463, \"cagr_pct\": 4.951706432444647, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 8.940397350993377, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.44420858595769436, \"sortino\": 0.6018709497422409}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 273.12856996523516, \"dd_pct\": -44.219396877479745, \"calmar\": 0.3915265189687194, \"cagr_pct\": 17.313066530335902, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 15.405046480743692, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7502122950000245, \"sortino\": 1.150862863147535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 77.44968916713162, \"dd_pct\": -44.219396877479745, \"calmar\": 0.4619406658158011, \"cagr_pct\": 20.42673763555615, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 15.461401952085183, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7612465925845125, \"sortino\": 1.1029448029177864}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.27287887430619, \"dd_pct\": -29.483737322806093, \"calmar\": 0.5253764164771739, \"cagr_pct\": 15.490060259010171, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 15.37135278514589, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7584861655937998, \"sortino\": 1.2528905000415649}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.893941764943342, \"dd_pct\": -3.931572319290988, \"calmar\": 8.63475405001189, \"cagr_pct\": 33.9481600069125, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 6.628242074927954, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.418551623432935, \"sortino\": 6.6984591030185685}]", "Additional_Threshold_Budget": 0, "Total Trades": 52, "Total P&L %": 273.12856996523516, "Sharpe Ratio": 0.7502122950000245, "Sortino Ratio": 1.150862863147535, "Calmar Ratio": 0.3915265189687194, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.219396877479745, "% In Market": 15.405046480743692, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4619406658158011, "Sub1_Sortino": 1.1029448029177864, "Sub1_Trades": 14, "Sub2_Calmar": 0.5253764164771739, "Sub2_Sortino": 1.2528905000415649, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.800754]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.893941764943342, "OOS_Sortino Ratio": 6.6984591030185685, "OOS_Calmar Ratio": 8.63475405001189, "OOS_Max Drawdown %": -3.931572319290988, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 84, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5d7b2098235f36f71081c024e3266aa63ce5c0a6a13edd94e005578884939292", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": -710.0, "i_long_exit_activation_confirmation_threshold": -649.95, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "79445e7d39b95bba61e8b35f2fde533dfa28d53e337e2735e54d3a45d813f9dd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 119.16046101692159, \"dd_pct\": -11.582118683574528, \"calmar\": 10.298484868056432, \"cagr_pct\": 119.27827400282595, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 14.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4189430124901383, \"sortino\": 4.741472888499565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 11.400429123508292, \"dd_pct\": -3.426764915776326, \"calmar\": 3.329282081474367, \"cagr_pct\": 11.40866703151914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2232692912814158, \"sortino\": 5.318357962015681}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 17.65023868045692, \"dd_pct\": -15.933907860470997, \"calmar\": 1.1085377109257606, \"cagr_pct\": 17.663337745748503, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 24.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9043188189091177, \"sortino\": 1.363461325735947}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.456556821834617, \"dd_pct\": -19.15360154701621, \"calmar\": -0.6475555469908514, \"cagr_pct\": -12.403020926622897, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 22.26277372262774, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5582157724222393, \"sortino\": -0.7794909862502247}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -20.748591859458042, \"dd_pct\": -25.927069903113775, \"calmar\": -0.8007543424733162, \"cagr_pct\": -20.76121381252758, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 19.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9832200997948518, \"sortino\": -1.3615771524458147}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.018136372653445, \"dd_pct\": -7.34988437682349, \"calmar\": 0.673712153630463, \"cagr_pct\": 4.951706432444647, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 8.940397350993377, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.44420858595769436, \"sortino\": 0.6018709497422409}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 273.12856996523516, \"dd_pct\": -44.219396877479745, \"calmar\": 0.3915265189687194, \"cagr_pct\": 17.313066530335902, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 15.405046480743692, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7502122950000245, \"sortino\": 1.150862863147535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 77.44968916713162, \"dd_pct\": -44.219396877479745, \"calmar\": 0.4619406658158011, \"cagr_pct\": 20.42673763555615, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 15.461401952085183, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7612465925845125, \"sortino\": 1.1029448029177864}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.27287887430619, \"dd_pct\": -29.483737322806093, \"calmar\": 0.5253764164771739, \"cagr_pct\": 15.490060259010171, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 15.37135278514589, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7584861655937998, \"sortino\": 1.2528905000415649}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.893941764943342, \"dd_pct\": -3.931572319290988, \"calmar\": 8.63475405001189, \"cagr_pct\": 33.9481600069125, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 6.628242074927954, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.418551623432935, \"sortino\": 6.6984591030185685}]", "Additional_Threshold_Budget": 0, "Total Trades": 52, "Total P&L %": 273.12856996523516, "Sharpe Ratio": 0.7502122950000245, "Sortino Ratio": 1.150862863147535, "Calmar Ratio": 0.3915265189687194, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.219396877479745, "% In Market": 15.405046480743692, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4619406658158011, "Sub1_Sortino": 1.1029448029177864, "Sub1_Trades": 14, "Sub2_Calmar": 0.5253764164771739, "Sub2_Sortino": 1.2528905000415649, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.800754]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.893941764943342, "OOS_Sortino Ratio": 6.6984591030185685, "OOS_Calmar Ratio": 8.63475405001189, "OOS_Max Drawdown %": -3.931572319290988, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 87, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5d7b2098235f36f71081c024e3266aa63ce5c0a6a13edd94e005578884939292", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": -710.0, "i_long_exit_activation_confirmation_threshold": -649.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "7033a61ebc8bd14cb19893e7cf62edf57c8eb3284b490bad599504c4259b4d4d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 119.16046101692159, \"dd_pct\": -11.582118683574528, \"calmar\": 10.298484868056432, \"cagr_pct\": 119.27827400282595, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 14.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4189430124901383, \"sortino\": 4.741472888499565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 11.400429123508292, \"dd_pct\": -3.426764915776326, \"calmar\": 3.329282081474367, \"cagr_pct\": 11.40866703151914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.821917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2232692912814158, \"sortino\": 5.318357962015681}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 17.65023868045692, \"dd_pct\": -15.933907860470997, \"calmar\": 1.1085377109257606, \"cagr_pct\": 17.663337745748503, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 24.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9043188189091177, \"sortino\": 1.363461325735947}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.456556821834617, \"dd_pct\": -19.15360154701621, \"calmar\": -0.6475555469908514, \"cagr_pct\": -12.403020926622897, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 22.26277372262774, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5582157724222393, \"sortino\": -0.7794909862502247}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -20.748591859458042, \"dd_pct\": -25.927069903113775, \"calmar\": -0.8007543424733162, \"cagr_pct\": -20.76121381252758, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 19.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9832200997948518, \"sortino\": -1.3615771524458147}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.018136372653445, \"dd_pct\": -7.34988437682349, \"calmar\": 0.673712153630463, \"cagr_pct\": 4.951706432444647, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 8.940397350993377, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.44420858595769436, \"sortino\": 0.6018709497422409}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 273.12856996523516, \"dd_pct\": -44.219396877479745, \"calmar\": 0.3915265189687194, \"cagr_pct\": 17.313066530335902, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 15.405046480743692, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7502122950000245, \"sortino\": 1.150862863147535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 77.44968916713162, \"dd_pct\": -44.219396877479745, \"calmar\": 0.4619406658158011, \"cagr_pct\": 20.42673763555615, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 15.461401952085183, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7612465925845125, \"sortino\": 1.1029448029177864}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.27287887430619, \"dd_pct\": -29.483737322806093, \"calmar\": 0.5253764164771739, \"cagr_pct\": 15.490060259010171, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 15.37135278514589, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7584861655937998, \"sortino\": 1.2528905000415649}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.893941764943342, \"dd_pct\": -3.931572319290988, \"calmar\": 8.63475405001189, \"cagr_pct\": 33.9481600069125, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 6.628242074927954, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.418551623432935, \"sortino\": 6.6984591030185685}]", "Additional_Threshold_Budget": 0, "Total Trades": 52, "Total P&L %": 273.12856996523516, "Sharpe Ratio": 0.7502122950000245, "Sortino Ratio": 1.150862863147535, "Calmar Ratio": 0.3915265189687194, "P&L/DD Ratio": 0.0, "Max Drawdown %": -44.219396877479745, "% In Market": 15.405046480743692, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4619406658158011, "Sub1_Sortino": 1.1029448029177864, "Sub1_Trades": 14, "Sub2_Calmar": 0.5253764164771739, "Sub2_Sortino": 1.2528905000415649, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.800754]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.893941764943342, "OOS_Sortino Ratio": 6.6984591030185685, "OOS_Calmar Ratio": 8.63475405001189, "OOS_Max Drawdown %": -3.931572319290988, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 80, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5d7b2098235f36f71081c024e3266aa63ce5c0a6a13edd94e005578884939292", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -480.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 540.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "a0b1b514c330841411eb75061bb31d281a24f8fb31fa9d5bde1868f6e6288042", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.71892816277946, \"dd_pct\": -53.12011967358683, \"calmar\": 1.1817216929374965, \"cagr_pct\": 62.77319774971344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.2876712328767, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0154187619473138, \"sortino\": 1.4832383289655042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -61.087273755528635, \"dd_pct\": -64.18114245340921, \"calmar\": -0.9521865655588859, \"cagr_pct\": -61.11242160635732, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3098234551041832, \"sortino\": -1.7753989121939622}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.95937804069644, \"dd_pct\": -34.2902957153056, \"calmar\": 1.2617888898089906, \"cagr_pct\": 43.26711416183744, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9578528351695338, \"sortino\": 1.3715378485337537}, {\"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\": -43.353329692641694, \"dd_pct\": -50.858479588364446, \"calmar\": -1.4689655673752988, \"cagr_pct\": -74.70935532436684, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 85.76158940397352, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.8236749041971727, \"sortino\": -3.5168365192729043}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 252.0106720563232, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20124104596369935, \"cagr_pct\": 16.487160797131892, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 93.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5568759661099828, \"sortino\": 0.7858877188154478}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.565714101939676, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20818031212721397, \"cagr_pct\": 17.05567700864373, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 91.54835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5772932058943155, \"sortino\": 0.8004000866799447}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 116.53438672535046, \"dd_pct\": -75.07185069540768, \"calmar\": 0.2151082876480036, \"cagr_pct\": 16.148577253655734, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 94.92042440318302, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5472118137182274, \"sortino\": 0.7854607171906458}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 252.0106720563232, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.92742548210524, "% In Market": 93.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "57e4c5dda93857a19009e257155b12391d139c0c38d1b8c61cc78d797d42cdb6", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -481.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 540.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "f0284f2220c3242387927412349665d71da38b5b129a889c74879305034c15a2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.71892816277946, \"dd_pct\": -53.12011967358683, \"calmar\": 1.1817216929374965, \"cagr_pct\": 62.77319774971344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.2876712328767, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0154187619473138, \"sortino\": 1.4832383289655042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -61.087273755528635, \"dd_pct\": -64.18114245340921, \"calmar\": -0.9521865655588859, \"cagr_pct\": -61.11242160635732, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3098234551041832, \"sortino\": -1.7753989121939622}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.95937804069644, \"dd_pct\": -34.2902957153056, \"calmar\": 1.2617888898089906, \"cagr_pct\": 43.26711416183744, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9578528351695338, \"sortino\": 1.3715378485337537}, {\"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\": -43.353329692641694, \"dd_pct\": -50.858479588364446, \"calmar\": -1.4689655673752988, \"cagr_pct\": -74.70935532436684, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 85.76158940397352, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.8236749041971727, \"sortino\": -3.5168365192729043}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 252.0106720563232, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20124104596369935, \"cagr_pct\": 16.487160797131892, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 93.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5568759661099828, \"sortino\": 0.7858877188154478}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.565714101939676, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20818031212721397, \"cagr_pct\": 17.05567700864373, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 91.54835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5772932058943155, \"sortino\": 0.8004000866799447}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 116.53438672535046, \"dd_pct\": -75.07185069540768, \"calmar\": 0.2151082876480036, \"cagr_pct\": 16.148577253655734, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 94.92042440318302, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5472118137182274, \"sortino\": 0.7854607171906458}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 252.0106720563232, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.92742548210524, "% In Market": 93.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "57e4c5dda93857a19009e257155b12391d139c0c38d1b8c61cc78d797d42cdb6", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -480.05, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 540.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "58e1f85f846dc963f6052bcd83b1761ef2b3235c096c312f9e23304f482c1aa5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.71892816277946, \"dd_pct\": -53.12011967358683, \"calmar\": 1.1817216929374965, \"cagr_pct\": 62.77319774971344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.2876712328767, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0154187619473138, \"sortino\": 1.4832383289655042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -61.087273755528635, \"dd_pct\": -64.18114245340921, \"calmar\": -0.9521865655588859, \"cagr_pct\": -61.11242160635732, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3098234551041832, \"sortino\": -1.7753989121939622}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.95937804069644, \"dd_pct\": -34.2902957153056, \"calmar\": 1.2617888898089906, \"cagr_pct\": 43.26711416183744, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9578528351695338, \"sortino\": 1.3715378485337537}, {\"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\": -43.353329692641694, \"dd_pct\": -50.858479588364446, \"calmar\": -1.4689655673752988, \"cagr_pct\": -74.70935532436684, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 85.76158940397352, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.8236749041971727, \"sortino\": -3.5168365192729043}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 252.0106720563232, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20124104596369935, \"cagr_pct\": 16.487160797131892, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 93.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5568759661099828, \"sortino\": 0.7858877188154478}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.565714101939676, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20818031212721397, \"cagr_pct\": 17.05567700864373, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 91.54835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5772932058943155, \"sortino\": 0.8004000866799447}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 116.53438672535046, \"dd_pct\": -75.07185069540768, \"calmar\": 0.2151082876480036, \"cagr_pct\": 16.148577253655734, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 94.92042440318302, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5472118137182274, \"sortino\": 0.7854607171906458}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 252.0106720563232, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.92742548210524, "% In Market": 93.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "57e4c5dda93857a19009e257155b12391d139c0c38d1b8c61cc78d797d42cdb6", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -479.95, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 540.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "0d582b435adcec194ac5320d8c92ba30c0873f3f54c2e23bfd043e67107b4053", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.71892816277946, \"dd_pct\": -53.12011967358683, \"calmar\": 1.1817216929374965, \"cagr_pct\": 62.77319774971344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.2876712328767, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0154187619473138, \"sortino\": 1.4832383289655042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -61.087273755528635, \"dd_pct\": -64.18114245340921, \"calmar\": -0.9521865655588859, \"cagr_pct\": -61.11242160635732, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3098234551041832, \"sortino\": -1.7753989121939622}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.95937804069644, \"dd_pct\": -34.2902957153056, \"calmar\": 1.2617888898089906, \"cagr_pct\": 43.26711416183744, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9578528351695338, \"sortino\": 1.3715378485337537}, {\"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\": -43.353329692641694, \"dd_pct\": -50.858479588364446, \"calmar\": -1.4689655673752988, \"cagr_pct\": -74.70935532436684, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 85.76158940397352, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.8236749041971727, \"sortino\": -3.5168365192729043}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 252.0106720563232, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20124104596369935, \"cagr_pct\": 16.487160797131892, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 93.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5568759661099828, \"sortino\": 0.7858877188154478}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.565714101939676, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20818031212721397, \"cagr_pct\": 17.05567700864373, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 91.54835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5772932058943155, \"sortino\": 0.8004000866799447}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 116.53438672535046, \"dd_pct\": -75.07185069540768, \"calmar\": 0.2151082876480036, \"cagr_pct\": 16.148577253655734, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 94.92042440318302, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5472118137182274, \"sortino\": 0.7854607171906458}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 252.0106720563232, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.92742548210524, "% In Market": 93.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "57e4c5dda93857a19009e257155b12391d139c0c38d1b8c61cc78d797d42cdb6", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -479.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 540.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "4c52d95359b93237a277f9c7d9ed9bd90e374a3db7cb7cb8477d16726b35ed45", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.71892816277946, \"dd_pct\": -53.12011967358683, \"calmar\": 1.1817216929374965, \"cagr_pct\": 62.77319774971344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.2876712328767, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0154187619473138, \"sortino\": 1.4832383289655042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -61.087273755528635, \"dd_pct\": -64.18114245340921, \"calmar\": -0.9521865655588859, \"cagr_pct\": -61.11242160635732, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3098234551041832, \"sortino\": -1.7753989121939622}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.95937804069644, \"dd_pct\": -34.2902957153056, \"calmar\": 1.2617888898089906, \"cagr_pct\": 43.26711416183744, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9578528351695338, \"sortino\": 1.3715378485337537}, {\"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\": -43.353329692641694, \"dd_pct\": -50.858479588364446, \"calmar\": -1.4689655673752988, \"cagr_pct\": -74.70935532436684, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 85.76158940397352, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.8236749041971727, \"sortino\": -3.5168365192729043}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.5649198549828, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20442542509786696, \"cagr_pct\": 16.74804878135318, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 93.66699867197875, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5605297194918145, \"sortino\": 0.791068972398268}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 65.59259953005932, \"dd_pct\": -81.92742548210524, \"calmar\": 0.21674838820945452, \"cagr_pct\": 17.757637423396503, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 91.57054125998225, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5859241928451434, \"sortino\": 0.8124196565713463}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 116.53438672535046, \"dd_pct\": -75.07185069540768, \"calmar\": 0.2151082876480036, \"cagr_pct\": 16.148577253655734, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 94.92042440318302, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5472118137182274, \"sortino\": 0.7854607171906458}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 258.5649198549828, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.92742548210524, "% In Market": 93.66699867197875, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "57e4c5dda93857a19009e257155b12391d139c0c38d1b8c61cc78d797d42cdb6", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -480.0, "i_long_exit_activation_threshold": 539.0, "i_long_exit_activation_confirmation_threshold": 540.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "5c21b8bc245f2f4399e5ac3ef997e7267b77dfb8b9caf9a1a6b5951fa4af70c9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.71892816277946, \"dd_pct\": -53.12011967358683, \"calmar\": 1.1817216929374965, \"cagr_pct\": 62.77319774971344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.2876712328767, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0154187619473138, \"sortino\": 1.4832383289655042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -61.087273755528635, \"dd_pct\": -64.18114245340921, \"calmar\": -0.9521865655588859, \"cagr_pct\": -61.11242160635732, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3098234551041832, \"sortino\": -1.7753989121939622}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.95937804069644, \"dd_pct\": -34.2902957153056, \"calmar\": 1.2617888898089906, \"cagr_pct\": 43.26711416183744, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9578528351695338, \"sortino\": 1.3715378485337537}, {\"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\": -43.353329692641694, \"dd_pct\": -50.858479588364446, \"calmar\": -1.4689655673752988, \"cagr_pct\": -74.70935532436684, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 85.76158940397352, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.8236749041971727, \"sortino\": -3.5168365192729043}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 252.0106720563232, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20124104596369935, \"cagr_pct\": 16.487160797131892, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 93.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5568759661099828, \"sortino\": 0.7858877188154478}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.565714101939676, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20818031212721397, \"cagr_pct\": 17.05567700864373, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 91.54835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5772932058943155, \"sortino\": 0.8004000866799447}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 116.53438672535046, \"dd_pct\": -75.07185069540768, \"calmar\": 0.2151082876480036, \"cagr_pct\": 16.148577253655734, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 94.92042440318302, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5472118137182274, \"sortino\": 0.7854607171906458}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 252.0106720563232, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.92742548210524, "% In Market": 93.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "57e4c5dda93857a19009e257155b12391d139c0c38d1b8c61cc78d797d42cdb6", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -480.0, "i_long_exit_activation_threshold": 539.95, "i_long_exit_activation_confirmation_threshold": 540.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "08bc384045f76758279d4dfcaff749dffb3bc99e01bd6ea184ae4d41600e84e5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.71892816277946, \"dd_pct\": -53.12011967358683, \"calmar\": 1.1817216929374965, \"cagr_pct\": 62.77319774971344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.2876712328767, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0154187619473138, \"sortino\": 1.4832383289655042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -61.087273755528635, \"dd_pct\": -64.18114245340921, \"calmar\": -0.9521865655588859, \"cagr_pct\": -61.11242160635732, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3098234551041832, \"sortino\": -1.7753989121939622}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.95937804069644, \"dd_pct\": -34.2902957153056, \"calmar\": 1.2617888898089906, \"cagr_pct\": 43.26711416183744, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9578528351695338, \"sortino\": 1.3715378485337537}, {\"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\": -43.353329692641694, \"dd_pct\": -50.858479588364446, \"calmar\": -1.4689655673752988, \"cagr_pct\": -74.70935532436684, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 85.76158940397352, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.8236749041971727, \"sortino\": -3.5168365192729043}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 252.0106720563232, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20124104596369935, \"cagr_pct\": 16.487160797131892, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 93.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5568759661099828, \"sortino\": 0.7858877188154478}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.565714101939676, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20818031212721397, \"cagr_pct\": 17.05567700864373, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 91.54835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5772932058943155, \"sortino\": 0.8004000866799447}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 116.53438672535046, \"dd_pct\": -75.07185069540768, \"calmar\": 0.2151082876480036, \"cagr_pct\": 16.148577253655734, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 94.92042440318302, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5472118137182274, \"sortino\": 0.7854607171906458}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 252.0106720563232, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.92742548210524, "% In Market": 93.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "57e4c5dda93857a19009e257155b12391d139c0c38d1b8c61cc78d797d42cdb6", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -480.0, "i_long_exit_activation_threshold": 540.05, "i_long_exit_activation_confirmation_threshold": 540.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "1759bcd9e4026ffbd35cb2cf4c43fc9c9a387030ba512b9e8d10803dc65a9e39", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.71892816277946, \"dd_pct\": -53.12011967358683, \"calmar\": 1.1817216929374965, \"cagr_pct\": 62.77319774971344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.2876712328767, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0154187619473138, \"sortino\": 1.4832383289655042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -61.087273755528635, \"dd_pct\": -64.18114245340921, \"calmar\": -0.9521865655588859, \"cagr_pct\": -61.11242160635732, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3098234551041832, \"sortino\": -1.7753989121939622}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.95937804069644, \"dd_pct\": -34.2902957153056, \"calmar\": 1.2617888898089906, \"cagr_pct\": 43.26711416183744, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9578528351695338, \"sortino\": 1.3715378485337537}, {\"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\": -43.353329692641694, \"dd_pct\": -50.858479588364446, \"calmar\": -1.4689655673752988, \"cagr_pct\": -74.70935532436684, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 85.76158940397352, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.8236749041971727, \"sortino\": -3.5168365192729043}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 252.0106720563232, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20124104596369935, \"cagr_pct\": 16.487160797131892, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 93.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5568759661099828, \"sortino\": 0.7858877188154478}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.565714101939676, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20818031212721397, \"cagr_pct\": 17.05567700864373, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 91.54835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5772932058943155, \"sortino\": 0.8004000866799447}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 116.53438672535046, \"dd_pct\": -75.07185069540768, \"calmar\": 0.2151082876480036, \"cagr_pct\": 16.148577253655734, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 94.92042440318302, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5472118137182274, \"sortino\": 0.7854607171906458}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 252.0106720563232, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.92742548210524, "% In Market": 93.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "57e4c5dda93857a19009e257155b12391d139c0c38d1b8c61cc78d797d42cdb6", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -480.0, "i_long_exit_activation_threshold": 541.0, "i_long_exit_activation_confirmation_threshold": 540.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "5d68f8efdb3becf5ae096ac91b62f80ec9a98b769f8d5fc43988f5d8a5d1e5e7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.71892816277946, \"dd_pct\": -53.12011967358683, \"calmar\": 1.1817216929374965, \"cagr_pct\": 62.77319774971344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.2876712328767, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0154187619473138, \"sortino\": 1.4832383289655042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -61.087273755528635, \"dd_pct\": -64.18114245340921, \"calmar\": -0.9521865655588859, \"cagr_pct\": -61.11242160635732, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3098234551041832, \"sortino\": -1.7753989121939622}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.95937804069644, \"dd_pct\": -34.2902957153056, \"calmar\": 1.2617888898089906, \"cagr_pct\": 43.26711416183744, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9578528351695338, \"sortino\": 1.3715378485337537}, {\"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\": -43.353329692641694, \"dd_pct\": -50.858479588364446, \"calmar\": -1.4689655673752988, \"cagr_pct\": -74.70935532436684, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 85.76158940397352, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.8236749041971727, \"sortino\": -3.5168365192729043}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 252.0106720563232, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20124104596369935, \"cagr_pct\": 16.487160797131892, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 93.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5568759661099828, \"sortino\": 0.7858877188154478}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.565714101939676, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20818031212721397, \"cagr_pct\": 17.05567700864373, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 91.54835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5772932058943155, \"sortino\": 0.8004000866799447}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 116.53438672535046, \"dd_pct\": -75.07185069540768, \"calmar\": 0.2151082876480036, \"cagr_pct\": 16.148577253655734, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 94.92042440318302, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5472118137182274, \"sortino\": 0.7854607171906458}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 252.0106720563232, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.92742548210524, "% In Market": 93.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "57e4c5dda93857a19009e257155b12391d139c0c38d1b8c61cc78d797d42cdb6", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -480.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 539.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "de61d437b0d8d6140c6aee95e965c1c4cf466d5936d6dd88ca42fe657d4723e7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.71892816277946, \"dd_pct\": -53.12011967358683, \"calmar\": 1.1817216929374965, \"cagr_pct\": 62.77319774971344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.2876712328767, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0154187619473138, \"sortino\": 1.4832383289655042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -61.087273755528635, \"dd_pct\": -64.18114245340921, \"calmar\": -0.9521865655588859, \"cagr_pct\": -61.11242160635732, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3098234551041832, \"sortino\": -1.7753989121939622}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.95937804069644, \"dd_pct\": -34.2902957153056, \"calmar\": 1.2617888898089906, \"cagr_pct\": 43.26711416183744, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9578528351695338, \"sortino\": 1.3715378485337537}, {\"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\": -43.353329692641694, \"dd_pct\": -50.858479588364446, \"calmar\": -1.4689655673752988, \"cagr_pct\": -74.70935532436684, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 85.76158940397352, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.8236749041971727, \"sortino\": -3.5168365192729043}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 252.0106720563232, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20124104596369935, \"cagr_pct\": 16.487160797131892, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 93.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5568759661099828, \"sortino\": 0.7858877188154478}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.565714101939676, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20818031212721397, \"cagr_pct\": 17.05567700864373, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 91.54835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5772932058943155, \"sortino\": 0.8004000866799447}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 116.53438672535046, \"dd_pct\": -75.07185069540768, \"calmar\": 0.2151082876480036, \"cagr_pct\": 16.148577253655734, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 94.92042440318302, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5472118137182274, \"sortino\": 0.7854607171906458}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 252.0106720563232, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.92742548210524, "% In Market": 93.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "57e4c5dda93857a19009e257155b12391d139c0c38d1b8c61cc78d797d42cdb6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -480.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 539.95, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "d6ff4251e9d57261bdb1007c092fce9cbbee740330fcfb76521ff556c9664328", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.71892816277946, \"dd_pct\": -53.12011967358683, \"calmar\": 1.1817216929374965, \"cagr_pct\": 62.77319774971344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.2876712328767, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0154187619473138, \"sortino\": 1.4832383289655042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -61.087273755528635, \"dd_pct\": -64.18114245340921, \"calmar\": -0.9521865655588859, \"cagr_pct\": -61.11242160635732, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3098234551041832, \"sortino\": -1.7753989121939622}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.95937804069644, \"dd_pct\": -34.2902957153056, \"calmar\": 1.2617888898089906, \"cagr_pct\": 43.26711416183744, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9578528351695338, \"sortino\": 1.3715378485337537}, {\"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\": -43.353329692641694, \"dd_pct\": -50.858479588364446, \"calmar\": -1.4689655673752988, \"cagr_pct\": -74.70935532436684, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 85.76158940397352, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.8236749041971727, \"sortino\": -3.5168365192729043}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 252.0106720563232, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20124104596369935, \"cagr_pct\": 16.487160797131892, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 93.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5568759661099828, \"sortino\": 0.7858877188154478}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.565714101939676, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20818031212721397, \"cagr_pct\": 17.05567700864373, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 91.54835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5772932058943155, \"sortino\": 0.8004000866799447}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 116.53438672535046, \"dd_pct\": -75.07185069540768, \"calmar\": 0.2151082876480036, \"cagr_pct\": 16.148577253655734, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 94.92042440318302, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5472118137182274, \"sortino\": 0.7854607171906458}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 252.0106720563232, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.92742548210524, "% In Market": 93.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "57e4c5dda93857a19009e257155b12391d139c0c38d1b8c61cc78d797d42cdb6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -480.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 540.05, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "6e9ab2b0ab0da4db1419a94618bf2bdbcef6508abbc2dd79cfd1689af232e00e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.71892816277946, \"dd_pct\": -53.12011967358683, \"calmar\": 1.1817216929374965, \"cagr_pct\": 62.77319774971344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.2876712328767, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0154187619473138, \"sortino\": 1.4832383289655042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -61.087273755528635, \"dd_pct\": -64.18114245340921, \"calmar\": -0.9521865655588859, \"cagr_pct\": -61.11242160635732, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3098234551041832, \"sortino\": -1.7753989121939622}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.95937804069644, \"dd_pct\": -34.2902957153056, \"calmar\": 1.2617888898089906, \"cagr_pct\": 43.26711416183744, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9578528351695338, \"sortino\": 1.3715378485337537}, {\"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\": -43.353329692641694, \"dd_pct\": -50.858479588364446, \"calmar\": -1.4689655673752988, \"cagr_pct\": -74.70935532436684, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 85.76158940397352, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.8236749041971727, \"sortino\": -3.5168365192729043}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 252.0106720563232, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20124104596369935, \"cagr_pct\": 16.487160797131892, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 93.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5568759661099828, \"sortino\": 0.7858877188154478}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.565714101939676, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20818031212721397, \"cagr_pct\": 17.05567700864373, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 91.54835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5772932058943155, \"sortino\": 0.8004000866799447}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 116.53438672535046, \"dd_pct\": -75.07185069540768, \"calmar\": 0.2151082876480036, \"cagr_pct\": 16.148577253655734, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 94.92042440318302, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5472118137182274, \"sortino\": 0.7854607171906458}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 252.0106720563232, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.92742548210524, "% In Market": 93.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "57e4c5dda93857a19009e257155b12391d139c0c38d1b8c61cc78d797d42cdb6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -480.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 541.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "9f513ac3ed4ac40deb23c670a01f7780ec6f1733c8652ceac1e0b270179c4f62", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.71892816277946, \"dd_pct\": -53.12011967358683, \"calmar\": 1.1817216929374965, \"cagr_pct\": 62.77319774971344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.2876712328767, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0154187619473138, \"sortino\": 1.4832383289655042}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -61.087273755528635, \"dd_pct\": -64.18114245340921, \"calmar\": -0.9521865655588859, \"cagr_pct\": -61.11242160635732, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3098234551041832, \"sortino\": -1.7753989121939622}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 30.95937804069644, \"dd_pct\": -34.2902957153056, \"calmar\": 1.2617888898089906, \"cagr_pct\": 43.26711416183744, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.35401459854015, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9578528351695338, \"sortino\": 1.3715378485337537}, {\"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\": -43.353329692641694, \"dd_pct\": -50.858479588364446, \"calmar\": -1.4689655673752988, \"cagr_pct\": -74.70935532436684, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 85.76158940397352, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.8236749041971727, \"sortino\": -3.5168365192729043}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 252.0106720563232, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20124104596369935, \"cagr_pct\": 16.487160797131892, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 93.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5568759661099828, \"sortino\": 0.7858877188154478}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 62.565714101939676, \"dd_pct\": -81.92742548210524, \"calmar\": 0.20818031212721397, \"cagr_pct\": 17.05567700864373, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 91.54835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5772932058943155, \"sortino\": 0.8004000866799447}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 116.53438672535046, \"dd_pct\": -75.07185069540768, \"calmar\": 0.2151082876480036, \"cagr_pct\": 16.148577253655734, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 94.92042440318302, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5472118137182274, \"sortino\": 0.7854607171906458}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 252.0106720563232, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.92742548210524, "% In Market": 93.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "57e4c5dda93857a19009e257155b12391d139c0c38d1b8c61cc78d797d42cdb6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -270.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "7492c8a607a4c6d2296756c974af1f91038e224f9c54130fb6e0b66fe53ba022", "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\": 53.59412886709634, \"dd_pct\": -8.191724940146106, \"calmar\": 6.547983777194749, \"cagr_pct\": 53.63928201531832, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 22.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.260880317101856, \"sortino\": 3.843558794731866}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.2327149509331051, \"cagr_pct\": 4.185640939941885, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.46945551128818, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5422088297377792, \"sortino\": 0.8416696685174299}, {\"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\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.3764771470106937, \"cagr_pct\": 6.771366227919963, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.543766578249336, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6854152159571995, \"sortino\": 1.0639310488711262}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 40.23322381194281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.98612819313472, "% In Market": 3.46945551128818, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e6154aa09e5341571d862b22e86857d916ecc299458ca8c5e1e6d0b906446e9f", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 269.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -270.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "78c911198cbacbbeb2c6c24307d64f297b2ebccbae2ebd2370fdf70ef13ffb4a", "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\": 53.59412886709634, \"dd_pct\": -8.191724940146106, \"calmar\": 6.547983777194749, \"cagr_pct\": 53.63928201531832, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 22.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.260880317101856, \"sortino\": 3.843558794731866}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.2327149509331051, \"cagr_pct\": 4.185640939941885, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.46945551128818, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5422088297377792, \"sortino\": 0.8416696685174299}, {\"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\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.3764771470106937, \"cagr_pct\": 6.771366227919963, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.543766578249336, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6854152159571995, \"sortino\": 1.0639310488711262}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 40.23322381194281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.98612819313472, "% In Market": 3.46945551128818, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e6154aa09e5341571d862b22e86857d916ecc299458ca8c5e1e6d0b906446e9f", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 269.95, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -270.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "b184386dc481c3f31a93eb2423b1d8792c61a1fdd8785fee33490b1dc4e612b5", "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\": 53.59412886709634, \"dd_pct\": -8.191724940146106, \"calmar\": 6.547983777194749, \"cagr_pct\": 53.63928201531832, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 22.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.260880317101856, \"sortino\": 3.843558794731866}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.2327149509331051, \"cagr_pct\": 4.185640939941885, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.46945551128818, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5422088297377792, \"sortino\": 0.8416696685174299}, {\"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\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.3764771470106937, \"cagr_pct\": 6.771366227919963, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.543766578249336, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6854152159571995, \"sortino\": 1.0639310488711262}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 40.23322381194281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.98612819313472, "% In Market": 3.46945551128818, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e6154aa09e5341571d862b22e86857d916ecc299458ca8c5e1e6d0b906446e9f", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 270.05, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -270.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "e953b4863a25affbab93603e26dd77ee49ac15e0456523c70ef3b522c92d9037", "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\": 53.59412886709634, \"dd_pct\": -8.191724940146106, \"calmar\": 6.547983777194749, \"cagr_pct\": 53.63928201531832, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 22.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.260880317101856, \"sortino\": 3.843558794731866}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.2327149509331051, \"cagr_pct\": 4.185640939941885, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.46945551128818, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5422088297377792, \"sortino\": 0.8416696685174299}, {\"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\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.3764771470106937, \"cagr_pct\": 6.771366227919963, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.543766578249336, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6854152159571995, \"sortino\": 1.0639310488711262}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 40.23322381194281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.98612819313472, "% In Market": 3.46945551128818, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e6154aa09e5341571d862b22e86857d916ecc299458ca8c5e1e6d0b906446e9f", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 271.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -270.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "9f13521eccb7b41017c97c06bceccd00f7e63290a5bbaef4846e73c24d36977d", "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\": 53.59412886709634, \"dd_pct\": -8.191724940146106, \"calmar\": 6.547983777194749, \"cagr_pct\": 53.63928201531832, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 22.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.260880317101856, \"sortino\": 3.843558794731866}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.2327149509331051, \"cagr_pct\": 4.185640939941885, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.46945551128818, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5422088297377792, \"sortino\": 0.8416696685174299}, {\"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\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.3764771470106937, \"cagr_pct\": 6.771366227919963, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.543766578249336, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6854152159571995, \"sortino\": 1.0639310488711262}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 40.23322381194281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.98612819313472, "% In Market": 3.46945551128818, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e6154aa09e5341571d862b22e86857d916ecc299458ca8c5e1e6d0b906446e9f", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": 219.0, "i_long_exit_activation_confirmation_threshold": -270.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "c5dac9cbcc803047481a146f4a70c0ffe6b51b50652649606e8dd809cdf98ef3", "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\": 53.59412886709634, \"dd_pct\": -8.191724940146106, \"calmar\": 6.547983777194749, \"cagr_pct\": 53.63928201531832, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 22.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.260880317101856, \"sortino\": 3.843558794731866}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.2327149509331051, \"cagr_pct\": 4.185640939941885, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.46945551128818, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5422088297377792, \"sortino\": 0.8416696685174299}, {\"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\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.3764771470106937, \"cagr_pct\": 6.771366227919963, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.543766578249336, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6854152159571995, \"sortino\": 1.0639310488711262}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 40.23322381194281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.98612819313472, "% In Market": 3.46945551128818, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e6154aa09e5341571d862b22e86857d916ecc299458ca8c5e1e6d0b906446e9f", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": 219.95, "i_long_exit_activation_confirmation_threshold": -270.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "dbdc006121c839d3b1c701b48d891e9200867fb7db760a6a2f48602653247fa9", "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\": 53.59412886709634, \"dd_pct\": -8.191724940146106, \"calmar\": 6.547983777194749, \"cagr_pct\": 53.63928201531832, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 22.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.260880317101856, \"sortino\": 3.843558794731866}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.2327149509331051, \"cagr_pct\": 4.185640939941885, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.46945551128818, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5422088297377792, \"sortino\": 0.8416696685174299}, {\"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\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.3764771470106937, \"cagr_pct\": 6.771366227919963, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.543766578249336, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6854152159571995, \"sortino\": 1.0639310488711262}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 40.23322381194281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.98612819313472, "% In Market": 3.46945551128818, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e6154aa09e5341571d862b22e86857d916ecc299458ca8c5e1e6d0b906446e9f", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": 220.05, "i_long_exit_activation_confirmation_threshold": -270.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "d4b77a94592aed82139bb22fc965f5501fc860b733b3fc5629b9cdaa19c5df83", "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\": 53.59412886709634, \"dd_pct\": -8.191724940146106, \"calmar\": 6.547983777194749, \"cagr_pct\": 53.63928201531832, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 22.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.260880317101856, \"sortino\": 3.843558794731866}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.2327149509331051, \"cagr_pct\": 4.185640939941885, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.46945551128818, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5422088297377792, \"sortino\": 0.8416696685174299}, {\"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\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.3764771470106937, \"cagr_pct\": 6.771366227919963, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.543766578249336, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6854152159571995, \"sortino\": 1.0639310488711262}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 40.23322381194281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.98612819313472, "% In Market": 3.46945551128818, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e6154aa09e5341571d862b22e86857d916ecc299458ca8c5e1e6d0b906446e9f", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": 221.0, "i_long_exit_activation_confirmation_threshold": -270.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "7593a7bf0d800aabc410c95699edba6414b74e2283599f1f77491ca6251bcef4", "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\": 53.59412886709634, \"dd_pct\": -8.191724940146106, \"calmar\": 6.547983777194749, \"cagr_pct\": 53.63928201531832, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 22.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.260880317101856, \"sortino\": 3.843558794731866}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.2327149509331051, \"cagr_pct\": 4.185640939941885, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.46945551128818, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5422088297377792, \"sortino\": 0.8416696685174299}, {\"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\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.3764771470106937, \"cagr_pct\": 6.771366227919963, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.543766578249336, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6854152159571995, \"sortino\": 1.0639310488711262}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 40.23322381194281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.98612819313472, "% In Market": 3.46945551128818, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e6154aa09e5341571d862b22e86857d916ecc299458ca8c5e1e6d0b906446e9f", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -271.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "e730d886e101878e2344a9c19d917434226f7a43cde27e41a67dd2036299c950", "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\": 53.59412886709634, \"dd_pct\": -8.191724940146106, \"calmar\": 6.547983777194749, \"cagr_pct\": 53.63928201531832, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 22.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.260880317101856, \"sortino\": 3.843558794731866}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.2327149509331051, \"cagr_pct\": 4.185640939941885, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.46945551128818, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5422088297377792, \"sortino\": 0.8416696685174299}, {\"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\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.3764771470106937, \"cagr_pct\": 6.771366227919963, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.543766578249336, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6854152159571995, \"sortino\": 1.0639310488711262}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 40.23322381194281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.98612819313472, "% In Market": 3.46945551128818, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e6154aa09e5341571d862b22e86857d916ecc299458ca8c5e1e6d0b906446e9f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -270.05, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "0713acaf3e0f9a21b1b7a416705f84beeda3cdaeb7aa0a82cdff105d5dbd7e24", "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\": 53.59412886709634, \"dd_pct\": -8.191724940146106, \"calmar\": 6.547983777194749, \"cagr_pct\": 53.63928201531832, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 22.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.260880317101856, \"sortino\": 3.843558794731866}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.2327149509331051, \"cagr_pct\": 4.185640939941885, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.46945551128818, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5422088297377792, \"sortino\": 0.8416696685174299}, {\"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\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.3764771470106937, \"cagr_pct\": 6.771366227919963, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.543766578249336, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6854152159571995, \"sortino\": 1.0639310488711262}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 40.23322381194281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.98612819313472, "% In Market": 3.46945551128818, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e6154aa09e5341571d862b22e86857d916ecc299458ca8c5e1e6d0b906446e9f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -269.95, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "a1672683a11e48d93b2aea24dc0d6fe71d72f84645425c28c6ea11404df06354", "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\": 53.59412886709634, \"dd_pct\": -8.191724940146106, \"calmar\": 6.547983777194749, \"cagr_pct\": 53.63928201531832, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 22.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.260880317101856, \"sortino\": 3.843558794731866}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.2327149509331051, \"cagr_pct\": 4.185640939941885, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.46945551128818, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5422088297377792, \"sortino\": 0.8416696685174299}, {\"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\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.3764771470106937, \"cagr_pct\": 6.771366227919963, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.543766578249336, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6854152159571995, \"sortino\": 1.0639310488711262}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 40.23322381194281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.98612819313472, "% In Market": 3.46945551128818, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e6154aa09e5341571d862b22e86857d916ecc299458ca8c5e1e6d0b906446e9f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -269.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "ca617eadbce235ce01b3c609677b91350cf5fe523cc5516ad890a59fdcc59768", "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\": 53.59412886709634, \"dd_pct\": -8.191724940146106, \"calmar\": 6.547983777194749, \"cagr_pct\": 53.63928201531832, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 22.465753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.260880317101856, \"sortino\": 3.843558794731866}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.2327149509331051, \"cagr_pct\": 4.185640939941885, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.46945551128818, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5422088297377792, \"sortino\": 0.8416696685174299}, {\"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\": 40.23322381194281, \"dd_pct\": -17.98612819313472, \"calmar\": 0.3764771470106937, \"cagr_pct\": 6.771366227919963, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.543766578249336, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6854152159571995, \"sortino\": 1.0639310488711262}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 40.23322381194281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.98612819313472, "% In Market": 3.46945551128818, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e6154aa09e5341571d862b22e86857d916ecc299458ca8c5e1e6d0b906446e9f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 10.0, "i_long_exit_activation_threshold": -520.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "4c7b7167ddf597bbdefb63ba9a817f76dc670f10912d500bbe81b1ac4454b54c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 39.56474628562607, \"dd_pct\": -11.582118683574528, \"calmar\": 3.4187714271364498, \"cagr_pct\": 39.596616421107825, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 2.191780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6799820345669245, \"sortino\": 3.4098557652987727}, {\"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\": 10.660406850178262, \"dd_pct\": -5.730181942229795, \"calmar\": 1.8617357927911675, \"cagr_pct\": 10.66808482105482, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.7808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1290375563095076, \"sortino\": 2.406180796291675}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.125612164751232, \"dd_pct\": -3.218204707325256, \"calmar\": 5.12141956899281, \"cagr_pct\": 16.481776565120345, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.47080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4992426032337687, \"sortino\": 2.9347746278677946}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -0.48142430464781505, \"dd_pct\": -0.48142430464781505, \"calmar\": -1.0006832790120688, \"cagr_pct\": -0.4817532517710807, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.374643663681256, \"sortino\": -1.3742256464908125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 56.222126022414365, \"dd_pct\": -28.465806003113936, \"calmar\": 0.1952776333565759, \"cagr_pct\": 5.558735227875501, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5355311922560959, \"sortino\": 0.8435008408514406}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -9.350466835684623, \"dd_pct\": -28.465806003113936, \"calmar\": -0.11000908801492591, \"cagr_pct\": -3.1314973580123673, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.20860676061168626, \"sortino\": -0.26197891836810117}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.33638229469881, \"dd_pct\": -11.582118683574528, \"calmar\": 0.9603155021188847, \"cagr_pct\": 11.122488119217389, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 1.4456233421750664, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0168266041799794, \"sortino\": 2.066789771723631}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 56.222126022414365, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -28.465806003113936, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9cb8fcc9c812b2d0a2f8a16039d65a114edcb03ffce45cadfbf18ed6a465e081", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 9.0, "i_long_exit_activation_threshold": -520.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "d566024bb8ddd4c950e9e2eba31e336cdbcbae81ce44db718d155381b50a1638", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 39.56474628562607, \"dd_pct\": -11.582118683574528, \"calmar\": 3.4187714271364498, \"cagr_pct\": 39.596616421107825, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 2.191780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6799820345669245, \"sortino\": 3.4098557652987727}, {\"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\": 10.660406850178262, \"dd_pct\": -5.730181942229795, \"calmar\": 1.8617357927911675, \"cagr_pct\": 10.66808482105482, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.7808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1290375563095076, \"sortino\": 2.406180796291675}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.125612164751232, \"dd_pct\": -3.218204707325256, \"calmar\": 5.12141956899281, \"cagr_pct\": 16.481776565120345, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.47080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4992426032337687, \"sortino\": 2.9347746278677946}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -0.48142430464781505, \"dd_pct\": -0.48142430464781505, \"calmar\": -1.0006832790120688, \"cagr_pct\": -0.4817532517710807, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.374643663681256, \"sortino\": -1.3742256464908125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 56.222126022414365, \"dd_pct\": -28.465806003113936, \"calmar\": 0.1952776333565759, \"cagr_pct\": 5.558735227875501, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5355311922560959, \"sortino\": 0.8435008408514406}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -9.350466835684623, \"dd_pct\": -28.465806003113936, \"calmar\": -0.11000908801492591, \"cagr_pct\": -3.1314973580123673, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.20860676061168626, \"sortino\": -0.26197891836810117}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.33638229469881, \"dd_pct\": -11.582118683574528, \"calmar\": 0.9603155021188847, \"cagr_pct\": 11.122488119217389, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 1.4456233421750664, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0168266041799794, \"sortino\": 2.066789771723631}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 56.222126022414365, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -28.465806003113936, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9cb8fcc9c812b2d0a2f8a16039d65a114edcb03ffce45cadfbf18ed6a465e081", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 9.95, "i_long_exit_activation_threshold": -520.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "fedaa032006e35995481a0934ed8cb0e3c68e353f6a13d783566815cb0b3e2df", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 39.56474628562607, \"dd_pct\": -11.582118683574528, \"calmar\": 3.4187714271364498, \"cagr_pct\": 39.596616421107825, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 2.191780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6799820345669245, \"sortino\": 3.4098557652987727}, {\"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\": 10.660406850178262, \"dd_pct\": -5.730181942229795, \"calmar\": 1.8617357927911675, \"cagr_pct\": 10.66808482105482, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.7808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1290375563095076, \"sortino\": 2.406180796291675}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.125612164751232, \"dd_pct\": -3.218204707325256, \"calmar\": 5.12141956899281, \"cagr_pct\": 16.481776565120345, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.47080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4992426032337687, \"sortino\": 2.9347746278677946}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -0.48142430464781505, \"dd_pct\": -0.48142430464781505, \"calmar\": -1.0006832790120688, \"cagr_pct\": -0.4817532517710807, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.374643663681256, \"sortino\": -1.3742256464908125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 56.222126022414365, \"dd_pct\": -28.465806003113936, \"calmar\": 0.1952776333565759, \"cagr_pct\": 5.558735227875501, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5355311922560959, \"sortino\": 0.8435008408514406}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -9.350466835684623, \"dd_pct\": -28.465806003113936, \"calmar\": -0.11000908801492591, \"cagr_pct\": -3.1314973580123673, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.20860676061168626, \"sortino\": -0.26197891836810117}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.33638229469881, \"dd_pct\": -11.582118683574528, \"calmar\": 0.9603155021188847, \"cagr_pct\": 11.122488119217389, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 1.4456233421750664, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0168266041799794, \"sortino\": 2.066789771723631}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 56.222126022414365, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -28.465806003113936, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9cb8fcc9c812b2d0a2f8a16039d65a114edcb03ffce45cadfbf18ed6a465e081", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 10.05, "i_long_exit_activation_threshold": -520.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "25ff324839cd5fd59020434466e6682c117a4031923603ef6ac6d932787e0b80", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 39.56474628562607, \"dd_pct\": -11.582118683574528, \"calmar\": 3.4187714271364498, \"cagr_pct\": 39.596616421107825, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 2.191780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6799820345669245, \"sortino\": 3.4098557652987727}, {\"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\": 10.660406850178262, \"dd_pct\": -5.730181942229795, \"calmar\": 1.8617357927911675, \"cagr_pct\": 10.66808482105482, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.7808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1290375563095076, \"sortino\": 2.406180796291675}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.125612164751232, \"dd_pct\": -3.218204707325256, \"calmar\": 5.12141956899281, \"cagr_pct\": 16.481776565120345, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.47080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4992426032337687, \"sortino\": 2.9347746278677946}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -0.48142430464781505, \"dd_pct\": -0.48142430464781505, \"calmar\": -1.0006832790120688, \"cagr_pct\": -0.4817532517710807, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.374643663681256, \"sortino\": -1.3742256464908125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 56.222126022414365, \"dd_pct\": -28.465806003113936, \"calmar\": 0.1952776333565759, \"cagr_pct\": 5.558735227875501, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5355311922560959, \"sortino\": 0.8435008408514406}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -9.350466835684623, \"dd_pct\": -28.465806003113936, \"calmar\": -0.11000908801492591, \"cagr_pct\": -3.1314973580123673, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.20860676061168626, \"sortino\": -0.26197891836810117}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.33638229469881, \"dd_pct\": -11.582118683574528, \"calmar\": 0.9603155021188847, \"cagr_pct\": 11.122488119217389, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 1.4456233421750664, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0168266041799794, \"sortino\": 2.066789771723631}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 56.222126022414365, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -28.465806003113936, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9cb8fcc9c812b2d0a2f8a16039d65a114edcb03ffce45cadfbf18ed6a465e081", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 11.0, "i_long_exit_activation_threshold": -520.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "aee7801543fb457c167a8839d9947ed27d7191596b8cf5e9e9ae4fad93e83e6f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 39.56474628562607, \"dd_pct\": -11.582118683574528, \"calmar\": 3.4187714271364498, \"cagr_pct\": 39.596616421107825, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 2.191780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6799820345669245, \"sortino\": 3.4098557652987727}, {\"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\": 10.660406850178262, \"dd_pct\": -5.730181942229795, \"calmar\": 1.8617357927911675, \"cagr_pct\": 10.66808482105482, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.7808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1290375563095076, \"sortino\": 2.406180796291675}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.125612164751232, \"dd_pct\": -3.218204707325256, \"calmar\": 5.12141956899281, \"cagr_pct\": 16.481776565120345, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.47080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4992426032337687, \"sortino\": 2.9347746278677946}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -0.48142430464781505, \"dd_pct\": -0.48142430464781505, \"calmar\": -1.0006832790120688, \"cagr_pct\": -0.4817532517710807, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.374643663681256, \"sortino\": -1.3742256464908125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 64.54219853301662, \"dd_pct\": -26.330907479794206, \"calmar\": 0.23641523896953137, \"cagr_pct\": 6.225027784120169, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.4940239043824701, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6000488413980503, \"sortino\": 0.966810731743313}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -4.52265717656426, \"dd_pct\": -26.330907479794206, \"calmar\": -0.056539536415100136, \"cagr_pct\": -1.4887373022964572, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 1.574977817213842, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.07502969474660749, \"sortino\": -0.0960627367236818}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.33638229469881, \"dd_pct\": -11.582118683574528, \"calmar\": 0.9603155021188847, \"cagr_pct\": 11.122488119217389, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 1.4456233421750664, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0168266041799794, \"sortino\": 2.066789771723631}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 64.54219853301662, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -26.330907479794206, "% In Market": 1.4940239043824701, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9cb8fcc9c812b2d0a2f8a16039d65a114edcb03ffce45cadfbf18ed6a465e081", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 10.0, "i_long_exit_activation_threshold": -521.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "f656889e9604e21d5197b7323dd8160d5dc80100d8fb74772c8986e95f3d4bac", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 39.56474628562607, \"dd_pct\": -11.582118683574528, \"calmar\": 3.4187714271364498, \"cagr_pct\": 39.596616421107825, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 2.191780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6799820345669245, \"sortino\": 3.4098557652987727}, {\"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\": 10.660406850178262, \"dd_pct\": -5.730181942229795, \"calmar\": 1.8617357927911675, \"cagr_pct\": 10.66808482105482, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.7808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1290375563095076, \"sortino\": 2.406180796291675}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.125612164751232, \"dd_pct\": -3.218204707325256, \"calmar\": 5.12141956899281, \"cagr_pct\": 16.481776565120345, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.47080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4992426032337687, \"sortino\": 2.9347746278677946}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -0.48142430464781505, \"dd_pct\": -0.48142430464781505, \"calmar\": -1.0006832790120688, \"cagr_pct\": -0.4817532517710807, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.374643663681256, \"sortino\": -1.3742256464908125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 56.222126022414365, \"dd_pct\": -28.465806003113936, \"calmar\": 0.1952776333565759, \"cagr_pct\": 5.558735227875501, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5355311922560959, \"sortino\": 0.8435008408514406}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -9.350466835684623, \"dd_pct\": -28.465806003113936, \"calmar\": -0.11000908801492591, \"cagr_pct\": -3.1314973580123673, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.20860676061168626, \"sortino\": -0.26197891836810117}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.33638229469881, \"dd_pct\": -11.582118683574528, \"calmar\": 0.9603155021188847, \"cagr_pct\": 11.122488119217389, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 1.4456233421750664, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0168266041799794, \"sortino\": 2.066789771723631}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 56.222126022414365, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -28.465806003113936, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9cb8fcc9c812b2d0a2f8a16039d65a114edcb03ffce45cadfbf18ed6a465e081", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 10.0, "i_long_exit_activation_threshold": -520.05, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "27d68ac6d234b987c2efa9718b4d1c7c5add5bf772c547393eaf742a0c8919ca", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 39.56474628562607, \"dd_pct\": -11.582118683574528, \"calmar\": 3.4187714271364498, \"cagr_pct\": 39.596616421107825, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 2.191780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6799820345669245, \"sortino\": 3.4098557652987727}, {\"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\": 10.660406850178262, \"dd_pct\": -5.730181942229795, \"calmar\": 1.8617357927911675, \"cagr_pct\": 10.66808482105482, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.7808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1290375563095076, \"sortino\": 2.406180796291675}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.125612164751232, \"dd_pct\": -3.218204707325256, \"calmar\": 5.12141956899281, \"cagr_pct\": 16.481776565120345, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.47080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4992426032337687, \"sortino\": 2.9347746278677946}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -0.48142430464781505, \"dd_pct\": -0.48142430464781505, \"calmar\": -1.0006832790120688, \"cagr_pct\": -0.4817532517710807, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.374643663681256, \"sortino\": -1.3742256464908125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 56.222126022414365, \"dd_pct\": -28.465806003113936, \"calmar\": 0.1952776333565759, \"cagr_pct\": 5.558735227875501, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5355311922560959, \"sortino\": 0.8435008408514406}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -9.350466835684623, \"dd_pct\": -28.465806003113936, \"calmar\": -0.11000908801492591, \"cagr_pct\": -3.1314973580123673, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.20860676061168626, \"sortino\": -0.26197891836810117}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.33638229469881, \"dd_pct\": -11.582118683574528, \"calmar\": 0.9603155021188847, \"cagr_pct\": 11.122488119217389, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 1.4456233421750664, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0168266041799794, \"sortino\": 2.066789771723631}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 56.222126022414365, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -28.465806003113936, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9cb8fcc9c812b2d0a2f8a16039d65a114edcb03ffce45cadfbf18ed6a465e081", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 10.0, "i_long_exit_activation_threshold": -519.95, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "90f5e50c28a0986418a57ef877dbcdce7819270adf21fff62d9ffa538e0265e4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 39.56474628562607, \"dd_pct\": -11.582118683574528, \"calmar\": 3.4187714271364498, \"cagr_pct\": 39.596616421107825, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 2.191780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6799820345669245, \"sortino\": 3.4098557652987727}, {\"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\": 10.660406850178262, \"dd_pct\": -5.730181942229795, \"calmar\": 1.8617357927911675, \"cagr_pct\": 10.66808482105482, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.7808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1290375563095076, \"sortino\": 2.406180796291675}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.125612164751232, \"dd_pct\": -3.218204707325256, \"calmar\": 5.12141956899281, \"cagr_pct\": 16.481776565120345, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.47080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4992426032337687, \"sortino\": 2.9347746278677946}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -0.48142430464781505, \"dd_pct\": -0.48142430464781505, \"calmar\": -1.0006832790120688, \"cagr_pct\": -0.4817532517710807, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.374643663681256, \"sortino\": -1.3742256464908125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 56.222126022414365, \"dd_pct\": -28.465806003113936, \"calmar\": 0.1952776333565759, \"cagr_pct\": 5.558735227875501, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5355311922560959, \"sortino\": 0.8435008408514406}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -9.350466835684623, \"dd_pct\": -28.465806003113936, \"calmar\": -0.11000908801492591, \"cagr_pct\": -3.1314973580123673, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.20860676061168626, \"sortino\": -0.26197891836810117}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.33638229469881, \"dd_pct\": -11.582118683574528, \"calmar\": 0.9603155021188847, \"cagr_pct\": 11.122488119217389, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 1.4456233421750664, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0168266041799794, \"sortino\": 2.066789771723631}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 56.222126022414365, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -28.465806003113936, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9cb8fcc9c812b2d0a2f8a16039d65a114edcb03ffce45cadfbf18ed6a465e081", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 10.0, "i_long_exit_activation_threshold": -519.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "0ecede2d6610019b5dcbe05cb9c0d8e69ea90e9a378ebf162727783ea774f5fa", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 39.56474628562607, \"dd_pct\": -11.582118683574528, \"calmar\": 3.4187714271364498, \"cagr_pct\": 39.596616421107825, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 2.191780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6799820345669245, \"sortino\": 3.4098557652987727}, {\"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\": 10.660406850178262, \"dd_pct\": -5.730181942229795, \"calmar\": 1.8617357927911675, \"cagr_pct\": 10.66808482105482, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.7808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1290375563095076, \"sortino\": 2.406180796291675}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.125612164751232, \"dd_pct\": -3.218204707325256, \"calmar\": 5.12141956899281, \"cagr_pct\": 16.481776565120345, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.47080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4992426032337687, \"sortino\": 2.9347746278677946}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -0.48142430464781505, \"dd_pct\": -0.48142430464781505, \"calmar\": -1.0006832790120688, \"cagr_pct\": -0.4817532517710807, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.374643663681256, \"sortino\": -1.3742256464908125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 56.222126022414365, \"dd_pct\": -28.465806003113936, \"calmar\": 0.1952776333565759, \"cagr_pct\": 5.558735227875501, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5355311922560959, \"sortino\": 0.8435008408514406}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -9.350466835684623, \"dd_pct\": -28.465806003113936, \"calmar\": -0.11000908801492591, \"cagr_pct\": -3.1314973580123673, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.20860676061168626, \"sortino\": -0.26197891836810117}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.33638229469881, \"dd_pct\": -11.582118683574528, \"calmar\": 0.9603155021188847, \"cagr_pct\": 11.122488119217389, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 1.4456233421750664, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0168266041799794, \"sortino\": 2.066789771723631}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 56.222126022414365, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -28.465806003113936, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9cb8fcc9c812b2d0a2f8a16039d65a114edcb03ffce45cadfbf18ed6a465e081", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 10.0, "i_long_exit_activation_threshold": -520.0, "i_long_exit_activation_confirmation_threshold": 359.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "da7bdb86db0af9f0ecc7421b9e756803c0cd9f811f4fc664db82ece5d154436f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 39.56474628562607, \"dd_pct\": -11.582118683574528, \"calmar\": 3.4187714271364498, \"cagr_pct\": 39.596616421107825, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 2.191780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6799820345669245, \"sortino\": 3.4098557652987727}, {\"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\": 10.660406850178262, \"dd_pct\": -5.730181942229795, \"calmar\": 1.8617357927911675, \"cagr_pct\": 10.66808482105482, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.7808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1290375563095076, \"sortino\": 2.406180796291675}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.125612164751232, \"dd_pct\": -3.218204707325256, \"calmar\": 5.12141956899281, \"cagr_pct\": 16.481776565120345, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.47080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4992426032337687, \"sortino\": 2.9347746278677946}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -0.48142430464781505, \"dd_pct\": -0.48142430464781505, \"calmar\": -1.0006832790120688, \"cagr_pct\": -0.4817532517710807, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.374643663681256, \"sortino\": -1.3742256464908125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 56.222126022414365, \"dd_pct\": -28.465806003113936, \"calmar\": 0.1952776333565759, \"cagr_pct\": 5.558735227875501, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5355311922560959, \"sortino\": 0.8435008408514406}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -9.350466835684623, \"dd_pct\": -28.465806003113936, \"calmar\": -0.11000908801492591, \"cagr_pct\": -3.1314973580123673, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.20860676061168626, \"sortino\": -0.26197891836810117}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.33638229469881, \"dd_pct\": -11.582118683574528, \"calmar\": 0.9603155021188847, \"cagr_pct\": 11.122488119217389, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 1.4456233421750664, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0168266041799794, \"sortino\": 2.066789771723631}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 56.222126022414365, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -28.465806003113936, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9cb8fcc9c812b2d0a2f8a16039d65a114edcb03ffce45cadfbf18ed6a465e081", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 10.0, "i_long_exit_activation_threshold": -520.0, "i_long_exit_activation_confirmation_threshold": 359.95, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "2c5f3b8f1e0932dec15f89a5679d993e56496e4956f4321b2c8753429bfb7303", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 39.56474628562607, \"dd_pct\": -11.582118683574528, \"calmar\": 3.4187714271364498, \"cagr_pct\": 39.596616421107825, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 2.191780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6799820345669245, \"sortino\": 3.4098557652987727}, {\"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\": 10.660406850178262, \"dd_pct\": -5.730181942229795, \"calmar\": 1.8617357927911675, \"cagr_pct\": 10.66808482105482, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.7808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1290375563095076, \"sortino\": 2.406180796291675}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.125612164751232, \"dd_pct\": -3.218204707325256, \"calmar\": 5.12141956899281, \"cagr_pct\": 16.481776565120345, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.47080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4992426032337687, \"sortino\": 2.9347746278677946}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -0.48142430464781505, \"dd_pct\": -0.48142430464781505, \"calmar\": -1.0006832790120688, \"cagr_pct\": -0.4817532517710807, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.374643663681256, \"sortino\": -1.3742256464908125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 56.222126022414365, \"dd_pct\": -28.465806003113936, \"calmar\": 0.1952776333565759, \"cagr_pct\": 5.558735227875501, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5355311922560959, \"sortino\": 0.8435008408514406}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -9.350466835684623, \"dd_pct\": -28.465806003113936, \"calmar\": -0.11000908801492591, \"cagr_pct\": -3.1314973580123673, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.20860676061168626, \"sortino\": -0.26197891836810117}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.33638229469881, \"dd_pct\": -11.582118683574528, \"calmar\": 0.9603155021188847, \"cagr_pct\": 11.122488119217389, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 1.4456233421750664, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0168266041799794, \"sortino\": 2.066789771723631}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 56.222126022414365, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -28.465806003113936, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9cb8fcc9c812b2d0a2f8a16039d65a114edcb03ffce45cadfbf18ed6a465e081", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 10.0, "i_long_exit_activation_threshold": -520.0, "i_long_exit_activation_confirmation_threshold": 360.05, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "02df785ab4636bcf65970f08f7cda7d86726c4b0af87a6d0710e1baf045518f5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 39.56474628562607, \"dd_pct\": -11.582118683574528, \"calmar\": 3.4187714271364498, \"cagr_pct\": 39.596616421107825, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 2.191780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6799820345669245, \"sortino\": 3.4098557652987727}, {\"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\": 10.660406850178262, \"dd_pct\": -5.730181942229795, \"calmar\": 1.8617357927911675, \"cagr_pct\": 10.66808482105482, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.7808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1290375563095076, \"sortino\": 2.406180796291675}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.125612164751232, \"dd_pct\": -3.218204707325256, \"calmar\": 5.12141956899281, \"cagr_pct\": 16.481776565120345, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.47080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4992426032337687, \"sortino\": 2.9347746278677946}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -0.48142430464781505, \"dd_pct\": -0.48142430464781505, \"calmar\": -1.0006832790120688, \"cagr_pct\": -0.4817532517710807, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.374643663681256, \"sortino\": -1.3742256464908125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 56.222126022414365, \"dd_pct\": -28.465806003113936, \"calmar\": 0.1952776333565759, \"cagr_pct\": 5.558735227875501, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5355311922560959, \"sortino\": 0.8435008408514406}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -9.350466835684623, \"dd_pct\": -28.465806003113936, \"calmar\": -0.11000908801492591, \"cagr_pct\": -3.1314973580123673, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.20860676061168626, \"sortino\": -0.26197891836810117}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.33638229469881, \"dd_pct\": -11.582118683574528, \"calmar\": 0.9603155021188847, \"cagr_pct\": 11.122488119217389, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 1.4456233421750664, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0168266041799794, \"sortino\": 2.066789771723631}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 56.222126022414365, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -28.465806003113936, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9cb8fcc9c812b2d0a2f8a16039d65a114edcb03ffce45cadfbf18ed6a465e081", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 10.0, "i_long_exit_activation_threshold": -520.0, "i_long_exit_activation_confirmation_threshold": 361.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "1df296cf641805fc8652616850311f0d6899f8ad4a27e273ac964df675a49525", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 39.56474628562607, \"dd_pct\": -11.582118683574528, \"calmar\": 3.4187714271364498, \"cagr_pct\": 39.596616421107825, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 2.191780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6799820345669245, \"sortino\": 3.4098557652987727}, {\"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\": 10.660406850178262, \"dd_pct\": -5.730181942229795, \"calmar\": 1.8617357927911675, \"cagr_pct\": 10.66808482105482, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 1.7808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1290375563095076, \"sortino\": 2.406180796291675}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.125612164751232, \"dd_pct\": -3.218204707325256, \"calmar\": 5.12141956899281, \"cagr_pct\": 16.481776565120345, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.47080291970803, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4992426032337687, \"sortino\": 2.9347746278677946}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -0.48142430464781505, \"dd_pct\": -0.48142430464781505, \"calmar\": -1.0006832790120688, \"cagr_pct\": -0.4817532517710807, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.374643663681256, \"sortino\": -1.3742256464908125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 56.222126022414365, \"dd_pct\": -28.465806003113936, \"calmar\": 0.1952776333565759, \"cagr_pct\": 5.558735227875501, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 1.543824701195219, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5355311922560959, \"sortino\": 0.8435008408514406}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -9.350466835684623, \"dd_pct\": -28.465806003113936, \"calmar\": -0.11000908801492591, \"cagr_pct\": -3.1314973580123673, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.20860676061168626, \"sortino\": -0.26197891836810117}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.33638229469881, \"dd_pct\": -11.582118683574528, \"calmar\": 0.9603155021188847, \"cagr_pct\": 11.122488119217389, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 1.4456233421750664, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0168266041799794, \"sortino\": 2.066789771723631}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 56.222126022414365, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -28.465806003113936, "% In Market": 1.543824701195219, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9cb8fcc9c812b2d0a2f8a16039d65a114edcb03ffce45cadfbf18ed6a465e081", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "69406eef266e8d92c7b0277fc7ed84967aa302029a44412aa6636a4c1771bf19", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 41.10504154548329, \"dd_pct\": -9.585692108007827, \"calmar\": 4.291638412024068, \"cagr_pct\": 41.138324456562344, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 3.8356164383561646, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6741279502680402, \"sortino\": 3.376824818420735}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.891857782129693, \"dd_pct\": -5.11641681281505, \"calmar\": -0.761171536056734, \"cagr_pct\": -3.894470844516931, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3246623109422697, \"sortino\": -1.4846727717634798}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.381730467776485, \"dd_pct\": -7.221557167552595, \"calmar\": 1.438636877808636, \"cagr_pct\": 10.389198456444442, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8630197370263503, \"sortino\": 1.5450009432778051}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -5.925197173169671, \"dd_pct\": -11.189913710653855, \"calmar\": -0.6987971096124725, \"cagr_pct\": -7.81947935781789, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.302919708029197, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5168619405489105, \"sortino\": -0.7439646176476552}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -11.1569866048845, \"dd_pct\": -11.67610210476373, \"calmar\": -0.9561568481233745, \"cagr_pct\": -11.164184986857588, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2501934326735427, \"sortino\": -1.4948945738676664}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.699630429132187, \"dd_pct\": -62.578610571587, \"calmar\": -0.013381559288647997, \"cagr_pct\": -0.8373993875649058, \"entries\": 76, \"exits\": 76, \"exposure_pct\": 5.577689243027888, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07868525302506474, \"sortino\": 0.10603829194563562}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.426100163570965, \"dd_pct\": -62.578610571587, \"calmar\": -0.14493964795179523, \"cagr_pct\": -9.070121785558312, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 7.542147293700088, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11909030918048753, \"sortino\": -0.15317761207697303}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.111291987563476, \"dd_pct\": -22.6548206414552, \"calmar\": 0.19583562295236093, \"cagr_pct\": 4.436620913193384, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 4.403183023872679, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3978557841784185, \"sortino\": 0.6770189793053714}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.976981858768106, \"dd_pct\": -26.339601744477157, \"calmar\": -1.48373841932162, \"cagr_pct\": -39.08107905791153, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 21.469740634005763, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.0166359289089693, \"sortino\": -3.743760629866923}]", "Additional_Threshold_Budget": 0, "Total Trades": 76, "Total P&L %": -6.699630429132187, "Sharpe Ratio": 0.07868525302506474, "Sortino Ratio": 0.10603829194563562, "Calmar Ratio": -0.013381559288647997, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.578610571587, "% In Market": 5.577689243027888, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.14493964795179523, "Sub1_Sortino": -0.15317761207697303, "Sub1_Trades": 32, "Sub2_Calmar": 0.19583562295236093, "Sub2_Sortino": 0.6770189793053714, "Sub2_Trades": 44, "WFO_Score": -0.07210569330907035, "WFO_Min_Fold": -0.9561568481233745, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.438637, -0.698797, -0.956157]", "OOS_Total Trades": 2, "OOS_Total P&L %": -20.976981858768106, "OOS_Sortino Ratio": -3.743760629866923, "OOS_Calmar Ratio": -1.48373841932162, "OOS_Max Drawdown %": -26.339601744477157, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37de3e283de053746ee43603500979522edd5333b5d809e9bb94a9162bd06344", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -56.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "259a0408d2d93a9519a11ef416b88cd2bb84d9df3ede53bb0fac14b5b0493fc2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 41.10504154548329, \"dd_pct\": -9.585692108007827, \"calmar\": 4.291638412024068, \"cagr_pct\": 41.138324456562344, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 3.8356164383561646, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6741279502680402, \"sortino\": 3.376824818420735}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.891857782129693, \"dd_pct\": -5.11641681281505, \"calmar\": -0.761171536056734, \"cagr_pct\": -3.894470844516931, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3246623109422697, \"sortino\": -1.4846727717634798}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.381730467776485, \"dd_pct\": -7.221557167552595, \"calmar\": 1.438636877808636, \"cagr_pct\": 10.389198456444442, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8630197370263503, \"sortino\": 1.5450009432778051}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -5.925197173169671, \"dd_pct\": -11.189913710653855, \"calmar\": -0.6987971096124725, \"cagr_pct\": -7.81947935781789, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.302919708029197, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5168619405489105, \"sortino\": -0.7439646176476552}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -11.1569866048845, \"dd_pct\": -11.67610210476373, \"calmar\": -0.9561568481233745, \"cagr_pct\": -11.164184986857588, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2501934326735427, \"sortino\": -1.4948945738676664}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.699630429132187, \"dd_pct\": -62.578610571587, \"calmar\": -0.013381559288647997, \"cagr_pct\": -0.8373993875649058, \"entries\": 76, \"exits\": 76, \"exposure_pct\": 5.577689243027888, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07868525302506474, \"sortino\": 0.10603829194563562}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.426100163570965, \"dd_pct\": -62.578610571587, \"calmar\": -0.14493964795179523, \"cagr_pct\": -9.070121785558312, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 7.542147293700088, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11909030918048753, \"sortino\": -0.15317761207697303}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.111291987563476, \"dd_pct\": -22.6548206414552, \"calmar\": 0.19583562295236093, \"cagr_pct\": 4.436620913193384, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 4.403183023872679, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3978557841784185, \"sortino\": 0.6770189793053714}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.976981858768106, \"dd_pct\": -26.339601744477157, \"calmar\": -1.48373841932162, \"cagr_pct\": -39.08107905791153, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 21.469740634005763, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.0166359289089693, \"sortino\": -3.743760629866923}]", "Additional_Threshold_Budget": 0, "Total Trades": 76, "Total P&L %": -6.699630429132187, "Sharpe Ratio": 0.07868525302506474, "Sortino Ratio": 0.10603829194563562, "Calmar Ratio": -0.013381559288647997, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.578610571587, "% In Market": 5.577689243027888, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.14493964795179523, "Sub1_Sortino": -0.15317761207697303, "Sub1_Trades": 32, "Sub2_Calmar": 0.19583562295236093, "Sub2_Sortino": 0.6770189793053714, "Sub2_Trades": 44, "WFO_Score": -0.07210569330907035, "WFO_Min_Fold": -0.9561568481233745, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.438637, -0.698797, -0.956157]", "OOS_Total Trades": 2, "OOS_Total P&L %": -20.976981858768106, "OOS_Sortino Ratio": -3.743760629866923, "OOS_Calmar Ratio": -1.48373841932162, "OOS_Max Drawdown %": -26.339601744477157, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37de3e283de053746ee43603500979522edd5333b5d809e9bb94a9162bd06344", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -55.05, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "4df407b5275f8058d05407818e467453243f8f24d8049d31d2731ecfb1d641cb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 41.10504154548329, \"dd_pct\": -9.585692108007827, \"calmar\": 4.291638412024068, \"cagr_pct\": 41.138324456562344, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 3.8356164383561646, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6741279502680402, \"sortino\": 3.376824818420735}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.891857782129693, \"dd_pct\": -5.11641681281505, \"calmar\": -0.761171536056734, \"cagr_pct\": -3.894470844516931, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3246623109422697, \"sortino\": -1.4846727717634798}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.381730467776485, \"dd_pct\": -7.221557167552595, \"calmar\": 1.438636877808636, \"cagr_pct\": 10.389198456444442, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8630197370263503, \"sortino\": 1.5450009432778051}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -5.925197173169671, \"dd_pct\": -11.189913710653855, \"calmar\": -0.6987971096124725, \"cagr_pct\": -7.81947935781789, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.302919708029197, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5168619405489105, \"sortino\": -0.7439646176476552}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -11.1569866048845, \"dd_pct\": -11.67610210476373, \"calmar\": -0.9561568481233745, \"cagr_pct\": -11.164184986857588, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2501934326735427, \"sortino\": -1.4948945738676664}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.699630429132187, \"dd_pct\": -62.578610571587, \"calmar\": -0.013381559288647997, \"cagr_pct\": -0.8373993875649058, \"entries\": 76, \"exits\": 76, \"exposure_pct\": 5.577689243027888, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07868525302506474, \"sortino\": 0.10603829194563562}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.426100163570965, \"dd_pct\": -62.578610571587, \"calmar\": -0.14493964795179523, \"cagr_pct\": -9.070121785558312, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 7.542147293700088, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11909030918048753, \"sortino\": -0.15317761207697303}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.111291987563476, \"dd_pct\": -22.6548206414552, \"calmar\": 0.19583562295236093, \"cagr_pct\": 4.436620913193384, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 4.403183023872679, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3978557841784185, \"sortino\": 0.6770189793053714}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.976981858768106, \"dd_pct\": -26.339601744477157, \"calmar\": -1.48373841932162, \"cagr_pct\": -39.08107905791153, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 21.469740634005763, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.0166359289089693, \"sortino\": -3.743760629866923}]", "Additional_Threshold_Budget": 0, "Total Trades": 76, "Total P&L %": -6.699630429132187, "Sharpe Ratio": 0.07868525302506474, "Sortino Ratio": 0.10603829194563562, "Calmar Ratio": -0.013381559288647997, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.578610571587, "% In Market": 5.577689243027888, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.14493964795179523, "Sub1_Sortino": -0.15317761207697303, "Sub1_Trades": 32, "Sub2_Calmar": 0.19583562295236093, "Sub2_Sortino": 0.6770189793053714, "Sub2_Trades": 44, "WFO_Score": -0.07210569330907035, "WFO_Min_Fold": -0.9561568481233745, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.438637, -0.698797, -0.956157]", "OOS_Total Trades": 2, "OOS_Total P&L %": -20.976981858768106, "OOS_Sortino Ratio": -3.743760629866923, "OOS_Calmar Ratio": -1.48373841932162, "OOS_Max Drawdown %": -26.339601744477157, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37de3e283de053746ee43603500979522edd5333b5d809e9bb94a9162bd06344", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -54.95, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "fe4fdd74c0b1b4d9f338c9e8a78d0ae94e186dbfb274ad416733ae8337b322eb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 41.10504154548329, \"dd_pct\": -9.585692108007827, \"calmar\": 4.291638412024068, \"cagr_pct\": 41.138324456562344, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 3.8356164383561646, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6741279502680402, \"sortino\": 3.376824818420735}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.891857782129693, \"dd_pct\": -5.11641681281505, \"calmar\": -0.761171536056734, \"cagr_pct\": -3.894470844516931, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3246623109422697, \"sortino\": -1.4846727717634798}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.381730467776485, \"dd_pct\": -7.221557167552595, \"calmar\": 1.438636877808636, \"cagr_pct\": 10.389198456444442, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8630197370263503, \"sortino\": 1.5450009432778051}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -5.925197173169671, \"dd_pct\": -11.189913710653855, \"calmar\": -0.6987971096124725, \"cagr_pct\": -7.81947935781789, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.302919708029197, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5168619405489105, \"sortino\": -0.7439646176476552}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -11.1569866048845, \"dd_pct\": -11.67610210476373, \"calmar\": -0.9561568481233745, \"cagr_pct\": -11.164184986857588, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2501934326735427, \"sortino\": -1.4948945738676664}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.699630429132187, \"dd_pct\": -62.578610571587, \"calmar\": -0.013381559288647997, \"cagr_pct\": -0.8373993875649058, \"entries\": 76, \"exits\": 76, \"exposure_pct\": 5.577689243027888, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07868525302506474, \"sortino\": 0.10603829194563562}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.426100163570965, \"dd_pct\": -62.578610571587, \"calmar\": -0.14493964795179523, \"cagr_pct\": -9.070121785558312, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 7.542147293700088, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11909030918048753, \"sortino\": -0.15317761207697303}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.111291987563476, \"dd_pct\": -22.6548206414552, \"calmar\": 0.19583562295236093, \"cagr_pct\": 4.436620913193384, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 4.403183023872679, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3978557841784185, \"sortino\": 0.6770189793053714}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.976981858768106, \"dd_pct\": -26.339601744477157, \"calmar\": -1.48373841932162, \"cagr_pct\": -39.08107905791153, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 21.469740634005763, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.0166359289089693, \"sortino\": -3.743760629866923}]", "Additional_Threshold_Budget": 0, "Total Trades": 76, "Total P&L %": -6.699630429132187, "Sharpe Ratio": 0.07868525302506474, "Sortino Ratio": 0.10603829194563562, "Calmar Ratio": -0.013381559288647997, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.578610571587, "% In Market": 5.577689243027888, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.14493964795179523, "Sub1_Sortino": -0.15317761207697303, "Sub1_Trades": 32, "Sub2_Calmar": 0.19583562295236093, "Sub2_Sortino": 0.6770189793053714, "Sub2_Trades": 44, "WFO_Score": -0.07210569330907035, "WFO_Min_Fold": -0.9561568481233745, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.438637, -0.698797, -0.956157]", "OOS_Total Trades": 2, "OOS_Total P&L %": -20.976981858768106, "OOS_Sortino Ratio": -3.743760629866923, "OOS_Calmar Ratio": -1.48373841932162, "OOS_Max Drawdown %": -26.339601744477157, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37de3e283de053746ee43603500979522edd5333b5d809e9bb94a9162bd06344", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -54.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "96ed99c786e52e5a21d11b0d245b56d0f7e7a0d9bfa4b7ca762db598d7093185", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 41.10504154548329, \"dd_pct\": -9.585692108007827, \"calmar\": 4.291638412024068, \"cagr_pct\": 41.138324456562344, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 3.8356164383561646, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6741279502680402, \"sortino\": 3.376824818420735}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.891857782129693, \"dd_pct\": -5.11641681281505, \"calmar\": -0.761171536056734, \"cagr_pct\": -3.894470844516931, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3246623109422697, \"sortino\": -1.4846727717634798}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.381730467776485, \"dd_pct\": -7.221557167552595, \"calmar\": 1.438636877808636, \"cagr_pct\": 10.389198456444442, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8630197370263503, \"sortino\": 1.5450009432778051}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -5.925197173169671, \"dd_pct\": -11.189913710653855, \"calmar\": -0.6987971096124725, \"cagr_pct\": -7.81947935781789, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.302919708029197, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5168619405489105, \"sortino\": -0.7439646176476552}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -11.1569866048845, \"dd_pct\": -11.67610210476373, \"calmar\": -0.9561568481233745, \"cagr_pct\": -11.164184986857588, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2501934326735427, \"sortino\": -1.4948945738676664}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.699630429132187, \"dd_pct\": -62.578610571587, \"calmar\": -0.013381559288647997, \"cagr_pct\": -0.8373993875649058, \"entries\": 76, \"exits\": 76, \"exposure_pct\": 5.577689243027888, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07868525302506474, \"sortino\": 0.10603829194563562}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.426100163570965, \"dd_pct\": -62.578610571587, \"calmar\": -0.14493964795179523, \"cagr_pct\": -9.070121785558312, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 7.542147293700088, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11909030918048753, \"sortino\": -0.15317761207697303}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.111291987563476, \"dd_pct\": -22.6548206414552, \"calmar\": 0.19583562295236093, \"cagr_pct\": 4.436620913193384, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 4.403183023872679, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3978557841784185, \"sortino\": 0.6770189793053714}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.976981858768106, \"dd_pct\": -26.339601744477157, \"calmar\": -1.48373841932162, \"cagr_pct\": -39.08107905791153, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 21.469740634005763, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.0166359289089693, \"sortino\": -3.743760629866923}]", "Additional_Threshold_Budget": 0, "Total Trades": 76, "Total P&L %": -6.699630429132187, "Sharpe Ratio": 0.07868525302506474, "Sortino Ratio": 0.10603829194563562, "Calmar Ratio": -0.013381559288647997, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.578610571587, "% In Market": 5.577689243027888, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.14493964795179523, "Sub1_Sortino": -0.15317761207697303, "Sub1_Trades": 32, "Sub2_Calmar": 0.19583562295236093, "Sub2_Sortino": 0.6770189793053714, "Sub2_Trades": 44, "WFO_Score": -0.07210569330907035, "WFO_Min_Fold": -0.9561568481233745, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.438637, -0.698797, -0.956157]", "OOS_Total Trades": 2, "OOS_Total P&L %": -20.976981858768106, "OOS_Sortino Ratio": -3.743760629866923, "OOS_Calmar Ratio": -1.48373841932162, "OOS_Max Drawdown %": -26.339601744477157, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37de3e283de053746ee43603500979522edd5333b5d809e9bb94a9162bd06344", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": -301.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "d0d506f26fb6816799eda304337aa2fdb27ac077912d9bd65a24bc5e58f2aeec", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 41.10504154548329, \"dd_pct\": -9.585692108007827, \"calmar\": 4.291638412024068, \"cagr_pct\": 41.138324456562344, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 3.8356164383561646, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6741279502680402, \"sortino\": 3.376824818420735}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.891857782129693, \"dd_pct\": -5.11641681281505, \"calmar\": -0.761171536056734, \"cagr_pct\": -3.894470844516931, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3246623109422697, \"sortino\": -1.4846727717634798}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.381730467776485, \"dd_pct\": -7.221557167552595, \"calmar\": 1.438636877808636, \"cagr_pct\": 10.389198456444442, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8630197370263503, \"sortino\": 1.5450009432778051}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -5.925197173169671, \"dd_pct\": -11.189913710653855, \"calmar\": -0.6987971096124725, \"cagr_pct\": -7.81947935781789, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.302919708029197, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5168619405489105, \"sortino\": -0.7439646176476552}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -11.1569866048845, \"dd_pct\": -11.67610210476373, \"calmar\": -0.9561568481233745, \"cagr_pct\": -11.164184986857588, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2501934326735427, \"sortino\": -1.4948945738676664}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.699630429132187, \"dd_pct\": -62.578610571587, \"calmar\": -0.013381559288647997, \"cagr_pct\": -0.8373993875649058, \"entries\": 76, \"exits\": 76, \"exposure_pct\": 5.577689243027888, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07868525302506474, \"sortino\": 0.10603829194563562}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.426100163570965, \"dd_pct\": -62.578610571587, \"calmar\": -0.14493964795179523, \"cagr_pct\": -9.070121785558312, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 7.542147293700088, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11909030918048753, \"sortino\": -0.15317761207697303}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.111291987563476, \"dd_pct\": -22.6548206414552, \"calmar\": 0.19583562295236093, \"cagr_pct\": 4.436620913193384, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 4.403183023872679, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3978557841784185, \"sortino\": 0.6770189793053714}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.976981858768106, \"dd_pct\": -26.339601744477157, \"calmar\": -1.48373841932162, \"cagr_pct\": -39.08107905791153, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 21.469740634005763, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.0166359289089693, \"sortino\": -3.743760629866923}]", "Additional_Threshold_Budget": 0, "Total Trades": 76, "Total P&L %": -6.699630429132187, "Sharpe Ratio": 0.07868525302506474, "Sortino Ratio": 0.10603829194563562, "Calmar Ratio": -0.013381559288647997, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.578610571587, "% In Market": 5.577689243027888, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.14493964795179523, "Sub1_Sortino": -0.15317761207697303, "Sub1_Trades": 32, "Sub2_Calmar": 0.19583562295236093, "Sub2_Sortino": 0.6770189793053714, "Sub2_Trades": 44, "WFO_Score": -0.07210569330907035, "WFO_Min_Fold": -0.9561568481233745, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.438637, -0.698797, -0.956157]", "OOS_Total Trades": 2, "OOS_Total P&L %": -20.976981858768106, "OOS_Sortino Ratio": -3.743760629866923, "OOS_Calmar Ratio": -1.48373841932162, "OOS_Max Drawdown %": -26.339601744477157, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37de3e283de053746ee43603500979522edd5333b5d809e9bb94a9162bd06344", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": -300.05, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "48713cd9c11d34160cbe1d25eff3fd3347f2f174686d4e82bde91943eb2f2615", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 41.10504154548329, \"dd_pct\": -9.585692108007827, \"calmar\": 4.291638412024068, \"cagr_pct\": 41.138324456562344, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 3.8356164383561646, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6741279502680402, \"sortino\": 3.376824818420735}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.891857782129693, \"dd_pct\": -5.11641681281505, \"calmar\": -0.761171536056734, \"cagr_pct\": -3.894470844516931, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3246623109422697, \"sortino\": -1.4846727717634798}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.381730467776485, \"dd_pct\": -7.221557167552595, \"calmar\": 1.438636877808636, \"cagr_pct\": 10.389198456444442, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8630197370263503, \"sortino\": 1.5450009432778051}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -5.925197173169671, \"dd_pct\": -11.189913710653855, \"calmar\": -0.6987971096124725, \"cagr_pct\": -7.81947935781789, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.302919708029197, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5168619405489105, \"sortino\": -0.7439646176476552}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -11.1569866048845, \"dd_pct\": -11.67610210476373, \"calmar\": -0.9561568481233745, \"cagr_pct\": -11.164184986857588, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2501934326735427, \"sortino\": -1.4948945738676664}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.699630429132187, \"dd_pct\": -62.578610571587, \"calmar\": -0.013381559288647997, \"cagr_pct\": -0.8373993875649058, \"entries\": 76, \"exits\": 76, \"exposure_pct\": 5.577689243027888, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07868525302506474, \"sortino\": 0.10603829194563562}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.426100163570965, \"dd_pct\": -62.578610571587, \"calmar\": -0.14493964795179523, \"cagr_pct\": -9.070121785558312, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 7.542147293700088, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11909030918048753, \"sortino\": -0.15317761207697303}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.111291987563476, \"dd_pct\": -22.6548206414552, \"calmar\": 0.19583562295236093, \"cagr_pct\": 4.436620913193384, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 4.403183023872679, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3978557841784185, \"sortino\": 0.6770189793053714}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.976981858768106, \"dd_pct\": -26.339601744477157, \"calmar\": -1.48373841932162, \"cagr_pct\": -39.08107905791153, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 21.469740634005763, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.0166359289089693, \"sortino\": -3.743760629866923}]", "Additional_Threshold_Budget": 0, "Total Trades": 76, "Total P&L %": -6.699630429132187, "Sharpe Ratio": 0.07868525302506474, "Sortino Ratio": 0.10603829194563562, "Calmar Ratio": -0.013381559288647997, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.578610571587, "% In Market": 5.577689243027888, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.14493964795179523, "Sub1_Sortino": -0.15317761207697303, "Sub1_Trades": 32, "Sub2_Calmar": 0.19583562295236093, "Sub2_Sortino": 0.6770189793053714, "Sub2_Trades": 44, "WFO_Score": -0.07210569330907035, "WFO_Min_Fold": -0.9561568481233745, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.438637, -0.698797, -0.956157]", "OOS_Total Trades": 2, "OOS_Total P&L %": -20.976981858768106, "OOS_Sortino Ratio": -3.743760629866923, "OOS_Calmar Ratio": -1.48373841932162, "OOS_Max Drawdown %": -26.339601744477157, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37de3e283de053746ee43603500979522edd5333b5d809e9bb94a9162bd06344", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": -299.95, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "0d939a4fb314d66260bced747a17ea53596c318f893426cf33086c34d5092cc8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 41.10504154548329, \"dd_pct\": -9.585692108007827, \"calmar\": 4.291638412024068, \"cagr_pct\": 41.138324456562344, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 3.8356164383561646, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6741279502680402, \"sortino\": 3.376824818420735}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.891857782129693, \"dd_pct\": -5.11641681281505, \"calmar\": -0.761171536056734, \"cagr_pct\": -3.894470844516931, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3246623109422697, \"sortino\": -1.4846727717634798}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.381730467776485, \"dd_pct\": -7.221557167552595, \"calmar\": 1.438636877808636, \"cagr_pct\": 10.389198456444442, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8630197370263503, \"sortino\": 1.5450009432778051}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -5.925197173169671, \"dd_pct\": -11.189913710653855, \"calmar\": -0.6987971096124725, \"cagr_pct\": -7.81947935781789, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.302919708029197, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5168619405489105, \"sortino\": -0.7439646176476552}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -11.1569866048845, \"dd_pct\": -11.67610210476373, \"calmar\": -0.9561568481233745, \"cagr_pct\": -11.164184986857588, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2501934326735427, \"sortino\": -1.4948945738676664}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.699630429132187, \"dd_pct\": -62.578610571587, \"calmar\": -0.013381559288647997, \"cagr_pct\": -0.8373993875649058, \"entries\": 76, \"exits\": 76, \"exposure_pct\": 5.577689243027888, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07868525302506474, \"sortino\": 0.10603829194563562}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.426100163570965, \"dd_pct\": -62.578610571587, \"calmar\": -0.14493964795179523, \"cagr_pct\": -9.070121785558312, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 7.542147293700088, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11909030918048753, \"sortino\": -0.15317761207697303}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.111291987563476, \"dd_pct\": -22.6548206414552, \"calmar\": 0.19583562295236093, \"cagr_pct\": 4.436620913193384, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 4.403183023872679, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3978557841784185, \"sortino\": 0.6770189793053714}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.976981858768106, \"dd_pct\": -26.339601744477157, \"calmar\": -1.48373841932162, \"cagr_pct\": -39.08107905791153, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 21.469740634005763, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.0166359289089693, \"sortino\": -3.743760629866923}]", "Additional_Threshold_Budget": 0, "Total Trades": 76, "Total P&L %": -6.699630429132187, "Sharpe Ratio": 0.07868525302506474, "Sortino Ratio": 0.10603829194563562, "Calmar Ratio": -0.013381559288647997, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.578610571587, "% In Market": 5.577689243027888, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.14493964795179523, "Sub1_Sortino": -0.15317761207697303, "Sub1_Trades": 32, "Sub2_Calmar": 0.19583562295236093, "Sub2_Sortino": 0.6770189793053714, "Sub2_Trades": 44, "WFO_Score": -0.07210569330907035, "WFO_Min_Fold": -0.9561568481233745, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.438637, -0.698797, -0.956157]", "OOS_Total Trades": 2, "OOS_Total P&L %": -20.976981858768106, "OOS_Sortino Ratio": -3.743760629866923, "OOS_Calmar Ratio": -1.48373841932162, "OOS_Max Drawdown %": -26.339601744477157, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37de3e283de053746ee43603500979522edd5333b5d809e9bb94a9162bd06344", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": -299.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "66604f462cf730e39736b43796e0eb504c82901fa7da69fb32253e744a3011a6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 41.10504154548329, \"dd_pct\": -9.585692108007827, \"calmar\": 4.291638412024068, \"cagr_pct\": 41.138324456562344, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 3.8356164383561646, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6741279502680402, \"sortino\": 3.376824818420735}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.891857782129693, \"dd_pct\": -5.11641681281505, \"calmar\": -0.761171536056734, \"cagr_pct\": -3.894470844516931, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3246623109422697, \"sortino\": -1.4846727717634798}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.381730467776485, \"dd_pct\": -7.221557167552595, \"calmar\": 1.438636877808636, \"cagr_pct\": 10.389198456444442, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8630197370263503, \"sortino\": 1.5450009432778051}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -5.944613282855016, \"dd_pct\": -11.20824323487013, \"calmar\": -0.6999169629277072, \"cagr_pct\": -7.844839564705322, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.02919708029197, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5190698585194964, \"sortino\": -0.7467665636866114}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -11.1569866048845, \"dd_pct\": -11.67610210476373, \"calmar\": -0.9561568481233745, \"cagr_pct\": -11.164184986857588, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2501934326735427, \"sortino\": -1.4948945738676664}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.71888670344617, \"dd_pct\": -62.578610571587, \"calmar\": -0.013421222286307178, \"cagr_pct\": -0.8398814428495214, \"entries\": 76, \"exits\": 76, \"exposure_pct\": 5.552788844621514, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07857255547434237, \"sortino\": 0.1058846533873634}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.426100163570965, \"dd_pct\": -62.578610571587, \"calmar\": -0.14493964795179523, \"cagr_pct\": -9.070121785558312, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 7.542147293700088, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11909030918048753, \"sortino\": -0.15317761207697303}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.085470253208285, \"dd_pct\": -22.670783922173676, \"calmar\": 0.1955134856836285, \"cagr_pct\": 4.432443987804538, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 4.363395225464191, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3975635371156018, \"sortino\": 0.6764583073826607}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.976981858768106, \"dd_pct\": -26.339601744477157, \"calmar\": -1.48373841932162, \"cagr_pct\": -39.08107905791153, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 21.469740634005763, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.0166359289089693, \"sortino\": -3.743760629866923}]", "Additional_Threshold_Budget": 0, "Total Trades": 76, "Total P&L %": -6.71888670344617, "Sharpe Ratio": 0.07857255547434237, "Sortino Ratio": 0.1058846533873634, "Calmar Ratio": -0.013421222286307178, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.578610571587, "% In Market": 5.552788844621514, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.14493964795179523, "Sub1_Sortino": -0.15317761207697303, "Sub1_Trades": 32, "Sub2_Calmar": 0.1955134856836285, "Sub2_Sortino": 0.6764583073826607, "Sub2_Trades": 44, "WFO_Score": -0.07247897774748191, "WFO_Min_Fold": -0.9561568481233745, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.438637, -0.699917, -0.956157]", "OOS_Total Trades": 2, "OOS_Total P&L %": -20.976981858768106, "OOS_Sortino Ratio": -3.743760629866923, "OOS_Calmar Ratio": -1.48373841932162, "OOS_Max Drawdown %": -26.339601744477157, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37de3e283de053746ee43603500979522edd5333b5d809e9bb94a9162bd06344", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": -121.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "66fba5c012741de70a3507ec47f8be97ada9f119e39fc52b86d2bc54f0c64686", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 41.10504154548329, \"dd_pct\": -9.585692108007827, \"calmar\": 4.291638412024068, \"cagr_pct\": 41.138324456562344, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 3.8356164383561646, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6741279502680402, \"sortino\": 3.376824818420735}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.891857782129693, \"dd_pct\": -5.11641681281505, \"calmar\": -0.761171536056734, \"cagr_pct\": -3.894470844516931, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3246623109422697, \"sortino\": -1.4846727717634798}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.381730467776485, \"dd_pct\": -7.221557167552595, \"calmar\": 1.438636877808636, \"cagr_pct\": 10.389198456444442, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8630197370263503, \"sortino\": 1.5450009432778051}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -5.925197173169671, \"dd_pct\": -11.189913710653855, \"calmar\": -0.6987971096124725, \"cagr_pct\": -7.81947935781789, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.302919708029197, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5168619405489105, \"sortino\": -0.7439646176476552}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -11.1569866048845, \"dd_pct\": -11.67610210476373, \"calmar\": -0.9561568481233745, \"cagr_pct\": -11.164184986857588, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2501934326735427, \"sortino\": -1.4948945738676664}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.699630429132187, \"dd_pct\": -62.578610571587, \"calmar\": -0.013381559288647997, \"cagr_pct\": -0.8373993875649058, \"entries\": 76, \"exits\": 76, \"exposure_pct\": 5.577689243027888, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07868525302506474, \"sortino\": 0.10603829194563562}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.426100163570965, \"dd_pct\": -62.578610571587, \"calmar\": -0.14493964795179523, \"cagr_pct\": -9.070121785558312, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 7.542147293700088, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11909030918048753, \"sortino\": -0.15317761207697303}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.111291987563476, \"dd_pct\": -22.6548206414552, \"calmar\": 0.19583562295236093, \"cagr_pct\": 4.436620913193384, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 4.403183023872679, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3978557841784185, \"sortino\": 0.6770189793053714}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.976981858768106, \"dd_pct\": -26.339601744477157, \"calmar\": -1.48373841932162, \"cagr_pct\": -39.08107905791153, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 21.469740634005763, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.0166359289089693, \"sortino\": -3.743760629866923}]", "Additional_Threshold_Budget": 0, "Total Trades": 76, "Total P&L %": -6.699630429132187, "Sharpe Ratio": 0.07868525302506474, "Sortino Ratio": 0.10603829194563562, "Calmar Ratio": -0.013381559288647997, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.578610571587, "% In Market": 5.577689243027888, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.14493964795179523, "Sub1_Sortino": -0.15317761207697303, "Sub1_Trades": 32, "Sub2_Calmar": 0.19583562295236093, "Sub2_Sortino": 0.6770189793053714, "Sub2_Trades": 44, "WFO_Score": -0.07210569330907035, "WFO_Min_Fold": -0.9561568481233745, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.438637, -0.698797, -0.956157]", "OOS_Total Trades": 2, "OOS_Total P&L %": -20.976981858768106, "OOS_Sortino Ratio": -3.743760629866923, "OOS_Calmar Ratio": -1.48373841932162, "OOS_Max Drawdown %": -26.339601744477157, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37de3e283de053746ee43603500979522edd5333b5d809e9bb94a9162bd06344", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": -120.05, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "144b3366afd35ccad23b1de8a27af6e77bae5b77f0f2e64f9df2bce013ac8f41", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 41.10504154548329, \"dd_pct\": -9.585692108007827, \"calmar\": 4.291638412024068, \"cagr_pct\": 41.138324456562344, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 3.8356164383561646, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6741279502680402, \"sortino\": 3.376824818420735}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.891857782129693, \"dd_pct\": -5.11641681281505, \"calmar\": -0.761171536056734, \"cagr_pct\": -3.894470844516931, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3246623109422697, \"sortino\": -1.4846727717634798}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.381730467776485, \"dd_pct\": -7.221557167552595, \"calmar\": 1.438636877808636, \"cagr_pct\": 10.389198456444442, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8630197370263503, \"sortino\": 1.5450009432778051}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -5.925197173169671, \"dd_pct\": -11.189913710653855, \"calmar\": -0.6987971096124725, \"cagr_pct\": -7.81947935781789, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.302919708029197, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5168619405489105, \"sortino\": -0.7439646176476552}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -11.1569866048845, \"dd_pct\": -11.67610210476373, \"calmar\": -0.9561568481233745, \"cagr_pct\": -11.164184986857588, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2501934326735427, \"sortino\": -1.4948945738676664}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.699630429132187, \"dd_pct\": -62.578610571587, \"calmar\": -0.013381559288647997, \"cagr_pct\": -0.8373993875649058, \"entries\": 76, \"exits\": 76, \"exposure_pct\": 5.577689243027888, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07868525302506474, \"sortino\": 0.10603829194563562}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.426100163570965, \"dd_pct\": -62.578610571587, \"calmar\": -0.14493964795179523, \"cagr_pct\": -9.070121785558312, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 7.542147293700088, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11909030918048753, \"sortino\": -0.15317761207697303}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.111291987563476, \"dd_pct\": -22.6548206414552, \"calmar\": 0.19583562295236093, \"cagr_pct\": 4.436620913193384, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 4.403183023872679, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3978557841784185, \"sortino\": 0.6770189793053714}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.976981858768106, \"dd_pct\": -26.339601744477157, \"calmar\": -1.48373841932162, \"cagr_pct\": -39.08107905791153, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 21.469740634005763, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.0166359289089693, \"sortino\": -3.743760629866923}]", "Additional_Threshold_Budget": 0, "Total Trades": 76, "Total P&L %": -6.699630429132187, "Sharpe Ratio": 0.07868525302506474, "Sortino Ratio": 0.10603829194563562, "Calmar Ratio": -0.013381559288647997, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.578610571587, "% In Market": 5.577689243027888, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.14493964795179523, "Sub1_Sortino": -0.15317761207697303, "Sub1_Trades": 32, "Sub2_Calmar": 0.19583562295236093, "Sub2_Sortino": 0.6770189793053714, "Sub2_Trades": 44, "WFO_Score": -0.07210569330907035, "WFO_Min_Fold": -0.9561568481233745, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.438637, -0.698797, -0.956157]", "OOS_Total Trades": 2, "OOS_Total P&L %": -20.976981858768106, "OOS_Sortino Ratio": -3.743760629866923, "OOS_Calmar Ratio": -1.48373841932162, "OOS_Max Drawdown %": -26.339601744477157, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37de3e283de053746ee43603500979522edd5333b5d809e9bb94a9162bd06344", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": -119.95, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "be4ada7212ca68c924644dd951ad533341d277cd36407fef578f02c676818618", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 41.10504154548329, \"dd_pct\": -9.585692108007827, \"calmar\": 4.291638412024068, \"cagr_pct\": 41.138324456562344, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 3.8356164383561646, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6741279502680402, \"sortino\": 3.376824818420735}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.891857782129693, \"dd_pct\": -5.11641681281505, \"calmar\": -0.761171536056734, \"cagr_pct\": -3.894470844516931, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3246623109422697, \"sortino\": -1.4846727717634798}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.381730467776485, \"dd_pct\": -7.221557167552595, \"calmar\": 1.438636877808636, \"cagr_pct\": 10.389198456444442, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8630197370263503, \"sortino\": 1.5450009432778051}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -5.925197173169671, \"dd_pct\": -11.189913710653855, \"calmar\": -0.6987971096124725, \"cagr_pct\": -7.81947935781789, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.302919708029197, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5168619405489105, \"sortino\": -0.7439646176476552}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -11.1569866048845, \"dd_pct\": -11.67610210476373, \"calmar\": -0.9561568481233745, \"cagr_pct\": -11.164184986857588, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2501934326735427, \"sortino\": -1.4948945738676664}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.699630429132187, \"dd_pct\": -62.578610571587, \"calmar\": -0.013381559288647997, \"cagr_pct\": -0.8373993875649058, \"entries\": 76, \"exits\": 76, \"exposure_pct\": 5.577689243027888, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07868525302506474, \"sortino\": 0.10603829194563562}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.426100163570965, \"dd_pct\": -62.578610571587, \"calmar\": -0.14493964795179523, \"cagr_pct\": -9.070121785558312, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 7.542147293700088, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11909030918048753, \"sortino\": -0.15317761207697303}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.111291987563476, \"dd_pct\": -22.6548206414552, \"calmar\": 0.19583562295236093, \"cagr_pct\": 4.436620913193384, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 4.403183023872679, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3978557841784185, \"sortino\": 0.6770189793053714}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.976981858768106, \"dd_pct\": -26.339601744477157, \"calmar\": -1.48373841932162, \"cagr_pct\": -39.08107905791153, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 21.469740634005763, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.0166359289089693, \"sortino\": -3.743760629866923}]", "Additional_Threshold_Budget": 0, "Total Trades": 76, "Total P&L %": -6.699630429132187, "Sharpe Ratio": 0.07868525302506474, "Sortino Ratio": 0.10603829194563562, "Calmar Ratio": -0.013381559288647997, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.578610571587, "% In Market": 5.577689243027888, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.14493964795179523, "Sub1_Sortino": -0.15317761207697303, "Sub1_Trades": 32, "Sub2_Calmar": 0.19583562295236093, "Sub2_Sortino": 0.6770189793053714, "Sub2_Trades": 44, "WFO_Score": -0.07210569330907035, "WFO_Min_Fold": -0.9561568481233745, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.438637, -0.698797, -0.956157]", "OOS_Total Trades": 2, "OOS_Total P&L %": -20.976981858768106, "OOS_Sortino Ratio": -3.743760629866923, "OOS_Calmar Ratio": -1.48373841932162, "OOS_Max Drawdown %": -26.339601744477157, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37de3e283de053746ee43603500979522edd5333b5d809e9bb94a9162bd06344", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": -119.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "acd4f657a3ca07f26ebde8bece99ca627476203cb5feda7cdee99ec53232a368", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 41.10504154548329, \"dd_pct\": -9.585692108007827, \"calmar\": 4.291638412024068, \"cagr_pct\": 41.138324456562344, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 3.8356164383561646, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6741279502680402, \"sortino\": 3.376824818420735}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.891857782129693, \"dd_pct\": -5.11641681281505, \"calmar\": -0.761171536056734, \"cagr_pct\": -3.894470844516931, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3246623109422697, \"sortino\": -1.4846727717634798}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.381730467776485, \"dd_pct\": -7.221557167552595, \"calmar\": 1.438636877808636, \"cagr_pct\": 10.389198456444442, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8630197370263503, \"sortino\": 1.5450009432778051}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -5.925197173169671, \"dd_pct\": -11.189913710653855, \"calmar\": -0.6987971096124725, \"cagr_pct\": -7.81947935781789, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.302919708029197, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5168619405489105, \"sortino\": -0.7439646176476552}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -11.1569866048845, \"dd_pct\": -11.67610210476373, \"calmar\": -0.9561568481233745, \"cagr_pct\": -11.164184986857588, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 3.4246575342465753, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2501934326735427, \"sortino\": -1.4948945738676664}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.699630429132187, \"dd_pct\": -62.578610571587, \"calmar\": -0.013381559288647997, \"cagr_pct\": -0.8373993875649058, \"entries\": 76, \"exits\": 76, \"exposure_pct\": 5.577689243027888, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07868525302506474, \"sortino\": 0.10603829194563562}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -25.426100163570965, \"dd_pct\": -62.578610571587, \"calmar\": -0.14493964795179523, \"cagr_pct\": -9.070121785558312, \"entries\": 32, \"exits\": 31, \"exposure_pct\": 7.542147293700088, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11909030918048753, \"sortino\": -0.15317761207697303}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.111291987563476, \"dd_pct\": -22.6548206414552, \"calmar\": 0.19583562295236093, \"cagr_pct\": 4.436620913193384, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 4.403183023872679, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3978557841784185, \"sortino\": 0.6770189793053714}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.976981858768106, \"dd_pct\": -26.339601744477157, \"calmar\": -1.48373841932162, \"cagr_pct\": -39.08107905791153, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 21.469740634005763, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.0166359289089693, \"sortino\": -3.743760629866923}]", "Additional_Threshold_Budget": 0, "Total Trades": 76, "Total P&L %": -6.699630429132187, "Sharpe Ratio": 0.07868525302506474, "Sortino Ratio": 0.10603829194563562, "Calmar Ratio": -0.013381559288647997, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.578610571587, "% In Market": 5.577689243027888, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.14493964795179523, "Sub1_Sortino": -0.15317761207697303, "Sub1_Trades": 32, "Sub2_Calmar": 0.19583562295236093, "Sub2_Sortino": 0.6770189793053714, "Sub2_Trades": 44, "WFO_Score": -0.07210569330907035, "WFO_Min_Fold": -0.9561568481233745, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.438637, -0.698797, -0.956157]", "OOS_Total Trades": 2, "OOS_Total P&L %": -20.976981858768106, "OOS_Sortino Ratio": -3.743760629866923, "OOS_Calmar Ratio": -1.48373841932162, "OOS_Max Drawdown %": -26.339601744477157, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37de3e283de053746ee43603500979522edd5333b5d809e9bb94a9162bd06344", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": 30.0, "i_long_exit_activation_confirmation_threshold": -750.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "c9fd928d314debf61cc6e6fd60dc75d0b70ae988d00e26c2bee4089334517b6c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 114.85661613216851, \"dd_pct\": -47.44608236287675, \"calmar\": 2.4231546535372277, \"cagr_pct\": 114.96919526971539, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4622963898388393, \"sortino\": 2.218217538020343}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.27749755714142, \"dd_pct\": -57.52425394623055, \"calmar\": -0.8570484830650897, \"cagr_pct\": -49.3010745840679, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 84.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8289867144466262, \"sortino\": -1.1471717338448835}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 118.96632708390564, \"dd_pct\": -20.802130078094294, \"calmar\": 5.724601388521526, \"cagr_pct\": 119.083902729264, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.251300730685467, \"sortino\": 3.6213010701404187}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 77.07691650572545, \"dd_pct\": -27.79228120642747, \"calmar\": 4.108835571755167, \"cagr_pct\": 114.1939136411918, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 77.64598540145985, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958688310849333, \"sortino\": 2.930780190844469}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 71.09483190414205, \"dd_pct\": -29.51024924618593, \"calmar\": 2.4112903477323533, \"cagr_pct\": 71.15777916650407, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4252079742348394, \"sortino\": 2.134272138990228}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.168449349901906, \"dd_pct\": -38.667078423062264, \"calmar\": -0.9938790945935869, \"cagr_pct\": -38.43040089369234, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 64.56953642384106, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9064877172679172, \"sortino\": -1.2114171921459695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 853.6051946578013, \"dd_pct\": -81.08311019630948, \"calmar\": 0.3878829038949991, \"cagr_pct\": 31.450752239782727, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 80.97609561752988, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7638232369899073, \"sortino\": 1.0981149536317878}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.184118375311726, \"dd_pct\": -81.08311019630948, \"calmar\": 0.20636029881597812, \"cagr_pct\": 16.732334849039304, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 86.97870452528838, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5670148819623464, \"sortino\": 0.7968443523041602}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 491.62478553710196, \"dd_pct\": -57.52425394623042, \"calmar\": 0.7148753117791932, \"cagr_pct\": 41.12266897467695, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 77.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9225808811488431, \"sortino\": 1.3572604980127383}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 853.6051946578013, "Sharpe Ratio": 0.7638232369899073, "Sortino Ratio": 1.0981149536317878, "Calmar Ratio": 0.3878829038949991, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.08311019630948, "% In Market": 80.97609561752988, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20636029881597812, "Sub1_Sortino": 0.7968443523041602, "Sub1_Trades": 18, "Sub2_Calmar": 0.7148753117791932, "Sub2_Sortino": 1.3572604980127383, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 48, "source": "diagnostic_center", "Policy": "canonical", "center_id": "59461c15b8c9c717a2a80616ac26b8310d93ab9253a326968e90e25e28f07655", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -131.0, "i_long_exit_activation_threshold": 30.0, "i_long_exit_activation_confirmation_threshold": -750.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "149d14898c8033c42f064cc63c185d9d1fa07fd8ec43f0956af82c76da43bc27", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 114.85661613216851, \"dd_pct\": -47.44608236287675, \"calmar\": 2.4231546535372277, \"cagr_pct\": 114.96919526971539, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4622963898388393, \"sortino\": 2.218217538020343}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.27749755714142, \"dd_pct\": -57.52425394623055, \"calmar\": -0.8570484830650897, \"cagr_pct\": -49.3010745840679, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 84.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8289867144466262, \"sortino\": -1.1471717338448835}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 118.96632708390564, \"dd_pct\": -20.802130078094294, \"calmar\": 5.724601388521526, \"cagr_pct\": 119.083902729264, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.251300730685467, \"sortino\": 3.6213010701404187}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 77.07691650572545, \"dd_pct\": -27.79228120642747, \"calmar\": 4.108835571755167, \"cagr_pct\": 114.1939136411918, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 77.64598540145985, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958688310849333, \"sortino\": 2.930780190844469}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 71.09483190414205, \"dd_pct\": -29.51024924618593, \"calmar\": 2.4112903477323533, \"cagr_pct\": 71.15777916650407, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4252079742348394, \"sortino\": 2.134272138990228}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.168449349901906, \"dd_pct\": -38.667078423062264, \"calmar\": -0.9938790945935869, \"cagr_pct\": -38.43040089369234, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 64.56953642384106, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9064877172679172, \"sortino\": -1.2114171921459695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 853.6051946578013, \"dd_pct\": -81.08311019630948, \"calmar\": 0.3878829038949991, \"cagr_pct\": 31.450752239782727, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 80.97609561752988, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7638232369899073, \"sortino\": 1.0981149536317878}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.184118375311726, \"dd_pct\": -81.08311019630948, \"calmar\": 0.20636029881597812, \"cagr_pct\": 16.732334849039304, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 86.97870452528838, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5670148819623464, \"sortino\": 0.7968443523041602}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 491.62478553710196, \"dd_pct\": -57.52425394623042, \"calmar\": 0.7148753117791932, \"cagr_pct\": 41.12266897467695, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 77.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9225808811488431, \"sortino\": 1.3572604980127383}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 853.6051946578013, "Sharpe Ratio": 0.7638232369899073, "Sortino Ratio": 1.0981149536317878, "Calmar Ratio": 0.3878829038949991, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.08311019630948, "% In Market": 80.97609561752988, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20636029881597812, "Sub1_Sortino": 0.7968443523041602, "Sub1_Trades": 18, "Sub2_Calmar": 0.7148753117791932, "Sub2_Sortino": 1.3572604980127383, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 51, "source": "diagnostic_center", "Policy": "canonical", "center_id": "59461c15b8c9c717a2a80616ac26b8310d93ab9253a326968e90e25e28f07655", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -130.05, "i_long_exit_activation_threshold": 30.0, "i_long_exit_activation_confirmation_threshold": -750.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "46aa5e368e2d54fb5b47036c9fe3dd7f73e4807f136068be5f4354c21ee9ce65", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 114.85661613216851, \"dd_pct\": -47.44608236287675, \"calmar\": 2.4231546535372277, \"cagr_pct\": 114.96919526971539, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4622963898388393, \"sortino\": 2.218217538020343}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.27749755714142, \"dd_pct\": -57.52425394623055, \"calmar\": -0.8570484830650897, \"cagr_pct\": -49.3010745840679, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 84.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8289867144466262, \"sortino\": -1.1471717338448835}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 118.96632708390564, \"dd_pct\": -20.802130078094294, \"calmar\": 5.724601388521526, \"cagr_pct\": 119.083902729264, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.251300730685467, \"sortino\": 3.6213010701404187}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 77.07691650572545, \"dd_pct\": -27.79228120642747, \"calmar\": 4.108835571755167, \"cagr_pct\": 114.1939136411918, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 77.64598540145985, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958688310849333, \"sortino\": 2.930780190844469}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 71.09483190414205, \"dd_pct\": -29.51024924618593, \"calmar\": 2.4112903477323533, \"cagr_pct\": 71.15777916650407, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4252079742348394, \"sortino\": 2.134272138990228}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.168449349901906, \"dd_pct\": -38.667078423062264, \"calmar\": -0.9938790945935869, \"cagr_pct\": -38.43040089369234, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 64.56953642384106, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9064877172679172, \"sortino\": -1.2114171921459695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 853.6051946578013, \"dd_pct\": -81.08311019630948, \"calmar\": 0.3878829038949991, \"cagr_pct\": 31.450752239782727, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 80.97609561752988, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7638232369899073, \"sortino\": 1.0981149536317878}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.184118375311726, \"dd_pct\": -81.08311019630948, \"calmar\": 0.20636029881597812, \"cagr_pct\": 16.732334849039304, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 86.97870452528838, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5670148819623464, \"sortino\": 0.7968443523041602}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 491.62478553710196, \"dd_pct\": -57.52425394623042, \"calmar\": 0.7148753117791932, \"cagr_pct\": 41.12266897467695, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 77.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9225808811488431, \"sortino\": 1.3572604980127383}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 853.6051946578013, "Sharpe Ratio": 0.7638232369899073, "Sortino Ratio": 1.0981149536317878, "Calmar Ratio": 0.3878829038949991, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.08311019630948, "% In Market": 80.97609561752988, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20636029881597812, "Sub1_Sortino": 0.7968443523041602, "Sub1_Trades": 18, "Sub2_Calmar": 0.7148753117791932, "Sub2_Sortino": 1.3572604980127383, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 48, "source": "diagnostic_center", "Policy": "canonical", "center_id": "59461c15b8c9c717a2a80616ac26b8310d93ab9253a326968e90e25e28f07655", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -129.95, "i_long_exit_activation_threshold": 30.0, "i_long_exit_activation_confirmation_threshold": -750.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "59bcc78c79303be43594779ed9b485f330b4f8416dd85689bcbf001b596b5d38", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 114.85661613216851, \"dd_pct\": -47.44608236287675, \"calmar\": 2.4231546535372277, \"cagr_pct\": 114.96919526971539, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4622963898388393, \"sortino\": 2.218217538020343}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.27749755714142, \"dd_pct\": -57.52425394623055, \"calmar\": -0.8570484830650897, \"cagr_pct\": -49.3010745840679, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 84.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8289867144466262, \"sortino\": -1.1471717338448835}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 118.96632708390564, \"dd_pct\": -20.802130078094294, \"calmar\": 5.724601388521526, \"cagr_pct\": 119.083902729264, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.251300730685467, \"sortino\": 3.6213010701404187}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 77.07691650572545, \"dd_pct\": -27.79228120642747, \"calmar\": 4.108835571755167, \"cagr_pct\": 114.1939136411918, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 77.64598540145985, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958688310849333, \"sortino\": 2.930780190844469}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 71.09483190414205, \"dd_pct\": -29.51024924618593, \"calmar\": 2.4112903477323533, \"cagr_pct\": 71.15777916650407, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4252079742348394, \"sortino\": 2.134272138990228}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.168449349901906, \"dd_pct\": -38.667078423062264, \"calmar\": -0.9938790945935869, \"cagr_pct\": -38.43040089369234, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 64.56953642384106, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9064877172679172, \"sortino\": -1.2114171921459695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 853.6051946578013, \"dd_pct\": -81.08311019630948, \"calmar\": 0.3878829038949991, \"cagr_pct\": 31.450752239782727, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 80.97609561752988, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7638232369899073, \"sortino\": 1.0981149536317878}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.184118375311726, \"dd_pct\": -81.08311019630948, \"calmar\": 0.20636029881597812, \"cagr_pct\": 16.732334849039304, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 86.97870452528838, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5670148819623464, \"sortino\": 0.7968443523041602}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 491.62478553710196, \"dd_pct\": -57.52425394623042, \"calmar\": 0.7148753117791932, \"cagr_pct\": 41.12266897467695, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 77.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9225808811488431, \"sortino\": 1.3572604980127383}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 853.6051946578013, "Sharpe Ratio": 0.7638232369899073, "Sortino Ratio": 1.0981149536317878, "Calmar Ratio": 0.3878829038949991, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.08311019630948, "% In Market": 80.97609561752988, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20636029881597812, "Sub1_Sortino": 0.7968443523041602, "Sub1_Trades": 18, "Sub2_Calmar": 0.7148753117791932, "Sub2_Sortino": 1.3572604980127383, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 48, "source": "diagnostic_center", "Policy": "canonical", "center_id": "59461c15b8c9c717a2a80616ac26b8310d93ab9253a326968e90e25e28f07655", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -129.0, "i_long_exit_activation_threshold": 30.0, "i_long_exit_activation_confirmation_threshold": -750.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "df941ede0d9c82573a0316aff88a6b1d89c225d707aa5e3838343d4d6ba092f0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 118.38830330336401, \"dd_pct\": -47.44608236287681, \"calmar\": 2.4976808848504684, \"cagr_pct\": 118.50517297879834, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.76712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.485995056159103, \"sortino\": 2.2548828627163506}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.27749755714142, \"dd_pct\": -57.52425394623055, \"calmar\": -0.8570484830650897, \"cagr_pct\": -49.3010745840679, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 84.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8289867144466262, \"sortino\": -1.1471717338448835}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 118.96632708390564, \"dd_pct\": -20.802130078094294, \"calmar\": 5.724601388521526, \"cagr_pct\": 119.083902729264, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.251300730685467, \"sortino\": 3.6213010701404187}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 77.07691650572545, \"dd_pct\": -27.79228120642747, \"calmar\": 4.108835571755167, \"cagr_pct\": 114.1939136411918, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 77.64598540145985, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958688310849333, \"sortino\": 2.930780190844469}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 71.09483190414205, \"dd_pct\": -29.51024924618593, \"calmar\": 2.4112903477323533, \"cagr_pct\": 71.15777916650407, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4252079742348394, \"sortino\": 2.134272138990228}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.168449349901906, \"dd_pct\": -38.667078423062264, \"calmar\": -0.9938790945935869, \"cagr_pct\": -38.43040089369234, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 64.56953642384106, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9064877172679172, \"sortino\": -1.2114171921459695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 869.2799981289991, \"dd_pct\": -81.08311019630948, \"calmar\": 0.39109128305123475, \"cagr_pct\": 31.710897600459326, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 80.984395750332, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7672487688724817, \"sortino\": 1.1031017607091378}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.184118375311726, \"dd_pct\": -81.08311019630948, \"calmar\": 0.20636029881597812, \"cagr_pct\": 16.732334849039304, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 86.97870452528838, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5670148819623464, \"sortino\": 0.7968443523041602}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 501.34956712798487, \"dd_pct\": -57.52425394623063, \"calmar\": 0.7226377686119093, \"cagr_pct\": 41.56919851276892, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 77.40053050397879, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9286229918889773, \"sortino\": 1.366299914294723}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 869.2799981289991, "Sharpe Ratio": 0.7672487688724817, "Sortino Ratio": 1.1031017607091378, "Calmar Ratio": 0.39109128305123475, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.08311019630948, "% In Market": 80.984395750332, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20636029881597812, "Sub1_Sortino": 0.7968443523041602, "Sub1_Trades": 18, "Sub2_Calmar": 0.7226377686119093, "Sub2_Sortino": 1.366299914294723, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 49, "source": "diagnostic_center", "Policy": "canonical", "center_id": "59461c15b8c9c717a2a80616ac26b8310d93ab9253a326968e90e25e28f07655", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": 29.0, "i_long_exit_activation_confirmation_threshold": -750.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "8d7a985305d26f64cb86fc2aad7de5d1e52b1a574c89dfa5aa55c2203025b1ae", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 114.85661613216851, \"dd_pct\": -47.44608236287675, \"calmar\": 2.4231546535372277, \"cagr_pct\": 114.96919526971539, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4622963898388393, \"sortino\": 2.218217538020343}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.27749755714142, \"dd_pct\": -57.52425394623055, \"calmar\": -0.8570484830650897, \"cagr_pct\": -49.3010745840679, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 84.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8289867144466262, \"sortino\": -1.1471717338448835}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 118.96632708390564, \"dd_pct\": -20.802130078094294, \"calmar\": 5.724601388521526, \"cagr_pct\": 119.083902729264, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.251300730685467, \"sortino\": 3.6213010701404187}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 77.07691650572545, \"dd_pct\": -27.79228120642747, \"calmar\": 4.108835571755167, \"cagr_pct\": 114.1939136411918, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 77.64598540145985, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958688310849333, \"sortino\": 2.930780190844469}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 71.09483190414205, \"dd_pct\": -29.51024924618593, \"calmar\": 2.4112903477323533, \"cagr_pct\": 71.15777916650407, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4252079742348394, \"sortino\": 2.134272138990228}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.168449349901906, \"dd_pct\": -38.667078423062264, \"calmar\": -0.9938790945935869, \"cagr_pct\": -38.43040089369234, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 64.56953642384106, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9064877172679172, \"sortino\": -1.2114171921459695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 853.6051946578013, \"dd_pct\": -81.08311019630948, \"calmar\": 0.3878829038949991, \"cagr_pct\": 31.450752239782727, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 80.97609561752988, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7638232369899073, \"sortino\": 1.0981149536317878}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.184118375311726, \"dd_pct\": -81.08311019630948, \"calmar\": 0.20636029881597812, \"cagr_pct\": 16.732334849039304, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 86.97870452528838, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5670148819623464, \"sortino\": 0.7968443523041602}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 491.62478553710196, \"dd_pct\": -57.52425394623042, \"calmar\": 0.7148753117791932, \"cagr_pct\": 41.12266897467695, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 77.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9225808811488431, \"sortino\": 1.3572604980127383}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 853.6051946578013, "Sharpe Ratio": 0.7638232369899073, "Sortino Ratio": 1.0981149536317878, "Calmar Ratio": 0.3878829038949991, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.08311019630948, "% In Market": 80.97609561752988, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20636029881597812, "Sub1_Sortino": 0.7968443523041602, "Sub1_Trades": 18, "Sub2_Calmar": 0.7148753117791932, "Sub2_Sortino": 1.3572604980127383, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 48, "source": "diagnostic_center", "Policy": "canonical", "center_id": "59461c15b8c9c717a2a80616ac26b8310d93ab9253a326968e90e25e28f07655", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": 29.95, "i_long_exit_activation_confirmation_threshold": -750.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "cb8d6a2482eed9c22caf455fb9a4bd90fe441e7e965f292bcb85b1c31f26103b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 114.85661613216851, \"dd_pct\": -47.44608236287675, \"calmar\": 2.4231546535372277, \"cagr_pct\": 114.96919526971539, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4622963898388393, \"sortino\": 2.218217538020343}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.27749755714142, \"dd_pct\": -57.52425394623055, \"calmar\": -0.8570484830650897, \"cagr_pct\": -49.3010745840679, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 84.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8289867144466262, \"sortino\": -1.1471717338448835}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 118.96632708390564, \"dd_pct\": -20.802130078094294, \"calmar\": 5.724601388521526, \"cagr_pct\": 119.083902729264, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.251300730685467, \"sortino\": 3.6213010701404187}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 77.07691650572545, \"dd_pct\": -27.79228120642747, \"calmar\": 4.108835571755167, \"cagr_pct\": 114.1939136411918, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 77.64598540145985, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958688310849333, \"sortino\": 2.930780190844469}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 71.09483190414205, \"dd_pct\": -29.51024924618593, \"calmar\": 2.4112903477323533, \"cagr_pct\": 71.15777916650407, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4252079742348394, \"sortino\": 2.134272138990228}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.168449349901906, \"dd_pct\": -38.667078423062264, \"calmar\": -0.9938790945935869, \"cagr_pct\": -38.43040089369234, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 64.56953642384106, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9064877172679172, \"sortino\": -1.2114171921459695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 853.6051946578013, \"dd_pct\": -81.08311019630948, \"calmar\": 0.3878829038949991, \"cagr_pct\": 31.450752239782727, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 80.97609561752988, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7638232369899073, \"sortino\": 1.0981149536317878}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.184118375311726, \"dd_pct\": -81.08311019630948, \"calmar\": 0.20636029881597812, \"cagr_pct\": 16.732334849039304, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 86.97870452528838, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5670148819623464, \"sortino\": 0.7968443523041602}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 491.62478553710196, \"dd_pct\": -57.52425394623042, \"calmar\": 0.7148753117791932, \"cagr_pct\": 41.12266897467695, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 77.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9225808811488431, \"sortino\": 1.3572604980127383}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 853.6051946578013, "Sharpe Ratio": 0.7638232369899073, "Sortino Ratio": 1.0981149536317878, "Calmar Ratio": 0.3878829038949991, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.08311019630948, "% In Market": 80.97609561752988, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20636029881597812, "Sub1_Sortino": 0.7968443523041602, "Sub1_Trades": 18, "Sub2_Calmar": 0.7148753117791932, "Sub2_Sortino": 1.3572604980127383, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 48, "source": "diagnostic_center", "Policy": "canonical", "center_id": "59461c15b8c9c717a2a80616ac26b8310d93ab9253a326968e90e25e28f07655", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": 30.05, "i_long_exit_activation_confirmation_threshold": -750.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "21820a4b249f5c2e3413ca2dde35aa464f10c8dac39c7b9bf48773aaf8ebca57", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 114.85661613216851, \"dd_pct\": -47.44608236287675, \"calmar\": 2.4231546535372277, \"cagr_pct\": 114.96919526971539, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4622963898388393, \"sortino\": 2.218217538020343}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.27749755714142, \"dd_pct\": -57.52425394623055, \"calmar\": -0.8570484830650897, \"cagr_pct\": -49.3010745840679, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 84.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8289867144466262, \"sortino\": -1.1471717338448835}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 118.96632708390564, \"dd_pct\": -20.802130078094294, \"calmar\": 5.724601388521526, \"cagr_pct\": 119.083902729264, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.251300730685467, \"sortino\": 3.6213010701404187}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 77.07691650572545, \"dd_pct\": -27.79228120642747, \"calmar\": 4.108835571755167, \"cagr_pct\": 114.1939136411918, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 77.64598540145985, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958688310849333, \"sortino\": 2.930780190844469}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 71.09483190414205, \"dd_pct\": -29.51024924618593, \"calmar\": 2.4112903477323533, \"cagr_pct\": 71.15777916650407, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4252079742348394, \"sortino\": 2.134272138990228}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.168449349901906, \"dd_pct\": -38.667078423062264, \"calmar\": -0.9938790945935869, \"cagr_pct\": -38.43040089369234, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 64.56953642384106, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9064877172679172, \"sortino\": -1.2114171921459695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 853.6051946578013, \"dd_pct\": -81.08311019630948, \"calmar\": 0.3878829038949991, \"cagr_pct\": 31.450752239782727, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 80.97609561752988, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7638232369899073, \"sortino\": 1.0981149536317878}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.184118375311726, \"dd_pct\": -81.08311019630948, \"calmar\": 0.20636029881597812, \"cagr_pct\": 16.732334849039304, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 86.97870452528838, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5670148819623464, \"sortino\": 0.7968443523041602}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 491.62478553710196, \"dd_pct\": -57.52425394623042, \"calmar\": 0.7148753117791932, \"cagr_pct\": 41.12266897467695, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 77.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9225808811488431, \"sortino\": 1.3572604980127383}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 853.6051946578013, "Sharpe Ratio": 0.7638232369899073, "Sortino Ratio": 1.0981149536317878, "Calmar Ratio": 0.3878829038949991, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.08311019630948, "% In Market": 80.97609561752988, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20636029881597812, "Sub1_Sortino": 0.7968443523041602, "Sub1_Trades": 18, "Sub2_Calmar": 0.7148753117791932, "Sub2_Sortino": 1.3572604980127383, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 48, "source": "diagnostic_center", "Policy": "canonical", "center_id": "59461c15b8c9c717a2a80616ac26b8310d93ab9253a326968e90e25e28f07655", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": 31.0, "i_long_exit_activation_confirmation_threshold": -750.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "219e046920b37e832cc7c9f2d08793c0db3a5f3cd4ecf14940f3bb89e5b69260", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 114.85661613216851, \"dd_pct\": -47.44608236287675, \"calmar\": 2.4231546535372277, \"cagr_pct\": 114.96919526971539, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4622963898388393, \"sortino\": 2.218217538020343}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.27749755714142, \"dd_pct\": -57.52425394623055, \"calmar\": -0.8570484830650897, \"cagr_pct\": -49.3010745840679, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 84.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8289867144466262, \"sortino\": -1.1471717338448835}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 118.96632708390564, \"dd_pct\": -20.802130078094294, \"calmar\": 5.724601388521526, \"cagr_pct\": 119.083902729264, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.251300730685467, \"sortino\": 3.6213010701404187}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 77.07691650572545, \"dd_pct\": -27.79228120642747, \"calmar\": 4.108835571755167, \"cagr_pct\": 114.1939136411918, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 77.64598540145985, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958688310849333, \"sortino\": 2.930780190844469}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 71.09483190414205, \"dd_pct\": -29.51024924618593, \"calmar\": 2.4112903477323533, \"cagr_pct\": 71.15777916650407, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4252079742348394, \"sortino\": 2.134272138990228}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.168449349901906, \"dd_pct\": -38.667078423062264, \"calmar\": -0.9938790945935869, \"cagr_pct\": -38.43040089369234, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 64.56953642384106, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9064877172679172, \"sortino\": -1.2114171921459695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 853.6051946578013, \"dd_pct\": -81.08311019630948, \"calmar\": 0.3878829038949991, \"cagr_pct\": 31.450752239782727, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 80.97609561752988, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7638232369899073, \"sortino\": 1.0981149536317878}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.184118375311726, \"dd_pct\": -81.08311019630948, \"calmar\": 0.20636029881597812, \"cagr_pct\": 16.732334849039304, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 86.97870452528838, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5670148819623464, \"sortino\": 0.7968443523041602}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 491.62478553710196, \"dd_pct\": -57.52425394623042, \"calmar\": 0.7148753117791932, \"cagr_pct\": 41.12266897467695, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 77.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9225808811488431, \"sortino\": 1.3572604980127383}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 853.6051946578013, "Sharpe Ratio": 0.7638232369899073, "Sortino Ratio": 1.0981149536317878, "Calmar Ratio": 0.3878829038949991, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.08311019630948, "% In Market": 80.97609561752988, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20636029881597812, "Sub1_Sortino": 0.7968443523041602, "Sub1_Trades": 18, "Sub2_Calmar": 0.7148753117791932, "Sub2_Sortino": 1.3572604980127383, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 50, "source": "diagnostic_center", "Policy": "canonical", "center_id": "59461c15b8c9c717a2a80616ac26b8310d93ab9253a326968e90e25e28f07655", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": 30.0, "i_long_exit_activation_confirmation_threshold": -751.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "f0d44f00eed1667d1fb36763a51e8ab9fa29a585c09a2075b1acdc99212c232f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 114.85661613216851, \"dd_pct\": -47.44608236287675, \"calmar\": 2.4231546535372277, \"cagr_pct\": 114.96919526971539, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4622963898388393, \"sortino\": 2.218217538020343}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.27749755714142, \"dd_pct\": -57.52425394623055, \"calmar\": -0.8570484830650897, \"cagr_pct\": -49.3010745840679, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 84.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8289867144466262, \"sortino\": -1.1471717338448835}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 118.96632708390564, \"dd_pct\": -20.802130078094294, \"calmar\": 5.724601388521526, \"cagr_pct\": 119.083902729264, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.251300730685467, \"sortino\": 3.6213010701404187}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 77.07691650572545, \"dd_pct\": -27.79228120642747, \"calmar\": 4.108835571755167, \"cagr_pct\": 114.1939136411918, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 77.64598540145985, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958688310849333, \"sortino\": 2.930780190844469}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 71.09483190414205, \"dd_pct\": -29.51024924618593, \"calmar\": 2.4112903477323533, \"cagr_pct\": 71.15777916650407, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4252079742348394, \"sortino\": 2.134272138990228}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.168449349901906, \"dd_pct\": -38.667078423062264, \"calmar\": -0.9938790945935869, \"cagr_pct\": -38.43040089369234, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 64.56953642384106, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9064877172679172, \"sortino\": -1.2114171921459695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 853.6051946578013, \"dd_pct\": -81.08311019630948, \"calmar\": 0.3878829038949991, \"cagr_pct\": 31.450752239782727, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 80.97609561752988, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7638232369899073, \"sortino\": 1.0981149536317878}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.184118375311726, \"dd_pct\": -81.08311019630948, \"calmar\": 0.20636029881597812, \"cagr_pct\": 16.732334849039304, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 86.97870452528838, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5670148819623464, \"sortino\": 0.7968443523041602}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 491.62478553710196, \"dd_pct\": -57.52425394623042, \"calmar\": 0.7148753117791932, \"cagr_pct\": 41.12266897467695, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 77.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9225808811488431, \"sortino\": 1.3572604980127383}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 853.6051946578013, "Sharpe Ratio": 0.7638232369899073, "Sortino Ratio": 1.0981149536317878, "Calmar Ratio": 0.3878829038949991, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.08311019630948, "% In Market": 80.97609561752988, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20636029881597812, "Sub1_Sortino": 0.7968443523041602, "Sub1_Trades": 18, "Sub2_Calmar": 0.7148753117791932, "Sub2_Sortino": 1.3572604980127383, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 48, "source": "diagnostic_center", "Policy": "canonical", "center_id": "59461c15b8c9c717a2a80616ac26b8310d93ab9253a326968e90e25e28f07655", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": 30.0, "i_long_exit_activation_confirmation_threshold": -750.05, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "8c5df2f49d807ecfb802abe3da1059b036c992ad3d270ea2f4776ac0b336af52", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 114.85661613216851, \"dd_pct\": -47.44608236287675, \"calmar\": 2.4231546535372277, \"cagr_pct\": 114.96919526971539, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4622963898388393, \"sortino\": 2.218217538020343}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.27749755714142, \"dd_pct\": -57.52425394623055, \"calmar\": -0.8570484830650897, \"cagr_pct\": -49.3010745840679, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 84.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8289867144466262, \"sortino\": -1.1471717338448835}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 118.96632708390564, \"dd_pct\": -20.802130078094294, \"calmar\": 5.724601388521526, \"cagr_pct\": 119.083902729264, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.251300730685467, \"sortino\": 3.6213010701404187}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 77.07691650572545, \"dd_pct\": -27.79228120642747, \"calmar\": 4.108835571755167, \"cagr_pct\": 114.1939136411918, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 77.64598540145985, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958688310849333, \"sortino\": 2.930780190844469}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 71.09483190414205, \"dd_pct\": -29.51024924618593, \"calmar\": 2.4112903477323533, \"cagr_pct\": 71.15777916650407, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4252079742348394, \"sortino\": 2.134272138990228}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.168449349901906, \"dd_pct\": -38.667078423062264, \"calmar\": -0.9938790945935869, \"cagr_pct\": -38.43040089369234, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 64.56953642384106, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9064877172679172, \"sortino\": -1.2114171921459695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 853.6051946578013, \"dd_pct\": -81.08311019630948, \"calmar\": 0.3878829038949991, \"cagr_pct\": 31.450752239782727, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 80.97609561752988, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7638232369899073, \"sortino\": 1.0981149536317878}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.184118375311726, \"dd_pct\": -81.08311019630948, \"calmar\": 0.20636029881597812, \"cagr_pct\": 16.732334849039304, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 86.97870452528838, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5670148819623464, \"sortino\": 0.7968443523041602}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 491.62478553710196, \"dd_pct\": -57.52425394623042, \"calmar\": 0.7148753117791932, \"cagr_pct\": 41.12266897467695, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 77.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9225808811488431, \"sortino\": 1.3572604980127383}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 853.6051946578013, "Sharpe Ratio": 0.7638232369899073, "Sortino Ratio": 1.0981149536317878, "Calmar Ratio": 0.3878829038949991, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.08311019630948, "% In Market": 80.97609561752988, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20636029881597812, "Sub1_Sortino": 0.7968443523041602, "Sub1_Trades": 18, "Sub2_Calmar": 0.7148753117791932, "Sub2_Sortino": 1.3572604980127383, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 47, "source": "diagnostic_center", "Policy": "canonical", "center_id": "59461c15b8c9c717a2a80616ac26b8310d93ab9253a326968e90e25e28f07655", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": 30.0, "i_long_exit_activation_confirmation_threshold": -749.95, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "db6757cfd5ce23b444d002c208a6d4d25f33a059da39c793a388b799dd05adbf", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 114.85661613216851, \"dd_pct\": -47.44608236287675, \"calmar\": 2.4231546535372277, \"cagr_pct\": 114.96919526971539, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4622963898388393, \"sortino\": 2.218217538020343}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.27749755714142, \"dd_pct\": -57.52425394623055, \"calmar\": -0.8570484830650897, \"cagr_pct\": -49.3010745840679, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 84.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8289867144466262, \"sortino\": -1.1471717338448835}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 118.96632708390564, \"dd_pct\": -20.802130078094294, \"calmar\": 5.724601388521526, \"cagr_pct\": 119.083902729264, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.251300730685467, \"sortino\": 3.6213010701404187}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 77.07691650572545, \"dd_pct\": -27.79228120642747, \"calmar\": 4.108835571755167, \"cagr_pct\": 114.1939136411918, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 77.64598540145985, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958688310849333, \"sortino\": 2.930780190844469}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 71.09483190414205, \"dd_pct\": -29.51024924618593, \"calmar\": 2.4112903477323533, \"cagr_pct\": 71.15777916650407, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4252079742348394, \"sortino\": 2.134272138990228}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.168449349901906, \"dd_pct\": -38.667078423062264, \"calmar\": -0.9938790945935869, \"cagr_pct\": -38.43040089369234, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 64.56953642384106, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9064877172679172, \"sortino\": -1.2114171921459695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 853.6051946578013, \"dd_pct\": -81.08311019630948, \"calmar\": 0.3878829038949991, \"cagr_pct\": 31.450752239782727, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 80.97609561752988, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7638232369899073, \"sortino\": 1.0981149536317878}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.184118375311726, \"dd_pct\": -81.08311019630948, \"calmar\": 0.20636029881597812, \"cagr_pct\": 16.732334849039304, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 86.97870452528838, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5670148819623464, \"sortino\": 0.7968443523041602}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 491.62478553710196, \"dd_pct\": -57.52425394623042, \"calmar\": 0.7148753117791932, \"cagr_pct\": 41.12266897467695, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 77.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9225808811488431, \"sortino\": 1.3572604980127383}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 853.6051946578013, "Sharpe Ratio": 0.7638232369899073, "Sortino Ratio": 1.0981149536317878, "Calmar Ratio": 0.3878829038949991, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.08311019630948, "% In Market": 80.97609561752988, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20636029881597812, "Sub1_Sortino": 0.7968443523041602, "Sub1_Trades": 18, "Sub2_Calmar": 0.7148753117791932, "Sub2_Sortino": 1.3572604980127383, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 47, "source": "diagnostic_center", "Policy": "canonical", "center_id": "59461c15b8c9c717a2a80616ac26b8310d93ab9253a326968e90e25e28f07655", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -130.0, "i_long_exit_activation_threshold": 30.0, "i_long_exit_activation_confirmation_threshold": -749.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "bf7364845d7f3d7f77ed28c23bda65100f67270c54f3314e9acfcc9d5a89134a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 114.85661613216851, \"dd_pct\": -47.44608236287675, \"calmar\": 2.4231546535372277, \"cagr_pct\": 114.96919526971539, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4622963898388393, \"sortino\": 2.218217538020343}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.27749755714142, \"dd_pct\": -57.52425394623055, \"calmar\": -0.8570484830650897, \"cagr_pct\": -49.3010745840679, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 84.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8289867144466262, \"sortino\": -1.1471717338448835}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 118.96632708390564, \"dd_pct\": -20.802130078094294, \"calmar\": 5.724601388521526, \"cagr_pct\": 119.083902729264, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.251300730685467, \"sortino\": 3.6213010701404187}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 77.07691650572545, \"dd_pct\": -27.79228120642747, \"calmar\": 4.108835571755167, \"cagr_pct\": 114.1939136411918, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 77.64598540145985, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958688310849333, \"sortino\": 2.930780190844469}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 71.09483190414205, \"dd_pct\": -29.51024924618593, \"calmar\": 2.4112903477323533, \"cagr_pct\": 71.15777916650407, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4252079742348394, \"sortino\": 2.134272138990228}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.168449349901906, \"dd_pct\": -38.667078423062264, \"calmar\": -0.9938790945935869, \"cagr_pct\": -38.43040089369234, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 64.56953642384106, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9064877172679172, \"sortino\": -1.2114171921459695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 853.6051946578013, \"dd_pct\": -81.08311019630948, \"calmar\": 0.3878829038949991, \"cagr_pct\": 31.450752239782727, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 80.97609561752988, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7638232369899073, \"sortino\": 1.0981149536317878}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.184118375311726, \"dd_pct\": -81.08311019630948, \"calmar\": 0.20636029881597812, \"cagr_pct\": 16.732334849039304, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 86.97870452528838, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5670148819623464, \"sortino\": 0.7968443523041602}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 491.62478553710196, \"dd_pct\": -57.52425394623042, \"calmar\": 0.7148753117791932, \"cagr_pct\": 41.12266897467695, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 77.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9225808811488431, \"sortino\": 1.3572604980127383}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 853.6051946578013, "Sharpe Ratio": 0.7638232369899073, "Sortino Ratio": 1.0981149536317878, "Calmar Ratio": 0.3878829038949991, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.08311019630948, "% In Market": 80.97609561752988, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.20636029881597812, "Sub1_Sortino": 0.7968443523041602, "Sub1_Trades": 18, "Sub2_Calmar": 0.7148753117791932, "Sub2_Sortino": 1.3572604980127383, "Sub2_Trades": 24, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 48, "source": "diagnostic_center", "Policy": "canonical", "center_id": "59461c15b8c9c717a2a80616ac26b8310d93ab9253a326968e90e25e28f07655", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -35.0, "i_long_exit_activation_threshold": 700.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "8223a52f37048bdbe5edc28d412be1c6d5ada307338c015b123a7c21e4db7b85", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.94581837738087, \"dd_pct\": -20.08046561003929, \"calmar\": 3.6857603615999204, \"cagr_pct\": 74.01178418795318, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 80.34246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7479717628106528, \"sortino\": 2.695917315672256}, {\"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\": 211.69747311567062, \"dd_pct\": -82.18349784396686, \"calmar\": 0.17986177010933938, \"cagr_pct\": 14.781669395992955, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.1062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5368517556249285, \"sortino\": 0.7637167596500827}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 94.88093589476998, \"dd_pct\": -82.18349784396686, \"calmar\": 0.2937320869841148, \"cagr_pct\": 24.139930337362884, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6640830498079882, \"sortino\": 0.9405572263113186}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.94251653428857, \"dd_pct\": -75.56872188240816, \"calmar\": 0.12607134385297722, \"cagr_pct\": 9.527050320967081, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 93.42175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.44683688026699026, \"sortino\": 0.6384416386547545}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 211.69747311567062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -82.18349784396686, "% In Market": 90.1062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "291b1a4dc89709fb8f6d2f88207b39f7d77c09ebfaa1dbb264b4bc9c959d7b25", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -36.0, "i_long_exit_activation_threshold": 700.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "54bdcda52c397672ef6f8f3f06cf4a1cfe7d92af48bdea45f3873c2e1468da45", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.94581837738087, \"dd_pct\": -20.08046561003929, \"calmar\": 3.6857603615999204, \"cagr_pct\": 74.01178418795318, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 80.34246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7479717628106528, \"sortino\": 2.695917315672256}, {\"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\": 211.69747311567062, \"dd_pct\": -82.18349784396686, \"calmar\": 0.17986177010933938, \"cagr_pct\": 14.781669395992955, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.1062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5368517556249285, \"sortino\": 0.7637167596500827}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 94.88093589476998, \"dd_pct\": -82.18349784396686, \"calmar\": 0.2937320869841148, \"cagr_pct\": 24.139930337362884, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6640830498079882, \"sortino\": 0.9405572263113186}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.94251653428857, \"dd_pct\": -75.56872188240816, \"calmar\": 0.12607134385297722, \"cagr_pct\": 9.527050320967081, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 93.42175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.44683688026699026, \"sortino\": 0.6384416386547545}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 211.69747311567062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -82.18349784396686, "% In Market": 90.1062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "291b1a4dc89709fb8f6d2f88207b39f7d77c09ebfaa1dbb264b4bc9c959d7b25", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -35.05, "i_long_exit_activation_threshold": 700.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "a5940ec9297411b9e35896863e26369d88cebf4119f2f6172ff6e13f39f13e64", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.94581837738087, \"dd_pct\": -20.08046561003929, \"calmar\": 3.6857603615999204, \"cagr_pct\": 74.01178418795318, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 80.34246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7479717628106528, \"sortino\": 2.695917315672256}, {\"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\": 211.69747311567062, \"dd_pct\": -82.18349784396686, \"calmar\": 0.17986177010933938, \"cagr_pct\": 14.781669395992955, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.1062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5368517556249285, \"sortino\": 0.7637167596500827}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 94.88093589476998, \"dd_pct\": -82.18349784396686, \"calmar\": 0.2937320869841148, \"cagr_pct\": 24.139930337362884, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6640830498079882, \"sortino\": 0.9405572263113186}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.94251653428857, \"dd_pct\": -75.56872188240816, \"calmar\": 0.12607134385297722, \"cagr_pct\": 9.527050320967081, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 93.42175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.44683688026699026, \"sortino\": 0.6384416386547545}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 211.69747311567062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -82.18349784396686, "% In Market": 90.1062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "291b1a4dc89709fb8f6d2f88207b39f7d77c09ebfaa1dbb264b4bc9c959d7b25", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -34.95, "i_long_exit_activation_threshold": 700.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "ac31429e405a75de38f6734bf5cef3e700053f99c75afb0b88599ef0ca4fe8e8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.94581837738087, \"dd_pct\": -20.08046561003929, \"calmar\": 3.6857603615999204, \"cagr_pct\": 74.01178418795318, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 80.34246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7479717628106528, \"sortino\": 2.695917315672256}, {\"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\": 211.69747311567062, \"dd_pct\": -82.18349784396686, \"calmar\": 0.17986177010933938, \"cagr_pct\": 14.781669395992955, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.1062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5368517556249285, \"sortino\": 0.7637167596500827}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 94.88093589476998, \"dd_pct\": -82.18349784396686, \"calmar\": 0.2937320869841148, \"cagr_pct\": 24.139930337362884, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6640830498079882, \"sortino\": 0.9405572263113186}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.94251653428857, \"dd_pct\": -75.56872188240816, \"calmar\": 0.12607134385297722, \"cagr_pct\": 9.527050320967081, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 93.42175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.44683688026699026, \"sortino\": 0.6384416386547545}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 211.69747311567062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -82.18349784396686, "% In Market": 90.1062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "291b1a4dc89709fb8f6d2f88207b39f7d77c09ebfaa1dbb264b4bc9c959d7b25", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -34.0, "i_long_exit_activation_threshold": 700.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "69f3f22d9ff108554fcf80e641e422ad365951fee97087b54146b431e30f19fb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.94581837738087, \"dd_pct\": -20.08046561003929, \"calmar\": 3.6857603615999204, \"cagr_pct\": 74.01178418795318, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 80.34246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7479717628106528, \"sortino\": 2.695917315672256}, {\"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\": 211.69747311567062, \"dd_pct\": -82.18349784396686, \"calmar\": 0.17986177010933938, \"cagr_pct\": 14.781669395992955, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.1062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5368517556249285, \"sortino\": 0.7637167596500827}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 94.88093589476998, \"dd_pct\": -82.18349784396686, \"calmar\": 0.2937320869841148, \"cagr_pct\": 24.139930337362884, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6640830498079882, \"sortino\": 0.9405572263113186}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.94251653428857, \"dd_pct\": -75.56872188240816, \"calmar\": 0.12607134385297722, \"cagr_pct\": 9.527050320967081, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 93.42175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.44683688026699026, \"sortino\": 0.6384416386547545}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 211.69747311567062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -82.18349784396686, "% In Market": 90.1062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "291b1a4dc89709fb8f6d2f88207b39f7d77c09ebfaa1dbb264b4bc9c959d7b25", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -35.0, "i_long_exit_activation_threshold": 699.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "47c27d3c005bcb3955588864d7e230bbf190311e30657b4cee19a0ea5caafb12", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.94581837738087, \"dd_pct\": -20.08046561003929, \"calmar\": 3.6857603615999204, \"cagr_pct\": 74.01178418795318, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 80.34246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7479717628106528, \"sortino\": 2.695917315672256}, {\"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\": 211.69747311567062, \"dd_pct\": -82.18349784396686, \"calmar\": 0.17986177010933938, \"cagr_pct\": 14.781669395992955, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.1062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5368517556249285, \"sortino\": 0.7637167596500827}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 94.88093589476998, \"dd_pct\": -82.18349784396686, \"calmar\": 0.2937320869841148, \"cagr_pct\": 24.139930337362884, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6640830498079882, \"sortino\": 0.9405572263113186}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.94251653428857, \"dd_pct\": -75.56872188240816, \"calmar\": 0.12607134385297722, \"cagr_pct\": 9.527050320967081, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 93.42175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.44683688026699026, \"sortino\": 0.6384416386547545}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 211.69747311567062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -82.18349784396686, "% In Market": 90.1062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "291b1a4dc89709fb8f6d2f88207b39f7d77c09ebfaa1dbb264b4bc9c959d7b25", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -35.0, "i_long_exit_activation_threshold": 699.95, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "c08d05c63ea46656fc87717df61c150282c7062920420c6416e54a47a61f184d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.94581837738087, \"dd_pct\": -20.08046561003929, \"calmar\": 3.6857603615999204, \"cagr_pct\": 74.01178418795318, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 80.34246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7479717628106528, \"sortino\": 2.695917315672256}, {\"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\": 211.69747311567062, \"dd_pct\": -82.18349784396686, \"calmar\": 0.17986177010933938, \"cagr_pct\": 14.781669395992955, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.1062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5368517556249285, \"sortino\": 0.7637167596500827}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 94.88093589476998, \"dd_pct\": -82.18349784396686, \"calmar\": 0.2937320869841148, \"cagr_pct\": 24.139930337362884, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6640830498079882, \"sortino\": 0.9405572263113186}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.94251653428857, \"dd_pct\": -75.56872188240816, \"calmar\": 0.12607134385297722, \"cagr_pct\": 9.527050320967081, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 93.42175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.44683688026699026, \"sortino\": 0.6384416386547545}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 211.69747311567062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -82.18349784396686, "% In Market": 90.1062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "291b1a4dc89709fb8f6d2f88207b39f7d77c09ebfaa1dbb264b4bc9c959d7b25", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -35.0, "i_long_exit_activation_threshold": 700.05, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "93a7c2059f560934036bbecbf591bf1eaf4c8d041108ad3e44fc129a68c78f7c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.94581837738087, \"dd_pct\": -20.08046561003929, \"calmar\": 3.6857603615999204, \"cagr_pct\": 74.01178418795318, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 80.34246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7479717628106528, \"sortino\": 2.695917315672256}, {\"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\": 211.69747311567062, \"dd_pct\": -82.18349784396686, \"calmar\": 0.17986177010933938, \"cagr_pct\": 14.781669395992955, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.1062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5368517556249285, \"sortino\": 0.7637167596500827}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 94.88093589476998, \"dd_pct\": -82.18349784396686, \"calmar\": 0.2937320869841148, \"cagr_pct\": 24.139930337362884, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6640830498079882, \"sortino\": 0.9405572263113186}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.94251653428857, \"dd_pct\": -75.56872188240816, \"calmar\": 0.12607134385297722, \"cagr_pct\": 9.527050320967081, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 93.42175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.44683688026699026, \"sortino\": 0.6384416386547545}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 211.69747311567062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -82.18349784396686, "% In Market": 90.1062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "291b1a4dc89709fb8f6d2f88207b39f7d77c09ebfaa1dbb264b4bc9c959d7b25", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -35.0, "i_long_exit_activation_threshold": 701.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "abccacaea11d560bea98d14b5703375b91d0234051453d24d943756844e1e1a7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.94581837738087, \"dd_pct\": -20.08046561003929, \"calmar\": 3.6857603615999204, \"cagr_pct\": 74.01178418795318, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 80.34246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7479717628106528, \"sortino\": 2.695917315672256}, {\"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\": 211.69747311567062, \"dd_pct\": -82.18349784396686, \"calmar\": 0.17986177010933938, \"cagr_pct\": 14.781669395992955, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.1062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5368517556249285, \"sortino\": 0.7637167596500827}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 94.88093589476998, \"dd_pct\": -82.18349784396686, \"calmar\": 0.2937320869841148, \"cagr_pct\": 24.139930337362884, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6640830498079882, \"sortino\": 0.9405572263113186}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.94251653428857, \"dd_pct\": -75.56872188240816, \"calmar\": 0.12607134385297722, \"cagr_pct\": 9.527050320967081, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 93.42175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.44683688026699026, \"sortino\": 0.6384416386547545}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 211.69747311567062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -82.18349784396686, "% In Market": 90.1062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "291b1a4dc89709fb8f6d2f88207b39f7d77c09ebfaa1dbb264b4bc9c959d7b25", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -35.0, "i_long_exit_activation_threshold": 700.0, "i_long_exit_activation_confirmation_threshold": -191.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "88b36eeeb416966643fcb33bf60b335eed774f62fe207ae7ee0851faeecaba7b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.94581837738087, \"dd_pct\": -20.08046561003929, \"calmar\": 3.6857603615999204, \"cagr_pct\": 74.01178418795318, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 80.34246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7479717628106528, \"sortino\": 2.695917315672256}, {\"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\": 211.69747311567062, \"dd_pct\": -82.18349784396686, \"calmar\": 0.17986177010933938, \"cagr_pct\": 14.781669395992955, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.1062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5368517556249285, \"sortino\": 0.7637167596500827}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 94.88093589476998, \"dd_pct\": -82.18349784396686, \"calmar\": 0.2937320869841148, \"cagr_pct\": 24.139930337362884, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6640830498079882, \"sortino\": 0.9405572263113186}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.94251653428857, \"dd_pct\": -75.56872188240816, \"calmar\": 0.12607134385297722, \"cagr_pct\": 9.527050320967081, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 93.42175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.44683688026699026, \"sortino\": 0.6384416386547545}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 211.69747311567062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -82.18349784396686, "% In Market": 90.1062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "291b1a4dc89709fb8f6d2f88207b39f7d77c09ebfaa1dbb264b4bc9c959d7b25", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -35.0, "i_long_exit_activation_threshold": 700.0, "i_long_exit_activation_confirmation_threshold": -190.05, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "c06ad7d3cb48028685cccfde29736b6abaad4c67c1c46c5e8f76bce317c117f9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.94581837738087, \"dd_pct\": -20.08046561003929, \"calmar\": 3.6857603615999204, \"cagr_pct\": 74.01178418795318, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 80.34246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7479717628106528, \"sortino\": 2.695917315672256}, {\"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\": 211.69747311567062, \"dd_pct\": -82.18349784396686, \"calmar\": 0.17986177010933938, \"cagr_pct\": 14.781669395992955, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.1062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5368517556249285, \"sortino\": 0.7637167596500827}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 94.88093589476998, \"dd_pct\": -82.18349784396686, \"calmar\": 0.2937320869841148, \"cagr_pct\": 24.139930337362884, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6640830498079882, \"sortino\": 0.9405572263113186}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.94251653428857, \"dd_pct\": -75.56872188240816, \"calmar\": 0.12607134385297722, \"cagr_pct\": 9.527050320967081, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 93.42175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.44683688026699026, \"sortino\": 0.6384416386547545}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 211.69747311567062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -82.18349784396686, "% In Market": 90.1062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "291b1a4dc89709fb8f6d2f88207b39f7d77c09ebfaa1dbb264b4bc9c959d7b25", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -35.0, "i_long_exit_activation_threshold": 700.0, "i_long_exit_activation_confirmation_threshold": -189.95, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "ec227de698bb7a529e18bbe58d5a156570a0832f2c3ae4a017acea16f187e72c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.94581837738087, \"dd_pct\": -20.08046561003929, \"calmar\": 3.6857603615999204, \"cagr_pct\": 74.01178418795318, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 80.34246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7479717628106528, \"sortino\": 2.695917315672256}, {\"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\": 211.69747311567062, \"dd_pct\": -82.18349784396686, \"calmar\": 0.17986177010933938, \"cagr_pct\": 14.781669395992955, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.1062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5368517556249285, \"sortino\": 0.7637167596500827}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 94.88093589476998, \"dd_pct\": -82.18349784396686, \"calmar\": 0.2937320869841148, \"cagr_pct\": 24.139930337362884, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6640830498079882, \"sortino\": 0.9405572263113186}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.94251653428857, \"dd_pct\": -75.56872188240816, \"calmar\": 0.12607134385297722, \"cagr_pct\": 9.527050320967081, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 93.42175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.44683688026699026, \"sortino\": 0.6384416386547545}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 211.69747311567062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -82.18349784396686, "% In Market": 90.1062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "291b1a4dc89709fb8f6d2f88207b39f7d77c09ebfaa1dbb264b4bc9c959d7b25", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -35.0, "i_long_exit_activation_threshold": 700.0, "i_long_exit_activation_confirmation_threshold": -189.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "fdd2a49cf3e3f576a154b5d0b58847e7c6a7dbdcbf01d477e34406ae7ce049e7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.57470065724278, \"dd_pct\": -64.87420613903845, \"calmar\": -0.9803570898793046, \"cagr_pct\": -63.599887938697854, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 85.68493150684931, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.330657523109434, \"sortino\": -1.8084199721009542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.94581837738087, \"dd_pct\": -20.08046561003929, \"calmar\": 3.6857603615999204, \"cagr_pct\": 74.01178418795318, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 80.34246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7479717628106528, \"sortino\": 2.695917315672256}, {\"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\": 211.69747311567062, \"dd_pct\": -82.18349784396686, \"calmar\": 0.17986177010933938, \"cagr_pct\": 14.781669395992955, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 90.1062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5368517556249285, \"sortino\": 0.7637167596500827}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 94.88093589476998, \"dd_pct\": -82.18349784396686, \"calmar\": 0.2937320869841148, \"cagr_pct\": 24.139930337362884, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6640830498079882, \"sortino\": 0.9405572263113186}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.94251653428857, \"dd_pct\": -75.56872188240816, \"calmar\": 0.12607134385297722, \"cagr_pct\": 9.527050320967081, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 93.42175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.44683688026699026, \"sortino\": 0.6384416386547545}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 211.69747311567062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -82.18349784396686, "% In Market": 90.1062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "291b1a4dc89709fb8f6d2f88207b39f7d77c09ebfaa1dbb264b4bc9c959d7b25", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 300.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": 290.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "94e5f2bdcce1774827e5af136eb26e68ae2f59367ddc05d880e4372c193775d0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 25.745761289210222, \"dd_pct\": -10.06592412747307, \"calmar\": 2.5596749552189983, \"cagr_pct\": 25.765493890227464, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2377696494059656, \"sortino\": 2.437154369684955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -45.78358942375601, \"dd_pct\": -50.85440693259676, \"calmar\": -0.9007344826047697, \"cagr_pct\": -45.80631791660496, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 28.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5478521707842103, \"sortino\": -1.975226863474928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 30.66575966688947, \"dd_pct\": -8.191724940146095, \"calmar\": 3.746427045473931, \"cagr_pct\": 30.68969986484665, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5000088928792228, \"sortino\": 2.5369329777713197}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 50.08611142246786, \"dd_pct\": -25.15920652304855, \"calmar\": 2.8545161104355623, \"cagr_pct\": 71.81736034581758, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 72.08029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4708748181057372, \"sortino\": 2.1820529385105094}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.6283656738931, \"dd_pct\": -29.510249246185893, \"calmar\": 0.6995488859348113, \"cagr_pct\": 20.64386198382795, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 74.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6876540405624797, \"sortino\": 0.9994280402364554}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 9.637266161055248, \"dd_pct\": -1.430132753004687, \"calmar\": 17.429355951640197, \"cagr_pct\": 24.92629281021782, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 3.0215761775032077, \"sortino\": 10.135636396698505}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 174.70799594565088, \"dd_pct\": -50.85440693259689, \"calmar\": 0.25635458416355794, \"cagr_pct\": 13.036760342090234, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 23.937583001328022, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5996355730954651, \"sortino\": 0.8861501197976298}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.35929424271768, \"dd_pct\": -14.124525192239224, \"calmar\": 1.0866302628753863, \"cagr_pct\": 15.348136522632924, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.9485359361135757, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9805172640783285, \"sortino\": 1.659218981775655}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.82108900190715, \"dd_pct\": -50.85440693259689, \"calmar\": 0.22961673557318796, \"cagr_pct\": 11.677022909373395, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.88859416445624, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5133882213104897, \"sortino\": 0.7447553916140227}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 174.70799594565088, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.85440693259689, "% In Market": 23.937583001328022, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "633a7f618080f043ca2423baf8a15f8d8e58266a0a151b7ac3b7c2c98443b837", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 299.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": 290.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "0b4ac2e2d5c30f8357467db718ecec6515192a95def0609f0f07c7dcd19511b4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 25.745761289210222, \"dd_pct\": -10.06592412747307, \"calmar\": 2.5596749552189983, \"cagr_pct\": 25.765493890227464, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2377696494059656, \"sortino\": 2.437154369684955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -45.78358942375601, \"dd_pct\": -50.85440693259676, \"calmar\": -0.9007344826047697, \"cagr_pct\": -45.80631791660496, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 28.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5478521707842103, \"sortino\": -1.975226863474928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 30.66575966688947, \"dd_pct\": -8.191724940146095, \"calmar\": 3.746427045473931, \"cagr_pct\": 30.68969986484665, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5000088928792228, \"sortino\": 2.5369329777713197}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 50.08611142246786, \"dd_pct\": -25.15920652304855, \"calmar\": 2.8545161104355623, \"cagr_pct\": 71.81736034581758, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 72.08029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4708748181057372, \"sortino\": 2.1820529385105094}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.6283656738931, \"dd_pct\": -29.510249246185893, \"calmar\": 0.6995488859348113, \"cagr_pct\": 20.64386198382795, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 74.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6876540405624797, \"sortino\": 0.9994280402364554}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 9.637266161055248, \"dd_pct\": -1.430132753004687, \"calmar\": 17.429355951640197, \"cagr_pct\": 24.92629281021782, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 3.0215761775032077, \"sortino\": 10.135636396698505}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 172.98828580093385, \"dd_pct\": -50.85440693259686, \"calmar\": 0.25466255479436983, \"cagr_pct\": 12.95071319200763, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 23.9292828685259, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5967182410445466, \"sortino\": 0.8818279705564438}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 54.386723519154636, \"dd_pct\": -14.124525192239224, \"calmar\": 1.0700264416742977, \"cagr_pct\": 15.113615431790711, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.9263531499556343, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9676666941834906, \"sortino\": 1.6372878076388948}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.82108900190715, \"dd_pct\": -50.85440693259689, \"calmar\": 0.22961673557318796, \"cagr_pct\": 11.677022909373395, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.88859416445624, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5133882213104897, \"sortino\": 0.7447553916140227}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 172.98828580093385, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.85440693259686, "% In Market": 23.9292828685259, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "633a7f618080f043ca2423baf8a15f8d8e58266a0a151b7ac3b7c2c98443b837", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 299.95, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": 290.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "6e28cfb6e72bf9b589529ced330c6723393958bb33be0315e96a4e9b955ebf4d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 25.745761289210222, \"dd_pct\": -10.06592412747307, \"calmar\": 2.5596749552189983, \"cagr_pct\": 25.765493890227464, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2377696494059656, \"sortino\": 2.437154369684955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -45.78358942375601, \"dd_pct\": -50.85440693259676, \"calmar\": -0.9007344826047697, \"cagr_pct\": -45.80631791660496, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 28.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5478521707842103, \"sortino\": -1.975226863474928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 30.66575966688947, \"dd_pct\": -8.191724940146095, \"calmar\": 3.746427045473931, \"cagr_pct\": 30.68969986484665, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5000088928792228, \"sortino\": 2.5369329777713197}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 50.08611142246786, \"dd_pct\": -25.15920652304855, \"calmar\": 2.8545161104355623, \"cagr_pct\": 71.81736034581758, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 72.08029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4708748181057372, \"sortino\": 2.1820529385105094}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.6283656738931, \"dd_pct\": -29.510249246185893, \"calmar\": 0.6995488859348113, \"cagr_pct\": 20.64386198382795, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 74.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6876540405624797, \"sortino\": 0.9994280402364554}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 9.637266161055248, \"dd_pct\": -1.430132753004687, \"calmar\": 17.429355951640197, \"cagr_pct\": 24.92629281021782, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 3.0215761775032077, \"sortino\": 10.135636396698505}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 174.70799594565088, \"dd_pct\": -50.85440693259689, \"calmar\": 0.25635458416355794, \"cagr_pct\": 13.036760342090234, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 23.937583001328022, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5996355730954651, \"sortino\": 0.8861501197976298}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.35929424271768, \"dd_pct\": -14.124525192239224, \"calmar\": 1.0866302628753863, \"cagr_pct\": 15.348136522632924, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.9485359361135757, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9805172640783285, \"sortino\": 1.659218981775655}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.82108900190715, \"dd_pct\": -50.85440693259689, \"calmar\": 0.22961673557318796, \"cagr_pct\": 11.677022909373395, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.88859416445624, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5133882213104897, \"sortino\": 0.7447553916140227}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 174.70799594565088, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.85440693259689, "% In Market": 23.937583001328022, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "633a7f618080f043ca2423baf8a15f8d8e58266a0a151b7ac3b7c2c98443b837", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 300.05, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": 290.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "98b3ff60bddc61013c4ce6daaebacbf6ff9ae5b673132e014ccc36c564eef639", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 25.745761289210222, \"dd_pct\": -10.06592412747307, \"calmar\": 2.5596749552189983, \"cagr_pct\": 25.765493890227464, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2377696494059656, \"sortino\": 2.437154369684955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -45.78358942375601, \"dd_pct\": -50.85440693259676, \"calmar\": -0.9007344826047697, \"cagr_pct\": -45.80631791660496, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 28.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5478521707842103, \"sortino\": -1.975226863474928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 30.66575966688947, \"dd_pct\": -8.191724940146095, \"calmar\": 3.746427045473931, \"cagr_pct\": 30.68969986484665, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5000088928792228, \"sortino\": 2.5369329777713197}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 50.08611142246786, \"dd_pct\": -25.15920652304855, \"calmar\": 2.8545161104355623, \"cagr_pct\": 71.81736034581758, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 72.08029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4708748181057372, \"sortino\": 2.1820529385105094}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.6283656738931, \"dd_pct\": -29.510249246185893, \"calmar\": 0.6995488859348113, \"cagr_pct\": 20.64386198382795, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 74.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6876540405624797, \"sortino\": 0.9994280402364554}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 9.637266161055248, \"dd_pct\": -1.430132753004687, \"calmar\": 17.429355951640197, \"cagr_pct\": 24.92629281021782, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 3.0215761775032077, \"sortino\": 10.135636396698505}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 174.70799594565088, \"dd_pct\": -50.85440693259689, \"calmar\": 0.25635458416355794, \"cagr_pct\": 13.036760342090234, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 23.937583001328022, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5996355730954651, \"sortino\": 0.8861501197976298}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.35929424271768, \"dd_pct\": -14.124525192239224, \"calmar\": 1.0866302628753863, \"cagr_pct\": 15.348136522632924, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.9485359361135757, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9805172640783285, \"sortino\": 1.659218981775655}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.82108900190715, \"dd_pct\": -50.85440693259689, \"calmar\": 0.22961673557318796, \"cagr_pct\": 11.677022909373395, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.88859416445624, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5133882213104897, \"sortino\": 0.7447553916140227}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 174.70799594565088, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.85440693259689, "% In Market": 23.937583001328022, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "633a7f618080f043ca2423baf8a15f8d8e58266a0a151b7ac3b7c2c98443b837", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 301.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": 290.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "2228316fad73df511aa0c316b5e3c81af539ae33a293f0ec1034e29b633ccffc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 25.745761289210222, \"dd_pct\": -10.06592412747307, \"calmar\": 2.5596749552189983, \"cagr_pct\": 25.765493890227464, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2377696494059656, \"sortino\": 2.437154369684955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -45.78358942375601, \"dd_pct\": -50.85440693259676, \"calmar\": -0.9007344826047697, \"cagr_pct\": -45.80631791660496, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 28.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5478521707842103, \"sortino\": -1.975226863474928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 30.66575966688947, \"dd_pct\": -8.191724940146095, \"calmar\": 3.746427045473931, \"cagr_pct\": 30.68969986484665, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5000088928792228, \"sortino\": 2.5369329777713197}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 50.08611142246786, \"dd_pct\": -25.15920652304855, \"calmar\": 2.8545161104355623, \"cagr_pct\": 71.81736034581758, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 72.08029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4708748181057372, \"sortino\": 2.1820529385105094}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.6283656738931, \"dd_pct\": -29.510249246185893, \"calmar\": 0.6995488859348113, \"cagr_pct\": 20.64386198382795, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 74.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6876540405624797, \"sortino\": 0.9994280402364554}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 9.637266161055248, \"dd_pct\": -1.430132753004687, \"calmar\": 17.429355951640197, \"cagr_pct\": 24.92629281021782, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 3.0215761775032077, \"sortino\": 10.135636396698505}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 174.70799594565088, \"dd_pct\": -50.85440693259689, \"calmar\": 0.25635458416355794, \"cagr_pct\": 13.036760342090234, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 23.937583001328022, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5996355730954651, \"sortino\": 0.8861501197976298}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.35929424271768, \"dd_pct\": -14.124525192239224, \"calmar\": 1.0866302628753863, \"cagr_pct\": 15.348136522632924, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.9485359361135757, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9805172640783285, \"sortino\": 1.659218981775655}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.82108900190715, \"dd_pct\": -50.85440693259689, \"calmar\": 0.22961673557318796, \"cagr_pct\": 11.677022909373395, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.88859416445624, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5133882213104897, \"sortino\": 0.7447553916140227}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 174.70799594565088, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.85440693259689, "% In Market": 23.937583001328022, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "633a7f618080f043ca2423baf8a15f8d8e58266a0a151b7ac3b7c2c98443b837", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 300.0, "i_long_exit_activation_threshold": 259.0, "i_long_exit_activation_confirmation_threshold": 290.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "40355a5423743426910ce4da8ae8a31d7a7170c96ba48e8cf5a653d27675a8ef", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 25.745761289210222, \"dd_pct\": -10.06592412747307, \"calmar\": 2.5596749552189983, \"cagr_pct\": 25.765493890227464, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2377696494059656, \"sortino\": 2.437154369684955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -45.78358942375601, \"dd_pct\": -50.85440693259676, \"calmar\": -0.9007344826047697, \"cagr_pct\": -45.80631791660496, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 28.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5478521707842103, \"sortino\": -1.975226863474928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 30.66575966688947, \"dd_pct\": -8.191724940146095, \"calmar\": 3.746427045473931, \"cagr_pct\": 30.68969986484665, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5000088928792228, \"sortino\": 2.5369329777713197}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 50.08611142246786, \"dd_pct\": -25.15920652304855, \"calmar\": 2.8545161104355623, \"cagr_pct\": 71.81736034581758, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 72.08029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4708748181057372, \"sortino\": 2.1820529385105094}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.6283656738931, \"dd_pct\": -29.510249246185893, \"calmar\": 0.6995488859348113, \"cagr_pct\": 20.64386198382795, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 74.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6876540405624797, \"sortino\": 0.9994280402364554}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 9.637266161055248, \"dd_pct\": -1.430132753004687, \"calmar\": 17.429355951640197, \"cagr_pct\": 24.92629281021782, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 3.0215761775032077, \"sortino\": 10.135636396698505}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 174.70799594565088, \"dd_pct\": -50.85440693259689, \"calmar\": 0.25635458416355794, \"cagr_pct\": 13.036760342090234, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 23.937583001328022, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5996355730954651, \"sortino\": 0.8861501197976298}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.35929424271768, \"dd_pct\": -14.124525192239224, \"calmar\": 1.0866302628753863, \"cagr_pct\": 15.348136522632924, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.9485359361135757, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9805172640783285, \"sortino\": 1.659218981775655}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.82108900190715, \"dd_pct\": -50.85440693259689, \"calmar\": 0.22961673557318796, \"cagr_pct\": 11.677022909373395, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.88859416445624, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5133882213104897, \"sortino\": 0.7447553916140227}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 174.70799594565088, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.85440693259689, "% In Market": 23.937583001328022, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "633a7f618080f043ca2423baf8a15f8d8e58266a0a151b7ac3b7c2c98443b837", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 300.0, "i_long_exit_activation_threshold": 259.95, "i_long_exit_activation_confirmation_threshold": 290.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "e07e0096d9e912991ae5ae3f6969b2002ff11bddd824134e228f9de1e02b1405", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 25.745761289210222, \"dd_pct\": -10.06592412747307, \"calmar\": 2.5596749552189983, \"cagr_pct\": 25.765493890227464, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2377696494059656, \"sortino\": 2.437154369684955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -45.78358942375601, \"dd_pct\": -50.85440693259676, \"calmar\": -0.9007344826047697, \"cagr_pct\": -45.80631791660496, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 28.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5478521707842103, \"sortino\": -1.975226863474928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 30.66575966688947, \"dd_pct\": -8.191724940146095, \"calmar\": 3.746427045473931, \"cagr_pct\": 30.68969986484665, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5000088928792228, \"sortino\": 2.5369329777713197}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 50.08611142246786, \"dd_pct\": -25.15920652304855, \"calmar\": 2.8545161104355623, \"cagr_pct\": 71.81736034581758, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 72.08029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4708748181057372, \"sortino\": 2.1820529385105094}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.6283656738931, \"dd_pct\": -29.510249246185893, \"calmar\": 0.6995488859348113, \"cagr_pct\": 20.64386198382795, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 74.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6876540405624797, \"sortino\": 0.9994280402364554}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 9.637266161055248, \"dd_pct\": -1.430132753004687, \"calmar\": 17.429355951640197, \"cagr_pct\": 24.92629281021782, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 3.0215761775032077, \"sortino\": 10.135636396698505}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 174.70799594565088, \"dd_pct\": -50.85440693259689, \"calmar\": 0.25635458416355794, \"cagr_pct\": 13.036760342090234, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 23.937583001328022, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5996355730954651, \"sortino\": 0.8861501197976298}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.35929424271768, \"dd_pct\": -14.124525192239224, \"calmar\": 1.0866302628753863, \"cagr_pct\": 15.348136522632924, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.9485359361135757, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9805172640783285, \"sortino\": 1.659218981775655}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.82108900190715, \"dd_pct\": -50.85440693259689, \"calmar\": 0.22961673557318796, \"cagr_pct\": 11.677022909373395, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.88859416445624, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5133882213104897, \"sortino\": 0.7447553916140227}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 174.70799594565088, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.85440693259689, "% In Market": 23.937583001328022, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "633a7f618080f043ca2423baf8a15f8d8e58266a0a151b7ac3b7c2c98443b837", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 300.0, "i_long_exit_activation_threshold": 260.05, "i_long_exit_activation_confirmation_threshold": 290.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "844c68aff73fdf6a1dfd0cf07ba8fc8ee44415c22fd77969d8d0e9a0aab62c07", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 25.745761289210222, \"dd_pct\": -10.06592412747307, \"calmar\": 2.5596749552189983, \"cagr_pct\": 25.765493890227464, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2377696494059656, \"sortino\": 2.437154369684955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -45.78358942375601, \"dd_pct\": -50.85440693259676, \"calmar\": -0.9007344826047697, \"cagr_pct\": -45.80631791660496, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 28.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5478521707842103, \"sortino\": -1.975226863474928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 30.66575966688947, \"dd_pct\": -8.191724940146095, \"calmar\": 3.746427045473931, \"cagr_pct\": 30.68969986484665, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5000088928792228, \"sortino\": 2.5369329777713197}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 50.08611142246786, \"dd_pct\": -25.15920652304855, \"calmar\": 2.8545161104355623, \"cagr_pct\": 71.81736034581758, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 72.08029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4708748181057372, \"sortino\": 2.1820529385105094}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.6283656738931, \"dd_pct\": -29.510249246185893, \"calmar\": 0.6995488859348113, \"cagr_pct\": 20.64386198382795, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 74.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6876540405624797, \"sortino\": 0.9994280402364554}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 9.637266161055248, \"dd_pct\": -1.430132753004687, \"calmar\": 17.429355951640197, \"cagr_pct\": 24.92629281021782, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 3.0215761775032077, \"sortino\": 10.135636396698505}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 174.70799594565088, \"dd_pct\": -50.85440693259689, \"calmar\": 0.25635458416355794, \"cagr_pct\": 13.036760342090234, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 23.937583001328022, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5996355730954651, \"sortino\": 0.8861501197976298}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.35929424271768, \"dd_pct\": -14.124525192239224, \"calmar\": 1.0866302628753863, \"cagr_pct\": 15.348136522632924, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.9485359361135757, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9805172640783285, \"sortino\": 1.659218981775655}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.82108900190715, \"dd_pct\": -50.85440693259689, \"calmar\": 0.22961673557318796, \"cagr_pct\": 11.677022909373395, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.88859416445624, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5133882213104897, \"sortino\": 0.7447553916140227}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 174.70799594565088, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.85440693259689, "% In Market": 23.937583001328022, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "633a7f618080f043ca2423baf8a15f8d8e58266a0a151b7ac3b7c2c98443b837", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 300.0, "i_long_exit_activation_threshold": 261.0, "i_long_exit_activation_confirmation_threshold": 290.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "646791790040be96ac475fe27e843117e109c92c7d0a57af2e89d79e58247358", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 25.745761289210222, \"dd_pct\": -10.06592412747307, \"calmar\": 2.5596749552189983, \"cagr_pct\": 25.765493890227464, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2377696494059656, \"sortino\": 2.437154369684955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -45.78358942375601, \"dd_pct\": -50.85440693259676, \"calmar\": -0.9007344826047697, \"cagr_pct\": -45.80631791660496, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 28.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5478521707842103, \"sortino\": -1.975226863474928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 30.66575966688947, \"dd_pct\": -8.191724940146095, \"calmar\": 3.746427045473931, \"cagr_pct\": 30.68969986484665, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5000088928792228, \"sortino\": 2.5369329777713197}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 50.08611142246786, \"dd_pct\": -25.15920652304855, \"calmar\": 2.8545161104355623, \"cagr_pct\": 71.81736034581758, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 72.08029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4708748181057372, \"sortino\": 2.1820529385105094}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.6283656738931, \"dd_pct\": -29.510249246185893, \"calmar\": 0.6995488859348113, \"cagr_pct\": 20.64386198382795, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 74.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6876540405624797, \"sortino\": 0.9994280402364554}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 9.637266161055248, \"dd_pct\": -1.430132753004687, \"calmar\": 17.429355951640197, \"cagr_pct\": 24.92629281021782, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 3.0215761775032077, \"sortino\": 10.135636396698505}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 174.70799594565088, \"dd_pct\": -50.85440693259689, \"calmar\": 0.25635458416355794, \"cagr_pct\": 13.036760342090234, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 23.937583001328022, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5996355730954651, \"sortino\": 0.8861501197976298}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.35929424271768, \"dd_pct\": -14.124525192239224, \"calmar\": 1.0866302628753863, \"cagr_pct\": 15.348136522632924, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.9485359361135757, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9805172640783285, \"sortino\": 1.659218981775655}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.82108900190715, \"dd_pct\": -50.85440693259689, \"calmar\": 0.22961673557318796, \"cagr_pct\": 11.677022909373395, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.88859416445624, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5133882213104897, \"sortino\": 0.7447553916140227}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 174.70799594565088, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.85440693259689, "% In Market": 23.937583001328022, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "633a7f618080f043ca2423baf8a15f8d8e58266a0a151b7ac3b7c2c98443b837", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 300.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": 289.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "e46ae45f4f6b72a75a699b1d8169219fd39ea979392249777d8147976007188c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 25.745761289210222, \"dd_pct\": -10.06592412747307, \"calmar\": 2.5596749552189983, \"cagr_pct\": 25.765493890227464, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2377696494059656, \"sortino\": 2.437154369684955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -45.78358942375601, \"dd_pct\": -50.85440693259676, \"calmar\": -0.9007344826047697, \"cagr_pct\": -45.80631791660496, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 28.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5478521707842103, \"sortino\": -1.975226863474928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 30.66575966688947, \"dd_pct\": -8.191724940146095, \"calmar\": 3.746427045473931, \"cagr_pct\": 30.68969986484665, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5000088928792228, \"sortino\": 2.5369329777713197}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 50.08611142246786, \"dd_pct\": -25.15920652304855, \"calmar\": 2.8545161104355623, \"cagr_pct\": 71.81736034581758, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 72.08029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4708748181057372, \"sortino\": 2.1820529385105094}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.6283656738931, \"dd_pct\": -29.510249246185893, \"calmar\": 0.6995488859348113, \"cagr_pct\": 20.64386198382795, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 74.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6876540405624797, \"sortino\": 0.9994280402364554}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 9.637266161055248, \"dd_pct\": -1.430132753004687, \"calmar\": 17.429355951640197, \"cagr_pct\": 24.92629281021782, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 3.0215761775032077, \"sortino\": 10.135636396698505}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 174.70799594565088, \"dd_pct\": -50.85440693259689, \"calmar\": 0.25635458416355794, \"cagr_pct\": 13.036760342090234, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 23.937583001328022, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5996355730954651, \"sortino\": 0.8861501197976298}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.35929424271768, \"dd_pct\": -14.124525192239224, \"calmar\": 1.0866302628753863, \"cagr_pct\": 15.348136522632924, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.9485359361135757, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9805172640783285, \"sortino\": 1.659218981775655}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.82108900190715, \"dd_pct\": -50.85440693259689, \"calmar\": 0.22961673557318796, \"cagr_pct\": 11.677022909373395, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.88859416445624, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5133882213104897, \"sortino\": 0.7447553916140227}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 174.70799594565088, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.85440693259689, "% In Market": 23.937583001328022, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "633a7f618080f043ca2423baf8a15f8d8e58266a0a151b7ac3b7c2c98443b837", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 300.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": 289.95, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "81e6ee2f05bb921d9583a3da7c824993cf87c6f9cbe59ba9f8a4f97b7cfb97b6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 25.745761289210222, \"dd_pct\": -10.06592412747307, \"calmar\": 2.5596749552189983, \"cagr_pct\": 25.765493890227464, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2377696494059656, \"sortino\": 2.437154369684955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -45.78358942375601, \"dd_pct\": -50.85440693259676, \"calmar\": -0.9007344826047697, \"cagr_pct\": -45.80631791660496, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 28.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5478521707842103, \"sortino\": -1.975226863474928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 30.66575966688947, \"dd_pct\": -8.191724940146095, \"calmar\": 3.746427045473931, \"cagr_pct\": 30.68969986484665, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5000088928792228, \"sortino\": 2.5369329777713197}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 50.08611142246786, \"dd_pct\": -25.15920652304855, \"calmar\": 2.8545161104355623, \"cagr_pct\": 71.81736034581758, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 72.08029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4708748181057372, \"sortino\": 2.1820529385105094}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.6283656738931, \"dd_pct\": -29.510249246185893, \"calmar\": 0.6995488859348113, \"cagr_pct\": 20.64386198382795, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 74.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6876540405624797, \"sortino\": 0.9994280402364554}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 9.637266161055248, \"dd_pct\": -1.430132753004687, \"calmar\": 17.429355951640197, \"cagr_pct\": 24.92629281021782, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 3.0215761775032077, \"sortino\": 10.135636396698505}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 174.70799594565088, \"dd_pct\": -50.85440693259689, \"calmar\": 0.25635458416355794, \"cagr_pct\": 13.036760342090234, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 23.937583001328022, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5996355730954651, \"sortino\": 0.8861501197976298}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.35929424271768, \"dd_pct\": -14.124525192239224, \"calmar\": 1.0866302628753863, \"cagr_pct\": 15.348136522632924, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.9485359361135757, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9805172640783285, \"sortino\": 1.659218981775655}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.82108900190715, \"dd_pct\": -50.85440693259689, \"calmar\": 0.22961673557318796, \"cagr_pct\": 11.677022909373395, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.88859416445624, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5133882213104897, \"sortino\": 0.7447553916140227}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 174.70799594565088, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.85440693259689, "% In Market": 23.937583001328022, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "633a7f618080f043ca2423baf8a15f8d8e58266a0a151b7ac3b7c2c98443b837", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 300.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": 290.05, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "c70746c9a6c584c1c261be1d1f2f9591505b157cca3aa2edc21c0146a55cb7aa", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 25.745761289210222, \"dd_pct\": -10.06592412747307, \"calmar\": 2.5596749552189983, \"cagr_pct\": 25.765493890227464, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2377696494059656, \"sortino\": 2.437154369684955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -45.78358942375601, \"dd_pct\": -50.85440693259676, \"calmar\": -0.9007344826047697, \"cagr_pct\": -45.80631791660496, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 28.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5478521707842103, \"sortino\": -1.975226863474928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 30.66575966688947, \"dd_pct\": -8.191724940146095, \"calmar\": 3.746427045473931, \"cagr_pct\": 30.68969986484665, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5000088928792228, \"sortino\": 2.5369329777713197}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 50.08611142246786, \"dd_pct\": -25.15920652304855, \"calmar\": 2.8545161104355623, \"cagr_pct\": 71.81736034581758, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 72.08029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4708748181057372, \"sortino\": 2.1820529385105094}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.6283656738931, \"dd_pct\": -29.510249246185893, \"calmar\": 0.6995488859348113, \"cagr_pct\": 20.64386198382795, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 74.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6876540405624797, \"sortino\": 0.9994280402364554}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 9.637266161055248, \"dd_pct\": -1.430132753004687, \"calmar\": 17.429355951640197, \"cagr_pct\": 24.92629281021782, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 3.0215761775032077, \"sortino\": 10.135636396698505}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 174.70799594565088, \"dd_pct\": -50.85440693259689, \"calmar\": 0.25635458416355794, \"cagr_pct\": 13.036760342090234, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 23.937583001328022, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5996355730954651, \"sortino\": 0.8861501197976298}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.35929424271768, \"dd_pct\": -14.124525192239224, \"calmar\": 1.0866302628753863, \"cagr_pct\": 15.348136522632924, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.9485359361135757, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9805172640783285, \"sortino\": 1.659218981775655}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.82108900190715, \"dd_pct\": -50.85440693259689, \"calmar\": 0.22961673557318796, \"cagr_pct\": 11.677022909373395, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.88859416445624, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5133882213104897, \"sortino\": 0.7447553916140227}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 174.70799594565088, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.85440693259689, "% In Market": 23.937583001328022, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "633a7f618080f043ca2423baf8a15f8d8e58266a0a151b7ac3b7c2c98443b837", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 300.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": 291.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "47a79f6c3831fed16abe74361852653a2f474ea68fb4766e8c75659ba0992dc6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 25.745761289210222, \"dd_pct\": -10.06592412747307, \"calmar\": 2.5596749552189983, \"cagr_pct\": 25.765493890227464, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2377696494059656, \"sortino\": 2.437154369684955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -45.78358942375601, \"dd_pct\": -50.85440693259676, \"calmar\": -0.9007344826047697, \"cagr_pct\": -45.80631791660496, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 28.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5478521707842103, \"sortino\": -1.975226863474928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 30.66575966688947, \"dd_pct\": -8.191724940146095, \"calmar\": 3.746427045473931, \"cagr_pct\": 30.68969986484665, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5000088928792228, \"sortino\": 2.5369329777713197}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 50.08611142246786, \"dd_pct\": -25.15920652304855, \"calmar\": 2.8545161104355623, \"cagr_pct\": 71.81736034581758, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 72.08029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4708748181057372, \"sortino\": 2.1820529385105094}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 20.6283656738931, \"dd_pct\": -29.510249246185893, \"calmar\": 0.6995488859348113, \"cagr_pct\": 20.64386198382795, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 74.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6876540405624797, \"sortino\": 0.9994280402364554}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 9.637266161055248, \"dd_pct\": -1.430132753004687, \"calmar\": 17.429355951640197, \"cagr_pct\": 24.92629281021782, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 3.0215761775032077, \"sortino\": 10.135636396698505}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 174.70799594565088, \"dd_pct\": -50.85440693259689, \"calmar\": 0.25635458416355794, \"cagr_pct\": 13.036760342090234, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 23.937583001328022, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5996355730954651, \"sortino\": 0.8861501197976298}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.35929424271768, \"dd_pct\": -14.124525192239224, \"calmar\": 1.0866302628753863, \"cagr_pct\": 15.348136522632924, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 3.9485359361135757, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9805172640783285, \"sortino\": 1.659218981775655}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 76.82108900190715, \"dd_pct\": -50.85440693259689, \"calmar\": 0.22961673557318796, \"cagr_pct\": 11.677022909373395, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.88859416445624, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5133882213104897, \"sortino\": 0.7447553916140227}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 10, "Total P&L %": 174.70799594565088, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.85440693259689, "% In Market": 23.937583001328022, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "633a7f618080f043ca2423baf8a15f8d8e58266a0a151b7ac3b7c2c98443b837", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 280.0, "i_long_exit_activation_threshold": -260.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "561d2e59bc0c3e6f55148f426fb3b4aba58d284b371b59819724a1b066c6811b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 13.93716096841191, \"dd_pct\": -10.065924127473059, \"calmar\": 1.3855999263074488, \"cagr_pct\": 13.94734372924304, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7065262198222895, \"sortino\": 1.2372365768452684}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.1607921775591779, \"dd_pct\": -1.1607921775591779, \"calmar\": -1.0006809379967727, \"cagr_pct\": -1.1615826050592344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.151484282326635, \"sortino\": -1.1513561385858595}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 16.073521321930674, \"dd_pct\": -16.766373485652654, \"calmar\": 0.9593829018550017, \"cagr_pct\": 16.0853720482502, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 12.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8907494201120337, \"sortino\": 1.538978235392605}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -7.325984736879354, \"dd_pct\": -21.51156585936692, \"calmar\": -0.4483457335887455, \"cagr_pct\": -9.644618775860476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 13.594890510948904, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5809959642819026, \"sortino\": -0.7783497437958103}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.622258514228, \"dd_pct\": -6.868756974736334, \"calmar\": 5.481685223323303, \"cagr_pct\": 37.65236361101103, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.3524664183481123, \"sortino\": 5.3118995503866655}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 3.266029272948412, \"dd_pct\": -1.9206002521003462, \"calmar\": 4.209097463539509, \"cagr_pct\": 8.083993649588908, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3156215325695582, \"sortino\": 2.526963737928666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 83.68782095457952, \"dd_pct\": -24.097512277427256, \"calmar\": 0.31755947259270356, \"cagr_pct\": 7.652393289615998, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 5.561088977423639, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5918351689626926, \"sortino\": 1.0022601204750545}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.696067742459855, \"dd_pct\": -14.124525192239224, \"calmar\": 0.15029044464918836, \"cagr_pct\": 2.1227811716002956, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23598830242047525, \"sortino\": 0.38861337809460383}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.15987884198422, \"dd_pct\": -24.09751227742728, \"calmar\": 0.4606461621534432, \"cagr_pct\": 11.100426548042353, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623795193216366, \"sortino\": 1.304536624447244}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.15204195367803, \"dd_pct\": -5.490579109062854, \"calmar\": 5.410865687134712, \"cagr_pct\": 29.708786103726876, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 17.579250720461097, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8022385776476797, \"sortino\": 3.1791965494937946}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 83.68782095457952, "Sharpe Ratio": 0.5918351689626926, "Sortino Ratio": 1.0022601204750545, "Calmar Ratio": 0.31755947259270356, "P&L/DD Ratio": 3.4728821793348352, "Max Drawdown %": -24.097512277427256, "% In Market": 5.561088977423639, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.4606461621534432, "Sub2_Sortino": 1.304536624447244, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 13.15204195367803, "OOS_Sortino Ratio": 3.1791965494937946, "OOS_Calmar Ratio": 5.410865687134712, "OOS_Max Drawdown %": -5.490579109062854, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2cf657380bf94af7962ef2f68058c94e752e1c40fd9b8fc9243cd272e6ba485c", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 279.0, "i_long_exit_activation_threshold": -260.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "dcde9e02b4022f628f5a1b54b8bccc193cc5ab176da895eb726c274bef48f181", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 13.93716096841191, \"dd_pct\": -10.065924127473059, \"calmar\": 1.3855999263074488, \"cagr_pct\": 13.94734372924304, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7065262198222895, \"sortino\": 1.2372365768452684}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.1607921775591779, \"dd_pct\": -1.1607921775591779, \"calmar\": -1.0006809379967727, \"cagr_pct\": -1.1615826050592344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.151484282326635, \"sortino\": -1.1513561385858595}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 16.073521321930674, \"dd_pct\": -16.766373485652654, \"calmar\": 0.9593829018550017, \"cagr_pct\": 16.0853720482502, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 12.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8907494201120337, \"sortino\": 1.538978235392605}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -7.325984736879354, \"dd_pct\": -21.51156585936692, \"calmar\": -0.4483457335887455, \"cagr_pct\": -9.644618775860476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 13.594890510948904, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5809959642819026, \"sortino\": -0.7783497437958103}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.622258514228, \"dd_pct\": -6.868756974736334, \"calmar\": 5.481685223323303, \"cagr_pct\": 37.65236361101103, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.3524664183481123, \"sortino\": 5.3118995503866655}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 3.266029272948412, \"dd_pct\": -1.9206002521003462, \"calmar\": 4.209097463539509, \"cagr_pct\": 8.083993649588908, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3156215325695582, \"sortino\": 2.526963737928666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 83.68782095457952, \"dd_pct\": -24.097512277427256, \"calmar\": 0.31755947259270356, \"cagr_pct\": 7.652393289615998, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 5.561088977423639, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5918351689626926, \"sortino\": 1.0022601204750545}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.696067742459855, \"dd_pct\": -14.124525192239224, \"calmar\": 0.15029044464918836, \"cagr_pct\": 2.1227811716002956, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23598830242047525, \"sortino\": 0.38861337809460383}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.15987884198422, \"dd_pct\": -24.09751227742728, \"calmar\": 0.4606461621534432, \"cagr_pct\": 11.100426548042353, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623795193216366, \"sortino\": 1.304536624447244}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.15204195367803, \"dd_pct\": -5.490579109062854, \"calmar\": 5.410865687134712, \"cagr_pct\": 29.708786103726876, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 17.579250720461097, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8022385776476797, \"sortino\": 3.1791965494937946}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 83.68782095457952, "Sharpe Ratio": 0.5918351689626926, "Sortino Ratio": 1.0022601204750545, "Calmar Ratio": 0.31755947259270356, "P&L/DD Ratio": 3.4728821793348352, "Max Drawdown %": -24.097512277427256, "% In Market": 5.561088977423639, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.4606461621534432, "Sub2_Sortino": 1.304536624447244, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 13.15204195367803, "OOS_Sortino Ratio": 3.1791965494937946, "OOS_Calmar Ratio": 5.410865687134712, "OOS_Max Drawdown %": -5.490579109062854, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2cf657380bf94af7962ef2f68058c94e752e1c40fd9b8fc9243cd272e6ba485c", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 279.95, "i_long_exit_activation_threshold": -260.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "6bb84b92c3231db02327f8fda3441f55ae9c327fd94aa240e00ec9c6ef9a9317", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 13.93716096841191, \"dd_pct\": -10.065924127473059, \"calmar\": 1.3855999263074488, \"cagr_pct\": 13.94734372924304, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7065262198222895, \"sortino\": 1.2372365768452684}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.1607921775591779, \"dd_pct\": -1.1607921775591779, \"calmar\": -1.0006809379967727, \"cagr_pct\": -1.1615826050592344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.151484282326635, \"sortino\": -1.1513561385858595}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 16.073521321930674, \"dd_pct\": -16.766373485652654, \"calmar\": 0.9593829018550017, \"cagr_pct\": 16.0853720482502, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 12.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8907494201120337, \"sortino\": 1.538978235392605}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -7.325984736879354, \"dd_pct\": -21.51156585936692, \"calmar\": -0.4483457335887455, \"cagr_pct\": -9.644618775860476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 13.594890510948904, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5809959642819026, \"sortino\": -0.7783497437958103}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.622258514228, \"dd_pct\": -6.868756974736334, \"calmar\": 5.481685223323303, \"cagr_pct\": 37.65236361101103, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.3524664183481123, \"sortino\": 5.3118995503866655}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 3.266029272948412, \"dd_pct\": -1.9206002521003462, \"calmar\": 4.209097463539509, \"cagr_pct\": 8.083993649588908, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3156215325695582, \"sortino\": 2.526963737928666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 83.68782095457952, \"dd_pct\": -24.097512277427256, \"calmar\": 0.31755947259270356, \"cagr_pct\": 7.652393289615998, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 5.561088977423639, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5918351689626926, \"sortino\": 1.0022601204750545}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.696067742459855, \"dd_pct\": -14.124525192239224, \"calmar\": 0.15029044464918836, \"cagr_pct\": 2.1227811716002956, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23598830242047525, \"sortino\": 0.38861337809460383}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.15987884198422, \"dd_pct\": -24.09751227742728, \"calmar\": 0.4606461621534432, \"cagr_pct\": 11.100426548042353, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623795193216366, \"sortino\": 1.304536624447244}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.15204195367803, \"dd_pct\": -5.490579109062854, \"calmar\": 5.410865687134712, \"cagr_pct\": 29.708786103726876, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 17.579250720461097, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8022385776476797, \"sortino\": 3.1791965494937946}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 83.68782095457952, "Sharpe Ratio": 0.5918351689626926, "Sortino Ratio": 1.0022601204750545, "Calmar Ratio": 0.31755947259270356, "P&L/DD Ratio": 3.4728821793348352, "Max Drawdown %": -24.097512277427256, "% In Market": 5.561088977423639, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.4606461621534432, "Sub2_Sortino": 1.304536624447244, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 13.15204195367803, "OOS_Sortino Ratio": 3.1791965494937946, "OOS_Calmar Ratio": 5.410865687134712, "OOS_Max Drawdown %": -5.490579109062854, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2cf657380bf94af7962ef2f68058c94e752e1c40fd9b8fc9243cd272e6ba485c", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 280.05, "i_long_exit_activation_threshold": -260.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "4d7b94dd3d454776cda91cd1c7abafd8532a9502e61756dcc9a19bddb05bc687", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 13.93716096841191, \"dd_pct\": -10.065924127473059, \"calmar\": 1.3855999263074488, \"cagr_pct\": 13.94734372924304, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7065262198222895, \"sortino\": 1.2372365768452684}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.1607921775591779, \"dd_pct\": -1.1607921775591779, \"calmar\": -1.0006809379967727, \"cagr_pct\": -1.1615826050592344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.151484282326635, \"sortino\": -1.1513561385858595}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 16.073521321930674, \"dd_pct\": -16.766373485652654, \"calmar\": 0.9593829018550017, \"cagr_pct\": 16.0853720482502, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 12.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8907494201120337, \"sortino\": 1.538978235392605}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -7.325984736879354, \"dd_pct\": -21.51156585936692, \"calmar\": -0.4483457335887455, \"cagr_pct\": -9.644618775860476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 13.594890510948904, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5809959642819026, \"sortino\": -0.7783497437958103}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.622258514228, \"dd_pct\": -6.868756974736334, \"calmar\": 5.481685223323303, \"cagr_pct\": 37.65236361101103, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.3524664183481123, \"sortino\": 5.3118995503866655}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 3.266029272948412, \"dd_pct\": -1.9206002521003462, \"calmar\": 4.209097463539509, \"cagr_pct\": 8.083993649588908, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3156215325695582, \"sortino\": 2.526963737928666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 83.68782095457952, \"dd_pct\": -24.097512277427256, \"calmar\": 0.31755947259270356, \"cagr_pct\": 7.652393289615998, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 5.561088977423639, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5918351689626926, \"sortino\": 1.0022601204750545}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.696067742459855, \"dd_pct\": -14.124525192239224, \"calmar\": 0.15029044464918836, \"cagr_pct\": 2.1227811716002956, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23598830242047525, \"sortino\": 0.38861337809460383}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.15987884198422, \"dd_pct\": -24.09751227742728, \"calmar\": 0.4606461621534432, \"cagr_pct\": 11.100426548042353, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623795193216366, \"sortino\": 1.304536624447244}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.15204195367803, \"dd_pct\": -5.490579109062854, \"calmar\": 5.410865687134712, \"cagr_pct\": 29.708786103726876, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 17.579250720461097, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8022385776476797, \"sortino\": 3.1791965494937946}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 83.68782095457952, "Sharpe Ratio": 0.5918351689626926, "Sortino Ratio": 1.0022601204750545, "Calmar Ratio": 0.31755947259270356, "P&L/DD Ratio": 3.4728821793348352, "Max Drawdown %": -24.097512277427256, "% In Market": 5.561088977423639, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.4606461621534432, "Sub2_Sortino": 1.304536624447244, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 13.15204195367803, "OOS_Sortino Ratio": 3.1791965494937946, "OOS_Calmar Ratio": 5.410865687134712, "OOS_Max Drawdown %": -5.490579109062854, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2cf657380bf94af7962ef2f68058c94e752e1c40fd9b8fc9243cd272e6ba485c", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 281.0, "i_long_exit_activation_threshold": -260.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "2b033229a20780d9ebe101af73c62192c622005406fa117ec17072b25284ada2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 13.93716096841191, \"dd_pct\": -10.065924127473059, \"calmar\": 1.3855999263074488, \"cagr_pct\": 13.94734372924304, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7065262198222895, \"sortino\": 1.2372365768452684}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.1607921775591779, \"dd_pct\": -1.1607921775591779, \"calmar\": -1.0006809379967727, \"cagr_pct\": -1.1615826050592344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.151484282326635, \"sortino\": -1.1513561385858595}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 16.073521321930674, \"dd_pct\": -16.766373485652654, \"calmar\": 0.9593829018550017, \"cagr_pct\": 16.0853720482502, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 12.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8907494201120337, \"sortino\": 1.538978235392605}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -7.325984736879354, \"dd_pct\": -21.51156585936692, \"calmar\": -0.4483457335887455, \"cagr_pct\": -9.644618775860476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 13.594890510948904, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5809959642819026, \"sortino\": -0.7783497437958103}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.622258514228, \"dd_pct\": -6.868756974736334, \"calmar\": 5.481685223323303, \"cagr_pct\": 37.65236361101103, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.3524664183481123, \"sortino\": 5.3118995503866655}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.6683518500650418, \"dd_pct\": -2.3286707824171082, \"calmar\": 1.7535361464057981, \"cagr_pct\": 4.083408390047471, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.3178807947019866, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7457294396627644, \"sortino\": 1.2910401573315282}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.84590007833394, \"dd_pct\": -24.097512277427256, \"calmar\": 0.30912050567584726, \"cagr_pct\": 7.449035180728251, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 5.544488711819389, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5787474643403011, \"sortino\": 0.9792610331278776}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.696067742459855, \"dd_pct\": -14.124525192239224, \"calmar\": 0.15029044464918836, \"cagr_pct\": 2.1227811716002956, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23598830242047525, \"sortino\": 0.38861337809460383}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 69.4963121929252, \"dd_pct\": -24.09751227742728, \"calmar\": 0.44673768583773865, \"cagr_pct\": 10.765266869264359, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 7.838196286472149, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7432165550231902, \"sortino\": 1.270273471066991}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.15204195367803, \"dd_pct\": -5.490579109062854, \"calmar\": 5.410865687134712, \"cagr_pct\": 29.708786103726876, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 17.579250720461097, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8022385776476797, \"sortino\": 3.1791965494937946}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 80.84590007833394, "Sharpe Ratio": 0.5787474643403011, "Sortino Ratio": 0.9792610331278776, "Calmar Ratio": 0.30912050567584726, "P&L/DD Ratio": 3.354947977516514, "Max Drawdown %": -24.097512277427256, "% In Market": 5.544488711819389, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.44673768583773865, "Sub2_Sortino": 1.270273471066991, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 13.15204195367803, "OOS_Sortino Ratio": 3.1791965494937946, "OOS_Calmar Ratio": 5.410865687134712, "OOS_Max Drawdown %": -5.490579109062854, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2cf657380bf94af7962ef2f68058c94e752e1c40fd9b8fc9243cd272e6ba485c", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 280.0, "i_long_exit_activation_threshold": -261.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "dc15add3a74ed7e4d58801bbbd67429fa6b7ac31603f82476bc70d9f8270c5df", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 13.93716096841191, \"dd_pct\": -10.065924127473059, \"calmar\": 1.3855999263074488, \"cagr_pct\": 13.94734372924304, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7065262198222895, \"sortino\": 1.2372365768452684}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.1607921775591779, \"dd_pct\": -1.1607921775591779, \"calmar\": -1.0006809379967727, \"cagr_pct\": -1.1615826050592344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.151484282326635, \"sortino\": -1.1513561385858595}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 16.073521321930674, \"dd_pct\": -16.766373485652654, \"calmar\": 0.9593829018550017, \"cagr_pct\": 16.0853720482502, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 12.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8907494201120337, \"sortino\": 1.538978235392605}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -7.325984736879354, \"dd_pct\": -21.51156585936692, \"calmar\": -0.4483457335887455, \"cagr_pct\": -9.644618775860476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 13.594890510948904, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5809959642819026, \"sortino\": -0.7783497437958103}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.622258514228, \"dd_pct\": -6.868756974736334, \"calmar\": 5.481685223323303, \"cagr_pct\": 37.65236361101103, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.3524664183481123, \"sortino\": 5.3118995503866655}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 3.266029272948412, \"dd_pct\": -1.9206002521003462, \"calmar\": 4.209097463539509, \"cagr_pct\": 8.083993649588908, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3156215325695582, \"sortino\": 2.526963737928666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 83.68782095457952, \"dd_pct\": -24.097512277427256, \"calmar\": 0.31755947259270356, \"cagr_pct\": 7.652393289615998, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 5.561088977423639, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5918351689626926, \"sortino\": 1.0022601204750545}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.696067742459855, \"dd_pct\": -14.124525192239224, \"calmar\": 0.15029044464918836, \"cagr_pct\": 2.1227811716002956, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23598830242047525, \"sortino\": 0.38861337809460383}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.15987884198422, \"dd_pct\": -24.09751227742728, \"calmar\": 0.4606461621534432, \"cagr_pct\": 11.100426548042353, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623795193216366, \"sortino\": 1.304536624447244}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.15204195367803, \"dd_pct\": -5.490579109062854, \"calmar\": 5.410865687134712, \"cagr_pct\": 29.708786103726876, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 17.579250720461097, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8022385776476797, \"sortino\": 3.1791965494937946}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 83.68782095457952, "Sharpe Ratio": 0.5918351689626926, "Sortino Ratio": 1.0022601204750545, "Calmar Ratio": 0.31755947259270356, "P&L/DD Ratio": 3.4728821793348352, "Max Drawdown %": -24.097512277427256, "% In Market": 5.561088977423639, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.4606461621534432, "Sub2_Sortino": 1.304536624447244, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 13.15204195367803, "OOS_Sortino Ratio": 3.1791965494937946, "OOS_Calmar Ratio": 5.410865687134712, "OOS_Max Drawdown %": -5.490579109062854, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2cf657380bf94af7962ef2f68058c94e752e1c40fd9b8fc9243cd272e6ba485c", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 280.0, "i_long_exit_activation_threshold": -260.05, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "12bff16da004e5e8a716bbd0cbb4b3b5b7569cd386cf2ba1afa0ea77ec7dfab4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 13.93716096841191, \"dd_pct\": -10.065924127473059, \"calmar\": 1.3855999263074488, \"cagr_pct\": 13.94734372924304, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7065262198222895, \"sortino\": 1.2372365768452684}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.1607921775591779, \"dd_pct\": -1.1607921775591779, \"calmar\": -1.0006809379967727, \"cagr_pct\": -1.1615826050592344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.151484282326635, \"sortino\": -1.1513561385858595}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 16.073521321930674, \"dd_pct\": -16.766373485652654, \"calmar\": 0.9593829018550017, \"cagr_pct\": 16.0853720482502, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 12.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8907494201120337, \"sortino\": 1.538978235392605}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -7.325984736879354, \"dd_pct\": -21.51156585936692, \"calmar\": -0.4483457335887455, \"cagr_pct\": -9.644618775860476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 13.594890510948904, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5809959642819026, \"sortino\": -0.7783497437958103}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.622258514228, \"dd_pct\": -6.868756974736334, \"calmar\": 5.481685223323303, \"cagr_pct\": 37.65236361101103, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.3524664183481123, \"sortino\": 5.3118995503866655}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 3.266029272948412, \"dd_pct\": -1.9206002521003462, \"calmar\": 4.209097463539509, \"cagr_pct\": 8.083993649588908, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3156215325695582, \"sortino\": 2.526963737928666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 83.68782095457952, \"dd_pct\": -24.097512277427256, \"calmar\": 0.31755947259270356, \"cagr_pct\": 7.652393289615998, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 5.561088977423639, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5918351689626926, \"sortino\": 1.0022601204750545}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.696067742459855, \"dd_pct\": -14.124525192239224, \"calmar\": 0.15029044464918836, \"cagr_pct\": 2.1227811716002956, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23598830242047525, \"sortino\": 0.38861337809460383}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.15987884198422, \"dd_pct\": -24.09751227742728, \"calmar\": 0.4606461621534432, \"cagr_pct\": 11.100426548042353, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623795193216366, \"sortino\": 1.304536624447244}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.15204195367803, \"dd_pct\": -5.490579109062854, \"calmar\": 5.410865687134712, \"cagr_pct\": 29.708786103726876, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 17.579250720461097, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8022385776476797, \"sortino\": 3.1791965494937946}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 83.68782095457952, "Sharpe Ratio": 0.5918351689626926, "Sortino Ratio": 1.0022601204750545, "Calmar Ratio": 0.31755947259270356, "P&L/DD Ratio": 3.4728821793348352, "Max Drawdown %": -24.097512277427256, "% In Market": 5.561088977423639, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.4606461621534432, "Sub2_Sortino": 1.304536624447244, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 13.15204195367803, "OOS_Sortino Ratio": 3.1791965494937946, "OOS_Calmar Ratio": 5.410865687134712, "OOS_Max Drawdown %": -5.490579109062854, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2cf657380bf94af7962ef2f68058c94e752e1c40fd9b8fc9243cd272e6ba485c", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 280.0, "i_long_exit_activation_threshold": -259.95, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "293c3334e4fbb9ad47df7e6142c91c73b58ea277f8d0f72432ff436f13f8f0ae", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 13.93716096841191, \"dd_pct\": -10.065924127473059, \"calmar\": 1.3855999263074488, \"cagr_pct\": 13.94734372924304, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7065262198222895, \"sortino\": 1.2372365768452684}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.1607921775591779, \"dd_pct\": -1.1607921775591779, \"calmar\": -1.0006809379967727, \"cagr_pct\": -1.1615826050592344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.151484282326635, \"sortino\": -1.1513561385858595}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 16.073521321930674, \"dd_pct\": -16.766373485652654, \"calmar\": 0.9593829018550017, \"cagr_pct\": 16.0853720482502, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 12.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8907494201120337, \"sortino\": 1.538978235392605}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -7.325984736879354, \"dd_pct\": -21.51156585936692, \"calmar\": -0.4483457335887455, \"cagr_pct\": -9.644618775860476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 13.594890510948904, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5809959642819026, \"sortino\": -0.7783497437958103}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.622258514228, \"dd_pct\": -6.868756974736334, \"calmar\": 5.481685223323303, \"cagr_pct\": 37.65236361101103, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.3524664183481123, \"sortino\": 5.3118995503866655}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 3.266029272948412, \"dd_pct\": -1.9206002521003462, \"calmar\": 4.209097463539509, \"cagr_pct\": 8.083993649588908, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3156215325695582, \"sortino\": 2.526963737928666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 83.68782095457952, \"dd_pct\": -24.097512277427256, \"calmar\": 0.31755947259270356, \"cagr_pct\": 7.652393289615998, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 5.561088977423639, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5918351689626926, \"sortino\": 1.0022601204750545}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.696067742459855, \"dd_pct\": -14.124525192239224, \"calmar\": 0.15029044464918836, \"cagr_pct\": 2.1227811716002956, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23598830242047525, \"sortino\": 0.38861337809460383}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.15987884198422, \"dd_pct\": -24.09751227742728, \"calmar\": 0.4606461621534432, \"cagr_pct\": 11.100426548042353, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623795193216366, \"sortino\": 1.304536624447244}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.15204195367803, \"dd_pct\": -5.490579109062854, \"calmar\": 5.410865687134712, \"cagr_pct\": 29.708786103726876, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 17.579250720461097, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8022385776476797, \"sortino\": 3.1791965494937946}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 83.68782095457952, "Sharpe Ratio": 0.5918351689626926, "Sortino Ratio": 1.0022601204750545, "Calmar Ratio": 0.31755947259270356, "P&L/DD Ratio": 3.4728821793348352, "Max Drawdown %": -24.097512277427256, "% In Market": 5.561088977423639, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.4606461621534432, "Sub2_Sortino": 1.304536624447244, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 13.15204195367803, "OOS_Sortino Ratio": 3.1791965494937946, "OOS_Calmar Ratio": 5.410865687134712, "OOS_Max Drawdown %": -5.490579109062854, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2cf657380bf94af7962ef2f68058c94e752e1c40fd9b8fc9243cd272e6ba485c", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 280.0, "i_long_exit_activation_threshold": -259.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "da1be497ba7e2bfa0b6995ccd058a38f2ea77b8a9ab762a6df78fd49b4208716", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 13.93716096841191, \"dd_pct\": -10.065924127473059, \"calmar\": 1.3855999263074488, \"cagr_pct\": 13.94734372924304, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7065262198222895, \"sortino\": 1.2372365768452684}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.1607921775591779, \"dd_pct\": -1.1607921775591779, \"calmar\": -1.0006809379967727, \"cagr_pct\": -1.1615826050592344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.151484282326635, \"sortino\": -1.1513561385858595}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 16.073521321930674, \"dd_pct\": -16.766373485652654, \"calmar\": 0.9593829018550017, \"cagr_pct\": 16.0853720482502, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 12.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8907494201120337, \"sortino\": 1.538978235392605}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -7.325984736879354, \"dd_pct\": -21.51156585936692, \"calmar\": -0.4483457335887455, \"cagr_pct\": -9.644618775860476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 13.594890510948904, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5809959642819026, \"sortino\": -0.7783497437958103}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.622258514228, \"dd_pct\": -6.868756974736334, \"calmar\": 5.481685223323303, \"cagr_pct\": 37.65236361101103, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.3524664183481123, \"sortino\": 5.3118995503866655}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 3.266029272948412, \"dd_pct\": -1.9206002521003462, \"calmar\": 4.209097463539509, \"cagr_pct\": 8.083993649588908, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3156215325695582, \"sortino\": 2.526963737928666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 83.68782095457952, \"dd_pct\": -24.097512277427256, \"calmar\": 0.31755947259270356, \"cagr_pct\": 7.652393289615998, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 5.561088977423639, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5918351689626926, \"sortino\": 1.0022601204750545}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.696067742459855, \"dd_pct\": -14.124525192239224, \"calmar\": 0.15029044464918836, \"cagr_pct\": 2.1227811716002956, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23598830242047525, \"sortino\": 0.38861337809460383}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.15987884198422, \"dd_pct\": -24.09751227742728, \"calmar\": 0.4606461621534432, \"cagr_pct\": 11.100426548042353, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623795193216366, \"sortino\": 1.304536624447244}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.15204195367803, \"dd_pct\": -5.490579109062854, \"calmar\": 5.410865687134712, \"cagr_pct\": 29.708786103726876, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 17.579250720461097, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8022385776476797, \"sortino\": 3.1791965494937946}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 83.68782095457952, "Sharpe Ratio": 0.5918351689626926, "Sortino Ratio": 1.0022601204750545, "Calmar Ratio": 0.31755947259270356, "P&L/DD Ratio": 3.4728821793348352, "Max Drawdown %": -24.097512277427256, "% In Market": 5.561088977423639, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.4606461621534432, "Sub2_Sortino": 1.304536624447244, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 13.15204195367803, "OOS_Sortino Ratio": 3.1791965494937946, "OOS_Calmar Ratio": 5.410865687134712, "OOS_Max Drawdown %": -5.490579109062854, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2cf657380bf94af7962ef2f68058c94e752e1c40fd9b8fc9243cd272e6ba485c", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 280.0, "i_long_exit_activation_threshold": -260.0, "i_long_exit_activation_confirmation_threshold": 39.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "372c3770f461aae743886f025f1069fbe47ad81c89ce69b12aa32219148b02c0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 13.93716096841191, \"dd_pct\": -10.065924127473059, \"calmar\": 1.3855999263074488, \"cagr_pct\": 13.94734372924304, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7065262198222895, \"sortino\": 1.2372365768452684}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.1607921775591779, \"dd_pct\": -1.1607921775591779, \"calmar\": -1.0006809379967727, \"cagr_pct\": -1.1615826050592344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.151484282326635, \"sortino\": -1.1513561385858595}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 16.073521321930674, \"dd_pct\": -16.766373485652654, \"calmar\": 0.9593829018550017, \"cagr_pct\": 16.0853720482502, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 12.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8907494201120337, \"sortino\": 1.538978235392605}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -7.325984736879354, \"dd_pct\": -21.51156585936692, \"calmar\": -0.4483457335887455, \"cagr_pct\": -9.644618775860476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 13.594890510948904, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5809959642819026, \"sortino\": -0.7783497437958103}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.622258514228, \"dd_pct\": -6.868756974736334, \"calmar\": 5.481685223323303, \"cagr_pct\": 37.65236361101103, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.3524664183481123, \"sortino\": 5.3118995503866655}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 3.266029272948412, \"dd_pct\": -1.9206002521003462, \"calmar\": 4.209097463539509, \"cagr_pct\": 8.083993649588908, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3156215325695582, \"sortino\": 2.526963737928666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 83.68782095457952, \"dd_pct\": -24.097512277427256, \"calmar\": 0.31755947259270356, \"cagr_pct\": 7.652393289615998, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 5.561088977423639, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5918351689626926, \"sortino\": 1.0022601204750545}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.696067742459855, \"dd_pct\": -14.124525192239224, \"calmar\": 0.15029044464918836, \"cagr_pct\": 2.1227811716002956, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23598830242047525, \"sortino\": 0.38861337809460383}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.15987884198422, \"dd_pct\": -24.09751227742728, \"calmar\": 0.4606461621534432, \"cagr_pct\": 11.100426548042353, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623795193216366, \"sortino\": 1.304536624447244}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.15204195367803, \"dd_pct\": -5.490579109062854, \"calmar\": 5.410865687134712, \"cagr_pct\": 29.708786103726876, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 17.579250720461097, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8022385776476797, \"sortino\": 3.1791965494937946}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 83.68782095457952, "Sharpe Ratio": 0.5918351689626926, "Sortino Ratio": 1.0022601204750545, "Calmar Ratio": 0.31755947259270356, "P&L/DD Ratio": 3.4728821793348352, "Max Drawdown %": -24.097512277427256, "% In Market": 5.561088977423639, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.4606461621534432, "Sub2_Sortino": 1.304536624447244, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 13.15204195367803, "OOS_Sortino Ratio": 3.1791965494937946, "OOS_Calmar Ratio": 5.410865687134712, "OOS_Max Drawdown %": -5.490579109062854, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2cf657380bf94af7962ef2f68058c94e752e1c40fd9b8fc9243cd272e6ba485c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 280.0, "i_long_exit_activation_threshold": -260.0, "i_long_exit_activation_confirmation_threshold": 39.95, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "d1ce5c8a20603f072a20e5467f21be7fb8bf08b4454058aac666944071528109", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 13.93716096841191, \"dd_pct\": -10.065924127473059, \"calmar\": 1.3855999263074488, \"cagr_pct\": 13.94734372924304, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7065262198222895, \"sortino\": 1.2372365768452684}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.1607921775591779, \"dd_pct\": -1.1607921775591779, \"calmar\": -1.0006809379967727, \"cagr_pct\": -1.1615826050592344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.151484282326635, \"sortino\": -1.1513561385858595}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 16.073521321930674, \"dd_pct\": -16.766373485652654, \"calmar\": 0.9593829018550017, \"cagr_pct\": 16.0853720482502, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 12.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8907494201120337, \"sortino\": 1.538978235392605}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -7.325984736879354, \"dd_pct\": -21.51156585936692, \"calmar\": -0.4483457335887455, \"cagr_pct\": -9.644618775860476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 13.594890510948904, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5809959642819026, \"sortino\": -0.7783497437958103}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.622258514228, \"dd_pct\": -6.868756974736334, \"calmar\": 5.481685223323303, \"cagr_pct\": 37.65236361101103, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.3524664183481123, \"sortino\": 5.3118995503866655}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 3.266029272948412, \"dd_pct\": -1.9206002521003462, \"calmar\": 4.209097463539509, \"cagr_pct\": 8.083993649588908, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3156215325695582, \"sortino\": 2.526963737928666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 83.68782095457952, \"dd_pct\": -24.097512277427256, \"calmar\": 0.31755947259270356, \"cagr_pct\": 7.652393289615998, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 5.561088977423639, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5918351689626926, \"sortino\": 1.0022601204750545}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.696067742459855, \"dd_pct\": -14.124525192239224, \"calmar\": 0.15029044464918836, \"cagr_pct\": 2.1227811716002956, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23598830242047525, \"sortino\": 0.38861337809460383}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.15987884198422, \"dd_pct\": -24.09751227742728, \"calmar\": 0.4606461621534432, \"cagr_pct\": 11.100426548042353, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623795193216366, \"sortino\": 1.304536624447244}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.15204195367803, \"dd_pct\": -5.490579109062854, \"calmar\": 5.410865687134712, \"cagr_pct\": 29.708786103726876, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 17.579250720461097, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8022385776476797, \"sortino\": 3.1791965494937946}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 83.68782095457952, "Sharpe Ratio": 0.5918351689626926, "Sortino Ratio": 1.0022601204750545, "Calmar Ratio": 0.31755947259270356, "P&L/DD Ratio": 3.4728821793348352, "Max Drawdown %": -24.097512277427256, "% In Market": 5.561088977423639, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.4606461621534432, "Sub2_Sortino": 1.304536624447244, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 13.15204195367803, "OOS_Sortino Ratio": 3.1791965494937946, "OOS_Calmar Ratio": 5.410865687134712, "OOS_Max Drawdown %": -5.490579109062854, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2cf657380bf94af7962ef2f68058c94e752e1c40fd9b8fc9243cd272e6ba485c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 280.0, "i_long_exit_activation_threshold": -260.0, "i_long_exit_activation_confirmation_threshold": 40.05, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "09a6b0dd13b581c85ecbca0016dc5dec83d4650a117e3f3fbee223fcc14560e2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 13.93716096841191, \"dd_pct\": -10.065924127473059, \"calmar\": 1.3855999263074488, \"cagr_pct\": 13.94734372924304, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7065262198222895, \"sortino\": 1.2372365768452684}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.1607921775591779, \"dd_pct\": -1.1607921775591779, \"calmar\": -1.0006809379967727, \"cagr_pct\": -1.1615826050592344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.151484282326635, \"sortino\": -1.1513561385858595}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 16.073521321930674, \"dd_pct\": -16.766373485652654, \"calmar\": 0.9593829018550017, \"cagr_pct\": 16.0853720482502, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 12.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8907494201120337, \"sortino\": 1.538978235392605}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -7.325984736879354, \"dd_pct\": -21.51156585936692, \"calmar\": -0.4483457335887455, \"cagr_pct\": -9.644618775860476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 13.594890510948904, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5809959642819026, \"sortino\": -0.7783497437958103}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.622258514228, \"dd_pct\": -6.868756974736334, \"calmar\": 5.481685223323303, \"cagr_pct\": 37.65236361101103, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.3524664183481123, \"sortino\": 5.3118995503866655}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 3.266029272948412, \"dd_pct\": -1.9206002521003462, \"calmar\": 4.209097463539509, \"cagr_pct\": 8.083993649588908, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3156215325695582, \"sortino\": 2.526963737928666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 83.68782095457952, \"dd_pct\": -24.097512277427256, \"calmar\": 0.31755947259270356, \"cagr_pct\": 7.652393289615998, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 5.561088977423639, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5918351689626926, \"sortino\": 1.0022601204750545}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.696067742459855, \"dd_pct\": -14.124525192239224, \"calmar\": 0.15029044464918836, \"cagr_pct\": 2.1227811716002956, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23598830242047525, \"sortino\": 0.38861337809460383}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.15987884198422, \"dd_pct\": -24.09751227742728, \"calmar\": 0.4606461621534432, \"cagr_pct\": 11.100426548042353, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623795193216366, \"sortino\": 1.304536624447244}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.15204195367803, \"dd_pct\": -5.490579109062854, \"calmar\": 5.410865687134712, \"cagr_pct\": 29.708786103726876, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 17.579250720461097, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8022385776476797, \"sortino\": 3.1791965494937946}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 83.68782095457952, "Sharpe Ratio": 0.5918351689626926, "Sortino Ratio": 1.0022601204750545, "Calmar Ratio": 0.31755947259270356, "P&L/DD Ratio": 3.4728821793348352, "Max Drawdown %": -24.097512277427256, "% In Market": 5.561088977423639, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.4606461621534432, "Sub2_Sortino": 1.304536624447244, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 13.15204195367803, "OOS_Sortino Ratio": 3.1791965494937946, "OOS_Calmar Ratio": 5.410865687134712, "OOS_Max Drawdown %": -5.490579109062854, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2cf657380bf94af7962ef2f68058c94e752e1c40fd9b8fc9243cd272e6ba485c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 280.0, "i_long_exit_activation_threshold": -260.0, "i_long_exit_activation_confirmation_threshold": 41.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "a9201e3f26d16a7d1ffd19331acc4a75a928206f9ff3e7f69bd10cedfb405911", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 13.93716096841191, \"dd_pct\": -10.065924127473059, \"calmar\": 1.3855999263074488, \"cagr_pct\": 13.94734372924304, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7065262198222895, \"sortino\": 1.2372365768452684}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -1.1607921775591779, \"dd_pct\": -1.1607921775591779, \"calmar\": -1.0006809379967727, \"cagr_pct\": -1.1615826050592344, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.151484282326635, \"sortino\": -1.1513561385858595}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 16.073521321930674, \"dd_pct\": -16.766373485652654, \"calmar\": 0.9593829018550017, \"cagr_pct\": 16.0853720482502, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 12.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8907494201120337, \"sortino\": 1.538978235392605}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -7.325984736879354, \"dd_pct\": -21.51156585936692, \"calmar\": -0.4483457335887455, \"cagr_pct\": -9.644618775860476, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 13.594890510948904, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5809959642819026, \"sortino\": -0.7783497437958103}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.622258514228, \"dd_pct\": -6.868756974736334, \"calmar\": 5.481685223323303, \"cagr_pct\": 37.65236361101103, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 7.191780821917808, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.3524664183481123, \"sortino\": 5.3118995503866655}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 3.266029272948412, \"dd_pct\": -1.9206002521003462, \"calmar\": 4.209097463539509, \"cagr_pct\": 8.083993649588908, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3156215325695582, \"sortino\": 2.526963737928666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 83.68782095457952, \"dd_pct\": -24.097512277427256, \"calmar\": 0.31755947259270356, \"cagr_pct\": 7.652393289615998, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 5.561088977423639, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5918351689626926, \"sortino\": 1.0022601204750545}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.696067742459855, \"dd_pct\": -14.124525192239224, \"calmar\": 0.15029044464918836, \"cagr_pct\": 2.1227811716002956, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 1.7080745341614907, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23598830242047525, \"sortino\": 0.38861337809460383}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.15987884198422, \"dd_pct\": -24.09751227742728, \"calmar\": 0.4606461621534432, \"cagr_pct\": 11.100426548042353, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623795193216366, \"sortino\": 1.304536624447244}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.15204195367803, \"dd_pct\": -5.490579109062854, \"calmar\": 5.410865687134712, \"cagr_pct\": 29.708786103726876, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 17.579250720461097, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.8022385776476797, \"sortino\": 3.1791965494937946}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 83.68782095457952, "Sharpe Ratio": 0.5918351689626926, "Sortino Ratio": 1.0022601204750545, "Calmar Ratio": 0.31755947259270356, "P&L/DD Ratio": 3.4728821793348352, "Max Drawdown %": -24.097512277427256, "% In Market": 5.561088977423639, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": 0.4606461621534432, "Sub2_Sortino": 1.304536624447244, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": 13.15204195367803, "OOS_Sortino Ratio": 3.1791965494937946, "OOS_Calmar Ratio": 5.410865687134712, "OOS_Max Drawdown %": -5.490579109062854, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2cf657380bf94af7962ef2f68058c94e752e1c40fd9b8fc9243cd272e6ba485c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": 270.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "04f3cd6bb27d8caae0cd77ffbebdcbad5a583f238521addd7a64ba815464dd94", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 35.902919325457816, \"dd_pct\": -39.944549723775005, \"calmar\": 0.8995339306333797, \"cagr_pct\": 35.93147782040781, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8929186815798072, \"sortino\": 1.3081114866507908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.012149954380497, \"dd_pct\": -12.096283350028047, \"calmar\": -0.4973545394757225, \"cagr_pct\": -6.01614143492105, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.589041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5317959198948361, \"sortino\": -0.7127106228341772}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.63243803989531, \"dd_pct\": -16.97885618381506, \"calmar\": 2.2182031539573934, \"cagr_pct\": 37.66255233752756, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 32.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5147923104833785, \"sortino\": 2.565333795085358}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.482458744908646, \"dd_pct\": -15.18795491952175, \"calmar\": 0.396327946294444, \"cagr_pct\": 6.0194109816666534, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 26.459854014598537, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.35332449775191943, \"sortino\": 0.4990220773455306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 60.28178694955155, \"dd_pct\": -28.262006441223054, \"calmar\": 2.1347948730407222, \"cagr_pct\": 60.33358645256685, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 63.561643835616444, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6706385893214852, \"sortino\": 2.648084158911582}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.657052014575232, \"dd_pct\": -21.2287141180837, \"calmar\": -1.3150216948857751, \"cagr_pct\": -27.916219619808015, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 10.43046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.698683224011259, \"sortino\": -1.9977231995717368}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 604.9394928814802, \"dd_pct\": -40.32392995317136, \"calmar\": 0.6626766504317243, \"cagr_pct\": 26.721726833611072, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 24.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9417112211139756, \"sortino\": 1.395625371953455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.1417189516831, \"dd_pct\": -40.32392995317136, \"calmar\": 0.9586756328623386, \"cagr_pct\": 38.65756906735316, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 14.618456078083408, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2119637229095328, \"sortino\": 1.7860579733801312}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 157.14418643655083, \"dd_pct\": -39.944549723775005, \"calmar\": 0.5027512627849035, \"cagr_pct\": 20.08217281500225, \"entries\": 49, \"exits\": 50, \"exposure_pct\": 30.57029177718833, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7714265353925039, \"sortino\": 1.1476555397145662}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 5.789666313126807, \"dd_pct\": -12.407106144192525, \"calmar\": 1.013859221982177, \"cagr_pct\": 12.57905898240132, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 32.27665706051873, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.736743473434648, \"sortino\": 1.2149300403454908}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": 604.9394928814802, "Sharpe Ratio": 0.9417112211139756, "Sortino Ratio": 1.395625371953455, "Calmar Ratio": 0.6626766504317243, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.32392995317136, "% In Market": 24.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9586756328623386, "Sub1_Sortino": 1.7860579733801312, "Sub1_Trades": 23, "Sub2_Calmar": 0.5027512627849035, "Sub2_Sortino": 1.1476555397145662, "Sub2_Trades": 49, "WFO_Score": 1.517164401837051, "WFO_Min_Fold": 0.8995339306333797, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.899534, 2.134795]", "OOS_Total Trades": 2, "OOS_Total P&L %": 5.789666313126807, "OOS_Sortino Ratio": 1.2149300403454908, "OOS_Calmar Ratio": 1.013859221982177, "OOS_Max Drawdown %": -12.407106144192525, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6278811c6c636a8a23aeb164ab3233fa7d524e5c8d992a99ca22aaf28115045", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 89.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": 270.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "066c5fec864820ace981ffaaa0cd928ce73aaa2c572c56a19e18bfa39dfd7743", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 35.902919325457816, \"dd_pct\": -39.944549723775005, \"calmar\": 0.8995339306333797, \"cagr_pct\": 35.93147782040781, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8929186815798072, \"sortino\": 1.3081114866507908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.012149954380497, \"dd_pct\": -12.096283350028047, \"calmar\": -0.4973545394757225, \"cagr_pct\": -6.01614143492105, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.589041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5317959198948361, \"sortino\": -0.7127106228341772}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.63243803989531, \"dd_pct\": -16.97885618381506, \"calmar\": 2.2182031539573934, \"cagr_pct\": 37.66255233752756, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 32.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5147923104833785, \"sortino\": 2.565333795085358}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.482458744908646, \"dd_pct\": -15.18795491952175, \"calmar\": 0.396327946294444, \"cagr_pct\": 6.0194109816666534, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 26.459854014598537, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.35332449775191943, \"sortino\": 0.4990220773455306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 60.28178694955155, \"dd_pct\": -28.262006441223054, \"calmar\": 2.1347948730407222, \"cagr_pct\": 60.33358645256685, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 63.561643835616444, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6706385893214852, \"sortino\": 2.648084158911582}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.657052014575232, \"dd_pct\": -21.2287141180837, \"calmar\": -1.3150216948857751, \"cagr_pct\": -27.916219619808015, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 10.43046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.698683224011259, \"sortino\": -1.9977231995717368}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 606.0535125598797, \"dd_pct\": -40.22962353817693, \"calmar\": 0.6648333251840931, \"cagr_pct\": 26.74599438779043, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 24.593293492695885, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.942390112331397, \"sortino\": 1.3966377253164608}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.57494658705656, \"dd_pct\": -40.22962353817693, \"calmar\": 0.9626872662857093, \"cagr_pct\": 38.728546307670776, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 14.596273291925465, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.213753052457961, \"sortino\": 1.7887109936365044}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 157.14418643655083, \"dd_pct\": -39.944549723775005, \"calmar\": 0.5027512627849035, \"cagr_pct\": 20.08217281500225, \"entries\": 49, \"exits\": 50, \"exposure_pct\": 30.57029177718833, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7714265353925039, \"sortino\": 1.1476555397145662}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 5.789666313126807, \"dd_pct\": -12.407106144192525, \"calmar\": 1.013859221982177, \"cagr_pct\": 12.57905898240132, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 32.27665706051873, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.736743473434648, \"sortino\": 1.2149300403454908}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": 606.0535125598797, "Sharpe Ratio": 0.942390112331397, "Sortino Ratio": 1.3966377253164608, "Calmar Ratio": 0.6648333251840931, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.22962353817693, "% In Market": 24.593293492695885, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9626872662857093, "Sub1_Sortino": 1.7887109936365044, "Sub1_Trades": 23, "Sub2_Calmar": 0.5027512627849035, "Sub2_Sortino": 1.1476555397145662, "Sub2_Trades": 49, "WFO_Score": 1.517164401837051, "WFO_Min_Fold": 0.8995339306333797, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.899534, 2.134795]", "OOS_Total Trades": 2, "OOS_Total P&L %": 5.789666313126807, "OOS_Sortino Ratio": 1.2149300403454908, "OOS_Calmar Ratio": 1.013859221982177, "OOS_Max Drawdown %": -12.407106144192525, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6278811c6c636a8a23aeb164ab3233fa7d524e5c8d992a99ca22aaf28115045", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 89.95, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": 270.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "fde91c4f9371c84d3333c66d786513a7ec2d28a8a1c6b98fdad9445f51c10f5e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 35.902919325457816, \"dd_pct\": -39.944549723775005, \"calmar\": 0.8995339306333797, \"cagr_pct\": 35.93147782040781, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8929186815798072, \"sortino\": 1.3081114866507908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.012149954380497, \"dd_pct\": -12.096283350028047, \"calmar\": -0.4973545394757225, \"cagr_pct\": -6.01614143492105, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.589041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5317959198948361, \"sortino\": -0.7127106228341772}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.63243803989531, \"dd_pct\": -16.97885618381506, \"calmar\": 2.2182031539573934, \"cagr_pct\": 37.66255233752756, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 32.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5147923104833785, \"sortino\": 2.565333795085358}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.482458744908646, \"dd_pct\": -15.18795491952175, \"calmar\": 0.396327946294444, \"cagr_pct\": 6.0194109816666534, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 26.459854014598537, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.35332449775191943, \"sortino\": 0.4990220773455306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 60.28178694955155, \"dd_pct\": -28.262006441223054, \"calmar\": 2.1347948730407222, \"cagr_pct\": 60.33358645256685, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 63.561643835616444, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6706385893214852, \"sortino\": 2.648084158911582}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.657052014575232, \"dd_pct\": -21.2287141180837, \"calmar\": -1.3150216948857751, \"cagr_pct\": -27.916219619808015, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 10.43046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.698683224011259, \"sortino\": -1.9977231995717368}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 604.9394928814802, \"dd_pct\": -40.32392995317136, \"calmar\": 0.6626766504317243, \"cagr_pct\": 26.721726833611072, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 24.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9417112211139756, \"sortino\": 1.395625371953455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.1417189516831, \"dd_pct\": -40.32392995317136, \"calmar\": 0.9586756328623386, \"cagr_pct\": 38.65756906735316, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 14.618456078083408, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2119637229095328, \"sortino\": 1.7860579733801312}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 157.14418643655083, \"dd_pct\": -39.944549723775005, \"calmar\": 0.5027512627849035, \"cagr_pct\": 20.08217281500225, \"entries\": 49, \"exits\": 50, \"exposure_pct\": 30.57029177718833, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7714265353925039, \"sortino\": 1.1476555397145662}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 5.789666313126807, \"dd_pct\": -12.407106144192525, \"calmar\": 1.013859221982177, \"cagr_pct\": 12.57905898240132, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 32.27665706051873, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.736743473434648, \"sortino\": 1.2149300403454908}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": 604.9394928814802, "Sharpe Ratio": 0.9417112211139756, "Sortino Ratio": 1.395625371953455, "Calmar Ratio": 0.6626766504317243, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.32392995317136, "% In Market": 24.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9586756328623386, "Sub1_Sortino": 1.7860579733801312, "Sub1_Trades": 23, "Sub2_Calmar": 0.5027512627849035, "Sub2_Sortino": 1.1476555397145662, "Sub2_Trades": 49, "WFO_Score": 1.517164401837051, "WFO_Min_Fold": 0.8995339306333797, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.899534, 2.134795]", "OOS_Total Trades": 2, "OOS_Total P&L %": 5.789666313126807, "OOS_Sortino Ratio": 1.2149300403454908, "OOS_Calmar Ratio": 1.013859221982177, "OOS_Max Drawdown %": -12.407106144192525, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6278811c6c636a8a23aeb164ab3233fa7d524e5c8d992a99ca22aaf28115045", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 90.05, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": 270.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "2b3f4d055c406fdd4b3886d939a2f2df4c24cd5b2d73bf62fc05d6536066d1f1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 35.902919325457816, \"dd_pct\": -39.944549723775005, \"calmar\": 0.8995339306333797, \"cagr_pct\": 35.93147782040781, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8929186815798072, \"sortino\": 1.3081114866507908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.012149954380497, \"dd_pct\": -12.096283350028047, \"calmar\": -0.4973545394757225, \"cagr_pct\": -6.01614143492105, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.589041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5317959198948361, \"sortino\": -0.7127106228341772}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.63243803989531, \"dd_pct\": -16.97885618381506, \"calmar\": 2.2182031539573934, \"cagr_pct\": 37.66255233752756, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 32.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5147923104833785, \"sortino\": 2.565333795085358}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.482458744908646, \"dd_pct\": -15.18795491952175, \"calmar\": 0.396327946294444, \"cagr_pct\": 6.0194109816666534, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 26.459854014598537, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.35332449775191943, \"sortino\": 0.4990220773455306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 60.28178694955155, \"dd_pct\": -28.262006441223054, \"calmar\": 2.1347948730407222, \"cagr_pct\": 60.33358645256685, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 63.561643835616444, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6706385893214852, \"sortino\": 2.648084158911582}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.657052014575232, \"dd_pct\": -21.2287141180837, \"calmar\": -1.3150216948857751, \"cagr_pct\": -27.916219619808015, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 10.43046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.698683224011259, \"sortino\": -1.9977231995717368}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 604.9394928814802, \"dd_pct\": -40.32392995317136, \"calmar\": 0.6626766504317243, \"cagr_pct\": 26.721726833611072, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 24.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9417112211139756, \"sortino\": 1.395625371953455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.1417189516831, \"dd_pct\": -40.32392995317136, \"calmar\": 0.9586756328623386, \"cagr_pct\": 38.65756906735316, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 14.618456078083408, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2119637229095328, \"sortino\": 1.7860579733801312}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 157.14418643655083, \"dd_pct\": -39.944549723775005, \"calmar\": 0.5027512627849035, \"cagr_pct\": 20.08217281500225, \"entries\": 49, \"exits\": 50, \"exposure_pct\": 30.57029177718833, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7714265353925039, \"sortino\": 1.1476555397145662}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 5.789666313126807, \"dd_pct\": -12.407106144192525, \"calmar\": 1.013859221982177, \"cagr_pct\": 12.57905898240132, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 32.27665706051873, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.736743473434648, \"sortino\": 1.2149300403454908}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": 604.9394928814802, "Sharpe Ratio": 0.9417112211139756, "Sortino Ratio": 1.395625371953455, "Calmar Ratio": 0.6626766504317243, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.32392995317136, "% In Market": 24.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9586756328623386, "Sub1_Sortino": 1.7860579733801312, "Sub1_Trades": 23, "Sub2_Calmar": 0.5027512627849035, "Sub2_Sortino": 1.1476555397145662, "Sub2_Trades": 49, "WFO_Score": 1.517164401837051, "WFO_Min_Fold": 0.8995339306333797, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.899534, 2.134795]", "OOS_Total Trades": 2, "OOS_Total P&L %": 5.789666313126807, "OOS_Sortino Ratio": 1.2149300403454908, "OOS_Calmar Ratio": 1.013859221982177, "OOS_Max Drawdown %": -12.407106144192525, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6278811c6c636a8a23aeb164ab3233fa7d524e5c8d992a99ca22aaf28115045", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 91.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": 270.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "4449b248488ed0a59664e132209a4d5e27e18c681eb89b094aa7cf8155461810", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 35.902919325457816, \"dd_pct\": -39.944549723775005, \"calmar\": 0.8995339306333797, \"cagr_pct\": 35.93147782040781, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8929186815798072, \"sortino\": 1.3081114866507908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.012149954380497, \"dd_pct\": -12.096283350028047, \"calmar\": -0.4973545394757225, \"cagr_pct\": -6.01614143492105, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.589041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5317959198948361, \"sortino\": -0.7127106228341772}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.63243803989531, \"dd_pct\": -16.97885618381506, \"calmar\": 2.2182031539573934, \"cagr_pct\": 37.66255233752756, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 32.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5147923104833785, \"sortino\": 2.565333795085358}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.482458744908646, \"dd_pct\": -15.18795491952175, \"calmar\": 0.396327946294444, \"cagr_pct\": 6.0194109816666534, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 26.459854014598537, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.35332449775191943, \"sortino\": 0.4990220773455306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 60.28178694955155, \"dd_pct\": -28.262006441223054, \"calmar\": 2.1347948730407222, \"cagr_pct\": 60.33358645256685, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 63.561643835616444, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6706385893214852, \"sortino\": 2.648084158911582}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.657052014575232, \"dd_pct\": -21.2287141180837, \"calmar\": -1.3150216948857751, \"cagr_pct\": -27.916219619808015, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 10.43046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.698683224011259, \"sortino\": -1.9977231995717368}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 604.9394928814802, \"dd_pct\": -40.32392995317136, \"calmar\": 0.6626766504317243, \"cagr_pct\": 26.721726833611072, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 24.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9417112211139756, \"sortino\": 1.395625371953455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.1417189516831, \"dd_pct\": -40.32392995317136, \"calmar\": 0.9586756328623386, \"cagr_pct\": 38.65756906735316, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 14.618456078083408, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2119637229095328, \"sortino\": 1.7860579733801312}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 157.14418643655083, \"dd_pct\": -39.944549723775005, \"calmar\": 0.5027512627849035, \"cagr_pct\": 20.08217281500225, \"entries\": 49, \"exits\": 50, \"exposure_pct\": 30.57029177718833, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7714265353925039, \"sortino\": 1.1476555397145662}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 5.789666313126807, \"dd_pct\": -12.407106144192525, \"calmar\": 1.013859221982177, \"cagr_pct\": 12.57905898240132, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 32.27665706051873, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.736743473434648, \"sortino\": 1.2149300403454908}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": 604.9394928814802, "Sharpe Ratio": 0.9417112211139756, "Sortino Ratio": 1.395625371953455, "Calmar Ratio": 0.6626766504317243, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.32392995317136, "% In Market": 24.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9586756328623386, "Sub1_Sortino": 1.7860579733801312, "Sub1_Trades": 23, "Sub2_Calmar": 0.5027512627849035, "Sub2_Sortino": 1.1476555397145662, "Sub2_Trades": 49, "WFO_Score": 1.517164401837051, "WFO_Min_Fold": 0.8995339306333797, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.899534, 2.134795]", "OOS_Total Trades": 2, "OOS_Total P&L %": 5.789666313126807, "OOS_Sortino Ratio": 1.2149300403454908, "OOS_Calmar Ratio": 1.013859221982177, "OOS_Max Drawdown %": -12.407106144192525, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6278811c6c636a8a23aeb164ab3233fa7d524e5c8d992a99ca22aaf28115045", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 319.0, "i_long_exit_activation_confirmation_threshold": 270.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "acfbfcfe2020551cf6d4e1c0629e1c65773f70fa9ef43dccfcce7591c491ab8e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 35.902919325457816, \"dd_pct\": -39.944549723775005, \"calmar\": 0.8995339306333797, \"cagr_pct\": 35.93147782040781, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8929186815798072, \"sortino\": 1.3081114866507908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.012149954380497, \"dd_pct\": -12.096283350028047, \"calmar\": -0.4973545394757225, \"cagr_pct\": -6.01614143492105, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.589041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5317959198948361, \"sortino\": -0.7127106228341772}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.63243803989531, \"dd_pct\": -16.97885618381506, \"calmar\": 2.2182031539573934, \"cagr_pct\": 37.66255233752756, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 32.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5147923104833785, \"sortino\": 2.565333795085358}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.482458744908646, \"dd_pct\": -15.18795491952175, \"calmar\": 0.396327946294444, \"cagr_pct\": 6.0194109816666534, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 26.459854014598537, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.35332449775191943, \"sortino\": 0.4990220773455306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 60.28178694955155, \"dd_pct\": -28.262006441223054, \"calmar\": 2.1347948730407222, \"cagr_pct\": 60.33358645256685, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 63.561643835616444, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6706385893214852, \"sortino\": 2.648084158911582}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.657052014575232, \"dd_pct\": -21.2287141180837, \"calmar\": -1.3150216948857751, \"cagr_pct\": -27.916219619808015, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 10.43046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.698683224011259, \"sortino\": -1.9977231995717368}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 604.9394928814802, \"dd_pct\": -40.32392995317136, \"calmar\": 0.6626766504317243, \"cagr_pct\": 26.721726833611072, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 24.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9417112211139756, \"sortino\": 1.395625371953455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.1417189516831, \"dd_pct\": -40.32392995317136, \"calmar\": 0.9586756328623386, \"cagr_pct\": 38.65756906735316, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 14.618456078083408, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2119637229095328, \"sortino\": 1.7860579733801312}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 157.14418643655083, \"dd_pct\": -39.944549723775005, \"calmar\": 0.5027512627849035, \"cagr_pct\": 20.08217281500225, \"entries\": 49, \"exits\": 50, \"exposure_pct\": 30.57029177718833, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7714265353925039, \"sortino\": 1.1476555397145662}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 5.789666313126807, \"dd_pct\": -12.407106144192525, \"calmar\": 1.013859221982177, \"cagr_pct\": 12.57905898240132, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 32.27665706051873, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.736743473434648, \"sortino\": 1.2149300403454908}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": 604.9394928814802, "Sharpe Ratio": 0.9417112211139756, "Sortino Ratio": 1.395625371953455, "Calmar Ratio": 0.6626766504317243, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.32392995317136, "% In Market": 24.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9586756328623386, "Sub1_Sortino": 1.7860579733801312, "Sub1_Trades": 23, "Sub2_Calmar": 0.5027512627849035, "Sub2_Sortino": 1.1476555397145662, "Sub2_Trades": 49, "WFO_Score": 1.517164401837051, "WFO_Min_Fold": 0.8995339306333797, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.899534, 2.134795]", "OOS_Total Trades": 2, "OOS_Total P&L %": 5.789666313126807, "OOS_Sortino Ratio": 1.2149300403454908, "OOS_Calmar Ratio": 1.013859221982177, "OOS_Max Drawdown %": -12.407106144192525, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6278811c6c636a8a23aeb164ab3233fa7d524e5c8d992a99ca22aaf28115045", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 319.95, "i_long_exit_activation_confirmation_threshold": 270.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "9ed2b9fca04bfc839822b92afe7048c6d7e106f1f7f9261929c77b88054ab0c7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 35.902919325457816, \"dd_pct\": -39.944549723775005, \"calmar\": 0.8995339306333797, \"cagr_pct\": 35.93147782040781, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8929186815798072, \"sortino\": 1.3081114866507908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.012149954380497, \"dd_pct\": -12.096283350028047, \"calmar\": -0.4973545394757225, \"cagr_pct\": -6.01614143492105, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.589041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5317959198948361, \"sortino\": -0.7127106228341772}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.63243803989531, \"dd_pct\": -16.97885618381506, \"calmar\": 2.2182031539573934, \"cagr_pct\": 37.66255233752756, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 32.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5147923104833785, \"sortino\": 2.565333795085358}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.482458744908646, \"dd_pct\": -15.18795491952175, \"calmar\": 0.396327946294444, \"cagr_pct\": 6.0194109816666534, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 26.459854014598537, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.35332449775191943, \"sortino\": 0.4990220773455306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 60.28178694955155, \"dd_pct\": -28.262006441223054, \"calmar\": 2.1347948730407222, \"cagr_pct\": 60.33358645256685, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 63.561643835616444, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6706385893214852, \"sortino\": 2.648084158911582}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.657052014575232, \"dd_pct\": -21.2287141180837, \"calmar\": -1.3150216948857751, \"cagr_pct\": -27.916219619808015, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 10.43046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.698683224011259, \"sortino\": -1.9977231995717368}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 604.9394928814802, \"dd_pct\": -40.32392995317136, \"calmar\": 0.6626766504317243, \"cagr_pct\": 26.721726833611072, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 24.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9417112211139756, \"sortino\": 1.395625371953455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.1417189516831, \"dd_pct\": -40.32392995317136, \"calmar\": 0.9586756328623386, \"cagr_pct\": 38.65756906735316, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 14.618456078083408, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2119637229095328, \"sortino\": 1.7860579733801312}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 157.14418643655083, \"dd_pct\": -39.944549723775005, \"calmar\": 0.5027512627849035, \"cagr_pct\": 20.08217281500225, \"entries\": 49, \"exits\": 50, \"exposure_pct\": 30.57029177718833, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7714265353925039, \"sortino\": 1.1476555397145662}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 5.789666313126807, \"dd_pct\": -12.407106144192525, \"calmar\": 1.013859221982177, \"cagr_pct\": 12.57905898240132, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 32.27665706051873, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.736743473434648, \"sortino\": 1.2149300403454908}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": 604.9394928814802, "Sharpe Ratio": 0.9417112211139756, "Sortino Ratio": 1.395625371953455, "Calmar Ratio": 0.6626766504317243, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.32392995317136, "% In Market": 24.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9586756328623386, "Sub1_Sortino": 1.7860579733801312, "Sub1_Trades": 23, "Sub2_Calmar": 0.5027512627849035, "Sub2_Sortino": 1.1476555397145662, "Sub2_Trades": 49, "WFO_Score": 1.517164401837051, "WFO_Min_Fold": 0.8995339306333797, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.899534, 2.134795]", "OOS_Total Trades": 2, "OOS_Total P&L %": 5.789666313126807, "OOS_Sortino Ratio": 1.2149300403454908, "OOS_Calmar Ratio": 1.013859221982177, "OOS_Max Drawdown %": -12.407106144192525, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6278811c6c636a8a23aeb164ab3233fa7d524e5c8d992a99ca22aaf28115045", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 320.05, "i_long_exit_activation_confirmation_threshold": 270.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "c67b8576c41710dccc12871a3e0620f62b859caf550bd58acf50cff22960a4cf", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 35.902919325457816, \"dd_pct\": -39.944549723775005, \"calmar\": 0.8995339306333797, \"cagr_pct\": 35.93147782040781, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8929186815798072, \"sortino\": 1.3081114866507908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.012149954380497, \"dd_pct\": -12.096283350028047, \"calmar\": -0.4973545394757225, \"cagr_pct\": -6.01614143492105, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.589041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5317959198948361, \"sortino\": -0.7127106228341772}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.63243803989531, \"dd_pct\": -16.97885618381506, \"calmar\": 2.2182031539573934, \"cagr_pct\": 37.66255233752756, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 32.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5147923104833785, \"sortino\": 2.565333795085358}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.482458744908646, \"dd_pct\": -15.18795491952175, \"calmar\": 0.396327946294444, \"cagr_pct\": 6.0194109816666534, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 26.459854014598537, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.35332449775191943, \"sortino\": 0.4990220773455306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 60.28178694955155, \"dd_pct\": -28.262006441223054, \"calmar\": 2.1347948730407222, \"cagr_pct\": 60.33358645256685, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 63.561643835616444, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6706385893214852, \"sortino\": 2.648084158911582}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.657052014575232, \"dd_pct\": -21.2287141180837, \"calmar\": -1.3150216948857751, \"cagr_pct\": -27.916219619808015, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 10.43046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.698683224011259, \"sortino\": -1.9977231995717368}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 604.9394928814802, \"dd_pct\": -40.32392995317136, \"calmar\": 0.6626766504317243, \"cagr_pct\": 26.721726833611072, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 24.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9417112211139756, \"sortino\": 1.395625371953455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.1417189516831, \"dd_pct\": -40.32392995317136, \"calmar\": 0.9586756328623386, \"cagr_pct\": 38.65756906735316, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 14.618456078083408, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2119637229095328, \"sortino\": 1.7860579733801312}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 157.14418643655083, \"dd_pct\": -39.944549723775005, \"calmar\": 0.5027512627849035, \"cagr_pct\": 20.08217281500225, \"entries\": 49, \"exits\": 50, \"exposure_pct\": 30.57029177718833, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7714265353925039, \"sortino\": 1.1476555397145662}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 5.789666313126807, \"dd_pct\": -12.407106144192525, \"calmar\": 1.013859221982177, \"cagr_pct\": 12.57905898240132, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 32.27665706051873, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.736743473434648, \"sortino\": 1.2149300403454908}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": 604.9394928814802, "Sharpe Ratio": 0.9417112211139756, "Sortino Ratio": 1.395625371953455, "Calmar Ratio": 0.6626766504317243, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.32392995317136, "% In Market": 24.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9586756328623386, "Sub1_Sortino": 1.7860579733801312, "Sub1_Trades": 23, "Sub2_Calmar": 0.5027512627849035, "Sub2_Sortino": 1.1476555397145662, "Sub2_Trades": 49, "WFO_Score": 1.517164401837051, "WFO_Min_Fold": 0.8995339306333797, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.899534, 2.134795]", "OOS_Total Trades": 2, "OOS_Total P&L %": 5.789666313126807, "OOS_Sortino Ratio": 1.2149300403454908, "OOS_Calmar Ratio": 1.013859221982177, "OOS_Max Drawdown %": -12.407106144192525, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6278811c6c636a8a23aeb164ab3233fa7d524e5c8d992a99ca22aaf28115045", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 321.0, "i_long_exit_activation_confirmation_threshold": 270.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "7c3e3f84f5f69a6483b62ce7b50c94cc20812e0578eca7a6905019a9141478f8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 35.902919325457816, \"dd_pct\": -39.944549723775005, \"calmar\": 0.8995339306333797, \"cagr_pct\": 35.93147782040781, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8929186815798072, \"sortino\": 1.3081114866507908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.012149954380497, \"dd_pct\": -12.096283350028047, \"calmar\": -0.4973545394757225, \"cagr_pct\": -6.01614143492105, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.589041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5317959198948361, \"sortino\": -0.7127106228341772}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.63243803989531, \"dd_pct\": -16.97885618381506, \"calmar\": 2.2182031539573934, \"cagr_pct\": 37.66255233752756, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 32.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5147923104833785, \"sortino\": 2.565333795085358}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.482458744908646, \"dd_pct\": -15.18795491952175, \"calmar\": 0.396327946294444, \"cagr_pct\": 6.0194109816666534, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 26.459854014598537, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.35332449775191943, \"sortino\": 0.4990220773455306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 62.11073847638646, \"dd_pct\": -28.262006441223054, \"calmar\": 2.199574521498998, \"cagr_pct\": 62.16438929455479, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 63.6986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7066377872262026, \"sortino\": 2.706232290805886}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.657052014575232, \"dd_pct\": -21.2287141180837, \"calmar\": -1.3150216948857751, \"cagr_pct\": -27.916219619808015, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 10.43046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.698683224011259, \"sortino\": -1.9977231995717368}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 612.9834521258198, \"dd_pct\": -40.32392995317136, \"calmar\": 0.6670035237592776, \"cagr_pct\": 26.89620337058758, \"entries\": 71, \"exits\": 71, \"exposure_pct\": 24.61819389110226, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.946284987484772, \"sortino\": 1.4024799615324388}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.1417189516831, \"dd_pct\": -40.32392995317136, \"calmar\": 0.9586756328623386, \"cagr_pct\": 38.65756906735316, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 14.618456078083408, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2119637229095328, \"sortino\": 1.7860579733801312}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 160.07842033393018, \"dd_pct\": -39.944549723775005, \"calmar\": 0.5093677770636381, \"cagr_pct\": 20.34646649860723, \"entries\": 48, \"exits\": 49, \"exposure_pct\": 30.59681697612732, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7789044995069933, \"sortino\": 1.1588868533037466}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 5.789666313126807, \"dd_pct\": -12.407106144192525, \"calmar\": 1.013859221982177, \"cagr_pct\": 12.57905898240132, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 32.27665706051873, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.736743473434648, \"sortino\": 1.2149300403454908}]", "Additional_Threshold_Budget": 0, "Total Trades": 71, "Total P&L %": 612.9834521258198, "Sharpe Ratio": 0.946284987484772, "Sortino Ratio": 1.4024799615324388, "Calmar Ratio": 0.6670035237592776, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.32392995317136, "% In Market": 24.61819389110226, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9586756328623386, "Sub1_Sortino": 1.7860579733801312, "Sub1_Trades": 23, "Sub2_Calmar": 0.5093677770636381, "Sub2_Sortino": 1.1588868533037466, "Sub2_Trades": 48, "WFO_Score": 1.5495542260661888, "WFO_Min_Fold": 0.8995339306333797, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.899534, 2.199575]", "OOS_Total Trades": 2, "OOS_Total P&L %": 5.789666313126807, "OOS_Sortino Ratio": 1.2149300403454908, "OOS_Calmar Ratio": 1.013859221982177, "OOS_Max Drawdown %": -12.407106144192525, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6278811c6c636a8a23aeb164ab3233fa7d524e5c8d992a99ca22aaf28115045", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": 269.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "3d4cc2db9f407e7b79e7f32b286033e74ed9caad40df16dd62b03a1d5a13960f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 35.902919325457816, \"dd_pct\": -39.944549723775005, \"calmar\": 0.8995339306333797, \"cagr_pct\": 35.93147782040781, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8929186815798072, \"sortino\": 1.3081114866507908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.012149954380497, \"dd_pct\": -12.096283350028047, \"calmar\": -0.4973545394757225, \"cagr_pct\": -6.01614143492105, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.589041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5317959198948361, \"sortino\": -0.7127106228341772}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.63243803989531, \"dd_pct\": -16.97885618381506, \"calmar\": 2.2182031539573934, \"cagr_pct\": 37.66255233752756, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 32.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5147923104833785, \"sortino\": 2.565333795085358}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.482458744908646, \"dd_pct\": -15.18795491952175, \"calmar\": 0.396327946294444, \"cagr_pct\": 6.0194109816666534, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 26.459854014598537, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.35332449775191943, \"sortino\": 0.4990220773455306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 60.28178694955155, \"dd_pct\": -28.262006441223054, \"calmar\": 2.1347948730407222, \"cagr_pct\": 60.33358645256685, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 63.561643835616444, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6706385893214852, \"sortino\": 2.648084158911582}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.657052014575232, \"dd_pct\": -21.2287141180837, \"calmar\": -1.3150216948857751, \"cagr_pct\": -27.916219619808015, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 10.43046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.698683224011259, \"sortino\": -1.9977231995717368}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 604.9394928814802, \"dd_pct\": -40.32392995317136, \"calmar\": 0.6626766504317243, \"cagr_pct\": 26.721726833611072, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 24.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9417112211139756, \"sortino\": 1.395625371953455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.1417189516831, \"dd_pct\": -40.32392995317136, \"calmar\": 0.9586756328623386, \"cagr_pct\": 38.65756906735316, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 14.618456078083408, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2119637229095328, \"sortino\": 1.7860579733801312}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 157.14418643655083, \"dd_pct\": -39.944549723775005, \"calmar\": 0.5027512627849035, \"cagr_pct\": 20.08217281500225, \"entries\": 49, \"exits\": 50, \"exposure_pct\": 30.57029177718833, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7714265353925039, \"sortino\": 1.1476555397145662}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 5.789666313126807, \"dd_pct\": -12.407106144192525, \"calmar\": 1.013859221982177, \"cagr_pct\": 12.57905898240132, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 32.27665706051873, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.736743473434648, \"sortino\": 1.2149300403454908}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": 604.9394928814802, "Sharpe Ratio": 0.9417112211139756, "Sortino Ratio": 1.395625371953455, "Calmar Ratio": 0.6626766504317243, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.32392995317136, "% In Market": 24.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9586756328623386, "Sub1_Sortino": 1.7860579733801312, "Sub1_Trades": 23, "Sub2_Calmar": 0.5027512627849035, "Sub2_Sortino": 1.1476555397145662, "Sub2_Trades": 49, "WFO_Score": 1.517164401837051, "WFO_Min_Fold": 0.8995339306333797, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.899534, 2.134795]", "OOS_Total Trades": 2, "OOS_Total P&L %": 5.789666313126807, "OOS_Sortino Ratio": 1.2149300403454908, "OOS_Calmar Ratio": 1.013859221982177, "OOS_Max Drawdown %": -12.407106144192525, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6278811c6c636a8a23aeb164ab3233fa7d524e5c8d992a99ca22aaf28115045", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": 269.95, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "c163bb39c5c5647393760bd5658cdd3f3f3a085e654e5df320a4353c4ab28f0b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 35.902919325457816, \"dd_pct\": -39.944549723775005, \"calmar\": 0.8995339306333797, \"cagr_pct\": 35.93147782040781, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8929186815798072, \"sortino\": 1.3081114866507908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.012149954380497, \"dd_pct\": -12.096283350028047, \"calmar\": -0.4973545394757225, \"cagr_pct\": -6.01614143492105, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.589041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5317959198948361, \"sortino\": -0.7127106228341772}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.63243803989531, \"dd_pct\": -16.97885618381506, \"calmar\": 2.2182031539573934, \"cagr_pct\": 37.66255233752756, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 32.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5147923104833785, \"sortino\": 2.565333795085358}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.482458744908646, \"dd_pct\": -15.18795491952175, \"calmar\": 0.396327946294444, \"cagr_pct\": 6.0194109816666534, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 26.459854014598537, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.35332449775191943, \"sortino\": 0.4990220773455306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 60.28178694955155, \"dd_pct\": -28.262006441223054, \"calmar\": 2.1347948730407222, \"cagr_pct\": 60.33358645256685, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 63.561643835616444, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6706385893214852, \"sortino\": 2.648084158911582}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.657052014575232, \"dd_pct\": -21.2287141180837, \"calmar\": -1.3150216948857751, \"cagr_pct\": -27.916219619808015, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 10.43046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.698683224011259, \"sortino\": -1.9977231995717368}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 604.9394928814802, \"dd_pct\": -40.32392995317136, \"calmar\": 0.6626766504317243, \"cagr_pct\": 26.721726833611072, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 24.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9417112211139756, \"sortino\": 1.395625371953455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.1417189516831, \"dd_pct\": -40.32392995317136, \"calmar\": 0.9586756328623386, \"cagr_pct\": 38.65756906735316, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 14.618456078083408, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2119637229095328, \"sortino\": 1.7860579733801312}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 157.14418643655083, \"dd_pct\": -39.944549723775005, \"calmar\": 0.5027512627849035, \"cagr_pct\": 20.08217281500225, \"entries\": 49, \"exits\": 50, \"exposure_pct\": 30.57029177718833, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7714265353925039, \"sortino\": 1.1476555397145662}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 5.789666313126807, \"dd_pct\": -12.407106144192525, \"calmar\": 1.013859221982177, \"cagr_pct\": 12.57905898240132, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 32.27665706051873, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.736743473434648, \"sortino\": 1.2149300403454908}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": 604.9394928814802, "Sharpe Ratio": 0.9417112211139756, "Sortino Ratio": 1.395625371953455, "Calmar Ratio": 0.6626766504317243, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.32392995317136, "% In Market": 24.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9586756328623386, "Sub1_Sortino": 1.7860579733801312, "Sub1_Trades": 23, "Sub2_Calmar": 0.5027512627849035, "Sub2_Sortino": 1.1476555397145662, "Sub2_Trades": 49, "WFO_Score": 1.517164401837051, "WFO_Min_Fold": 0.8995339306333797, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.899534, 2.134795]", "OOS_Total Trades": 2, "OOS_Total P&L %": 5.789666313126807, "OOS_Sortino Ratio": 1.2149300403454908, "OOS_Calmar Ratio": 1.013859221982177, "OOS_Max Drawdown %": -12.407106144192525, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6278811c6c636a8a23aeb164ab3233fa7d524e5c8d992a99ca22aaf28115045", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": 270.05, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "c1b80feb01877a2f187f435ebdeeb79fc7150aa9920669f3c726fc88f867d4eb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 35.902919325457816, \"dd_pct\": -39.944549723775005, \"calmar\": 0.8995339306333797, \"cagr_pct\": 35.93147782040781, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8929186815798072, \"sortino\": 1.3081114866507908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.012149954380497, \"dd_pct\": -12.096283350028047, \"calmar\": -0.4973545394757225, \"cagr_pct\": -6.01614143492105, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.589041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5317959198948361, \"sortino\": -0.7127106228341772}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.63243803989531, \"dd_pct\": -16.97885618381506, \"calmar\": 2.2182031539573934, \"cagr_pct\": 37.66255233752756, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 32.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5147923104833785, \"sortino\": 2.565333795085358}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.482458744908646, \"dd_pct\": -15.18795491952175, \"calmar\": 0.396327946294444, \"cagr_pct\": 6.0194109816666534, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 26.459854014598537, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.35332449775191943, \"sortino\": 0.4990220773455306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 60.28178694955155, \"dd_pct\": -28.262006441223054, \"calmar\": 2.1347948730407222, \"cagr_pct\": 60.33358645256685, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 63.561643835616444, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6706385893214852, \"sortino\": 2.648084158911582}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.657052014575232, \"dd_pct\": -21.2287141180837, \"calmar\": -1.3150216948857751, \"cagr_pct\": -27.916219619808015, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 10.43046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.698683224011259, \"sortino\": -1.9977231995717368}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 604.9394928814802, \"dd_pct\": -40.32392995317136, \"calmar\": 0.6626766504317243, \"cagr_pct\": 26.721726833611072, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 24.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9417112211139756, \"sortino\": 1.395625371953455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.1417189516831, \"dd_pct\": -40.32392995317136, \"calmar\": 0.9586756328623386, \"cagr_pct\": 38.65756906735316, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 14.618456078083408, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2119637229095328, \"sortino\": 1.7860579733801312}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 157.14418643655083, \"dd_pct\": -39.944549723775005, \"calmar\": 0.5027512627849035, \"cagr_pct\": 20.08217281500225, \"entries\": 49, \"exits\": 50, \"exposure_pct\": 30.57029177718833, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7714265353925039, \"sortino\": 1.1476555397145662}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 5.789666313126807, \"dd_pct\": -12.407106144192525, \"calmar\": 1.013859221982177, \"cagr_pct\": 12.57905898240132, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 32.27665706051873, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.736743473434648, \"sortino\": 1.2149300403454908}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": 604.9394928814802, "Sharpe Ratio": 0.9417112211139756, "Sortino Ratio": 1.395625371953455, "Calmar Ratio": 0.6626766504317243, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.32392995317136, "% In Market": 24.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9586756328623386, "Sub1_Sortino": 1.7860579733801312, "Sub1_Trades": 23, "Sub2_Calmar": 0.5027512627849035, "Sub2_Sortino": 1.1476555397145662, "Sub2_Trades": 49, "WFO_Score": 1.517164401837051, "WFO_Min_Fold": 0.8995339306333797, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.899534, 2.134795]", "OOS_Total Trades": 2, "OOS_Total P&L %": 5.789666313126807, "OOS_Sortino Ratio": 1.2149300403454908, "OOS_Calmar Ratio": 1.013859221982177, "OOS_Max Drawdown %": -12.407106144192525, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6278811c6c636a8a23aeb164ab3233fa7d524e5c8d992a99ca22aaf28115045", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": 271.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "e428a89a2371d2a1fa7d6ddfcc9d8bf0f4606874ad4f1573d49069db28e56ffa", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 35.902919325457816, \"dd_pct\": -39.944549723775005, \"calmar\": 0.8995339306333797, \"cagr_pct\": 35.93147782040781, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8929186815798072, \"sortino\": 1.3081114866507908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.012149954380497, \"dd_pct\": -12.096283350028047, \"calmar\": -0.4973545394757225, \"cagr_pct\": -6.01614143492105, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 4.589041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5317959198948361, \"sortino\": -0.7127106228341772}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.63243803989531, \"dd_pct\": -16.97885618381506, \"calmar\": 2.2182031539573934, \"cagr_pct\": 37.66255233752756, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 32.32876712328767, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5147923104833785, \"sortino\": 2.565333795085358}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.482458744908646, \"dd_pct\": -15.18795491952175, \"calmar\": 0.396327946294444, \"cagr_pct\": 6.0194109816666534, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 26.459854014598537, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.35332449775191943, \"sortino\": 0.4990220773455306}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 60.28178694955155, \"dd_pct\": -28.262006441223054, \"calmar\": 2.1347948730407222, \"cagr_pct\": 60.33358645256685, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 63.561643835616444, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6706385893214852, \"sortino\": 2.648084158911582}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.657052014575232, \"dd_pct\": -21.2287141180837, \"calmar\": -1.3150216948857751, \"cagr_pct\": -27.916219619808015, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 10.43046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.698683224011259, \"sortino\": -1.9977231995717368}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 604.9394928814802, \"dd_pct\": -40.32392995317136, \"calmar\": 0.6626766504317243, \"cagr_pct\": 26.721726833611072, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 24.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9417112211139756, \"sortino\": 1.395625371953455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.1417189516831, \"dd_pct\": -40.32392995317136, \"calmar\": 0.9586756328623386, \"cagr_pct\": 38.65756906735316, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 14.618456078083408, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2119637229095328, \"sortino\": 1.7860579733801312}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 157.14418643655083, \"dd_pct\": -39.944549723775005, \"calmar\": 0.5027512627849035, \"cagr_pct\": 20.08217281500225, \"entries\": 49, \"exits\": 50, \"exposure_pct\": 30.57029177718833, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7714265353925039, \"sortino\": 1.1476555397145662}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 5.789666313126807, \"dd_pct\": -12.407106144192525, \"calmar\": 1.013859221982177, \"cagr_pct\": 12.57905898240132, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 32.27665706051873, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.736743473434648, \"sortino\": 1.2149300403454908}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": 604.9394928814802, "Sharpe Ratio": 0.9417112211139756, "Sortino Ratio": 1.395625371953455, "Calmar Ratio": 0.6626766504317243, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.32392995317136, "% In Market": 24.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9586756328623386, "Sub1_Sortino": 1.7860579733801312, "Sub1_Trades": 23, "Sub2_Calmar": 0.5027512627849035, "Sub2_Sortino": 1.1476555397145662, "Sub2_Trades": 49, "WFO_Score": 1.517164401837051, "WFO_Min_Fold": 0.8995339306333797, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.899534, 2.134795]", "OOS_Total Trades": 2, "OOS_Total P&L %": 5.789666313126807, "OOS_Sortino Ratio": 1.2149300403454908, "OOS_Calmar Ratio": 1.013859221982177, "OOS_Max Drawdown %": -12.407106144192525, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6278811c6c636a8a23aeb164ab3233fa7d524e5c8d992a99ca22aaf28115045", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 510.0, "i_long_exit_activation_confirmation_threshold": 610.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "2f73e320eaeeb6e2f177268caf36548a30b9e68f4575523a31b11c892b575c6a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.37354930081992, \"dd_pct\": -69.047117392282, \"calmar\": -0.9616424817162803, \"cagr_pct\": -66.3986413244694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4007163931282796, \"sortino\": -1.9081796103836066}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 153.0710929810284, \"dd_pct\": -20.80213007809436, \"calmar\": 7.366172908915292, \"cagr_pct\": 153.23208702899063, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.417925973441953, \"sortino\": 3.832375432348703}, {\"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\": 383.251652771681, \"dd_pct\": -86.1535871550812, \"calmar\": 0.24433577107669927, \"cagr_pct\": 21.050403148560378, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 99.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.620710163618335, \"sortino\": 0.8857017772455443}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 124.95879401468616, \"dd_pct\": -86.1535871550812, \"calmar\": 0.34880568349507285, \"cagr_pct\": 30.05086085318042, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.13487133984027, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7285351148676362, \"sortino\": 1.0339373260300913}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 114.81785359328316, \"dd_pct\": -78.45832804552538, \"calmar\": 0.20354238028979646, \"cagr_pct\": 15.969594843943929, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.88063660477454, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.546193903382477, \"sortino\": 0.783796067062789}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.983694489221165, \"dd_pct\": -29.324151804243193, \"calmar\": 1.0818353431246241, \"cagr_pct\": 31.723903828982003, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 100.0, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8991274846672168, \"sortino\": 1.3582126881922891}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": 383.251652771681, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.1535871550812, "% In Market": 99.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 13.983694489221165, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7cffa035bfbab1994cf0a03db1c26b143ef1e195b9c0de1d6cfb40c29b91e9ae", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -576.0, "i_long_exit_activation_threshold": 510.0, "i_long_exit_activation_confirmation_threshold": 610.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "0a4083d7bf2c05947c43250b38f062e278b7564d50d181463a1a2ea8b6e8bdca", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.37354930081992, \"dd_pct\": -69.047117392282, \"calmar\": -0.9616424817162803, \"cagr_pct\": -66.3986413244694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4007163931282796, \"sortino\": -1.9081796103836066}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 153.0710929810284, \"dd_pct\": -20.80213007809436, \"calmar\": 7.366172908915292, \"cagr_pct\": 153.23208702899063, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.417925973441953, \"sortino\": 3.832375432348703}, {\"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\": 383.251652771681, \"dd_pct\": -86.1535871550812, \"calmar\": 0.24433577107669927, \"cagr_pct\": 21.050403148560378, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 99.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.620710163618335, \"sortino\": 0.8857017772455443}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 124.95879401468616, \"dd_pct\": -86.1535871550812, \"calmar\": 0.34880568349507285, \"cagr_pct\": 30.05086085318042, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.13487133984027, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7285351148676362, \"sortino\": 1.0339373260300913}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 114.81785359328316, \"dd_pct\": -78.45832804552538, \"calmar\": 0.20354238028979646, \"cagr_pct\": 15.969594843943929, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.88063660477454, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.546193903382477, \"sortino\": 0.783796067062789}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.983694489221165, \"dd_pct\": -29.324151804243193, \"calmar\": 1.0818353431246241, \"cagr_pct\": 31.723903828982003, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 100.0, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8991274846672168, \"sortino\": 1.3582126881922891}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": 383.251652771681, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.1535871550812, "% In Market": 99.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 13.983694489221165, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7cffa035bfbab1994cf0a03db1c26b143ef1e195b9c0de1d6cfb40c29b91e9ae", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -575.05, "i_long_exit_activation_threshold": 510.0, "i_long_exit_activation_confirmation_threshold": 610.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "8dbcc147575d4721189decbe40bf8200e874a52e4a232295c27fefa8079e50cc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.37354930081992, \"dd_pct\": -69.047117392282, \"calmar\": -0.9616424817162803, \"cagr_pct\": -66.3986413244694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4007163931282796, \"sortino\": -1.9081796103836066}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 153.0710929810284, \"dd_pct\": -20.80213007809436, \"calmar\": 7.366172908915292, \"cagr_pct\": 153.23208702899063, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.417925973441953, \"sortino\": 3.832375432348703}, {\"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\": 383.251652771681, \"dd_pct\": -86.1535871550812, \"calmar\": 0.24433577107669927, \"cagr_pct\": 21.050403148560378, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 99.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.620710163618335, \"sortino\": 0.8857017772455443}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 124.95879401468616, \"dd_pct\": -86.1535871550812, \"calmar\": 0.34880568349507285, \"cagr_pct\": 30.05086085318042, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.13487133984027, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7285351148676362, \"sortino\": 1.0339373260300913}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 114.81785359328316, \"dd_pct\": -78.45832804552538, \"calmar\": 0.20354238028979646, \"cagr_pct\": 15.969594843943929, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.88063660477454, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.546193903382477, \"sortino\": 0.783796067062789}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.983694489221165, \"dd_pct\": -29.324151804243193, \"calmar\": 1.0818353431246241, \"cagr_pct\": 31.723903828982003, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 100.0, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8991274846672168, \"sortino\": 1.3582126881922891}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": 383.251652771681, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.1535871550812, "% In Market": 99.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 13.983694489221165, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7cffa035bfbab1994cf0a03db1c26b143ef1e195b9c0de1d6cfb40c29b91e9ae", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -574.95, "i_long_exit_activation_threshold": 510.0, "i_long_exit_activation_confirmation_threshold": 610.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "96755ea5d85e5580d24114fe859532eded6ea7ff0ecb0c5b5f67443ac7f77d20", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.37354930081992, \"dd_pct\": -69.047117392282, \"calmar\": -0.9616424817162803, \"cagr_pct\": -66.3986413244694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4007163931282796, \"sortino\": -1.9081796103836066}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 153.0710929810284, \"dd_pct\": -20.80213007809436, \"calmar\": 7.366172908915292, \"cagr_pct\": 153.23208702899063, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.417925973441953, \"sortino\": 3.832375432348703}, {\"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\": 383.251652771681, \"dd_pct\": -86.1535871550812, \"calmar\": 0.24433577107669927, \"cagr_pct\": 21.050403148560378, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 99.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.620710163618335, \"sortino\": 0.8857017772455443}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 124.95879401468616, \"dd_pct\": -86.1535871550812, \"calmar\": 0.34880568349507285, \"cagr_pct\": 30.05086085318042, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.13487133984027, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7285351148676362, \"sortino\": 1.0339373260300913}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 114.81785359328316, \"dd_pct\": -78.45832804552538, \"calmar\": 0.20354238028979646, \"cagr_pct\": 15.969594843943929, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.88063660477454, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.546193903382477, \"sortino\": 0.783796067062789}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.983694489221165, \"dd_pct\": -29.324151804243193, \"calmar\": 1.0818353431246241, \"cagr_pct\": 31.723903828982003, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 100.0, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8991274846672168, \"sortino\": 1.3582126881922891}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": 383.251652771681, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.1535871550812, "% In Market": 99.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 13.983694489221165, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7cffa035bfbab1994cf0a03db1c26b143ef1e195b9c0de1d6cfb40c29b91e9ae", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -574.0, "i_long_exit_activation_threshold": 510.0, "i_long_exit_activation_confirmation_threshold": 610.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "67d752d8263106a835ea64d8abf195e28a25dca0fbcbc9606806cc718651ee3f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.37354930081992, \"dd_pct\": -69.047117392282, \"calmar\": -0.9616424817162803, \"cagr_pct\": -66.3986413244694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4007163931282796, \"sortino\": -1.9081796103836066}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 153.0710929810284, \"dd_pct\": -20.80213007809436, \"calmar\": 7.366172908915292, \"cagr_pct\": 153.23208702899063, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.417925973441953, \"sortino\": 3.832375432348703}, {\"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\": 383.251652771681, \"dd_pct\": -86.1535871550812, \"calmar\": 0.24433577107669927, \"cagr_pct\": 21.050403148560378, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 99.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.620710163618335, \"sortino\": 0.8857017772455443}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 124.95879401468616, \"dd_pct\": -86.1535871550812, \"calmar\": 0.34880568349507285, \"cagr_pct\": 30.05086085318042, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.13487133984027, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7285351148676362, \"sortino\": 1.0339373260300913}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 114.81785359328316, \"dd_pct\": -78.45832804552538, \"calmar\": 0.20354238028979646, \"cagr_pct\": 15.969594843943929, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.88063660477454, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.546193903382477, \"sortino\": 0.783796067062789}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.983694489221165, \"dd_pct\": -29.324151804243193, \"calmar\": 1.0818353431246241, \"cagr_pct\": 31.723903828982003, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 100.0, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8991274846672168, \"sortino\": 1.3582126881922891}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": 383.251652771681, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.1535871550812, "% In Market": 99.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 13.983694489221165, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7cffa035bfbab1994cf0a03db1c26b143ef1e195b9c0de1d6cfb40c29b91e9ae", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 509.0, "i_long_exit_activation_confirmation_threshold": 610.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "ba1d04fc19df6f1bd7284e061a7be2cca13d51edcf61ff854c7bc7cd9c7b9fc5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.37354930081992, \"dd_pct\": -69.047117392282, \"calmar\": -0.9616424817162803, \"cagr_pct\": -66.3986413244694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4007163931282796, \"sortino\": -1.9081796103836066}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 153.0710929810284, \"dd_pct\": -20.80213007809436, \"calmar\": 7.366172908915292, \"cagr_pct\": 153.23208702899063, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.417925973441953, \"sortino\": 3.832375432348703}, {\"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\": 383.251652771681, \"dd_pct\": -86.1535871550812, \"calmar\": 0.24433577107669927, \"cagr_pct\": 21.050403148560378, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 99.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.620710163618335, \"sortino\": 0.8857017772455443}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 124.95879401468616, \"dd_pct\": -86.1535871550812, \"calmar\": 0.34880568349507285, \"cagr_pct\": 30.05086085318042, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.13487133984027, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7285351148676362, \"sortino\": 1.0339373260300913}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 114.81785359328316, \"dd_pct\": -78.45832804552538, \"calmar\": 0.20354238028979646, \"cagr_pct\": 15.969594843943929, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.88063660477454, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.546193903382477, \"sortino\": 0.783796067062789}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.983694489221165, \"dd_pct\": -29.324151804243193, \"calmar\": 1.0818353431246241, \"cagr_pct\": 31.723903828982003, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 100.0, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8991274846672168, \"sortino\": 1.3582126881922891}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": 383.251652771681, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.1535871550812, "% In Market": 99.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 13.983694489221165, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7cffa035bfbab1994cf0a03db1c26b143ef1e195b9c0de1d6cfb40c29b91e9ae", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 509.95, "i_long_exit_activation_confirmation_threshold": 610.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "a4c5c2f1ebd84abd43bd1f79d99c7e3e14a4533db6a9a98e02de94920669215d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.37354930081992, \"dd_pct\": -69.047117392282, \"calmar\": -0.9616424817162803, \"cagr_pct\": -66.3986413244694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4007163931282796, \"sortino\": -1.9081796103836066}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 153.0710929810284, \"dd_pct\": -20.80213007809436, \"calmar\": 7.366172908915292, \"cagr_pct\": 153.23208702899063, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.417925973441953, \"sortino\": 3.832375432348703}, {\"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\": 383.251652771681, \"dd_pct\": -86.1535871550812, \"calmar\": 0.24433577107669927, \"cagr_pct\": 21.050403148560378, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 99.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.620710163618335, \"sortino\": 0.8857017772455443}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 124.95879401468616, \"dd_pct\": -86.1535871550812, \"calmar\": 0.34880568349507285, \"cagr_pct\": 30.05086085318042, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.13487133984027, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7285351148676362, \"sortino\": 1.0339373260300913}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 114.81785359328316, \"dd_pct\": -78.45832804552538, \"calmar\": 0.20354238028979646, \"cagr_pct\": 15.969594843943929, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.88063660477454, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.546193903382477, \"sortino\": 0.783796067062789}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.983694489221165, \"dd_pct\": -29.324151804243193, \"calmar\": 1.0818353431246241, \"cagr_pct\": 31.723903828982003, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 100.0, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8991274846672168, \"sortino\": 1.3582126881922891}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": 383.251652771681, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.1535871550812, "% In Market": 99.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 13.983694489221165, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7cffa035bfbab1994cf0a03db1c26b143ef1e195b9c0de1d6cfb40c29b91e9ae", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 510.05, "i_long_exit_activation_confirmation_threshold": 610.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "a9da8576e0fb5091f73bb076a76237bab07c12346d957879c140016fded23de8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.37354930081992, \"dd_pct\": -69.047117392282, \"calmar\": -0.9616424817162803, \"cagr_pct\": -66.3986413244694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4007163931282796, \"sortino\": -1.9081796103836066}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 153.0710929810284, \"dd_pct\": -20.80213007809436, \"calmar\": 7.366172908915292, \"cagr_pct\": 153.23208702899063, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.417925973441953, \"sortino\": 3.832375432348703}, {\"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\": 383.251652771681, \"dd_pct\": -86.1535871550812, \"calmar\": 0.24433577107669927, \"cagr_pct\": 21.050403148560378, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 99.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.620710163618335, \"sortino\": 0.8857017772455443}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 124.95879401468616, \"dd_pct\": -86.1535871550812, \"calmar\": 0.34880568349507285, \"cagr_pct\": 30.05086085318042, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.13487133984027, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7285351148676362, \"sortino\": 1.0339373260300913}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 114.81785359328316, \"dd_pct\": -78.45832804552538, \"calmar\": 0.20354238028979646, \"cagr_pct\": 15.969594843943929, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.88063660477454, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.546193903382477, \"sortino\": 0.783796067062789}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.983694489221165, \"dd_pct\": -29.324151804243193, \"calmar\": 1.0818353431246241, \"cagr_pct\": 31.723903828982003, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 100.0, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8991274846672168, \"sortino\": 1.3582126881922891}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": 383.251652771681, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.1535871550812, "% In Market": 99.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 13.983694489221165, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7cffa035bfbab1994cf0a03db1c26b143ef1e195b9c0de1d6cfb40c29b91e9ae", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 511.0, "i_long_exit_activation_confirmation_threshold": 610.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "cb7b8d4f3f69eaf6a57fc2c0c129b363deb687cefe6144210d2c7fcb467a4a96", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.37354930081992, \"dd_pct\": -69.047117392282, \"calmar\": -0.9616424817162803, \"cagr_pct\": -66.3986413244694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4007163931282796, \"sortino\": -1.9081796103836066}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 153.0710929810284, \"dd_pct\": -20.80213007809436, \"calmar\": 7.366172908915292, \"cagr_pct\": 153.23208702899063, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.417925973441953, \"sortino\": 3.832375432348703}, {\"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\": 383.251652771681, \"dd_pct\": -86.1535871550812, \"calmar\": 0.24433577107669927, \"cagr_pct\": 21.050403148560378, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 99.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.620710163618335, \"sortino\": 0.8857017772455443}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 124.95879401468616, \"dd_pct\": -86.1535871550812, \"calmar\": 0.34880568349507285, \"cagr_pct\": 30.05086085318042, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.13487133984027, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7285351148676362, \"sortino\": 1.0339373260300913}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 114.81785359328316, \"dd_pct\": -78.45832804552538, \"calmar\": 0.20354238028979646, \"cagr_pct\": 15.969594843943929, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.88063660477454, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.546193903382477, \"sortino\": 0.783796067062789}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.983694489221165, \"dd_pct\": -29.324151804243193, \"calmar\": 1.0818353431246241, \"cagr_pct\": 31.723903828982003, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 100.0, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8991274846672168, \"sortino\": 1.3582126881922891}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": 383.251652771681, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.1535871550812, "% In Market": 99.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 13.983694489221165, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7cffa035bfbab1994cf0a03db1c26b143ef1e195b9c0de1d6cfb40c29b91e9ae", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 510.0, "i_long_exit_activation_confirmation_threshold": 609.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "eee843e668db97e744b0350e782c7e1f17729cd02434e2cac617f656de832b68", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.37354930081992, \"dd_pct\": -69.047117392282, \"calmar\": -0.9616424817162803, \"cagr_pct\": -66.3986413244694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4007163931282796, \"sortino\": -1.9081796103836066}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 153.0710929810284, \"dd_pct\": -20.80213007809436, \"calmar\": 7.366172908915292, \"cagr_pct\": 153.23208702899063, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.417925973441953, \"sortino\": 3.832375432348703}, {\"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\": 383.251652771681, \"dd_pct\": -86.1535871550812, \"calmar\": 0.24433577107669927, \"cagr_pct\": 21.050403148560378, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 99.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.620710163618335, \"sortino\": 0.8857017772455443}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 124.95879401468616, \"dd_pct\": -86.1535871550812, \"calmar\": 0.34880568349507285, \"cagr_pct\": 30.05086085318042, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.13487133984027, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7285351148676362, \"sortino\": 1.0339373260300913}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 114.81785359328316, \"dd_pct\": -78.45832804552538, \"calmar\": 0.20354238028979646, \"cagr_pct\": 15.969594843943929, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.88063660477454, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.546193903382477, \"sortino\": 0.783796067062789}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.983694489221165, \"dd_pct\": -29.324151804243193, \"calmar\": 1.0818353431246241, \"cagr_pct\": 31.723903828982003, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 100.0, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8991274846672168, \"sortino\": 1.3582126881922891}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": 383.251652771681, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.1535871550812, "% In Market": 99.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 13.983694489221165, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7cffa035bfbab1994cf0a03db1c26b143ef1e195b9c0de1d6cfb40c29b91e9ae", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 510.0, "i_long_exit_activation_confirmation_threshold": 609.95, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "2dcde7bdd9100572439064acfbc37b2fb03a000261dfa10839f33b1e14a9c043", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.37354930081992, \"dd_pct\": -69.047117392282, \"calmar\": -0.9616424817162803, \"cagr_pct\": -66.3986413244694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4007163931282796, \"sortino\": -1.9081796103836066}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 153.0710929810284, \"dd_pct\": -20.80213007809436, \"calmar\": 7.366172908915292, \"cagr_pct\": 153.23208702899063, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.417925973441953, \"sortino\": 3.832375432348703}, {\"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\": 383.251652771681, \"dd_pct\": -86.1535871550812, \"calmar\": 0.24433577107669927, \"cagr_pct\": 21.050403148560378, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 99.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.620710163618335, \"sortino\": 0.8857017772455443}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 124.95879401468616, \"dd_pct\": -86.1535871550812, \"calmar\": 0.34880568349507285, \"cagr_pct\": 30.05086085318042, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.13487133984027, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7285351148676362, \"sortino\": 1.0339373260300913}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 114.81785359328316, \"dd_pct\": -78.45832804552538, \"calmar\": 0.20354238028979646, \"cagr_pct\": 15.969594843943929, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.88063660477454, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.546193903382477, \"sortino\": 0.783796067062789}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.983694489221165, \"dd_pct\": -29.324151804243193, \"calmar\": 1.0818353431246241, \"cagr_pct\": 31.723903828982003, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 100.0, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8991274846672168, \"sortino\": 1.3582126881922891}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": 383.251652771681, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.1535871550812, "% In Market": 99.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 13.983694489221165, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7cffa035bfbab1994cf0a03db1c26b143ef1e195b9c0de1d6cfb40c29b91e9ae", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 510.0, "i_long_exit_activation_confirmation_threshold": 610.05, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "7f649e87354e14bba19c45ab91e32aacf76e559bb96dfe9cb4eb7f3b7c3587a3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.37354930081992, \"dd_pct\": -69.047117392282, \"calmar\": -0.9616424817162803, \"cagr_pct\": -66.3986413244694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4007163931282796, \"sortino\": -1.9081796103836066}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 153.0710929810284, \"dd_pct\": -20.80213007809436, \"calmar\": 7.366172908915292, \"cagr_pct\": 153.23208702899063, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.417925973441953, \"sortino\": 3.832375432348703}, {\"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\": 383.251652771681, \"dd_pct\": -86.1535871550812, \"calmar\": 0.24433577107669927, \"cagr_pct\": 21.050403148560378, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 99.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.620710163618335, \"sortino\": 0.8857017772455443}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 124.95879401468616, \"dd_pct\": -86.1535871550812, \"calmar\": 0.34880568349507285, \"cagr_pct\": 30.05086085318042, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.13487133984027, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7285351148676362, \"sortino\": 1.0339373260300913}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 114.81785359328316, \"dd_pct\": -78.45832804552538, \"calmar\": 0.20354238028979646, \"cagr_pct\": 15.969594843943929, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.88063660477454, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.546193903382477, \"sortino\": 0.783796067062789}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.983694489221165, \"dd_pct\": -29.324151804243193, \"calmar\": 1.0818353431246241, \"cagr_pct\": 31.723903828982003, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 100.0, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8991274846672168, \"sortino\": 1.3582126881922891}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": 383.251652771681, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.1535871550812, "% In Market": 99.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 13.983694489221165, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7cffa035bfbab1994cf0a03db1c26b143ef1e195b9c0de1d6cfb40c29b91e9ae", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 510.0, "i_long_exit_activation_confirmation_threshold": 611.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "4c98db0e688170e3a2612361532ea5fa675177f0586161193346eb9325b75e42", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.37354930081992, \"dd_pct\": -69.047117392282, \"calmar\": -0.9616424817162803, \"cagr_pct\": -66.3986413244694, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4007163931282796, \"sortino\": -1.9081796103836066}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 153.0710929810284, \"dd_pct\": -20.80213007809436, \"calmar\": 7.366172908915292, \"cagr_pct\": 153.23208702899063, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.417925973441953, \"sortino\": 3.832375432348703}, {\"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\": 383.251652771681, \"dd_pct\": -86.1535871550812, \"calmar\": 0.24433577107669927, \"cagr_pct\": 21.050403148560378, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 99.60159362549801, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.620710163618335, \"sortino\": 0.8857017772455443}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 124.95879401468616, \"dd_pct\": -86.1535871550812, \"calmar\": 0.34880568349507285, \"cagr_pct\": 30.05086085318042, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.13487133984027, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7285351148676362, \"sortino\": 1.0339373260300913}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 114.81785359328316, \"dd_pct\": -78.45832804552538, \"calmar\": 0.20354238028979646, \"cagr_pct\": 15.969594843943929, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.88063660477454, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.546193903382477, \"sortino\": 0.783796067062789}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.983694489221165, \"dd_pct\": -29.324151804243193, \"calmar\": 1.0818353431246241, \"cagr_pct\": 31.723903828982003, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 100.0, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8991274846672168, \"sortino\": 1.3582126881922891}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": 383.251652771681, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.1535871550812, "% In Market": 99.60159362549801, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 13.983694489221165, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "7cffa035bfbab1994cf0a03db1c26b143ef1e195b9c0de1d6cfb40c29b91e9ae", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "b79cf0070f7444cc1b97746b9feff509164b1b53a95a1f233016719939f91d3f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.39433013987985, \"dd_pct\": -66.3047696560848, \"calmar\": -0.9564850117280694, \"cagr_pct\": -63.41951838212721, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.398113456743579, \"sortino\": -1.8858252766764994}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 551.0868703715641, \"dd_pct\": -79.03050479311908, \"calmar\": 0.32274121741226525, \"cagr_pct\": 25.506401329637114, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 89.45053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.678327305286052, \"sortino\": 0.9712154983216759}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 175.42798413393297, \"dd_pct\": -79.03050479311908, \"calmar\": 0.4918111261505632, \"cagr_pct\": 38.868081562551374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.42324755989353, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8332358216631776, \"sortino\": 1.1900528586125203}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.39096528947988, \"dd_pct\": -76.5497899598504, \"calmar\": 0.2369706957071862, \"cagr_pct\": 18.140056983024728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.43501326259947, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.577400075563829, \"sortino\": 0.8282615861082273}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 551.0868703715641, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03050479311908, "% In Market": 89.45053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "929c5723e1c15f2550849452aa111c2ab3925d54e0e259d388aaf0b98936444d", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -61.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "8aa6d376386bf57ec8222114a06905c1ade9d2c1aaa752bb28ea81b0e2269201", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.39433013987985, \"dd_pct\": -66.3047696560848, \"calmar\": -0.9564850117280694, \"cagr_pct\": -63.41951838212721, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.398113456743579, \"sortino\": -1.8858252766764994}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 551.0868703715641, \"dd_pct\": -79.03050479311908, \"calmar\": 0.32274121741226525, \"cagr_pct\": 25.506401329637114, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 89.45053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.678327305286052, \"sortino\": 0.9712154983216759}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 175.42798413393297, \"dd_pct\": -79.03050479311908, \"calmar\": 0.4918111261505632, \"cagr_pct\": 38.868081562551374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.42324755989353, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8332358216631776, \"sortino\": 1.1900528586125203}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.39096528947988, \"dd_pct\": -76.5497899598504, \"calmar\": 0.2369706957071862, \"cagr_pct\": 18.140056983024728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.43501326259947, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.577400075563829, \"sortino\": 0.8282615861082273}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 551.0868703715641, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03050479311908, "% In Market": 89.45053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "929c5723e1c15f2550849452aa111c2ab3925d54e0e259d388aaf0b98936444d", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -60.05, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "4590e5f1a6fb1d30a2da738f05d19f3f6751db358ed16bcea83122e72d6c098f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.39433013987985, \"dd_pct\": -66.3047696560848, \"calmar\": -0.9564850117280694, \"cagr_pct\": -63.41951838212721, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.398113456743579, \"sortino\": -1.8858252766764994}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 551.0868703715641, \"dd_pct\": -79.03050479311908, \"calmar\": 0.32274121741226525, \"cagr_pct\": 25.506401329637114, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 89.45053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.678327305286052, \"sortino\": 0.9712154983216759}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 175.42798413393297, \"dd_pct\": -79.03050479311908, \"calmar\": 0.4918111261505632, \"cagr_pct\": 38.868081562551374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.42324755989353, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8332358216631776, \"sortino\": 1.1900528586125203}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.39096528947988, \"dd_pct\": -76.5497899598504, \"calmar\": 0.2369706957071862, \"cagr_pct\": 18.140056983024728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.43501326259947, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.577400075563829, \"sortino\": 0.8282615861082273}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 551.0868703715641, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03050479311908, "% In Market": 89.45053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "929c5723e1c15f2550849452aa111c2ab3925d54e0e259d388aaf0b98936444d", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -59.95, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "1c8f519bff0e94b9c2304da2bcdacdd7463983ef3edd93c2d78c0163ebed56d0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.39433013987985, \"dd_pct\": -66.3047696560848, \"calmar\": -0.9564850117280694, \"cagr_pct\": -63.41951838212721, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.398113456743579, \"sortino\": -1.8858252766764994}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 551.0868703715641, \"dd_pct\": -79.03050479311908, \"calmar\": 0.32274121741226525, \"cagr_pct\": 25.506401329637114, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 89.45053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.678327305286052, \"sortino\": 0.9712154983216759}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 175.42798413393297, \"dd_pct\": -79.03050479311908, \"calmar\": 0.4918111261505632, \"cagr_pct\": 38.868081562551374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.42324755989353, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8332358216631776, \"sortino\": 1.1900528586125203}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.39096528947988, \"dd_pct\": -76.5497899598504, \"calmar\": 0.2369706957071862, \"cagr_pct\": 18.140056983024728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.43501326259947, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.577400075563829, \"sortino\": 0.8282615861082273}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 551.0868703715641, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03050479311908, "% In Market": 89.45053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "929c5723e1c15f2550849452aa111c2ab3925d54e0e259d388aaf0b98936444d", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -59.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "950429bd94059d52ff9396d20ce0abc5b60ce4d569dedddd8cc0aa1b1c8ad752", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.39433013987985, \"dd_pct\": -66.3047696560848, \"calmar\": -0.9564850117280694, \"cagr_pct\": -63.41951838212721, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.398113456743579, \"sortino\": -1.8858252766764994}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 551.0868703715641, \"dd_pct\": -79.03050479311908, \"calmar\": 0.32274121741226525, \"cagr_pct\": 25.506401329637114, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 89.45053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.678327305286052, \"sortino\": 0.9712154983216759}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 175.42798413393297, \"dd_pct\": -79.03050479311908, \"calmar\": 0.4918111261505632, \"cagr_pct\": 38.868081562551374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.42324755989353, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8332358216631776, \"sortino\": 1.1900528586125203}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.39096528947988, \"dd_pct\": -76.5497899598504, \"calmar\": 0.2369706957071862, \"cagr_pct\": 18.140056983024728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.43501326259947, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.577400075563829, \"sortino\": 0.8282615861082273}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 551.0868703715641, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03050479311908, "% In Market": 89.45053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "929c5723e1c15f2550849452aa111c2ab3925d54e0e259d388aaf0b98936444d", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 629.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "a9b70e16c7ff972282877feb525444b648ee4329d135e135ee5734b0edb4d730", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.39433013987985, \"dd_pct\": -66.3047696560848, \"calmar\": -0.9564850117280694, \"cagr_pct\": -63.41951838212721, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.398113456743579, \"sortino\": -1.8858252766764994}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 551.0868703715641, \"dd_pct\": -79.03050479311908, \"calmar\": 0.32274121741226525, \"cagr_pct\": 25.506401329637114, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 89.45053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.678327305286052, \"sortino\": 0.9712154983216759}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 175.42798413393297, \"dd_pct\": -79.03050479311908, \"calmar\": 0.4918111261505632, \"cagr_pct\": 38.868081562551374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.42324755989353, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8332358216631776, \"sortino\": 1.1900528586125203}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.39096528947988, \"dd_pct\": -76.5497899598504, \"calmar\": 0.2369706957071862, \"cagr_pct\": 18.140056983024728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.43501326259947, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.577400075563829, \"sortino\": 0.8282615861082273}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 551.0868703715641, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03050479311908, "% In Market": 89.45053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "929c5723e1c15f2550849452aa111c2ab3925d54e0e259d388aaf0b98936444d", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 629.95, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "e58e18440e0c5b927e46d2091fd7806ae0818238a2e23cc2a347b9cafec51a1c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.39433013987985, \"dd_pct\": -66.3047696560848, \"calmar\": -0.9564850117280694, \"cagr_pct\": -63.41951838212721, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.398113456743579, \"sortino\": -1.8858252766764994}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 551.0868703715641, \"dd_pct\": -79.03050479311908, \"calmar\": 0.32274121741226525, \"cagr_pct\": 25.506401329637114, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 89.45053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.678327305286052, \"sortino\": 0.9712154983216759}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 175.42798413393297, \"dd_pct\": -79.03050479311908, \"calmar\": 0.4918111261505632, \"cagr_pct\": 38.868081562551374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.42324755989353, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8332358216631776, \"sortino\": 1.1900528586125203}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.39096528947988, \"dd_pct\": -76.5497899598504, \"calmar\": 0.2369706957071862, \"cagr_pct\": 18.140056983024728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.43501326259947, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.577400075563829, \"sortino\": 0.8282615861082273}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 551.0868703715641, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03050479311908, "% In Market": 89.45053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "929c5723e1c15f2550849452aa111c2ab3925d54e0e259d388aaf0b98936444d", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 630.05, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "59aab99ac3f9fd714c87fc14c546f27ef617bcb9a665bace7fe0cdb7e4b32c0b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.39433013987985, \"dd_pct\": -66.3047696560848, \"calmar\": -0.9564850117280694, \"cagr_pct\": -63.41951838212721, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.398113456743579, \"sortino\": -1.8858252766764994}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 551.0868703715641, \"dd_pct\": -79.03050479311908, \"calmar\": 0.32274121741226525, \"cagr_pct\": 25.506401329637114, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 89.45053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.678327305286052, \"sortino\": 0.9712154983216759}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 175.42798413393297, \"dd_pct\": -79.03050479311908, \"calmar\": 0.4918111261505632, \"cagr_pct\": 38.868081562551374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.42324755989353, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8332358216631776, \"sortino\": 1.1900528586125203}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.39096528947988, \"dd_pct\": -76.5497899598504, \"calmar\": 0.2369706957071862, \"cagr_pct\": 18.140056983024728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.43501326259947, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.577400075563829, \"sortino\": 0.8282615861082273}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 551.0868703715641, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03050479311908, "% In Market": 89.45053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "929c5723e1c15f2550849452aa111c2ab3925d54e0e259d388aaf0b98936444d", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 631.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "254191132d8e5c1de5ee506d91a5b43a4e4ad81aa2841a366c09b546b163899b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.39433013987985, \"dd_pct\": -66.3047696560848, \"calmar\": -0.9564850117280694, \"cagr_pct\": -63.41951838212721, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.398113456743579, \"sortino\": -1.8858252766764994}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 551.0868703715641, \"dd_pct\": -79.03050479311908, \"calmar\": 0.32274121741226525, \"cagr_pct\": 25.506401329637114, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 89.45053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.678327305286052, \"sortino\": 0.9712154983216759}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 175.42798413393297, \"dd_pct\": -79.03050479311908, \"calmar\": 0.4918111261505632, \"cagr_pct\": 38.868081562551374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.42324755989353, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8332358216631776, \"sortino\": 1.1900528586125203}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.39096528947988, \"dd_pct\": -76.5497899598504, \"calmar\": 0.2369706957071862, \"cagr_pct\": 18.140056983024728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.43501326259947, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.577400075563829, \"sortino\": 0.8282615861082273}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 551.0868703715641, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03050479311908, "% In Market": 89.45053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "929c5723e1c15f2550849452aa111c2ab3925d54e0e259d388aaf0b98936444d", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 729.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "84264ab9077f73a4e8b60f070566ac29f3d7cd3c38171f2fcca4dbba82d2daac", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.39433013987985, \"dd_pct\": -66.3047696560848, \"calmar\": -0.9564850117280694, \"cagr_pct\": -63.41951838212721, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.398113456743579, \"sortino\": -1.8858252766764994}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 551.0868703715641, \"dd_pct\": -79.03050479311908, \"calmar\": 0.32274121741226525, \"cagr_pct\": 25.506401329637114, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 89.45053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.678327305286052, \"sortino\": 0.9712154983216759}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 175.42798413393297, \"dd_pct\": -79.03050479311908, \"calmar\": 0.4918111261505632, \"cagr_pct\": 38.868081562551374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.42324755989353, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8332358216631776, \"sortino\": 1.1900528586125203}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.39096528947988, \"dd_pct\": -76.5497899598504, \"calmar\": 0.2369706957071862, \"cagr_pct\": 18.140056983024728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.43501326259947, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.577400075563829, \"sortino\": 0.8282615861082273}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 551.0868703715641, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03050479311908, "% In Market": 89.45053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "929c5723e1c15f2550849452aa111c2ab3925d54e0e259d388aaf0b98936444d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 729.95, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "33182413e2f62384009f9b29dc3fb5b342351f3849717d7e0739d3a098631b18", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.39433013987985, \"dd_pct\": -66.3047696560848, \"calmar\": -0.9564850117280694, \"cagr_pct\": -63.41951838212721, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.398113456743579, \"sortino\": -1.8858252766764994}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 551.0868703715641, \"dd_pct\": -79.03050479311908, \"calmar\": 0.32274121741226525, \"cagr_pct\": 25.506401329637114, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 89.45053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.678327305286052, \"sortino\": 0.9712154983216759}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 175.42798413393297, \"dd_pct\": -79.03050479311908, \"calmar\": 0.4918111261505632, \"cagr_pct\": 38.868081562551374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.42324755989353, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8332358216631776, \"sortino\": 1.1900528586125203}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.39096528947988, \"dd_pct\": -76.5497899598504, \"calmar\": 0.2369706957071862, \"cagr_pct\": 18.140056983024728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.43501326259947, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.577400075563829, \"sortino\": 0.8282615861082273}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 551.0868703715641, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03050479311908, "% In Market": 89.45053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "929c5723e1c15f2550849452aa111c2ab3925d54e0e259d388aaf0b98936444d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 730.05, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "78ae31fc9486a5dae7906c208bbd7c2c6b3942fc712da7283e4f204e90cc34cc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.39433013987985, \"dd_pct\": -66.3047696560848, \"calmar\": -0.9564850117280694, \"cagr_pct\": -63.41951838212721, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.398113456743579, \"sortino\": -1.8858252766764994}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 551.0868703715641, \"dd_pct\": -79.03050479311908, \"calmar\": 0.32274121741226525, \"cagr_pct\": 25.506401329637114, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 89.45053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.678327305286052, \"sortino\": 0.9712154983216759}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 175.42798413393297, \"dd_pct\": -79.03050479311908, \"calmar\": 0.4918111261505632, \"cagr_pct\": 38.868081562551374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.42324755989353, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8332358216631776, \"sortino\": 1.1900528586125203}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.39096528947988, \"dd_pct\": -76.5497899598504, \"calmar\": 0.2369706957071862, \"cagr_pct\": 18.140056983024728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.43501326259947, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.577400075563829, \"sortino\": 0.8282615861082273}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 551.0868703715641, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03050479311908, "% In Market": 89.45053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "929c5723e1c15f2550849452aa111c2ab3925d54e0e259d388aaf0b98936444d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 731.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "ef9e2cd3323a25af10312b1f50052e9829fc746dcdc0347ef7580ec76f9d4443", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.39433013987985, \"dd_pct\": -66.3047696560848, \"calmar\": -0.9564850117280694, \"cagr_pct\": -63.41951838212721, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.398113456743579, \"sortino\": -1.8858252766764994}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 551.0868703715641, \"dd_pct\": -79.03050479311908, \"calmar\": 0.32274121741226525, \"cagr_pct\": 25.506401329637114, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 89.45053120849934, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.678327305286052, \"sortino\": 0.9712154983216759}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 175.42798413393297, \"dd_pct\": -79.03050479311908, \"calmar\": 0.4918111261505632, \"cagr_pct\": 38.868081562551374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.42324755989353, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8332358216631776, \"sortino\": 1.1900528586125203}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.39096528947988, \"dd_pct\": -76.5497899598504, \"calmar\": 0.2369706957071862, \"cagr_pct\": 18.140056983024728, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.43501326259947, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.577400075563829, \"sortino\": 0.8282615861082273}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 551.0868703715641, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03050479311908, "% In Market": 89.45053120849934, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "929c5723e1c15f2550849452aa111c2ab3925d54e0e259d388aaf0b98936444d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -280.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": 220.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "ff8cf4d432d83232577a2a665eb13cb5b52b0a0dba6f47240d3c8bad6a5ad016", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -17.87204946255635, \"dd_pct\": -58.32379962643293, \"calmar\": -0.3066179568372652, \"cagr_pct\": -17.883124276442917, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 52.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020622762116751042, \"sortino\": -0.029043354585588002}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.26755254667841, \"dd_pct\": -25.725306161033114, \"calmar\": -0.632751817541755, \"cagr_pct\": -16.27773423021181, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 22.808219178082194, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.43801018287199445, \"sortino\": -0.6122189814462229}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.33550926260423, \"dd_pct\": -20.080465610039155, \"calmar\": 3.655334871531899, \"cagr_pct\": 73.40082618097318, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7419428227608365, \"sortino\": 2.6905704040149145}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.802159456180384, \"dd_pct\": -39.6139366839228, \"calmar\": 0.7950864503634174, \"cagr_pct\": 31.496504302941347, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.25912408759125, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7941098563435129, \"sortino\": 1.1264718872102577}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.483454656065263, \"dd_pct\": -26.757559462957392, \"calmar\": -1.0303324082833645, \"cagr_pct\": -27.569180681254217, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 44.867549668874176, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9555863902869107, \"sortino\": -1.2157990409927297}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 251.70712337536511, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24157057849643612, \"cagr_pct\": 16.474975098322012, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 60.36686586985391, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5627133393056184, \"sortino\": 0.7870460751592661}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.68982718957214, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24708279525121157, \"cagr_pct\": 16.85090512397627, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 49.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.565585081605992, \"sortino\": 0.7698943638843969}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.51963589088881, \"dd_pct\": -58.32379962643293, \"calmar\": 0.27863055688385735, \"cagr_pct\": 16.25079276949552, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 66.73740053050398, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.562279334912492, \"sortino\": 0.8035905977873224}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.009202666736547, \"dd_pct\": -30.248947949784398, \"calmar\": -0.4689613861918566, \"cagr_pct\": -14.18558856137621, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.821325648414984, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5359678591315873, \"sortino\": -0.799327758446722}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 251.70712337536511, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.19942726827168, "% In Market": 60.36686586985391, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.24708279525121157, "Sub1_Sortino": 0.7698943638843969, "Sub1_Trades": 12, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.009202666736547, "OOS_Sortino Ratio": -0.799327758446722, "OOS_Calmar Ratio": -0.4689613861918566, "OOS_Max Drawdown %": -30.248947949784398, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a831e9a5d11c8de6e2f7197f4d7ac16a66e81f41c1b926ce6ba80ca7b3a271e5", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -281.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": 220.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "2b7fe55f51167434b8294d61cad517d1c09dad38458de99f11ecf27136fe609d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -17.87204946255635, \"dd_pct\": -58.32379962643293, \"calmar\": -0.3066179568372652, \"cagr_pct\": -17.883124276442917, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 52.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020622762116751042, \"sortino\": -0.029043354585588002}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.26755254667841, \"dd_pct\": -25.725306161033114, \"calmar\": -0.632751817541755, \"cagr_pct\": -16.27773423021181, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 22.808219178082194, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.43801018287199445, \"sortino\": -0.6122189814462229}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.33550926260423, \"dd_pct\": -20.080465610039155, \"calmar\": 3.655334871531899, \"cagr_pct\": 73.40082618097318, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7419428227608365, \"sortino\": 2.6905704040149145}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 25.539417432442015, \"dd_pct\": -38.26793239377876, \"calmar\": 0.9255299252604581, \"cagr_pct\": 35.41811660828632, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.44160583941606, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8507870902888178, \"sortino\": 1.2103184457147522}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.483454656065263, \"dd_pct\": -26.757559462957392, \"calmar\": -1.0303324082833645, \"cagr_pct\": -27.569180681254217, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 44.867549668874176, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9555863902869107, \"sortino\": -1.2157990409927297}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 259.5466689748123, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24614231999623554, \"cagr_pct\": 16.78676525022692, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 60.383466135458164, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.568459699494573, \"sortino\": 0.7953362513928868}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.68982718957214, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24708279525121157, \"cagr_pct\": 16.85090512397627, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 49.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.565585081605992, \"sortino\": 0.7698943638843969}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 122.36814475239828, \"dd_pct\": -58.32379962643293, \"calmar\": 0.28716294818566385, \"cagr_pct\": 16.748434250116397, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 66.76392572944297, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5718798247826022, \"sortino\": 0.817761512875299}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.009202666736547, \"dd_pct\": -30.248947949784398, \"calmar\": -0.4689613861918566, \"cagr_pct\": -14.18558856137621, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.821325648414984, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5359678591315873, \"sortino\": -0.799327758446722}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 259.5466689748123, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.19942726827168, "% In Market": 60.383466135458164, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.24708279525121157, "Sub1_Sortino": 0.7698943638843969, "Sub1_Trades": 12, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.009202666736547, "OOS_Sortino Ratio": -0.799327758446722, "OOS_Calmar Ratio": -0.4689613861918566, "OOS_Max Drawdown %": -30.248947949784398, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a831e9a5d11c8de6e2f7197f4d7ac16a66e81f41c1b926ce6ba80ca7b3a271e5", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -280.05, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": 220.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "87902249c80d526cb51584d5b19c95d6ca05ce23ee7972bf0367da604cbfc803", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -17.87204946255635, \"dd_pct\": -58.32379962643293, \"calmar\": -0.3066179568372652, \"cagr_pct\": -17.883124276442917, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 52.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020622762116751042, \"sortino\": -0.029043354585588002}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.26755254667841, \"dd_pct\": -25.725306161033114, \"calmar\": -0.632751817541755, \"cagr_pct\": -16.27773423021181, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 22.808219178082194, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.43801018287199445, \"sortino\": -0.6122189814462229}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.33550926260423, \"dd_pct\": -20.080465610039155, \"calmar\": 3.655334871531899, \"cagr_pct\": 73.40082618097318, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7419428227608365, \"sortino\": 2.6905704040149145}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.802159456180384, \"dd_pct\": -39.6139366839228, \"calmar\": 0.7950864503634174, \"cagr_pct\": 31.496504302941347, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.25912408759125, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7941098563435129, \"sortino\": 1.1264718872102577}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.483454656065263, \"dd_pct\": -26.757559462957392, \"calmar\": -1.0303324082833645, \"cagr_pct\": -27.569180681254217, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 44.867549668874176, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9555863902869107, \"sortino\": -1.2157990409927297}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 251.70712337536511, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24157057849643612, \"cagr_pct\": 16.474975098322012, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 60.36686586985391, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5627133393056184, \"sortino\": 0.7870460751592661}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.68982718957214, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24708279525121157, \"cagr_pct\": 16.85090512397627, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 49.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.565585081605992, \"sortino\": 0.7698943638843969}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.51963589088881, \"dd_pct\": -58.32379962643293, \"calmar\": 0.27863055688385735, \"cagr_pct\": 16.25079276949552, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 66.73740053050398, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.562279334912492, \"sortino\": 0.8035905977873224}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.009202666736547, \"dd_pct\": -30.248947949784398, \"calmar\": -0.4689613861918566, \"cagr_pct\": -14.18558856137621, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.821325648414984, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5359678591315873, \"sortino\": -0.799327758446722}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 251.70712337536511, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.19942726827168, "% In Market": 60.36686586985391, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.24708279525121157, "Sub1_Sortino": 0.7698943638843969, "Sub1_Trades": 12, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.009202666736547, "OOS_Sortino Ratio": -0.799327758446722, "OOS_Calmar Ratio": -0.4689613861918566, "OOS_Max Drawdown %": -30.248947949784398, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a831e9a5d11c8de6e2f7197f4d7ac16a66e81f41c1b926ce6ba80ca7b3a271e5", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -279.95, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": 220.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "547f9dfd6aae15d0f5aed510188950ec68a5036a0619a3738012ee1b8ad1e53c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -17.87204946255635, \"dd_pct\": -58.32379962643293, \"calmar\": -0.3066179568372652, \"cagr_pct\": -17.883124276442917, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 52.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020622762116751042, \"sortino\": -0.029043354585588002}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.26755254667841, \"dd_pct\": -25.725306161033114, \"calmar\": -0.632751817541755, \"cagr_pct\": -16.27773423021181, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 22.808219178082194, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.43801018287199445, \"sortino\": -0.6122189814462229}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.33550926260423, \"dd_pct\": -20.080465610039155, \"calmar\": 3.655334871531899, \"cagr_pct\": 73.40082618097318, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7419428227608365, \"sortino\": 2.6905704040149145}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.802159456180384, \"dd_pct\": -39.6139366839228, \"calmar\": 0.7950864503634174, \"cagr_pct\": 31.496504302941347, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.25912408759125, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7941098563435129, \"sortino\": 1.1264718872102577}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.483454656065263, \"dd_pct\": -26.757559462957392, \"calmar\": -1.0303324082833645, \"cagr_pct\": -27.569180681254217, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 44.867549668874176, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9555863902869107, \"sortino\": -1.2157990409927297}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 251.70712337536511, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24157057849643612, \"cagr_pct\": 16.474975098322012, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 60.36686586985391, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5627133393056184, \"sortino\": 0.7870460751592661}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.68982718957214, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24708279525121157, \"cagr_pct\": 16.85090512397627, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 49.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.565585081605992, \"sortino\": 0.7698943638843969}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.51963589088881, \"dd_pct\": -58.32379962643293, \"calmar\": 0.27863055688385735, \"cagr_pct\": 16.25079276949552, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 66.73740053050398, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.562279334912492, \"sortino\": 0.8035905977873224}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.009202666736547, \"dd_pct\": -30.248947949784398, \"calmar\": -0.4689613861918566, \"cagr_pct\": -14.18558856137621, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.821325648414984, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5359678591315873, \"sortino\": -0.799327758446722}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 251.70712337536511, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.19942726827168, "% In Market": 60.36686586985391, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.24708279525121157, "Sub1_Sortino": 0.7698943638843969, "Sub1_Trades": 12, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.009202666736547, "OOS_Sortino Ratio": -0.799327758446722, "OOS_Calmar Ratio": -0.4689613861918566, "OOS_Max Drawdown %": -30.248947949784398, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a831e9a5d11c8de6e2f7197f4d7ac16a66e81f41c1b926ce6ba80ca7b3a271e5", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -279.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": 220.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "7a32a5ec9ccfed54480f15463953d001af94ec49615970d1e58d457d486ae946", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -17.87204946255635, \"dd_pct\": -58.32379962643293, \"calmar\": -0.3066179568372652, \"cagr_pct\": -17.883124276442917, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 52.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020622762116751042, \"sortino\": -0.029043354585588002}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.26755254667841, \"dd_pct\": -25.725306161033114, \"calmar\": -0.632751817541755, \"cagr_pct\": -16.27773423021181, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 22.808219178082194, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.43801018287199445, \"sortino\": -0.6122189814462229}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.33550926260423, \"dd_pct\": -20.080465610039155, \"calmar\": 3.655334871531899, \"cagr_pct\": 73.40082618097318, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7419428227608365, \"sortino\": 2.6905704040149145}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.802159456180384, \"dd_pct\": -39.6139366839228, \"calmar\": 0.7950864503634174, \"cagr_pct\": 31.496504302941347, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.25912408759125, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7941098563435129, \"sortino\": 1.1264718872102577}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.483454656065263, \"dd_pct\": -26.757559462957392, \"calmar\": -1.0303324082833645, \"cagr_pct\": -27.569180681254217, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 44.867549668874176, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9555863902869107, \"sortino\": -1.2157990409927297}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 251.70712337536511, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24157057849643612, \"cagr_pct\": 16.474975098322012, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 60.36686586985391, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5627133393056184, \"sortino\": 0.7870460751592661}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.68982718957214, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24708279525121157, \"cagr_pct\": 16.85090512397627, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 49.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.565585081605992, \"sortino\": 0.7698943638843969}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.51963589088881, \"dd_pct\": -58.32379962643293, \"calmar\": 0.27863055688385735, \"cagr_pct\": 16.25079276949552, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 66.73740053050398, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.562279334912492, \"sortino\": 0.8035905977873224}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.009202666736547, \"dd_pct\": -30.248947949784398, \"calmar\": -0.4689613861918566, \"cagr_pct\": -14.18558856137621, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.821325648414984, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5359678591315873, \"sortino\": -0.799327758446722}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 251.70712337536511, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.19942726827168, "% In Market": 60.36686586985391, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.24708279525121157, "Sub1_Sortino": 0.7698943638843969, "Sub1_Trades": 12, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.009202666736547, "OOS_Sortino Ratio": -0.799327758446722, "OOS_Calmar Ratio": -0.4689613861918566, "OOS_Max Drawdown %": -30.248947949784398, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a831e9a5d11c8de6e2f7197f4d7ac16a66e81f41c1b926ce6ba80ca7b3a271e5", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -280.0, "i_long_exit_activation_threshold": 339.0, "i_long_exit_activation_confirmation_threshold": 220.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "8f0513b9f791dae1575860c147d726f32d584951ee331151e6b7b36a8edeb87b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -17.87204946255635, \"dd_pct\": -58.32379962643293, \"calmar\": -0.3066179568372652, \"cagr_pct\": -17.883124276442917, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 52.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020622762116751042, \"sortino\": -0.029043354585588002}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.26755254667841, \"dd_pct\": -25.725306161033114, \"calmar\": -0.632751817541755, \"cagr_pct\": -16.27773423021181, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 22.808219178082194, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.43801018287199445, \"sortino\": -0.6122189814462229}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.33550926260423, \"dd_pct\": -20.080465610039155, \"calmar\": 3.655334871531899, \"cagr_pct\": 73.40082618097318, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7419428227608365, \"sortino\": 2.6905704040149145}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.802159456180384, \"dd_pct\": -39.6139366839228, \"calmar\": 0.7950864503634174, \"cagr_pct\": 31.496504302941347, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.25912408759125, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7941098563435129, \"sortino\": 1.1264718872102577}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.483454656065263, \"dd_pct\": -26.757559462957392, \"calmar\": -1.0303324082833645, \"cagr_pct\": -27.569180681254217, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 44.867549668874176, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9555863902869107, \"sortino\": -1.2157990409927297}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 251.70712337536511, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24157057849643612, \"cagr_pct\": 16.474975098322012, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 60.36686586985391, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5627133393056184, \"sortino\": 0.7870460751592661}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.68982718957214, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24708279525121157, \"cagr_pct\": 16.85090512397627, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 49.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.565585081605992, \"sortino\": 0.7698943638843969}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.51963589088881, \"dd_pct\": -58.32379962643293, \"calmar\": 0.27863055688385735, \"cagr_pct\": 16.25079276949552, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 66.73740053050398, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.562279334912492, \"sortino\": 0.8035905977873224}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.009202666736547, \"dd_pct\": -30.248947949784398, \"calmar\": -0.4689613861918566, \"cagr_pct\": -14.18558856137621, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.821325648414984, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5359678591315873, \"sortino\": -0.799327758446722}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 251.70712337536511, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.19942726827168, "% In Market": 60.36686586985391, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.24708279525121157, "Sub1_Sortino": 0.7698943638843969, "Sub1_Trades": 12, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.009202666736547, "OOS_Sortino Ratio": -0.799327758446722, "OOS_Calmar Ratio": -0.4689613861918566, "OOS_Max Drawdown %": -30.248947949784398, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a831e9a5d11c8de6e2f7197f4d7ac16a66e81f41c1b926ce6ba80ca7b3a271e5", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -280.0, "i_long_exit_activation_threshold": 339.95, "i_long_exit_activation_confirmation_threshold": 220.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "22e2f6aa37ed704998fdc1b49bb45a76a409a4863e5cb94ef98cb585019c5551", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -17.87204946255635, \"dd_pct\": -58.32379962643293, \"calmar\": -0.3066179568372652, \"cagr_pct\": -17.883124276442917, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 52.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020622762116751042, \"sortino\": -0.029043354585588002}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.26755254667841, \"dd_pct\": -25.725306161033114, \"calmar\": -0.632751817541755, \"cagr_pct\": -16.27773423021181, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 22.808219178082194, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.43801018287199445, \"sortino\": -0.6122189814462229}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.33550926260423, \"dd_pct\": -20.080465610039155, \"calmar\": 3.655334871531899, \"cagr_pct\": 73.40082618097318, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7419428227608365, \"sortino\": 2.6905704040149145}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.802159456180384, \"dd_pct\": -39.6139366839228, \"calmar\": 0.7950864503634174, \"cagr_pct\": 31.496504302941347, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.25912408759125, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7941098563435129, \"sortino\": 1.1264718872102577}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.483454656065263, \"dd_pct\": -26.757559462957392, \"calmar\": -1.0303324082833645, \"cagr_pct\": -27.569180681254217, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 44.867549668874176, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9555863902869107, \"sortino\": -1.2157990409927297}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 251.70712337536511, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24157057849643612, \"cagr_pct\": 16.474975098322012, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 60.36686586985391, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5627133393056184, \"sortino\": 0.7870460751592661}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.68982718957214, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24708279525121157, \"cagr_pct\": 16.85090512397627, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 49.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.565585081605992, \"sortino\": 0.7698943638843969}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.51963589088881, \"dd_pct\": -58.32379962643293, \"calmar\": 0.27863055688385735, \"cagr_pct\": 16.25079276949552, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 66.73740053050398, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.562279334912492, \"sortino\": 0.8035905977873224}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.009202666736547, \"dd_pct\": -30.248947949784398, \"calmar\": -0.4689613861918566, \"cagr_pct\": -14.18558856137621, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.821325648414984, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5359678591315873, \"sortino\": -0.799327758446722}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 251.70712337536511, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.19942726827168, "% In Market": 60.36686586985391, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.24708279525121157, "Sub1_Sortino": 0.7698943638843969, "Sub1_Trades": 12, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.009202666736547, "OOS_Sortino Ratio": -0.799327758446722, "OOS_Calmar Ratio": -0.4689613861918566, "OOS_Max Drawdown %": -30.248947949784398, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a831e9a5d11c8de6e2f7197f4d7ac16a66e81f41c1b926ce6ba80ca7b3a271e5", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -280.0, "i_long_exit_activation_threshold": 340.05, "i_long_exit_activation_confirmation_threshold": 220.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "64c2bc34ef86a52d6593fbfe4d2bd2716b2c43a11c7ec73e4da79208f104f650", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -17.87204946255635, \"dd_pct\": -58.32379962643293, \"calmar\": -0.3066179568372652, \"cagr_pct\": -17.883124276442917, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 52.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020622762116751042, \"sortino\": -0.029043354585588002}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.26755254667841, \"dd_pct\": -25.725306161033114, \"calmar\": -0.632751817541755, \"cagr_pct\": -16.27773423021181, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 22.808219178082194, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.43801018287199445, \"sortino\": -0.6122189814462229}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.33550926260423, \"dd_pct\": -20.080465610039155, \"calmar\": 3.655334871531899, \"cagr_pct\": 73.40082618097318, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7419428227608365, \"sortino\": 2.6905704040149145}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.802159456180384, \"dd_pct\": -39.6139366839228, \"calmar\": 0.7950864503634174, \"cagr_pct\": 31.496504302941347, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.25912408759125, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7941098563435129, \"sortino\": 1.1264718872102577}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.483454656065263, \"dd_pct\": -26.757559462957392, \"calmar\": -1.0303324082833645, \"cagr_pct\": -27.569180681254217, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 44.867549668874176, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9555863902869107, \"sortino\": -1.2157990409927297}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 251.70712337536511, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24157057849643612, \"cagr_pct\": 16.474975098322012, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 60.36686586985391, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5627133393056184, \"sortino\": 0.7870460751592661}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.68982718957214, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24708279525121157, \"cagr_pct\": 16.85090512397627, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 49.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.565585081605992, \"sortino\": 0.7698943638843969}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.51963589088881, \"dd_pct\": -58.32379962643293, \"calmar\": 0.27863055688385735, \"cagr_pct\": 16.25079276949552, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 66.73740053050398, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.562279334912492, \"sortino\": 0.8035905977873224}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.009202666736547, \"dd_pct\": -30.248947949784398, \"calmar\": -0.4689613861918566, \"cagr_pct\": -14.18558856137621, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.821325648414984, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5359678591315873, \"sortino\": -0.799327758446722}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 251.70712337536511, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.19942726827168, "% In Market": 60.36686586985391, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.24708279525121157, "Sub1_Sortino": 0.7698943638843969, "Sub1_Trades": 12, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.009202666736547, "OOS_Sortino Ratio": -0.799327758446722, "OOS_Calmar Ratio": -0.4689613861918566, "OOS_Max Drawdown %": -30.248947949784398, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a831e9a5d11c8de6e2f7197f4d7ac16a66e81f41c1b926ce6ba80ca7b3a271e5", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -280.0, "i_long_exit_activation_threshold": 341.0, "i_long_exit_activation_confirmation_threshold": 220.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "4db60ef650c62f36025286bc8ffc9b6c74f23cbac02ca7c588a4e1817c0d75c6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -17.87204946255635, \"dd_pct\": -58.32379962643293, \"calmar\": -0.3066179568372652, \"cagr_pct\": -17.883124276442917, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 52.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020622762116751042, \"sortino\": -0.029043354585588002}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.26755254667841, \"dd_pct\": -25.725306161033114, \"calmar\": -0.632751817541755, \"cagr_pct\": -16.27773423021181, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 22.808219178082194, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.43801018287199445, \"sortino\": -0.6122189814462229}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.33550926260423, \"dd_pct\": -20.080465610039155, \"calmar\": 3.655334871531899, \"cagr_pct\": 73.40082618097318, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7419428227608365, \"sortino\": 2.6905704040149145}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.802159456180384, \"dd_pct\": -39.6139366839228, \"calmar\": 0.7950864503634174, \"cagr_pct\": 31.496504302941347, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.25912408759125, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7941098563435129, \"sortino\": 1.1264718872102577}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.483454656065263, \"dd_pct\": -26.757559462957392, \"calmar\": -1.0303324082833645, \"cagr_pct\": -27.569180681254217, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 44.867549668874176, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9555863902869107, \"sortino\": -1.2157990409927297}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 251.70712337536511, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24157057849643612, \"cagr_pct\": 16.474975098322012, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 60.36686586985391, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5627133393056184, \"sortino\": 0.7870460751592661}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.68982718957214, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24708279525121157, \"cagr_pct\": 16.85090512397627, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 49.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.565585081605992, \"sortino\": 0.7698943638843969}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.51963589088881, \"dd_pct\": -58.32379962643293, \"calmar\": 0.27863055688385735, \"cagr_pct\": 16.25079276949552, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 66.73740053050398, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.562279334912492, \"sortino\": 0.8035905977873224}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.009202666736547, \"dd_pct\": -30.248947949784398, \"calmar\": -0.4689613861918566, \"cagr_pct\": -14.18558856137621, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.821325648414984, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5359678591315873, \"sortino\": -0.799327758446722}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 251.70712337536511, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.19942726827168, "% In Market": 60.36686586985391, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.24708279525121157, "Sub1_Sortino": 0.7698943638843969, "Sub1_Trades": 12, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.009202666736547, "OOS_Sortino Ratio": -0.799327758446722, "OOS_Calmar Ratio": -0.4689613861918566, "OOS_Max Drawdown %": -30.248947949784398, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a831e9a5d11c8de6e2f7197f4d7ac16a66e81f41c1b926ce6ba80ca7b3a271e5", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -280.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": 219.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "5c84bd551cd9b8ec98a15eac214ccf3eca8e10a333b7aad7ce43529a68d10508", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -17.87204946255635, \"dd_pct\": -58.32379962643293, \"calmar\": -0.3066179568372652, \"cagr_pct\": -17.883124276442917, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 52.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020622762116751042, \"sortino\": -0.029043354585588002}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.26755254667841, \"dd_pct\": -25.725306161033114, \"calmar\": -0.632751817541755, \"cagr_pct\": -16.27773423021181, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 22.808219178082194, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.43801018287199445, \"sortino\": -0.6122189814462229}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.33550926260423, \"dd_pct\": -20.080465610039155, \"calmar\": 3.655334871531899, \"cagr_pct\": 73.40082618097318, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7419428227608365, \"sortino\": 2.6905704040149145}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.802159456180384, \"dd_pct\": -39.6139366839228, \"calmar\": 0.7950864503634174, \"cagr_pct\": 31.496504302941347, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.25912408759125, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7941098563435129, \"sortino\": 1.1264718872102577}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.483454656065263, \"dd_pct\": -26.757559462957392, \"calmar\": -1.0303324082833645, \"cagr_pct\": -27.569180681254217, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 44.867549668874176, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9555863902869107, \"sortino\": -1.2157990409927297}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 251.70712337536511, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24157057849643612, \"cagr_pct\": 16.474975098322012, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 60.36686586985391, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5627133393056184, \"sortino\": 0.7870460751592661}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.68982718957214, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24708279525121157, \"cagr_pct\": 16.85090512397627, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 49.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.565585081605992, \"sortino\": 0.7698943638843969}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.51963589088881, \"dd_pct\": -58.32379962643293, \"calmar\": 0.27863055688385735, \"cagr_pct\": 16.25079276949552, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 66.73740053050398, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.562279334912492, \"sortino\": 0.8035905977873224}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.009202666736547, \"dd_pct\": -30.248947949784398, \"calmar\": -0.4689613861918566, \"cagr_pct\": -14.18558856137621, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.821325648414984, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5359678591315873, \"sortino\": -0.799327758446722}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 251.70712337536511, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.19942726827168, "% In Market": 60.36686586985391, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.24708279525121157, "Sub1_Sortino": 0.7698943638843969, "Sub1_Trades": 12, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.009202666736547, "OOS_Sortino Ratio": -0.799327758446722, "OOS_Calmar Ratio": -0.4689613861918566, "OOS_Max Drawdown %": -30.248947949784398, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a831e9a5d11c8de6e2f7197f4d7ac16a66e81f41c1b926ce6ba80ca7b3a271e5", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -280.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": 219.95, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "0f155ce517f6f9958599b9cf55ad187c9188d5e00f2f7f1e1da26f57af1e37e3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -17.87204946255635, \"dd_pct\": -58.32379962643293, \"calmar\": -0.3066179568372652, \"cagr_pct\": -17.883124276442917, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 52.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020622762116751042, \"sortino\": -0.029043354585588002}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.26755254667841, \"dd_pct\": -25.725306161033114, \"calmar\": -0.632751817541755, \"cagr_pct\": -16.27773423021181, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 22.808219178082194, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.43801018287199445, \"sortino\": -0.6122189814462229}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.33550926260423, \"dd_pct\": -20.080465610039155, \"calmar\": 3.655334871531899, \"cagr_pct\": 73.40082618097318, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7419428227608365, \"sortino\": 2.6905704040149145}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.802159456180384, \"dd_pct\": -39.6139366839228, \"calmar\": 0.7950864503634174, \"cagr_pct\": 31.496504302941347, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.25912408759125, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7941098563435129, \"sortino\": 1.1264718872102577}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.483454656065263, \"dd_pct\": -26.757559462957392, \"calmar\": -1.0303324082833645, \"cagr_pct\": -27.569180681254217, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 44.867549668874176, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9555863902869107, \"sortino\": -1.2157990409927297}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 251.70712337536511, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24157057849643612, \"cagr_pct\": 16.474975098322012, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 60.36686586985391, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5627133393056184, \"sortino\": 0.7870460751592661}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.68982718957214, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24708279525121157, \"cagr_pct\": 16.85090512397627, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 49.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.565585081605992, \"sortino\": 0.7698943638843969}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.51963589088881, \"dd_pct\": -58.32379962643293, \"calmar\": 0.27863055688385735, \"cagr_pct\": 16.25079276949552, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 66.73740053050398, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.562279334912492, \"sortino\": 0.8035905977873224}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.009202666736547, \"dd_pct\": -30.248947949784398, \"calmar\": -0.4689613861918566, \"cagr_pct\": -14.18558856137621, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.821325648414984, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5359678591315873, \"sortino\": -0.799327758446722}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 251.70712337536511, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.19942726827168, "% In Market": 60.36686586985391, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.24708279525121157, "Sub1_Sortino": 0.7698943638843969, "Sub1_Trades": 12, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.009202666736547, "OOS_Sortino Ratio": -0.799327758446722, "OOS_Calmar Ratio": -0.4689613861918566, "OOS_Max Drawdown %": -30.248947949784398, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a831e9a5d11c8de6e2f7197f4d7ac16a66e81f41c1b926ce6ba80ca7b3a271e5", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -280.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": 220.05, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "18141a8fa392043cabd290efd33180ac2b76c0271606e723654d9967d083664b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -17.87204946255635, \"dd_pct\": -58.32379962643293, \"calmar\": -0.3066179568372652, \"cagr_pct\": -17.883124276442917, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 52.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020622762116751042, \"sortino\": -0.029043354585588002}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.26755254667841, \"dd_pct\": -25.725306161033114, \"calmar\": -0.632751817541755, \"cagr_pct\": -16.27773423021181, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 22.808219178082194, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.43801018287199445, \"sortino\": -0.6122189814462229}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.33550926260423, \"dd_pct\": -20.080465610039155, \"calmar\": 3.655334871531899, \"cagr_pct\": 73.40082618097318, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7419428227608365, \"sortino\": 2.6905704040149145}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.802159456180384, \"dd_pct\": -39.6139366839228, \"calmar\": 0.7950864503634174, \"cagr_pct\": 31.496504302941347, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.25912408759125, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7941098563435129, \"sortino\": 1.1264718872102577}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.483454656065263, \"dd_pct\": -26.757559462957392, \"calmar\": -1.0303324082833645, \"cagr_pct\": -27.569180681254217, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 44.867549668874176, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9555863902869107, \"sortino\": -1.2157990409927297}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 251.70712337536511, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24157057849643612, \"cagr_pct\": 16.474975098322012, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 60.36686586985391, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5627133393056184, \"sortino\": 0.7870460751592661}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.68982718957214, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24708279525121157, \"cagr_pct\": 16.85090512397627, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 49.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.565585081605992, \"sortino\": 0.7698943638843969}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.51963589088881, \"dd_pct\": -58.32379962643293, \"calmar\": 0.27863055688385735, \"cagr_pct\": 16.25079276949552, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 66.73740053050398, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.562279334912492, \"sortino\": 0.8035905977873224}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.009202666736547, \"dd_pct\": -30.248947949784398, \"calmar\": -0.4689613861918566, \"cagr_pct\": -14.18558856137621, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.821325648414984, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5359678591315873, \"sortino\": -0.799327758446722}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 251.70712337536511, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.19942726827168, "% In Market": 60.36686586985391, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.24708279525121157, "Sub1_Sortino": 0.7698943638843969, "Sub1_Trades": 12, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.009202666736547, "OOS_Sortino Ratio": -0.799327758446722, "OOS_Calmar Ratio": -0.4689613861918566, "OOS_Max Drawdown %": -30.248947949784398, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a831e9a5d11c8de6e2f7197f4d7ac16a66e81f41c1b926ce6ba80ca7b3a271e5", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -280.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": 221.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "323d4e221de8a261c50170700139b45bcb459a43746fb2e99400f9122b21e802", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -17.87204946255635, \"dd_pct\": -58.32379962643293, \"calmar\": -0.3066179568372652, \"cagr_pct\": -17.883124276442917, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 52.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.020622762116751042, \"sortino\": -0.029043354585588002}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.26755254667841, \"dd_pct\": -25.725306161033114, \"calmar\": -0.632751817541755, \"cagr_pct\": -16.27773423021181, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 22.808219178082194, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.43801018287199445, \"sortino\": -0.6122189814462229}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 73.33550926260423, \"dd_pct\": -20.080465610039155, \"calmar\": 3.655334871531899, \"cagr_pct\": 73.40082618097318, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 80.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7419428227608365, \"sortino\": 2.6905704040149145}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.802159456180384, \"dd_pct\": -39.6139366839228, \"calmar\": 0.7950864503634174, \"cagr_pct\": 31.496504302941347, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.25912408759125, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7941098563435129, \"sortino\": 1.1264718872102577}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.483454656065263, \"dd_pct\": -26.757559462957392, \"calmar\": -1.0303324082833645, \"cagr_pct\": -27.569180681254217, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 44.867549668874176, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9555863902869107, \"sortino\": -1.2157990409927297}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 251.70712337536511, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24157057849643612, \"cagr_pct\": 16.474975098322012, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 60.36686586985391, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5627133393056184, \"sortino\": 0.7870460751592661}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 61.68982718957214, \"dd_pct\": -68.19942726827168, \"calmar\": 0.24708279525121157, \"cagr_pct\": 16.85090512397627, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 49.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.565585081605992, \"sortino\": 0.7698943638843969}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.51963589088881, \"dd_pct\": -58.32379962643293, \"calmar\": 0.27863055688385735, \"cagr_pct\": 16.25079276949552, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 66.73740053050398, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.562279334912492, \"sortino\": 0.8035905977873224}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.009202666736547, \"dd_pct\": -30.248947949784398, \"calmar\": -0.4689613861918566, \"cagr_pct\": -14.18558856137621, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.821325648414984, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5359678591315873, \"sortino\": -0.799327758446722}]", "Additional_Threshold_Budget": 0, "Total Trades": 24, "Total P&L %": 251.70712337536511, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.19942726827168, "% In Market": 60.36686586985391, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.24708279525121157, "Sub1_Sortino": 0.7698943638843969, "Sub1_Trades": 12, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 12, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.009202666736547, "OOS_Sortino Ratio": -0.799327758446722, "OOS_Calmar Ratio": -0.4689613861918566, "OOS_Max Drawdown %": -30.248947949784398, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a831e9a5d11c8de6e2f7197f4d7ac16a66e81f41c1b926ce6ba80ca7b3a271e5", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -50.0, "i_long_exit_activation_threshold": -640.0, "i_long_exit_activation_confirmation_threshold": 0.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "1d3e2ee8bd626a2275cbf60605ff382aedc31e685feb26c972ebb39aa4ff4853", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 36.276920169840146, \"dd_pct\": -37.3575505736516, \"calmar\": 0.9718467423771737, \"cagr_pct\": 36.30581382819382, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 16.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0232360137580219, \"sortino\": 1.5631865267547012}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.12500234061112, \"dd_pct\": -41.9019469695066, \"calmar\": -0.9819677589883644, \"cagr_pct\": -41.146360962895685, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.780821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.412781351764973, \"sortino\": -2.8509965774674733}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.46565176068012, \"dd_pct\": -6.1151166244050925, \"calmar\": 4.494900451044457, \"cagr_pct\": 27.486840473227907, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 15.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5362718184245185, \"sortino\": 2.4121131699401785}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.93086894372822, \"dd_pct\": -35.49943816825615, \"calmar\": -0.7918279217372864, \"cagr_pct\": -28.109446347611566, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 19.251824817518248, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0230796264057833, \"sortino\": -1.3761731619527413}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 30.537510852378304, \"dd_pct\": -9.465368964419863, \"calmar\": 3.2287531371734923, \"cagr_pct\": 30.561339738375242, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 20.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.530321109701328, \"sortino\": 2.565679959086154}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -0.15902270934808893, \"dd_pct\": -11.264761187440941, \"calmar\": -0.0341083187340361, \"cagr_pct\": -0.38422206504403467, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 8.27814569536424, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.052044491223676013, \"sortino\": 0.06696987744594472}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.1124713013376364, \"dd_pct\": -63.33655732932626, \"calmar\": -0.002140435006571932, \"cagr_pct\": -0.13556778450343998, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 12.5332005312085, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11856556494218981, \"sortino\": 0.1710802781525033}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -4.967611747789446, \"dd_pct\": -55.83058602136043, \"calmar\": -0.0293344606251384, \"cagr_pct\": -1.6377601273219997, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 8.740017746228926, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.059961738077650074, \"sortino\": 0.08768726020710273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.0566595424506025, \"dd_pct\": -49.46927292237239, \"calmar\": 0.01563588929034446, \"cagr_pct\": 0.7734960746880497, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 14.801061007957559, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15441983759812483, \"sortino\": 0.2210077693963602}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.677129723117815, \"dd_pct\": -0.8936447133859882, \"calmar\": 51.4276761657554, \"cagr_pct\": 45.9580709272539, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 3.170028818443804, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 3.259169003762927, \"sortino\": 32.397477688353185}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": -1.1124713013376364, "Sharpe Ratio": 0.11856556494218981, "Sortino Ratio": 0.1710802781525033, "Calmar Ratio": -0.002140435006571932, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.33655732932626, "% In Market": 12.5332005312085, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.0293344606251384, "Sub1_Sortino": 0.08768726020710273, "Sub1_Trades": 22, "Sub2_Calmar": 0.01563588929034446, "Sub2_Sortino": 0.2210077693963602, "Sub2_Trades": 50, "WFO_Score": 2.100299939775333, "WFO_Min_Fold": 0.9718467423771737, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.971847, 3.228753]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.677129723117815, "OOS_Sortino Ratio": 32.397477688353185, "OOS_Calmar Ratio": 51.4276761657554, "OOS_Max Drawdown %": -0.8936447133859882, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "252531ca7c7c8c96e48a903548d1c7290d533a35cae127af79e7f315f841832a", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -51.0, "i_long_exit_activation_threshold": -640.0, "i_long_exit_activation_confirmation_threshold": 0.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "c477e3a0144e13627c5757773c4cafcf1601dc57517ae0eb8ea5710bf7d668c4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 36.276920169840146, \"dd_pct\": -37.3575505736516, \"calmar\": 0.9718467423771737, \"cagr_pct\": 36.30581382819382, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 16.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0232360137580219, \"sortino\": 1.5631865267547012}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.12500234061112, \"dd_pct\": -41.9019469695066, \"calmar\": -0.9819677589883644, \"cagr_pct\": -41.146360962895685, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.780821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.412781351764973, \"sortino\": -2.8509965774674733}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 24.650627811705906, \"dd_pct\": -6.115116624405193, \"calmar\": 4.034173531599326, \"cagr_pct\": 24.669441628818443, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 15.479452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.395490158648108, \"sortino\": 2.1738782797326057}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.93086894372822, \"dd_pct\": -35.49943816825615, \"calmar\": -0.7918279217372864, \"cagr_pct\": -28.109446347611566, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 19.251824817518248, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0230796264057833, \"sortino\": -1.3761731619527413}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 30.537510852378304, \"dd_pct\": -9.465368964419863, \"calmar\": 3.2287531371734923, \"cagr_pct\": 30.561339738375242, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 20.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.530321109701328, \"sortino\": 2.565679959086154}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -0.15902270934808893, \"dd_pct\": -11.264761187440941, \"calmar\": -0.0341083187340361, \"cagr_pct\": -0.38422206504403467, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 8.27814569536424, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.052044491223676013, \"sortino\": 0.06696987744594472}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -3.664613868358446, \"dd_pct\": -64.14625364942637, \"calmar\": -0.007041923509820034, \"cagr_pct\": -0.45171301164077476, \"entries\": 73, \"exits\": 73, \"exposure_pct\": 12.558100929614874, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10581944071153059, \"sortino\": 0.1526189207684324}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.329501646083079, \"dd_pct\": -55.83058602136036, \"calmar\": -0.03151160433668353, \"cagr_pct\": -1.759311336590282, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 8.717834960070984, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.054985835593165076, \"sortino\": 0.08038396893365017}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1.7586130913778586, \"dd_pct\": -50.58522223826879, \"calmar\": 0.006689107069474102, \"cagr_pct\": 0.33836996768492233, \"entries\": 51, \"exits\": 51, \"exposure_pct\": 14.854111405835543, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13689294173519106, \"sortino\": 0.19582147141844045}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.677129723117815, \"dd_pct\": -0.8936447133859882, \"calmar\": 51.4276761657554, \"cagr_pct\": 45.9580709272539, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 3.170028818443804, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 3.259169003762927, \"sortino\": 32.397477688353185}]", "Additional_Threshold_Budget": 0, "Total Trades": 73, "Total P&L %": -3.664613868358446, "Sharpe Ratio": 0.10581944071153059, "Sortino Ratio": 0.1526189207684324, "Calmar Ratio": -0.007041923509820034, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.14625364942637, "% In Market": 12.558100929614874, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.03151160433668353, "Sub1_Sortino": 0.08038396893365017, "Sub1_Trades": 22, "Sub2_Calmar": 0.006689107069474102, "Sub2_Sortino": 0.19582147141844045, "Sub2_Trades": 51, "WFO_Score": 2.100299939775333, "WFO_Min_Fold": 0.9718467423771737, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.971847, 3.228753]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.677129723117815, "OOS_Sortino Ratio": 32.397477688353185, "OOS_Calmar Ratio": 51.4276761657554, "OOS_Max Drawdown %": -0.8936447133859882, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "252531ca7c7c8c96e48a903548d1c7290d533a35cae127af79e7f315f841832a", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -50.05, "i_long_exit_activation_threshold": -640.0, "i_long_exit_activation_confirmation_threshold": 0.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "78a3b71ee46336fa142d8e45b8eade4913b4e572fe4880237176491f7bd8785d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 36.276920169840146, \"dd_pct\": -37.3575505736516, \"calmar\": 0.9718467423771737, \"cagr_pct\": 36.30581382819382, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 16.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0232360137580219, \"sortino\": 1.5631865267547012}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.12500234061112, \"dd_pct\": -41.9019469695066, \"calmar\": -0.9819677589883644, \"cagr_pct\": -41.146360962895685, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.780821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.412781351764973, \"sortino\": -2.8509965774674733}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.46565176068012, \"dd_pct\": -6.1151166244050925, \"calmar\": 4.494900451044457, \"cagr_pct\": 27.486840473227907, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 15.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5362718184245185, \"sortino\": 2.4121131699401785}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.93086894372822, \"dd_pct\": -35.49943816825615, \"calmar\": -0.7918279217372864, \"cagr_pct\": -28.109446347611566, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 19.251824817518248, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0230796264057833, \"sortino\": -1.3761731619527413}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 30.537510852378304, \"dd_pct\": -9.465368964419863, \"calmar\": 3.2287531371734923, \"cagr_pct\": 30.561339738375242, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 20.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.530321109701328, \"sortino\": 2.565679959086154}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -0.15902270934808893, \"dd_pct\": -11.264761187440941, \"calmar\": -0.0341083187340361, \"cagr_pct\": -0.38422206504403467, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 8.27814569536424, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.052044491223676013, \"sortino\": 0.06696987744594472}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.1124713013376364, \"dd_pct\": -63.33655732932626, \"calmar\": -0.002140435006571932, \"cagr_pct\": -0.13556778450343998, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 12.5332005312085, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11856556494218981, \"sortino\": 0.1710802781525033}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -4.967611747789446, \"dd_pct\": -55.83058602136043, \"calmar\": -0.0293344606251384, \"cagr_pct\": -1.6377601273219997, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 8.740017746228926, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.059961738077650074, \"sortino\": 0.08768726020710273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.0566595424506025, \"dd_pct\": -49.46927292237239, \"calmar\": 0.01563588929034446, \"cagr_pct\": 0.7734960746880497, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 14.801061007957559, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15441983759812483, \"sortino\": 0.2210077693963602}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.677129723117815, \"dd_pct\": -0.8936447133859882, \"calmar\": 51.4276761657554, \"cagr_pct\": 45.9580709272539, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 3.170028818443804, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 3.259169003762927, \"sortino\": 32.397477688353185}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": -1.1124713013376364, "Sharpe Ratio": 0.11856556494218981, "Sortino Ratio": 0.1710802781525033, "Calmar Ratio": -0.002140435006571932, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.33655732932626, "% In Market": 12.5332005312085, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.0293344606251384, "Sub1_Sortino": 0.08768726020710273, "Sub1_Trades": 22, "Sub2_Calmar": 0.01563588929034446, "Sub2_Sortino": 0.2210077693963602, "Sub2_Trades": 50, "WFO_Score": 2.100299939775333, "WFO_Min_Fold": 0.9718467423771737, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.971847, 3.228753]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.677129723117815, "OOS_Sortino Ratio": 32.397477688353185, "OOS_Calmar Ratio": 51.4276761657554, "OOS_Max Drawdown %": -0.8936447133859882, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "252531ca7c7c8c96e48a903548d1c7290d533a35cae127af79e7f315f841832a", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -49.95, "i_long_exit_activation_threshold": -640.0, "i_long_exit_activation_confirmation_threshold": 0.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "d6f3ff1c3b40d0cad9280669d04916d70e56d4af540dc9a483e4809376bb2086", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 36.276920169840146, \"dd_pct\": -37.3575505736516, \"calmar\": 0.9718467423771737, \"cagr_pct\": 36.30581382819382, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 16.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0232360137580219, \"sortino\": 1.5631865267547012}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.12500234061112, \"dd_pct\": -41.9019469695066, \"calmar\": -0.9819677589883644, \"cagr_pct\": -41.146360962895685, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.780821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.412781351764973, \"sortino\": -2.8509965774674733}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.46565176068012, \"dd_pct\": -6.1151166244050925, \"calmar\": 4.494900451044457, \"cagr_pct\": 27.486840473227907, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 15.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5362718184245185, \"sortino\": 2.4121131699401785}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.93086894372822, \"dd_pct\": -35.49943816825615, \"calmar\": -0.7918279217372864, \"cagr_pct\": -28.109446347611566, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 19.251824817518248, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0230796264057833, \"sortino\": -1.3761731619527413}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 30.537510852378304, \"dd_pct\": -9.465368964419863, \"calmar\": 3.2287531371734923, \"cagr_pct\": 30.561339738375242, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 20.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.530321109701328, \"sortino\": 2.565679959086154}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -0.15902270934808893, \"dd_pct\": -11.264761187440941, \"calmar\": -0.0341083187340361, \"cagr_pct\": -0.38422206504403467, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 8.27814569536424, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.052044491223676013, \"sortino\": 0.06696987744594472}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.1124713013376364, \"dd_pct\": -63.33655732932626, \"calmar\": -0.002140435006571932, \"cagr_pct\": -0.13556778450343998, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 12.5332005312085, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11856556494218981, \"sortino\": 0.1710802781525033}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -4.967611747789446, \"dd_pct\": -55.83058602136043, \"calmar\": -0.0293344606251384, \"cagr_pct\": -1.6377601273219997, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 8.740017746228926, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.059961738077650074, \"sortino\": 0.08768726020710273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.0566595424506025, \"dd_pct\": -49.46927292237239, \"calmar\": 0.01563588929034446, \"cagr_pct\": 0.7734960746880497, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 14.801061007957559, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15441983759812483, \"sortino\": 0.2210077693963602}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.677129723117815, \"dd_pct\": -0.8936447133859882, \"calmar\": 51.4276761657554, \"cagr_pct\": 45.9580709272539, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 3.170028818443804, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 3.259169003762927, \"sortino\": 32.397477688353185}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": -1.1124713013376364, "Sharpe Ratio": 0.11856556494218981, "Sortino Ratio": 0.1710802781525033, "Calmar Ratio": -0.002140435006571932, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.33655732932626, "% In Market": 12.5332005312085, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.0293344606251384, "Sub1_Sortino": 0.08768726020710273, "Sub1_Trades": 22, "Sub2_Calmar": 0.01563588929034446, "Sub2_Sortino": 0.2210077693963602, "Sub2_Trades": 50, "WFO_Score": 2.100299939775333, "WFO_Min_Fold": 0.9718467423771737, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.971847, 3.228753]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.677129723117815, "OOS_Sortino Ratio": 32.397477688353185, "OOS_Calmar Ratio": 51.4276761657554, "OOS_Max Drawdown %": -0.8936447133859882, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "252531ca7c7c8c96e48a903548d1c7290d533a35cae127af79e7f315f841832a", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -49.0, "i_long_exit_activation_threshold": -640.0, "i_long_exit_activation_confirmation_threshold": 0.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "f4956e949679265644de8e32381d5602789b3362dd3c1a9073f5842a75836ed4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 36.276920169840146, \"dd_pct\": -37.3575505736516, \"calmar\": 0.9718467423771737, \"cagr_pct\": 36.30581382819382, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 16.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0232360137580219, \"sortino\": 1.5631865267547012}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.12500234061112, \"dd_pct\": -41.9019469695066, \"calmar\": -0.9819677589883644, \"cagr_pct\": -41.146360962895685, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.780821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.412781351764973, \"sortino\": -2.8509965774674733}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.46565176068012, \"dd_pct\": -6.1151166244050925, \"calmar\": 4.494900451044457, \"cagr_pct\": 27.486840473227907, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 15.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5362718184245185, \"sortino\": 2.4121131699401785}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.93086894372822, \"dd_pct\": -35.49943816825615, \"calmar\": -0.7918279217372864, \"cagr_pct\": -28.109446347611566, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 19.251824817518248, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0230796264057833, \"sortino\": -1.3761731619527413}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 30.537510852378304, \"dd_pct\": -9.465368964419863, \"calmar\": 3.2287531371734923, \"cagr_pct\": 30.561339738375242, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 20.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.530321109701328, \"sortino\": 2.565679959086154}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -0.15902270934808893, \"dd_pct\": -11.264761187440941, \"calmar\": -0.0341083187340361, \"cagr_pct\": -0.38422206504403467, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 8.27814569536424, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.052044491223676013, \"sortino\": 0.06696987744594472}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.1124713013376364, \"dd_pct\": -63.33655732932626, \"calmar\": -0.002140435006571932, \"cagr_pct\": -0.13556778450343998, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 12.5332005312085, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11856556494218981, \"sortino\": 0.1710802781525033}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -4.967611747789446, \"dd_pct\": -55.83058602136043, \"calmar\": -0.0293344606251384, \"cagr_pct\": -1.6377601273219997, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 8.740017746228926, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.059961738077650074, \"sortino\": 0.08768726020710273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.0566595424506025, \"dd_pct\": -49.46927292237239, \"calmar\": 0.01563588929034446, \"cagr_pct\": 0.7734960746880497, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 14.801061007957559, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15441983759812483, \"sortino\": 0.2210077693963602}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.677129723117815, \"dd_pct\": -0.8936447133859882, \"calmar\": 51.4276761657554, \"cagr_pct\": 45.9580709272539, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 3.170028818443804, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 3.259169003762927, \"sortino\": 32.397477688353185}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": -1.1124713013376364, "Sharpe Ratio": 0.11856556494218981, "Sortino Ratio": 0.1710802781525033, "Calmar Ratio": -0.002140435006571932, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.33655732932626, "% In Market": 12.5332005312085, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.0293344606251384, "Sub1_Sortino": 0.08768726020710273, "Sub1_Trades": 22, "Sub2_Calmar": 0.01563588929034446, "Sub2_Sortino": 0.2210077693963602, "Sub2_Trades": 50, "WFO_Score": 2.100299939775333, "WFO_Min_Fold": 0.9718467423771737, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.971847, 3.228753]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.677129723117815, "OOS_Sortino Ratio": 32.397477688353185, "OOS_Calmar Ratio": 51.4276761657554, "OOS_Max Drawdown %": -0.8936447133859882, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "252531ca7c7c8c96e48a903548d1c7290d533a35cae127af79e7f315f841832a", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -50.0, "i_long_exit_activation_threshold": -641.0, "i_long_exit_activation_confirmation_threshold": 0.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "b5de9297c776f0b58f7f43864583156c5cff175d76f22c3b07b2ff25d6c40a9d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 36.276920169840146, \"dd_pct\": -37.3575505736516, \"calmar\": 0.9718467423771737, \"cagr_pct\": 36.30581382819382, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 16.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0232360137580219, \"sortino\": 1.5631865267547012}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.12500234061112, \"dd_pct\": -41.9019469695066, \"calmar\": -0.9819677589883644, \"cagr_pct\": -41.146360962895685, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.780821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.412781351764973, \"sortino\": -2.8509965774674733}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.46565176068012, \"dd_pct\": -6.1151166244050925, \"calmar\": 4.494900451044457, \"cagr_pct\": 27.486840473227907, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 15.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5362718184245185, \"sortino\": 2.4121131699401785}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.93086894372822, \"dd_pct\": -35.49943816825615, \"calmar\": -0.7918279217372864, \"cagr_pct\": -28.109446347611566, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 19.251824817518248, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0230796264057833, \"sortino\": -1.3761731619527413}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 30.537510852378304, \"dd_pct\": -9.465368964419863, \"calmar\": 3.2287531371734923, \"cagr_pct\": 30.561339738375242, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 20.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.530321109701328, \"sortino\": 2.565679959086154}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -0.15902270934808893, \"dd_pct\": -11.264761187440941, \"calmar\": -0.0341083187340361, \"cagr_pct\": -0.38422206504403467, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 8.27814569536424, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.052044491223676013, \"sortino\": 0.06696987744594472}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.1124713013376364, \"dd_pct\": -63.33655732932626, \"calmar\": -0.002140435006571932, \"cagr_pct\": -0.13556778450343998, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 12.5332005312085, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11856556494218981, \"sortino\": 0.1710802781525033}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -4.967611747789446, \"dd_pct\": -55.83058602136043, \"calmar\": -0.0293344606251384, \"cagr_pct\": -1.6377601273219997, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 8.740017746228926, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.059961738077650074, \"sortino\": 0.08768726020710273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.0566595424506025, \"dd_pct\": -49.46927292237239, \"calmar\": 0.01563588929034446, \"cagr_pct\": 0.7734960746880497, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 14.801061007957559, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15441983759812483, \"sortino\": 0.2210077693963602}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.677129723117815, \"dd_pct\": -0.8936447133859882, \"calmar\": 51.4276761657554, \"cagr_pct\": 45.9580709272539, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 3.170028818443804, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 3.259169003762927, \"sortino\": 32.397477688353185}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": -1.1124713013376364, "Sharpe Ratio": 0.11856556494218981, "Sortino Ratio": 0.1710802781525033, "Calmar Ratio": -0.002140435006571932, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.33655732932626, "% In Market": 12.5332005312085, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.0293344606251384, "Sub1_Sortino": 0.08768726020710273, "Sub1_Trades": 22, "Sub2_Calmar": 0.01563588929034446, "Sub2_Sortino": 0.2210077693963602, "Sub2_Trades": 50, "WFO_Score": 2.100299939775333, "WFO_Min_Fold": 0.9718467423771737, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.971847, 3.228753]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.677129723117815, "OOS_Sortino Ratio": 32.397477688353185, "OOS_Calmar Ratio": 51.4276761657554, "OOS_Max Drawdown %": -0.8936447133859882, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "252531ca7c7c8c96e48a903548d1c7290d533a35cae127af79e7f315f841832a", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -50.0, "i_long_exit_activation_threshold": -640.05, "i_long_exit_activation_confirmation_threshold": 0.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "24f7ec5ed2926f2e03d71052d9e6e62f7c4739bc785b6deac76f7cc96f0843d9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 36.276920169840146, \"dd_pct\": -37.3575505736516, \"calmar\": 0.9718467423771737, \"cagr_pct\": 36.30581382819382, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 16.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0232360137580219, \"sortino\": 1.5631865267547012}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.12500234061112, \"dd_pct\": -41.9019469695066, \"calmar\": -0.9819677589883644, \"cagr_pct\": -41.146360962895685, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.780821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.412781351764973, \"sortino\": -2.8509965774674733}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.46565176068012, \"dd_pct\": -6.1151166244050925, \"calmar\": 4.494900451044457, \"cagr_pct\": 27.486840473227907, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 15.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5362718184245185, \"sortino\": 2.4121131699401785}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.93086894372822, \"dd_pct\": -35.49943816825615, \"calmar\": -0.7918279217372864, \"cagr_pct\": -28.109446347611566, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 19.251824817518248, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0230796264057833, \"sortino\": -1.3761731619527413}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 30.537510852378304, \"dd_pct\": -9.465368964419863, \"calmar\": 3.2287531371734923, \"cagr_pct\": 30.561339738375242, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 20.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.530321109701328, \"sortino\": 2.565679959086154}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -0.15902270934808893, \"dd_pct\": -11.264761187440941, \"calmar\": -0.0341083187340361, \"cagr_pct\": -0.38422206504403467, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 8.27814569536424, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.052044491223676013, \"sortino\": 0.06696987744594472}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.1124713013376364, \"dd_pct\": -63.33655732932626, \"calmar\": -0.002140435006571932, \"cagr_pct\": -0.13556778450343998, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 12.5332005312085, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11856556494218981, \"sortino\": 0.1710802781525033}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -4.967611747789446, \"dd_pct\": -55.83058602136043, \"calmar\": -0.0293344606251384, \"cagr_pct\": -1.6377601273219997, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 8.740017746228926, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.059961738077650074, \"sortino\": 0.08768726020710273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.0566595424506025, \"dd_pct\": -49.46927292237239, \"calmar\": 0.01563588929034446, \"cagr_pct\": 0.7734960746880497, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 14.801061007957559, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15441983759812483, \"sortino\": 0.2210077693963602}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.677129723117815, \"dd_pct\": -0.8936447133859882, \"calmar\": 51.4276761657554, \"cagr_pct\": 45.9580709272539, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 3.170028818443804, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 3.259169003762927, \"sortino\": 32.397477688353185}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": -1.1124713013376364, "Sharpe Ratio": 0.11856556494218981, "Sortino Ratio": 0.1710802781525033, "Calmar Ratio": -0.002140435006571932, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.33655732932626, "% In Market": 12.5332005312085, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.0293344606251384, "Sub1_Sortino": 0.08768726020710273, "Sub1_Trades": 22, "Sub2_Calmar": 0.01563588929034446, "Sub2_Sortino": 0.2210077693963602, "Sub2_Trades": 50, "WFO_Score": 2.100299939775333, "WFO_Min_Fold": 0.9718467423771737, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.971847, 3.228753]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.677129723117815, "OOS_Sortino Ratio": 32.397477688353185, "OOS_Calmar Ratio": 51.4276761657554, "OOS_Max Drawdown %": -0.8936447133859882, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "252531ca7c7c8c96e48a903548d1c7290d533a35cae127af79e7f315f841832a", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -50.0, "i_long_exit_activation_threshold": -639.95, "i_long_exit_activation_confirmation_threshold": 0.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "1d47f801200bc1f89b43f7271cd496e291cd570f3f46b42c5478671a7fd23101", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 36.276920169840146, \"dd_pct\": -37.3575505736516, \"calmar\": 0.9718467423771737, \"cagr_pct\": 36.30581382819382, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 16.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0232360137580219, \"sortino\": 1.5631865267547012}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.12500234061112, \"dd_pct\": -41.9019469695066, \"calmar\": -0.9819677589883644, \"cagr_pct\": -41.146360962895685, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.780821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.412781351764973, \"sortino\": -2.8509965774674733}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.46565176068012, \"dd_pct\": -6.1151166244050925, \"calmar\": 4.494900451044457, \"cagr_pct\": 27.486840473227907, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 15.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5362718184245185, \"sortino\": 2.4121131699401785}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.93086894372822, \"dd_pct\": -35.49943816825615, \"calmar\": -0.7918279217372864, \"cagr_pct\": -28.109446347611566, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 19.251824817518248, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0230796264057833, \"sortino\": -1.3761731619527413}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 30.537510852378304, \"dd_pct\": -9.465368964419863, \"calmar\": 3.2287531371734923, \"cagr_pct\": 30.561339738375242, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 20.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.530321109701328, \"sortino\": 2.565679959086154}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -0.15902270934808893, \"dd_pct\": -11.264761187440941, \"calmar\": -0.0341083187340361, \"cagr_pct\": -0.38422206504403467, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 8.27814569536424, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.052044491223676013, \"sortino\": 0.06696987744594472}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.1124713013376364, \"dd_pct\": -63.33655732932626, \"calmar\": -0.002140435006571932, \"cagr_pct\": -0.13556778450343998, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 12.5332005312085, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11856556494218981, \"sortino\": 0.1710802781525033}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -4.967611747789446, \"dd_pct\": -55.83058602136043, \"calmar\": -0.0293344606251384, \"cagr_pct\": -1.6377601273219997, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 8.740017746228926, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.059961738077650074, \"sortino\": 0.08768726020710273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.0566595424506025, \"dd_pct\": -49.46927292237239, \"calmar\": 0.01563588929034446, \"cagr_pct\": 0.7734960746880497, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 14.801061007957559, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15441983759812483, \"sortino\": 0.2210077693963602}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.677129723117815, \"dd_pct\": -0.8936447133859882, \"calmar\": 51.4276761657554, \"cagr_pct\": 45.9580709272539, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 3.170028818443804, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 3.259169003762927, \"sortino\": 32.397477688353185}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": -1.1124713013376364, "Sharpe Ratio": 0.11856556494218981, "Sortino Ratio": 0.1710802781525033, "Calmar Ratio": -0.002140435006571932, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.33655732932626, "% In Market": 12.5332005312085, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.0293344606251384, "Sub1_Sortino": 0.08768726020710273, "Sub1_Trades": 22, "Sub2_Calmar": 0.01563588929034446, "Sub2_Sortino": 0.2210077693963602, "Sub2_Trades": 50, "WFO_Score": 2.100299939775333, "WFO_Min_Fold": 0.9718467423771737, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.971847, 3.228753]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.677129723117815, "OOS_Sortino Ratio": 32.397477688353185, "OOS_Calmar Ratio": 51.4276761657554, "OOS_Max Drawdown %": -0.8936447133859882, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "252531ca7c7c8c96e48a903548d1c7290d533a35cae127af79e7f315f841832a", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -50.0, "i_long_exit_activation_threshold": -639.0, "i_long_exit_activation_confirmation_threshold": 0.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "355a5ca95005ce6c4ce6c4634176bda5881ee1ea2948a3a6ed8d2670127a7ef8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 36.276920169840146, \"dd_pct\": -37.3575505736516, \"calmar\": 0.9718467423771737, \"cagr_pct\": 36.30581382819382, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 16.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0232360137580219, \"sortino\": 1.5631865267547012}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.12500234061112, \"dd_pct\": -41.9019469695066, \"calmar\": -0.9819677589883644, \"cagr_pct\": -41.146360962895685, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.780821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.412781351764973, \"sortino\": -2.8509965774674733}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.46565176068012, \"dd_pct\": -6.1151166244050925, \"calmar\": 4.494900451044457, \"cagr_pct\": 27.486840473227907, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 15.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5362718184245185, \"sortino\": 2.4121131699401785}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.93086894372822, \"dd_pct\": -35.49943816825615, \"calmar\": -0.7918279217372864, \"cagr_pct\": -28.109446347611566, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 19.251824817518248, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0230796264057833, \"sortino\": -1.3761731619527413}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 34.72700244796969, \"dd_pct\": -9.465368964419863, \"calmar\": 3.671754569060537, \"cagr_pct\": 34.75451174295243, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 20.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6941119725252924, \"sortino\": 2.849229869081816}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -0.15902270934808893, \"dd_pct\": -11.264761187440941, \"calmar\": -0.0341083187340361, \"cagr_pct\": -0.38422206504403467, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 8.27814569536424, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.052044491223676013, \"sortino\": 0.06696987744594472}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2.061240742707504, \"dd_pct\": -63.33655732932626, \"calmar\": 0.0039111901702703735, \"cagr_pct\": 0.24772132044522682, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 12.599601593625497, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13403292166448727, \"sortino\": 0.1934464017261818}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -4.967611747789446, \"dd_pct\": -55.83058602136043, \"calmar\": -0.0293344606251384, \"cagr_pct\": -1.6377601273219997, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 8.740017746228926, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.059961738077650074, \"sortino\": 0.08768726020710273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 7.396270492374435, \"dd_pct\": -49.46927292237239, \"calmar\": 0.02814331113053014, \"cagr_pct\": 1.392229139255436, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 14.907161803713528, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1793260681103771, \"sortino\": 0.25675775497006276}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.677129723117815, \"dd_pct\": -0.8936447133859882, \"calmar\": 51.4276761657554, \"cagr_pct\": 45.9580709272539, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 3.170028818443804, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 3.259169003762927, \"sortino\": 32.397477688353185}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": 2.061240742707504, "Sharpe Ratio": 0.13403292166448727, "Sortino Ratio": 0.1934464017261818, "Calmar Ratio": 0.0039111901702703735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.33655732932626, "% In Market": 12.599601593625497, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.0293344606251384, "Sub1_Sortino": 0.08768726020710273, "Sub1_Trades": 22, "Sub2_Calmar": 0.02814331113053014, "Sub2_Sortino": 0.25675775497006276, "Sub2_Trades": 50, "WFO_Score": 2.3218006557188553, "WFO_Min_Fold": 0.9718467423771737, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.971847, 3.671755]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.677129723117815, "OOS_Sortino Ratio": 32.397477688353185, "OOS_Calmar Ratio": 51.4276761657554, "OOS_Max Drawdown %": -0.8936447133859882, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "252531ca7c7c8c96e48a903548d1c7290d533a35cae127af79e7f315f841832a", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -50.0, "i_long_exit_activation_threshold": -640.0, "i_long_exit_activation_confirmation_threshold": -1.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "af9038d71181271a0a85d1c23c8e23bc7b1998a565bf19fe6a713a78af7cef76", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 36.276920169840146, \"dd_pct\": -37.3575505736516, \"calmar\": 0.9718467423771737, \"cagr_pct\": 36.30581382819382, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 16.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0232360137580219, \"sortino\": 1.5631865267547012}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.12500234061112, \"dd_pct\": -41.9019469695066, \"calmar\": -0.9819677589883644, \"cagr_pct\": -41.146360962895685, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.780821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.412781351764973, \"sortino\": -2.8509965774674733}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.46565176068012, \"dd_pct\": -6.1151166244050925, \"calmar\": 4.494900451044457, \"cagr_pct\": 27.486840473227907, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 15.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5362718184245185, \"sortino\": 2.4121131699401785}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.93086894372822, \"dd_pct\": -35.49943816825615, \"calmar\": -0.7918279217372864, \"cagr_pct\": -28.109446347611566, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 19.251824817518248, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0230796264057833, \"sortino\": -1.3761731619527413}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 30.537510852378304, \"dd_pct\": -9.465368964419863, \"calmar\": 3.2287531371734923, \"cagr_pct\": 30.561339738375242, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 20.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.530321109701328, \"sortino\": 2.565679959086154}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -0.15902270934808893, \"dd_pct\": -11.264761187440941, \"calmar\": -0.0341083187340361, \"cagr_pct\": -0.38422206504403467, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 8.27814569536424, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.052044491223676013, \"sortino\": 0.06696987744594472}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.1124713013376364, \"dd_pct\": -63.33655732932626, \"calmar\": -0.002140435006571932, \"cagr_pct\": -0.13556778450343998, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 12.5332005312085, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11856556494218981, \"sortino\": 0.1710802781525033}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -4.967611747789446, \"dd_pct\": -55.83058602136043, \"calmar\": -0.0293344606251384, \"cagr_pct\": -1.6377601273219997, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 8.740017746228926, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.059961738077650074, \"sortino\": 0.08768726020710273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.0566595424506025, \"dd_pct\": -49.46927292237239, \"calmar\": 0.01563588929034446, \"cagr_pct\": 0.7734960746880497, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 14.801061007957559, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15441983759812483, \"sortino\": 0.2210077693963602}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.677129723117815, \"dd_pct\": -0.8936447133859882, \"calmar\": 51.4276761657554, \"cagr_pct\": 45.9580709272539, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 3.170028818443804, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 3.259169003762927, \"sortino\": 32.397477688353185}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": -1.1124713013376364, "Sharpe Ratio": 0.11856556494218981, "Sortino Ratio": 0.1710802781525033, "Calmar Ratio": -0.002140435006571932, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.33655732932626, "% In Market": 12.5332005312085, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.0293344606251384, "Sub1_Sortino": 0.08768726020710273, "Sub1_Trades": 22, "Sub2_Calmar": 0.01563588929034446, "Sub2_Sortino": 0.2210077693963602, "Sub2_Trades": 50, "WFO_Score": 2.100299939775333, "WFO_Min_Fold": 0.9718467423771737, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.971847, 3.228753]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.677129723117815, "OOS_Sortino Ratio": 32.397477688353185, "OOS_Calmar Ratio": 51.4276761657554, "OOS_Max Drawdown %": -0.8936447133859882, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "252531ca7c7c8c96e48a903548d1c7290d533a35cae127af79e7f315f841832a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -50.0, "i_long_exit_activation_threshold": -640.0, "i_long_exit_activation_confirmation_threshold": -0.05, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "07b685bc40d7c7e5a205c6c44c27bfaaaafae742ef8e6ee26ff7f28742c6634c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 36.276920169840146, \"dd_pct\": -37.3575505736516, \"calmar\": 0.9718467423771737, \"cagr_pct\": 36.30581382819382, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 16.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0232360137580219, \"sortino\": 1.5631865267547012}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.12500234061112, \"dd_pct\": -41.9019469695066, \"calmar\": -0.9819677589883644, \"cagr_pct\": -41.146360962895685, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.780821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.412781351764973, \"sortino\": -2.8509965774674733}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.46565176068012, \"dd_pct\": -6.1151166244050925, \"calmar\": 4.494900451044457, \"cagr_pct\": 27.486840473227907, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 15.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5362718184245185, \"sortino\": 2.4121131699401785}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.93086894372822, \"dd_pct\": -35.49943816825615, \"calmar\": -0.7918279217372864, \"cagr_pct\": -28.109446347611566, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 19.251824817518248, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0230796264057833, \"sortino\": -1.3761731619527413}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 30.537510852378304, \"dd_pct\": -9.465368964419863, \"calmar\": 3.2287531371734923, \"cagr_pct\": 30.561339738375242, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 20.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.530321109701328, \"sortino\": 2.565679959086154}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -0.15902270934808893, \"dd_pct\": -11.264761187440941, \"calmar\": -0.0341083187340361, \"cagr_pct\": -0.38422206504403467, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 8.27814569536424, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.052044491223676013, \"sortino\": 0.06696987744594472}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.1124713013376364, \"dd_pct\": -63.33655732932626, \"calmar\": -0.002140435006571932, \"cagr_pct\": -0.13556778450343998, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 12.5332005312085, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11856556494218981, \"sortino\": 0.1710802781525033}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -4.967611747789446, \"dd_pct\": -55.83058602136043, \"calmar\": -0.0293344606251384, \"cagr_pct\": -1.6377601273219997, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 8.740017746228926, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.059961738077650074, \"sortino\": 0.08768726020710273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.0566595424506025, \"dd_pct\": -49.46927292237239, \"calmar\": 0.01563588929034446, \"cagr_pct\": 0.7734960746880497, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 14.801061007957559, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15441983759812483, \"sortino\": 0.2210077693963602}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.677129723117815, \"dd_pct\": -0.8936447133859882, \"calmar\": 51.4276761657554, \"cagr_pct\": 45.9580709272539, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 3.170028818443804, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 3.259169003762927, \"sortino\": 32.397477688353185}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": -1.1124713013376364, "Sharpe Ratio": 0.11856556494218981, "Sortino Ratio": 0.1710802781525033, "Calmar Ratio": -0.002140435006571932, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.33655732932626, "% In Market": 12.5332005312085, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.0293344606251384, "Sub1_Sortino": 0.08768726020710273, "Sub1_Trades": 22, "Sub2_Calmar": 0.01563588929034446, "Sub2_Sortino": 0.2210077693963602, "Sub2_Trades": 50, "WFO_Score": 2.100299939775333, "WFO_Min_Fold": 0.9718467423771737, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.971847, 3.228753]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.677129723117815, "OOS_Sortino Ratio": 32.397477688353185, "OOS_Calmar Ratio": 51.4276761657554, "OOS_Max Drawdown %": -0.8936447133859882, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "252531ca7c7c8c96e48a903548d1c7290d533a35cae127af79e7f315f841832a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -50.0, "i_long_exit_activation_threshold": -640.0, "i_long_exit_activation_confirmation_threshold": 0.05, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "35f58a95673ed4b53e8cecce6af14fe31e0379d1d68ead121da5df0487ba8938", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 36.276920169840146, \"dd_pct\": -37.3575505736516, \"calmar\": 0.9718467423771737, \"cagr_pct\": 36.30581382819382, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 16.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0232360137580219, \"sortino\": 1.5631865267547012}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.12500234061112, \"dd_pct\": -41.9019469695066, \"calmar\": -0.9819677589883644, \"cagr_pct\": -41.146360962895685, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.780821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.412781351764973, \"sortino\": -2.8509965774674733}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.46565176068012, \"dd_pct\": -6.1151166244050925, \"calmar\": 4.494900451044457, \"cagr_pct\": 27.486840473227907, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 15.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5362718184245185, \"sortino\": 2.4121131699401785}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.93086894372822, \"dd_pct\": -35.49943816825615, \"calmar\": -0.7918279217372864, \"cagr_pct\": -28.109446347611566, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 19.251824817518248, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0230796264057833, \"sortino\": -1.3761731619527413}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 30.537510852378304, \"dd_pct\": -9.465368964419863, \"calmar\": 3.2287531371734923, \"cagr_pct\": 30.561339738375242, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 20.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.530321109701328, \"sortino\": 2.565679959086154}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -0.15902270934808893, \"dd_pct\": -11.264761187440941, \"calmar\": -0.0341083187340361, \"cagr_pct\": -0.38422206504403467, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 8.27814569536424, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.052044491223676013, \"sortino\": 0.06696987744594472}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.1124713013376364, \"dd_pct\": -63.33655732932626, \"calmar\": -0.002140435006571932, \"cagr_pct\": -0.13556778450343998, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 12.5332005312085, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11856556494218981, \"sortino\": 0.1710802781525033}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -4.967611747789446, \"dd_pct\": -55.83058602136043, \"calmar\": -0.0293344606251384, \"cagr_pct\": -1.6377601273219997, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 8.740017746228926, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.059961738077650074, \"sortino\": 0.08768726020710273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.0566595424506025, \"dd_pct\": -49.46927292237239, \"calmar\": 0.01563588929034446, \"cagr_pct\": 0.7734960746880497, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 14.801061007957559, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15441983759812483, \"sortino\": 0.2210077693963602}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.677129723117815, \"dd_pct\": -0.8936447133859882, \"calmar\": 51.4276761657554, \"cagr_pct\": 45.9580709272539, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 3.170028818443804, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 3.259169003762927, \"sortino\": 32.397477688353185}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": -1.1124713013376364, "Sharpe Ratio": 0.11856556494218981, "Sortino Ratio": 0.1710802781525033, "Calmar Ratio": -0.002140435006571932, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.33655732932626, "% In Market": 12.5332005312085, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.0293344606251384, "Sub1_Sortino": 0.08768726020710273, "Sub1_Trades": 22, "Sub2_Calmar": 0.01563588929034446, "Sub2_Sortino": 0.2210077693963602, "Sub2_Trades": 50, "WFO_Score": 2.100299939775333, "WFO_Min_Fold": 0.9718467423771737, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.971847, 3.228753]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.677129723117815, "OOS_Sortino Ratio": 32.397477688353185, "OOS_Calmar Ratio": 51.4276761657554, "OOS_Max Drawdown %": -0.8936447133859882, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "252531ca7c7c8c96e48a903548d1c7290d533a35cae127af79e7f315f841832a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -50.0, "i_long_exit_activation_threshold": -640.0, "i_long_exit_activation_confirmation_threshold": 1.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "556682bb779a79dbcc93893ed0f1f5e6d8e93b7910683bc57c9a816848a54871", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 36.276920169840146, \"dd_pct\": -37.3575505736516, \"calmar\": 0.9718467423771737, \"cagr_pct\": 36.30581382819382, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 16.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0232360137580219, \"sortino\": 1.5631865267547012}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.12500234061112, \"dd_pct\": -41.9019469695066, \"calmar\": -0.9819677589883644, \"cagr_pct\": -41.146360962895685, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 6.780821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.412781351764973, \"sortino\": -2.8509965774674733}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 27.46565176068012, \"dd_pct\": -6.1151166244050925, \"calmar\": 4.494900451044457, \"cagr_pct\": 27.486840473227907, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 15.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.5362718184245185, \"sortino\": 2.4121131699401785}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -21.93086894372822, \"dd_pct\": -35.49943816825615, \"calmar\": -0.7918279217372864, \"cagr_pct\": -28.109446347611566, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 19.251824817518248, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.0230796264057833, \"sortino\": -1.3761731619527413}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 30.537510852378304, \"dd_pct\": -9.465368964419863, \"calmar\": 3.2287531371734923, \"cagr_pct\": 30.561339738375242, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 20.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.530321109701328, \"sortino\": 2.565679959086154}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -0.15902270934808893, \"dd_pct\": -11.264761187440941, \"calmar\": -0.0341083187340361, \"cagr_pct\": -0.38422206504403467, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 8.27814569536424, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.052044491223676013, \"sortino\": 0.06696987744594472}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.1124713013376364, \"dd_pct\": -63.33655732932626, \"calmar\": -0.002140435006571932, \"cagr_pct\": -0.13556778450343998, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 12.5332005312085, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11856556494218981, \"sortino\": 0.1710802781525033}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -4.967611747789446, \"dd_pct\": -55.83058602136043, \"calmar\": -0.0293344606251384, \"cagr_pct\": -1.6377601273219997, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 8.740017746228926, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.059961738077650074, \"sortino\": 0.08768726020710273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.0566595424506025, \"dd_pct\": -49.46927292237239, \"calmar\": 0.01563588929034446, \"cagr_pct\": 0.7734960746880497, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 14.801061007957559, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15441983759812483, \"sortino\": 0.2210077693963602}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 19.677129723117815, \"dd_pct\": -0.8936447133859882, \"calmar\": 51.4276761657554, \"cagr_pct\": 45.9580709272539, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 3.170028818443804, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 3.259169003762927, \"sortino\": 32.397477688353185}]", "Additional_Threshold_Budget": 0, "Total Trades": 72, "Total P&L %": -1.1124713013376364, "Sharpe Ratio": 0.11856556494218981, "Sortino Ratio": 0.1710802781525033, "Calmar Ratio": -0.002140435006571932, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.33655732932626, "% In Market": 12.5332005312085, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.0293344606251384, "Sub1_Sortino": 0.08768726020710273, "Sub1_Trades": 22, "Sub2_Calmar": 0.01563588929034446, "Sub2_Sortino": 0.2210077693963602, "Sub2_Trades": 50, "WFO_Score": 2.100299939775333, "WFO_Min_Fold": 0.9718467423771737, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.971847, 3.228753]", "OOS_Total Trades": 2, "OOS_Total P&L %": 19.677129723117815, "OOS_Sortino Ratio": 32.397477688353185, "OOS_Calmar Ratio": 51.4276761657554, "OOS_Max Drawdown %": -0.8936447133859882, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "252531ca7c7c8c96e48a903548d1c7290d533a35cae127af79e7f315f841832a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -260.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": 480.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "8e8bca9f7bfc8be868b94e79033da0322fc7004626791a34b8451000fa69ac03", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.0766695306747, \"dd_pct\": -62.10685146683124, \"calmar\": -0.8388898590201536, \"cagr_pct\": -52.10080787119568, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 88.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9607571062119666, \"sortino\": -1.3209019939819395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -35.09961742481084, \"dd_pct\": -44.368043311394814, \"calmar\": -1.4617754717891898, \"cagr_pct\": -64.85611744387737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.86092715231787, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9967320932929424, \"sortino\": -2.5948125195093072}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1335.3379209824138, \"dd_pct\": -75.06029727695584, \"calmar\": 0.508033819310614, \"cagr_pct\": 38.13316950420195, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 93.60059760956176, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8355466507046111, \"sortino\": 1.2027095534912888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 339.3338606103092, \"dd_pct\": -75.06029727695584, \"calmar\": 0.8200901218484609, \"cagr_pct\": 61.5562083398404, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 87.24489795918367, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0593716731852056, \"sortino\": 1.523818565964797}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 226.70778414131155, \"dd_pct\": -68.47605622742113, \"calmar\": 0.37654681456097266, \"cagr_pct\": 25.784440846133478, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 97.40053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6859229901154277, \"sortino\": 0.9879197077706404}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 1335.3379209824138, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.06029727695584, "% In Market": 93.60059760956176, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b081d61f269f685c03ca3cf22edf1c9c4a945f6c2dbe7db4a1d4f987c4ab89b4", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -261.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": 480.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "00fd779bbff97fd84ddd954d1c772912059730c51d9dc0398b65b8c710c6221d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.0766695306747, \"dd_pct\": -62.10685146683124, \"calmar\": -0.8388898590201536, \"cagr_pct\": -52.10080787119568, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 88.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9607571062119666, \"sortino\": -1.3209019939819395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -35.09961742481084, \"dd_pct\": -44.368043311394814, \"calmar\": -1.4617754717891898, \"cagr_pct\": -64.85611744387737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.86092715231787, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9967320932929424, \"sortino\": -2.5948125195093072}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1335.3379209824138, \"dd_pct\": -75.06029727695584, \"calmar\": 0.508033819310614, \"cagr_pct\": 38.13316950420195, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 93.60059760956176, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8355466507046111, \"sortino\": 1.2027095534912888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 339.3338606103092, \"dd_pct\": -75.06029727695584, \"calmar\": 0.8200901218484609, \"cagr_pct\": 61.5562083398404, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 87.24489795918367, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0593716731852056, \"sortino\": 1.523818565964797}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 226.70778414131155, \"dd_pct\": -68.47605622742113, \"calmar\": 0.37654681456097266, \"cagr_pct\": 25.784440846133478, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 97.40053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6859229901154277, \"sortino\": 0.9879197077706404}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 1335.3379209824138, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.06029727695584, "% In Market": 93.60059760956176, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b081d61f269f685c03ca3cf22edf1c9c4a945f6c2dbe7db4a1d4f987c4ab89b4", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -260.05, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": 480.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "d1ca5673394e40c00836ef94c68d75cc62af8456b61c54160bd7a10bf7ea883f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.0766695306747, \"dd_pct\": -62.10685146683124, \"calmar\": -0.8388898590201536, \"cagr_pct\": -52.10080787119568, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 88.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9607571062119666, \"sortino\": -1.3209019939819395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -35.09961742481084, \"dd_pct\": -44.368043311394814, \"calmar\": -1.4617754717891898, \"cagr_pct\": -64.85611744387737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.86092715231787, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9967320932929424, \"sortino\": -2.5948125195093072}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1335.3379209824138, \"dd_pct\": -75.06029727695584, \"calmar\": 0.508033819310614, \"cagr_pct\": 38.13316950420195, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 93.60059760956176, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8355466507046111, \"sortino\": 1.2027095534912888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 339.3338606103092, \"dd_pct\": -75.06029727695584, \"calmar\": 0.8200901218484609, \"cagr_pct\": 61.5562083398404, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 87.24489795918367, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0593716731852056, \"sortino\": 1.523818565964797}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 226.70778414131155, \"dd_pct\": -68.47605622742113, \"calmar\": 0.37654681456097266, \"cagr_pct\": 25.784440846133478, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 97.40053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6859229901154277, \"sortino\": 0.9879197077706404}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 1335.3379209824138, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.06029727695584, "% In Market": 93.60059760956176, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b081d61f269f685c03ca3cf22edf1c9c4a945f6c2dbe7db4a1d4f987c4ab89b4", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -259.95, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": 480.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "bd4f0929b529782f59a32264df2e8a047407779859f2d284c82d5183ef528399", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.0766695306747, \"dd_pct\": -62.10685146683124, \"calmar\": -0.8388898590201536, \"cagr_pct\": -52.10080787119568, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 88.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9607571062119666, \"sortino\": -1.3209019939819395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -35.09961742481084, \"dd_pct\": -44.368043311394814, \"calmar\": -1.4617754717891898, \"cagr_pct\": -64.85611744387737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.86092715231787, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9967320932929424, \"sortino\": -2.5948125195093072}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1335.3379209824138, \"dd_pct\": -75.06029727695584, \"calmar\": 0.508033819310614, \"cagr_pct\": 38.13316950420195, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 93.60059760956176, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8355466507046111, \"sortino\": 1.2027095534912888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 339.3338606103092, \"dd_pct\": -75.06029727695584, \"calmar\": 0.8200901218484609, \"cagr_pct\": 61.5562083398404, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 87.24489795918367, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0593716731852056, \"sortino\": 1.523818565964797}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 226.70778414131155, \"dd_pct\": -68.47605622742113, \"calmar\": 0.37654681456097266, \"cagr_pct\": 25.784440846133478, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 97.40053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6859229901154277, \"sortino\": 0.9879197077706404}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 1335.3379209824138, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.06029727695584, "% In Market": 93.60059760956176, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b081d61f269f685c03ca3cf22edf1c9c4a945f6c2dbe7db4a1d4f987c4ab89b4", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -259.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": 480.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "80ea7e7bb67c02c8dd34ca9e59d2418c578777ae6c63bf2f61d7b71f3004dc8c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.0766695306747, \"dd_pct\": -62.10685146683124, \"calmar\": -0.8388898590201536, \"cagr_pct\": -52.10080787119568, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 88.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9607571062119666, \"sortino\": -1.3209019939819395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -35.09961742481084, \"dd_pct\": -44.368043311394814, \"calmar\": -1.4617754717891898, \"cagr_pct\": -64.85611744387737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.86092715231787, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9967320932929424, \"sortino\": -2.5948125195093072}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1335.3379209824138, \"dd_pct\": -75.06029727695584, \"calmar\": 0.508033819310614, \"cagr_pct\": 38.13316950420195, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 93.60059760956176, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8355466507046111, \"sortino\": 1.2027095534912888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 339.3338606103092, \"dd_pct\": -75.06029727695584, \"calmar\": 0.8200901218484609, \"cagr_pct\": 61.5562083398404, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 87.24489795918367, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0593716731852056, \"sortino\": 1.523818565964797}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 226.70778414131155, \"dd_pct\": -68.47605622742113, \"calmar\": 0.37654681456097266, \"cagr_pct\": 25.784440846133478, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 97.40053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6859229901154277, \"sortino\": 0.9879197077706404}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 1335.3379209824138, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.06029727695584, "% In Market": 93.60059760956176, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b081d61f269f685c03ca3cf22edf1c9c4a945f6c2dbe7db4a1d4f987c4ab89b4", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -260.0, "i_long_exit_activation_threshold": 669.0, "i_long_exit_activation_confirmation_threshold": 480.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "3205c42c22865349ae246464068b831a3468fb24c6f866b8ed0e814a57d4c4a5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.0766695306747, \"dd_pct\": -62.10685146683124, \"calmar\": -0.8388898590201536, \"cagr_pct\": -52.10080787119568, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 88.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9607571062119666, \"sortino\": -1.3209019939819395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -35.09961742481084, \"dd_pct\": -44.368043311394814, \"calmar\": -1.4617754717891898, \"cagr_pct\": -64.85611744387737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.86092715231787, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9967320932929424, \"sortino\": -2.5948125195093072}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1335.3379209824138, \"dd_pct\": -75.06029727695584, \"calmar\": 0.508033819310614, \"cagr_pct\": 38.13316950420195, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 93.60059760956176, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8355466507046111, \"sortino\": 1.2027095534912888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 339.3338606103092, \"dd_pct\": -75.06029727695584, \"calmar\": 0.8200901218484609, \"cagr_pct\": 61.5562083398404, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 87.24489795918367, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0593716731852056, \"sortino\": 1.523818565964797}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 226.70778414131155, \"dd_pct\": -68.47605622742113, \"calmar\": 0.37654681456097266, \"cagr_pct\": 25.784440846133478, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 97.40053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6859229901154277, \"sortino\": 0.9879197077706404}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 1335.3379209824138, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.06029727695584, "% In Market": 93.60059760956176, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b081d61f269f685c03ca3cf22edf1c9c4a945f6c2dbe7db4a1d4f987c4ab89b4", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -260.0, "i_long_exit_activation_threshold": 669.95, "i_long_exit_activation_confirmation_threshold": 480.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "204eac5a69484124eea8da6040d2222a0e603b962bf18485d3cb10ebb6058c7e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.0766695306747, \"dd_pct\": -62.10685146683124, \"calmar\": -0.8388898590201536, \"cagr_pct\": -52.10080787119568, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 88.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9607571062119666, \"sortino\": -1.3209019939819395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -35.09961742481084, \"dd_pct\": -44.368043311394814, \"calmar\": -1.4617754717891898, \"cagr_pct\": -64.85611744387737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.86092715231787, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9967320932929424, \"sortino\": -2.5948125195093072}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1335.3379209824138, \"dd_pct\": -75.06029727695584, \"calmar\": 0.508033819310614, \"cagr_pct\": 38.13316950420195, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 93.60059760956176, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8355466507046111, \"sortino\": 1.2027095534912888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 339.3338606103092, \"dd_pct\": -75.06029727695584, \"calmar\": 0.8200901218484609, \"cagr_pct\": 61.5562083398404, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 87.24489795918367, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0593716731852056, \"sortino\": 1.523818565964797}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 226.70778414131155, \"dd_pct\": -68.47605622742113, \"calmar\": 0.37654681456097266, \"cagr_pct\": 25.784440846133478, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 97.40053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6859229901154277, \"sortino\": 0.9879197077706404}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 1335.3379209824138, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.06029727695584, "% In Market": 93.60059760956176, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b081d61f269f685c03ca3cf22edf1c9c4a945f6c2dbe7db4a1d4f987c4ab89b4", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -260.0, "i_long_exit_activation_threshold": 670.05, "i_long_exit_activation_confirmation_threshold": 480.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "f09628fa74b151579f8d4a583ab9be764e05de2c5931601ac092d5fe38d19475", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.0766695306747, \"dd_pct\": -62.10685146683124, \"calmar\": -0.8388898590201536, \"cagr_pct\": -52.10080787119568, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 88.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9607571062119666, \"sortino\": -1.3209019939819395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -35.09961742481084, \"dd_pct\": -44.368043311394814, \"calmar\": -1.4617754717891898, \"cagr_pct\": -64.85611744387737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.86092715231787, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9967320932929424, \"sortino\": -2.5948125195093072}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1335.3379209824138, \"dd_pct\": -75.06029727695584, \"calmar\": 0.508033819310614, \"cagr_pct\": 38.13316950420195, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 93.60059760956176, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8355466507046111, \"sortino\": 1.2027095534912888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 339.3338606103092, \"dd_pct\": -75.06029727695584, \"calmar\": 0.8200901218484609, \"cagr_pct\": 61.5562083398404, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 87.24489795918367, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0593716731852056, \"sortino\": 1.523818565964797}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 226.70778414131155, \"dd_pct\": -68.47605622742113, \"calmar\": 0.37654681456097266, \"cagr_pct\": 25.784440846133478, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 97.40053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6859229901154277, \"sortino\": 0.9879197077706404}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 1335.3379209824138, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.06029727695584, "% In Market": 93.60059760956176, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b081d61f269f685c03ca3cf22edf1c9c4a945f6c2dbe7db4a1d4f987c4ab89b4", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -260.0, "i_long_exit_activation_threshold": 671.0, "i_long_exit_activation_confirmation_threshold": 480.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "8d2a2028dde5c3a1c3af48c2437e8aec40d9c43662c25895c43f0b0fd0e8a482", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.0766695306747, \"dd_pct\": -62.10685146683124, \"calmar\": -0.8388898590201536, \"cagr_pct\": -52.10080787119568, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 88.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9607571062119666, \"sortino\": -1.3209019939819395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -35.09961742481084, \"dd_pct\": -44.368043311394814, \"calmar\": -1.4617754717891898, \"cagr_pct\": -64.85611744387737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.86092715231787, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9967320932929424, \"sortino\": -2.5948125195093072}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1335.3379209824138, \"dd_pct\": -75.06029727695584, \"calmar\": 0.508033819310614, \"cagr_pct\": 38.13316950420195, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 93.60059760956176, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8355466507046111, \"sortino\": 1.2027095534912888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 339.3338606103092, \"dd_pct\": -75.06029727695584, \"calmar\": 0.8200901218484609, \"cagr_pct\": 61.5562083398404, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 87.24489795918367, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0593716731852056, \"sortino\": 1.523818565964797}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 226.70778414131155, \"dd_pct\": -68.47605622742113, \"calmar\": 0.37654681456097266, \"cagr_pct\": 25.784440846133478, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 97.40053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6859229901154277, \"sortino\": 0.9879197077706404}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 1335.3379209824138, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.06029727695584, "% In Market": 93.60059760956176, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b081d61f269f685c03ca3cf22edf1c9c4a945f6c2dbe7db4a1d4f987c4ab89b4", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -260.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": 479.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "8f81132876aeff9cb84abdc73d3afea666d71d4a82ccc01246a87b2f44fd408e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.0766695306747, \"dd_pct\": -62.10685146683124, \"calmar\": -0.8388898590201536, \"cagr_pct\": -52.10080787119568, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 88.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9607571062119666, \"sortino\": -1.3209019939819395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -35.09961742481084, \"dd_pct\": -44.368043311394814, \"calmar\": -1.4617754717891898, \"cagr_pct\": -64.85611744387737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.86092715231787, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9967320932929424, \"sortino\": -2.5948125195093072}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1335.3379209824138, \"dd_pct\": -75.06029727695584, \"calmar\": 0.508033819310614, \"cagr_pct\": 38.13316950420195, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 93.60059760956176, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8355466507046111, \"sortino\": 1.2027095534912888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 339.3338606103092, \"dd_pct\": -75.06029727695584, \"calmar\": 0.8200901218484609, \"cagr_pct\": 61.5562083398404, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 87.24489795918367, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0593716731852056, \"sortino\": 1.523818565964797}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 226.70778414131155, \"dd_pct\": -68.47605622742113, \"calmar\": 0.37654681456097266, \"cagr_pct\": 25.784440846133478, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 97.40053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6859229901154277, \"sortino\": 0.9879197077706404}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 1335.3379209824138, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.06029727695584, "% In Market": 93.60059760956176, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b081d61f269f685c03ca3cf22edf1c9c4a945f6c2dbe7db4a1d4f987c4ab89b4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -260.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": 479.95, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "3234bcca4120772eed307eb062d935b967a01f7e3a536283323696c8d6074f0b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.0766695306747, \"dd_pct\": -62.10685146683124, \"calmar\": -0.8388898590201536, \"cagr_pct\": -52.10080787119568, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 88.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9607571062119666, \"sortino\": -1.3209019939819395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -35.09961742481084, \"dd_pct\": -44.368043311394814, \"calmar\": -1.4617754717891898, \"cagr_pct\": -64.85611744387737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.86092715231787, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9967320932929424, \"sortino\": -2.5948125195093072}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1335.3379209824138, \"dd_pct\": -75.06029727695584, \"calmar\": 0.508033819310614, \"cagr_pct\": 38.13316950420195, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 93.60059760956176, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8355466507046111, \"sortino\": 1.2027095534912888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 339.3338606103092, \"dd_pct\": -75.06029727695584, \"calmar\": 0.8200901218484609, \"cagr_pct\": 61.5562083398404, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 87.24489795918367, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0593716731852056, \"sortino\": 1.523818565964797}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 226.70778414131155, \"dd_pct\": -68.47605622742113, \"calmar\": 0.37654681456097266, \"cagr_pct\": 25.784440846133478, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 97.40053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6859229901154277, \"sortino\": 0.9879197077706404}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 1335.3379209824138, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.06029727695584, "% In Market": 93.60059760956176, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b081d61f269f685c03ca3cf22edf1c9c4a945f6c2dbe7db4a1d4f987c4ab89b4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -260.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": 480.05, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "93553110289c32a7daa91fa0294b8e8cabdedaee202e1935651fdec955b1431f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.0766695306747, \"dd_pct\": -62.10685146683124, \"calmar\": -0.8388898590201536, \"cagr_pct\": -52.10080787119568, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 88.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9607571062119666, \"sortino\": -1.3209019939819395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -35.09961742481084, \"dd_pct\": -44.368043311394814, \"calmar\": -1.4617754717891898, \"cagr_pct\": -64.85611744387737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.86092715231787, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9967320932929424, \"sortino\": -2.5948125195093072}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1335.3379209824138, \"dd_pct\": -75.06029727695584, \"calmar\": 0.508033819310614, \"cagr_pct\": 38.13316950420195, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 93.60059760956176, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8355466507046111, \"sortino\": 1.2027095534912888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 339.3338606103092, \"dd_pct\": -75.06029727695584, \"calmar\": 0.8200901218484609, \"cagr_pct\": 61.5562083398404, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 87.24489795918367, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0593716731852056, \"sortino\": 1.523818565964797}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 226.70778414131155, \"dd_pct\": -68.47605622742113, \"calmar\": 0.37654681456097266, \"cagr_pct\": 25.784440846133478, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 97.40053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6859229901154277, \"sortino\": 0.9879197077706404}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 1335.3379209824138, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.06029727695584, "% In Market": 93.60059760956176, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b081d61f269f685c03ca3cf22edf1c9c4a945f6c2dbe7db4a1d4f987c4ab89b4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -260.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": 481.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "a192bfa5cfc4f5efb279e7935e5ef97622051ede4b22e4cd8701992e56b61aa7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.0766695306747, \"dd_pct\": -62.10685146683124, \"calmar\": -0.8388898590201536, \"cagr_pct\": -52.10080787119568, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 88.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9607571062119666, \"sortino\": -1.3209019939819395}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -35.09961742481084, \"dd_pct\": -44.368043311394814, \"calmar\": -1.4617754717891898, \"cagr_pct\": -64.85611744387737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.86092715231787, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9967320932929424, \"sortino\": -2.5948125195093072}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1335.3379209824138, \"dd_pct\": -75.06029727695584, \"calmar\": 0.508033819310614, \"cagr_pct\": 38.13316950420195, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 93.60059760956176, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8355466507046111, \"sortino\": 1.2027095534912888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 339.3338606103092, \"dd_pct\": -75.06029727695584, \"calmar\": 0.8200901218484609, \"cagr_pct\": 61.5562083398404, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 87.24489795918367, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0593716731852056, \"sortino\": 1.523818565964797}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 226.70778414131155, \"dd_pct\": -68.47605622742113, \"calmar\": 0.37654681456097266, \"cagr_pct\": 25.784440846133478, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 97.40053050397877, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6859229901154277, \"sortino\": 0.9879197077706404}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 1335.3379209824138, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.06029727695584, "% In Market": 93.60059760956176, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b081d61f269f685c03ca3cf22edf1c9c4a945f6c2dbe7db4a1d4f987c4ab89b4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 535.0, "i_long_exit_activation_threshold": -580.0, "i_long_exit_activation_confirmation_threshold": 740.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "644cff8e9197b589c455e816f6727d70f29f295bedb4910ed3b3bb4bd23e1bc3", "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\": 16.529357510708586, \"dd_pct\": -5.983201769472435, \"calmar\": 2.7646681952114567, \"cagr_pct\": 16.541567637593353, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1989188376044364, \"sortino\": 1.8408596351179924}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 7.329211791058587, \"dd_pct\": -1.6660728872222696, \"calmar\": 4.4022152981928, \"cagr_pct\": 7.334411552034123, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9373734416374102, \"sortino\": 3.8345556750010727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.3238274805205896, \"dd_pct\": -2.5193781824062955, \"calmar\": -1.2591019106260792, \"cagr_pct\": -3.1721538830574256, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.3178807947019866, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5823120926977778, \"sortino\": -0.9159537958261628}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 17.11964576112337, \"dd_pct\": -5.983201769472391, \"calmar\": 0.3233683802702465, \"cagr_pct\": 1.9347782650243597, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.39644288679089185, \"sortino\": 0.5975821214316535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.100447915449613, \"dd_pct\": -5.113570329671536, \"calmar\": -0.3289952993431061, \"cagr_pct\": -1.6823406013223126, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8411943905300066, \"sortino\": -0.8772967860783653}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.414329349812, \"dd_pct\": -5.983201769472435, \"calmar\": 0.6953851776038521, \"cagr_pct\": 4.160629825104271, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6735444392417799, \"sortino\": 1.0493831619028307}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 17.11964576112337, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.983201769472391, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2487f7ec882d67dfa8fe332b5213dc62ba216e253b87ce8a7be7b63ed50aab", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 534.0, "i_long_exit_activation_threshold": -580.0, "i_long_exit_activation_confirmation_threshold": 740.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "13e9ff3d65558219d580b945f38995004ccf7cf607eda4e0b47d9990495f78af", "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\": 16.529357510708586, \"dd_pct\": -5.983201769472435, \"calmar\": 2.7646681952114567, \"cagr_pct\": 16.541567637593353, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1989188376044364, \"sortino\": 1.8408596351179924}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 7.329211791058587, \"dd_pct\": -1.6660728872222696, \"calmar\": 4.4022152981928, \"cagr_pct\": 7.334411552034123, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9373734416374102, \"sortino\": 3.8345556750010727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.3238274805205896, \"dd_pct\": -2.5193781824062955, \"calmar\": -1.2591019106260792, \"cagr_pct\": -3.1721538830574256, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.3178807947019866, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5823120926977778, \"sortino\": -0.9159537958261628}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 17.11964576112337, \"dd_pct\": -5.983201769472391, \"calmar\": 0.3233683802702465, \"cagr_pct\": 1.9347782650243597, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.39644288679089185, \"sortino\": 0.5975821214316535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.100447915449613, \"dd_pct\": -5.113570329671536, \"calmar\": -0.3289952993431061, \"cagr_pct\": -1.6823406013223126, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8411943905300066, \"sortino\": -0.8772967860783653}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.414329349812, \"dd_pct\": -5.983201769472435, \"calmar\": 0.6953851776038521, \"cagr_pct\": 4.160629825104271, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6735444392417799, \"sortino\": 1.0493831619028307}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 17.11964576112337, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.983201769472391, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2487f7ec882d67dfa8fe332b5213dc62ba216e253b87ce8a7be7b63ed50aab", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 534.95, "i_long_exit_activation_threshold": -580.0, "i_long_exit_activation_confirmation_threshold": 740.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "7ffb78084db09691d2f7c5c8609c08f70766ac093a48b8226d456be39e534054", "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\": 16.529357510708586, \"dd_pct\": -5.983201769472435, \"calmar\": 2.7646681952114567, \"cagr_pct\": 16.541567637593353, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1989188376044364, \"sortino\": 1.8408596351179924}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 7.329211791058587, \"dd_pct\": -1.6660728872222696, \"calmar\": 4.4022152981928, \"cagr_pct\": 7.334411552034123, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9373734416374102, \"sortino\": 3.8345556750010727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.3238274805205896, \"dd_pct\": -2.5193781824062955, \"calmar\": -1.2591019106260792, \"cagr_pct\": -3.1721538830574256, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.3178807947019866, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5823120926977778, \"sortino\": -0.9159537958261628}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 17.11964576112337, \"dd_pct\": -5.983201769472391, \"calmar\": 0.3233683802702465, \"cagr_pct\": 1.9347782650243597, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.39644288679089185, \"sortino\": 0.5975821214316535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.100447915449613, \"dd_pct\": -5.113570329671536, \"calmar\": -0.3289952993431061, \"cagr_pct\": -1.6823406013223126, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8411943905300066, \"sortino\": -0.8772967860783653}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.414329349812, \"dd_pct\": -5.983201769472435, \"calmar\": 0.6953851776038521, \"cagr_pct\": 4.160629825104271, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6735444392417799, \"sortino\": 1.0493831619028307}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 17.11964576112337, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.983201769472391, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2487f7ec882d67dfa8fe332b5213dc62ba216e253b87ce8a7be7b63ed50aab", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 535.05, "i_long_exit_activation_threshold": -580.0, "i_long_exit_activation_confirmation_threshold": 740.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "9135fb5a12b73cd4411f0dbbc057bc2f3e9cbdda92bb2875504cc18f548671b0", "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\": 16.529357510708586, \"dd_pct\": -5.983201769472435, \"calmar\": 2.7646681952114567, \"cagr_pct\": 16.541567637593353, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1989188376044364, \"sortino\": 1.8408596351179924}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 7.329211791058587, \"dd_pct\": -1.6660728872222696, \"calmar\": 4.4022152981928, \"cagr_pct\": 7.334411552034123, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9373734416374102, \"sortino\": 3.8345556750010727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.3238274805205896, \"dd_pct\": -2.5193781824062955, \"calmar\": -1.2591019106260792, \"cagr_pct\": -3.1721538830574256, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.3178807947019866, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5823120926977778, \"sortino\": -0.9159537958261628}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 17.11964576112337, \"dd_pct\": -5.983201769472391, \"calmar\": 0.3233683802702465, \"cagr_pct\": 1.9347782650243597, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.39644288679089185, \"sortino\": 0.5975821214316535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.100447915449613, \"dd_pct\": -5.113570329671536, \"calmar\": -0.3289952993431061, \"cagr_pct\": -1.6823406013223126, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8411943905300066, \"sortino\": -0.8772967860783653}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.414329349812, \"dd_pct\": -5.983201769472435, \"calmar\": 0.6953851776038521, \"cagr_pct\": 4.160629825104271, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6735444392417799, \"sortino\": 1.0493831619028307}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 17.11964576112337, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.983201769472391, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2487f7ec882d67dfa8fe332b5213dc62ba216e253b87ce8a7be7b63ed50aab", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 536.0, "i_long_exit_activation_threshold": -580.0, "i_long_exit_activation_confirmation_threshold": 740.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "919b5aa715adf643ff875aee702e903e0fcacb4bf32552c557e454078c084e42", "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\": 16.529357510708586, \"dd_pct\": -5.983201769472435, \"calmar\": 2.7646681952114567, \"cagr_pct\": 16.541567637593353, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1989188376044364, \"sortino\": 1.8408596351179924}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 7.329211791058587, \"dd_pct\": -1.6660728872222696, \"calmar\": 4.4022152981928, \"cagr_pct\": 7.334411552034123, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9373734416374102, \"sortino\": 3.8345556750010727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.3238274805205896, \"dd_pct\": -2.5193781824062955, \"calmar\": -1.2591019106260792, \"cagr_pct\": -3.1721538830574256, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.3178807947019866, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5823120926977778, \"sortino\": -0.9159537958261628}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 17.11964576112337, \"dd_pct\": -5.983201769472391, \"calmar\": 0.3233683802702465, \"cagr_pct\": 1.9347782650243597, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.39644288679089185, \"sortino\": 0.5975821214316535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.100447915449613, \"dd_pct\": -5.113570329671536, \"calmar\": -0.3289952993431061, \"cagr_pct\": -1.6823406013223126, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8411943905300066, \"sortino\": -0.8772967860783653}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.414329349812, \"dd_pct\": -5.983201769472435, \"calmar\": 0.6953851776038521, \"cagr_pct\": 4.160629825104271, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6735444392417799, \"sortino\": 1.0493831619028307}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 17.11964576112337, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.983201769472391, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2487f7ec882d67dfa8fe332b5213dc62ba216e253b87ce8a7be7b63ed50aab", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 535.0, "i_long_exit_activation_threshold": -581.0, "i_long_exit_activation_confirmation_threshold": 740.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "c3868994db99d7a146d03aafb2b2092ba094ef03b72338746ac384fc5702b5f6", "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\": 16.529357510708586, \"dd_pct\": -5.983201769472435, \"calmar\": 2.7646681952114567, \"cagr_pct\": 16.541567637593353, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1989188376044364, \"sortino\": 1.8408596351179924}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 7.329211791058587, \"dd_pct\": -1.6660728872222696, \"calmar\": 4.4022152981928, \"cagr_pct\": 7.334411552034123, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9373734416374102, \"sortino\": 3.8345556750010727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.3238274805205896, \"dd_pct\": -2.5193781824062955, \"calmar\": -1.2591019106260792, \"cagr_pct\": -3.1721538830574256, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.3178807947019866, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5823120926977778, \"sortino\": -0.9159537958261628}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 17.11964576112337, \"dd_pct\": -5.983201769472391, \"calmar\": 0.3233683802702465, \"cagr_pct\": 1.9347782650243597, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.39644288679089185, \"sortino\": 0.5975821214316535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.100447915449613, \"dd_pct\": -5.113570329671536, \"calmar\": -0.3289952993431061, \"cagr_pct\": -1.6823406013223126, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8411943905300066, \"sortino\": -0.8772967860783653}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.414329349812, \"dd_pct\": -5.983201769472435, \"calmar\": 0.6953851776038521, \"cagr_pct\": 4.160629825104271, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6735444392417799, \"sortino\": 1.0493831619028307}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 17.11964576112337, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.983201769472391, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2487f7ec882d67dfa8fe332b5213dc62ba216e253b87ce8a7be7b63ed50aab", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 535.0, "i_long_exit_activation_threshold": -580.05, "i_long_exit_activation_confirmation_threshold": 740.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "2d29dea21088fb2f790acd6cbf46f691d4c9b8d1240fdf6e77546ce92bf3ee12", "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\": 16.529357510708586, \"dd_pct\": -5.983201769472435, \"calmar\": 2.7646681952114567, \"cagr_pct\": 16.541567637593353, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1989188376044364, \"sortino\": 1.8408596351179924}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 7.329211791058587, \"dd_pct\": -1.6660728872222696, \"calmar\": 4.4022152981928, \"cagr_pct\": 7.334411552034123, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9373734416374102, \"sortino\": 3.8345556750010727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.3238274805205896, \"dd_pct\": -2.5193781824062955, \"calmar\": -1.2591019106260792, \"cagr_pct\": -3.1721538830574256, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.3178807947019866, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5823120926977778, \"sortino\": -0.9159537958261628}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 17.11964576112337, \"dd_pct\": -5.983201769472391, \"calmar\": 0.3233683802702465, \"cagr_pct\": 1.9347782650243597, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.39644288679089185, \"sortino\": 0.5975821214316535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.100447915449613, \"dd_pct\": -5.113570329671536, \"calmar\": -0.3289952993431061, \"cagr_pct\": -1.6823406013223126, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8411943905300066, \"sortino\": -0.8772967860783653}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.414329349812, \"dd_pct\": -5.983201769472435, \"calmar\": 0.6953851776038521, \"cagr_pct\": 4.160629825104271, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6735444392417799, \"sortino\": 1.0493831619028307}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 17.11964576112337, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.983201769472391, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2487f7ec882d67dfa8fe332b5213dc62ba216e253b87ce8a7be7b63ed50aab", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 535.0, "i_long_exit_activation_threshold": -579.95, "i_long_exit_activation_confirmation_threshold": 740.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "24bd61fd8d994cf978a5f876fa782f1c77b296546e46fb3809a640662252a526", "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\": 16.529357510708586, \"dd_pct\": -5.983201769472435, \"calmar\": 2.7646681952114567, \"cagr_pct\": 16.541567637593353, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1989188376044364, \"sortino\": 1.8408596351179924}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 7.329211791058587, \"dd_pct\": -1.6660728872222696, \"calmar\": 4.4022152981928, \"cagr_pct\": 7.334411552034123, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9373734416374102, \"sortino\": 3.8345556750010727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.3238274805205896, \"dd_pct\": -2.5193781824062955, \"calmar\": -1.2591019106260792, \"cagr_pct\": -3.1721538830574256, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.3178807947019866, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5823120926977778, \"sortino\": -0.9159537958261628}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 17.11964576112337, \"dd_pct\": -5.983201769472391, \"calmar\": 0.3233683802702465, \"cagr_pct\": 1.9347782650243597, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.39644288679089185, \"sortino\": 0.5975821214316535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.100447915449613, \"dd_pct\": -5.113570329671536, \"calmar\": -0.3289952993431061, \"cagr_pct\": -1.6823406013223126, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8411943905300066, \"sortino\": -0.8772967860783653}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.414329349812, \"dd_pct\": -5.983201769472435, \"calmar\": 0.6953851776038521, \"cagr_pct\": 4.160629825104271, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6735444392417799, \"sortino\": 1.0493831619028307}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 17.11964576112337, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.983201769472391, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2487f7ec882d67dfa8fe332b5213dc62ba216e253b87ce8a7be7b63ed50aab", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 535.0, "i_long_exit_activation_threshold": -579.0, "i_long_exit_activation_confirmation_threshold": 740.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "b718e718347b08493413b25da84a5c9a12bdf3c6c461cedd083dd756fc286330", "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\": 16.529357510708586, \"dd_pct\": -5.983201769472435, \"calmar\": 2.7646681952114567, \"cagr_pct\": 16.541567637593353, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1989188376044364, \"sortino\": 1.8408596351179924}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 7.329211791058587, \"dd_pct\": -1.6660728872222696, \"calmar\": 4.4022152981928, \"cagr_pct\": 7.334411552034123, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9373734416374102, \"sortino\": 3.8345556750010727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.3238274805205896, \"dd_pct\": -2.5193781824062955, \"calmar\": -1.2591019106260792, \"cagr_pct\": -3.1721538830574256, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.3178807947019866, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5823120926977778, \"sortino\": -0.9159537958261628}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 17.11964576112337, \"dd_pct\": -5.983201769472391, \"calmar\": 0.3233683802702465, \"cagr_pct\": 1.9347782650243597, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.39644288679089185, \"sortino\": 0.5975821214316535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.100447915449613, \"dd_pct\": -5.113570329671536, \"calmar\": -0.3289952993431061, \"cagr_pct\": -1.6823406013223126, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8411943905300066, \"sortino\": -0.8772967860783653}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.414329349812, \"dd_pct\": -5.983201769472435, \"calmar\": 0.6953851776038521, \"cagr_pct\": 4.160629825104271, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6735444392417799, \"sortino\": 1.0493831619028307}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 17.11964576112337, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.983201769472391, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2487f7ec882d67dfa8fe332b5213dc62ba216e253b87ce8a7be7b63ed50aab", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 535.0, "i_long_exit_activation_threshold": -580.0, "i_long_exit_activation_confirmation_threshold": 739.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "001e9d253903b34a8afbdbaa8319424105e5ec808be69d17e5fb2e4f875f8f0f", "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\": 16.529357510708586, \"dd_pct\": -5.983201769472435, \"calmar\": 2.7646681952114567, \"cagr_pct\": 16.541567637593353, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1989188376044364, \"sortino\": 1.8408596351179924}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 7.329211791058587, \"dd_pct\": -1.6660728872222696, \"calmar\": 4.4022152981928, \"cagr_pct\": 7.334411552034123, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9373734416374102, \"sortino\": 3.8345556750010727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.3238274805205896, \"dd_pct\": -2.5193781824062955, \"calmar\": -1.2591019106260792, \"cagr_pct\": -3.1721538830574256, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.3178807947019866, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5823120926977778, \"sortino\": -0.9159537958261628}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 17.11964576112337, \"dd_pct\": -5.983201769472391, \"calmar\": 0.3233683802702465, \"cagr_pct\": 1.9347782650243597, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.39644288679089185, \"sortino\": 0.5975821214316535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.100447915449613, \"dd_pct\": -5.113570329671536, \"calmar\": -0.3289952993431061, \"cagr_pct\": -1.6823406013223126, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8411943905300066, \"sortino\": -0.8772967860783653}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.414329349812, \"dd_pct\": -5.983201769472435, \"calmar\": 0.6953851776038521, \"cagr_pct\": 4.160629825104271, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6735444392417799, \"sortino\": 1.0493831619028307}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 17.11964576112337, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.983201769472391, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2487f7ec882d67dfa8fe332b5213dc62ba216e253b87ce8a7be7b63ed50aab", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 535.0, "i_long_exit_activation_threshold": -580.0, "i_long_exit_activation_confirmation_threshold": 739.95, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "d855a3122a6604fb4f58f8dacab4ee7fd198bdfd367b6e4060d332e80d8ba237", "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\": 16.529357510708586, \"dd_pct\": -5.983201769472435, \"calmar\": 2.7646681952114567, \"cagr_pct\": 16.541567637593353, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1989188376044364, \"sortino\": 1.8408596351179924}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 7.329211791058587, \"dd_pct\": -1.6660728872222696, \"calmar\": 4.4022152981928, \"cagr_pct\": 7.334411552034123, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9373734416374102, \"sortino\": 3.8345556750010727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.3238274805205896, \"dd_pct\": -2.5193781824062955, \"calmar\": -1.2591019106260792, \"cagr_pct\": -3.1721538830574256, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.3178807947019866, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5823120926977778, \"sortino\": -0.9159537958261628}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 17.11964576112337, \"dd_pct\": -5.983201769472391, \"calmar\": 0.3233683802702465, \"cagr_pct\": 1.9347782650243597, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.39644288679089185, \"sortino\": 0.5975821214316535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.100447915449613, \"dd_pct\": -5.113570329671536, \"calmar\": -0.3289952993431061, \"cagr_pct\": -1.6823406013223126, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8411943905300066, \"sortino\": -0.8772967860783653}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.414329349812, \"dd_pct\": -5.983201769472435, \"calmar\": 0.6953851776038521, \"cagr_pct\": 4.160629825104271, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6735444392417799, \"sortino\": 1.0493831619028307}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 17.11964576112337, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.983201769472391, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2487f7ec882d67dfa8fe332b5213dc62ba216e253b87ce8a7be7b63ed50aab", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 535.0, "i_long_exit_activation_threshold": -580.0, "i_long_exit_activation_confirmation_threshold": 740.05, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "6af4c9f4c438d5ecfc869801253c1a35519fe7b83e2300a2fc7950b2a47fbdf6", "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\": 16.529357510708586, \"dd_pct\": -5.983201769472435, \"calmar\": 2.7646681952114567, \"cagr_pct\": 16.541567637593353, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1989188376044364, \"sortino\": 1.8408596351179924}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 7.329211791058587, \"dd_pct\": -1.6660728872222696, \"calmar\": 4.4022152981928, \"cagr_pct\": 7.334411552034123, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9373734416374102, \"sortino\": 3.8345556750010727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.3238274805205896, \"dd_pct\": -2.5193781824062955, \"calmar\": -1.2591019106260792, \"cagr_pct\": -3.1721538830574256, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.3178807947019866, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5823120926977778, \"sortino\": -0.9159537958261628}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 17.11964576112337, \"dd_pct\": -5.983201769472391, \"calmar\": 0.3233683802702465, \"cagr_pct\": 1.9347782650243597, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.39644288679089185, \"sortino\": 0.5975821214316535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.100447915449613, \"dd_pct\": -5.113570329671536, \"calmar\": -0.3289952993431061, \"cagr_pct\": -1.6823406013223126, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8411943905300066, \"sortino\": -0.8772967860783653}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.414329349812, \"dd_pct\": -5.983201769472435, \"calmar\": 0.6953851776038521, \"cagr_pct\": 4.160629825104271, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6735444392417799, \"sortino\": 1.0493831619028307}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 17.11964576112337, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.983201769472391, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2487f7ec882d67dfa8fe332b5213dc62ba216e253b87ce8a7be7b63ed50aab", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 535.0, "i_long_exit_activation_threshold": -580.0, "i_long_exit_activation_confirmation_threshold": 741.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "f43630dadf59132f6a12e1534d11bfc662a656fea88d695c81c6a6e55cfa7b58", "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\": 16.529357510708586, \"dd_pct\": -5.983201769472435, \"calmar\": 2.7646681952114567, \"cagr_pct\": 16.541567637593353, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1989188376044364, \"sortino\": 1.8408596351179924}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 7.329211791058587, \"dd_pct\": -1.6660728872222696, \"calmar\": 4.4022152981928, \"cagr_pct\": 7.334411552034123, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.9373734416374102, \"sortino\": 3.8345556750010727}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -1.3238274805205896, \"dd_pct\": -2.5193781824062955, \"calmar\": -1.2591019106260792, \"cagr_pct\": -3.1721538830574256, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.3178807947019866, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5823120926977778, \"sortino\": -0.9159537958261628}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 17.11964576112337, \"dd_pct\": -5.983201769472391, \"calmar\": 0.3233683802702465, \"cagr_pct\": 1.9347782650243597, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.1703187250996017, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.39644288679089185, \"sortino\": 0.5975821214316535}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.100447915449613, \"dd_pct\": -5.113570329671536, \"calmar\": -0.3289952993431061, \"cagr_pct\": -1.6823406013223126, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.22182786157941436, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8411943905300066, \"sortino\": -0.8772967860783653}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.414329349812, \"dd_pct\": -5.983201769472435, \"calmar\": 0.6953851776038521, \"cagr_pct\": 4.160629825104271, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 1.7374005305039786, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6735444392417799, \"sortino\": 1.0493831619028307}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 17.11964576112337, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.983201769472391, "% In Market": 1.1703187250996017, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 5, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9b2487f7ec882d67dfa8fe332b5213dc62ba216e253b87ce8a7be7b63ed50aab", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -90.0, "i_long_exit_activation_threshold": -290.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "84b4e643dadaf4875a6789450427caea624f7e06f87d45c862370231ab8b0d08", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 52.79792319034235, \"dd_pct\": -23.22243459768708, \"calmar\": 2.2754848532671126, \"cagr_pct\": 52.842298183023104, \"entries\": 22, \"exits\": 23, \"exposure_pct\": 12.602739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.583980027823443, \"sortino\": 2.701298718868836}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -7.424492584537701, \"dd_pct\": -11.37350975772813, \"calmar\": -0.653218245841082, \"cagr_pct\": -7.429384092999598, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 4.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6055693459738557, \"sortino\": -0.7540430792104261}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 23.62613618625511, \"dd_pct\": -11.816529097801565, \"calmar\": 2.000934137272913, \"cagr_pct\": 23.64409645586985, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 29.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0011624064899949, \"sortino\": 1.6361276288435707}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 66.90731231658495, \"dd_pct\": -8.23156828467162, \"calmar\": 11.899901778575206, \"cagr_pct\": 97.95485407122707, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 25.09124087591241, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.8552933197141206, \"sortino\": 5.032323214379069}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 23.153264787909865, \"dd_pct\": -26.887741658698015, \"calmar\": 0.861761963595558, \"cagr_pct\": 23.170833048449687, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 37.80821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.821079121920611, \"sortino\": 1.260831568347797}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.5705067617211013, \"dd_pct\": -8.923656014307868, \"calmar\": 0.15526975077724706, \"cagr_pct\": 1.3855738453634645, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 9.105960264900661, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16797223746495543, \"sortino\": 0.2276864823274688}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.114587465247926, \"dd_pct\": -84.81289957520453, \"calmar\": 0.030109929319391368, \"cagr_pct\": 2.5537104115820464, \"entries\": 123, \"exits\": 123, \"exposure_pct\": 21.074037184594953, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2460961578212048, \"sortino\": 0.34261248654834947}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.94399241677496, \"dd_pct\": -84.81289957520453, \"calmar\": -0.3474428735967537, \"cagr_pct\": -29.46763754648195, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 21.672582076308785, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5357988687433626, \"sortino\": -0.704874415304998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.50622519208747, \"dd_pct\": -26.887741658698072, \"calmar\": 1.0516182000817629, \"cagr_pct\": 28.275638487383496, \"entries\": 90, \"exits\": 91, \"exposure_pct\": 20.716180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1351080166185186, \"sortino\": 1.8177733900473492}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.833518334108728, \"dd_pct\": -9.32776374587968, \"calmar\": 2.8460597436337967, \"cagr_pct\": 26.547372895274947, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 16.714697406340058, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5849196755977766, \"sortino\": 3.19655026749859}]", "Additional_Threshold_Budget": 0, "Total Trades": 123, "Total P&L %": 23.114587465247926, "Sharpe Ratio": 0.2460961578212048, "Sortino Ratio": 0.34261248654834947, "Calmar Ratio": 0.030109929319391368, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.81289957520453, "% In Market": 21.074037184594953, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3474428735967537, "Sub1_Sortino": -0.704874415304998, "Sub1_Trades": 33, "Sub2_Calmar": 1.0516182000817629, "Sub2_Sortino": 1.8177733900473492, "Sub2_Trades": 90, "WFO_Score": 4.259520683177698, "WFO_Min_Fold": 0.861761963595558, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.275485, 2.000934, 11.899902, 0.861762]", "OOS_Total Trades": 4, "OOS_Total P&L %": 11.833518334108728, "OOS_Sortino Ratio": 3.19655026749859, "OOS_Calmar Ratio": 2.8460597436337967, "OOS_Max Drawdown %": -9.32776374587968, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9204567b2b872cb3c5627e2517234f2c9d65fd79b00ae8040702b46ba3d75073", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -91.0, "i_long_exit_activation_threshold": -290.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "e77a8f37f5cf032c40f09e1c560c46acc413e6bdb8f05a34f55903a40a728e0f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 52.79792319034235, \"dd_pct\": -23.22243459768708, \"calmar\": 2.2754848532671126, \"cagr_pct\": 52.842298183023104, \"entries\": 22, \"exits\": 23, \"exposure_pct\": 12.602739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.583980027823443, \"sortino\": 2.701298718868836}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -7.424492584537701, \"dd_pct\": -11.37350975772813, \"calmar\": -0.653218245841082, \"cagr_pct\": -7.429384092999598, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 4.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6055693459738557, \"sortino\": -0.7540430792104261}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 23.62613618625511, \"dd_pct\": -11.816529097801565, \"calmar\": 2.000934137272913, \"cagr_pct\": 23.64409645586985, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 29.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0011624064899949, \"sortino\": 1.6361276288435707}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 66.90731231658495, \"dd_pct\": -8.23156828467162, \"calmar\": 11.899901778575206, \"cagr_pct\": 97.95485407122707, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 25.09124087591241, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.8552933197141206, \"sortino\": 5.032323214379069}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 23.153264787909865, \"dd_pct\": -26.887741658698015, \"calmar\": 0.861761963595558, \"cagr_pct\": 23.170833048449687, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 37.80821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.821079121920611, \"sortino\": 1.260831568347797}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.5705067617211013, \"dd_pct\": -8.923656014307868, \"calmar\": 0.15526975077724706, \"cagr_pct\": 1.3855738453634645, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 9.105960264900661, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16797223746495543, \"sortino\": 0.2276864823274688}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.114587465247926, \"dd_pct\": -84.81289957520453, \"calmar\": 0.030109929319391368, \"cagr_pct\": 2.5537104115820464, \"entries\": 123, \"exits\": 123, \"exposure_pct\": 21.074037184594953, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2460961578212048, \"sortino\": 0.34261248654834947}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.94399241677496, \"dd_pct\": -84.81289957520453, \"calmar\": -0.3474428735967537, \"cagr_pct\": -29.46763754648195, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 21.672582076308785, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5357988687433626, \"sortino\": -0.704874415304998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.50622519208747, \"dd_pct\": -26.887741658698072, \"calmar\": 1.0516182000817629, \"cagr_pct\": 28.275638487383496, \"entries\": 90, \"exits\": 91, \"exposure_pct\": 20.716180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1351080166185186, \"sortino\": 1.8177733900473492}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.833518334108728, \"dd_pct\": -9.32776374587968, \"calmar\": 2.8460597436337967, \"cagr_pct\": 26.547372895274947, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 16.714697406340058, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5849196755977766, \"sortino\": 3.19655026749859}]", "Additional_Threshold_Budget": 0, "Total Trades": 123, "Total P&L %": 23.114587465247926, "Sharpe Ratio": 0.2460961578212048, "Sortino Ratio": 0.34261248654834947, "Calmar Ratio": 0.030109929319391368, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.81289957520453, "% In Market": 21.074037184594953, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3474428735967537, "Sub1_Sortino": -0.704874415304998, "Sub1_Trades": 33, "Sub2_Calmar": 1.0516182000817629, "Sub2_Sortino": 1.8177733900473492, "Sub2_Trades": 90, "WFO_Score": 4.259520683177698, "WFO_Min_Fold": 0.861761963595558, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.275485, 2.000934, 11.899902, 0.861762]", "OOS_Total Trades": 4, "OOS_Total P&L %": 11.833518334108728, "OOS_Sortino Ratio": 3.19655026749859, "OOS_Calmar Ratio": 2.8460597436337967, "OOS_Max Drawdown %": -9.32776374587968, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9204567b2b872cb3c5627e2517234f2c9d65fd79b00ae8040702b46ba3d75073", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -90.05, "i_long_exit_activation_threshold": -290.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "405a94aae640b7b71bb913b59423b89e465b691febfa283fc3fbeb4023625e5b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 52.79792319034235, \"dd_pct\": -23.22243459768708, \"calmar\": 2.2754848532671126, \"cagr_pct\": 52.842298183023104, \"entries\": 22, \"exits\": 23, \"exposure_pct\": 12.602739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.583980027823443, \"sortino\": 2.701298718868836}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -7.424492584537701, \"dd_pct\": -11.37350975772813, \"calmar\": -0.653218245841082, \"cagr_pct\": -7.429384092999598, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 4.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6055693459738557, \"sortino\": -0.7540430792104261}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 23.62613618625511, \"dd_pct\": -11.816529097801565, \"calmar\": 2.000934137272913, \"cagr_pct\": 23.64409645586985, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 29.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0011624064899949, \"sortino\": 1.6361276288435707}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 66.90731231658495, \"dd_pct\": -8.23156828467162, \"calmar\": 11.899901778575206, \"cagr_pct\": 97.95485407122707, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 25.09124087591241, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.8552933197141206, \"sortino\": 5.032323214379069}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 23.153264787909865, \"dd_pct\": -26.887741658698015, \"calmar\": 0.861761963595558, \"cagr_pct\": 23.170833048449687, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 37.80821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.821079121920611, \"sortino\": 1.260831568347797}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.5705067617211013, \"dd_pct\": -8.923656014307868, \"calmar\": 0.15526975077724706, \"cagr_pct\": 1.3855738453634645, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 9.105960264900661, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16797223746495543, \"sortino\": 0.2276864823274688}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.114587465247926, \"dd_pct\": -84.81289957520453, \"calmar\": 0.030109929319391368, \"cagr_pct\": 2.5537104115820464, \"entries\": 123, \"exits\": 123, \"exposure_pct\": 21.074037184594953, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2460961578212048, \"sortino\": 0.34261248654834947}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.94399241677496, \"dd_pct\": -84.81289957520453, \"calmar\": -0.3474428735967537, \"cagr_pct\": -29.46763754648195, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 21.672582076308785, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5357988687433626, \"sortino\": -0.704874415304998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.50622519208747, \"dd_pct\": -26.887741658698072, \"calmar\": 1.0516182000817629, \"cagr_pct\": 28.275638487383496, \"entries\": 90, \"exits\": 91, \"exposure_pct\": 20.716180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1351080166185186, \"sortino\": 1.8177733900473492}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.833518334108728, \"dd_pct\": -9.32776374587968, \"calmar\": 2.8460597436337967, \"cagr_pct\": 26.547372895274947, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 16.714697406340058, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5849196755977766, \"sortino\": 3.19655026749859}]", "Additional_Threshold_Budget": 0, "Total Trades": 123, "Total P&L %": 23.114587465247926, "Sharpe Ratio": 0.2460961578212048, "Sortino Ratio": 0.34261248654834947, "Calmar Ratio": 0.030109929319391368, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.81289957520453, "% In Market": 21.074037184594953, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3474428735967537, "Sub1_Sortino": -0.704874415304998, "Sub1_Trades": 33, "Sub2_Calmar": 1.0516182000817629, "Sub2_Sortino": 1.8177733900473492, "Sub2_Trades": 90, "WFO_Score": 4.259520683177698, "WFO_Min_Fold": 0.861761963595558, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.275485, 2.000934, 11.899902, 0.861762]", "OOS_Total Trades": 4, "OOS_Total P&L %": 11.833518334108728, "OOS_Sortino Ratio": 3.19655026749859, "OOS_Calmar Ratio": 2.8460597436337967, "OOS_Max Drawdown %": -9.32776374587968, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9204567b2b872cb3c5627e2517234f2c9d65fd79b00ae8040702b46ba3d75073", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -89.95, "i_long_exit_activation_threshold": -290.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "252eecaf0961b8dfc9a47c1691bdc5f6142ae33c301a381f52f9be00dd070dfc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 52.79792319034235, \"dd_pct\": -23.22243459768708, \"calmar\": 2.2754848532671126, \"cagr_pct\": 52.842298183023104, \"entries\": 22, \"exits\": 23, \"exposure_pct\": 12.602739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.583980027823443, \"sortino\": 2.701298718868836}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -7.424492584537701, \"dd_pct\": -11.37350975772813, \"calmar\": -0.653218245841082, \"cagr_pct\": -7.429384092999598, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 4.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6055693459738557, \"sortino\": -0.7540430792104261}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 23.62613618625511, \"dd_pct\": -11.816529097801565, \"calmar\": 2.000934137272913, \"cagr_pct\": 23.64409645586985, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 29.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0011624064899949, \"sortino\": 1.6361276288435707}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 66.90731231658495, \"dd_pct\": -8.23156828467162, \"calmar\": 11.899901778575206, \"cagr_pct\": 97.95485407122707, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 25.09124087591241, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.8552933197141206, \"sortino\": 5.032323214379069}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 23.153264787909865, \"dd_pct\": -26.887741658698015, \"calmar\": 0.861761963595558, \"cagr_pct\": 23.170833048449687, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 37.80821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.821079121920611, \"sortino\": 1.260831568347797}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.5705067617211013, \"dd_pct\": -8.923656014307868, \"calmar\": 0.15526975077724706, \"cagr_pct\": 1.3855738453634645, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 9.105960264900661, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16797223746495543, \"sortino\": 0.2276864823274688}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.114587465247926, \"dd_pct\": -84.81289957520453, \"calmar\": 0.030109929319391368, \"cagr_pct\": 2.5537104115820464, \"entries\": 123, \"exits\": 123, \"exposure_pct\": 21.074037184594953, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2460961578212048, \"sortino\": 0.34261248654834947}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.94399241677496, \"dd_pct\": -84.81289957520453, \"calmar\": -0.3474428735967537, \"cagr_pct\": -29.46763754648195, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 21.672582076308785, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5357988687433626, \"sortino\": -0.704874415304998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.50622519208747, \"dd_pct\": -26.887741658698072, \"calmar\": 1.0516182000817629, \"cagr_pct\": 28.275638487383496, \"entries\": 90, \"exits\": 91, \"exposure_pct\": 20.716180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1351080166185186, \"sortino\": 1.8177733900473492}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.833518334108728, \"dd_pct\": -9.32776374587968, \"calmar\": 2.8460597436337967, \"cagr_pct\": 26.547372895274947, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 16.714697406340058, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5849196755977766, \"sortino\": 3.19655026749859}]", "Additional_Threshold_Budget": 0, "Total Trades": 123, "Total P&L %": 23.114587465247926, "Sharpe Ratio": 0.2460961578212048, "Sortino Ratio": 0.34261248654834947, "Calmar Ratio": 0.030109929319391368, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.81289957520453, "% In Market": 21.074037184594953, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3474428735967537, "Sub1_Sortino": -0.704874415304998, "Sub1_Trades": 33, "Sub2_Calmar": 1.0516182000817629, "Sub2_Sortino": 1.8177733900473492, "Sub2_Trades": 90, "WFO_Score": 4.259520683177698, "WFO_Min_Fold": 0.861761963595558, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.275485, 2.000934, 11.899902, 0.861762]", "OOS_Total Trades": 4, "OOS_Total P&L %": 11.833518334108728, "OOS_Sortino Ratio": 3.19655026749859, "OOS_Calmar Ratio": 2.8460597436337967, "OOS_Max Drawdown %": -9.32776374587968, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9204567b2b872cb3c5627e2517234f2c9d65fd79b00ae8040702b46ba3d75073", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -89.0, "i_long_exit_activation_threshold": -290.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "20d440d542f8ea07f655ec271da4a42ca8ba65a6a48581a81d44aa31e0e05d9a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 52.79792319034235, \"dd_pct\": -23.22243459768708, \"calmar\": 2.2754848532671126, \"cagr_pct\": 52.842298183023104, \"entries\": 22, \"exits\": 23, \"exposure_pct\": 12.602739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.583980027823443, \"sortino\": 2.701298718868836}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -7.424492584537701, \"dd_pct\": -11.37350975772813, \"calmar\": -0.653218245841082, \"cagr_pct\": -7.429384092999598, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 4.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6055693459738557, \"sortino\": -0.7540430792104261}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 23.62613618625511, \"dd_pct\": -11.816529097801565, \"calmar\": 2.000934137272913, \"cagr_pct\": 23.64409645586985, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 29.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0011624064899949, \"sortino\": 1.6361276288435707}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 66.90731231658495, \"dd_pct\": -8.23156828467162, \"calmar\": 11.899901778575206, \"cagr_pct\": 97.95485407122707, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 25.09124087591241, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.8552933197141206, \"sortino\": 5.032323214379069}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 23.153264787909865, \"dd_pct\": -26.887741658698015, \"calmar\": 0.861761963595558, \"cagr_pct\": 23.170833048449687, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 37.80821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.821079121920611, \"sortino\": 1.260831568347797}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.5705067617211013, \"dd_pct\": -8.923656014307868, \"calmar\": 0.15526975077724706, \"cagr_pct\": 1.3855738453634645, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 9.105960264900661, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16797223746495543, \"sortino\": 0.2276864823274688}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.114587465247926, \"dd_pct\": -84.81289957520453, \"calmar\": 0.030109929319391368, \"cagr_pct\": 2.5537104115820464, \"entries\": 123, \"exits\": 123, \"exposure_pct\": 21.074037184594953, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2460961578212048, \"sortino\": 0.34261248654834947}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.94399241677496, \"dd_pct\": -84.81289957520453, \"calmar\": -0.3474428735967537, \"cagr_pct\": -29.46763754648195, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 21.672582076308785, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5357988687433626, \"sortino\": -0.704874415304998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.50622519208747, \"dd_pct\": -26.887741658698072, \"calmar\": 1.0516182000817629, \"cagr_pct\": 28.275638487383496, \"entries\": 90, \"exits\": 91, \"exposure_pct\": 20.716180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1351080166185186, \"sortino\": 1.8177733900473492}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.833518334108728, \"dd_pct\": -9.32776374587968, \"calmar\": 2.8460597436337967, \"cagr_pct\": 26.547372895274947, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 16.714697406340058, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5849196755977766, \"sortino\": 3.19655026749859}]", "Additional_Threshold_Budget": 0, "Total Trades": 123, "Total P&L %": 23.114587465247926, "Sharpe Ratio": 0.2460961578212048, "Sortino Ratio": 0.34261248654834947, "Calmar Ratio": 0.030109929319391368, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.81289957520453, "% In Market": 21.074037184594953, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3474428735967537, "Sub1_Sortino": -0.704874415304998, "Sub1_Trades": 33, "Sub2_Calmar": 1.0516182000817629, "Sub2_Sortino": 1.8177733900473492, "Sub2_Trades": 90, "WFO_Score": 4.259520683177698, "WFO_Min_Fold": 0.861761963595558, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.275485, 2.000934, 11.899902, 0.861762]", "OOS_Total Trades": 4, "OOS_Total P&L %": 11.833518334108728, "OOS_Sortino Ratio": 3.19655026749859, "OOS_Calmar Ratio": 2.8460597436337967, "OOS_Max Drawdown %": -9.32776374587968, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 34, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9204567b2b872cb3c5627e2517234f2c9d65fd79b00ae8040702b46ba3d75073", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -90.0, "i_long_exit_activation_threshold": -291.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "825e99c549447c7ace316783f32892afc32bddfda9d87d3f1c72a7282cb24dd1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 44.167417538800976, \"dd_pct\": -23.22243459768708, \"calmar\": 1.903484461469603, \"cagr_pct\": 44.203543414191465, \"entries\": 23, \"exits\": 24, \"exposure_pct\": 12.32876712328767, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4378337828153078, \"sortino\": 2.37382414837877}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -7.424492584537701, \"dd_pct\": -11.37350975772813, \"calmar\": -0.653218245841082, \"cagr_pct\": -7.429384092999598, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 4.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6055693459738557, \"sortino\": -0.7540430792104261}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 23.62613618625511, \"dd_pct\": -11.816529097801565, \"calmar\": 2.000934137272913, \"cagr_pct\": 23.64409645586985, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 29.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0011624064899949, \"sortino\": 1.6361276288435707}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 66.90731231658495, \"dd_pct\": -8.23156828467162, \"calmar\": 11.899901778575206, \"cagr_pct\": 97.95485407122707, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 25.09124087591241, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.8552933197141206, \"sortino\": 5.032323214379069}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 23.153264787909865, \"dd_pct\": -26.887741658698015, \"calmar\": 0.861761963595558, \"cagr_pct\": 23.170833048449687, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 37.80821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.821079121920611, \"sortino\": 1.260831568347797}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.5705067617211013, \"dd_pct\": -8.923656014307868, \"calmar\": 0.15526975077724706, \"cagr_pct\": 1.3855738453634645, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 9.105960264900661, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16797223746495543, \"sortino\": 0.2276864823274688}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 16.160689658781347, \"dd_pct\": -84.81289957520453, \"calmar\": 0.021614654727437718, \"cagr_pct\": 1.833201540750895, \"entries\": 124, \"exits\": 124, \"exposure_pct\": 21.040836653386457, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.22492059786966065, \"sortino\": 0.3121276240967886}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.94399241677496, \"dd_pct\": -84.81289957520453, \"calmar\": -0.3474428735967537, \"cagr_pct\": -29.46763754648195, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 21.672582076308785, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5357988687433626, \"sortino\": -0.704874415304998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 241.08722044094958, \"dd_pct\": -26.88774165869815, \"calmar\": 0.9981731513341537, \"cagr_pct\": 26.838621823721336, \"entries\": 91, \"exits\": 92, \"exposure_pct\": 20.6631299734748, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0997411232714118, \"sortino\": 1.7451833453323136}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.833518334108728, \"dd_pct\": -9.32776374587968, \"calmar\": 2.8460597436337967, \"cagr_pct\": 26.547372895274947, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 16.714697406340058, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5849196755977766, \"sortino\": 3.19655026749859}]", "Additional_Threshold_Budget": 0, "Total Trades": 124, "Total P&L %": 16.160689658781347, "Sharpe Ratio": 0.22492059786966065, "Sortino Ratio": 0.3121276240967886, "Calmar Ratio": 0.021614654727437718, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.81289957520453, "% In Market": 21.040836653386457, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3474428735967537, "Sub1_Sortino": -0.704874415304998, "Sub1_Trades": 33, "Sub2_Calmar": 0.9981731513341537, "Sub2_Sortino": 1.7451833453323136, "Sub2_Trades": 91, "WFO_Score": 4.16652058522832, "WFO_Min_Fold": 0.861761963595558, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.903484, 2.000934, 11.899902, 0.861762]", "OOS_Total Trades": 4, "OOS_Total P&L %": 11.833518334108728, "OOS_Sortino Ratio": 3.19655026749859, "OOS_Calmar Ratio": 2.8460597436337967, "OOS_Max Drawdown %": -9.32776374587968, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9204567b2b872cb3c5627e2517234f2c9d65fd79b00ae8040702b46ba3d75073", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -90.0, "i_long_exit_activation_threshold": -290.05, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "230b7c5775d3d6994677284afce3d347b54c5d034b596a74e2f4b14ea507394c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 52.79792319034235, \"dd_pct\": -23.22243459768708, \"calmar\": 2.2754848532671126, \"cagr_pct\": 52.842298183023104, \"entries\": 22, \"exits\": 23, \"exposure_pct\": 12.602739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.583980027823443, \"sortino\": 2.701298718868836}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -7.424492584537701, \"dd_pct\": -11.37350975772813, \"calmar\": -0.653218245841082, \"cagr_pct\": -7.429384092999598, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 4.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6055693459738557, \"sortino\": -0.7540430792104261}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 23.62613618625511, \"dd_pct\": -11.816529097801565, \"calmar\": 2.000934137272913, \"cagr_pct\": 23.64409645586985, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 29.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0011624064899949, \"sortino\": 1.6361276288435707}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 66.90731231658495, \"dd_pct\": -8.23156828467162, \"calmar\": 11.899901778575206, \"cagr_pct\": 97.95485407122707, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 25.09124087591241, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.8552933197141206, \"sortino\": 5.032323214379069}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 23.153264787909865, \"dd_pct\": -26.887741658698015, \"calmar\": 0.861761963595558, \"cagr_pct\": 23.170833048449687, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 37.80821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.821079121920611, \"sortino\": 1.260831568347797}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.5705067617211013, \"dd_pct\": -8.923656014307868, \"calmar\": 0.15526975077724706, \"cagr_pct\": 1.3855738453634645, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 9.105960264900661, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16797223746495543, \"sortino\": 0.2276864823274688}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.114587465247926, \"dd_pct\": -84.81289957520453, \"calmar\": 0.030109929319391368, \"cagr_pct\": 2.5537104115820464, \"entries\": 123, \"exits\": 123, \"exposure_pct\": 21.074037184594953, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2460961578212048, \"sortino\": 0.34261248654834947}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.94399241677496, \"dd_pct\": -84.81289957520453, \"calmar\": -0.3474428735967537, \"cagr_pct\": -29.46763754648195, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 21.672582076308785, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5357988687433626, \"sortino\": -0.704874415304998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.50622519208747, \"dd_pct\": -26.887741658698072, \"calmar\": 1.0516182000817629, \"cagr_pct\": 28.275638487383496, \"entries\": 90, \"exits\": 91, \"exposure_pct\": 20.716180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1351080166185186, \"sortino\": 1.8177733900473492}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.833518334108728, \"dd_pct\": -9.32776374587968, \"calmar\": 2.8460597436337967, \"cagr_pct\": 26.547372895274947, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 16.714697406340058, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5849196755977766, \"sortino\": 3.19655026749859}]", "Additional_Threshold_Budget": 0, "Total Trades": 123, "Total P&L %": 23.114587465247926, "Sharpe Ratio": 0.2460961578212048, "Sortino Ratio": 0.34261248654834947, "Calmar Ratio": 0.030109929319391368, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.81289957520453, "% In Market": 21.074037184594953, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3474428735967537, "Sub1_Sortino": -0.704874415304998, "Sub1_Trades": 33, "Sub2_Calmar": 1.0516182000817629, "Sub2_Sortino": 1.8177733900473492, "Sub2_Trades": 90, "WFO_Score": 4.259520683177698, "WFO_Min_Fold": 0.861761963595558, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.275485, 2.000934, 11.899902, 0.861762]", "OOS_Total Trades": 4, "OOS_Total P&L %": 11.833518334108728, "OOS_Sortino Ratio": 3.19655026749859, "OOS_Calmar Ratio": 2.8460597436337967, "OOS_Max Drawdown %": -9.32776374587968, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9204567b2b872cb3c5627e2517234f2c9d65fd79b00ae8040702b46ba3d75073", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -90.0, "i_long_exit_activation_threshold": -289.95, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "ef4d2f5cf81b8e3a39cec2781934ea78fc020472880e9c8759c46fd02975cf8f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 52.79792319034235, \"dd_pct\": -23.22243459768708, \"calmar\": 2.2754848532671126, \"cagr_pct\": 52.842298183023104, \"entries\": 22, \"exits\": 23, \"exposure_pct\": 12.602739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.583980027823443, \"sortino\": 2.701298718868836}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -7.424492584537701, \"dd_pct\": -11.37350975772813, \"calmar\": -0.653218245841082, \"cagr_pct\": -7.429384092999598, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 4.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6055693459738557, \"sortino\": -0.7540430792104261}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 23.62613618625511, \"dd_pct\": -11.816529097801565, \"calmar\": 2.000934137272913, \"cagr_pct\": 23.64409645586985, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 29.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0011624064899949, \"sortino\": 1.6361276288435707}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 66.90731231658495, \"dd_pct\": -8.23156828467162, \"calmar\": 11.899901778575206, \"cagr_pct\": 97.95485407122707, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 25.09124087591241, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.8552933197141206, \"sortino\": 5.032323214379069}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 23.153264787909865, \"dd_pct\": -26.887741658698015, \"calmar\": 0.861761963595558, \"cagr_pct\": 23.170833048449687, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 37.80821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.821079121920611, \"sortino\": 1.260831568347797}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.5705067617211013, \"dd_pct\": -8.923656014307868, \"calmar\": 0.15526975077724706, \"cagr_pct\": 1.3855738453634645, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 9.105960264900661, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16797223746495543, \"sortino\": 0.2276864823274688}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.114587465247926, \"dd_pct\": -84.81289957520453, \"calmar\": 0.030109929319391368, \"cagr_pct\": 2.5537104115820464, \"entries\": 123, \"exits\": 123, \"exposure_pct\": 21.074037184594953, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2460961578212048, \"sortino\": 0.34261248654834947}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.94399241677496, \"dd_pct\": -84.81289957520453, \"calmar\": -0.3474428735967537, \"cagr_pct\": -29.46763754648195, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 21.672582076308785, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5357988687433626, \"sortino\": -0.704874415304998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.50622519208747, \"dd_pct\": -26.887741658698072, \"calmar\": 1.0516182000817629, \"cagr_pct\": 28.275638487383496, \"entries\": 90, \"exits\": 91, \"exposure_pct\": 20.716180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1351080166185186, \"sortino\": 1.8177733900473492}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.833518334108728, \"dd_pct\": -9.32776374587968, \"calmar\": 2.8460597436337967, \"cagr_pct\": 26.547372895274947, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 16.714697406340058, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5849196755977766, \"sortino\": 3.19655026749859}]", "Additional_Threshold_Budget": 0, "Total Trades": 123, "Total P&L %": 23.114587465247926, "Sharpe Ratio": 0.2460961578212048, "Sortino Ratio": 0.34261248654834947, "Calmar Ratio": 0.030109929319391368, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.81289957520453, "% In Market": 21.074037184594953, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3474428735967537, "Sub1_Sortino": -0.704874415304998, "Sub1_Trades": 33, "Sub2_Calmar": 1.0516182000817629, "Sub2_Sortino": 1.8177733900473492, "Sub2_Trades": 90, "WFO_Score": 4.259520683177698, "WFO_Min_Fold": 0.861761963595558, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.275485, 2.000934, 11.899902, 0.861762]", "OOS_Total Trades": 4, "OOS_Total P&L %": 11.833518334108728, "OOS_Sortino Ratio": 3.19655026749859, "OOS_Calmar Ratio": 2.8460597436337967, "OOS_Max Drawdown %": -9.32776374587968, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9204567b2b872cb3c5627e2517234f2c9d65fd79b00ae8040702b46ba3d75073", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -90.0, "i_long_exit_activation_threshold": -289.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "8f2db5562a77c625ad009a9480c6b297e9575bc9a48388100595d7e4add61e2c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 52.79792319034235, \"dd_pct\": -23.22243459768708, \"calmar\": 2.2754848532671126, \"cagr_pct\": 52.842298183023104, \"entries\": 22, \"exits\": 23, \"exposure_pct\": 12.602739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.583980027823443, \"sortino\": 2.701298718868836}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -7.424492584537701, \"dd_pct\": -11.37350975772813, \"calmar\": -0.653218245841082, \"cagr_pct\": -7.429384092999598, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 4.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6055693459738557, \"sortino\": -0.7540430792104261}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 23.62613618625511, \"dd_pct\": -11.816529097801565, \"calmar\": 2.000934137272913, \"cagr_pct\": 23.64409645586985, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 29.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0011624064899949, \"sortino\": 1.6361276288435707}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 66.90731231658495, \"dd_pct\": -8.23156828467162, \"calmar\": 11.899901778575206, \"cagr_pct\": 97.95485407122707, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 25.09124087591241, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.8552933197141206, \"sortino\": 5.032323214379069}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 23.70734944871935, \"dd_pct\": -26.887741658698015, \"calmar\": 0.8823863852142607, \"cagr_pct\": 23.725377168793433, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 37.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8355508229632913, \"sortino\": 1.283439307792709}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.5705067617211013, \"dd_pct\": -8.923656014307868, \"calmar\": 0.15526975077724706, \"cagr_pct\": 1.3855738453634645, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 9.105960264900661, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16797223746495543, \"sortino\": 0.2276864823274688}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 20.065692518142562, \"dd_pct\": -85.25534183970079, \"calmar\": 0.02630132589488179, \"cagr_pct\": 2.2423285300055213, \"entries\": 123, \"exits\": 123, \"exposure_pct\": 21.03253652058433, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23712624399141047, \"sortino\": 0.33000537064448665}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -66.93613816503276, \"dd_pct\": -85.25534183970079, \"calmar\": -0.35352910929475184, \"cagr_pct\": -30.140245063209008, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 21.583850931677016, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5569776060894154, \"sortino\": -0.7323482595129562}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 263.132694896411, \"dd_pct\": -26.887741658698072, \"calmar\": 1.0557697729986628, \"cagr_pct\": 28.387264907450355, \"entries\": 90, \"exits\": 91, \"exposure_pct\": 20.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1387140394531725, \"sortino\": 1.823746717425531}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.833518334108728, \"dd_pct\": -9.32776374587968, \"calmar\": 2.8460597436337967, \"cagr_pct\": 26.547372895274947, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 16.714697406340058, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5849196755977766, \"sortino\": 3.19655026749859}]", "Additional_Threshold_Budget": 0, "Total Trades": 123, "Total P&L %": 20.065692518142562, "Sharpe Ratio": 0.23712624399141047, "Sortino Ratio": 0.33000537064448665, "Calmar Ratio": 0.02630132589488179, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.25534183970079, "% In Market": 21.03253652058433, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.35352910929475184, "Sub1_Sortino": -0.7323482595129562, "Sub1_Trades": 33, "Sub2_Calmar": 1.0557697729986628, "Sub2_Sortino": 1.823746717425531, "Sub2_Trades": 90, "WFO_Score": 4.264676788582373, "WFO_Min_Fold": 0.8823863852142607, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.275485, 2.000934, 11.899902, 0.882386]", "OOS_Total Trades": 4, "OOS_Total P&L %": 11.833518334108728, "OOS_Sortino Ratio": 3.19655026749859, "OOS_Calmar Ratio": 2.8460597436337967, "OOS_Max Drawdown %": -9.32776374587968, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9204567b2b872cb3c5627e2517234f2c9d65fd79b00ae8040702b46ba3d75073", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -90.0, "i_long_exit_activation_threshold": -290.0, "i_long_exit_activation_confirmation_threshold": -521.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "e523971c4c276027928067a1b31a2d430f0873aaae42c594549550259cd31a9d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 52.79792319034235, \"dd_pct\": -23.22243459768708, \"calmar\": 2.2754848532671126, \"cagr_pct\": 52.842298183023104, \"entries\": 22, \"exits\": 23, \"exposure_pct\": 12.602739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.583980027823443, \"sortino\": 2.701298718868836}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -7.424492584537701, \"dd_pct\": -11.37350975772813, \"calmar\": -0.653218245841082, \"cagr_pct\": -7.429384092999598, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 4.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6055693459738557, \"sortino\": -0.7540430792104261}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 23.62613618625511, \"dd_pct\": -11.816529097801565, \"calmar\": 2.000934137272913, \"cagr_pct\": 23.64409645586985, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 29.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0011624064899949, \"sortino\": 1.6361276288435707}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 66.90731231658495, \"dd_pct\": -8.23156828467162, \"calmar\": 11.899901778575206, \"cagr_pct\": 97.95485407122707, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 25.09124087591241, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.8552933197141206, \"sortino\": 5.032323214379069}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 23.153264787909865, \"dd_pct\": -26.887741658698015, \"calmar\": 0.861761963595558, \"cagr_pct\": 23.170833048449687, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 37.80821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.821079121920611, \"sortino\": 1.260831568347797}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.5705067617211013, \"dd_pct\": -8.923656014307868, \"calmar\": 0.15526975077724706, \"cagr_pct\": 1.3855738453634645, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 9.105960264900661, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16797223746495543, \"sortino\": 0.2276864823274688}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.114587465247926, \"dd_pct\": -84.81289957520453, \"calmar\": 0.030109929319391368, \"cagr_pct\": 2.5537104115820464, \"entries\": 123, \"exits\": 123, \"exposure_pct\": 21.074037184594953, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2460961578212048, \"sortino\": 0.34261248654834947}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.94399241677496, \"dd_pct\": -84.81289957520453, \"calmar\": -0.3474428735967537, \"cagr_pct\": -29.46763754648195, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 21.672582076308785, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5357988687433626, \"sortino\": -0.704874415304998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.50622519208747, \"dd_pct\": -26.887741658698072, \"calmar\": 1.0516182000817629, \"cagr_pct\": 28.275638487383496, \"entries\": 90, \"exits\": 91, \"exposure_pct\": 20.716180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1351080166185186, \"sortino\": 1.8177733900473492}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.833518334108728, \"dd_pct\": -9.32776374587968, \"calmar\": 2.8460597436337967, \"cagr_pct\": 26.547372895274947, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 16.714697406340058, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5849196755977766, \"sortino\": 3.19655026749859}]", "Additional_Threshold_Budget": 0, "Total Trades": 123, "Total P&L %": 23.114587465247926, "Sharpe Ratio": 0.2460961578212048, "Sortino Ratio": 0.34261248654834947, "Calmar Ratio": 0.030109929319391368, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.81289957520453, "% In Market": 21.074037184594953, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3474428735967537, "Sub1_Sortino": -0.704874415304998, "Sub1_Trades": 33, "Sub2_Calmar": 1.0516182000817629, "Sub2_Sortino": 1.8177733900473492, "Sub2_Trades": 90, "WFO_Score": 4.259520683177698, "WFO_Min_Fold": 0.861761963595558, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.275485, 2.000934, 11.899902, 0.861762]", "OOS_Total Trades": 4, "OOS_Total P&L %": 11.833518334108728, "OOS_Sortino Ratio": 3.19655026749859, "OOS_Calmar Ratio": 2.8460597436337967, "OOS_Max Drawdown %": -9.32776374587968, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9204567b2b872cb3c5627e2517234f2c9d65fd79b00ae8040702b46ba3d75073", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -90.0, "i_long_exit_activation_threshold": -290.0, "i_long_exit_activation_confirmation_threshold": -520.05, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "17f70de42c81b252a7829a5c0cea9ecf4958c82281f670aa36bb5d4f1ab289b1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 52.79792319034235, \"dd_pct\": -23.22243459768708, \"calmar\": 2.2754848532671126, \"cagr_pct\": 52.842298183023104, \"entries\": 22, \"exits\": 23, \"exposure_pct\": 12.602739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.583980027823443, \"sortino\": 2.701298718868836}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -7.424492584537701, \"dd_pct\": -11.37350975772813, \"calmar\": -0.653218245841082, \"cagr_pct\": -7.429384092999598, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 4.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6055693459738557, \"sortino\": -0.7540430792104261}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 23.62613618625511, \"dd_pct\": -11.816529097801565, \"calmar\": 2.000934137272913, \"cagr_pct\": 23.64409645586985, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 29.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0011624064899949, \"sortino\": 1.6361276288435707}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 66.90731231658495, \"dd_pct\": -8.23156828467162, \"calmar\": 11.899901778575206, \"cagr_pct\": 97.95485407122707, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 25.09124087591241, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.8552933197141206, \"sortino\": 5.032323214379069}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 23.153264787909865, \"dd_pct\": -26.887741658698015, \"calmar\": 0.861761963595558, \"cagr_pct\": 23.170833048449687, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 37.80821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.821079121920611, \"sortino\": 1.260831568347797}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.5705067617211013, \"dd_pct\": -8.923656014307868, \"calmar\": 0.15526975077724706, \"cagr_pct\": 1.3855738453634645, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 9.105960264900661, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16797223746495543, \"sortino\": 0.2276864823274688}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.114587465247926, \"dd_pct\": -84.81289957520453, \"calmar\": 0.030109929319391368, \"cagr_pct\": 2.5537104115820464, \"entries\": 123, \"exits\": 123, \"exposure_pct\": 21.074037184594953, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2460961578212048, \"sortino\": 0.34261248654834947}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.94399241677496, \"dd_pct\": -84.81289957520453, \"calmar\": -0.3474428735967537, \"cagr_pct\": -29.46763754648195, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 21.672582076308785, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5357988687433626, \"sortino\": -0.704874415304998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.50622519208747, \"dd_pct\": -26.887741658698072, \"calmar\": 1.0516182000817629, \"cagr_pct\": 28.275638487383496, \"entries\": 90, \"exits\": 91, \"exposure_pct\": 20.716180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1351080166185186, \"sortino\": 1.8177733900473492}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.833518334108728, \"dd_pct\": -9.32776374587968, \"calmar\": 2.8460597436337967, \"cagr_pct\": 26.547372895274947, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 16.714697406340058, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5849196755977766, \"sortino\": 3.19655026749859}]", "Additional_Threshold_Budget": 0, "Total Trades": 123, "Total P&L %": 23.114587465247926, "Sharpe Ratio": 0.2460961578212048, "Sortino Ratio": 0.34261248654834947, "Calmar Ratio": 0.030109929319391368, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.81289957520453, "% In Market": 21.074037184594953, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3474428735967537, "Sub1_Sortino": -0.704874415304998, "Sub1_Trades": 33, "Sub2_Calmar": 1.0516182000817629, "Sub2_Sortino": 1.8177733900473492, "Sub2_Trades": 90, "WFO_Score": 4.259520683177698, "WFO_Min_Fold": 0.861761963595558, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.275485, 2.000934, 11.899902, 0.861762]", "OOS_Total Trades": 4, "OOS_Total P&L %": 11.833518334108728, "OOS_Sortino Ratio": 3.19655026749859, "OOS_Calmar Ratio": 2.8460597436337967, "OOS_Max Drawdown %": -9.32776374587968, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9204567b2b872cb3c5627e2517234f2c9d65fd79b00ae8040702b46ba3d75073", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -90.0, "i_long_exit_activation_threshold": -290.0, "i_long_exit_activation_confirmation_threshold": -519.95, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "1752185749ae81cb33f5d165c71875a18335992f573f0e157761007d8df91e3d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 52.79792319034235, \"dd_pct\": -23.22243459768708, \"calmar\": 2.2754848532671126, \"cagr_pct\": 52.842298183023104, \"entries\": 22, \"exits\": 23, \"exposure_pct\": 12.602739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.583980027823443, \"sortino\": 2.701298718868836}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -7.424492584537701, \"dd_pct\": -11.37350975772813, \"calmar\": -0.653218245841082, \"cagr_pct\": -7.429384092999598, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 4.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6055693459738557, \"sortino\": -0.7540430792104261}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 23.62613618625511, \"dd_pct\": -11.816529097801565, \"calmar\": 2.000934137272913, \"cagr_pct\": 23.64409645586985, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 29.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0011624064899949, \"sortino\": 1.6361276288435707}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 66.90731231658495, \"dd_pct\": -8.23156828467162, \"calmar\": 11.899901778575206, \"cagr_pct\": 97.95485407122707, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 25.09124087591241, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.8552933197141206, \"sortino\": 5.032323214379069}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 23.153264787909865, \"dd_pct\": -26.887741658698015, \"calmar\": 0.861761963595558, \"cagr_pct\": 23.170833048449687, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 37.80821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.821079121920611, \"sortino\": 1.260831568347797}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.5705067617211013, \"dd_pct\": -8.923656014307868, \"calmar\": 0.15526975077724706, \"cagr_pct\": 1.3855738453634645, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 9.105960264900661, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16797223746495543, \"sortino\": 0.2276864823274688}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 23.114587465247926, \"dd_pct\": -84.81289957520453, \"calmar\": 0.030109929319391368, \"cagr_pct\": 2.5537104115820464, \"entries\": 123, \"exits\": 123, \"exposure_pct\": 21.074037184594953, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2460961578212048, \"sortino\": 0.34261248654834947}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.94399241677496, \"dd_pct\": -84.81289957520453, \"calmar\": -0.3474428735967537, \"cagr_pct\": -29.46763754648195, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 21.672582076308785, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5357988687433626, \"sortino\": -0.704874415304998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.50622519208747, \"dd_pct\": -26.887741658698072, \"calmar\": 1.0516182000817629, \"cagr_pct\": 28.275638487383496, \"entries\": 90, \"exits\": 91, \"exposure_pct\": 20.716180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1351080166185186, \"sortino\": 1.8177733900473492}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.833518334108728, \"dd_pct\": -9.32776374587968, \"calmar\": 2.8460597436337967, \"cagr_pct\": 26.547372895274947, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 16.714697406340058, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5849196755977766, \"sortino\": 3.19655026749859}]", "Additional_Threshold_Budget": 0, "Total Trades": 123, "Total P&L %": 23.114587465247926, "Sharpe Ratio": 0.2460961578212048, "Sortino Ratio": 0.34261248654834947, "Calmar Ratio": 0.030109929319391368, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.81289957520453, "% In Market": 21.074037184594953, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3474428735967537, "Sub1_Sortino": -0.704874415304998, "Sub1_Trades": 33, "Sub2_Calmar": 1.0516182000817629, "Sub2_Sortino": 1.8177733900473492, "Sub2_Trades": 90, "WFO_Score": 4.259520683177698, "WFO_Min_Fold": 0.861761963595558, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.275485, 2.000934, 11.899902, 0.861762]", "OOS_Total Trades": 4, "OOS_Total P&L %": 11.833518334108728, "OOS_Sortino Ratio": 3.19655026749859, "OOS_Calmar Ratio": 2.8460597436337967, "OOS_Max Drawdown %": -9.32776374587968, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9204567b2b872cb3c5627e2517234f2c9d65fd79b00ae8040702b46ba3d75073", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -90.0, "i_long_exit_activation_threshold": -290.0, "i_long_exit_activation_confirmation_threshold": -519.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "377d66f98060fed9ba9aee7905e4338796b604b96d7c18766c9130722716249d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 52.79792319034235, \"dd_pct\": -23.22243459768708, \"calmar\": 2.2754848532671126, \"cagr_pct\": 52.842298183023104, \"entries\": 22, \"exits\": 23, \"exposure_pct\": 12.602739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.583980027823443, \"sortino\": 2.701298718868836}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -7.424492584537701, \"dd_pct\": -11.37350975772813, \"calmar\": -0.653218245841082, \"cagr_pct\": -7.429384092999598, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 4.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6055693459738557, \"sortino\": -0.7540430792104261}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 23.62613618625511, \"dd_pct\": -11.816529097801565, \"calmar\": 2.000934137272913, \"cagr_pct\": 23.64409645586985, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 29.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0011624064899949, \"sortino\": 1.6361276288435707}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 66.90731231658495, \"dd_pct\": -8.23156828467162, \"calmar\": 11.899901778575206, \"cagr_pct\": 97.95485407122707, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 25.09124087591241, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.8552933197141206, \"sortino\": 5.032323214379069}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 18.374627912245025, \"dd_pct\": -26.887741658698015, \"calmar\": 0.6838917749787613, \"cagr_pct\": 18.38830536813737, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 34.10958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7026832172944252, \"sortino\": 1.0797190911249928}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.5705067617211013, \"dd_pct\": -8.923656014307868, \"calmar\": 0.15526975077724706, \"cagr_pct\": 1.3855738453634645, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 9.105960264900661, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16797223746495543, \"sortino\": 0.2276864823274688}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 18.337451360842614, \"dd_pct\": -84.81289957520453, \"calmar\": 0.02432089075068922, \"cagr_pct\": 2.0627252648177254, \"entries\": 125, \"exits\": 125, \"exposure_pct\": 20.625830013280215, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23172334974632897, \"sortino\": 0.3224972388887003}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.94399241677496, \"dd_pct\": -84.81289957520453, \"calmar\": -0.3474428735967537, \"cagr_pct\": -29.46763754648195, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 21.672582076308785, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5357988687433626, \"sortino\": -0.704874415304998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 247.47893179097215, \"dd_pct\": -26.887741658698072, \"calmar\": 1.0151740319907014, \"cagr_pct\": 27.295737110784874, \"entries\": 92, \"exits\": 93, \"exposure_pct\": 20.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.109455513929244, \"sortino\": 1.7780972881581762}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 11.833518334108728, \"dd_pct\": -9.32776374587968, \"calmar\": 2.8460597436337967, \"cagr_pct\": 26.547372895274947, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 16.714697406340058, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5849196755977766, \"sortino\": 3.19655026749859}]", "Additional_Threshold_Budget": 0, "Total Trades": 125, "Total P&L %": 18.337451360842614, "Sharpe Ratio": 0.23172334974632897, "Sortino Ratio": 0.3224972388887003, "Calmar Ratio": 0.02432089075068922, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.81289957520453, "% In Market": 20.625830013280215, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3474428735967537, "Sub1_Sortino": -0.704874415304998, "Sub1_Trades": 33, "Sub2_Calmar": 1.0151740319907014, "Sub2_Sortino": 1.7780972881581762, "Sub2_Trades": 92, "WFO_Score": 4.215053136023498, "WFO_Min_Fold": 0.6838917749787613, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.275485, 2.000934, 11.899902, 0.683892]", "OOS_Total Trades": 4, "OOS_Total P&L %": 11.833518334108728, "OOS_Sortino Ratio": 3.19655026749859, "OOS_Calmar Ratio": 2.8460597436337967, "OOS_Max Drawdown %": -9.32776374587968, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9204567b2b872cb3c5627e2517234f2c9d65fd79b00ae8040702b46ba3d75073", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -455.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": 520.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "1f40d06e427421c8dfbfbe0ec2dafc904f154907201d18bcce0f5e134c9a125b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.8803047537581365, \"dd_pct\": -24.319054156057184, \"calmar\": -0.24195889491837216, \"cagr_pct\": -5.884211469059642, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 4.4520547945205475, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.19838812582647447, \"sortino\": -0.2927786052882945}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 1.1149309155310538, \"dd_pct\": -6.528634864396832, \"calmar\": 0.1708931245645049, \"cagr_pct\": 1.1156988111175372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19031156264078683, \"sortino\": 0.2823645518279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -12.048532023883695, \"dd_pct\": -13.102451899006084, \"calmar\": -0.9201534021671475, \"cagr_pct\": -12.056265691601851, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7603002309567326, \"sortino\": -1.9677513164762133}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.656258918996591, \"dd_pct\": -9.645640695226232, \"calmar\": -0.5021938706183868, \"cagr_pct\": -4.8439816353298895, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.109489051094891, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3686415837830041, \"sortino\": -0.526183564309405}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -6.482715316658427, \"dd_pct\": -11.212535946309332, \"calmar\": -0.5785496097332397, \"cagr_pct\": -6.487008295857185, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 4.794520547945205, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6673979964928235, \"sortino\": -0.9894060730173321}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -7.589954208339133, \"dd_pct\": -10.020690836339396, \"calmar\": -1.7345284461451518, \"cagr_pct\": -17.381173305656734, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 9.437086092715232, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1617651842598375, \"sortino\": -1.6052283116264496}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.607111565189417, \"dd_pct\": -42.8976668800958, \"calmar\": -0.10103394360592204, \"cagr_pct\": -4.334120456389228, \"entries\": 82, \"exits\": 82, \"exposure_pct\": 3.9259628154050463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23644872030379832, \"sortino\": -0.33308681742227153}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.427023225640466, \"dd_pct\": -21.49533459145937, \"calmar\": -0.006447649060021019, \"cagr_pct\": -0.1385943738734603, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 3.1721384205856253, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07791448089141446, \"sortino\": 0.10865549790934342}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.30951701679011, \"dd_pct\": -42.897666880095755, \"calmar\": -0.15753430003391072, \"cagr_pct\": -6.75785392504376, \"entries\": 54, \"exits\": 55, \"exposure_pct\": 4.376657824933687, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.49935694920309553, \"sortino\": -0.7116917799678146}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.10488711538861883, \"dd_pct\": -2.1275208840565107, \"calmar\": -0.10372591500482048, \"cagr_pct\": -0.22067905039062616, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.7377521613832854, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.035824251878210756, \"sortino\": -0.07319664254274084}]", "Additional_Threshold_Budget": 0, "Total Trades": 82, "Total P&L %": -30.607111565189417, "Sharpe Ratio": -0.23644872030379832, "Sortino Ratio": -0.33308681742227153, "Calmar Ratio": -0.10103394360592204, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.8976668800958, "% In Market": 3.9259628154050463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006447649060021019, "Sub1_Sortino": 0.10865549790934342, "Sub1_Trades": 28, "Sub2_Calmar": -0.15753430003391072, "Sub2_Sortino": -0.7116917799678146, "Sub2_Trades": 54, "WFO_Score": -0.44090079175666624, "WFO_Min_Fold": -0.5785496097332397, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.241959, -0.502194, -0.57855]", "OOS_Total Trades": 4, "OOS_Total P&L %": -0.10488711538861883, "OOS_Sortino Ratio": -0.07319664254274084, "OOS_Calmar Ratio": -0.10372591500482048, "OOS_Max Drawdown %": -2.1275208840565107, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14a2a04b9d5b6950a66a7d8d833a2f1f153da317477ec3856cfc2d6cd0255b66", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -456.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": 520.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "27ae6c955486d7321d8481241d5b8ef14f537979734c382146fed2672c65b2b2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.8803047537581365, \"dd_pct\": -24.319054156057184, \"calmar\": -0.24195889491837216, \"cagr_pct\": -5.884211469059642, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 4.4520547945205475, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.19838812582647447, \"sortino\": -0.2927786052882945}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 1.1149309155310538, \"dd_pct\": -6.528634864396832, \"calmar\": 0.1708931245645049, \"cagr_pct\": 1.1156988111175372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19031156264078683, \"sortino\": 0.2823645518279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -12.048532023883695, \"dd_pct\": -13.102451899006084, \"calmar\": -0.9201534021671475, \"cagr_pct\": -12.056265691601851, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7603002309567326, \"sortino\": -1.9677513164762133}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.656258918996591, \"dd_pct\": -9.645640695226232, \"calmar\": -0.5021938706183868, \"cagr_pct\": -4.8439816353298895, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.109489051094891, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3686415837830041, \"sortino\": -0.526183564309405}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -6.482715316658427, \"dd_pct\": -11.212535946309332, \"calmar\": -0.5785496097332397, \"cagr_pct\": -6.487008295857185, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 4.794520547945205, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6673979964928235, \"sortino\": -0.9894060730173321}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -7.589954208339133, \"dd_pct\": -10.020690836339396, \"calmar\": -1.7345284461451518, \"cagr_pct\": -17.381173305656734, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 9.437086092715232, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1617651842598375, \"sortino\": -1.6052283116264496}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -32.39966448168919, \"dd_pct\": -42.897666880095784, \"calmar\": -0.10810032969391081, \"cagr_pct\": -4.637251932837913, \"entries\": 83, \"exits\": 83, \"exposure_pct\": 3.9591633466135456, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2582067387528276, \"sortino\": -0.3634502415434137}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -2.999186367244233, \"dd_pct\": -21.49533459145937, \"calmar\": -0.04568565540697386, \"cagr_pct\": -0.982028449003018, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 3.260869565217391, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.028490417395172336, \"sortino\": 0.03967486661500787}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.30951701679011, \"dd_pct\": -42.897666880095755, \"calmar\": -0.15753430003391072, \"cagr_pct\": -6.75785392504376, \"entries\": 54, \"exits\": 55, \"exposure_pct\": 4.376657824933687, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.49935694920309553, \"sortino\": -0.7116917799678146}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.10488711538861883, \"dd_pct\": -2.1275208840565107, \"calmar\": -0.10372591500482048, \"cagr_pct\": -0.22067905039062616, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.7377521613832854, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.035824251878210756, \"sortino\": -0.07319664254274084}]", "Additional_Threshold_Budget": 0, "Total Trades": 83, "Total P&L %": -32.39966448168919, "Sharpe Ratio": -0.2582067387528276, "Sortino Ratio": -0.3634502415434137, "Calmar Ratio": -0.10810032969391081, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.897666880095784, "% In Market": 3.9591633466135456, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.04568565540697386, "Sub1_Sortino": 0.03967486661500787, "Sub1_Trades": 29, "Sub2_Calmar": -0.15753430003391072, "Sub2_Sortino": -0.7116917799678146, "Sub2_Trades": 54, "WFO_Score": -0.44090079175666624, "WFO_Min_Fold": -0.5785496097332397, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.241959, -0.502194, -0.57855]", "OOS_Total Trades": 4, "OOS_Total P&L %": -0.10488711538861883, "OOS_Sortino Ratio": -0.07319664254274084, "OOS_Calmar Ratio": -0.10372591500482048, "OOS_Max Drawdown %": -2.1275208840565107, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 52, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14a2a04b9d5b6950a66a7d8d833a2f1f153da317477ec3856cfc2d6cd0255b66", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -455.05, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": 520.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "c5724ee761a73e4db536b3f54ce140a0bab76ceda5d4e268b3ec9b178e6aa175", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.8803047537581365, \"dd_pct\": -24.319054156057184, \"calmar\": -0.24195889491837216, \"cagr_pct\": -5.884211469059642, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 4.4520547945205475, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.19838812582647447, \"sortino\": -0.2927786052882945}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 1.1149309155310538, \"dd_pct\": -6.528634864396832, \"calmar\": 0.1708931245645049, \"cagr_pct\": 1.1156988111175372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19031156264078683, \"sortino\": 0.2823645518279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -12.048532023883695, \"dd_pct\": -13.102451899006084, \"calmar\": -0.9201534021671475, \"cagr_pct\": -12.056265691601851, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7603002309567326, \"sortino\": -1.9677513164762133}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.656258918996591, \"dd_pct\": -9.645640695226232, \"calmar\": -0.5021938706183868, \"cagr_pct\": -4.8439816353298895, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.109489051094891, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3686415837830041, \"sortino\": -0.526183564309405}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -6.482715316658427, \"dd_pct\": -11.212535946309332, \"calmar\": -0.5785496097332397, \"cagr_pct\": -6.487008295857185, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 4.794520547945205, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6673979964928235, \"sortino\": -0.9894060730173321}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -7.589954208339133, \"dd_pct\": -10.020690836339396, \"calmar\": -1.7345284461451518, \"cagr_pct\": -17.381173305656734, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 9.437086092715232, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1617651842598375, \"sortino\": -1.6052283116264496}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.607111565189417, \"dd_pct\": -42.8976668800958, \"calmar\": -0.10103394360592204, \"cagr_pct\": -4.334120456389228, \"entries\": 82, \"exits\": 82, \"exposure_pct\": 3.9259628154050463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23644872030379832, \"sortino\": -0.33308681742227153}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.427023225640466, \"dd_pct\": -21.49533459145937, \"calmar\": -0.006447649060021019, \"cagr_pct\": -0.1385943738734603, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 3.1721384205856253, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07791448089141446, \"sortino\": 0.10865549790934342}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.30951701679011, \"dd_pct\": -42.897666880095755, \"calmar\": -0.15753430003391072, \"cagr_pct\": -6.75785392504376, \"entries\": 54, \"exits\": 55, \"exposure_pct\": 4.376657824933687, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.49935694920309553, \"sortino\": -0.7116917799678146}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.10488711538861883, \"dd_pct\": -2.1275208840565107, \"calmar\": -0.10372591500482048, \"cagr_pct\": -0.22067905039062616, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.7377521613832854, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.035824251878210756, \"sortino\": -0.07319664254274084}]", "Additional_Threshold_Budget": 0, "Total Trades": 82, "Total P&L %": -30.607111565189417, "Sharpe Ratio": -0.23644872030379832, "Sortino Ratio": -0.33308681742227153, "Calmar Ratio": -0.10103394360592204, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.8976668800958, "% In Market": 3.9259628154050463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006447649060021019, "Sub1_Sortino": 0.10865549790934342, "Sub1_Trades": 28, "Sub2_Calmar": -0.15753430003391072, "Sub2_Sortino": -0.7116917799678146, "Sub2_Trades": 54, "WFO_Score": -0.44090079175666624, "WFO_Min_Fold": -0.5785496097332397, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.241959, -0.502194, -0.57855]", "OOS_Total Trades": 4, "OOS_Total P&L %": -0.10488711538861883, "OOS_Sortino Ratio": -0.07319664254274084, "OOS_Calmar Ratio": -0.10372591500482048, "OOS_Max Drawdown %": -2.1275208840565107, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 46, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14a2a04b9d5b6950a66a7d8d833a2f1f153da317477ec3856cfc2d6cd0255b66", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -454.95, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": 520.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "0ca3980a66ddd954346328580925994ef71bd43ab57ac1a1227bc43d2925533c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.8803047537581365, \"dd_pct\": -24.319054156057184, \"calmar\": -0.24195889491837216, \"cagr_pct\": -5.884211469059642, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 4.4520547945205475, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.19838812582647447, \"sortino\": -0.2927786052882945}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 1.1149309155310538, \"dd_pct\": -6.528634864396832, \"calmar\": 0.1708931245645049, \"cagr_pct\": 1.1156988111175372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19031156264078683, \"sortino\": 0.2823645518279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -12.048532023883695, \"dd_pct\": -13.102451899006084, \"calmar\": -0.9201534021671475, \"cagr_pct\": -12.056265691601851, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7603002309567326, \"sortino\": -1.9677513164762133}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.656258918996591, \"dd_pct\": -9.645640695226232, \"calmar\": -0.5021938706183868, \"cagr_pct\": -4.8439816353298895, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.109489051094891, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3686415837830041, \"sortino\": -0.526183564309405}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -6.482715316658427, \"dd_pct\": -11.212535946309332, \"calmar\": -0.5785496097332397, \"cagr_pct\": -6.487008295857185, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 4.794520547945205, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6673979964928235, \"sortino\": -0.9894060730173321}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -7.589954208339133, \"dd_pct\": -10.020690836339396, \"calmar\": -1.7345284461451518, \"cagr_pct\": -17.381173305656734, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 9.437086092715232, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1617651842598375, \"sortino\": -1.6052283116264496}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.607111565189417, \"dd_pct\": -42.8976668800958, \"calmar\": -0.10103394360592204, \"cagr_pct\": -4.334120456389228, \"entries\": 82, \"exits\": 82, \"exposure_pct\": 3.9259628154050463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23644872030379832, \"sortino\": -0.33308681742227153}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.427023225640466, \"dd_pct\": -21.49533459145937, \"calmar\": -0.006447649060021019, \"cagr_pct\": -0.1385943738734603, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 3.1721384205856253, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07791448089141446, \"sortino\": 0.10865549790934342}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.30951701679011, \"dd_pct\": -42.897666880095755, \"calmar\": -0.15753430003391072, \"cagr_pct\": -6.75785392504376, \"entries\": 54, \"exits\": 55, \"exposure_pct\": 4.376657824933687, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.49935694920309553, \"sortino\": -0.7116917799678146}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.10488711538861883, \"dd_pct\": -2.1275208840565107, \"calmar\": -0.10372591500482048, \"cagr_pct\": -0.22067905039062616, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.7377521613832854, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.035824251878210756, \"sortino\": -0.07319664254274084}]", "Additional_Threshold_Budget": 0, "Total Trades": 82, "Total P&L %": -30.607111565189417, "Sharpe Ratio": -0.23644872030379832, "Sortino Ratio": -0.33308681742227153, "Calmar Ratio": -0.10103394360592204, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.8976668800958, "% In Market": 3.9259628154050463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006447649060021019, "Sub1_Sortino": 0.10865549790934342, "Sub1_Trades": 28, "Sub2_Calmar": -0.15753430003391072, "Sub2_Sortino": -0.7116917799678146, "Sub2_Trades": 54, "WFO_Score": -0.44090079175666624, "WFO_Min_Fold": -0.5785496097332397, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.241959, -0.502194, -0.57855]", "OOS_Total Trades": 4, "OOS_Total P&L %": -0.10488711538861883, "OOS_Sortino Ratio": -0.07319664254274084, "OOS_Calmar Ratio": -0.10372591500482048, "OOS_Max Drawdown %": -2.1275208840565107, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 46, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14a2a04b9d5b6950a66a7d8d833a2f1f153da317477ec3856cfc2d6cd0255b66", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -454.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": 520.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "6390392f66ce70ea2d6ceb8a10cea26de2785966d5a83b4c530e9b5e993203e5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.8803047537581365, \"dd_pct\": -24.319054156057184, \"calmar\": -0.24195889491837216, \"cagr_pct\": -5.884211469059642, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 4.4520547945205475, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.19838812582647447, \"sortino\": -0.2927786052882945}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 1.1149309155310538, \"dd_pct\": -6.528634864396832, \"calmar\": 0.1708931245645049, \"cagr_pct\": 1.1156988111175372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19031156264078683, \"sortino\": 0.2823645518279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -13.088431636835162, \"dd_pct\": -14.129890425230496, \"calmar\": -0.9268848829229119, \"cagr_pct\": -13.096781832503343, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 2.945205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9466835827618856, \"sortino\": -2.1554371377568464}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.656258918996591, \"dd_pct\": -9.645640695226232, \"calmar\": -0.5021938706183868, \"cagr_pct\": -4.8439816353298895, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.109489051094891, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3686415837830041, \"sortino\": -0.526183564309405}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -6.482715316658427, \"dd_pct\": -11.212535946309332, \"calmar\": -0.5785496097332397, \"cagr_pct\": -6.487008295857185, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 4.794520547945205, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6673979964928235, \"sortino\": -0.9894060730173321}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -7.589954208339133, \"dd_pct\": -10.020690836339396, \"calmar\": -1.7345284461451518, \"cagr_pct\": -17.381173305656734, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 9.437086092715232, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1617651842598375, \"sortino\": -1.6052283116264496}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -34.22477721655284, \"dd_pct\": -43.57281984202407, \"calmar\": -0.11367717756416887, \"cagr_pct\": -4.95323517815331, \"entries\": 80, \"exits\": 80, \"exposure_pct\": 3.8595617529880477, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.28316622130265046, \"sortino\": -0.3975985514749349}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -4.488787397897465, \"dd_pct\": -21.549806519287262, \"calmar\": -0.06855806245897217, \"cagr_pct\": -1.4774129813280619, \"entries\": 27, \"exits\": 26, \"exposure_pct\": 3.061224489795918, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.002153465053098749, \"sortino\": -0.0029861378566254336}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -31.13350674599301, \"dd_pct\": -43.57281984202401, \"calmar\": -0.16001943911332497, \"cagr_pct\": -6.97249819170664, \"entries\": 53, \"exits\": 54, \"exposure_pct\": 4.336870026525199, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5182444399754383, \"sortino\": -0.738182987632861}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.10488711538861883, \"dd_pct\": -2.1275208840565107, \"calmar\": -0.10372591500482048, \"cagr_pct\": -0.22067905039062616, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.7377521613832854, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.035824251878210756, \"sortino\": -0.07319664254274084}]", "Additional_Threshold_Budget": 0, "Total Trades": 80, "Total P&L %": -34.22477721655284, "Sharpe Ratio": -0.28316622130265046, "Sortino Ratio": -0.3975985514749349, "Calmar Ratio": -0.11367717756416887, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.57281984202407, "% In Market": 3.8595617529880477, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.06855806245897217, "Sub1_Sortino": -0.0029861378566254336, "Sub1_Trades": 27, "Sub2_Calmar": -0.16001943911332497, "Sub2_Sortino": -0.738182987632861, "Sub2_Trades": 53, "WFO_Score": -0.44090079175666624, "WFO_Min_Fold": -0.5785496097332397, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.241959, -0.502194, -0.57855]", "OOS_Total Trades": 4, "OOS_Total P&L %": -0.10488711538861883, "OOS_Sortino Ratio": -0.07319664254274084, "OOS_Calmar Ratio": -0.10372591500482048, "OOS_Max Drawdown %": -2.1275208840565107, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 44, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14a2a04b9d5b6950a66a7d8d833a2f1f153da317477ec3856cfc2d6cd0255b66", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -455.0, "i_long_exit_activation_threshold": -651.0, "i_long_exit_activation_confirmation_threshold": 520.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "f04c3d3978c5b203697b5224d33790106b1a116eca0e79b7c5912578fac124de", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.8803047537581365, \"dd_pct\": -24.319054156057184, \"calmar\": -0.24195889491837216, \"cagr_pct\": -5.884211469059642, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 4.4520547945205475, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.19838812582647447, \"sortino\": -0.2927786052882945}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 1.1149309155310538, \"dd_pct\": -6.528634864396832, \"calmar\": 0.1708931245645049, \"cagr_pct\": 1.1156988111175372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19031156264078683, \"sortino\": 0.2823645518279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -12.048532023883695, \"dd_pct\": -13.102451899006084, \"calmar\": -0.9201534021671475, \"cagr_pct\": -12.056265691601851, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7603002309567326, \"sortino\": -1.9677513164762133}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.656258918996591, \"dd_pct\": -9.645640695226232, \"calmar\": -0.5021938706183868, \"cagr_pct\": -4.8439816353298895, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.109489051094891, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3686415837830041, \"sortino\": -0.526183564309405}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -6.482715316658427, \"dd_pct\": -11.212535946309332, \"calmar\": -0.5785496097332397, \"cagr_pct\": -6.487008295857185, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 4.794520547945205, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6673979964928235, \"sortino\": -0.9894060730173321}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.083966825809709, \"dd_pct\": -11.47540522426288, \"calmar\": -1.7929761937062434, \"cagr_pct\": -20.5751283802356, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 8.774834437086094, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4417659772962184, \"sortino\": -1.9625758335649994}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -31.729000965807952, \"dd_pct\": -43.820852291782316, \"calmar\": -0.10321617668479362, \"cagr_pct\": -4.523020832626847, \"entries\": 82, \"exits\": 82, \"exposure_pct\": 3.892762284196547, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.25054195085218645, \"sortino\": -0.35264515448581507}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.427023225640466, \"dd_pct\": -21.49533459145937, \"calmar\": -0.006447649060021019, \"cagr_pct\": -0.1385943738734603, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 3.1721384205856253, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07791448089141446, \"sortino\": 0.10865549790934342}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -31.436217690970846, \"dd_pct\": -43.82085229178229, \"calmar\": -0.16092504767116755, \"cagr_pct\": -7.051872744046256, \"entries\": 54, \"exits\": 55, \"exposure_pct\": 4.323607427055703, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5258805691906614, \"sortino\": -0.7481612568639302}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.10488711538861883, \"dd_pct\": -2.1275208840565107, \"calmar\": -0.10372591500482048, \"cagr_pct\": -0.22067905039062616, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.7377521613832854, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.035824251878210756, \"sortino\": -0.07319664254274084}]", "Additional_Threshold_Budget": 0, "Total Trades": 82, "Total P&L %": -31.729000965807952, "Sharpe Ratio": -0.25054195085218645, "Sortino Ratio": -0.35264515448581507, "Calmar Ratio": -0.10321617668479362, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.820852291782316, "% In Market": 3.892762284196547, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006447649060021019, "Sub1_Sortino": 0.10865549790934342, "Sub1_Trades": 28, "Sub2_Calmar": -0.16092504767116755, "Sub2_Sortino": -0.7481612568639302, "Sub2_Trades": 54, "WFO_Score": -0.44090079175666624, "WFO_Min_Fold": -0.5785496097332397, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.241959, -0.502194, -0.57855]", "OOS_Total Trades": 4, "OOS_Total P&L %": -0.10488711538861883, "OOS_Sortino Ratio": -0.07319664254274084, "OOS_Calmar Ratio": -0.10372591500482048, "OOS_Max Drawdown %": -2.1275208840565107, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 42, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14a2a04b9d5b6950a66a7d8d833a2f1f153da317477ec3856cfc2d6cd0255b66", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -455.0, "i_long_exit_activation_threshold": -650.05, "i_long_exit_activation_confirmation_threshold": 520.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "5c166b0ab038a48607af44784ba49ac57d2ef2d47ddd50db039685b201cd3054", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.8803047537581365, \"dd_pct\": -24.319054156057184, \"calmar\": -0.24195889491837216, \"cagr_pct\": -5.884211469059642, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 4.4520547945205475, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.19838812582647447, \"sortino\": -0.2927786052882945}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 1.1149309155310538, \"dd_pct\": -6.528634864396832, \"calmar\": 0.1708931245645049, \"cagr_pct\": 1.1156988111175372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19031156264078683, \"sortino\": 0.2823645518279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -12.048532023883695, \"dd_pct\": -13.102451899006084, \"calmar\": -0.9201534021671475, \"cagr_pct\": -12.056265691601851, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7603002309567326, \"sortino\": -1.9677513164762133}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.656258918996591, \"dd_pct\": -9.645640695226232, \"calmar\": -0.5021938706183868, \"cagr_pct\": -4.8439816353298895, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.109489051094891, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3686415837830041, \"sortino\": -0.526183564309405}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -6.482715316658427, \"dd_pct\": -11.212535946309332, \"calmar\": -0.5785496097332397, \"cagr_pct\": -6.487008295857185, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 4.794520547945205, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6673979964928235, \"sortino\": -0.9894060730173321}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -7.589954208339133, \"dd_pct\": -10.020690836339396, \"calmar\": -1.7345284461451518, \"cagr_pct\": -17.381173305656734, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 9.437086092715232, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1617651842598375, \"sortino\": -1.6052283116264496}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.607111565189417, \"dd_pct\": -42.8976668800958, \"calmar\": -0.10103394360592204, \"cagr_pct\": -4.334120456389228, \"entries\": 82, \"exits\": 82, \"exposure_pct\": 3.9259628154050463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23644872030379832, \"sortino\": -0.33308681742227153}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.427023225640466, \"dd_pct\": -21.49533459145937, \"calmar\": -0.006447649060021019, \"cagr_pct\": -0.1385943738734603, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 3.1721384205856253, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07791448089141446, \"sortino\": 0.10865549790934342}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.30951701679011, \"dd_pct\": -42.897666880095755, \"calmar\": -0.15753430003391072, \"cagr_pct\": -6.75785392504376, \"entries\": 54, \"exits\": 55, \"exposure_pct\": 4.376657824933687, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.49935694920309553, \"sortino\": -0.7116917799678146}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.10488711538861883, \"dd_pct\": -2.1275208840565107, \"calmar\": -0.10372591500482048, \"cagr_pct\": -0.22067905039062616, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.7377521613832854, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.035824251878210756, \"sortino\": -0.07319664254274084}]", "Additional_Threshold_Budget": 0, "Total Trades": 82, "Total P&L %": -30.607111565189417, "Sharpe Ratio": -0.23644872030379832, "Sortino Ratio": -0.33308681742227153, "Calmar Ratio": -0.10103394360592204, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.8976668800958, "% In Market": 3.9259628154050463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006447649060021019, "Sub1_Sortino": 0.10865549790934342, "Sub1_Trades": 28, "Sub2_Calmar": -0.15753430003391072, "Sub2_Sortino": -0.7116917799678146, "Sub2_Trades": 54, "WFO_Score": -0.44090079175666624, "WFO_Min_Fold": -0.5785496097332397, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.241959, -0.502194, -0.57855]", "OOS_Total Trades": 4, "OOS_Total P&L %": -0.10488711538861883, "OOS_Sortino Ratio": -0.07319664254274084, "OOS_Calmar Ratio": -0.10372591500482048, "OOS_Max Drawdown %": -2.1275208840565107, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 44, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14a2a04b9d5b6950a66a7d8d833a2f1f153da317477ec3856cfc2d6cd0255b66", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -455.0, "i_long_exit_activation_threshold": -649.95, "i_long_exit_activation_confirmation_threshold": 520.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "ffa9e90141a64e7cc7bcb9cb11cf2010988233637b2060072c91cfe83e3eb240", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.8803047537581365, \"dd_pct\": -24.319054156057184, \"calmar\": -0.24195889491837216, \"cagr_pct\": -5.884211469059642, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 4.4520547945205475, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.19838812582647447, \"sortino\": -0.2927786052882945}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 1.1149309155310538, \"dd_pct\": -6.528634864396832, \"calmar\": 0.1708931245645049, \"cagr_pct\": 1.1156988111175372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19031156264078683, \"sortino\": 0.2823645518279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -12.048532023883695, \"dd_pct\": -13.102451899006084, \"calmar\": -0.9201534021671475, \"cagr_pct\": -12.056265691601851, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7603002309567326, \"sortino\": -1.9677513164762133}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.656258918996591, \"dd_pct\": -9.645640695226232, \"calmar\": -0.5021938706183868, \"cagr_pct\": -4.8439816353298895, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.109489051094891, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3686415837830041, \"sortino\": -0.526183564309405}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -6.482715316658427, \"dd_pct\": -11.212535946309332, \"calmar\": -0.5785496097332397, \"cagr_pct\": -6.487008295857185, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 4.794520547945205, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6673979964928235, \"sortino\": -0.9894060730173321}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -7.589954208339133, \"dd_pct\": -10.020690836339396, \"calmar\": -1.7345284461451518, \"cagr_pct\": -17.381173305656734, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 9.437086092715232, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1617651842598375, \"sortino\": -1.6052283116264496}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.607111565189417, \"dd_pct\": -42.8976668800958, \"calmar\": -0.10103394360592204, \"cagr_pct\": -4.334120456389228, \"entries\": 82, \"exits\": 82, \"exposure_pct\": 3.9259628154050463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23644872030379832, \"sortino\": -0.33308681742227153}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.427023225640466, \"dd_pct\": -21.49533459145937, \"calmar\": -0.006447649060021019, \"cagr_pct\": -0.1385943738734603, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 3.1721384205856253, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07791448089141446, \"sortino\": 0.10865549790934342}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.30951701679011, \"dd_pct\": -42.897666880095755, \"calmar\": -0.15753430003391072, \"cagr_pct\": -6.75785392504376, \"entries\": 54, \"exits\": 55, \"exposure_pct\": 4.376657824933687, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.49935694920309553, \"sortino\": -0.7116917799678146}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.10488711538861883, \"dd_pct\": -2.1275208840565107, \"calmar\": -0.10372591500482048, \"cagr_pct\": -0.22067905039062616, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.7377521613832854, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.035824251878210756, \"sortino\": -0.07319664254274084}]", "Additional_Threshold_Budget": 0, "Total Trades": 82, "Total P&L %": -30.607111565189417, "Sharpe Ratio": -0.23644872030379832, "Sortino Ratio": -0.33308681742227153, "Calmar Ratio": -0.10103394360592204, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.8976668800958, "% In Market": 3.9259628154050463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006447649060021019, "Sub1_Sortino": 0.10865549790934342, "Sub1_Trades": 28, "Sub2_Calmar": -0.15753430003391072, "Sub2_Sortino": -0.7116917799678146, "Sub2_Trades": 54, "WFO_Score": -0.44090079175666624, "WFO_Min_Fold": -0.5785496097332397, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.241959, -0.502194, -0.57855]", "OOS_Total Trades": 4, "OOS_Total P&L %": -0.10488711538861883, "OOS_Sortino Ratio": -0.07319664254274084, "OOS_Calmar Ratio": -0.10372591500482048, "OOS_Max Drawdown %": -2.1275208840565107, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14a2a04b9d5b6950a66a7d8d833a2f1f153da317477ec3856cfc2d6cd0255b66", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -455.0, "i_long_exit_activation_threshold": -649.0, "i_long_exit_activation_confirmation_threshold": 520.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "7d105e24c89440cb6dd4e0647aee9fc6f803f25e1350d79609e9e8d8c277dfc2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.8803047537581365, \"dd_pct\": -24.319054156057184, \"calmar\": -0.24195889491837216, \"cagr_pct\": -5.884211469059642, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 4.4520547945205475, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.19838812582647447, \"sortino\": -0.2927786052882945}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 1.1149309155310538, \"dd_pct\": -6.528634864396832, \"calmar\": 0.1708931245645049, \"cagr_pct\": 1.1156988111175372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19031156264078683, \"sortino\": 0.2823645518279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -12.048532023883695, \"dd_pct\": -13.102451899006084, \"calmar\": -0.9201534021671475, \"cagr_pct\": -12.056265691601851, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7603002309567326, \"sortino\": -1.9677513164762133}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.656258918996591, \"dd_pct\": -9.645640695226232, \"calmar\": -0.5021938706183868, \"cagr_pct\": -4.8439816353298895, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.109489051094891, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3686415837830041, \"sortino\": -0.526183564309405}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -6.482715316658427, \"dd_pct\": -11.212535946309332, \"calmar\": -0.5785496097332397, \"cagr_pct\": -6.487008295857185, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 4.794520547945205, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6673979964928235, \"sortino\": -0.9894060730173321}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -7.589954208339133, \"dd_pct\": -10.020690836339396, \"calmar\": -1.7345284461451518, \"cagr_pct\": -17.381173305656734, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 9.437086092715232, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1617651842598375, \"sortino\": -1.6052283116264496}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.607111565189417, \"dd_pct\": -42.8976668800958, \"calmar\": -0.10103394360592204, \"cagr_pct\": -4.334120456389228, \"entries\": 82, \"exits\": 82, \"exposure_pct\": 3.9259628154050463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23644872030379832, \"sortino\": -0.33308681742227153}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.427023225640466, \"dd_pct\": -21.49533459145937, \"calmar\": -0.006447649060021019, \"cagr_pct\": -0.1385943738734603, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 3.1721384205856253, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07791448089141446, \"sortino\": 0.10865549790934342}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.30951701679011, \"dd_pct\": -42.897666880095755, \"calmar\": -0.15753430003391072, \"cagr_pct\": -6.75785392504376, \"entries\": 54, \"exits\": 55, \"exposure_pct\": 4.376657824933687, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.49935694920309553, \"sortino\": -0.7116917799678146}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.10488711538861883, \"dd_pct\": -2.1275208840565107, \"calmar\": -0.10372591500482048, \"cagr_pct\": -0.22067905039062616, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.7377521613832854, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.035824251878210756, \"sortino\": -0.07319664254274084}]", "Additional_Threshold_Budget": 0, "Total Trades": 82, "Total P&L %": -30.607111565189417, "Sharpe Ratio": -0.23644872030379832, "Sortino Ratio": -0.33308681742227153, "Calmar Ratio": -0.10103394360592204, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.8976668800958, "% In Market": 3.9259628154050463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006447649060021019, "Sub1_Sortino": 0.10865549790934342, "Sub1_Trades": 28, "Sub2_Calmar": -0.15753430003391072, "Sub2_Sortino": -0.7116917799678146, "Sub2_Trades": 54, "WFO_Score": -0.44090079175666624, "WFO_Min_Fold": -0.5785496097332397, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.241959, -0.502194, -0.57855]", "OOS_Total Trades": 4, "OOS_Total P&L %": -0.10488711538861883, "OOS_Sortino Ratio": -0.07319664254274084, "OOS_Calmar Ratio": -0.10372591500482048, "OOS_Max Drawdown %": -2.1275208840565107, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14a2a04b9d5b6950a66a7d8d833a2f1f153da317477ec3856cfc2d6cd0255b66", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -455.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": 519.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "a4d8035805b82bcc730210900bd5326e40b6bde66642aa4fd8f6de299a7fc2b4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.8803047537581365, \"dd_pct\": -24.319054156057184, \"calmar\": -0.24195889491837216, \"cagr_pct\": -5.884211469059642, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 4.4520547945205475, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.19838812582647447, \"sortino\": -0.2927786052882945}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 1.1149309155310538, \"dd_pct\": -6.528634864396832, \"calmar\": 0.1708931245645049, \"cagr_pct\": 1.1156988111175372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19031156264078683, \"sortino\": 0.2823645518279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -12.048532023883695, \"dd_pct\": -13.102451899006084, \"calmar\": -0.9201534021671475, \"cagr_pct\": -12.056265691601851, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7603002309567326, \"sortino\": -1.9677513164762133}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.656258918996591, \"dd_pct\": -9.645640695226232, \"calmar\": -0.5021938706183868, \"cagr_pct\": -4.8439816353298895, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.109489051094891, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3686415837830041, \"sortino\": -0.526183564309405}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -6.482715316658427, \"dd_pct\": -11.212535946309332, \"calmar\": -0.5785496097332397, \"cagr_pct\": -6.487008295857185, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 4.794520547945205, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6673979964928235, \"sortino\": -0.9894060730173321}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -7.589954208339133, \"dd_pct\": -10.020690836339396, \"calmar\": -1.7345284461451518, \"cagr_pct\": -17.381173305656734, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 9.437086092715232, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1617651842598375, \"sortino\": -1.6052283116264496}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.607111565189417, \"dd_pct\": -42.8976668800958, \"calmar\": -0.10103394360592204, \"cagr_pct\": -4.334120456389228, \"entries\": 82, \"exits\": 82, \"exposure_pct\": 3.9259628154050463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23644872030379832, \"sortino\": -0.33308681742227153}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.427023225640466, \"dd_pct\": -21.49533459145937, \"calmar\": -0.006447649060021019, \"cagr_pct\": -0.1385943738734603, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 3.1721384205856253, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07791448089141446, \"sortino\": 0.10865549790934342}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.30951701679011, \"dd_pct\": -42.897666880095755, \"calmar\": -0.15753430003391072, \"cagr_pct\": -6.75785392504376, \"entries\": 54, \"exits\": 55, \"exposure_pct\": 4.376657824933687, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.49935694920309553, \"sortino\": -0.7116917799678146}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.10488711538861883, \"dd_pct\": -2.1275208840565107, \"calmar\": -0.10372591500482048, \"cagr_pct\": -0.22067905039062616, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.7377521613832854, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.035824251878210756, \"sortino\": -0.07319664254274084}]", "Additional_Threshold_Budget": 0, "Total Trades": 82, "Total P&L %": -30.607111565189417, "Sharpe Ratio": -0.23644872030379832, "Sortino Ratio": -0.33308681742227153, "Calmar Ratio": -0.10103394360592204, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.8976668800958, "% In Market": 3.9259628154050463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006447649060021019, "Sub1_Sortino": 0.10865549790934342, "Sub1_Trades": 28, "Sub2_Calmar": -0.15753430003391072, "Sub2_Sortino": -0.7116917799678146, "Sub2_Trades": 54, "WFO_Score": -0.44090079175666624, "WFO_Min_Fold": -0.5785496097332397, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.241959, -0.502194, -0.57855]", "OOS_Total Trades": 4, "OOS_Total P&L %": -0.10488711538861883, "OOS_Sortino Ratio": -0.07319664254274084, "OOS_Calmar Ratio": -0.10372591500482048, "OOS_Max Drawdown %": -2.1275208840565107, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14a2a04b9d5b6950a66a7d8d833a2f1f153da317477ec3856cfc2d6cd0255b66", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -455.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": 519.95, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "ded3c773d1622db511180dfd290ebb56db68e1848b787a0f266acc36f910acb1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.8803047537581365, \"dd_pct\": -24.319054156057184, \"calmar\": -0.24195889491837216, \"cagr_pct\": -5.884211469059642, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 4.4520547945205475, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.19838812582647447, \"sortino\": -0.2927786052882945}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 1.1149309155310538, \"dd_pct\": -6.528634864396832, \"calmar\": 0.1708931245645049, \"cagr_pct\": 1.1156988111175372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19031156264078683, \"sortino\": 0.2823645518279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -12.048532023883695, \"dd_pct\": -13.102451899006084, \"calmar\": -0.9201534021671475, \"cagr_pct\": -12.056265691601851, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7603002309567326, \"sortino\": -1.9677513164762133}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.656258918996591, \"dd_pct\": -9.645640695226232, \"calmar\": -0.5021938706183868, \"cagr_pct\": -4.8439816353298895, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.109489051094891, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3686415837830041, \"sortino\": -0.526183564309405}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -6.482715316658427, \"dd_pct\": -11.212535946309332, \"calmar\": -0.5785496097332397, \"cagr_pct\": -6.487008295857185, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 4.794520547945205, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6673979964928235, \"sortino\": -0.9894060730173321}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -7.589954208339133, \"dd_pct\": -10.020690836339396, \"calmar\": -1.7345284461451518, \"cagr_pct\": -17.381173305656734, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 9.437086092715232, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1617651842598375, \"sortino\": -1.6052283116264496}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.607111565189417, \"dd_pct\": -42.8976668800958, \"calmar\": -0.10103394360592204, \"cagr_pct\": -4.334120456389228, \"entries\": 82, \"exits\": 82, \"exposure_pct\": 3.9259628154050463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23644872030379832, \"sortino\": -0.33308681742227153}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.427023225640466, \"dd_pct\": -21.49533459145937, \"calmar\": -0.006447649060021019, \"cagr_pct\": -0.1385943738734603, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 3.1721384205856253, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07791448089141446, \"sortino\": 0.10865549790934342}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.30951701679011, \"dd_pct\": -42.897666880095755, \"calmar\": -0.15753430003391072, \"cagr_pct\": -6.75785392504376, \"entries\": 54, \"exits\": 55, \"exposure_pct\": 4.376657824933687, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.49935694920309553, \"sortino\": -0.7116917799678146}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.10488711538861883, \"dd_pct\": -2.1275208840565107, \"calmar\": -0.10372591500482048, \"cagr_pct\": -0.22067905039062616, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.7377521613832854, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.035824251878210756, \"sortino\": -0.07319664254274084}]", "Additional_Threshold_Budget": 0, "Total Trades": 82, "Total P&L %": -30.607111565189417, "Sharpe Ratio": -0.23644872030379832, "Sortino Ratio": -0.33308681742227153, "Calmar Ratio": -0.10103394360592204, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.8976668800958, "% In Market": 3.9259628154050463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006447649060021019, "Sub1_Sortino": 0.10865549790934342, "Sub1_Trades": 28, "Sub2_Calmar": -0.15753430003391072, "Sub2_Sortino": -0.7116917799678146, "Sub2_Trades": 54, "WFO_Score": -0.44090079175666624, "WFO_Min_Fold": -0.5785496097332397, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.241959, -0.502194, -0.57855]", "OOS_Total Trades": 4, "OOS_Total P&L %": -0.10488711538861883, "OOS_Sortino Ratio": -0.07319664254274084, "OOS_Calmar Ratio": -0.10372591500482048, "OOS_Max Drawdown %": -2.1275208840565107, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14a2a04b9d5b6950a66a7d8d833a2f1f153da317477ec3856cfc2d6cd0255b66", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -455.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": 520.05, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "d0a4da2ebf6929affea70320bd1722f65cccb3ec5ff510ef30370c28912ce209", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.8803047537581365, \"dd_pct\": -24.319054156057184, \"calmar\": -0.24195889491837216, \"cagr_pct\": -5.884211469059642, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 4.4520547945205475, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.19838812582647447, \"sortino\": -0.2927786052882945}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 1.1149309155310538, \"dd_pct\": -6.528634864396832, \"calmar\": 0.1708931245645049, \"cagr_pct\": 1.1156988111175372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19031156264078683, \"sortino\": 0.2823645518279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -12.048532023883695, \"dd_pct\": -13.102451899006084, \"calmar\": -0.9201534021671475, \"cagr_pct\": -12.056265691601851, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7603002309567326, \"sortino\": -1.9677513164762133}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.656258918996591, \"dd_pct\": -9.645640695226232, \"calmar\": -0.5021938706183868, \"cagr_pct\": -4.8439816353298895, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.109489051094891, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3686415837830041, \"sortino\": -0.526183564309405}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -6.482715316658427, \"dd_pct\": -11.212535946309332, \"calmar\": -0.5785496097332397, \"cagr_pct\": -6.487008295857185, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 4.794520547945205, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6673979964928235, \"sortino\": -0.9894060730173321}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -7.589954208339133, \"dd_pct\": -10.020690836339396, \"calmar\": -1.7345284461451518, \"cagr_pct\": -17.381173305656734, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 9.437086092715232, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1617651842598375, \"sortino\": -1.6052283116264496}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.607111565189417, \"dd_pct\": -42.8976668800958, \"calmar\": -0.10103394360592204, \"cagr_pct\": -4.334120456389228, \"entries\": 82, \"exits\": 82, \"exposure_pct\": 3.9259628154050463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23644872030379832, \"sortino\": -0.33308681742227153}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.427023225640466, \"dd_pct\": -21.49533459145937, \"calmar\": -0.006447649060021019, \"cagr_pct\": -0.1385943738734603, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 3.1721384205856253, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07791448089141446, \"sortino\": 0.10865549790934342}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.30951701679011, \"dd_pct\": -42.897666880095755, \"calmar\": -0.15753430003391072, \"cagr_pct\": -6.75785392504376, \"entries\": 54, \"exits\": 55, \"exposure_pct\": 4.376657824933687, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.49935694920309553, \"sortino\": -0.7116917799678146}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.10488711538861883, \"dd_pct\": -2.1275208840565107, \"calmar\": -0.10372591500482048, \"cagr_pct\": -0.22067905039062616, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.7377521613832854, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.035824251878210756, \"sortino\": -0.07319664254274084}]", "Additional_Threshold_Budget": 0, "Total Trades": 82, "Total P&L %": -30.607111565189417, "Sharpe Ratio": -0.23644872030379832, "Sortino Ratio": -0.33308681742227153, "Calmar Ratio": -0.10103394360592204, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.8976668800958, "% In Market": 3.9259628154050463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006447649060021019, "Sub1_Sortino": 0.10865549790934342, "Sub1_Trades": 28, "Sub2_Calmar": -0.15753430003391072, "Sub2_Sortino": -0.7116917799678146, "Sub2_Trades": 54, "WFO_Score": -0.44090079175666624, "WFO_Min_Fold": -0.5785496097332397, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.241959, -0.502194, -0.57855]", "OOS_Total Trades": 4, "OOS_Total P&L %": -0.10488711538861883, "OOS_Sortino Ratio": -0.07319664254274084, "OOS_Calmar Ratio": -0.10372591500482048, "OOS_Max Drawdown %": -2.1275208840565107, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14a2a04b9d5b6950a66a7d8d833a2f1f153da317477ec3856cfc2d6cd0255b66", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -455.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": 521.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "b2c4049b4e45a30fbe042b45a617ef3a86cc55e8078532bd701752f7cb3b6598", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.8803047537581365, \"dd_pct\": -24.319054156057184, \"calmar\": -0.24195889491837216, \"cagr_pct\": -5.884211469059642, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 4.4520547945205475, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.19838812582647447, \"sortino\": -0.2927786052882945}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 1.1149309155310538, \"dd_pct\": -6.528634864396832, \"calmar\": 0.1708931245645049, \"cagr_pct\": 1.1156988111175372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.4657534246575343, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19031156264078683, \"sortino\": 0.2823645518279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -12.048532023883695, \"dd_pct\": -13.102451899006084, \"calmar\": -0.9201534021671475, \"cagr_pct\": -12.056265691601851, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 3.1506849315068495, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7603002309567326, \"sortino\": -1.9677513164762133}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.656258918996591, \"dd_pct\": -9.645640695226232, \"calmar\": -0.5021938706183868, \"cagr_pct\": -4.8439816353298895, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.109489051094891, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3686415837830041, \"sortino\": -0.526183564309405}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -6.482715316658427, \"dd_pct\": -11.212535946309332, \"calmar\": -0.5785496097332397, \"cagr_pct\": -6.487008295857185, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 4.794520547945205, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6673979964928235, \"sortino\": -0.9894060730173321}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -7.589954208339133, \"dd_pct\": -10.020690836339396, \"calmar\": -1.7345284461451518, \"cagr_pct\": -17.381173305656734, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 9.437086092715232, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1617651842598375, \"sortino\": -1.6052283116264496}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.607111565189417, \"dd_pct\": -42.8976668800958, \"calmar\": -0.10103394360592204, \"cagr_pct\": -4.334120456389228, \"entries\": 82, \"exits\": 82, \"exposure_pct\": 3.9259628154050463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23644872030379832, \"sortino\": -0.33308681742227153}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.427023225640466, \"dd_pct\": -21.49533459145937, \"calmar\": -0.006447649060021019, \"cagr_pct\": -0.1385943738734603, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 3.1721384205856253, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07791448089141446, \"sortino\": 0.10865549790934342}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.30951701679011, \"dd_pct\": -42.897666880095755, \"calmar\": -0.15753430003391072, \"cagr_pct\": -6.75785392504376, \"entries\": 54, \"exits\": 55, \"exposure_pct\": 4.376657824933687, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.49935694920309553, \"sortino\": -0.7116917799678146}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.10488711538861883, \"dd_pct\": -2.1275208840565107, \"calmar\": -0.10372591500482048, \"cagr_pct\": -0.22067905039062616, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.7377521613832854, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.035824251878210756, \"sortino\": -0.07319664254274084}]", "Additional_Threshold_Budget": 0, "Total Trades": 82, "Total P&L %": -30.607111565189417, "Sharpe Ratio": -0.23644872030379832, "Sortino Ratio": -0.33308681742227153, "Calmar Ratio": -0.10103394360592204, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.8976668800958, "% In Market": 3.9259628154050463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006447649060021019, "Sub1_Sortino": 0.10865549790934342, "Sub1_Trades": 28, "Sub2_Calmar": -0.15753430003391072, "Sub2_Sortino": -0.7116917799678146, "Sub2_Trades": 54, "WFO_Score": -0.44090079175666624, "WFO_Min_Fold": -0.5785496097332397, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.241959, -0.502194, -0.57855]", "OOS_Total Trades": 4, "OOS_Total P&L %": -0.10488711538861883, "OOS_Sortino Ratio": -0.07319664254274084, "OOS_Calmar Ratio": -0.10372591500482048, "OOS_Max Drawdown %": -2.1275208840565107, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 47, "source": "diagnostic_center", "Policy": "canonical", "center_id": "14a2a04b9d5b6950a66a7d8d833a2f1f153da317477ec3856cfc2d6cd0255b66", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 390.0, "i_long_exit_activation_threshold": 110.0, "i_long_exit_activation_confirmation_threshold": 60.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "5dc5552e6f563ff89041431a14d5d0cd4c3a809ba13bb29e5a1d426dd709b7a3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.0215914241200617, \"dd_pct\": -2.0215914241200617, \"calmar\": -1.0006779563760766, \"cagr_pct\": -2.022961974915866, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5960722815318225, \"sortino\": -1.5952280703368902}, {\"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\": -2.6588808368480987, \"dd_pct\": -2.811741055856931, \"calmar\": -0.9462740309533505, \"cagr_pct\": -2.660677542922768, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9458469280206502, \"sortino\": -0.9634558843854476}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.9281575042430665, \"dd_pct\": -1.9233983518409548, \"calmar\": 2.458118160247767, \"cagr_pct\": 4.727940418050875, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8854646200816652, \"sortino\": 2.573175514833796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.2922376063318799, \"dd_pct\": -7.347246722213074, \"calmar\": 0.004817145495333918, \"cagr_pct\": 0.035392756451015604, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.3901062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.026843958457316026, \"sortino\": 0.03813022600525171}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.1683371802402327, \"dd_pct\": -5.274783252836423, \"calmar\": 0.19261905448843095, \"cagr_pct\": 1.016023762792762, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6654835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26241598886454026, \"sortino\": 0.3728169405630453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7877735093119638, \"dd_pct\": -6.461128638954028, \"calmar\": -0.08455980273440229, \"cagr_pct\": -0.5463517631515498, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.22546419098143236, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.25853579210232136, \"sortino\": -0.3671021614443965}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 0.2922376063318799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.347246722213074, "% In Market": 0.3901062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf78c6303374930bda61129ba6f4b7e4af118a9c59726b72aebac3c348654e80", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 389.0, "i_long_exit_activation_threshold": 110.0, "i_long_exit_activation_confirmation_threshold": 60.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "fe109a9c077f4d35cc3c1c574a8036c0d366a1192f58e2e0c7589aaa25612382", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.0215914241200617, \"dd_pct\": -2.0215914241200617, \"calmar\": -1.0006779563760766, \"cagr_pct\": -2.022961974915866, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5960722815318225, \"sortino\": -1.5952280703368902}, {\"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\": -2.6588808368480987, \"dd_pct\": -2.811741055856931, \"calmar\": -0.9462740309533505, \"cagr_pct\": -2.660677542922768, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9458469280206502, \"sortino\": -0.9634558843854476}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.9281575042430665, \"dd_pct\": -1.9233983518409548, \"calmar\": 2.458118160247767, \"cagr_pct\": 4.727940418050875, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8854646200816652, \"sortino\": 2.573175514833796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.2922376063318799, \"dd_pct\": -7.347246722213074, \"calmar\": 0.004817145495333918, \"cagr_pct\": 0.035392756451015604, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.3901062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.026843958457316026, \"sortino\": 0.03813022600525171}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.1683371802402327, \"dd_pct\": -5.274783252836423, \"calmar\": 0.19261905448843095, \"cagr_pct\": 1.016023762792762, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6654835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26241598886454026, \"sortino\": 0.3728169405630453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7877735093119638, \"dd_pct\": -6.461128638954028, \"calmar\": -0.08455980273440229, \"cagr_pct\": -0.5463517631515498, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.22546419098143236, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.25853579210232136, \"sortino\": -0.3671021614443965}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 0.2922376063318799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.347246722213074, "% In Market": 0.3901062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf78c6303374930bda61129ba6f4b7e4af118a9c59726b72aebac3c348654e80", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 389.95, "i_long_exit_activation_threshold": 110.0, "i_long_exit_activation_confirmation_threshold": 60.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "2be6d2e69f65d000159c1e01aeecb8228f3ea6f16ee5300a5ff583a6213ccb4d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.0215914241200617, \"dd_pct\": -2.0215914241200617, \"calmar\": -1.0006779563760766, \"cagr_pct\": -2.022961974915866, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5960722815318225, \"sortino\": -1.5952280703368902}, {\"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\": -2.6588808368480987, \"dd_pct\": -2.811741055856931, \"calmar\": -0.9462740309533505, \"cagr_pct\": -2.660677542922768, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9458469280206502, \"sortino\": -0.9634558843854476}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.9281575042430665, \"dd_pct\": -1.9233983518409548, \"calmar\": 2.458118160247767, \"cagr_pct\": 4.727940418050875, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8854646200816652, \"sortino\": 2.573175514833796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.2922376063318799, \"dd_pct\": -7.347246722213074, \"calmar\": 0.004817145495333918, \"cagr_pct\": 0.035392756451015604, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.3901062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.026843958457316026, \"sortino\": 0.03813022600525171}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.1683371802402327, \"dd_pct\": -5.274783252836423, \"calmar\": 0.19261905448843095, \"cagr_pct\": 1.016023762792762, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6654835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26241598886454026, \"sortino\": 0.3728169405630453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7877735093119638, \"dd_pct\": -6.461128638954028, \"calmar\": -0.08455980273440229, \"cagr_pct\": -0.5463517631515498, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.22546419098143236, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.25853579210232136, \"sortino\": -0.3671021614443965}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 0.2922376063318799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.347246722213074, "% In Market": 0.3901062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf78c6303374930bda61129ba6f4b7e4af118a9c59726b72aebac3c348654e80", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 390.05, "i_long_exit_activation_threshold": 110.0, "i_long_exit_activation_confirmation_threshold": 60.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "1069d35a780ae4e89b1ecffd5639f2924c7f91cd0a767542c21a7c2c211520e3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.0215914241200617, \"dd_pct\": -2.0215914241200617, \"calmar\": -1.0006779563760766, \"cagr_pct\": -2.022961974915866, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5960722815318225, \"sortino\": -1.5952280703368902}, {\"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\": -2.6588808368480987, \"dd_pct\": -2.811741055856931, \"calmar\": -0.9462740309533505, \"cagr_pct\": -2.660677542922768, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9458469280206502, \"sortino\": -0.9634558843854476}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.9281575042430665, \"dd_pct\": -1.9233983518409548, \"calmar\": 2.458118160247767, \"cagr_pct\": 4.727940418050875, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8854646200816652, \"sortino\": 2.573175514833796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.2922376063318799, \"dd_pct\": -7.347246722213074, \"calmar\": 0.004817145495333918, \"cagr_pct\": 0.035392756451015604, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.3901062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.026843958457316026, \"sortino\": 0.03813022600525171}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.1683371802402327, \"dd_pct\": -5.274783252836423, \"calmar\": 0.19261905448843095, \"cagr_pct\": 1.016023762792762, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6654835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26241598886454026, \"sortino\": 0.3728169405630453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7877735093119638, \"dd_pct\": -6.461128638954028, \"calmar\": -0.08455980273440229, \"cagr_pct\": -0.5463517631515498, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.22546419098143236, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.25853579210232136, \"sortino\": -0.3671021614443965}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 0.2922376063318799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.347246722213074, "% In Market": 0.3901062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf78c6303374930bda61129ba6f4b7e4af118a9c59726b72aebac3c348654e80", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 391.0, "i_long_exit_activation_threshold": 110.0, "i_long_exit_activation_confirmation_threshold": 60.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "e43043fcac13efe0ad097f173c00cf8edf90c6739401aeabb7999d2b070eabda", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.0215914241200617, \"dd_pct\": -2.0215914241200617, \"calmar\": -1.0006779563760766, \"cagr_pct\": -2.022961974915866, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5960722815318225, \"sortino\": -1.5952280703368902}, {\"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\": -2.6588808368480987, \"dd_pct\": -2.811741055856931, \"calmar\": -0.9462740309533505, \"cagr_pct\": -2.660677542922768, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9458469280206502, \"sortino\": -0.9634558843854476}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.9281575042430665, \"dd_pct\": -1.9233983518409548, \"calmar\": 2.458118160247767, \"cagr_pct\": 4.727940418050875, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8854646200816652, \"sortino\": 2.573175514833796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.2922376063318799, \"dd_pct\": -7.347246722213074, \"calmar\": 0.004817145495333918, \"cagr_pct\": 0.035392756451015604, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.3901062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.026843958457316026, \"sortino\": 0.03813022600525171}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.1683371802402327, \"dd_pct\": -5.274783252836423, \"calmar\": 0.19261905448843095, \"cagr_pct\": 1.016023762792762, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6654835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26241598886454026, \"sortino\": 0.3728169405630453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7877735093119638, \"dd_pct\": -6.461128638954028, \"calmar\": -0.08455980273440229, \"cagr_pct\": -0.5463517631515498, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.22546419098143236, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.25853579210232136, \"sortino\": -0.3671021614443965}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 0.2922376063318799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.347246722213074, "% In Market": 0.3901062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf78c6303374930bda61129ba6f4b7e4af118a9c59726b72aebac3c348654e80", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 390.0, "i_long_exit_activation_threshold": 109.0, "i_long_exit_activation_confirmation_threshold": 60.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "a766cea31133b722408ba955c04a202d92f2850d8476924b70e800fe8415bae8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.0215914241200617, \"dd_pct\": -2.0215914241200617, \"calmar\": -1.0006779563760766, \"cagr_pct\": -2.022961974915866, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5960722815318225, \"sortino\": -1.5952280703368902}, {\"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\": -2.6588808368480987, \"dd_pct\": -2.811741055856931, \"calmar\": -0.9462740309533505, \"cagr_pct\": -2.660677542922768, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9458469280206502, \"sortino\": -0.9634558843854476}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.9281575042430665, \"dd_pct\": -1.9233983518409548, \"calmar\": 2.458118160247767, \"cagr_pct\": 4.727940418050875, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8854646200816652, \"sortino\": 2.573175514833796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.2922376063318799, \"dd_pct\": -7.347246722213074, \"calmar\": 0.004817145495333918, \"cagr_pct\": 0.035392756451015604, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.3901062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.026843958457316026, \"sortino\": 0.03813022600525171}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.1683371802402327, \"dd_pct\": -5.274783252836423, \"calmar\": 0.19261905448843095, \"cagr_pct\": 1.016023762792762, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6654835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26241598886454026, \"sortino\": 0.3728169405630453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7877735093119638, \"dd_pct\": -6.461128638954028, \"calmar\": -0.08455980273440229, \"cagr_pct\": -0.5463517631515498, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.22546419098143236, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.25853579210232136, \"sortino\": -0.3671021614443965}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 0.2922376063318799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.347246722213074, "% In Market": 0.3901062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf78c6303374930bda61129ba6f4b7e4af118a9c59726b72aebac3c348654e80", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 390.0, "i_long_exit_activation_threshold": 109.95, "i_long_exit_activation_confirmation_threshold": 60.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "36d1b1d1715e72e032cb7749d6b5d4cb4f879b3a7f578db7216ef9b3d75ebd6e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.0215914241200617, \"dd_pct\": -2.0215914241200617, \"calmar\": -1.0006779563760766, \"cagr_pct\": -2.022961974915866, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5960722815318225, \"sortino\": -1.5952280703368902}, {\"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\": -2.6588808368480987, \"dd_pct\": -2.811741055856931, \"calmar\": -0.9462740309533505, \"cagr_pct\": -2.660677542922768, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9458469280206502, \"sortino\": -0.9634558843854476}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.9281575042430665, \"dd_pct\": -1.9233983518409548, \"calmar\": 2.458118160247767, \"cagr_pct\": 4.727940418050875, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8854646200816652, \"sortino\": 2.573175514833796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.2922376063318799, \"dd_pct\": -7.347246722213074, \"calmar\": 0.004817145495333918, \"cagr_pct\": 0.035392756451015604, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.3901062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.026843958457316026, \"sortino\": 0.03813022600525171}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.1683371802402327, \"dd_pct\": -5.274783252836423, \"calmar\": 0.19261905448843095, \"cagr_pct\": 1.016023762792762, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6654835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26241598886454026, \"sortino\": 0.3728169405630453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7877735093119638, \"dd_pct\": -6.461128638954028, \"calmar\": -0.08455980273440229, \"cagr_pct\": -0.5463517631515498, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.22546419098143236, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.25853579210232136, \"sortino\": -0.3671021614443965}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 0.2922376063318799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.347246722213074, "% In Market": 0.3901062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf78c6303374930bda61129ba6f4b7e4af118a9c59726b72aebac3c348654e80", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 390.0, "i_long_exit_activation_threshold": 110.05, "i_long_exit_activation_confirmation_threshold": 60.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "48b7f819d5420336d85f21ed542e258caf4ef041f61e367355b679062e096c37", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.0215914241200617, \"dd_pct\": -2.0215914241200617, \"calmar\": -1.0006779563760766, \"cagr_pct\": -2.022961974915866, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5960722815318225, \"sortino\": -1.5952280703368902}, {\"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\": -2.6588808368480987, \"dd_pct\": -2.811741055856931, \"calmar\": -0.9462740309533505, \"cagr_pct\": -2.660677542922768, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9458469280206502, \"sortino\": -0.9634558843854476}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.9281575042430665, \"dd_pct\": -1.9233983518409548, \"calmar\": 2.458118160247767, \"cagr_pct\": 4.727940418050875, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8854646200816652, \"sortino\": 2.573175514833796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.2922376063318799, \"dd_pct\": -7.347246722213074, \"calmar\": 0.004817145495333918, \"cagr_pct\": 0.035392756451015604, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.3901062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.026843958457316026, \"sortino\": 0.03813022600525171}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.1683371802402327, \"dd_pct\": -5.274783252836423, \"calmar\": 0.19261905448843095, \"cagr_pct\": 1.016023762792762, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6654835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26241598886454026, \"sortino\": 0.3728169405630453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7877735093119638, \"dd_pct\": -6.461128638954028, \"calmar\": -0.08455980273440229, \"cagr_pct\": -0.5463517631515498, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.22546419098143236, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.25853579210232136, \"sortino\": -0.3671021614443965}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 0.2922376063318799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.347246722213074, "% In Market": 0.3901062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf78c6303374930bda61129ba6f4b7e4af118a9c59726b72aebac3c348654e80", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 390.0, "i_long_exit_activation_threshold": 111.0, "i_long_exit_activation_confirmation_threshold": 60.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "fa3c381f04e0f73f6da9525b0c045d47f1c02533970e10de5b9dce6e3745d045", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.6036538337531492, \"dd_pct\": -1.6036538337531492, \"calmar\": -1.0006794061850863, \"cagr_pct\": -1.6047433660865382, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1822331875795002, \"sortino\": -1.1820725990872278}, {\"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\": -2.6588808368480987, \"dd_pct\": -2.811741055856931, \"calmar\": -0.9462740309533505, \"cagr_pct\": -2.660677542922768, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9458469280206502, \"sortino\": -0.9634558843854476}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.9281575042430665, \"dd_pct\": -1.9233983518409548, \"calmar\": 2.458118160247767, \"cagr_pct\": 4.727940418050875, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8854646200816652, \"sortino\": 2.573175514833796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.7200450868466435, \"dd_pct\": -6.9520262955025665, \"calmar\": 0.012520267106766845, \"cagr_pct\": 0.08704122615295895, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.38180610889774236, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.04387887755972727, \"sortino\": 0.06223411049539353}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.1683371802402327, \"dd_pct\": -5.274783252836423, \"calmar\": 0.19261905448843095, \"cagr_pct\": 1.016023762792762, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6654835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26241598886454026, \"sortino\": 0.3728169405630453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.37310415221319, \"dd_pct\": -6.062128378891629, \"calmar\": -0.07658879040837095, \"cagr_pct\": -0.4642910798395686, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.21220159151193632, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2168475093238096, \"sortino\": -0.3063122754239464}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 0.7200450868466435, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -6.9520262955025665, "% In Market": 0.38180610889774236, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf78c6303374930bda61129ba6f4b7e4af118a9c59726b72aebac3c348654e80", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 390.0, "i_long_exit_activation_threshold": 110.0, "i_long_exit_activation_confirmation_threshold": 59.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "566981bd283b56fa49f75f109eb62f51c7e907906c54871e35e008b93ce5f8a0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.0215914241200617, \"dd_pct\": -2.0215914241200617, \"calmar\": -1.0006779563760766, \"cagr_pct\": -2.022961974915866, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5960722815318225, \"sortino\": -1.5952280703368902}, {\"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\": -2.6588808368480987, \"dd_pct\": -2.811741055856931, \"calmar\": -0.9462740309533505, \"cagr_pct\": -2.660677542922768, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9458469280206502, \"sortino\": -0.9634558843854476}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.9281575042430665, \"dd_pct\": -1.9233983518409548, \"calmar\": 2.458118160247767, \"cagr_pct\": 4.727940418050875, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8854646200816652, \"sortino\": 2.573175514833796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.2922376063318799, \"dd_pct\": -7.347246722213074, \"calmar\": 0.004817145495333918, \"cagr_pct\": 0.035392756451015604, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.3901062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.026843958457316026, \"sortino\": 0.03813022600525171}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.1683371802402327, \"dd_pct\": -5.274783252836423, \"calmar\": 0.19261905448843095, \"cagr_pct\": 1.016023762792762, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6654835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26241598886454026, \"sortino\": 0.3728169405630453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7877735093119638, \"dd_pct\": -6.461128638954028, \"calmar\": -0.08455980273440229, \"cagr_pct\": -0.5463517631515498, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.22546419098143236, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.25853579210232136, \"sortino\": -0.3671021614443965}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 0.2922376063318799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.347246722213074, "% In Market": 0.3901062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf78c6303374930bda61129ba6f4b7e4af118a9c59726b72aebac3c348654e80", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 390.0, "i_long_exit_activation_threshold": 110.0, "i_long_exit_activation_confirmation_threshold": 59.95, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "2cbe69abdc6388904afa6087c07c1c39154af291540d30620b2385b60cb27942", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.0215914241200617, \"dd_pct\": -2.0215914241200617, \"calmar\": -1.0006779563760766, \"cagr_pct\": -2.022961974915866, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5960722815318225, \"sortino\": -1.5952280703368902}, {\"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\": -2.6588808368480987, \"dd_pct\": -2.811741055856931, \"calmar\": -0.9462740309533505, \"cagr_pct\": -2.660677542922768, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9458469280206502, \"sortino\": -0.9634558843854476}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.9281575042430665, \"dd_pct\": -1.9233983518409548, \"calmar\": 2.458118160247767, \"cagr_pct\": 4.727940418050875, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8854646200816652, \"sortino\": 2.573175514833796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.2922376063318799, \"dd_pct\": -7.347246722213074, \"calmar\": 0.004817145495333918, \"cagr_pct\": 0.035392756451015604, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.3901062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.026843958457316026, \"sortino\": 0.03813022600525171}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.1683371802402327, \"dd_pct\": -5.274783252836423, \"calmar\": 0.19261905448843095, \"cagr_pct\": 1.016023762792762, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6654835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26241598886454026, \"sortino\": 0.3728169405630453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7877735093119638, \"dd_pct\": -6.461128638954028, \"calmar\": -0.08455980273440229, \"cagr_pct\": -0.5463517631515498, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.22546419098143236, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.25853579210232136, \"sortino\": -0.3671021614443965}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 0.2922376063318799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.347246722213074, "% In Market": 0.3901062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf78c6303374930bda61129ba6f4b7e4af118a9c59726b72aebac3c348654e80", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 390.0, "i_long_exit_activation_threshold": 110.0, "i_long_exit_activation_confirmation_threshold": 60.05, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "8d7a8a5bb0b861dc691d90cb4328c2f594950809bcb7605119d11c16b8d2cd21", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.0215914241200617, \"dd_pct\": -2.0215914241200617, \"calmar\": -1.0006779563760766, \"cagr_pct\": -2.022961974915866, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5960722815318225, \"sortino\": -1.5952280703368902}, {\"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\": -2.6588808368480987, \"dd_pct\": -2.811741055856931, \"calmar\": -0.9462740309533505, \"cagr_pct\": -2.660677542922768, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9458469280206502, \"sortino\": -0.9634558843854476}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.9281575042430665, \"dd_pct\": -1.9233983518409548, \"calmar\": 2.458118160247767, \"cagr_pct\": 4.727940418050875, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8854646200816652, \"sortino\": 2.573175514833796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.2922376063318799, \"dd_pct\": -7.347246722213074, \"calmar\": 0.004817145495333918, \"cagr_pct\": 0.035392756451015604, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.3901062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.026843958457316026, \"sortino\": 0.03813022600525171}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.1683371802402327, \"dd_pct\": -5.274783252836423, \"calmar\": 0.19261905448843095, \"cagr_pct\": 1.016023762792762, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6654835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26241598886454026, \"sortino\": 0.3728169405630453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7877735093119638, \"dd_pct\": -6.461128638954028, \"calmar\": -0.08455980273440229, \"cagr_pct\": -0.5463517631515498, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.22546419098143236, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.25853579210232136, \"sortino\": -0.3671021614443965}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 0.2922376063318799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.347246722213074, "% In Market": 0.3901062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf78c6303374930bda61129ba6f4b7e4af118a9c59726b72aebac3c348654e80", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 390.0, "i_long_exit_activation_threshold": 110.0, "i_long_exit_activation_confirmation_threshold": 61.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "237bac75b2854ae82e68bbf6314a934e4d5b7ce3a969bd7dc5609f3bac521da5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.0215914241200617, \"dd_pct\": -2.0215914241200617, \"calmar\": -1.0006779563760766, \"cagr_pct\": -2.022961974915866, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5960722815318225, \"sortino\": -1.5952280703368902}, {\"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\": -2.6588808368480987, \"dd_pct\": -2.811741055856931, \"calmar\": -0.9462740309533505, \"cagr_pct\": -2.660677542922768, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.273972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9458469280206502, \"sortino\": -0.9634558843854476}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 1.9281575042430665, \"dd_pct\": -1.9233983518409548, \"calmar\": 2.458118160247767, \"cagr_pct\": 4.727940418050875, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8854646200816652, \"sortino\": 2.573175514833796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.2922376063318799, \"dd_pct\": -7.347246722213074, \"calmar\": 0.004817145495333918, \"cagr_pct\": 0.035392756451015604, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 0.3901062416998672, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.026843958457316026, \"sortino\": 0.03813022600525171}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.1683371802402327, \"dd_pct\": -5.274783252836423, \"calmar\": 0.19261905448843095, \"cagr_pct\": 1.016023762792762, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.6654835847382431, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26241598886454026, \"sortino\": 0.3728169405630453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7877735093119638, \"dd_pct\": -6.461128638954028, \"calmar\": -0.08455980273440229, \"cagr_pct\": -0.5463517631515498, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 0.22546419098143236, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.25853579210232136, \"sortino\": -0.3671021614443965}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 0.2922376063318799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -7.347246722213074, "% In Market": 0.3901062416998672, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf78c6303374930bda61129ba6f4b7e4af118a9c59726b72aebac3c348654e80", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -555.0, "i_long_exit_activation_threshold": -340.0, "i_long_exit_activation_confirmation_threshold": 400.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "d105872bfb12176fa670f315f52f04be87fdffa431ed46c2c594f607da7d7bf9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 55.90353025182584, \"dd_pct\": -53.120802729366865, \"calmar\": 1.0532776902294443, \"cagr_pct\": 55.950956401921495, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.82191780821918, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9856955624871958, \"sortino\": 1.4390718429196507}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.28985643107521, \"dd_pct\": -57.03096528073469, \"calmar\": -0.89975415607678, \"cagr_pct\": -51.31384803641158, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 32.80821917808219, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6539379103268599, \"sortino\": -2.167407020016205}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.77500122755775, \"dd_pct\": -20.502469908540466, \"calmar\": 2.136852802927335, \"cagr_pct\": 43.81076029099804, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 79.7945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1938281782912268, \"sortino\": 1.7832367626352237}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -34.18072510126476, \"dd_pct\": -55.991135756408774, \"calmar\": -0.7633162134491872, \"cagr_pct\": -42.738941732301335, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 84.48905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9379623332164674, \"sortino\": -1.2798828309253985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 25.782029593937807, \"dd_pct\": -38.174176267484064, \"calmar\": 0.6758965158629747, \"cagr_pct\": 25.801792735131535, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 88.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7512661648373431, \"sortino\": 1.0933412455127045}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.038778530930706, \"dd_pct\": -46.51409924237446, \"calmar\": -1.4744566948358564, \"cagr_pct\": -68.58302503217845, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 56.622516556291394, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.637679328671024, \"sortino\": -3.3192577123973415}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.938451808118984, \"dd_pct\": -83.10203352687793, \"calmar\": -0.07443954767290765, \"cagr_pct\": -6.1860777864396, \"entries\": 193, \"exits\": 193, \"exposure_pct\": 64.31772908366534, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14617865751826042, \"sortino\": 0.20400181541437185}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 5.451904030857024, \"dd_pct\": -83.10203352687793, \"calmar\": 0.020881700912421676, \"cagr_pct\": 1.7353118093223034, \"entries\": 72, \"exits\": 71, \"exposure_pct\": 57.36468500443655, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3350237556499278, \"sortino\": 0.46162149485202336}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.99195658468289, \"dd_pct\": -78.63286720730991, \"calmar\": -0.13511301262926953, \"cagr_pct\": -10.624323580056938, \"entries\": 121, \"exits\": 122, \"exposure_pct\": 68.47480106100797, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.005118893895203438, \"sortino\": 0.0072341826906102535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -23.477618621253438, \"dd_pct\": -29.83204828533419, \"calmar\": -1.4436975264880438, \"cagr_pct\": -43.06845431960886, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 47.262247838616716, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930482106321394, \"sortino\": -2.798075127121266}]", "Additional_Threshold_Budget": 0, "Total Trades": 193, "Total P&L %": -40.938451808118984, "Sharpe Ratio": 0.14617865751826042, "Sortino Ratio": 0.20400181541437185, "Calmar Ratio": -0.07443954767290765, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.10203352687793, "% In Market": 64.31772908366534, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.020881700912421676, "Sub1_Sortino": 0.46162149485202336, "Sub1_Trades": 72, "Sub2_Calmar": -0.13511301262926953, "Sub2_Sortino": 0.0072341826906102535, "Sub2_Trades": 121, "WFO_Score": 0.3256508201469421, "WFO_Min_Fold": -1.4744566948358564, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.053278, 2.136853, -0.763316, 0.675897, -1.474457]", "OOS_Total Trades": 11, "OOS_Total P&L %": -23.477618621253438, "OOS_Sortino Ratio": -2.798075127121266, "OOS_Calmar Ratio": -1.4436975264880438, "OOS_Max Drawdown %": -29.83204828533419, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9288523d67158d1b3e0627e164d70cc3dcc5ac1a7bae23c80b5643ce62c44da3", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -556.0, "i_long_exit_activation_threshold": -340.0, "i_long_exit_activation_confirmation_threshold": 400.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "ee846c41a66b845743d942a1b71a09674a0583d756b38eb1d8e1b22f26b2a253", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 66.64515238066318, \"dd_pct\": -53.120802729366815, \"calmar\": 1.255693632523947, \"cagr_pct\": 66.7034537418266, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 66.43835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0776457309672263, \"sortino\": 1.5820852199134927}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.28985643107521, \"dd_pct\": -57.03096528073469, \"calmar\": -0.89975415607678, \"cagr_pct\": -51.31384803641158, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 32.80821917808219, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6539379103268599, \"sortino\": -2.167407020016205}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.77500122755775, \"dd_pct\": -20.502469908540466, \"calmar\": 2.136852802927335, \"cagr_pct\": 43.81076029099804, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 79.7945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1938281782912268, \"sortino\": 1.7832367626352237}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -34.18072510126476, \"dd_pct\": -55.991135756408774, \"calmar\": -0.7633162134491872, \"cagr_pct\": -42.738941732301335, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 84.48905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9379623332164674, \"sortino\": -1.2798828309253985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 26.42223809762585, \"dd_pct\": -38.17417626748397, \"calmar\": 0.6926813908787888, \"cagr_pct\": 26.44254151261285, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 88.6986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7628099768302592, \"sortino\": 1.1103152700249455}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.038778530930706, \"dd_pct\": -46.51409924237446, \"calmar\": -1.4744566948358564, \"cagr_pct\": -68.58302503217845, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 56.622516556291394, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.637679328671024, \"sortino\": -3.3192577123973415}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.60647606397314, \"dd_pct\": -84.48826740720617, \"calmar\": -0.07246320358667652, \"cagr_pct\": -6.122290521813946, \"entries\": 193, \"exits\": 193, \"exposure_pct\": 64.44223107569721, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1494321010359384, \"sortino\": 0.20838828994645991}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.2931982085209626, \"dd_pct\": -84.48826740720617, \"calmar\": -0.004982446979313239, \"cagr_pct\": -0.42095831273044354, \"entries\": 72, \"exits\": 71, \"exposure_pct\": 57.3868677905945, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.30170892992980003, \"sortino\": 0.4141301824093276}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.828337198587995, \"dd_pct\": -78.52411224320677, \"calmar\": -0.11937539534606277, \"cagr_pct\": -9.373846943231417, \"entries\": 121, \"exits\": 122, \"exposure_pct\": 68.66047745358091, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.035871461613923745, \"sortino\": 0.050819300688214365}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -23.477618621253438, \"dd_pct\": -29.83204828533419, \"calmar\": -1.4436975264880438, \"cagr_pct\": -43.06845431960886, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 47.262247838616716, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930482106321394, \"sortino\": -2.798075127121266}]", "Additional_Threshold_Budget": 0, "Total Trades": 193, "Total P&L %": -40.60647606397314, "Sharpe Ratio": 0.1494321010359384, "Sortino Ratio": 0.20838828994645991, "Calmar Ratio": -0.07246320358667652, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.48826740720617, "% In Market": 64.44223107569721, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.004982446979313239, "Sub1_Sortino": 0.4141301824093276, "Sub1_Trades": 72, "Sub2_Calmar": -0.11937539534606277, "Sub2_Sortino": 0.050819300688214365, "Sub2_Trades": 121, "WFO_Score": 0.3694909836090054, "WFO_Min_Fold": -1.4744566948358564, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.255694, 2.136853, -0.763316, 0.692681, -1.474457]", "OOS_Total Trades": 11, "OOS_Total P&L %": -23.477618621253438, "OOS_Sortino Ratio": -2.798075127121266, "OOS_Calmar Ratio": -1.4436975264880438, "OOS_Max Drawdown %": -29.83204828533419, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9288523d67158d1b3e0627e164d70cc3dcc5ac1a7bae23c80b5643ce62c44da3", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -555.05, "i_long_exit_activation_threshold": -340.0, "i_long_exit_activation_confirmation_threshold": 400.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "3686c754a59f46da2b05ee658fa22b94f0817f231266c9215bb2be8d67f02a6a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 55.90353025182584, \"dd_pct\": -53.120802729366865, \"calmar\": 1.0532776902294443, \"cagr_pct\": 55.950956401921495, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.82191780821918, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9856955624871958, \"sortino\": 1.4390718429196507}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.28985643107521, \"dd_pct\": -57.03096528073469, \"calmar\": -0.89975415607678, \"cagr_pct\": -51.31384803641158, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 32.80821917808219, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6539379103268599, \"sortino\": -2.167407020016205}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.77500122755775, \"dd_pct\": -20.502469908540466, \"calmar\": 2.136852802927335, \"cagr_pct\": 43.81076029099804, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 79.7945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1938281782912268, \"sortino\": 1.7832367626352237}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -34.18072510126476, \"dd_pct\": -55.991135756408774, \"calmar\": -0.7633162134491872, \"cagr_pct\": -42.738941732301335, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 84.48905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9379623332164674, \"sortino\": -1.2798828309253985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 25.782029593937807, \"dd_pct\": -38.174176267484064, \"calmar\": 0.6758965158629747, \"cagr_pct\": 25.801792735131535, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 88.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7512661648373431, \"sortino\": 1.0933412455127045}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.038778530930706, \"dd_pct\": -46.51409924237446, \"calmar\": -1.4744566948358564, \"cagr_pct\": -68.58302503217845, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 56.622516556291394, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.637679328671024, \"sortino\": -3.3192577123973415}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.938451808118984, \"dd_pct\": -83.10203352687793, \"calmar\": -0.07443954767290765, \"cagr_pct\": -6.1860777864396, \"entries\": 193, \"exits\": 193, \"exposure_pct\": 64.31772908366534, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14617865751826042, \"sortino\": 0.20400181541437185}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 5.451904030857024, \"dd_pct\": -83.10203352687793, \"calmar\": 0.020881700912421676, \"cagr_pct\": 1.7353118093223034, \"entries\": 72, \"exits\": 71, \"exposure_pct\": 57.36468500443655, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3350237556499278, \"sortino\": 0.46162149485202336}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.99195658468289, \"dd_pct\": -78.63286720730991, \"calmar\": -0.13511301262926953, \"cagr_pct\": -10.624323580056938, \"entries\": 121, \"exits\": 122, \"exposure_pct\": 68.47480106100797, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.005118893895203438, \"sortino\": 0.0072341826906102535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -23.477618621253438, \"dd_pct\": -29.83204828533419, \"calmar\": -1.4436975264880438, \"cagr_pct\": -43.06845431960886, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 47.262247838616716, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930482106321394, \"sortino\": -2.798075127121266}]", "Additional_Threshold_Budget": 0, "Total Trades": 193, "Total P&L %": -40.938451808118984, "Sharpe Ratio": 0.14617865751826042, "Sortino Ratio": 0.20400181541437185, "Calmar Ratio": -0.07443954767290765, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.10203352687793, "% In Market": 64.31772908366534, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.020881700912421676, "Sub1_Sortino": 0.46162149485202336, "Sub1_Trades": 72, "Sub2_Calmar": -0.13511301262926953, "Sub2_Sortino": 0.0072341826906102535, "Sub2_Trades": 121, "WFO_Score": 0.3256508201469421, "WFO_Min_Fold": -1.4744566948358564, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.053278, 2.136853, -0.763316, 0.675897, -1.474457]", "OOS_Total Trades": 11, "OOS_Total P&L %": -23.477618621253438, "OOS_Sortino Ratio": -2.798075127121266, "OOS_Calmar Ratio": -1.4436975264880438, "OOS_Max Drawdown %": -29.83204828533419, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9288523d67158d1b3e0627e164d70cc3dcc5ac1a7bae23c80b5643ce62c44da3", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -554.95, "i_long_exit_activation_threshold": -340.0, "i_long_exit_activation_confirmation_threshold": 400.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "9a47b2245a0b9b4fda2a8d1bee32ee50d4ec6f94c9248e27bf6eac5f8113814d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 55.90353025182584, \"dd_pct\": -53.120802729366865, \"calmar\": 1.0532776902294443, \"cagr_pct\": 55.950956401921495, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.82191780821918, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9856955624871958, \"sortino\": 1.4390718429196507}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.28985643107521, \"dd_pct\": -57.03096528073469, \"calmar\": -0.89975415607678, \"cagr_pct\": -51.31384803641158, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 32.80821917808219, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6539379103268599, \"sortino\": -2.167407020016205}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.77500122755775, \"dd_pct\": -20.502469908540466, \"calmar\": 2.136852802927335, \"cagr_pct\": 43.81076029099804, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 79.7945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1938281782912268, \"sortino\": 1.7832367626352237}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -34.18072510126476, \"dd_pct\": -55.991135756408774, \"calmar\": -0.7633162134491872, \"cagr_pct\": -42.738941732301335, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 84.48905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9379623332164674, \"sortino\": -1.2798828309253985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 25.782029593937807, \"dd_pct\": -38.174176267484064, \"calmar\": 0.6758965158629747, \"cagr_pct\": 25.801792735131535, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 88.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7512661648373431, \"sortino\": 1.0933412455127045}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.038778530930706, \"dd_pct\": -46.51409924237446, \"calmar\": -1.4744566948358564, \"cagr_pct\": -68.58302503217845, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 56.622516556291394, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.637679328671024, \"sortino\": -3.3192577123973415}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.938451808118984, \"dd_pct\": -83.10203352687793, \"calmar\": -0.07443954767290765, \"cagr_pct\": -6.1860777864396, \"entries\": 193, \"exits\": 193, \"exposure_pct\": 64.31772908366534, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14617865751826042, \"sortino\": 0.20400181541437185}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 5.451904030857024, \"dd_pct\": -83.10203352687793, \"calmar\": 0.020881700912421676, \"cagr_pct\": 1.7353118093223034, \"entries\": 72, \"exits\": 71, \"exposure_pct\": 57.36468500443655, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3350237556499278, \"sortino\": 0.46162149485202336}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.99195658468289, \"dd_pct\": -78.63286720730991, \"calmar\": -0.13511301262926953, \"cagr_pct\": -10.624323580056938, \"entries\": 121, \"exits\": 122, \"exposure_pct\": 68.47480106100797, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.005118893895203438, \"sortino\": 0.0072341826906102535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -23.477618621253438, \"dd_pct\": -29.83204828533419, \"calmar\": -1.4436975264880438, \"cagr_pct\": -43.06845431960886, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 47.262247838616716, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930482106321394, \"sortino\": -2.798075127121266}]", "Additional_Threshold_Budget": 0, "Total Trades": 193, "Total P&L %": -40.938451808118984, "Sharpe Ratio": 0.14617865751826042, "Sortino Ratio": 0.20400181541437185, "Calmar Ratio": -0.07443954767290765, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.10203352687793, "% In Market": 64.31772908366534, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.020881700912421676, "Sub1_Sortino": 0.46162149485202336, "Sub1_Trades": 72, "Sub2_Calmar": -0.13511301262926953, "Sub2_Sortino": 0.0072341826906102535, "Sub2_Trades": 121, "WFO_Score": 0.3256508201469421, "WFO_Min_Fold": -1.4744566948358564, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.053278, 2.136853, -0.763316, 0.675897, -1.474457]", "OOS_Total Trades": 11, "OOS_Total P&L %": -23.477618621253438, "OOS_Sortino Ratio": -2.798075127121266, "OOS_Calmar Ratio": -1.4436975264880438, "OOS_Max Drawdown %": -29.83204828533419, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9288523d67158d1b3e0627e164d70cc3dcc5ac1a7bae23c80b5643ce62c44da3", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -554.0, "i_long_exit_activation_threshold": -340.0, "i_long_exit_activation_confirmation_threshold": 400.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "e6a8e40bd4c4467e8c2ee565c1a0d2843dfeff4266b4ffbe0c938e9f705359e3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 55.90353025182584, \"dd_pct\": -53.120802729366865, \"calmar\": 1.0532776902294443, \"cagr_pct\": 55.950956401921495, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.82191780821918, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9856955624871958, \"sortino\": 1.4390718429196507}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.28985643107521, \"dd_pct\": -57.03096528073469, \"calmar\": -0.89975415607678, \"cagr_pct\": -51.31384803641158, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 32.80821917808219, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6539379103268599, \"sortino\": -2.167407020016205}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.77500122755775, \"dd_pct\": -20.502469908540466, \"calmar\": 2.136852802927335, \"cagr_pct\": 43.81076029099804, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 79.7945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1938281782912268, \"sortino\": 1.7832367626352237}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -34.18072510126476, \"dd_pct\": -55.991135756408774, \"calmar\": -0.7633162134491872, \"cagr_pct\": -42.738941732301335, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 84.48905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9379623332164674, \"sortino\": -1.2798828309253985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 31.088942341697724, \"dd_pct\": -35.565661735113544, \"calmar\": 0.8748115156465028, \"cagr_pct\": 31.113250447465507, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 87.1917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8496448233668473, \"sortino\": 1.2388694747513547}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.038778530930706, \"dd_pct\": -46.51409924237446, \"calmar\": -1.4744566948358564, \"cagr_pct\": -68.58302503217845, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 56.622516556291394, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.637679328671024, \"sortino\": -3.3192577123973415}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -38.44656577309643, \"dd_pct\": -83.10203352687793, \"calmar\": -0.06876804334245691, \"cagr_pct\": -5.714764243422649, \"entries\": 193, \"exits\": 193, \"exposure_pct\": 64.17662682602922, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15555025175013426, \"sortino\": 0.21710668556484045}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 5.451904030857024, \"dd_pct\": -83.10203352687793, \"calmar\": 0.020881700912421676, \"cagr_pct\": 1.7353118093223034, \"entries\": 72, \"exits\": 71, \"exposure_pct\": 57.36468500443655, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3350237556499278, \"sortino\": 0.46162149485202336}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -41.628902016893065, \"dd_pct\": -77.73135917975881, \"calmar\": -0.12743600325017113, \"cagr_pct\": -9.905773741071963, \"entries\": 121, \"exits\": 122, \"exposure_pct\": 68.24933687002653, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.02163450982313973, \"sortino\": 0.030582378288366473}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -23.477618621253438, \"dd_pct\": -29.83204828533419, \"calmar\": -1.4436975264880438, \"cagr_pct\": -43.06845431960886, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 47.262247838616716, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930482106321394, \"sortino\": -2.798075127121266}]", "Additional_Threshold_Budget": 0, "Total Trades": 193, "Total P&L %": -38.44656577309643, "Sharpe Ratio": 0.15555025175013426, "Sortino Ratio": 0.21710668556484045, "Calmar Ratio": -0.06876804334245691, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.10203352687793, "% In Market": 64.17662682602922, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.020881700912421676, "Sub1_Sortino": 0.46162149485202336, "Sub1_Trades": 72, "Sub2_Calmar": -0.12743600325017113, "Sub2_Sortino": 0.030582378288366473, "Sub2_Trades": 121, "WFO_Score": 0.3654338201036477, "WFO_Min_Fold": -1.4744566948358564, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.053278, 2.136853, -0.763316, 0.874812, -1.474457]", "OOS_Total Trades": 11, "OOS_Total P&L %": -23.477618621253438, "OOS_Sortino Ratio": -2.798075127121266, "OOS_Calmar Ratio": -1.4436975264880438, "OOS_Max Drawdown %": -29.83204828533419, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9288523d67158d1b3e0627e164d70cc3dcc5ac1a7bae23c80b5643ce62c44da3", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -555.0, "i_long_exit_activation_threshold": -341.0, "i_long_exit_activation_confirmation_threshold": 400.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "74cbe8da7576b883b61e827ff9d50635558f672368131972a7e1b5573790d118", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 55.90353025182584, \"dd_pct\": -53.120802729366865, \"calmar\": 1.0532776902294443, \"cagr_pct\": 55.950956401921495, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.82191780821918, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9856955624871958, \"sortino\": 1.4390718429196507}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.28985643107521, \"dd_pct\": -57.03096528073469, \"calmar\": -0.89975415607678, \"cagr_pct\": -51.31384803641158, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 32.80821917808219, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6539379103268599, \"sortino\": -2.167407020016205}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.77500122755775, \"dd_pct\": -20.502469908540466, \"calmar\": 2.136852802927335, \"cagr_pct\": 43.81076029099804, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 79.7945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1938281782912268, \"sortino\": 1.7832367626352237}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -34.18072510126476, \"dd_pct\": -55.991135756408774, \"calmar\": -0.7633162134491872, \"cagr_pct\": -42.738941732301335, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 84.48905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9379623332164674, \"sortino\": -1.2798828309253985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 25.782029593937807, \"dd_pct\": -38.174176267484064, \"calmar\": 0.6758965158629747, \"cagr_pct\": 25.801792735131535, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 88.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7512661648373431, \"sortino\": 1.0933412455127045}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.038778530930706, \"dd_pct\": -46.51409924237446, \"calmar\": -1.4744566948358564, \"cagr_pct\": -68.58302503217845, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 56.622516556291394, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.637679328671024, \"sortino\": -3.3192577123973415}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.938451808118984, \"dd_pct\": -83.10203352687793, \"calmar\": -0.07443954767290765, \"cagr_pct\": -6.1860777864396, \"entries\": 193, \"exits\": 193, \"exposure_pct\": 64.31772908366534, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14617865751826042, \"sortino\": 0.20400181541437185}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 5.451904030857024, \"dd_pct\": -83.10203352687793, \"calmar\": 0.020881700912421676, \"cagr_pct\": 1.7353118093223034, \"entries\": 72, \"exits\": 71, \"exposure_pct\": 57.36468500443655, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3350237556499278, \"sortino\": 0.46162149485202336}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.99195658468289, \"dd_pct\": -78.63286720730991, \"calmar\": -0.13511301262926953, \"cagr_pct\": -10.624323580056938, \"entries\": 121, \"exits\": 122, \"exposure_pct\": 68.47480106100797, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.005118893895203438, \"sortino\": 0.0072341826906102535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -26.581667047895397, \"dd_pct\": -32.67833607978452, \"calmar\": -1.4633941397607495, \"cagr_pct\": -47.82128551628893, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 46.39769452449568, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.563862857277825, \"sortino\": -3.2388783200699014}]", "Additional_Threshold_Budget": 0, "Total Trades": 193, "Total P&L %": -40.938451808118984, "Sharpe Ratio": 0.14617865751826042, "Sortino Ratio": 0.20400181541437185, "Calmar Ratio": -0.07443954767290765, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.10203352687793, "% In Market": 64.31772908366534, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.020881700912421676, "Sub1_Sortino": 0.46162149485202336, "Sub1_Trades": 72, "Sub2_Calmar": -0.13511301262926953, "Sub2_Sortino": 0.0072341826906102535, "Sub2_Trades": 121, "WFO_Score": 0.3256508201469421, "WFO_Min_Fold": -1.4744566948358564, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.053278, 2.136853, -0.763316, 0.675897, -1.474457]", "OOS_Total Trades": 11, "OOS_Total P&L %": -26.581667047895397, "OOS_Sortino Ratio": -3.2388783200699014, "OOS_Calmar Ratio": -1.4633941397607495, "OOS_Max Drawdown %": -32.67833607978452, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9288523d67158d1b3e0627e164d70cc3dcc5ac1a7bae23c80b5643ce62c44da3", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -555.0, "i_long_exit_activation_threshold": -340.05, "i_long_exit_activation_confirmation_threshold": 400.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "cebc3fcfcd06eb2290a4827db888397f118434a3eb8af150ee062e2f02d18d6b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 55.90353025182584, \"dd_pct\": -53.120802729366865, \"calmar\": 1.0532776902294443, \"cagr_pct\": 55.950956401921495, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.82191780821918, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9856955624871958, \"sortino\": 1.4390718429196507}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.28985643107521, \"dd_pct\": -57.03096528073469, \"calmar\": -0.89975415607678, \"cagr_pct\": -51.31384803641158, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 32.80821917808219, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6539379103268599, \"sortino\": -2.167407020016205}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.77500122755775, \"dd_pct\": -20.502469908540466, \"calmar\": 2.136852802927335, \"cagr_pct\": 43.81076029099804, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 79.7945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1938281782912268, \"sortino\": 1.7832367626352237}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -34.18072510126476, \"dd_pct\": -55.991135756408774, \"calmar\": -0.7633162134491872, \"cagr_pct\": -42.738941732301335, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 84.48905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9379623332164674, \"sortino\": -1.2798828309253985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 25.782029593937807, \"dd_pct\": -38.174176267484064, \"calmar\": 0.6758965158629747, \"cagr_pct\": 25.801792735131535, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 88.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7512661648373431, \"sortino\": 1.0933412455127045}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.038778530930706, \"dd_pct\": -46.51409924237446, \"calmar\": -1.4744566948358564, \"cagr_pct\": -68.58302503217845, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 56.622516556291394, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.637679328671024, \"sortino\": -3.3192577123973415}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.938451808118984, \"dd_pct\": -83.10203352687793, \"calmar\": -0.07443954767290765, \"cagr_pct\": -6.1860777864396, \"entries\": 193, \"exits\": 193, \"exposure_pct\": 64.31772908366534, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14617865751826042, \"sortino\": 0.20400181541437185}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 5.451904030857024, \"dd_pct\": -83.10203352687793, \"calmar\": 0.020881700912421676, \"cagr_pct\": 1.7353118093223034, \"entries\": 72, \"exits\": 71, \"exposure_pct\": 57.36468500443655, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3350237556499278, \"sortino\": 0.46162149485202336}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.99195658468289, \"dd_pct\": -78.63286720730991, \"calmar\": -0.13511301262926953, \"cagr_pct\": -10.624323580056938, \"entries\": 121, \"exits\": 122, \"exposure_pct\": 68.47480106100797, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.005118893895203438, \"sortino\": 0.0072341826906102535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -23.477618621253438, \"dd_pct\": -29.83204828533419, \"calmar\": -1.4436975264880438, \"cagr_pct\": -43.06845431960886, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 47.262247838616716, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930482106321394, \"sortino\": -2.798075127121266}]", "Additional_Threshold_Budget": 0, "Total Trades": 193, "Total P&L %": -40.938451808118984, "Sharpe Ratio": 0.14617865751826042, "Sortino Ratio": 0.20400181541437185, "Calmar Ratio": -0.07443954767290765, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.10203352687793, "% In Market": 64.31772908366534, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.020881700912421676, "Sub1_Sortino": 0.46162149485202336, "Sub1_Trades": 72, "Sub2_Calmar": -0.13511301262926953, "Sub2_Sortino": 0.0072341826906102535, "Sub2_Trades": 121, "WFO_Score": 0.3256508201469421, "WFO_Min_Fold": -1.4744566948358564, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.053278, 2.136853, -0.763316, 0.675897, -1.474457]", "OOS_Total Trades": 11, "OOS_Total P&L %": -23.477618621253438, "OOS_Sortino Ratio": -2.798075127121266, "OOS_Calmar Ratio": -1.4436975264880438, "OOS_Max Drawdown %": -29.83204828533419, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9288523d67158d1b3e0627e164d70cc3dcc5ac1a7bae23c80b5643ce62c44da3", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -555.0, "i_long_exit_activation_threshold": -339.95, "i_long_exit_activation_confirmation_threshold": 400.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "0ef6ba244b5248442e58360bcdf05b71e08ec3f8298e33c8aea541bd8c651e2b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 55.90353025182584, \"dd_pct\": -53.120802729366865, \"calmar\": 1.0532776902294443, \"cagr_pct\": 55.950956401921495, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.82191780821918, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9856955624871958, \"sortino\": 1.4390718429196507}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.28985643107521, \"dd_pct\": -57.03096528073469, \"calmar\": -0.89975415607678, \"cagr_pct\": -51.31384803641158, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 32.80821917808219, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6539379103268599, \"sortino\": -2.167407020016205}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.77500122755775, \"dd_pct\": -20.502469908540466, \"calmar\": 2.136852802927335, \"cagr_pct\": 43.81076029099804, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 79.7945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1938281782912268, \"sortino\": 1.7832367626352237}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -34.18072510126476, \"dd_pct\": -55.991135756408774, \"calmar\": -0.7633162134491872, \"cagr_pct\": -42.738941732301335, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 84.48905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9379623332164674, \"sortino\": -1.2798828309253985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 25.782029593937807, \"dd_pct\": -38.174176267484064, \"calmar\": 0.6758965158629747, \"cagr_pct\": 25.801792735131535, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 88.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7512661648373431, \"sortino\": 1.0933412455127045}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.038778530930706, \"dd_pct\": -46.51409924237446, \"calmar\": -1.4744566948358564, \"cagr_pct\": -68.58302503217845, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 56.622516556291394, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.637679328671024, \"sortino\": -3.3192577123973415}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.938451808118984, \"dd_pct\": -83.10203352687793, \"calmar\": -0.07443954767290765, \"cagr_pct\": -6.1860777864396, \"entries\": 193, \"exits\": 193, \"exposure_pct\": 64.31772908366534, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14617865751826042, \"sortino\": 0.20400181541437185}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 5.451904030857024, \"dd_pct\": -83.10203352687793, \"calmar\": 0.020881700912421676, \"cagr_pct\": 1.7353118093223034, \"entries\": 72, \"exits\": 71, \"exposure_pct\": 57.36468500443655, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3350237556499278, \"sortino\": 0.46162149485202336}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.99195658468289, \"dd_pct\": -78.63286720730991, \"calmar\": -0.13511301262926953, \"cagr_pct\": -10.624323580056938, \"entries\": 121, \"exits\": 122, \"exposure_pct\": 68.47480106100797, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.005118893895203438, \"sortino\": 0.0072341826906102535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -23.477618621253438, \"dd_pct\": -29.83204828533419, \"calmar\": -1.4436975264880438, \"cagr_pct\": -43.06845431960886, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 47.262247838616716, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930482106321394, \"sortino\": -2.798075127121266}]", "Additional_Threshold_Budget": 0, "Total Trades": 193, "Total P&L %": -40.938451808118984, "Sharpe Ratio": 0.14617865751826042, "Sortino Ratio": 0.20400181541437185, "Calmar Ratio": -0.07443954767290765, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.10203352687793, "% In Market": 64.31772908366534, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.020881700912421676, "Sub1_Sortino": 0.46162149485202336, "Sub1_Trades": 72, "Sub2_Calmar": -0.13511301262926953, "Sub2_Sortino": 0.0072341826906102535, "Sub2_Trades": 121, "WFO_Score": 0.3256508201469421, "WFO_Min_Fold": -1.4744566948358564, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.053278, 2.136853, -0.763316, 0.675897, -1.474457]", "OOS_Total Trades": 11, "OOS_Total P&L %": -23.477618621253438, "OOS_Sortino Ratio": -2.798075127121266, "OOS_Calmar Ratio": -1.4436975264880438, "OOS_Max Drawdown %": -29.83204828533419, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9288523d67158d1b3e0627e164d70cc3dcc5ac1a7bae23c80b5643ce62c44da3", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -555.0, "i_long_exit_activation_threshold": -339.0, "i_long_exit_activation_confirmation_threshold": 400.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "551df7c87abcc7c4936dc0464a4181cfd55d4349b2d7fb8c1e1857d2230bddc8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 52.94042508491663, \"dd_pct\": -53.120802729366865, \"calmar\": 0.9974423656646246, \"cagr_pct\": 52.98493914038354, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.75342465753424, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9581881891657454, \"sortino\": 1.3986022324007379}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.28985643107521, \"dd_pct\": -57.03096528073469, \"calmar\": -0.89975415607678, \"cagr_pct\": -51.31384803641158, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 32.80821917808219, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6539379103268599, \"sortino\": -2.167407020016205}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.77500122755775, \"dd_pct\": -20.502469908540466, \"calmar\": 2.136852802927335, \"cagr_pct\": 43.81076029099804, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 79.7945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1938281782912268, \"sortino\": 1.7832367626352237}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -34.18072510126476, \"dd_pct\": -55.991135756408774, \"calmar\": -0.7633162134491872, \"cagr_pct\": -42.738941732301335, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 84.48905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9379623332164674, \"sortino\": -1.2798828309253985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 25.782029593937807, \"dd_pct\": -38.174176267484064, \"calmar\": 0.6758965158629747, \"cagr_pct\": 25.801792735131535, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 88.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7512661648373431, \"sortino\": 1.0933412455127045}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.038778530930706, \"dd_pct\": -46.51409924237446, \"calmar\": -1.4744566948358564, \"cagr_pct\": -68.58302503217845, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 56.622516556291394, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.637679328671024, \"sortino\": -3.3192577123973415}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -41.715457308517536, \"dd_pct\": -83.10203352687793, \"calmar\": -0.07625102970975674, \"cagr_pct\": -6.33661562739917, \"entries\": 192, \"exits\": 192, \"exposure_pct\": 64.31772908366534, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14312377719970681, \"sortino\": 0.19973361417584273}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.080766333803389, \"dd_pct\": -83.10203352687793, \"calmar\": 0.02324301776662434, \"cagr_pct\": 1.9315420417078355, \"entries\": 71, \"exits\": 70, \"exposure_pct\": 57.3868677905945, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.33819106700993984, \"sortino\": 0.4660073830511524}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -45.056446417365535, \"dd_pct\": -79.03897129923001, \"calmar\": -0.1386154325764419, \"cagr_pct\": -10.956021197039743, \"entries\": 121, \"exits\": 122, \"exposure_pct\": 68.46153846153847, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.002679644724503002, \"sortino\": -0.0037865913363115716}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -23.477618621253438, \"dd_pct\": -29.83204828533419, \"calmar\": -1.4436975264880438, \"cagr_pct\": -43.06845431960886, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 47.262247838616716, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930482106321394, \"sortino\": -2.798075127121266}]", "Additional_Threshold_Budget": 0, "Total Trades": 192, "Total P&L %": -41.715457308517536, "Sharpe Ratio": 0.14312377719970681, "Sortino Ratio": 0.19973361417584273, "Calmar Ratio": -0.07625102970975674, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.10203352687793, "% In Market": 64.31772908366534, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.02324301776662434, "Sub1_Sortino": 0.4660073830511524, "Sub1_Trades": 71, "Sub2_Calmar": -0.1386154325764419, "Sub2_Sortino": -0.0037865913363115716, "Sub2_Trades": 121, "WFO_Score": 0.3144837552339782, "WFO_Min_Fold": -1.4744566948358564, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.997442, 2.136853, -0.763316, 0.675897, -1.474457]", "OOS_Total Trades": 11, "OOS_Total P&L %": -23.477618621253438, "OOS_Sortino Ratio": -2.798075127121266, "OOS_Calmar Ratio": -1.4436975264880438, "OOS_Max Drawdown %": -29.83204828533419, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9288523d67158d1b3e0627e164d70cc3dcc5ac1a7bae23c80b5643ce62c44da3", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -555.0, "i_long_exit_activation_threshold": -340.0, "i_long_exit_activation_confirmation_threshold": 399.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "b1fa365ea61a234fb757c460d032c68e631355911c369e9f8dfa217ae163f4a6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 55.90353025182584, \"dd_pct\": -53.120802729366865, \"calmar\": 1.0532776902294443, \"cagr_pct\": 55.950956401921495, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.82191780821918, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9856955624871958, \"sortino\": 1.4390718429196507}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.28985643107521, \"dd_pct\": -57.03096528073469, \"calmar\": -0.89975415607678, \"cagr_pct\": -51.31384803641158, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 32.80821917808219, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6539379103268599, \"sortino\": -2.167407020016205}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.77500122755775, \"dd_pct\": -20.502469908540466, \"calmar\": 2.136852802927335, \"cagr_pct\": 43.81076029099804, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 79.7945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1938281782912268, \"sortino\": 1.7832367626352237}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -34.18072510126476, \"dd_pct\": -55.991135756408774, \"calmar\": -0.7633162134491872, \"cagr_pct\": -42.738941732301335, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 84.48905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9379623332164674, \"sortino\": -1.2798828309253985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 25.782029593937807, \"dd_pct\": -38.174176267484064, \"calmar\": 0.6758965158629747, \"cagr_pct\": 25.801792735131535, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 88.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7512661648373431, \"sortino\": 1.0933412455127045}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.038778530930706, \"dd_pct\": -46.51409924237446, \"calmar\": -1.4744566948358564, \"cagr_pct\": -68.58302503217845, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 56.622516556291394, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.637679328671024, \"sortino\": -3.3192577123973415}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.938451808118984, \"dd_pct\": -83.10203352687793, \"calmar\": -0.07443954767290765, \"cagr_pct\": -6.1860777864396, \"entries\": 193, \"exits\": 193, \"exposure_pct\": 64.31772908366534, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14617865751826042, \"sortino\": 0.20400181541437185}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 5.451904030857024, \"dd_pct\": -83.10203352687793, \"calmar\": 0.020881700912421676, \"cagr_pct\": 1.7353118093223034, \"entries\": 72, \"exits\": 71, \"exposure_pct\": 57.36468500443655, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3350237556499278, \"sortino\": 0.46162149485202336}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.99195658468289, \"dd_pct\": -78.63286720730991, \"calmar\": -0.13511301262926953, \"cagr_pct\": -10.624323580056938, \"entries\": 121, \"exits\": 122, \"exposure_pct\": 68.47480106100797, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.005118893895203438, \"sortino\": 0.0072341826906102535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -23.477618621253438, \"dd_pct\": -29.83204828533419, \"calmar\": -1.4436975264880438, \"cagr_pct\": -43.06845431960886, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 47.262247838616716, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930482106321394, \"sortino\": -2.798075127121266}]", "Additional_Threshold_Budget": 0, "Total Trades": 193, "Total P&L %": -40.938451808118984, "Sharpe Ratio": 0.14617865751826042, "Sortino Ratio": 0.20400181541437185, "Calmar Ratio": -0.07443954767290765, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.10203352687793, "% In Market": 64.31772908366534, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.020881700912421676, "Sub1_Sortino": 0.46162149485202336, "Sub1_Trades": 72, "Sub2_Calmar": -0.13511301262926953, "Sub2_Sortino": 0.0072341826906102535, "Sub2_Trades": 121, "WFO_Score": 0.3256508201469421, "WFO_Min_Fold": -1.4744566948358564, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.053278, 2.136853, -0.763316, 0.675897, -1.474457]", "OOS_Total Trades": 11, "OOS_Total P&L %": -23.477618621253438, "OOS_Sortino Ratio": -2.798075127121266, "OOS_Calmar Ratio": -1.4436975264880438, "OOS_Max Drawdown %": -29.83204828533419, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9288523d67158d1b3e0627e164d70cc3dcc5ac1a7bae23c80b5643ce62c44da3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -555.0, "i_long_exit_activation_threshold": -340.0, "i_long_exit_activation_confirmation_threshold": 399.95, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "c93094ebf36d28deebe6f2bf6d6980cd348ea556b3a4ed09480923e404921c00", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 55.90353025182584, \"dd_pct\": -53.120802729366865, \"calmar\": 1.0532776902294443, \"cagr_pct\": 55.950956401921495, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.82191780821918, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9856955624871958, \"sortino\": 1.4390718429196507}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.28985643107521, \"dd_pct\": -57.03096528073469, \"calmar\": -0.89975415607678, \"cagr_pct\": -51.31384803641158, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 32.80821917808219, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6539379103268599, \"sortino\": -2.167407020016205}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.77500122755775, \"dd_pct\": -20.502469908540466, \"calmar\": 2.136852802927335, \"cagr_pct\": 43.81076029099804, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 79.7945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1938281782912268, \"sortino\": 1.7832367626352237}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -34.18072510126476, \"dd_pct\": -55.991135756408774, \"calmar\": -0.7633162134491872, \"cagr_pct\": -42.738941732301335, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 84.48905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9379623332164674, \"sortino\": -1.2798828309253985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 25.782029593937807, \"dd_pct\": -38.174176267484064, \"calmar\": 0.6758965158629747, \"cagr_pct\": 25.801792735131535, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 88.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7512661648373431, \"sortino\": 1.0933412455127045}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.038778530930706, \"dd_pct\": -46.51409924237446, \"calmar\": -1.4744566948358564, \"cagr_pct\": -68.58302503217845, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 56.622516556291394, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.637679328671024, \"sortino\": -3.3192577123973415}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.938451808118984, \"dd_pct\": -83.10203352687793, \"calmar\": -0.07443954767290765, \"cagr_pct\": -6.1860777864396, \"entries\": 193, \"exits\": 193, \"exposure_pct\": 64.31772908366534, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14617865751826042, \"sortino\": 0.20400181541437185}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 5.451904030857024, \"dd_pct\": -83.10203352687793, \"calmar\": 0.020881700912421676, \"cagr_pct\": 1.7353118093223034, \"entries\": 72, \"exits\": 71, \"exposure_pct\": 57.36468500443655, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3350237556499278, \"sortino\": 0.46162149485202336}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.99195658468289, \"dd_pct\": -78.63286720730991, \"calmar\": -0.13511301262926953, \"cagr_pct\": -10.624323580056938, \"entries\": 121, \"exits\": 122, \"exposure_pct\": 68.47480106100797, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.005118893895203438, \"sortino\": 0.0072341826906102535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -23.477618621253438, \"dd_pct\": -29.83204828533419, \"calmar\": -1.4436975264880438, \"cagr_pct\": -43.06845431960886, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 47.262247838616716, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930482106321394, \"sortino\": -2.798075127121266}]", "Additional_Threshold_Budget": 0, "Total Trades": 193, "Total P&L %": -40.938451808118984, "Sharpe Ratio": 0.14617865751826042, "Sortino Ratio": 0.20400181541437185, "Calmar Ratio": -0.07443954767290765, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.10203352687793, "% In Market": 64.31772908366534, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.020881700912421676, "Sub1_Sortino": 0.46162149485202336, "Sub1_Trades": 72, "Sub2_Calmar": -0.13511301262926953, "Sub2_Sortino": 0.0072341826906102535, "Sub2_Trades": 121, "WFO_Score": 0.3256508201469421, "WFO_Min_Fold": -1.4744566948358564, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.053278, 2.136853, -0.763316, 0.675897, -1.474457]", "OOS_Total Trades": 11, "OOS_Total P&L %": -23.477618621253438, "OOS_Sortino Ratio": -2.798075127121266, "OOS_Calmar Ratio": -1.4436975264880438, "OOS_Max Drawdown %": -29.83204828533419, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9288523d67158d1b3e0627e164d70cc3dcc5ac1a7bae23c80b5643ce62c44da3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -555.0, "i_long_exit_activation_threshold": -340.0, "i_long_exit_activation_confirmation_threshold": 400.05, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "e6a702b3ed0ce45cd8aab7d11fe8bd83feb81b1bfb6f7b1692aad6773fba3531", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 55.90353025182584, \"dd_pct\": -53.120802729366865, \"calmar\": 1.0532776902294443, \"cagr_pct\": 55.950956401921495, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.82191780821918, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9856955624871958, \"sortino\": 1.4390718429196507}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.28985643107521, \"dd_pct\": -57.03096528073469, \"calmar\": -0.89975415607678, \"cagr_pct\": -51.31384803641158, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 32.80821917808219, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6539379103268599, \"sortino\": -2.167407020016205}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.77500122755775, \"dd_pct\": -20.502469908540466, \"calmar\": 2.136852802927335, \"cagr_pct\": 43.81076029099804, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 79.7945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1938281782912268, \"sortino\": 1.7832367626352237}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -34.18072510126476, \"dd_pct\": -55.991135756408774, \"calmar\": -0.7633162134491872, \"cagr_pct\": -42.738941732301335, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 84.48905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9379623332164674, \"sortino\": -1.2798828309253985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 25.782029593937807, \"dd_pct\": -38.174176267484064, \"calmar\": 0.6758965158629747, \"cagr_pct\": 25.801792735131535, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 88.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7512661648373431, \"sortino\": 1.0933412455127045}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.038778530930706, \"dd_pct\": -46.51409924237446, \"calmar\": -1.4744566948358564, \"cagr_pct\": -68.58302503217845, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 56.622516556291394, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.637679328671024, \"sortino\": -3.3192577123973415}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.938451808118984, \"dd_pct\": -83.10203352687793, \"calmar\": -0.07443954767290765, \"cagr_pct\": -6.1860777864396, \"entries\": 193, \"exits\": 193, \"exposure_pct\": 64.31772908366534, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14617865751826042, \"sortino\": 0.20400181541437185}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 5.451904030857024, \"dd_pct\": -83.10203352687793, \"calmar\": 0.020881700912421676, \"cagr_pct\": 1.7353118093223034, \"entries\": 72, \"exits\": 71, \"exposure_pct\": 57.36468500443655, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3350237556499278, \"sortino\": 0.46162149485202336}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.99195658468289, \"dd_pct\": -78.63286720730991, \"calmar\": -0.13511301262926953, \"cagr_pct\": -10.624323580056938, \"entries\": 121, \"exits\": 122, \"exposure_pct\": 68.47480106100797, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.005118893895203438, \"sortino\": 0.0072341826906102535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -23.477618621253438, \"dd_pct\": -29.83204828533419, \"calmar\": -1.4436975264880438, \"cagr_pct\": -43.06845431960886, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 47.262247838616716, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930482106321394, \"sortino\": -2.798075127121266}]", "Additional_Threshold_Budget": 0, "Total Trades": 193, "Total P&L %": -40.938451808118984, "Sharpe Ratio": 0.14617865751826042, "Sortino Ratio": 0.20400181541437185, "Calmar Ratio": -0.07443954767290765, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.10203352687793, "% In Market": 64.31772908366534, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.020881700912421676, "Sub1_Sortino": 0.46162149485202336, "Sub1_Trades": 72, "Sub2_Calmar": -0.13511301262926953, "Sub2_Sortino": 0.0072341826906102535, "Sub2_Trades": 121, "WFO_Score": 0.3256508201469421, "WFO_Min_Fold": -1.4744566948358564, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.053278, 2.136853, -0.763316, 0.675897, -1.474457]", "OOS_Total Trades": 11, "OOS_Total P&L %": -23.477618621253438, "OOS_Sortino Ratio": -2.798075127121266, "OOS_Calmar Ratio": -1.4436975264880438, "OOS_Max Drawdown %": -29.83204828533419, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9288523d67158d1b3e0627e164d70cc3dcc5ac1a7bae23c80b5643ce62c44da3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -555.0, "i_long_exit_activation_threshold": -340.0, "i_long_exit_activation_confirmation_threshold": 401.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "70d9dfe157c6d4061d0f0dcf6715b8855b51670f0f599a9c1eb179cf2e95f2b9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 55.90353025182584, \"dd_pct\": -53.120802729366865, \"calmar\": 1.0532776902294443, \"cagr_pct\": 55.950956401921495, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 65.82191780821918, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9856955624871958, \"sortino\": 1.4390718429196507}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.28985643107521, \"dd_pct\": -57.03096528073469, \"calmar\": -0.89975415607678, \"cagr_pct\": -51.31384803641158, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 32.80821917808219, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6539379103268599, \"sortino\": -2.167407020016205}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.77500122755775, \"dd_pct\": -20.502469908540466, \"calmar\": 2.136852802927335, \"cagr_pct\": 43.81076029099804, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 79.7945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1938281782912268, \"sortino\": 1.7832367626352237}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -34.18072510126476, \"dd_pct\": -55.991135756408774, \"calmar\": -0.7633162134491872, \"cagr_pct\": -42.738941732301335, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 84.48905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9379623332164674, \"sortino\": -1.2798828309253985}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 25.782029593937807, \"dd_pct\": -38.174176267484064, \"calmar\": 0.6758965158629747, \"cagr_pct\": 25.801792735131535, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 88.35616438356165, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7512661648373431, \"sortino\": 1.0933412455127045}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -38.038778530930706, \"dd_pct\": -46.51409924237446, \"calmar\": -1.4744566948358564, \"cagr_pct\": -68.58302503217845, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 56.622516556291394, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.637679328671024, \"sortino\": -3.3192577123973415}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.938451808118984, \"dd_pct\": -83.10203352687793, \"calmar\": -0.07443954767290765, \"cagr_pct\": -6.1860777864396, \"entries\": 193, \"exits\": 193, \"exposure_pct\": 64.31772908366534, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14617865751826042, \"sortino\": 0.20400181541437185}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 5.451904030857024, \"dd_pct\": -83.10203352687793, \"calmar\": 0.020881700912421676, \"cagr_pct\": 1.7353118093223034, \"entries\": 72, \"exits\": 71, \"exposure_pct\": 57.36468500443655, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3350237556499278, \"sortino\": 0.46162149485202336}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.99195658468289, \"dd_pct\": -78.63286720730991, \"calmar\": -0.13511301262926953, \"cagr_pct\": -10.624323580056938, \"entries\": 121, \"exits\": 122, \"exposure_pct\": 68.47480106100797, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.005118893895203438, \"sortino\": 0.0072341826906102535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -23.477618621253438, \"dd_pct\": -29.83204828533419, \"calmar\": -1.4436975264880438, \"cagr_pct\": -43.06845431960886, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 47.262247838616716, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930482106321394, \"sortino\": -2.798075127121266}]", "Additional_Threshold_Budget": 0, "Total Trades": 193, "Total P&L %": -40.938451808118984, "Sharpe Ratio": 0.14617865751826042, "Sortino Ratio": 0.20400181541437185, "Calmar Ratio": -0.07443954767290765, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.10203352687793, "% In Market": 64.31772908366534, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.020881700912421676, "Sub1_Sortino": 0.46162149485202336, "Sub1_Trades": 72, "Sub2_Calmar": -0.13511301262926953, "Sub2_Sortino": 0.0072341826906102535, "Sub2_Trades": 121, "WFO_Score": 0.3256508201469421, "WFO_Min_Fold": -1.4744566948358564, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[1.053278, 2.136853, -0.763316, 0.675897, -1.474457]", "OOS_Total Trades": 11, "OOS_Total P&L %": -23.477618621253438, "OOS_Sortino Ratio": -2.798075127121266, "OOS_Calmar Ratio": -1.4436975264880438, "OOS_Max Drawdown %": -29.83204828533419, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9288523d67158d1b3e0627e164d70cc3dcc5ac1a7bae23c80b5643ce62c44da3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 580.0, "i_long_exit_activation_threshold": -160.0, "i_long_exit_activation_confirmation_threshold": -170.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "d49d4964c46ab5d82c6b6f7dae7f11a792034465a1d44e89ec744898e786ec21", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.35423817131544083, \"cagr_pct\": 4.527945366461748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3435470181260422, \"sortino\": 0.5057313659593734}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.04209663601742001, \"cagr_pct\": 0.5380878838970992, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.1952191235059761, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11962458993155434, \"sortino\": 0.17605113864726524}, {\"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\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.06737340988450523, \"cagr_pct\": 0.861180820735499, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.909814323607427, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15121078380034972, \"sortino\": 0.22254131234867242}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 4.524777075192987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.78220624741685, "% In Market": 1.1952191235059761, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "abfab92cad7b47249f0e5c59d87b1d826171926947c5e13d79c05af015f8f0a9", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 579.0, "i_long_exit_activation_threshold": -160.0, "i_long_exit_activation_confirmation_threshold": -170.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "e825d33a57f0efa44d4b5b8423d0119e023c95cbc7bffccb73e11514776dd69b", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.35423817131544083, \"cagr_pct\": 4.527945366461748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3435470181260422, \"sortino\": 0.5057313659593734}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.04209663601742001, \"cagr_pct\": 0.5380878838970992, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.1952191235059761, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11962458993155434, \"sortino\": 0.17605113864726524}, {\"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\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.06737340988450523, \"cagr_pct\": 0.861180820735499, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.909814323607427, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15121078380034972, \"sortino\": 0.22254131234867242}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 4.524777075192987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.78220624741685, "% In Market": 1.1952191235059761, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "abfab92cad7b47249f0e5c59d87b1d826171926947c5e13d79c05af015f8f0a9", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 579.95, "i_long_exit_activation_threshold": -160.0, "i_long_exit_activation_confirmation_threshold": -170.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "e69acffe3cd9b6bed988baefcdbd1d2a293a0450ca314d022b3d9e5172cc6f9d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.35423817131544083, \"cagr_pct\": 4.527945366461748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3435470181260422, \"sortino\": 0.5057313659593734}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.04209663601742001, \"cagr_pct\": 0.5380878838970992, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.1952191235059761, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11962458993155434, \"sortino\": 0.17605113864726524}, {\"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\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.06737340988450523, \"cagr_pct\": 0.861180820735499, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.909814323607427, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15121078380034972, \"sortino\": 0.22254131234867242}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 4.524777075192987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.78220624741685, "% In Market": 1.1952191235059761, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "abfab92cad7b47249f0e5c59d87b1d826171926947c5e13d79c05af015f8f0a9", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 580.05, "i_long_exit_activation_threshold": -160.0, "i_long_exit_activation_confirmation_threshold": -170.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "0864ec8250d663d3a7543e2b2846e20ab669b18e3355aa9dfbde13289ad8cc7e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.35423817131544083, \"cagr_pct\": 4.527945366461748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3435470181260422, \"sortino\": 0.5057313659593734}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.04209663601742001, \"cagr_pct\": 0.5380878838970992, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.1952191235059761, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11962458993155434, \"sortino\": 0.17605113864726524}, {\"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\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.06737340988450523, \"cagr_pct\": 0.861180820735499, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.909814323607427, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15121078380034972, \"sortino\": 0.22254131234867242}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 4.524777075192987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.78220624741685, "% In Market": 1.1952191235059761, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "abfab92cad7b47249f0e5c59d87b1d826171926947c5e13d79c05af015f8f0a9", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 581.0, "i_long_exit_activation_threshold": -160.0, "i_long_exit_activation_confirmation_threshold": -170.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "db2a5c0a2760bf1c2620acda58f9f25cfa37fda43e4ba5946da42f3be3b1570f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.35423817131544083, \"cagr_pct\": 4.527945366461748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3435470181260422, \"sortino\": 0.5057313659593734}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.04209663601742001, \"cagr_pct\": 0.5380878838970992, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.1952191235059761, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11962458993155434, \"sortino\": 0.17605113864726524}, {\"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\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.06737340988450523, \"cagr_pct\": 0.861180820735499, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.909814323607427, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15121078380034972, \"sortino\": 0.22254131234867242}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 4.524777075192987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.78220624741685, "% In Market": 1.1952191235059761, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "abfab92cad7b47249f0e5c59d87b1d826171926947c5e13d79c05af015f8f0a9", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 580.0, "i_long_exit_activation_threshold": -161.0, "i_long_exit_activation_confirmation_threshold": -170.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "5f197dcf9cc1ce144ac97a2daeea9bcf6816c8242d4b324956f5e44165762769", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.35423817131544083, \"cagr_pct\": 4.527945366461748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3435470181260422, \"sortino\": 0.5057313659593734}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.04209663601742001, \"cagr_pct\": 0.5380878838970992, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.1952191235059761, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11962458993155434, \"sortino\": 0.17605113864726524}, {\"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\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.06737340988450523, \"cagr_pct\": 0.861180820735499, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.909814323607427, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15121078380034972, \"sortino\": 0.22254131234867242}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 4.524777075192987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.78220624741685, "% In Market": 1.1952191235059761, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "abfab92cad7b47249f0e5c59d87b1d826171926947c5e13d79c05af015f8f0a9", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 580.0, "i_long_exit_activation_threshold": -160.05, "i_long_exit_activation_confirmation_threshold": -170.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "44360f4fd353fdd192ff5f64c27dab45a11e6c1c4a1f7df015a82fe23568073a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.35423817131544083, \"cagr_pct\": 4.527945366461748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3435470181260422, \"sortino\": 0.5057313659593734}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.04209663601742001, \"cagr_pct\": 0.5380878838970992, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.1952191235059761, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11962458993155434, \"sortino\": 0.17605113864726524}, {\"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\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.06737340988450523, \"cagr_pct\": 0.861180820735499, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.909814323607427, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15121078380034972, \"sortino\": 0.22254131234867242}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 4.524777075192987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.78220624741685, "% In Market": 1.1952191235059761, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "abfab92cad7b47249f0e5c59d87b1d826171926947c5e13d79c05af015f8f0a9", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 580.0, "i_long_exit_activation_threshold": -159.95, "i_long_exit_activation_confirmation_threshold": -170.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "72052f3de98dce771e7201dd1b19ee9abf5820619a2e64c229170a889ccfaf60", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.35423817131544083, \"cagr_pct\": 4.527945366461748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3435470181260422, \"sortino\": 0.5057313659593734}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.04209663601742001, \"cagr_pct\": 0.5380878838970992, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.1952191235059761, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11962458993155434, \"sortino\": 0.17605113864726524}, {\"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\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.06737340988450523, \"cagr_pct\": 0.861180820735499, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.909814323607427, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15121078380034972, \"sortino\": 0.22254131234867242}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 4.524777075192987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.78220624741685, "% In Market": 1.1952191235059761, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "abfab92cad7b47249f0e5c59d87b1d826171926947c5e13d79c05af015f8f0a9", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 580.0, "i_long_exit_activation_threshold": -159.0, "i_long_exit_activation_confirmation_threshold": -170.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "59cfa01c76c9ccd9e76b5256df1ddfdd4e6966b5adc21e3acabe7199f64a5c76", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.35423817131544083, \"cagr_pct\": 4.527945366461748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3435470181260422, \"sortino\": 0.5057313659593734}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.04209663601742001, \"cagr_pct\": 0.5380878838970992, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.1952191235059761, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11962458993155434, \"sortino\": 0.17605113864726524}, {\"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\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.06737340988450523, \"cagr_pct\": 0.861180820735499, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.909814323607427, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15121078380034972, \"sortino\": 0.22254131234867242}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 4.524777075192987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.78220624741685, "% In Market": 1.1952191235059761, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "abfab92cad7b47249f0e5c59d87b1d826171926947c5e13d79c05af015f8f0a9", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 580.0, "i_long_exit_activation_threshold": -160.0, "i_long_exit_activation_confirmation_threshold": -171.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "690d0fea2f05d5195237ec17bd5def902b90ea1b89d71e9dec26a9c80b13c0d5", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.35423817131544083, \"cagr_pct\": 4.527945366461748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3435470181260422, \"sortino\": 0.5057313659593734}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.04209663601742001, \"cagr_pct\": 0.5380878838970992, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.1952191235059761, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11962458993155434, \"sortino\": 0.17605113864726524}, {\"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\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.06737340988450523, \"cagr_pct\": 0.861180820735499, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.909814323607427, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15121078380034972, \"sortino\": 0.22254131234867242}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 4.524777075192987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.78220624741685, "% In Market": 1.1952191235059761, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "abfab92cad7b47249f0e5c59d87b1d826171926947c5e13d79c05af015f8f0a9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 580.0, "i_long_exit_activation_threshold": -160.0, "i_long_exit_activation_confirmation_threshold": -170.05, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "34b63df97818ac36e60707ea2d4237a7d0bf6d2ed7abe8c3521f615580c445f0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.35423817131544083, \"cagr_pct\": 4.527945366461748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3435470181260422, \"sortino\": 0.5057313659593734}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.04209663601742001, \"cagr_pct\": 0.5380878838970992, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.1952191235059761, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11962458993155434, \"sortino\": 0.17605113864726524}, {\"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\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.06737340988450523, \"cagr_pct\": 0.861180820735499, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.909814323607427, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15121078380034972, \"sortino\": 0.22254131234867242}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 4.524777075192987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.78220624741685, "% In Market": 1.1952191235059761, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "abfab92cad7b47249f0e5c59d87b1d826171926947c5e13d79c05af015f8f0a9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 580.0, "i_long_exit_activation_threshold": -160.0, "i_long_exit_activation_confirmation_threshold": -169.95, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "625308b1e6441a49168e1b90a9efeaec4695dd37ed4e0976c61ffd2d691ad7a0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.35423817131544083, \"cagr_pct\": 4.527945366461748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3435470181260422, \"sortino\": 0.5057313659593734}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.04209663601742001, \"cagr_pct\": 0.5380878838970992, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.1952191235059761, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11962458993155434, \"sortino\": 0.17605113864726524}, {\"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\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.06737340988450523, \"cagr_pct\": 0.861180820735499, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.909814323607427, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15121078380034972, \"sortino\": 0.22254131234867242}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 4.524777075192987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.78220624741685, "% In Market": 1.1952191235059761, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "abfab92cad7b47249f0e5c59d87b1d826171926947c5e13d79c05af015f8f0a9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": 580.0, "i_long_exit_activation_threshold": -160.0, "i_long_exit_activation_confirmation_threshold": -169.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "0f53a99fcef2c22a2bd7670e1e4ed4b1287355f28ff9c40dd26f17bf115dced4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.35423817131544083, \"cagr_pct\": 4.527945366461748, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3435470181260422, \"sortino\": 0.5057313659593734}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.04209663601742001, \"cagr_pct\": 0.5380878838970992, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.1952191235059761, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11962458993155434, \"sortino\": 0.17605113864726524}, {\"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\": 4.524777075192987, \"dd_pct\": -12.78220624741685, \"calmar\": 0.06737340988450523, \"cagr_pct\": 0.861180820735499, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.909814323607427, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15121078380034972, \"sortino\": 0.22254131234867242}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 4.524777075192987, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -12.78220624741685, "% In Market": 1.1952191235059761, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "abfab92cad7b47249f0e5c59d87b1d826171926947c5e13d79c05af015f8f0a9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -525.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "9aec79e5e0118ef5c922666efed6c1c24205fcee5cde1b7a38b2865baeda08a7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 21.091942460076506, \"dd_pct\": -39.53077052742626, \"calmar\": 0.5339591465060436, \"cagr_pct\": 21.10781649155079, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6187119569471237, \"sortino\": 0.9066001242208565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.75099894427288, \"dd_pct\": -27.25968734957853, \"calmar\": -0.7249933598447724, \"cagr_pct\": -19.76309231988898, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.4178649080006104, \"sortino\": -0.5819394460758326}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 62.586693677519634, \"dd_pct\": -18.750980907198024, \"calmar\": 3.340669424551976, \"cagr_pct\": 62.6408285970343, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 75.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5484636016238347, \"sortino\": 2.373845150976981}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.58750480958163, \"dd_pct\": -33.16034714921848, \"calmar\": 1.1571376058157712, \"cagr_pct\": 38.37108470826651, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 91.24087591240875, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9139623040241995, \"sortino\": 1.3138628024132066}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 39.98862336106159, \"dd_pct\": -38.55196675459214, \"calmar\": 1.0381021901976506, \"cagr_pct\": 40.020881124369104, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 91.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0061437499839887, \"sortino\": 1.4993313379104136}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -16.478980250926856, \"dd_pct\": -32.721335998118604, \"calmar\": -1.0791274363356727, \"cagr_pct\": -35.310491429127886, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 51.98675496688742, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1925788752345587, \"sortino\": -1.5101320458154668}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 454.05127127042465, \"dd_pct\": -64.55527037373449, \"calmar\": 0.35743113905985735, \"cagr_pct\": 23.07406382200098, \"entries\": 92, \"exits\": 92, \"exposure_pct\": 60.63247011952191, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6803003223244398, \"sortino\": 0.973082256427441}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 135.07876492948782, \"dd_pct\": -64.55527037373449, \"calmar\": 0.4944416460519755, \"cagr_pct\": 31.918814144919605, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 49.378881987577635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.821877885891859, \"sortino\": 1.1496158765100775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.68750305312102, \"dd_pct\": -52.13049121078237, \"calmar\": 0.34666570218553305, \"cagr_pct\": 18.071853340862628, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 67.36074270557029, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.591970836227542, \"sortino\": 0.8597443408625653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -12.969655222546162, \"dd_pct\": -20.219240463768706, \"calmar\": -1.2540477126995535, \"cagr_pct\": -25.355892256111407, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 43.371757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4929629965215758, \"sortino\": -2.0237589451692766}]", "Additional_Threshold_Budget": 0, "Total Trades": 92, "Total P&L %": 454.05127127042465, "Sharpe Ratio": 0.6803003223244398, "Sortino Ratio": 0.973082256427441, "Calmar Ratio": 0.35743113905985735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.55527037373449, "% In Market": 60.63247011952191, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4944416460519755, "Sub1_Sortino": 1.1496158765100775, "Sub1_Trades": 35, "Sub2_Calmar": 0.34666570218553305, "Sub2_Sortino": 0.8597443408625653, "Sub2_Trades": 57, "WFO_Score": 0.7860306683518471, "WFO_Min_Fold": 0.5339591465060436, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.533959, 1.038102]", "OOS_Total Trades": 5, "OOS_Total P&L %": -12.969655222546162, "OOS_Sortino Ratio": -2.0237589451692766, "OOS_Calmar Ratio": -1.2540477126995535, "OOS_Max Drawdown %": -20.219240463768706, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4868bfd05ae983679bdd933499a6dad47e74143e029cd3d204d7152fbdc5f9dc", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -526.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "87b25df0406dd2afd2cc2cdfe9468269896fb6288bf8795d3e2c6128e5d07737", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 21.091942460076506, \"dd_pct\": -39.53077052742626, \"calmar\": 0.5339591465060436, \"cagr_pct\": 21.10781649155079, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6187119569471237, \"sortino\": 0.9066001242208565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.75099894427288, \"dd_pct\": -27.25968734957853, \"calmar\": -0.7249933598447724, \"cagr_pct\": -19.76309231988898, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.4178649080006104, \"sortino\": -0.5819394460758326}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 62.586693677519634, \"dd_pct\": -18.750980907198024, \"calmar\": 3.340669424551976, \"cagr_pct\": 62.6408285970343, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 75.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5484636016238347, \"sortino\": 2.373845150976981}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.58750480958163, \"dd_pct\": -33.16034714921848, \"calmar\": 1.1571376058157712, \"cagr_pct\": 38.37108470826651, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 91.24087591240875, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9139623040241995, \"sortino\": 1.3138628024132066}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 39.98862336106159, \"dd_pct\": -38.55196675459214, \"calmar\": 1.0381021901976506, \"cagr_pct\": 40.020881124369104, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 91.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0061437499839887, \"sortino\": 1.4993313379104136}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -16.478980250926856, \"dd_pct\": -32.721335998118604, \"calmar\": -1.0791274363356727, \"cagr_pct\": -35.310491429127886, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 51.98675496688742, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1925788752345587, \"sortino\": -1.5101320458154668}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 454.05127127042465, \"dd_pct\": -64.55527037373449, \"calmar\": 0.35743113905985735, \"cagr_pct\": 23.07406382200098, \"entries\": 92, \"exits\": 92, \"exposure_pct\": 60.63247011952191, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6803003223244398, \"sortino\": 0.973082256427441}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 135.07876492948782, \"dd_pct\": -64.55527037373449, \"calmar\": 0.4944416460519755, \"cagr_pct\": 31.918814144919605, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 49.378881987577635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.821877885891859, \"sortino\": 1.1496158765100775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.68750305312102, \"dd_pct\": -52.13049121078237, \"calmar\": 0.34666570218553305, \"cagr_pct\": 18.071853340862628, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 67.36074270557029, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.591970836227542, \"sortino\": 0.8597443408625653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -12.969655222546162, \"dd_pct\": -20.219240463768706, \"calmar\": -1.2540477126995535, \"cagr_pct\": -25.355892256111407, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 43.371757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4929629965215758, \"sortino\": -2.0237589451692766}]", "Additional_Threshold_Budget": 0, "Total Trades": 92, "Total P&L %": 454.05127127042465, "Sharpe Ratio": 0.6803003223244398, "Sortino Ratio": 0.973082256427441, "Calmar Ratio": 0.35743113905985735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.55527037373449, "% In Market": 60.63247011952191, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4944416460519755, "Sub1_Sortino": 1.1496158765100775, "Sub1_Trades": 35, "Sub2_Calmar": 0.34666570218553305, "Sub2_Sortino": 0.8597443408625653, "Sub2_Trades": 57, "WFO_Score": 0.7860306683518471, "WFO_Min_Fold": 0.5339591465060436, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.533959, 1.038102]", "OOS_Total Trades": 5, "OOS_Total P&L %": -12.969655222546162, "OOS_Sortino Ratio": -2.0237589451692766, "OOS_Calmar Ratio": -1.2540477126995535, "OOS_Max Drawdown %": -20.219240463768706, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4868bfd05ae983679bdd933499a6dad47e74143e029cd3d204d7152fbdc5f9dc", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -525.05, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "6178dd19b11420c697d987f95c2466dba5cfe97a00d49176270c39d832be9191", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 21.091942460076506, \"dd_pct\": -39.53077052742626, \"calmar\": 0.5339591465060436, \"cagr_pct\": 21.10781649155079, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6187119569471237, \"sortino\": 0.9066001242208565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.75099894427288, \"dd_pct\": -27.25968734957853, \"calmar\": -0.7249933598447724, \"cagr_pct\": -19.76309231988898, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.4178649080006104, \"sortino\": -0.5819394460758326}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 62.586693677519634, \"dd_pct\": -18.750980907198024, \"calmar\": 3.340669424551976, \"cagr_pct\": 62.6408285970343, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 75.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5484636016238347, \"sortino\": 2.373845150976981}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.58750480958163, \"dd_pct\": -33.16034714921848, \"calmar\": 1.1571376058157712, \"cagr_pct\": 38.37108470826651, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 91.24087591240875, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9139623040241995, \"sortino\": 1.3138628024132066}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 39.98862336106159, \"dd_pct\": -38.55196675459214, \"calmar\": 1.0381021901976506, \"cagr_pct\": 40.020881124369104, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 91.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0061437499839887, \"sortino\": 1.4993313379104136}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -16.478980250926856, \"dd_pct\": -32.721335998118604, \"calmar\": -1.0791274363356727, \"cagr_pct\": -35.310491429127886, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 51.98675496688742, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1925788752345587, \"sortino\": -1.5101320458154668}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 454.05127127042465, \"dd_pct\": -64.55527037373449, \"calmar\": 0.35743113905985735, \"cagr_pct\": 23.07406382200098, \"entries\": 92, \"exits\": 92, \"exposure_pct\": 60.63247011952191, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6803003223244398, \"sortino\": 0.973082256427441}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 135.07876492948782, \"dd_pct\": -64.55527037373449, \"calmar\": 0.4944416460519755, \"cagr_pct\": 31.918814144919605, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 49.378881987577635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.821877885891859, \"sortino\": 1.1496158765100775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.68750305312102, \"dd_pct\": -52.13049121078237, \"calmar\": 0.34666570218553305, \"cagr_pct\": 18.071853340862628, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 67.36074270557029, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.591970836227542, \"sortino\": 0.8597443408625653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -12.969655222546162, \"dd_pct\": -20.219240463768706, \"calmar\": -1.2540477126995535, \"cagr_pct\": -25.355892256111407, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 43.371757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4929629965215758, \"sortino\": -2.0237589451692766}]", "Additional_Threshold_Budget": 0, "Total Trades": 92, "Total P&L %": 454.05127127042465, "Sharpe Ratio": 0.6803003223244398, "Sortino Ratio": 0.973082256427441, "Calmar Ratio": 0.35743113905985735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.55527037373449, "% In Market": 60.63247011952191, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4944416460519755, "Sub1_Sortino": 1.1496158765100775, "Sub1_Trades": 35, "Sub2_Calmar": 0.34666570218553305, "Sub2_Sortino": 0.8597443408625653, "Sub2_Trades": 57, "WFO_Score": 0.7860306683518471, "WFO_Min_Fold": 0.5339591465060436, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.533959, 1.038102]", "OOS_Total Trades": 5, "OOS_Total P&L %": -12.969655222546162, "OOS_Sortino Ratio": -2.0237589451692766, "OOS_Calmar Ratio": -1.2540477126995535, "OOS_Max Drawdown %": -20.219240463768706, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4868bfd05ae983679bdd933499a6dad47e74143e029cd3d204d7152fbdc5f9dc", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -524.95, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "3980dd1a4cc58478029f1be3f3629785ba1bed6cf61a4826da81a745ef60441c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 21.091942460076506, \"dd_pct\": -39.53077052742626, \"calmar\": 0.5339591465060436, \"cagr_pct\": 21.10781649155079, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6187119569471237, \"sortino\": 0.9066001242208565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.75099894427288, \"dd_pct\": -27.25968734957853, \"calmar\": -0.7249933598447724, \"cagr_pct\": -19.76309231988898, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.4178649080006104, \"sortino\": -0.5819394460758326}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 62.586693677519634, \"dd_pct\": -18.750980907198024, \"calmar\": 3.340669424551976, \"cagr_pct\": 62.6408285970343, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 75.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5484636016238347, \"sortino\": 2.373845150976981}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.58750480958163, \"dd_pct\": -33.16034714921848, \"calmar\": 1.1571376058157712, \"cagr_pct\": 38.37108470826651, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 91.24087591240875, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9139623040241995, \"sortino\": 1.3138628024132066}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 39.98862336106159, \"dd_pct\": -38.55196675459214, \"calmar\": 1.0381021901976506, \"cagr_pct\": 40.020881124369104, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 91.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0061437499839887, \"sortino\": 1.4993313379104136}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -16.478980250926856, \"dd_pct\": -32.721335998118604, \"calmar\": -1.0791274363356727, \"cagr_pct\": -35.310491429127886, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 51.98675496688742, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1925788752345587, \"sortino\": -1.5101320458154668}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 454.05127127042465, \"dd_pct\": -64.55527037373449, \"calmar\": 0.35743113905985735, \"cagr_pct\": 23.07406382200098, \"entries\": 92, \"exits\": 92, \"exposure_pct\": 60.63247011952191, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6803003223244398, \"sortino\": 0.973082256427441}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 135.07876492948782, \"dd_pct\": -64.55527037373449, \"calmar\": 0.4944416460519755, \"cagr_pct\": 31.918814144919605, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 49.378881987577635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.821877885891859, \"sortino\": 1.1496158765100775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.68750305312102, \"dd_pct\": -52.13049121078237, \"calmar\": 0.34666570218553305, \"cagr_pct\": 18.071853340862628, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 67.36074270557029, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.591970836227542, \"sortino\": 0.8597443408625653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -12.969655222546162, \"dd_pct\": -20.219240463768706, \"calmar\": -1.2540477126995535, \"cagr_pct\": -25.355892256111407, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 43.371757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4929629965215758, \"sortino\": -2.0237589451692766}]", "Additional_Threshold_Budget": 0, "Total Trades": 92, "Total P&L %": 454.05127127042465, "Sharpe Ratio": 0.6803003223244398, "Sortino Ratio": 0.973082256427441, "Calmar Ratio": 0.35743113905985735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.55527037373449, "% In Market": 60.63247011952191, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4944416460519755, "Sub1_Sortino": 1.1496158765100775, "Sub1_Trades": 35, "Sub2_Calmar": 0.34666570218553305, "Sub2_Sortino": 0.8597443408625653, "Sub2_Trades": 57, "WFO_Score": 0.7860306683518471, "WFO_Min_Fold": 0.5339591465060436, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.533959, 1.038102]", "OOS_Total Trades": 5, "OOS_Total P&L %": -12.969655222546162, "OOS_Sortino Ratio": -2.0237589451692766, "OOS_Calmar Ratio": -1.2540477126995535, "OOS_Max Drawdown %": -20.219240463768706, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4868bfd05ae983679bdd933499a6dad47e74143e029cd3d204d7152fbdc5f9dc", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -524.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "056ba827b06c51f80236ce2c5ddcfa00a5bc50c74fa05b70d9b021af06466f69", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 21.091942460076506, \"dd_pct\": -39.53077052742626, \"calmar\": 0.5339591465060436, \"cagr_pct\": 21.10781649155079, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6187119569471237, \"sortino\": 0.9066001242208565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.75099894427288, \"dd_pct\": -27.25968734957853, \"calmar\": -0.7249933598447724, \"cagr_pct\": -19.76309231988898, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.4178649080006104, \"sortino\": -0.5819394460758326}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 62.586693677519634, \"dd_pct\": -18.750980907198024, \"calmar\": 3.340669424551976, \"cagr_pct\": 62.6408285970343, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 75.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5484636016238347, \"sortino\": 2.373845150976981}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.58750480958163, \"dd_pct\": -33.16034714921848, \"calmar\": 1.1571376058157712, \"cagr_pct\": 38.37108470826651, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 91.24087591240875, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9139623040241995, \"sortino\": 1.3138628024132066}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 39.98862336106159, \"dd_pct\": -38.55196675459214, \"calmar\": 1.0381021901976506, \"cagr_pct\": 40.020881124369104, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 91.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0061437499839887, \"sortino\": 1.4993313379104136}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -16.478980250926856, \"dd_pct\": -32.721335998118604, \"calmar\": -1.0791274363356727, \"cagr_pct\": -35.310491429127886, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 51.98675496688742, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1925788752345587, \"sortino\": -1.5101320458154668}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 454.05127127042465, \"dd_pct\": -64.55527037373449, \"calmar\": 0.35743113905985735, \"cagr_pct\": 23.07406382200098, \"entries\": 92, \"exits\": 92, \"exposure_pct\": 60.63247011952191, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6803003223244398, \"sortino\": 0.973082256427441}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 135.07876492948782, \"dd_pct\": -64.55527037373449, \"calmar\": 0.4944416460519755, \"cagr_pct\": 31.918814144919605, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 49.378881987577635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.821877885891859, \"sortino\": 1.1496158765100775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.68750305312102, \"dd_pct\": -52.13049121078237, \"calmar\": 0.34666570218553305, \"cagr_pct\": 18.071853340862628, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 67.36074270557029, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.591970836227542, \"sortino\": 0.8597443408625653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -12.969655222546162, \"dd_pct\": -20.219240463768706, \"calmar\": -1.2540477126995535, \"cagr_pct\": -25.355892256111407, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 43.371757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4929629965215758, \"sortino\": -2.0237589451692766}]", "Additional_Threshold_Budget": 0, "Total Trades": 92, "Total P&L %": 454.05127127042465, "Sharpe Ratio": 0.6803003223244398, "Sortino Ratio": 0.973082256427441, "Calmar Ratio": 0.35743113905985735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.55527037373449, "% In Market": 60.63247011952191, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4944416460519755, "Sub1_Sortino": 1.1496158765100775, "Sub1_Trades": 35, "Sub2_Calmar": 0.34666570218553305, "Sub2_Sortino": 0.8597443408625653, "Sub2_Trades": 57, "WFO_Score": 0.7860306683518471, "WFO_Min_Fold": 0.5339591465060436, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.533959, 1.038102]", "OOS_Total Trades": 5, "OOS_Total P&L %": -12.969655222546162, "OOS_Sortino Ratio": -2.0237589451692766, "OOS_Calmar Ratio": -1.2540477126995535, "OOS_Max Drawdown %": -20.219240463768706, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4868bfd05ae983679bdd933499a6dad47e74143e029cd3d204d7152fbdc5f9dc", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -525.0, "i_long_exit_activation_threshold": 69.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "c8bce5efaa86413ae11cf699c6fe27eabecbbc2381a0ef7bf49934bf911a0e4d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 21.091942460076506, \"dd_pct\": -39.53077052742626, \"calmar\": 0.5339591465060436, \"cagr_pct\": 21.10781649155079, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6187119569471237, \"sortino\": 0.9066001242208565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.75099894427288, \"dd_pct\": -27.25968734957853, \"calmar\": -0.7249933598447724, \"cagr_pct\": -19.76309231988898, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.4178649080006104, \"sortino\": -0.5819394460758326}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 62.586693677519634, \"dd_pct\": -18.750980907198024, \"calmar\": 3.340669424551976, \"cagr_pct\": 62.6408285970343, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 75.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5484636016238347, \"sortino\": 2.373845150976981}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.58750480958163, \"dd_pct\": -33.16034714921848, \"calmar\": 1.1571376058157712, \"cagr_pct\": 38.37108470826651, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 91.24087591240875, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9139623040241995, \"sortino\": 1.3138628024132066}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 39.98862336106159, \"dd_pct\": -38.55196675459214, \"calmar\": 1.0381021901976506, \"cagr_pct\": 40.020881124369104, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 91.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0061437499839887, \"sortino\": 1.4993313379104136}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -16.478980250926856, \"dd_pct\": -32.721335998118604, \"calmar\": -1.0791274363356727, \"cagr_pct\": -35.310491429127886, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 51.98675496688742, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1925788752345587, \"sortino\": -1.5101320458154668}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 454.05127127042465, \"dd_pct\": -64.55527037373449, \"calmar\": 0.35743113905985735, \"cagr_pct\": 23.07406382200098, \"entries\": 92, \"exits\": 92, \"exposure_pct\": 60.63247011952191, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6803003223244398, \"sortino\": 0.973082256427441}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 135.07876492948782, \"dd_pct\": -64.55527037373449, \"calmar\": 0.4944416460519755, \"cagr_pct\": 31.918814144919605, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 49.378881987577635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.821877885891859, \"sortino\": 1.1496158765100775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.68750305312102, \"dd_pct\": -52.13049121078237, \"calmar\": 0.34666570218553305, \"cagr_pct\": 18.071853340862628, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 67.36074270557029, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.591970836227542, \"sortino\": 0.8597443408625653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -12.969655222546162, \"dd_pct\": -20.219240463768706, \"calmar\": -1.2540477126995535, \"cagr_pct\": -25.355892256111407, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 43.371757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4929629965215758, \"sortino\": -2.0237589451692766}]", "Additional_Threshold_Budget": 0, "Total Trades": 92, "Total P&L %": 454.05127127042465, "Sharpe Ratio": 0.6803003223244398, "Sortino Ratio": 0.973082256427441, "Calmar Ratio": 0.35743113905985735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.55527037373449, "% In Market": 60.63247011952191, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4944416460519755, "Sub1_Sortino": 1.1496158765100775, "Sub1_Trades": 35, "Sub2_Calmar": 0.34666570218553305, "Sub2_Sortino": 0.8597443408625653, "Sub2_Trades": 57, "WFO_Score": 0.7860306683518471, "WFO_Min_Fold": 0.5339591465060436, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.533959, 1.038102]", "OOS_Total Trades": 5, "OOS_Total P&L %": -12.969655222546162, "OOS_Sortino Ratio": -2.0237589451692766, "OOS_Calmar Ratio": -1.2540477126995535, "OOS_Max Drawdown %": -20.219240463768706, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4868bfd05ae983679bdd933499a6dad47e74143e029cd3d204d7152fbdc5f9dc", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -525.0, "i_long_exit_activation_threshold": 69.95, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "3ca5a5209580180442d4de9760cb41d90ddbff07f615aaba1bd83cb3ff8634be", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 21.091942460076506, \"dd_pct\": -39.53077052742626, \"calmar\": 0.5339591465060436, \"cagr_pct\": 21.10781649155079, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6187119569471237, \"sortino\": 0.9066001242208565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.75099894427288, \"dd_pct\": -27.25968734957853, \"calmar\": -0.7249933598447724, \"cagr_pct\": -19.76309231988898, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.4178649080006104, \"sortino\": -0.5819394460758326}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 62.586693677519634, \"dd_pct\": -18.750980907198024, \"calmar\": 3.340669424551976, \"cagr_pct\": 62.6408285970343, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 75.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5484636016238347, \"sortino\": 2.373845150976981}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.58750480958163, \"dd_pct\": -33.16034714921848, \"calmar\": 1.1571376058157712, \"cagr_pct\": 38.37108470826651, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 91.24087591240875, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9139623040241995, \"sortino\": 1.3138628024132066}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 39.98862336106159, \"dd_pct\": -38.55196675459214, \"calmar\": 1.0381021901976506, \"cagr_pct\": 40.020881124369104, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 91.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0061437499839887, \"sortino\": 1.4993313379104136}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -16.478980250926856, \"dd_pct\": -32.721335998118604, \"calmar\": -1.0791274363356727, \"cagr_pct\": -35.310491429127886, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 51.98675496688742, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1925788752345587, \"sortino\": -1.5101320458154668}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 454.05127127042465, \"dd_pct\": -64.55527037373449, \"calmar\": 0.35743113905985735, \"cagr_pct\": 23.07406382200098, \"entries\": 92, \"exits\": 92, \"exposure_pct\": 60.63247011952191, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6803003223244398, \"sortino\": 0.973082256427441}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 135.07876492948782, \"dd_pct\": -64.55527037373449, \"calmar\": 0.4944416460519755, \"cagr_pct\": 31.918814144919605, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 49.378881987577635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.821877885891859, \"sortino\": 1.1496158765100775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.68750305312102, \"dd_pct\": -52.13049121078237, \"calmar\": 0.34666570218553305, \"cagr_pct\": 18.071853340862628, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 67.36074270557029, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.591970836227542, \"sortino\": 0.8597443408625653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -12.969655222546162, \"dd_pct\": -20.219240463768706, \"calmar\": -1.2540477126995535, \"cagr_pct\": -25.355892256111407, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 43.371757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4929629965215758, \"sortino\": -2.0237589451692766}]", "Additional_Threshold_Budget": 0, "Total Trades": 92, "Total P&L %": 454.05127127042465, "Sharpe Ratio": 0.6803003223244398, "Sortino Ratio": 0.973082256427441, "Calmar Ratio": 0.35743113905985735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.55527037373449, "% In Market": 60.63247011952191, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4944416460519755, "Sub1_Sortino": 1.1496158765100775, "Sub1_Trades": 35, "Sub2_Calmar": 0.34666570218553305, "Sub2_Sortino": 0.8597443408625653, "Sub2_Trades": 57, "WFO_Score": 0.7860306683518471, "WFO_Min_Fold": 0.5339591465060436, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.533959, 1.038102]", "OOS_Total Trades": 5, "OOS_Total P&L %": -12.969655222546162, "OOS_Sortino Ratio": -2.0237589451692766, "OOS_Calmar Ratio": -1.2540477126995535, "OOS_Max Drawdown %": -20.219240463768706, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4868bfd05ae983679bdd933499a6dad47e74143e029cd3d204d7152fbdc5f9dc", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -525.0, "i_long_exit_activation_threshold": 70.05, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "e87dd5c26f4ea834778ce77ef4eafa4e1f6b50f765079c414f83b226ece4898b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 21.091942460076506, \"dd_pct\": -39.53077052742626, \"calmar\": 0.5339591465060436, \"cagr_pct\": 21.10781649155079, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6187119569471237, \"sortino\": 0.9066001242208565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.75099894427288, \"dd_pct\": -27.25968734957853, \"calmar\": -0.7249933598447724, \"cagr_pct\": -19.76309231988898, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.4178649080006104, \"sortino\": -0.5819394460758326}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 62.586693677519634, \"dd_pct\": -18.750980907198024, \"calmar\": 3.340669424551976, \"cagr_pct\": 62.6408285970343, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 75.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5484636016238347, \"sortino\": 2.373845150976981}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.58750480958163, \"dd_pct\": -33.16034714921848, \"calmar\": 1.1571376058157712, \"cagr_pct\": 38.37108470826651, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 91.24087591240875, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9139623040241995, \"sortino\": 1.3138628024132066}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 39.98862336106159, \"dd_pct\": -38.55196675459214, \"calmar\": 1.0381021901976506, \"cagr_pct\": 40.020881124369104, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 91.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0061437499839887, \"sortino\": 1.4993313379104136}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -16.478980250926856, \"dd_pct\": -32.721335998118604, \"calmar\": -1.0791274363356727, \"cagr_pct\": -35.310491429127886, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 51.98675496688742, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1925788752345587, \"sortino\": -1.5101320458154668}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 454.05127127042465, \"dd_pct\": -64.55527037373449, \"calmar\": 0.35743113905985735, \"cagr_pct\": 23.07406382200098, \"entries\": 92, \"exits\": 92, \"exposure_pct\": 60.63247011952191, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6803003223244398, \"sortino\": 0.973082256427441}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 135.07876492948782, \"dd_pct\": -64.55527037373449, \"calmar\": 0.4944416460519755, \"cagr_pct\": 31.918814144919605, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 49.378881987577635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.821877885891859, \"sortino\": 1.1496158765100775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.68750305312102, \"dd_pct\": -52.13049121078237, \"calmar\": 0.34666570218553305, \"cagr_pct\": 18.071853340862628, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 67.36074270557029, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.591970836227542, \"sortino\": 0.8597443408625653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -12.969655222546162, \"dd_pct\": -20.219240463768706, \"calmar\": -1.2540477126995535, \"cagr_pct\": -25.355892256111407, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 43.371757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4929629965215758, \"sortino\": -2.0237589451692766}]", "Additional_Threshold_Budget": 0, "Total Trades": 92, "Total P&L %": 454.05127127042465, "Sharpe Ratio": 0.6803003223244398, "Sortino Ratio": 0.973082256427441, "Calmar Ratio": 0.35743113905985735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.55527037373449, "% In Market": 60.63247011952191, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4944416460519755, "Sub1_Sortino": 1.1496158765100775, "Sub1_Trades": 35, "Sub2_Calmar": 0.34666570218553305, "Sub2_Sortino": 0.8597443408625653, "Sub2_Trades": 57, "WFO_Score": 0.7860306683518471, "WFO_Min_Fold": 0.5339591465060436, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.533959, 1.038102]", "OOS_Total Trades": 5, "OOS_Total P&L %": -12.969655222546162, "OOS_Sortino Ratio": -2.0237589451692766, "OOS_Calmar Ratio": -1.2540477126995535, "OOS_Max Drawdown %": -20.219240463768706, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4868bfd05ae983679bdd933499a6dad47e74143e029cd3d204d7152fbdc5f9dc", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -525.0, "i_long_exit_activation_threshold": 71.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "f8b79c8f9f0ed98614a246d9b4f705d3715b85662cafb2c462e6d56c09bdc775", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 21.091942460076506, \"dd_pct\": -39.53077052742626, \"calmar\": 0.5339591465060436, \"cagr_pct\": 21.10781649155079, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6187119569471237, \"sortino\": 0.9066001242208565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.75099894427288, \"dd_pct\": -27.25968734957853, \"calmar\": -0.7249933598447724, \"cagr_pct\": -19.76309231988898, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.4178649080006104, \"sortino\": -0.5819394460758326}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 62.586693677519634, \"dd_pct\": -18.750980907198024, \"calmar\": 3.340669424551976, \"cagr_pct\": 62.6408285970343, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 75.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5484636016238347, \"sortino\": 2.373845150976981}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.58750480958163, \"dd_pct\": -33.16034714921848, \"calmar\": 1.1571376058157712, \"cagr_pct\": 38.37108470826651, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 91.24087591240875, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9139623040241995, \"sortino\": 1.3138628024132066}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 39.98862336106159, \"dd_pct\": -38.55196675459214, \"calmar\": 1.0381021901976506, \"cagr_pct\": 40.020881124369104, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 91.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0061437499839887, \"sortino\": 1.4993313379104136}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -16.478980250926856, \"dd_pct\": -32.721335998118604, \"calmar\": -1.0791274363356727, \"cagr_pct\": -35.310491429127886, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 51.98675496688742, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1925788752345587, \"sortino\": -1.5101320458154668}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 454.05127127042465, \"dd_pct\": -64.55527037373449, \"calmar\": 0.35743113905985735, \"cagr_pct\": 23.07406382200098, \"entries\": 92, \"exits\": 92, \"exposure_pct\": 60.63247011952191, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6803003223244398, \"sortino\": 0.973082256427441}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 135.07876492948782, \"dd_pct\": -64.55527037373449, \"calmar\": 0.4944416460519755, \"cagr_pct\": 31.918814144919605, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 49.378881987577635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.821877885891859, \"sortino\": 1.1496158765100775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.68750305312102, \"dd_pct\": -52.13049121078237, \"calmar\": 0.34666570218553305, \"cagr_pct\": 18.071853340862628, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 67.36074270557029, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.591970836227542, \"sortino\": 0.8597443408625653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -12.969655222546162, \"dd_pct\": -20.219240463768706, \"calmar\": -1.2540477126995535, \"cagr_pct\": -25.355892256111407, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 43.371757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4929629965215758, \"sortino\": -2.0237589451692766}]", "Additional_Threshold_Budget": 0, "Total Trades": 92, "Total P&L %": 454.05127127042465, "Sharpe Ratio": 0.6803003223244398, "Sortino Ratio": 0.973082256427441, "Calmar Ratio": 0.35743113905985735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.55527037373449, "% In Market": 60.63247011952191, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4944416460519755, "Sub1_Sortino": 1.1496158765100775, "Sub1_Trades": 35, "Sub2_Calmar": 0.34666570218553305, "Sub2_Sortino": 0.8597443408625653, "Sub2_Trades": 57, "WFO_Score": 0.7860306683518471, "WFO_Min_Fold": 0.5339591465060436, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.533959, 1.038102]", "OOS_Total Trades": 5, "OOS_Total P&L %": -12.969655222546162, "OOS_Sortino Ratio": -2.0237589451692766, "OOS_Calmar Ratio": -1.2540477126995535, "OOS_Max Drawdown %": -20.219240463768706, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4868bfd05ae983679bdd933499a6dad47e74143e029cd3d204d7152fbdc5f9dc", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -525.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": -191.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "bde133e0f8bdbc7df2da94e946e4793ad099d424c9087e2210f479aef653e6f2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 21.091942460076506, \"dd_pct\": -39.53077052742626, \"calmar\": 0.5339591465060436, \"cagr_pct\": 21.10781649155079, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6187119569471237, \"sortino\": 0.9066001242208565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.75099894427288, \"dd_pct\": -27.25968734957853, \"calmar\": -0.7249933598447724, \"cagr_pct\": -19.76309231988898, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.4178649080006104, \"sortino\": -0.5819394460758326}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 62.586693677519634, \"dd_pct\": -18.750980907198024, \"calmar\": 3.340669424551976, \"cagr_pct\": 62.6408285970343, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 75.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5484636016238347, \"sortino\": 2.373845150976981}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.58750480958163, \"dd_pct\": -33.16034714921848, \"calmar\": 1.1571376058157712, \"cagr_pct\": 38.37108470826651, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 91.24087591240875, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9139623040241995, \"sortino\": 1.3138628024132066}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 39.98862336106159, \"dd_pct\": -38.55196675459214, \"calmar\": 1.0381021901976506, \"cagr_pct\": 40.020881124369104, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 91.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0061437499839887, \"sortino\": 1.4993313379104136}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -16.478980250926856, \"dd_pct\": -32.721335998118604, \"calmar\": -1.0791274363356727, \"cagr_pct\": -35.310491429127886, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 51.98675496688742, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1925788752345587, \"sortino\": -1.5101320458154668}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 454.05127127042465, \"dd_pct\": -64.55527037373449, \"calmar\": 0.35743113905985735, \"cagr_pct\": 23.07406382200098, \"entries\": 92, \"exits\": 92, \"exposure_pct\": 60.63247011952191, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6803003223244398, \"sortino\": 0.973082256427441}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 135.07876492948782, \"dd_pct\": -64.55527037373449, \"calmar\": 0.4944416460519755, \"cagr_pct\": 31.918814144919605, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 49.378881987577635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.821877885891859, \"sortino\": 1.1496158765100775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.68750305312102, \"dd_pct\": -52.13049121078237, \"calmar\": 0.34666570218553305, \"cagr_pct\": 18.071853340862628, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 67.36074270557029, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.591970836227542, \"sortino\": 0.8597443408625653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -12.969655222546162, \"dd_pct\": -20.219240463768706, \"calmar\": -1.2540477126995535, \"cagr_pct\": -25.355892256111407, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 43.371757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4929629965215758, \"sortino\": -2.0237589451692766}]", "Additional_Threshold_Budget": 0, "Total Trades": 92, "Total P&L %": 454.05127127042465, "Sharpe Ratio": 0.6803003223244398, "Sortino Ratio": 0.973082256427441, "Calmar Ratio": 0.35743113905985735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.55527037373449, "% In Market": 60.63247011952191, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4944416460519755, "Sub1_Sortino": 1.1496158765100775, "Sub1_Trades": 35, "Sub2_Calmar": 0.34666570218553305, "Sub2_Sortino": 0.8597443408625653, "Sub2_Trades": 57, "WFO_Score": 0.7860306683518471, "WFO_Min_Fold": 0.5339591465060436, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.533959, 1.038102]", "OOS_Total Trades": 5, "OOS_Total P&L %": -12.969655222546162, "OOS_Sortino Ratio": -2.0237589451692766, "OOS_Calmar Ratio": -1.2540477126995535, "OOS_Max Drawdown %": -20.219240463768706, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4868bfd05ae983679bdd933499a6dad47e74143e029cd3d204d7152fbdc5f9dc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -525.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": -190.05, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "52b16fa3176ab8c4fff3ff7fc16fd7b8269242f7962d485e848f86db915fedfb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 21.091942460076506, \"dd_pct\": -39.53077052742626, \"calmar\": 0.5339591465060436, \"cagr_pct\": 21.10781649155079, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6187119569471237, \"sortino\": 0.9066001242208565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.75099894427288, \"dd_pct\": -27.25968734957853, \"calmar\": -0.7249933598447724, \"cagr_pct\": -19.76309231988898, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.4178649080006104, \"sortino\": -0.5819394460758326}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 62.586693677519634, \"dd_pct\": -18.750980907198024, \"calmar\": 3.340669424551976, \"cagr_pct\": 62.6408285970343, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 75.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5484636016238347, \"sortino\": 2.373845150976981}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.58750480958163, \"dd_pct\": -33.16034714921848, \"calmar\": 1.1571376058157712, \"cagr_pct\": 38.37108470826651, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 91.24087591240875, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9139623040241995, \"sortino\": 1.3138628024132066}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 39.98862336106159, \"dd_pct\": -38.55196675459214, \"calmar\": 1.0381021901976506, \"cagr_pct\": 40.020881124369104, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 91.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0061437499839887, \"sortino\": 1.4993313379104136}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -16.478980250926856, \"dd_pct\": -32.721335998118604, \"calmar\": -1.0791274363356727, \"cagr_pct\": -35.310491429127886, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 51.98675496688742, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1925788752345587, \"sortino\": -1.5101320458154668}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 454.05127127042465, \"dd_pct\": -64.55527037373449, \"calmar\": 0.35743113905985735, \"cagr_pct\": 23.07406382200098, \"entries\": 92, \"exits\": 92, \"exposure_pct\": 60.63247011952191, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6803003223244398, \"sortino\": 0.973082256427441}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 135.07876492948782, \"dd_pct\": -64.55527037373449, \"calmar\": 0.4944416460519755, \"cagr_pct\": 31.918814144919605, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 49.378881987577635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.821877885891859, \"sortino\": 1.1496158765100775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.68750305312102, \"dd_pct\": -52.13049121078237, \"calmar\": 0.34666570218553305, \"cagr_pct\": 18.071853340862628, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 67.36074270557029, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.591970836227542, \"sortino\": 0.8597443408625653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -12.969655222546162, \"dd_pct\": -20.219240463768706, \"calmar\": -1.2540477126995535, \"cagr_pct\": -25.355892256111407, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 43.371757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4929629965215758, \"sortino\": -2.0237589451692766}]", "Additional_Threshold_Budget": 0, "Total Trades": 92, "Total P&L %": 454.05127127042465, "Sharpe Ratio": 0.6803003223244398, "Sortino Ratio": 0.973082256427441, "Calmar Ratio": 0.35743113905985735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.55527037373449, "% In Market": 60.63247011952191, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4944416460519755, "Sub1_Sortino": 1.1496158765100775, "Sub1_Trades": 35, "Sub2_Calmar": 0.34666570218553305, "Sub2_Sortino": 0.8597443408625653, "Sub2_Trades": 57, "WFO_Score": 0.7860306683518471, "WFO_Min_Fold": 0.5339591465060436, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.533959, 1.038102]", "OOS_Total Trades": 5, "OOS_Total P&L %": -12.969655222546162, "OOS_Sortino Ratio": -2.0237589451692766, "OOS_Calmar Ratio": -1.2540477126995535, "OOS_Max Drawdown %": -20.219240463768706, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4868bfd05ae983679bdd933499a6dad47e74143e029cd3d204d7152fbdc5f9dc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -525.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": -189.95, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "c6779d742744d7a0b3f02c00fbc080a628676aa2059ef90d113201cccb469e66", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 21.091942460076506, \"dd_pct\": -39.53077052742626, \"calmar\": 0.5339591465060436, \"cagr_pct\": 21.10781649155079, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6187119569471237, \"sortino\": 0.9066001242208565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.75099894427288, \"dd_pct\": -27.25968734957853, \"calmar\": -0.7249933598447724, \"cagr_pct\": -19.76309231988898, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.4178649080006104, \"sortino\": -0.5819394460758326}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 62.586693677519634, \"dd_pct\": -18.750980907198024, \"calmar\": 3.340669424551976, \"cagr_pct\": 62.6408285970343, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 75.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5484636016238347, \"sortino\": 2.373845150976981}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.58750480958163, \"dd_pct\": -33.16034714921848, \"calmar\": 1.1571376058157712, \"cagr_pct\": 38.37108470826651, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 91.24087591240875, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9139623040241995, \"sortino\": 1.3138628024132066}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 39.98862336106159, \"dd_pct\": -38.55196675459214, \"calmar\": 1.0381021901976506, \"cagr_pct\": 40.020881124369104, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 91.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0061437499839887, \"sortino\": 1.4993313379104136}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -16.478980250926856, \"dd_pct\": -32.721335998118604, \"calmar\": -1.0791274363356727, \"cagr_pct\": -35.310491429127886, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 51.98675496688742, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1925788752345587, \"sortino\": -1.5101320458154668}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 454.05127127042465, \"dd_pct\": -64.55527037373449, \"calmar\": 0.35743113905985735, \"cagr_pct\": 23.07406382200098, \"entries\": 92, \"exits\": 92, \"exposure_pct\": 60.63247011952191, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6803003223244398, \"sortino\": 0.973082256427441}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 135.07876492948782, \"dd_pct\": -64.55527037373449, \"calmar\": 0.4944416460519755, \"cagr_pct\": 31.918814144919605, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 49.378881987577635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.821877885891859, \"sortino\": 1.1496158765100775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.68750305312102, \"dd_pct\": -52.13049121078237, \"calmar\": 0.34666570218553305, \"cagr_pct\": 18.071853340862628, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 67.36074270557029, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.591970836227542, \"sortino\": 0.8597443408625653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -12.969655222546162, \"dd_pct\": -20.219240463768706, \"calmar\": -1.2540477126995535, \"cagr_pct\": -25.355892256111407, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 43.371757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4929629965215758, \"sortino\": -2.0237589451692766}]", "Additional_Threshold_Budget": 0, "Total Trades": 92, "Total P&L %": 454.05127127042465, "Sharpe Ratio": 0.6803003223244398, "Sortino Ratio": 0.973082256427441, "Calmar Ratio": 0.35743113905985735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.55527037373449, "% In Market": 60.63247011952191, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4944416460519755, "Sub1_Sortino": 1.1496158765100775, "Sub1_Trades": 35, "Sub2_Calmar": 0.34666570218553305, "Sub2_Sortino": 0.8597443408625653, "Sub2_Trades": 57, "WFO_Score": 0.7860306683518471, "WFO_Min_Fold": 0.5339591465060436, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.533959, 1.038102]", "OOS_Total Trades": 5, "OOS_Total P&L %": -12.969655222546162, "OOS_Sortino Ratio": -2.0237589451692766, "OOS_Calmar Ratio": -1.2540477126995535, "OOS_Max Drawdown %": -20.219240463768706, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4868bfd05ae983679bdd933499a6dad47e74143e029cd3d204d7152fbdc5f9dc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -525.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": -189.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "239947f6cbf47800d1652a59f0c7e6e51700348961eabee414619dbf3ae1f989", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 21.091942460076506, \"dd_pct\": -39.53077052742626, \"calmar\": 0.5339591465060436, \"cagr_pct\": 21.10781649155079, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 59.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6187119569471237, \"sortino\": 0.9066001242208565}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.75099894427288, \"dd_pct\": -27.25968734957853, \"calmar\": -0.7249933598447724, \"cagr_pct\": -19.76309231988898, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.4178649080006104, \"sortino\": -0.5819394460758326}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 62.586693677519634, \"dd_pct\": -18.750980907198024, \"calmar\": 3.340669424551976, \"cagr_pct\": 62.6408285970343, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 75.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5484636016238347, \"sortino\": 2.373845150976981}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.58750480958163, \"dd_pct\": -33.16034714921848, \"calmar\": 1.1571376058157712, \"cagr_pct\": 38.37108470826651, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 91.24087591240875, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9139623040241995, \"sortino\": 1.3138628024132066}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 39.98862336106159, \"dd_pct\": -38.55196675459214, \"calmar\": 1.0381021901976506, \"cagr_pct\": 40.020881124369104, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 91.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0061437499839887, \"sortino\": 1.4993313379104136}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -16.478980250926856, \"dd_pct\": -32.721335998118604, \"calmar\": -1.0791274363356727, \"cagr_pct\": -35.310491429127886, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 51.98675496688742, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1925788752345587, \"sortino\": -1.5101320458154668}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 454.05127127042465, \"dd_pct\": -64.55527037373449, \"calmar\": 0.35743113905985735, \"cagr_pct\": 23.07406382200098, \"entries\": 92, \"exits\": 92, \"exposure_pct\": 60.63247011952191, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6803003223244398, \"sortino\": 0.973082256427441}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 135.07876492948782, \"dd_pct\": -64.55527037373449, \"calmar\": 0.4944416460519755, \"cagr_pct\": 31.918814144919605, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 49.378881987577635, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.821877885891859, \"sortino\": 1.1496158765100775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 135.68750305312102, \"dd_pct\": -52.13049121078237, \"calmar\": 0.34666570218553305, \"cagr_pct\": 18.071853340862628, \"entries\": 57, \"exits\": 58, \"exposure_pct\": 67.36074270557029, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.591970836227542, \"sortino\": 0.8597443408625653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -12.969655222546162, \"dd_pct\": -20.219240463768706, \"calmar\": -1.2540477126995535, \"cagr_pct\": -25.355892256111407, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 43.371757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4929629965215758, \"sortino\": -2.0237589451692766}]", "Additional_Threshold_Budget": 0, "Total Trades": 92, "Total P&L %": 454.05127127042465, "Sharpe Ratio": 0.6803003223244398, "Sortino Ratio": 0.973082256427441, "Calmar Ratio": 0.35743113905985735, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.55527037373449, "% In Market": 60.63247011952191, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4944416460519755, "Sub1_Sortino": 1.1496158765100775, "Sub1_Trades": 35, "Sub2_Calmar": 0.34666570218553305, "Sub2_Sortino": 0.8597443408625653, "Sub2_Trades": 57, "WFO_Score": 0.7860306683518471, "WFO_Min_Fold": 0.5339591465060436, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.533959, 1.038102]", "OOS_Total Trades": 5, "OOS_Total P&L %": -12.969655222546162, "OOS_Sortino Ratio": -2.0237589451692766, "OOS_Calmar Ratio": -1.2540477126995535, "OOS_Max Drawdown %": -20.219240463768706, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4868bfd05ae983679bdd933499a6dad47e74143e029cd3d204d7152fbdc5f9dc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "95dd966e5454a00af0f500c860ff1bfd9b880d36e50b36117efa5dfd175a5a5e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 40.125096389535116, \"dd_pct\": -55.72346034740898, \"calmar\": 0.7206565940440027, \"cagr_pct\": 40.157479142309796, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 69.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8319378894057317, \"sortino\": 1.2049402068129746}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.48808890345342, \"dd_pct\": -67.72636736135217, \"calmar\": -0.9673223334816805, \"cagr_pct\": -65.51322771422072, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 79.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7606476431822757, \"sortino\": -2.331290646301323}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 135.88835641829834, \"dd_pct\": -22.05479961039555, \"calmar\": 6.167684804541718, \"cagr_pct\": 136.0270524242492, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 94.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2649110445540774, \"sortino\": 3.5874351860051426}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.53526668802818, \"dd_pct\": -42.708610069712506, \"calmar\": 0.39920331045651075, \"cagr_pct\": 17.0494185248255, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.97445255474453, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5662258840819258, \"sortino\": 0.7951948707398968}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 86.86959115348299, \"dd_pct\": -26.900539188172345, \"calmar\": 3.2322636379100427, \"cagr_pct\": 86.94963465810362, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.72602739726028, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7643022478427257, \"sortino\": 2.6970699703710816}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.407377756922955, \"dd_pct\": -36.05995272664606, \"calmar\": -1.4084437917948214, \"cagr_pct\": -50.788416550259385, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.0728476821192, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3290381650589196, \"sortino\": -1.7786868521587764}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.2178598776665, \"dd_pct\": -74.51519387082094, \"calmar\": 0.38258626935527507, \"cagr_pct\": 28.508490033322442, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 81.53220451527224, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7299983511348563, \"sortino\": 1.0538044677368932}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 342.1620748877932, \"dd_pct\": -66.46756256107919, \"calmar\": 0.9311690630796345, \"cagr_pct\": 61.8925379551871, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 75.15527950310559, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0924361652178984, \"sortino\": 1.594670703341158}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.94294983993132, \"dd_pct\": -74.515193870821, \"calmar\": 0.16017468910760296, \"cagr_pct\": 11.935448012051515, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 85.34482758620689, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4764221579361427, \"sortino\": 0.6814028669558048}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 25.885399762058437, \"dd_pct\": -22.3282809054828, \"calmar\": 2.792666779947125, \"cagr_pct\": 62.35544833806953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.88760806916427, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.55363341468266, \"sortino\": 2.4885999471273905}]", "Additional_Threshold_Budget": 0, "Total Trades": 46, "Total P&L %": 691.2178598776665, "Sharpe Ratio": 0.7299983511348563, "Sortino Ratio": 1.0538044677368932, "Calmar Ratio": 0.38258626935527507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.51519387082094, "% In Market": 81.53220451527224, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9311690630796345, "Sub1_Sortino": 1.594670703341158, "Sub1_Trades": 21, "Sub2_Calmar": 0.16017468910760296, "Sub2_Sortino": 0.6814028669558048, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 25.885399762058437, "OOS_Sortino Ratio": 2.4885999471273905, "OOS_Calmar Ratio": 2.792666779947125, "OOS_Max Drawdown %": -22.3282809054828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f61a45ef767e5d98990f5fe36455ce26b20c233e9ce795666002995a26339eee", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -86.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "49a569c190e1ddfd55c6af015856c22b540e34c71fb637aab5fd13fc35bd605e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 40.125096389535116, \"dd_pct\": -55.72346034740898, \"calmar\": 0.7206565940440027, \"cagr_pct\": 40.157479142309796, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 69.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8319378894057317, \"sortino\": 1.2049402068129746}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.48808890345342, \"dd_pct\": -67.72636736135217, \"calmar\": -0.9673223334816805, \"cagr_pct\": -65.51322771422072, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 79.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7606476431822757, \"sortino\": -2.331290646301323}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 135.88835641829834, \"dd_pct\": -22.05479961039555, \"calmar\": 6.167684804541718, \"cagr_pct\": 136.0270524242492, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 94.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2649110445540774, \"sortino\": 3.5874351860051426}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.53526668802818, \"dd_pct\": -42.708610069712506, \"calmar\": 0.39920331045651075, \"cagr_pct\": 17.0494185248255, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.97445255474453, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5662258840819258, \"sortino\": 0.7951948707398968}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 86.86959115348299, \"dd_pct\": -26.900539188172345, \"calmar\": 3.2322636379100427, \"cagr_pct\": 86.94963465810362, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.72602739726028, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7643022478427257, \"sortino\": 2.6970699703710816}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -36.299029368437395, \"dd_pct\": -45.39616719375134, \"calmar\": -1.4628239751986085, \"cagr_pct\": -66.40660175314399, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 95.86092715231787, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.063055398319474, \"sortino\": -2.7043509177498577}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 575.6880793249333, \"dd_pct\": -74.51519387082094, \"calmar\": 0.34989027389317495, \"cagr_pct\": 26.072141592664572, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 81.87250996015936, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.695250837332285, \"sortino\": 1.0025560229131845}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 342.1620748877932, \"dd_pct\": -66.46756256107919, \"calmar\": 0.9311690630796345, \"cagr_pct\": 61.8925379551871, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 75.15527950310559, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0924361652178984, \"sortino\": 1.594670703341158}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 52.81457133029801, \"dd_pct\": -74.515193870821, \"calmar\": 0.1149266973833511, \"cagr_pct\": 8.563785136453584, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 85.88859416445624, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4173185176472162, \"sortino\": 0.5957218053257488}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 25.885399762058437, \"dd_pct\": -22.3282809054828, \"calmar\": 2.792666779947125, \"cagr_pct\": 62.35544833806953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.88760806916427, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.55363341468266, \"sortino\": 2.4885999471273905}]", "Additional_Threshold_Budget": 0, "Total Trades": 47, "Total P&L %": 575.6880793249333, "Sharpe Ratio": 0.695250837332285, "Sortino Ratio": 1.0025560229131845, "Calmar Ratio": 0.34989027389317495, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.51519387082094, "% In Market": 81.87250996015936, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9311690630796345, "Sub1_Sortino": 1.594670703341158, "Sub1_Trades": 21, "Sub2_Calmar": 0.1149266973833511, "Sub2_Sortino": 0.5957218053257488, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 25.885399762058437, "OOS_Sortino Ratio": 2.4885999471273905, "OOS_Calmar Ratio": 2.792666779947125, "OOS_Max Drawdown %": -22.3282809054828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f61a45ef767e5d98990f5fe36455ce26b20c233e9ce795666002995a26339eee", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -85.05, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "a4ce6d81e5caefb3b6cc2e358008f48a2ddcabee565dc49b435907ca09fccabb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 40.125096389535116, \"dd_pct\": -55.72346034740898, \"calmar\": 0.7206565940440027, \"cagr_pct\": 40.157479142309796, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 69.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8319378894057317, \"sortino\": 1.2049402068129746}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.48808890345342, \"dd_pct\": -67.72636736135217, \"calmar\": -0.9673223334816805, \"cagr_pct\": -65.51322771422072, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 79.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7606476431822757, \"sortino\": -2.331290646301323}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 135.88835641829834, \"dd_pct\": -22.05479961039555, \"calmar\": 6.167684804541718, \"cagr_pct\": 136.0270524242492, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 94.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2649110445540774, \"sortino\": 3.5874351860051426}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.53526668802818, \"dd_pct\": -42.708610069712506, \"calmar\": 0.39920331045651075, \"cagr_pct\": 17.0494185248255, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.97445255474453, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5662258840819258, \"sortino\": 0.7951948707398968}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 86.86959115348299, \"dd_pct\": -26.900539188172345, \"calmar\": 3.2322636379100427, \"cagr_pct\": 86.94963465810362, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.72602739726028, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7643022478427257, \"sortino\": 2.6970699703710816}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.407377756922955, \"dd_pct\": -36.05995272664606, \"calmar\": -1.4084437917948214, \"cagr_pct\": -50.788416550259385, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.0728476821192, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3290381650589196, \"sortino\": -1.7786868521587764}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.2178598776665, \"dd_pct\": -74.51519387082094, \"calmar\": 0.38258626935527507, \"cagr_pct\": 28.508490033322442, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 81.53220451527224, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7299983511348563, \"sortino\": 1.0538044677368932}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 342.1620748877932, \"dd_pct\": -66.46756256107919, \"calmar\": 0.9311690630796345, \"cagr_pct\": 61.8925379551871, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 75.15527950310559, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0924361652178984, \"sortino\": 1.594670703341158}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.94294983993132, \"dd_pct\": -74.515193870821, \"calmar\": 0.16017468910760296, \"cagr_pct\": 11.935448012051515, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 85.34482758620689, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4764221579361427, \"sortino\": 0.6814028669558048}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 25.885399762058437, \"dd_pct\": -22.3282809054828, \"calmar\": 2.792666779947125, \"cagr_pct\": 62.35544833806953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.88760806916427, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.55363341468266, \"sortino\": 2.4885999471273905}]", "Additional_Threshold_Budget": 0, "Total Trades": 46, "Total P&L %": 691.2178598776665, "Sharpe Ratio": 0.7299983511348563, "Sortino Ratio": 1.0538044677368932, "Calmar Ratio": 0.38258626935527507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.51519387082094, "% In Market": 81.53220451527224, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9311690630796345, "Sub1_Sortino": 1.594670703341158, "Sub1_Trades": 21, "Sub2_Calmar": 0.16017468910760296, "Sub2_Sortino": 0.6814028669558048, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 25.885399762058437, "OOS_Sortino Ratio": 2.4885999471273905, "OOS_Calmar Ratio": 2.792666779947125, "OOS_Max Drawdown %": -22.3282809054828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 42, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f61a45ef767e5d98990f5fe36455ce26b20c233e9ce795666002995a26339eee", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -84.95, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "8ed3d1cc4acb99164cb827c28d0ea8bf37824718302e3ed97ae75c5578754d19", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 40.125096389535116, \"dd_pct\": -55.72346034740898, \"calmar\": 0.7206565940440027, \"cagr_pct\": 40.157479142309796, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 69.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8319378894057317, \"sortino\": 1.2049402068129746}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.48808890345342, \"dd_pct\": -67.72636736135217, \"calmar\": -0.9673223334816805, \"cagr_pct\": -65.51322771422072, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 79.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7606476431822757, \"sortino\": -2.331290646301323}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 135.88835641829834, \"dd_pct\": -22.05479961039555, \"calmar\": 6.167684804541718, \"cagr_pct\": 136.0270524242492, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 94.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2649110445540774, \"sortino\": 3.5874351860051426}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.53526668802818, \"dd_pct\": -42.708610069712506, \"calmar\": 0.39920331045651075, \"cagr_pct\": 17.0494185248255, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.97445255474453, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5662258840819258, \"sortino\": 0.7951948707398968}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 86.86959115348299, \"dd_pct\": -26.900539188172345, \"calmar\": 3.2322636379100427, \"cagr_pct\": 86.94963465810362, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.72602739726028, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7643022478427257, \"sortino\": 2.6970699703710816}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.407377756922955, \"dd_pct\": -36.05995272664606, \"calmar\": -1.4084437917948214, \"cagr_pct\": -50.788416550259385, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.0728476821192, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3290381650589196, \"sortino\": -1.7786868521587764}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.2178598776665, \"dd_pct\": -74.51519387082094, \"calmar\": 0.38258626935527507, \"cagr_pct\": 28.508490033322442, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 81.53220451527224, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7299983511348563, \"sortino\": 1.0538044677368932}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 342.1620748877932, \"dd_pct\": -66.46756256107919, \"calmar\": 0.9311690630796345, \"cagr_pct\": 61.8925379551871, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 75.15527950310559, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0924361652178984, \"sortino\": 1.594670703341158}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.94294983993132, \"dd_pct\": -74.515193870821, \"calmar\": 0.16017468910760296, \"cagr_pct\": 11.935448012051515, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 85.34482758620689, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4764221579361427, \"sortino\": 0.6814028669558048}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 25.885399762058437, \"dd_pct\": -22.3282809054828, \"calmar\": 2.792666779947125, \"cagr_pct\": 62.35544833806953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.88760806916427, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.55363341468266, \"sortino\": 2.4885999471273905}]", "Additional_Threshold_Budget": 0, "Total Trades": 46, "Total P&L %": 691.2178598776665, "Sharpe Ratio": 0.7299983511348563, "Sortino Ratio": 1.0538044677368932, "Calmar Ratio": 0.38258626935527507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.51519387082094, "% In Market": 81.53220451527224, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9311690630796345, "Sub1_Sortino": 1.594670703341158, "Sub1_Trades": 21, "Sub2_Calmar": 0.16017468910760296, "Sub2_Sortino": 0.6814028669558048, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 25.885399762058437, "OOS_Sortino Ratio": 2.4885999471273905, "OOS_Calmar Ratio": 2.792666779947125, "OOS_Max Drawdown %": -22.3282809054828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f61a45ef767e5d98990f5fe36455ce26b20c233e9ce795666002995a26339eee", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -84.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "4f3d4e92c496fa879334abd47fe0ec9eb5692fb7b39bbb91f8e9807e097c6c37", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 40.125096389535116, \"dd_pct\": -55.72346034740898, \"calmar\": 0.7206565940440027, \"cagr_pct\": 40.157479142309796, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 69.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8319378894057317, \"sortino\": 1.2049402068129746}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.48808890345342, \"dd_pct\": -67.72636736135217, \"calmar\": -0.9673223334816805, \"cagr_pct\": -65.51322771422072, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 79.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7606476431822757, \"sortino\": -2.331290646301323}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 135.88835641829834, \"dd_pct\": -22.05479961039555, \"calmar\": 6.167684804541718, \"cagr_pct\": 136.0270524242492, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 94.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2649110445540774, \"sortino\": 3.5874351860051426}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.53526668802818, \"dd_pct\": -42.708610069712506, \"calmar\": 0.39920331045651075, \"cagr_pct\": 17.0494185248255, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.97445255474453, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5662258840819258, \"sortino\": 0.7951948707398968}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 86.86959115348299, \"dd_pct\": -26.900539188172345, \"calmar\": 3.2322636379100427, \"cagr_pct\": 86.94963465810362, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.72602739726028, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7643022478427257, \"sortino\": 2.6970699703710816}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.407377756922955, \"dd_pct\": -36.05995272664606, \"calmar\": -1.4084437917948214, \"cagr_pct\": -50.788416550259385, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.0728476821192, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3290381650589196, \"sortino\": -1.7786868521587764}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.2178598776665, \"dd_pct\": -74.51519387082094, \"calmar\": 0.38258626935527507, \"cagr_pct\": 28.508490033322442, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 81.53220451527224, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7299983511348563, \"sortino\": 1.0538044677368932}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 342.1620748877932, \"dd_pct\": -66.46756256107919, \"calmar\": 0.9311690630796345, \"cagr_pct\": 61.8925379551871, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 75.15527950310559, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0924361652178984, \"sortino\": 1.594670703341158}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.94294983993132, \"dd_pct\": -74.515193870821, \"calmar\": 0.16017468910760296, \"cagr_pct\": 11.935448012051515, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 85.34482758620689, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4764221579361427, \"sortino\": 0.6814028669558048}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 25.885399762058437, \"dd_pct\": -22.3282809054828, \"calmar\": 2.792666779947125, \"cagr_pct\": 62.35544833806953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.88760806916427, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.55363341468266, \"sortino\": 2.4885999471273905}]", "Additional_Threshold_Budget": 0, "Total Trades": 46, "Total P&L %": 691.2178598776665, "Sharpe Ratio": 0.7299983511348563, "Sortino Ratio": 1.0538044677368932, "Calmar Ratio": 0.38258626935527507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.51519387082094, "% In Market": 81.53220451527224, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9311690630796345, "Sub1_Sortino": 1.594670703341158, "Sub1_Trades": 21, "Sub2_Calmar": 0.16017468910760296, "Sub2_Sortino": 0.6814028669558048, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 25.885399762058437, "OOS_Sortino Ratio": 2.4885999471273905, "OOS_Calmar Ratio": 2.792666779947125, "OOS_Max Drawdown %": -22.3282809054828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f61a45ef767e5d98990f5fe36455ce26b20c233e9ce795666002995a26339eee", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 589.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "18e70e65ec6cc945f7cf7a6362bcc2d820c0011c201ae9f3d0f041550da82f6c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 40.125096389535116, \"dd_pct\": -55.72346034740898, \"calmar\": 0.7206565940440027, \"cagr_pct\": 40.157479142309796, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 69.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8319378894057317, \"sortino\": 1.2049402068129746}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.48808890345342, \"dd_pct\": -67.72636736135217, \"calmar\": -0.9673223334816805, \"cagr_pct\": -65.51322771422072, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 79.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7606476431822757, \"sortino\": -2.331290646301323}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 135.88835641829834, \"dd_pct\": -22.05479961039555, \"calmar\": 6.167684804541718, \"cagr_pct\": 136.0270524242492, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 94.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2649110445540774, \"sortino\": 3.5874351860051426}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.53526668802818, \"dd_pct\": -42.708610069712506, \"calmar\": 0.39920331045651075, \"cagr_pct\": 17.0494185248255, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.97445255474453, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5662258840819258, \"sortino\": 0.7951948707398968}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 86.86959115348299, \"dd_pct\": -26.900539188172345, \"calmar\": 3.2322636379100427, \"cagr_pct\": 86.94963465810362, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.72602739726028, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7643022478427257, \"sortino\": 2.6970699703710816}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.407377756922955, \"dd_pct\": -36.05995272664606, \"calmar\": -1.4084437917948214, \"cagr_pct\": -50.788416550259385, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.0728476821192, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3290381650589196, \"sortino\": -1.7786868521587764}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.2178598776665, \"dd_pct\": -74.51519387082094, \"calmar\": 0.38258626935527507, \"cagr_pct\": 28.508490033322442, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 81.53220451527224, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7299983511348563, \"sortino\": 1.0538044677368932}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 342.1620748877932, \"dd_pct\": -66.46756256107919, \"calmar\": 0.9311690630796345, \"cagr_pct\": 61.8925379551871, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 75.15527950310559, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0924361652178984, \"sortino\": 1.594670703341158}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.94294983993132, \"dd_pct\": -74.515193870821, \"calmar\": 0.16017468910760296, \"cagr_pct\": 11.935448012051515, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 85.34482758620689, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4764221579361427, \"sortino\": 0.6814028669558048}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 25.885399762058437, \"dd_pct\": -22.3282809054828, \"calmar\": 2.792666779947125, \"cagr_pct\": 62.35544833806953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.88760806916427, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.55363341468266, \"sortino\": 2.4885999471273905}]", "Additional_Threshold_Budget": 0, "Total Trades": 46, "Total P&L %": 691.2178598776665, "Sharpe Ratio": 0.7299983511348563, "Sortino Ratio": 1.0538044677368932, "Calmar Ratio": 0.38258626935527507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.51519387082094, "% In Market": 81.53220451527224, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9311690630796345, "Sub1_Sortino": 1.594670703341158, "Sub1_Trades": 21, "Sub2_Calmar": 0.16017468910760296, "Sub2_Sortino": 0.6814028669558048, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 25.885399762058437, "OOS_Sortino Ratio": 2.4885999471273905, "OOS_Calmar Ratio": 2.792666779947125, "OOS_Max Drawdown %": -22.3282809054828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f61a45ef767e5d98990f5fe36455ce26b20c233e9ce795666002995a26339eee", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 589.95, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "4e91e3faa017eefdc535610e0611ea892f7327706e34ebb61d00777d5911718f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 40.125096389535116, \"dd_pct\": -55.72346034740898, \"calmar\": 0.7206565940440027, \"cagr_pct\": 40.157479142309796, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 69.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8319378894057317, \"sortino\": 1.2049402068129746}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.48808890345342, \"dd_pct\": -67.72636736135217, \"calmar\": -0.9673223334816805, \"cagr_pct\": -65.51322771422072, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 79.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7606476431822757, \"sortino\": -2.331290646301323}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 135.88835641829834, \"dd_pct\": -22.05479961039555, \"calmar\": 6.167684804541718, \"cagr_pct\": 136.0270524242492, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 94.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2649110445540774, \"sortino\": 3.5874351860051426}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.53526668802818, \"dd_pct\": -42.708610069712506, \"calmar\": 0.39920331045651075, \"cagr_pct\": 17.0494185248255, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.97445255474453, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5662258840819258, \"sortino\": 0.7951948707398968}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 86.86959115348299, \"dd_pct\": -26.900539188172345, \"calmar\": 3.2322636379100427, \"cagr_pct\": 86.94963465810362, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.72602739726028, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7643022478427257, \"sortino\": 2.6970699703710816}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.407377756922955, \"dd_pct\": -36.05995272664606, \"calmar\": -1.4084437917948214, \"cagr_pct\": -50.788416550259385, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.0728476821192, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3290381650589196, \"sortino\": -1.7786868521587764}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.2178598776665, \"dd_pct\": -74.51519387082094, \"calmar\": 0.38258626935527507, \"cagr_pct\": 28.508490033322442, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 81.53220451527224, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7299983511348563, \"sortino\": 1.0538044677368932}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 342.1620748877932, \"dd_pct\": -66.46756256107919, \"calmar\": 0.9311690630796345, \"cagr_pct\": 61.8925379551871, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 75.15527950310559, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0924361652178984, \"sortino\": 1.594670703341158}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.94294983993132, \"dd_pct\": -74.515193870821, \"calmar\": 0.16017468910760296, \"cagr_pct\": 11.935448012051515, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 85.34482758620689, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4764221579361427, \"sortino\": 0.6814028669558048}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 25.885399762058437, \"dd_pct\": -22.3282809054828, \"calmar\": 2.792666779947125, \"cagr_pct\": 62.35544833806953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.88760806916427, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.55363341468266, \"sortino\": 2.4885999471273905}]", "Additional_Threshold_Budget": 0, "Total Trades": 46, "Total P&L %": 691.2178598776665, "Sharpe Ratio": 0.7299983511348563, "Sortino Ratio": 1.0538044677368932, "Calmar Ratio": 0.38258626935527507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.51519387082094, "% In Market": 81.53220451527224, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9311690630796345, "Sub1_Sortino": 1.594670703341158, "Sub1_Trades": 21, "Sub2_Calmar": 0.16017468910760296, "Sub2_Sortino": 0.6814028669558048, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 25.885399762058437, "OOS_Sortino Ratio": 2.4885999471273905, "OOS_Calmar Ratio": 2.792666779947125, "OOS_Max Drawdown %": -22.3282809054828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f61a45ef767e5d98990f5fe36455ce26b20c233e9ce795666002995a26339eee", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 590.05, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "8aa622c60877f5237b9db9b4e37ada51717ffd027916b8f76bec6df521d14072", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 40.125096389535116, \"dd_pct\": -55.72346034740898, \"calmar\": 0.7206565940440027, \"cagr_pct\": 40.157479142309796, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 69.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8319378894057317, \"sortino\": 1.2049402068129746}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.48808890345342, \"dd_pct\": -67.72636736135217, \"calmar\": -0.9673223334816805, \"cagr_pct\": -65.51322771422072, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 79.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7606476431822757, \"sortino\": -2.331290646301323}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 135.88835641829834, \"dd_pct\": -22.05479961039555, \"calmar\": 6.167684804541718, \"cagr_pct\": 136.0270524242492, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 94.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2649110445540774, \"sortino\": 3.5874351860051426}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.53526668802818, \"dd_pct\": -42.708610069712506, \"calmar\": 0.39920331045651075, \"cagr_pct\": 17.0494185248255, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.97445255474453, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5662258840819258, \"sortino\": 0.7951948707398968}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 86.86959115348299, \"dd_pct\": -26.900539188172345, \"calmar\": 3.2322636379100427, \"cagr_pct\": 86.94963465810362, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.72602739726028, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7643022478427257, \"sortino\": 2.6970699703710816}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.407377756922955, \"dd_pct\": -36.05995272664606, \"calmar\": -1.4084437917948214, \"cagr_pct\": -50.788416550259385, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.0728476821192, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3290381650589196, \"sortino\": -1.7786868521587764}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.2178598776665, \"dd_pct\": -74.51519387082094, \"calmar\": 0.38258626935527507, \"cagr_pct\": 28.508490033322442, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 81.53220451527224, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7299983511348563, \"sortino\": 1.0538044677368932}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 342.1620748877932, \"dd_pct\": -66.46756256107919, \"calmar\": 0.9311690630796345, \"cagr_pct\": 61.8925379551871, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 75.15527950310559, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0924361652178984, \"sortino\": 1.594670703341158}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.94294983993132, \"dd_pct\": -74.515193870821, \"calmar\": 0.16017468910760296, \"cagr_pct\": 11.935448012051515, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 85.34482758620689, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4764221579361427, \"sortino\": 0.6814028669558048}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 25.885399762058437, \"dd_pct\": -22.3282809054828, \"calmar\": 2.792666779947125, \"cagr_pct\": 62.35544833806953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.88760806916427, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.55363341468266, \"sortino\": 2.4885999471273905}]", "Additional_Threshold_Budget": 0, "Total Trades": 46, "Total P&L %": 691.2178598776665, "Sharpe Ratio": 0.7299983511348563, "Sortino Ratio": 1.0538044677368932, "Calmar Ratio": 0.38258626935527507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.51519387082094, "% In Market": 81.53220451527224, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9311690630796345, "Sub1_Sortino": 1.594670703341158, "Sub1_Trades": 21, "Sub2_Calmar": 0.16017468910760296, "Sub2_Sortino": 0.6814028669558048, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 25.885399762058437, "OOS_Sortino Ratio": 2.4885999471273905, "OOS_Calmar Ratio": 2.792666779947125, "OOS_Max Drawdown %": -22.3282809054828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f61a45ef767e5d98990f5fe36455ce26b20c233e9ce795666002995a26339eee", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 591.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "7059207a3717659a57f8a30cf463234534120960a1228cd478f6cb5ecd66b9db", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 40.125096389535116, \"dd_pct\": -55.72346034740898, \"calmar\": 0.7206565940440027, \"cagr_pct\": 40.157479142309796, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 69.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8319378894057317, \"sortino\": 1.2049402068129746}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.48808890345342, \"dd_pct\": -67.72636736135217, \"calmar\": -0.9673223334816805, \"cagr_pct\": -65.51322771422072, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 79.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7606476431822757, \"sortino\": -2.331290646301323}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 135.88835641829834, \"dd_pct\": -22.05479961039555, \"calmar\": 6.167684804541718, \"cagr_pct\": 136.0270524242492, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 94.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2649110445540774, \"sortino\": 3.5874351860051426}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.53526668802818, \"dd_pct\": -42.708610069712506, \"calmar\": 0.39920331045651075, \"cagr_pct\": 17.0494185248255, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.97445255474453, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5662258840819258, \"sortino\": 0.7951948707398968}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 86.86959115348299, \"dd_pct\": -26.900539188172345, \"calmar\": 3.2322636379100427, \"cagr_pct\": 86.94963465810362, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.72602739726028, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7643022478427257, \"sortino\": 2.6970699703710816}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.407377756922955, \"dd_pct\": -36.05995272664606, \"calmar\": -1.4084437917948214, \"cagr_pct\": -50.788416550259385, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.0728476821192, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3290381650589196, \"sortino\": -1.7786868521587764}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.2178598776665, \"dd_pct\": -74.51519387082094, \"calmar\": 0.38258626935527507, \"cagr_pct\": 28.508490033322442, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 81.53220451527224, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7299983511348563, \"sortino\": 1.0538044677368932}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 342.1620748877932, \"dd_pct\": -66.46756256107919, \"calmar\": 0.9311690630796345, \"cagr_pct\": 61.8925379551871, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 75.15527950310559, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0924361652178984, \"sortino\": 1.594670703341158}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.94294983993132, \"dd_pct\": -74.515193870821, \"calmar\": 0.16017468910760296, \"cagr_pct\": 11.935448012051515, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 85.34482758620689, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4764221579361427, \"sortino\": 0.6814028669558048}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 25.885399762058437, \"dd_pct\": -22.3282809054828, \"calmar\": 2.792666779947125, \"cagr_pct\": 62.35544833806953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.88760806916427, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.55363341468266, \"sortino\": 2.4885999471273905}]", "Additional_Threshold_Budget": 0, "Total Trades": 46, "Total P&L %": 691.2178598776665, "Sharpe Ratio": 0.7299983511348563, "Sortino Ratio": 1.0538044677368932, "Calmar Ratio": 0.38258626935527507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.51519387082094, "% In Market": 81.53220451527224, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9311690630796345, "Sub1_Sortino": 1.594670703341158, "Sub1_Trades": 21, "Sub2_Calmar": 0.16017468910760296, "Sub2_Sortino": 0.6814028669558048, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 25.885399762058437, "OOS_Sortino Ratio": 2.4885999471273905, "OOS_Calmar Ratio": 2.792666779947125, "OOS_Max Drawdown %": -22.3282809054828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f61a45ef767e5d98990f5fe36455ce26b20c233e9ce795666002995a26339eee", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -721.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "2d4e044b0972b2be885e9efb802ece47352118bb1422fa964e2f6552d002c5be", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 40.125096389535116, \"dd_pct\": -55.72346034740898, \"calmar\": 0.7206565940440027, \"cagr_pct\": 40.157479142309796, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 69.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8319378894057317, \"sortino\": 1.2049402068129746}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.48808890345342, \"dd_pct\": -67.72636736135217, \"calmar\": -0.9673223334816805, \"cagr_pct\": -65.51322771422072, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 79.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7606476431822757, \"sortino\": -2.331290646301323}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 135.88835641829834, \"dd_pct\": -22.05479961039555, \"calmar\": 6.167684804541718, \"cagr_pct\": 136.0270524242492, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 94.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2649110445540774, \"sortino\": 3.5874351860051426}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.53526668802818, \"dd_pct\": -42.708610069712506, \"calmar\": 0.39920331045651075, \"cagr_pct\": 17.0494185248255, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.97445255474453, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5662258840819258, \"sortino\": 0.7951948707398968}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 86.86959115348299, \"dd_pct\": -26.900539188172345, \"calmar\": 3.2322636379100427, \"cagr_pct\": 86.94963465810362, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.72602739726028, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7643022478427257, \"sortino\": 2.6970699703710816}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.407377756922955, \"dd_pct\": -36.05995272664606, \"calmar\": -1.4084437917948214, \"cagr_pct\": -50.788416550259385, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.0728476821192, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3290381650589196, \"sortino\": -1.7786868521587764}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.2178598776665, \"dd_pct\": -74.51519387082094, \"calmar\": 0.38258626935527507, \"cagr_pct\": 28.508490033322442, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 81.53220451527224, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7299983511348563, \"sortino\": 1.0538044677368932}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 342.1620748877932, \"dd_pct\": -66.46756256107919, \"calmar\": 0.9311690630796345, \"cagr_pct\": 61.8925379551871, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 75.15527950310559, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0924361652178984, \"sortino\": 1.594670703341158}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.94294983993132, \"dd_pct\": -74.515193870821, \"calmar\": 0.16017468910760296, \"cagr_pct\": 11.935448012051515, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 85.34482758620689, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4764221579361427, \"sortino\": 0.6814028669558048}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 25.885399762058437, \"dd_pct\": -22.3282809054828, \"calmar\": 2.792666779947125, \"cagr_pct\": 62.35544833806953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.88760806916427, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.55363341468266, \"sortino\": 2.4885999471273905}]", "Additional_Threshold_Budget": 0, "Total Trades": 46, "Total P&L %": 691.2178598776665, "Sharpe Ratio": 0.7299983511348563, "Sortino Ratio": 1.0538044677368932, "Calmar Ratio": 0.38258626935527507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.51519387082094, "% In Market": 81.53220451527224, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9311690630796345, "Sub1_Sortino": 1.594670703341158, "Sub1_Trades": 21, "Sub2_Calmar": 0.16017468910760296, "Sub2_Sortino": 0.6814028669558048, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 25.885399762058437, "OOS_Sortino Ratio": 2.4885999471273905, "OOS_Calmar Ratio": 2.792666779947125, "OOS_Max Drawdown %": -22.3282809054828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 44, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f61a45ef767e5d98990f5fe36455ce26b20c233e9ce795666002995a26339eee", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -720.05, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "55b5b267f417369b59179640f69b0f42a92a98b4457d8505b04d47daf801407a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 40.125096389535116, \"dd_pct\": -55.72346034740898, \"calmar\": 0.7206565940440027, \"cagr_pct\": 40.157479142309796, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 69.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8319378894057317, \"sortino\": 1.2049402068129746}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.48808890345342, \"dd_pct\": -67.72636736135217, \"calmar\": -0.9673223334816805, \"cagr_pct\": -65.51322771422072, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 79.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7606476431822757, \"sortino\": -2.331290646301323}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 135.88835641829834, \"dd_pct\": -22.05479961039555, \"calmar\": 6.167684804541718, \"cagr_pct\": 136.0270524242492, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 94.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2649110445540774, \"sortino\": 3.5874351860051426}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.53526668802818, \"dd_pct\": -42.708610069712506, \"calmar\": 0.39920331045651075, \"cagr_pct\": 17.0494185248255, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.97445255474453, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5662258840819258, \"sortino\": 0.7951948707398968}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 86.86959115348299, \"dd_pct\": -26.900539188172345, \"calmar\": 3.2322636379100427, \"cagr_pct\": 86.94963465810362, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.72602739726028, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7643022478427257, \"sortino\": 2.6970699703710816}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.407377756922955, \"dd_pct\": -36.05995272664606, \"calmar\": -1.4084437917948214, \"cagr_pct\": -50.788416550259385, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.0728476821192, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3290381650589196, \"sortino\": -1.7786868521587764}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.2178598776665, \"dd_pct\": -74.51519387082094, \"calmar\": 0.38258626935527507, \"cagr_pct\": 28.508490033322442, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 81.53220451527224, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7299983511348563, \"sortino\": 1.0538044677368932}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 342.1620748877932, \"dd_pct\": -66.46756256107919, \"calmar\": 0.9311690630796345, \"cagr_pct\": 61.8925379551871, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 75.15527950310559, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0924361652178984, \"sortino\": 1.594670703341158}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.94294983993132, \"dd_pct\": -74.515193870821, \"calmar\": 0.16017468910760296, \"cagr_pct\": 11.935448012051515, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 85.34482758620689, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4764221579361427, \"sortino\": 0.6814028669558048}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 25.885399762058437, \"dd_pct\": -22.3282809054828, \"calmar\": 2.792666779947125, \"cagr_pct\": 62.35544833806953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.88760806916427, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.55363341468266, \"sortino\": 2.4885999471273905}]", "Additional_Threshold_Budget": 0, "Total Trades": 46, "Total P&L %": 691.2178598776665, "Sharpe Ratio": 0.7299983511348563, "Sortino Ratio": 1.0538044677368932, "Calmar Ratio": 0.38258626935527507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.51519387082094, "% In Market": 81.53220451527224, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9311690630796345, "Sub1_Sortino": 1.594670703341158, "Sub1_Trades": 21, "Sub2_Calmar": 0.16017468910760296, "Sub2_Sortino": 0.6814028669558048, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 25.885399762058437, "OOS_Sortino Ratio": 2.4885999471273905, "OOS_Calmar Ratio": 2.792666779947125, "OOS_Max Drawdown %": -22.3282809054828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f61a45ef767e5d98990f5fe36455ce26b20c233e9ce795666002995a26339eee", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -719.95, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "12c00330178dbfa0556c3f8e3e9269d7da6ff3ec676e4a698352ea0907411515", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 40.125096389535116, \"dd_pct\": -55.72346034740898, \"calmar\": 0.7206565940440027, \"cagr_pct\": 40.157479142309796, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 69.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8319378894057317, \"sortino\": 1.2049402068129746}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.48808890345342, \"dd_pct\": -67.72636736135217, \"calmar\": -0.9673223334816805, \"cagr_pct\": -65.51322771422072, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 79.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7606476431822757, \"sortino\": -2.331290646301323}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 135.88835641829834, \"dd_pct\": -22.05479961039555, \"calmar\": 6.167684804541718, \"cagr_pct\": 136.0270524242492, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 94.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2649110445540774, \"sortino\": 3.5874351860051426}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.53526668802818, \"dd_pct\": -42.708610069712506, \"calmar\": 0.39920331045651075, \"cagr_pct\": 17.0494185248255, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.97445255474453, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5662258840819258, \"sortino\": 0.7951948707398968}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 86.86959115348299, \"dd_pct\": -26.900539188172345, \"calmar\": 3.2322636379100427, \"cagr_pct\": 86.94963465810362, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.72602739726028, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7643022478427257, \"sortino\": 2.6970699703710816}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.407377756922955, \"dd_pct\": -36.05995272664606, \"calmar\": -1.4084437917948214, \"cagr_pct\": -50.788416550259385, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.0728476821192, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3290381650589196, \"sortino\": -1.7786868521587764}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.2178598776665, \"dd_pct\": -74.51519387082094, \"calmar\": 0.38258626935527507, \"cagr_pct\": 28.508490033322442, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 81.53220451527224, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7299983511348563, \"sortino\": 1.0538044677368932}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 342.1620748877932, \"dd_pct\": -66.46756256107919, \"calmar\": 0.9311690630796345, \"cagr_pct\": 61.8925379551871, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 75.15527950310559, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0924361652178984, \"sortino\": 1.594670703341158}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.94294983993132, \"dd_pct\": -74.515193870821, \"calmar\": 0.16017468910760296, \"cagr_pct\": 11.935448012051515, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 85.34482758620689, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4764221579361427, \"sortino\": 0.6814028669558048}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 25.885399762058437, \"dd_pct\": -22.3282809054828, \"calmar\": 2.792666779947125, \"cagr_pct\": 62.35544833806953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.88760806916427, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.55363341468266, \"sortino\": 2.4885999471273905}]", "Additional_Threshold_Budget": 0, "Total Trades": 46, "Total P&L %": 691.2178598776665, "Sharpe Ratio": 0.7299983511348563, "Sortino Ratio": 1.0538044677368932, "Calmar Ratio": 0.38258626935527507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.51519387082094, "% In Market": 81.53220451527224, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9311690630796345, "Sub1_Sortino": 1.594670703341158, "Sub1_Trades": 21, "Sub2_Calmar": 0.16017468910760296, "Sub2_Sortino": 0.6814028669558048, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 25.885399762058437, "OOS_Sortino Ratio": 2.4885999471273905, "OOS_Calmar Ratio": 2.792666779947125, "OOS_Max Drawdown %": -22.3282809054828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f61a45ef767e5d98990f5fe36455ce26b20c233e9ce795666002995a26339eee", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -719.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "3e3f910b2e3319bd995c71f878249be6105e8cea1406475aea95351665035345", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 40.125096389535116, \"dd_pct\": -55.72346034740898, \"calmar\": 0.7206565940440027, \"cagr_pct\": 40.157479142309796, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 69.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8319378894057317, \"sortino\": 1.2049402068129746}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -65.48808890345342, \"dd_pct\": -67.72636736135217, \"calmar\": -0.9673223334816805, \"cagr_pct\": -65.51322771422072, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 79.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7606476431822757, \"sortino\": -2.331290646301323}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 135.88835641829834, \"dd_pct\": -22.05479961039555, \"calmar\": 6.167684804541718, \"cagr_pct\": 136.0270524242492, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 94.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2649110445540774, \"sortino\": 3.5874351860051426}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 12.53526668802818, \"dd_pct\": -42.708610069712506, \"calmar\": 0.39920331045651075, \"cagr_pct\": 17.0494185248255, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.97445255474453, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5662258840819258, \"sortino\": 0.7951948707398968}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 86.86959115348299, \"dd_pct\": -26.900539188172345, \"calmar\": 3.2322636379100427, \"cagr_pct\": 86.94963465810362, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 89.72602739726028, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7643022478427257, \"sortino\": 2.6970699703710816}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.407377756922955, \"dd_pct\": -36.05995272664606, \"calmar\": -1.4084437917948214, \"cagr_pct\": -50.788416550259385, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.0728476821192, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3290381650589196, \"sortino\": -1.7786868521587764}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.2178598776665, \"dd_pct\": -74.51519387082094, \"calmar\": 0.38258626935527507, \"cagr_pct\": 28.508490033322442, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 81.53220451527224, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7299983511348563, \"sortino\": 1.0538044677368932}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 342.1620748877932, \"dd_pct\": -66.46756256107919, \"calmar\": 0.9311690630796345, \"cagr_pct\": 61.8925379551871, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 75.15527950310559, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0924361652178984, \"sortino\": 1.594670703341158}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 78.94294983993132, \"dd_pct\": -74.515193870821, \"calmar\": 0.16017468910760296, \"cagr_pct\": 11.935448012051515, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 85.34482758620689, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4764221579361427, \"sortino\": 0.6814028669558048}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 25.885399762058437, \"dd_pct\": -22.3282809054828, \"calmar\": 2.792666779947125, \"cagr_pct\": 62.35544833806953, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.88760806916427, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.55363341468266, \"sortino\": 2.4885999471273905}]", "Additional_Threshold_Budget": 0, "Total Trades": 46, "Total P&L %": 691.2178598776665, "Sharpe Ratio": 0.7299983511348563, "Sortino Ratio": 1.0538044677368932, "Calmar Ratio": 0.38258626935527507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.51519387082094, "% In Market": 81.53220451527224, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9311690630796345, "Sub1_Sortino": 1.594670703341158, "Sub1_Trades": 21, "Sub2_Calmar": 0.16017468910760296, "Sub2_Sortino": 0.6814028669558048, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 25.885399762058437, "OOS_Sortino Ratio": 2.4885999471273905, "OOS_Calmar Ratio": 2.792666779947125, "OOS_Max Drawdown %": -22.3282809054828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f61a45ef767e5d98990f5fe36455ce26b20c233e9ce795666002995a26339eee", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -580.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "c8cf1eb2755fb8f1bfe8fe7188fdaead95ca73d5fd59a1c495f57bb8276a59a0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 57.86537143439574, \"dd_pct\": -54.07526828608902, \"calmar\": 1.0710024892920877, \"cagr_pct\": 57.91474694353883, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.86301369863013, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9629532741264537, \"sortino\": 1.3950494204168837}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 141.07650003043318, \"dd_pct\": -20.080465610039255, \"calmar\": 7.032797133519788, \"cagr_pct\": 141.22184098202675, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4386296034811052, \"sortino\": 3.847779958920306}, {\"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\": 76.13014528799387, \"dd_pct\": -29.51024924618593, \"calmar\": 2.5821010482076616, \"cagr_pct\": 76.19844551144604, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.38356164383562, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.478235728299627, \"sortino\": 2.2090122167634125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25038282113498, \"dd_pct\": -47.56850564735819, \"calmar\": -1.4212625514190245, \"cagr_pct\": -67.60733570355455, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 85.9271523178808, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.0847181953817975, \"sortino\": -2.6962238821254796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.10450215897941, \"dd_pct\": -87.87872656598263, \"calmar\": 0.14455973510556308, \"cagr_pct\": 12.703725433792659, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 91.97377158034529, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5087249306351432, \"sortino\": 0.721498601951037}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 19.038824227057873, \"dd_pct\": -87.87872656598263, \"calmar\": 0.06612285388198597, \"cagr_pct\": 5.810792196057467, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.1206743566992, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.44431464362293904, \"sortino\": 0.6228131827856646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 125.22442060380881, \"dd_pct\": -77.08431703376036, \"calmar\": 0.22102441019178284, \"cagr_pct\": 17.03751570742328, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 97.86472148541114, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5614731058323539, \"sortino\": 0.805202803733604}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.2428188902330337, \"dd_pct\": -29.324151804243282, \"calmar\": 0.16300955994102476, \"cagr_pct\": 4.780117081253504, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.76657060518733, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.30517874691533536, \"sortino\": 0.44401087357856484}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 168.10450215897941, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.87872656598263, "% In Market": 91.97377158034529, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 2.2428188902330337, "OOS_Sortino Ratio": 0.44401087357856484, "OOS_Calmar Ratio": 0.16300955994102476, "OOS_Max Drawdown %": -29.324151804243282, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 58, "source": "diagnostic_center", "Policy": "canonical", "center_id": "460e9de7f334f1979bf4bc2dfa603aeee1c4e739289e8a98af7816c98153de08", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -581.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "bef5e3d0b4b7e53b568eb5cfb948eb99a5cdac69647d2a56016e2835e8734b85", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 57.86537143439574, \"dd_pct\": -54.07526828608902, \"calmar\": 1.0710024892920877, \"cagr_pct\": 57.91474694353883, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.86301369863013, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9629532741264537, \"sortino\": 1.3950494204168837}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 141.07650003043318, \"dd_pct\": -20.080465610039255, \"calmar\": 7.032797133519788, \"cagr_pct\": 141.22184098202675, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4386296034811052, \"sortino\": 3.847779958920306}, {\"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\": 76.13014528799387, \"dd_pct\": -29.51024924618593, \"calmar\": 2.5821010482076616, \"cagr_pct\": 76.19844551144604, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.38356164383562, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.478235728299627, \"sortino\": 2.2090122167634125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25038282113498, \"dd_pct\": -47.56850564735819, \"calmar\": -1.4212625514190245, \"cagr_pct\": -67.60733570355455, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 85.9271523178808, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.0847181953817975, \"sortino\": -2.6962238821254796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.10450215897941, \"dd_pct\": -87.87872656598263, \"calmar\": 0.14455973510556308, \"cagr_pct\": 12.703725433792659, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 91.97377158034529, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5087249306351432, \"sortino\": 0.721498601951037}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 19.038824227057873, \"dd_pct\": -87.87872656598263, \"calmar\": 0.06612285388198597, \"cagr_pct\": 5.810792196057467, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.1206743566992, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.44431464362293904, \"sortino\": 0.6228131827856646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 125.22442060380881, \"dd_pct\": -77.08431703376036, \"calmar\": 0.22102441019178284, \"cagr_pct\": 17.03751570742328, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 97.86472148541114, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5614731058323539, \"sortino\": 0.805202803733604}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.2428188902330337, \"dd_pct\": -29.324151804243282, \"calmar\": 0.16300955994102476, \"cagr_pct\": 4.780117081253504, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.76657060518733, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.30517874691533536, \"sortino\": 0.44401087357856484}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 168.10450215897941, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.87872656598263, "% In Market": 91.97377158034529, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 2.2428188902330337, "OOS_Sortino Ratio": 0.44401087357856484, "OOS_Calmar Ratio": 0.16300955994102476, "OOS_Max Drawdown %": -29.324151804243282, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 60, "source": "diagnostic_center", "Policy": "canonical", "center_id": "460e9de7f334f1979bf4bc2dfa603aeee1c4e739289e8a98af7816c98153de08", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -580.05, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "11b1272d40f6d465a38bc446ae09b3f0e2891e27cda310516ec2fd7fcdd32b13", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 57.86537143439574, \"dd_pct\": -54.07526828608902, \"calmar\": 1.0710024892920877, \"cagr_pct\": 57.91474694353883, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.86301369863013, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9629532741264537, \"sortino\": 1.3950494204168837}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 141.07650003043318, \"dd_pct\": -20.080465610039255, \"calmar\": 7.032797133519788, \"cagr_pct\": 141.22184098202675, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4386296034811052, \"sortino\": 3.847779958920306}, {\"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\": 76.13014528799387, \"dd_pct\": -29.51024924618593, \"calmar\": 2.5821010482076616, \"cagr_pct\": 76.19844551144604, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.38356164383562, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.478235728299627, \"sortino\": 2.2090122167634125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25038282113498, \"dd_pct\": -47.56850564735819, \"calmar\": -1.4212625514190245, \"cagr_pct\": -67.60733570355455, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 85.9271523178808, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.0847181953817975, \"sortino\": -2.6962238821254796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.10450215897941, \"dd_pct\": -87.87872656598263, \"calmar\": 0.14455973510556308, \"cagr_pct\": 12.703725433792659, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 91.97377158034529, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5087249306351432, \"sortino\": 0.721498601951037}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 19.038824227057873, \"dd_pct\": -87.87872656598263, \"calmar\": 0.06612285388198597, \"cagr_pct\": 5.810792196057467, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.1206743566992, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.44431464362293904, \"sortino\": 0.6228131827856646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 125.22442060380881, \"dd_pct\": -77.08431703376036, \"calmar\": 0.22102441019178284, \"cagr_pct\": 17.03751570742328, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 97.86472148541114, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5614731058323539, \"sortino\": 0.805202803733604}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.2428188902330337, \"dd_pct\": -29.324151804243282, \"calmar\": 0.16300955994102476, \"cagr_pct\": 4.780117081253504, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.76657060518733, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.30517874691533536, \"sortino\": 0.44401087357856484}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 168.10450215897941, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.87872656598263, "% In Market": 91.97377158034529, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 2.2428188902330337, "OOS_Sortino Ratio": 0.44401087357856484, "OOS_Calmar Ratio": 0.16300955994102476, "OOS_Max Drawdown %": -29.324151804243282, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 58, "source": "diagnostic_center", "Policy": "canonical", "center_id": "460e9de7f334f1979bf4bc2dfa603aeee1c4e739289e8a98af7816c98153de08", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -579.95, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "26ff4fd48f835f0ae7b5a57f4e5e5324dd100bd5c736060695597d9872088042", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 57.86537143439574, \"dd_pct\": -54.07526828608902, \"calmar\": 1.0710024892920877, \"cagr_pct\": 57.91474694353883, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.86301369863013, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9629532741264537, \"sortino\": 1.3950494204168837}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 141.07650003043318, \"dd_pct\": -20.080465610039255, \"calmar\": 7.032797133519788, \"cagr_pct\": 141.22184098202675, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4386296034811052, \"sortino\": 3.847779958920306}, {\"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\": 76.13014528799387, \"dd_pct\": -29.51024924618593, \"calmar\": 2.5821010482076616, \"cagr_pct\": 76.19844551144604, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.38356164383562, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.478235728299627, \"sortino\": 2.2090122167634125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25038282113498, \"dd_pct\": -47.56850564735819, \"calmar\": -1.4212625514190245, \"cagr_pct\": -67.60733570355455, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 85.9271523178808, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.0847181953817975, \"sortino\": -2.6962238821254796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.10450215897941, \"dd_pct\": -87.87872656598263, \"calmar\": 0.14455973510556308, \"cagr_pct\": 12.703725433792659, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 91.97377158034529, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5087249306351432, \"sortino\": 0.721498601951037}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 19.038824227057873, \"dd_pct\": -87.87872656598263, \"calmar\": 0.06612285388198597, \"cagr_pct\": 5.810792196057467, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.1206743566992, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.44431464362293904, \"sortino\": 0.6228131827856646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 125.22442060380881, \"dd_pct\": -77.08431703376036, \"calmar\": 0.22102441019178284, \"cagr_pct\": 17.03751570742328, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 97.86472148541114, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5614731058323539, \"sortino\": 0.805202803733604}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.2428188902330337, \"dd_pct\": -29.324151804243282, \"calmar\": 0.16300955994102476, \"cagr_pct\": 4.780117081253504, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.76657060518733, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.30517874691533536, \"sortino\": 0.44401087357856484}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 168.10450215897941, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.87872656598263, "% In Market": 91.97377158034529, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 2.2428188902330337, "OOS_Sortino Ratio": 0.44401087357856484, "OOS_Calmar Ratio": 0.16300955994102476, "OOS_Max Drawdown %": -29.324151804243282, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 58, "source": "diagnostic_center", "Policy": "canonical", "center_id": "460e9de7f334f1979bf4bc2dfa603aeee1c4e739289e8a98af7816c98153de08", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -579.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "c6b418463ec1d29f742ffb8fc876977d4e8dab6e39a17e6af4adef7a69ab44e0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 57.86537143439574, \"dd_pct\": -54.07526828608902, \"calmar\": 1.0710024892920877, \"cagr_pct\": 57.91474694353883, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.86301369863013, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9629532741264537, \"sortino\": 1.3950494204168837}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 142.28403594375328, \"dd_pct\": -20.080465610039177, \"calmar\": 7.093009560285649, \"cagr_pct\": 142.4309345469951, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.02739726027397, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.430314145441252, \"sortino\": 3.819824295177771}, {\"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\": 76.13014528799387, \"dd_pct\": -29.51024924618593, \"calmar\": 2.5821010482076616, \"cagr_pct\": 76.19844551144604, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.38356164383562, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.478235728299627, \"sortino\": 2.2090122167634125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25038282113498, \"dd_pct\": -47.56850564735819, \"calmar\": -1.4212625514190245, \"cagr_pct\": -67.60733570355455, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 85.9271523178808, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.0847181953817975, \"sortino\": -2.6962238821254796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 169.44741951027194, \"dd_pct\": -87.87872656598263, \"calmar\": 0.1453370215860222, \"cagr_pct\": 12.77203237987236, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 92.03187250996015, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5097308301248915, \"sortino\": 0.7228861806875696}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 19.038824227057873, \"dd_pct\": -87.87872656598263, \"calmar\": 0.06612285388198597, \"cagr_pct\": 5.810792196057467, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.1206743566992, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.44431464362293904, \"sortino\": 0.6228131827856646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 126.35255452147169, \"dd_pct\": -77.08431703376036, \"calmar\": 0.22249505551968454, \"cagr_pct\": 17.150879398123475, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 97.95755968169762, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5631464024754798, \"sortino\": 0.8075006524392311}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.2428188902330337, \"dd_pct\": -29.324151804243282, \"calmar\": 0.16300955994102476, \"cagr_pct\": 4.780117081253504, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.76657060518733, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.30517874691533536, \"sortino\": 0.44401087357856484}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 169.44741951027194, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.87872656598263, "% In Market": 92.03187250996015, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 2.2428188902330337, "OOS_Sortino Ratio": 0.44401087357856484, "OOS_Calmar Ratio": 0.16300955994102476, "OOS_Max Drawdown %": -29.324151804243282, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "460e9de7f334f1979bf4bc2dfa603aeee1c4e739289e8a98af7816c98153de08", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -580.0, "i_long_exit_activation_threshold": 219.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "63ec3723ad4a2ec354756449207d07781876e60f7c8ae69b2a785794252614d1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 57.86537143439574, \"dd_pct\": -54.07526828608902, \"calmar\": 1.0710024892920877, \"cagr_pct\": 57.91474694353883, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.86301369863013, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9629532741264537, \"sortino\": 1.3950494204168837}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 141.07650003043318, \"dd_pct\": -20.080465610039255, \"calmar\": 7.032797133519788, \"cagr_pct\": 141.22184098202675, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4386296034811052, \"sortino\": 3.847779958920306}, {\"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\": 76.13014528799387, \"dd_pct\": -29.51024924618593, \"calmar\": 2.5821010482076616, \"cagr_pct\": 76.19844551144604, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.38356164383562, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.478235728299627, \"sortino\": 2.2090122167634125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25038282113498, \"dd_pct\": -47.56850564735819, \"calmar\": -1.4212625514190245, \"cagr_pct\": -67.60733570355455, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 85.9271523178808, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.0847181953817975, \"sortino\": -2.6962238821254796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.10450215897941, \"dd_pct\": -87.87872656598263, \"calmar\": 0.14455973510556308, \"cagr_pct\": 12.703725433792659, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 91.97377158034529, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5087249306351432, \"sortino\": 0.721498601951037}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 19.038824227057873, \"dd_pct\": -87.87872656598263, \"calmar\": 0.06612285388198597, \"cagr_pct\": 5.810792196057467, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.1206743566992, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.44431464362293904, \"sortino\": 0.6228131827856646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 125.22442060380881, \"dd_pct\": -77.08431703376036, \"calmar\": 0.22102441019178284, \"cagr_pct\": 17.03751570742328, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 97.86472148541114, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5614731058323539, \"sortino\": 0.805202803733604}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.2428188902330337, \"dd_pct\": -29.324151804243282, \"calmar\": 0.16300955994102476, \"cagr_pct\": 4.780117081253504, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.76657060518733, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.30517874691533536, \"sortino\": 0.44401087357856484}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 168.10450215897941, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.87872656598263, "% In Market": 91.97377158034529, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 2.2428188902330337, "OOS_Sortino Ratio": 0.44401087357856484, "OOS_Calmar Ratio": 0.16300955994102476, "OOS_Max Drawdown %": -29.324151804243282, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "460e9de7f334f1979bf4bc2dfa603aeee1c4e739289e8a98af7816c98153de08", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -580.0, "i_long_exit_activation_threshold": 219.95, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "dcd133e643ec352a9d479213302d296b380a464250e2968f7c7745a9c99746c4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 57.86537143439574, \"dd_pct\": -54.07526828608902, \"calmar\": 1.0710024892920877, \"cagr_pct\": 57.91474694353883, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.86301369863013, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9629532741264537, \"sortino\": 1.3950494204168837}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 141.07650003043318, \"dd_pct\": -20.080465610039255, \"calmar\": 7.032797133519788, \"cagr_pct\": 141.22184098202675, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4386296034811052, \"sortino\": 3.847779958920306}, {\"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\": 76.13014528799387, \"dd_pct\": -29.51024924618593, \"calmar\": 2.5821010482076616, \"cagr_pct\": 76.19844551144604, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.38356164383562, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.478235728299627, \"sortino\": 2.2090122167634125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25038282113498, \"dd_pct\": -47.56850564735819, \"calmar\": -1.4212625514190245, \"cagr_pct\": -67.60733570355455, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 85.9271523178808, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.0847181953817975, \"sortino\": -2.6962238821254796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.10450215897941, \"dd_pct\": -87.87872656598263, \"calmar\": 0.14455973510556308, \"cagr_pct\": 12.703725433792659, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 91.97377158034529, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5087249306351432, \"sortino\": 0.721498601951037}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 19.038824227057873, \"dd_pct\": -87.87872656598263, \"calmar\": 0.06612285388198597, \"cagr_pct\": 5.810792196057467, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.1206743566992, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.44431464362293904, \"sortino\": 0.6228131827856646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 125.22442060380881, \"dd_pct\": -77.08431703376036, \"calmar\": 0.22102441019178284, \"cagr_pct\": 17.03751570742328, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 97.86472148541114, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5614731058323539, \"sortino\": 0.805202803733604}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.2428188902330337, \"dd_pct\": -29.324151804243282, \"calmar\": 0.16300955994102476, \"cagr_pct\": 4.780117081253504, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.76657060518733, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.30517874691533536, \"sortino\": 0.44401087357856484}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 168.10450215897941, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.87872656598263, "% In Market": 91.97377158034529, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 2.2428188902330337, "OOS_Sortino Ratio": 0.44401087357856484, "OOS_Calmar Ratio": 0.16300955994102476, "OOS_Max Drawdown %": -29.324151804243282, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 58, "source": "diagnostic_center", "Policy": "canonical", "center_id": "460e9de7f334f1979bf4bc2dfa603aeee1c4e739289e8a98af7816c98153de08", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -580.0, "i_long_exit_activation_threshold": 220.05, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "4c83b35fbf56347eeac98739d37f0e1b9d7e52d7dcb9cd24e3b480a385a1f2ef", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 57.86537143439574, \"dd_pct\": -54.07526828608902, \"calmar\": 1.0710024892920877, \"cagr_pct\": 57.91474694353883, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.86301369863013, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9629532741264537, \"sortino\": 1.3950494204168837}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 141.07650003043318, \"dd_pct\": -20.080465610039255, \"calmar\": 7.032797133519788, \"cagr_pct\": 141.22184098202675, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4386296034811052, \"sortino\": 3.847779958920306}, {\"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\": 76.13014528799387, \"dd_pct\": -29.51024924618593, \"calmar\": 2.5821010482076616, \"cagr_pct\": 76.19844551144604, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.38356164383562, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.478235728299627, \"sortino\": 2.2090122167634125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25038282113498, \"dd_pct\": -47.56850564735819, \"calmar\": -1.4212625514190245, \"cagr_pct\": -67.60733570355455, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 85.9271523178808, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.0847181953817975, \"sortino\": -2.6962238821254796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.10450215897941, \"dd_pct\": -87.87872656598263, \"calmar\": 0.14455973510556308, \"cagr_pct\": 12.703725433792659, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 91.97377158034529, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5087249306351432, \"sortino\": 0.721498601951037}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 19.038824227057873, \"dd_pct\": -87.87872656598263, \"calmar\": 0.06612285388198597, \"cagr_pct\": 5.810792196057467, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.1206743566992, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.44431464362293904, \"sortino\": 0.6228131827856646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 125.22442060380881, \"dd_pct\": -77.08431703376036, \"calmar\": 0.22102441019178284, \"cagr_pct\": 17.03751570742328, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 97.86472148541114, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5614731058323539, \"sortino\": 0.805202803733604}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.2428188902330337, \"dd_pct\": -29.324151804243282, \"calmar\": 0.16300955994102476, \"cagr_pct\": 4.780117081253504, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.76657060518733, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.30517874691533536, \"sortino\": 0.44401087357856484}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 168.10450215897941, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.87872656598263, "% In Market": 91.97377158034529, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 2.2428188902330337, "OOS_Sortino Ratio": 0.44401087357856484, "OOS_Calmar Ratio": 0.16300955994102476, "OOS_Max Drawdown %": -29.324151804243282, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 58, "source": "diagnostic_center", "Policy": "canonical", "center_id": "460e9de7f334f1979bf4bc2dfa603aeee1c4e739289e8a98af7816c98153de08", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -580.0, "i_long_exit_activation_threshold": 221.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "0cf8e1b45a3e313672eba1a379c952ee16ca5946240ed14a08b71ee4794c92e6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 57.86537143439574, \"dd_pct\": -54.07526828608902, \"calmar\": 1.0710024892920877, \"cagr_pct\": 57.91474694353883, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.86301369863013, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9629532741264537, \"sortino\": 1.3950494204168837}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 141.07650003043318, \"dd_pct\": -20.080465610039255, \"calmar\": 7.032797133519788, \"cagr_pct\": 141.22184098202675, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4386296034811052, \"sortino\": 3.847779958920306}, {\"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\": 76.13014528799387, \"dd_pct\": -29.51024924618593, \"calmar\": 2.5821010482076616, \"cagr_pct\": 76.19844551144604, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.38356164383562, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.478235728299627, \"sortino\": 2.2090122167634125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25038282113498, \"dd_pct\": -47.56850564735819, \"calmar\": -1.4212625514190245, \"cagr_pct\": -67.60733570355455, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 85.9271523178808, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.0847181953817975, \"sortino\": -2.6962238821254796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.10450215897941, \"dd_pct\": -87.87872656598263, \"calmar\": 0.14455973510556308, \"cagr_pct\": 12.703725433792659, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 91.97377158034529, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5087249306351432, \"sortino\": 0.721498601951037}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 19.038824227057873, \"dd_pct\": -87.87872656598263, \"calmar\": 0.06612285388198597, \"cagr_pct\": 5.810792196057467, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.1206743566992, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.44431464362293904, \"sortino\": 0.6228131827856646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 125.22442060380881, \"dd_pct\": -77.08431703376036, \"calmar\": 0.22102441019178284, \"cagr_pct\": 17.03751570742328, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 97.86472148541114, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5614731058323539, \"sortino\": 0.805202803733604}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.2428188902330337, \"dd_pct\": -29.324151804243282, \"calmar\": 0.16300955994102476, \"cagr_pct\": 4.780117081253504, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.76657060518733, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.30517874691533536, \"sortino\": 0.44401087357856484}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 168.10450215897941, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.87872656598263, "% In Market": 91.97377158034529, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 2.2428188902330337, "OOS_Sortino Ratio": 0.44401087357856484, "OOS_Calmar Ratio": 0.16300955994102476, "OOS_Max Drawdown %": -29.324151804243282, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "460e9de7f334f1979bf4bc2dfa603aeee1c4e739289e8a98af7816c98153de08", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -580.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -731.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "e39b449948551a40bc807d70fafbfc6442a85378208fa46062cb36343f3d5db9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 57.86537143439574, \"dd_pct\": -54.07526828608902, \"calmar\": 1.0710024892920877, \"cagr_pct\": 57.91474694353883, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.86301369863013, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9629532741264537, \"sortino\": 1.3950494204168837}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 141.07650003043318, \"dd_pct\": -20.080465610039255, \"calmar\": 7.032797133519788, \"cagr_pct\": 141.22184098202675, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4386296034811052, \"sortino\": 3.847779958920306}, {\"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\": 76.13014528799387, \"dd_pct\": -29.51024924618593, \"calmar\": 2.5821010482076616, \"cagr_pct\": 76.19844551144604, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.38356164383562, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.478235728299627, \"sortino\": 2.2090122167634125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25038282113498, \"dd_pct\": -47.56850564735819, \"calmar\": -1.4212625514190245, \"cagr_pct\": -67.60733570355455, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 85.9271523178808, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.0847181953817975, \"sortino\": -2.6962238821254796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.10450215897941, \"dd_pct\": -87.87872656598263, \"calmar\": 0.14455973510556308, \"cagr_pct\": 12.703725433792659, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 91.97377158034529, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5087249306351432, \"sortino\": 0.721498601951037}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 19.038824227057873, \"dd_pct\": -87.87872656598263, \"calmar\": 0.06612285388198597, \"cagr_pct\": 5.810792196057467, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.1206743566992, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.44431464362293904, \"sortino\": 0.6228131827856646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 125.22442060380881, \"dd_pct\": -77.08431703376036, \"calmar\": 0.22102441019178284, \"cagr_pct\": 17.03751570742328, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 97.86472148541114, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5614731058323539, \"sortino\": 0.805202803733604}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.2428188902330337, \"dd_pct\": -29.324151804243282, \"calmar\": 0.16300955994102476, \"cagr_pct\": 4.780117081253504, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.76657060518733, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.30517874691533536, \"sortino\": 0.44401087357856484}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 168.10450215897941, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.87872656598263, "% In Market": 91.97377158034529, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 2.2428188902330337, "OOS_Sortino Ratio": 0.44401087357856484, "OOS_Calmar Ratio": 0.16300955994102476, "OOS_Max Drawdown %": -29.324151804243282, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 55, "source": "diagnostic_center", "Policy": "canonical", "center_id": "460e9de7f334f1979bf4bc2dfa603aeee1c4e739289e8a98af7816c98153de08", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -580.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -730.05, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "9087bb8a9857006803bb586dddba306029f460190e1d6c8f6f75c5ce64882f1d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 57.86537143439574, \"dd_pct\": -54.07526828608902, \"calmar\": 1.0710024892920877, \"cagr_pct\": 57.91474694353883, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.86301369863013, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9629532741264537, \"sortino\": 1.3950494204168837}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 141.07650003043318, \"dd_pct\": -20.080465610039255, \"calmar\": 7.032797133519788, \"cagr_pct\": 141.22184098202675, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4386296034811052, \"sortino\": 3.847779958920306}, {\"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\": 76.13014528799387, \"dd_pct\": -29.51024924618593, \"calmar\": 2.5821010482076616, \"cagr_pct\": 76.19844551144604, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.38356164383562, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.478235728299627, \"sortino\": 2.2090122167634125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25038282113498, \"dd_pct\": -47.56850564735819, \"calmar\": -1.4212625514190245, \"cagr_pct\": -67.60733570355455, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 85.9271523178808, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.0847181953817975, \"sortino\": -2.6962238821254796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.10450215897941, \"dd_pct\": -87.87872656598263, \"calmar\": 0.14455973510556308, \"cagr_pct\": 12.703725433792659, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 91.97377158034529, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5087249306351432, \"sortino\": 0.721498601951037}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 19.038824227057873, \"dd_pct\": -87.87872656598263, \"calmar\": 0.06612285388198597, \"cagr_pct\": 5.810792196057467, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.1206743566992, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.44431464362293904, \"sortino\": 0.6228131827856646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 125.22442060380881, \"dd_pct\": -77.08431703376036, \"calmar\": 0.22102441019178284, \"cagr_pct\": 17.03751570742328, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 97.86472148541114, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5614731058323539, \"sortino\": 0.805202803733604}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.2428188902330337, \"dd_pct\": -29.324151804243282, \"calmar\": 0.16300955994102476, \"cagr_pct\": 4.780117081253504, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.76657060518733, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.30517874691533536, \"sortino\": 0.44401087357856484}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 168.10450215897941, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.87872656598263, "% In Market": 91.97377158034529, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 2.2428188902330337, "OOS_Sortino Ratio": 0.44401087357856484, "OOS_Calmar Ratio": 0.16300955994102476, "OOS_Max Drawdown %": -29.324151804243282, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 56, "source": "diagnostic_center", "Policy": "canonical", "center_id": "460e9de7f334f1979bf4bc2dfa603aeee1c4e739289e8a98af7816c98153de08", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -580.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -729.95, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "77e5bbbf0d7b23edb6b13decd94906f7c79b6c65041ebd1c863cc39beca88539", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 57.86537143439574, \"dd_pct\": -54.07526828608902, \"calmar\": 1.0710024892920877, \"cagr_pct\": 57.91474694353883, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.86301369863013, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9629532741264537, \"sortino\": 1.3950494204168837}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 141.07650003043318, \"dd_pct\": -20.080465610039255, \"calmar\": 7.032797133519788, \"cagr_pct\": 141.22184098202675, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4386296034811052, \"sortino\": 3.847779958920306}, {\"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\": 76.13014528799387, \"dd_pct\": -29.51024924618593, \"calmar\": 2.5821010482076616, \"cagr_pct\": 76.19844551144604, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.38356164383562, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.478235728299627, \"sortino\": 2.2090122167634125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25038282113498, \"dd_pct\": -47.56850564735819, \"calmar\": -1.4212625514190245, \"cagr_pct\": -67.60733570355455, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 85.9271523178808, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.0847181953817975, \"sortino\": -2.6962238821254796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.10450215897941, \"dd_pct\": -87.87872656598263, \"calmar\": 0.14455973510556308, \"cagr_pct\": 12.703725433792659, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 91.97377158034529, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5087249306351432, \"sortino\": 0.721498601951037}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 19.038824227057873, \"dd_pct\": -87.87872656598263, \"calmar\": 0.06612285388198597, \"cagr_pct\": 5.810792196057467, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.1206743566992, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.44431464362293904, \"sortino\": 0.6228131827856646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 125.22442060380881, \"dd_pct\": -77.08431703376036, \"calmar\": 0.22102441019178284, \"cagr_pct\": 17.03751570742328, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 97.86472148541114, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5614731058323539, \"sortino\": 0.805202803733604}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.2428188902330337, \"dd_pct\": -29.324151804243282, \"calmar\": 0.16300955994102476, \"cagr_pct\": 4.780117081253504, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.76657060518733, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.30517874691533536, \"sortino\": 0.44401087357856484}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 168.10450215897941, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.87872656598263, "% In Market": 91.97377158034529, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 2.2428188902330337, "OOS_Sortino Ratio": 0.44401087357856484, "OOS_Calmar Ratio": 0.16300955994102476, "OOS_Max Drawdown %": -29.324151804243282, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 58, "source": "diagnostic_center", "Policy": "canonical", "center_id": "460e9de7f334f1979bf4bc2dfa603aeee1c4e739289e8a98af7816c98153de08", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -580.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -729.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "949b21312284989ac38ee598b4a6bebb1f7992b6aa32874b8e553c9cb0937f0a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 57.86537143439574, \"dd_pct\": -54.07526828608902, \"calmar\": 1.0710024892920877, \"cagr_pct\": 57.91474694353883, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.86301369863013, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9629532741264537, \"sortino\": 1.3950494204168837}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 141.07650003043318, \"dd_pct\": -20.080465610039255, \"calmar\": 7.032797133519788, \"cagr_pct\": 141.22184098202675, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4386296034811052, \"sortino\": 3.847779958920306}, {\"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\": 76.13014528799387, \"dd_pct\": -29.51024924618593, \"calmar\": 2.5821010482076616, \"cagr_pct\": 76.19844551144604, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.38356164383562, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.478235728299627, \"sortino\": 2.2090122167634125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.25038282113498, \"dd_pct\": -47.56850564735819, \"calmar\": -1.4212625514190245, \"cagr_pct\": -67.60733570355455, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 85.9271523178808, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.0847181953817975, \"sortino\": -2.6962238821254796}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.10450215897941, \"dd_pct\": -87.87872656598263, \"calmar\": 0.14455973510556308, \"cagr_pct\": 12.703725433792659, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 91.97377158034529, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5087249306351432, \"sortino\": 0.721498601951037}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 19.038824227057873, \"dd_pct\": -87.87872656598263, \"calmar\": 0.06612285388198597, \"cagr_pct\": 5.810792196057467, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 82.1206743566992, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.44431464362293904, \"sortino\": 0.6228131827856646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 125.22442060380881, \"dd_pct\": -77.08431703376036, \"calmar\": 0.22102441019178284, \"cagr_pct\": 17.03751570742328, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 97.86472148541114, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5614731058323539, \"sortino\": 0.805202803733604}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 2.2428188902330337, \"dd_pct\": -29.324151804243282, \"calmar\": 0.16300955994102476, \"cagr_pct\": 4.780117081253504, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 72.76657060518733, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.30517874691533536, \"sortino\": 0.44401087357856484}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 168.10450215897941, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.87872656598263, "% In Market": 91.97377158034529, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 8, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 2.2428188902330337, "OOS_Sortino Ratio": 0.44401087357856484, "OOS_Calmar Ratio": 0.16300955994102476, "OOS_Max Drawdown %": -29.324151804243282, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "460e9de7f334f1979bf4bc2dfa603aeee1c4e739289e8a98af7816c98153de08", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -560.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "c080aa270d25f3439233a44997222a1dd9a140849ba1e637b081088c4ec8551d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.289680271982114, \"dd_pct\": -46.70295205419952, \"calmar\": 0.1776244760483945, \"cagr_pct\": 8.29558738854048, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 36.16438356164384, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.4103804023476032, \"sortino\": 0.5968197122250635}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.11233270062855905, \"dd_pct\": -20.777277313912922, \"calmar\": -0.005410217896976428, \"cagr_pct\": -0.11240959757417403, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1328708489987468, \"sortino\": 0.19078711412172245}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 29.593910885433683, \"dd_pct\": -19.9026537071903, \"calmar\": 1.4880891705486732, \"cagr_pct\": 29.616923446850286, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 50.95890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1047865638438445, \"sortino\": 1.6740420254023773}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 51.53168031490485, \"dd_pct\": -24.543237674512586, \"calmar\": 3.0161826710013995, \"cagr_pct\": 74.02688816413354, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 71.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.517761831251373, \"sortino\": 2.247177402482922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.874448640453792, \"dd_pct\": -34.26553794432533, \"calmar\": 0.2883811615015907, \"cagr_pct\": 9.881535631861366, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.43930423647564043, \"sortino\": 0.6354155808194286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.227152310446503, \"dd_pct\": -27.67665935331354, \"calmar\": -1.3924073108894945, \"cagr_pct\": -38.53718282455188, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 62.086092715231786, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2505106343800856, \"sortino\": -1.6447034359508095}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 533.755203031272, \"dd_pct\": -46.702952054199464, \"calmar\": 0.5373631365164041, \"cagr_pct\": 25.096444800419864, \"entries\": 65, \"exits\": 65, \"exposure_pct\": 43.29349269588313, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7796050078279545, \"sortino\": 1.1201854092078727}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 232.06930194445854, \"dd_pct\": -44.845030673291596, \"calmar\": 1.0602126084288972, \"cagr_pct\": 47.54526694520439, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 32.34250221827862, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1942314224753592, \"sortino\": 1.6922400977010195}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.8502831548297, \"dd_pct\": -46.70295205419952, \"calmar\": 0.2856667708483372, \"cagr_pct\": 13.341481502407893, \"entries\": 41, \"exits\": 42, \"exposure_pct\": 49.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213957450053037, \"sortino\": 0.7561414867494838}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.812182157756812, \"dd_pct\": -13.635800934707632, \"calmar\": 2.118686634979995, \"cagr_pct\": 28.889989197612785, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 41.78674351585015, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2985248144793433, \"sortino\": 2.180805414610832}]", "Additional_Threshold_Budget": 0, "Total Trades": 65, "Total P&L %": 533.755203031272, "Sharpe Ratio": 0.7796050078279545, "Sortino Ratio": 1.1201854092078727, "Calmar Ratio": 0.5373631365164041, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.702952054199464, "% In Market": 43.29349269588313, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.0602126084288972, "Sub1_Sortino": 1.6922400977010195, "Sub1_Trades": 24, "Sub2_Calmar": 0.2856667708483372, "Sub2_Sortino": 0.7561414867494838, "Sub2_Trades": 41, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.177624]", "OOS_Total Trades": 2, "OOS_Total P&L %": 12.812182157756812, "OOS_Sortino Ratio": 2.180805414610832, "OOS_Calmar Ratio": 2.118686634979995, "OOS_Max Drawdown %": -13.635800934707632, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89ff126534f98e854e68d6f494759c4086ff41805f49284d15b1d9f4bf459d50", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -561.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "78dee3db44bcb4a9af6169587759caf24b059adc316b54904133789c48e6e430", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.289680271982114, \"dd_pct\": -46.70295205419952, \"calmar\": 0.1776244760483945, \"cagr_pct\": 8.29558738854048, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 36.16438356164384, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.4103804023476032, \"sortino\": 0.5968197122250635}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.11233270062855905, \"dd_pct\": -20.777277313912922, \"calmar\": -0.005410217896976428, \"cagr_pct\": -0.11240959757417403, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1328708489987468, \"sortino\": 0.19078711412172245}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 22.397794228811563, \"dd_pct\": -24.556113068692753, \"calmar\": 0.9127966925507479, \"cagr_pct\": 22.414738791004943, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 53.15068493150685, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8733367548133376, \"sortino\": 1.2996123499587537}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 51.53168031490485, \"dd_pct\": -24.543237674512586, \"calmar\": 3.0161826710013995, \"cagr_pct\": 74.02688816413354, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 71.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.517761831251373, \"sortino\": 2.247177402482922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 17.705506249953263, \"dd_pct\": -29.580459969809645, \"calmar\": 0.5989984386442464, \"cagr_pct\": 17.718649336294607, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 71.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6279627230905764, \"sortino\": 0.9248169980546886}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.227152310446503, \"dd_pct\": -27.67665935331354, \"calmar\": -1.3924073108894945, \"cagr_pct\": -38.53718282455188, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 62.086092715231786, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2505106343800856, \"sortino\": -1.6447034359508095}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 469.80835405632763, \"dd_pct\": -46.702952054199464, \"calmar\": 0.5030368043696195, \"cagr_pct\": 23.493303755972057, \"entries\": 66, \"exits\": 66, \"exposure_pct\": 43.8496015936255, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7441451406213634, \"sortino\": 1.0688804669017882}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 195.0848668397359, \"dd_pct\": -44.845030673291596, \"calmar\": 0.9366825424982745, \"cagr_pct\": 42.005557349471886, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 32.98580301685892, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.090325450670392, \"sortino\": 1.540146238662475}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 93.09982248794707, \"dd_pct\": -46.70295205419952, \"calmar\": 0.291183355997025, \"cagr_pct\": 13.599122314109968, \"entries\": 41, \"exits\": 42, \"exposure_pct\": 50.3448275862069, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5271868562010945, \"sortino\": 0.765895567000308}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.812182157756812, \"dd_pct\": -13.635800934707632, \"calmar\": 2.118686634979995, \"cagr_pct\": 28.889989197612785, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 41.78674351585015, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2985248144793433, \"sortino\": 2.180805414610832}]", "Additional_Threshold_Budget": 0, "Total Trades": 66, "Total P&L %": 469.80835405632763, "Sharpe Ratio": 0.7441451406213634, "Sortino Ratio": 1.0688804669017882, "Calmar Ratio": 0.5030368043696195, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.702952054199464, "% In Market": 43.8496015936255, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9366825424982745, "Sub1_Sortino": 1.540146238662475, "Sub1_Trades": 25, "Sub2_Calmar": 0.291183355997025, "Sub2_Sortino": 0.765895567000308, "Sub2_Trades": 41, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.177624]", "OOS_Total Trades": 2, "OOS_Total P&L %": 12.812182157756812, "OOS_Sortino Ratio": 2.180805414610832, "OOS_Calmar Ratio": 2.118686634979995, "OOS_Max Drawdown %": -13.635800934707632, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89ff126534f98e854e68d6f494759c4086ff41805f49284d15b1d9f4bf459d50", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -560.05, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "992d85873af23a1a57e3304a0124a4b5ade059f5225eb7964667115671b54671", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.289680271982114, \"dd_pct\": -46.70295205419952, \"calmar\": 0.1776244760483945, \"cagr_pct\": 8.29558738854048, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 36.16438356164384, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.4103804023476032, \"sortino\": 0.5968197122250635}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.11233270062855905, \"dd_pct\": -20.777277313912922, \"calmar\": -0.005410217896976428, \"cagr_pct\": -0.11240959757417403, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1328708489987468, \"sortino\": 0.19078711412172245}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 29.593910885433683, \"dd_pct\": -19.9026537071903, \"calmar\": 1.4880891705486732, \"cagr_pct\": 29.616923446850286, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 50.95890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1047865638438445, \"sortino\": 1.6740420254023773}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 51.53168031490485, \"dd_pct\": -24.543237674512586, \"calmar\": 3.0161826710013995, \"cagr_pct\": 74.02688816413354, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 71.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.517761831251373, \"sortino\": 2.247177402482922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.874448640453792, \"dd_pct\": -34.26553794432533, \"calmar\": 0.2883811615015907, \"cagr_pct\": 9.881535631861366, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.43930423647564043, \"sortino\": 0.6354155808194286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.227152310446503, \"dd_pct\": -27.67665935331354, \"calmar\": -1.3924073108894945, \"cagr_pct\": -38.53718282455188, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 62.086092715231786, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2505106343800856, \"sortino\": -1.6447034359508095}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 533.755203031272, \"dd_pct\": -46.702952054199464, \"calmar\": 0.5373631365164041, \"cagr_pct\": 25.096444800419864, \"entries\": 65, \"exits\": 65, \"exposure_pct\": 43.29349269588313, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7796050078279545, \"sortino\": 1.1201854092078727}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 232.06930194445854, \"dd_pct\": -44.845030673291596, \"calmar\": 1.0602126084288972, \"cagr_pct\": 47.54526694520439, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 32.34250221827862, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1942314224753592, \"sortino\": 1.6922400977010195}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.8502831548297, \"dd_pct\": -46.70295205419952, \"calmar\": 0.2856667708483372, \"cagr_pct\": 13.341481502407893, \"entries\": 41, \"exits\": 42, \"exposure_pct\": 49.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213957450053037, \"sortino\": 0.7561414867494838}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.812182157756812, \"dd_pct\": -13.635800934707632, \"calmar\": 2.118686634979995, \"cagr_pct\": 28.889989197612785, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 41.78674351585015, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2985248144793433, \"sortino\": 2.180805414610832}]", "Additional_Threshold_Budget": 0, "Total Trades": 65, "Total P&L %": 533.755203031272, "Sharpe Ratio": 0.7796050078279545, "Sortino Ratio": 1.1201854092078727, "Calmar Ratio": 0.5373631365164041, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.702952054199464, "% In Market": 43.29349269588313, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.0602126084288972, "Sub1_Sortino": 1.6922400977010195, "Sub1_Trades": 24, "Sub2_Calmar": 0.2856667708483372, "Sub2_Sortino": 0.7561414867494838, "Sub2_Trades": 41, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.177624]", "OOS_Total Trades": 2, "OOS_Total P&L %": 12.812182157756812, "OOS_Sortino Ratio": 2.180805414610832, "OOS_Calmar Ratio": 2.118686634979995, "OOS_Max Drawdown %": -13.635800934707632, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89ff126534f98e854e68d6f494759c4086ff41805f49284d15b1d9f4bf459d50", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -559.95, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "f822c68267f7aabd65bc3a6bd8ccf303a7cdc699fd91de580f51dbfe079472ee", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.289680271982114, \"dd_pct\": -46.70295205419952, \"calmar\": 0.1776244760483945, \"cagr_pct\": 8.29558738854048, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 36.16438356164384, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.4103804023476032, \"sortino\": 0.5968197122250635}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.11233270062855905, \"dd_pct\": -20.777277313912922, \"calmar\": -0.005410217896976428, \"cagr_pct\": -0.11240959757417403, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1328708489987468, \"sortino\": 0.19078711412172245}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 29.593910885433683, \"dd_pct\": -19.9026537071903, \"calmar\": 1.4880891705486732, \"cagr_pct\": 29.616923446850286, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 50.95890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1047865638438445, \"sortino\": 1.6740420254023773}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 51.53168031490485, \"dd_pct\": -24.543237674512586, \"calmar\": 3.0161826710013995, \"cagr_pct\": 74.02688816413354, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 71.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.517761831251373, \"sortino\": 2.247177402482922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.874448640453792, \"dd_pct\": -34.26553794432533, \"calmar\": 0.2883811615015907, \"cagr_pct\": 9.881535631861366, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.43930423647564043, \"sortino\": 0.6354155808194286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.227152310446503, \"dd_pct\": -27.67665935331354, \"calmar\": -1.3924073108894945, \"cagr_pct\": -38.53718282455188, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 62.086092715231786, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2505106343800856, \"sortino\": -1.6447034359508095}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 534.4618672834162, \"dd_pct\": -46.7029520541995, \"calmar\": 0.5377251417136651, \"cagr_pct\": 25.11335151179093, \"entries\": 65, \"exits\": 65, \"exposure_pct\": 43.517596281540506, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.779933887531228, \"sortino\": 1.1206634928539407}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 232.439573468537, \"dd_pct\": -44.84503067329154, \"calmar\": 1.0614011250626314, \"cagr_pct\": 47.59856601009986, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 32.941437444543034, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.19502227130317, \"sortino\": 1.6933886816513775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.8502831548297, \"dd_pct\": -46.70295205419952, \"calmar\": 0.2856667708483372, \"cagr_pct\": 13.341481502407893, \"entries\": 41, \"exits\": 42, \"exposure_pct\": 49.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213957450053037, \"sortino\": 0.7561414867494838}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.812182157756812, \"dd_pct\": -13.635800934707632, \"calmar\": 2.118686634979995, \"cagr_pct\": 28.889989197612785, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 41.78674351585015, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2985248144793433, \"sortino\": 2.180805414610832}]", "Additional_Threshold_Budget": 0, "Total Trades": 65, "Total P&L %": 534.4618672834162, "Sharpe Ratio": 0.779933887531228, "Sortino Ratio": 1.1206634928539407, "Calmar Ratio": 0.5377251417136651, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.7029520541995, "% In Market": 43.517596281540506, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.0614011250626314, "Sub1_Sortino": 1.6933886816513775, "Sub1_Trades": 24, "Sub2_Calmar": 0.2856667708483372, "Sub2_Sortino": 0.7561414867494838, "Sub2_Trades": 41, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.177624]", "OOS_Total Trades": 2, "OOS_Total P&L %": 12.812182157756812, "OOS_Sortino Ratio": 2.180805414610832, "OOS_Calmar Ratio": 2.118686634979995, "OOS_Max Drawdown %": -13.635800934707632, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 35, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89ff126534f98e854e68d6f494759c4086ff41805f49284d15b1d9f4bf459d50", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -559.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "21207dace6e6922feced64fe1b54cd36868dc0e1cd5aa1405f6839835e5e7849", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.289680271982114, \"dd_pct\": -46.70295205419952, \"calmar\": 0.1776244760483945, \"cagr_pct\": 8.29558738854048, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 36.16438356164384, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.4103804023476032, \"sortino\": 0.5968197122250635}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.11233270062855905, \"dd_pct\": -20.777277313912922, \"calmar\": -0.005410217896976428, \"cagr_pct\": -0.11240959757417403, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1328708489987468, \"sortino\": 0.19078711412172245}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 29.593910885433683, \"dd_pct\": -19.9026537071903, \"calmar\": 1.4880891705486732, \"cagr_pct\": 29.616923446850286, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 50.95890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1047865638438445, \"sortino\": 1.6740420254023773}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 51.53168031490485, \"dd_pct\": -24.543237674512586, \"calmar\": 3.0161826710013995, \"cagr_pct\": 74.02688816413354, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 71.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.517761831251373, \"sortino\": 2.247177402482922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.874448640453792, \"dd_pct\": -34.26553794432533, \"calmar\": 0.2883811615015907, \"cagr_pct\": 9.881535631861366, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.43930423647564043, \"sortino\": 0.6354155808194286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.227152310446503, \"dd_pct\": -27.67665935331354, \"calmar\": -1.3924073108894945, \"cagr_pct\": -38.53718282455188, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 62.086092715231786, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2505106343800856, \"sortino\": -1.6447034359508095}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 534.4618672834162, \"dd_pct\": -46.7029520541995, \"calmar\": 0.5377251417136651, \"cagr_pct\": 25.11335151179093, \"entries\": 65, \"exits\": 65, \"exposure_pct\": 43.517596281540506, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.779933887531228, \"sortino\": 1.1206634928539407}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 232.439573468537, \"dd_pct\": -44.84503067329154, \"calmar\": 1.0614011250626314, \"cagr_pct\": 47.59856601009986, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 32.941437444543034, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.19502227130317, \"sortino\": 1.6933886816513775}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.8502831548297, \"dd_pct\": -46.70295205419952, \"calmar\": 0.2856667708483372, \"cagr_pct\": 13.341481502407893, \"entries\": 41, \"exits\": 42, \"exposure_pct\": 49.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213957450053037, \"sortino\": 0.7561414867494838}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.812182157756812, \"dd_pct\": -13.635800934707632, \"calmar\": 2.118686634979995, \"cagr_pct\": 28.889989197612785, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 41.78674351585015, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2985248144793433, \"sortino\": 2.180805414610832}]", "Additional_Threshold_Budget": 0, "Total Trades": 65, "Total P&L %": 534.4618672834162, "Sharpe Ratio": 0.779933887531228, "Sortino Ratio": 1.1206634928539407, "Calmar Ratio": 0.5377251417136651, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.7029520541995, "% In Market": 43.517596281540506, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.0614011250626314, "Sub1_Sortino": 1.6933886816513775, "Sub1_Trades": 24, "Sub2_Calmar": 0.2856667708483372, "Sub2_Sortino": 0.7561414867494838, "Sub2_Trades": 41, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.177624]", "OOS_Total Trades": 2, "OOS_Total P&L %": 12.812182157756812, "OOS_Sortino Ratio": 2.180805414610832, "OOS_Calmar Ratio": 2.118686634979995, "OOS_Max Drawdown %": -13.635800934707632, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89ff126534f98e854e68d6f494759c4086ff41805f49284d15b1d9f4bf459d50", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -560.0, "i_long_exit_activation_threshold": 719.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "38087d6bc894277e4f20f9db414cecec353a841abc55e7e3a66694514a9dc842", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.289680271982114, \"dd_pct\": -46.70295205419952, \"calmar\": 0.1776244760483945, \"cagr_pct\": 8.29558738854048, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 36.16438356164384, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.4103804023476032, \"sortino\": 0.5968197122250635}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.11233270062855905, \"dd_pct\": -20.777277313912922, \"calmar\": -0.005410217896976428, \"cagr_pct\": -0.11240959757417403, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1328708489987468, \"sortino\": 0.19078711412172245}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 29.593910885433683, \"dd_pct\": -19.9026537071903, \"calmar\": 1.4880891705486732, \"cagr_pct\": 29.616923446850286, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 50.95890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1047865638438445, \"sortino\": 1.6740420254023773}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 51.53168031490485, \"dd_pct\": -24.543237674512586, \"calmar\": 3.0161826710013995, \"cagr_pct\": 74.02688816413354, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 71.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.517761831251373, \"sortino\": 2.247177402482922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.874448640453792, \"dd_pct\": -34.26553794432533, \"calmar\": 0.2883811615015907, \"cagr_pct\": 9.881535631861366, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.43930423647564043, \"sortino\": 0.6354155808194286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.227152310446503, \"dd_pct\": -27.67665935331354, \"calmar\": -1.3924073108894945, \"cagr_pct\": -38.53718282455188, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 62.086092715231786, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2505106343800856, \"sortino\": -1.6447034359508095}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 533.755203031272, \"dd_pct\": -46.702952054199464, \"calmar\": 0.5373631365164041, \"cagr_pct\": 25.096444800419864, \"entries\": 65, \"exits\": 65, \"exposure_pct\": 43.29349269588313, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7796050078279545, \"sortino\": 1.1201854092078727}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 232.06930194445854, \"dd_pct\": -44.845030673291596, \"calmar\": 1.0602126084288972, \"cagr_pct\": 47.54526694520439, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 32.34250221827862, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1942314224753592, \"sortino\": 1.6922400977010195}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.8502831548297, \"dd_pct\": -46.70295205419952, \"calmar\": 0.2856667708483372, \"cagr_pct\": 13.341481502407893, \"entries\": 41, \"exits\": 42, \"exposure_pct\": 49.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213957450053037, \"sortino\": 0.7561414867494838}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.812182157756812, \"dd_pct\": -13.635800934707632, \"calmar\": 2.118686634979995, \"cagr_pct\": 28.889989197612785, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 41.78674351585015, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2985248144793433, \"sortino\": 2.180805414610832}]", "Additional_Threshold_Budget": 0, "Total Trades": 65, "Total P&L %": 533.755203031272, "Sharpe Ratio": 0.7796050078279545, "Sortino Ratio": 1.1201854092078727, "Calmar Ratio": 0.5373631365164041, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.702952054199464, "% In Market": 43.29349269588313, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.0602126084288972, "Sub1_Sortino": 1.6922400977010195, "Sub1_Trades": 24, "Sub2_Calmar": 0.2856667708483372, "Sub2_Sortino": 0.7561414867494838, "Sub2_Trades": 41, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.177624]", "OOS_Total Trades": 2, "OOS_Total P&L %": 12.812182157756812, "OOS_Sortino Ratio": 2.180805414610832, "OOS_Calmar Ratio": 2.118686634979995, "OOS_Max Drawdown %": -13.635800934707632, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89ff126534f98e854e68d6f494759c4086ff41805f49284d15b1d9f4bf459d50", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -560.0, "i_long_exit_activation_threshold": 719.95, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "0480166c79d193e3b0ea786e486e9ea0e84901ff915dc93d22760f82359442b9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.289680271982114, \"dd_pct\": -46.70295205419952, \"calmar\": 0.1776244760483945, \"cagr_pct\": 8.29558738854048, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 36.16438356164384, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.4103804023476032, \"sortino\": 0.5968197122250635}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.11233270062855905, \"dd_pct\": -20.777277313912922, \"calmar\": -0.005410217896976428, \"cagr_pct\": -0.11240959757417403, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1328708489987468, \"sortino\": 0.19078711412172245}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 29.593910885433683, \"dd_pct\": -19.9026537071903, \"calmar\": 1.4880891705486732, \"cagr_pct\": 29.616923446850286, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 50.95890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1047865638438445, \"sortino\": 1.6740420254023773}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 51.53168031490485, \"dd_pct\": -24.543237674512586, \"calmar\": 3.0161826710013995, \"cagr_pct\": 74.02688816413354, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 71.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.517761831251373, \"sortino\": 2.247177402482922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.874448640453792, \"dd_pct\": -34.26553794432533, \"calmar\": 0.2883811615015907, \"cagr_pct\": 9.881535631861366, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.43930423647564043, \"sortino\": 0.6354155808194286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.227152310446503, \"dd_pct\": -27.67665935331354, \"calmar\": -1.3924073108894945, \"cagr_pct\": -38.53718282455188, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 62.086092715231786, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2505106343800856, \"sortino\": -1.6447034359508095}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 533.755203031272, \"dd_pct\": -46.702952054199464, \"calmar\": 0.5373631365164041, \"cagr_pct\": 25.096444800419864, \"entries\": 65, \"exits\": 65, \"exposure_pct\": 43.29349269588313, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7796050078279545, \"sortino\": 1.1201854092078727}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 232.06930194445854, \"dd_pct\": -44.845030673291596, \"calmar\": 1.0602126084288972, \"cagr_pct\": 47.54526694520439, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 32.34250221827862, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1942314224753592, \"sortino\": 1.6922400977010195}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.8502831548297, \"dd_pct\": -46.70295205419952, \"calmar\": 0.2856667708483372, \"cagr_pct\": 13.341481502407893, \"entries\": 41, \"exits\": 42, \"exposure_pct\": 49.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213957450053037, \"sortino\": 0.7561414867494838}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.812182157756812, \"dd_pct\": -13.635800934707632, \"calmar\": 2.118686634979995, \"cagr_pct\": 28.889989197612785, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 41.78674351585015, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2985248144793433, \"sortino\": 2.180805414610832}]", "Additional_Threshold_Budget": 0, "Total Trades": 65, "Total P&L %": 533.755203031272, "Sharpe Ratio": 0.7796050078279545, "Sortino Ratio": 1.1201854092078727, "Calmar Ratio": 0.5373631365164041, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.702952054199464, "% In Market": 43.29349269588313, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.0602126084288972, "Sub1_Sortino": 1.6922400977010195, "Sub1_Trades": 24, "Sub2_Calmar": 0.2856667708483372, "Sub2_Sortino": 0.7561414867494838, "Sub2_Trades": 41, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.177624]", "OOS_Total Trades": 2, "OOS_Total P&L %": 12.812182157756812, "OOS_Sortino Ratio": 2.180805414610832, "OOS_Calmar Ratio": 2.118686634979995, "OOS_Max Drawdown %": -13.635800934707632, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89ff126534f98e854e68d6f494759c4086ff41805f49284d15b1d9f4bf459d50", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -560.0, "i_long_exit_activation_threshold": 720.05, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "fd2659575ed3fa9b8b434b6c17ab31644032d4b9cd20b0fc025192db99a782cc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.289680271982114, \"dd_pct\": -46.70295205419952, \"calmar\": 0.1776244760483945, \"cagr_pct\": 8.29558738854048, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 36.16438356164384, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.4103804023476032, \"sortino\": 0.5968197122250635}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.11233270062855905, \"dd_pct\": -20.777277313912922, \"calmar\": -0.005410217896976428, \"cagr_pct\": -0.11240959757417403, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1328708489987468, \"sortino\": 0.19078711412172245}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 29.593910885433683, \"dd_pct\": -19.9026537071903, \"calmar\": 1.4880891705486732, \"cagr_pct\": 29.616923446850286, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 50.95890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1047865638438445, \"sortino\": 1.6740420254023773}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 51.53168031490485, \"dd_pct\": -24.543237674512586, \"calmar\": 3.0161826710013995, \"cagr_pct\": 74.02688816413354, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 71.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.517761831251373, \"sortino\": 2.247177402482922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.874448640453792, \"dd_pct\": -34.26553794432533, \"calmar\": 0.2883811615015907, \"cagr_pct\": 9.881535631861366, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.43930423647564043, \"sortino\": 0.6354155808194286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.227152310446503, \"dd_pct\": -27.67665935331354, \"calmar\": -1.3924073108894945, \"cagr_pct\": -38.53718282455188, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 62.086092715231786, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2505106343800856, \"sortino\": -1.6447034359508095}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 533.755203031272, \"dd_pct\": -46.702952054199464, \"calmar\": 0.5373631365164041, \"cagr_pct\": 25.096444800419864, \"entries\": 65, \"exits\": 65, \"exposure_pct\": 43.29349269588313, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7796050078279545, \"sortino\": 1.1201854092078727}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 232.06930194445854, \"dd_pct\": -44.845030673291596, \"calmar\": 1.0602126084288972, \"cagr_pct\": 47.54526694520439, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 32.34250221827862, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1942314224753592, \"sortino\": 1.6922400977010195}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.8502831548297, \"dd_pct\": -46.70295205419952, \"calmar\": 0.2856667708483372, \"cagr_pct\": 13.341481502407893, \"entries\": 41, \"exits\": 42, \"exposure_pct\": 49.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213957450053037, \"sortino\": 0.7561414867494838}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.812182157756812, \"dd_pct\": -13.635800934707632, \"calmar\": 2.118686634979995, \"cagr_pct\": 28.889989197612785, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 41.78674351585015, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2985248144793433, \"sortino\": 2.180805414610832}]", "Additional_Threshold_Budget": 0, "Total Trades": 65, "Total P&L %": 533.755203031272, "Sharpe Ratio": 0.7796050078279545, "Sortino Ratio": 1.1201854092078727, "Calmar Ratio": 0.5373631365164041, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.702952054199464, "% In Market": 43.29349269588313, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.0602126084288972, "Sub1_Sortino": 1.6922400977010195, "Sub1_Trades": 24, "Sub2_Calmar": 0.2856667708483372, "Sub2_Sortino": 0.7561414867494838, "Sub2_Trades": 41, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.177624]", "OOS_Total Trades": 2, "OOS_Total P&L %": 12.812182157756812, "OOS_Sortino Ratio": 2.180805414610832, "OOS_Calmar Ratio": 2.118686634979995, "OOS_Max Drawdown %": -13.635800934707632, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89ff126534f98e854e68d6f494759c4086ff41805f49284d15b1d9f4bf459d50", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -560.0, "i_long_exit_activation_threshold": 721.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "9599a60bf9eb31d116f3e022979471359c2b350a48e46714b77801261849a41b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.289680271982114, \"dd_pct\": -46.70295205419952, \"calmar\": 0.1776244760483945, \"cagr_pct\": 8.29558738854048, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 36.16438356164384, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.4103804023476032, \"sortino\": 0.5968197122250635}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.11233270062855905, \"dd_pct\": -20.777277313912922, \"calmar\": -0.005410217896976428, \"cagr_pct\": -0.11240959757417403, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1328708489987468, \"sortino\": 0.19078711412172245}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 29.593910885433683, \"dd_pct\": -19.9026537071903, \"calmar\": 1.4880891705486732, \"cagr_pct\": 29.616923446850286, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 50.95890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1047865638438445, \"sortino\": 1.6740420254023773}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 51.53168031490485, \"dd_pct\": -24.543237674512586, \"calmar\": 3.0161826710013995, \"cagr_pct\": 74.02688816413354, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 71.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.517761831251373, \"sortino\": 2.247177402482922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.874448640453792, \"dd_pct\": -34.26553794432533, \"calmar\": 0.2883811615015907, \"cagr_pct\": 9.881535631861366, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.43930423647564043, \"sortino\": 0.6354155808194286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.227152310446503, \"dd_pct\": -27.67665935331354, \"calmar\": -1.3924073108894945, \"cagr_pct\": -38.53718282455188, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 62.086092715231786, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2505106343800856, \"sortino\": -1.6447034359508095}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 533.755203031272, \"dd_pct\": -46.702952054199464, \"calmar\": 0.5373631365164041, \"cagr_pct\": 25.096444800419864, \"entries\": 65, \"exits\": 65, \"exposure_pct\": 43.29349269588313, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7796050078279545, \"sortino\": 1.1201854092078727}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 232.06930194445854, \"dd_pct\": -44.845030673291596, \"calmar\": 1.0602126084288972, \"cagr_pct\": 47.54526694520439, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 32.34250221827862, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1942314224753592, \"sortino\": 1.6922400977010195}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.8502831548297, \"dd_pct\": -46.70295205419952, \"calmar\": 0.2856667708483372, \"cagr_pct\": 13.341481502407893, \"entries\": 41, \"exits\": 42, \"exposure_pct\": 49.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213957450053037, \"sortino\": 0.7561414867494838}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.812182157756812, \"dd_pct\": -13.635800934707632, \"calmar\": 2.118686634979995, \"cagr_pct\": 28.889989197612785, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 41.78674351585015, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2985248144793433, \"sortino\": 2.180805414610832}]", "Additional_Threshold_Budget": 0, "Total Trades": 65, "Total P&L %": 533.755203031272, "Sharpe Ratio": 0.7796050078279545, "Sortino Ratio": 1.1201854092078727, "Calmar Ratio": 0.5373631365164041, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.702952054199464, "% In Market": 43.29349269588313, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.0602126084288972, "Sub1_Sortino": 1.6922400977010195, "Sub1_Trades": 24, "Sub2_Calmar": 0.2856667708483372, "Sub2_Sortino": 0.7561414867494838, "Sub2_Trades": 41, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.177624]", "OOS_Total Trades": 2, "OOS_Total P&L %": 12.812182157756812, "OOS_Sortino Ratio": 2.180805414610832, "OOS_Calmar Ratio": 2.118686634979995, "OOS_Max Drawdown %": -13.635800934707632, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89ff126534f98e854e68d6f494759c4086ff41805f49284d15b1d9f4bf459d50", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -560.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": -441.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "803e9da9989ab1872858d3c42ffa148d3dad336a15b6395437d3739545742183", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.289680271982114, \"dd_pct\": -46.70295205419952, \"calmar\": 0.1776244760483945, \"cagr_pct\": 8.29558738854048, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 36.16438356164384, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.4103804023476032, \"sortino\": 0.5968197122250635}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.11233270062855905, \"dd_pct\": -20.777277313912922, \"calmar\": -0.005410217896976428, \"cagr_pct\": -0.11240959757417403, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1328708489987468, \"sortino\": 0.19078711412172245}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 29.593910885433683, \"dd_pct\": -19.9026537071903, \"calmar\": 1.4880891705486732, \"cagr_pct\": 29.616923446850286, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 50.95890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1047865638438445, \"sortino\": 1.6740420254023773}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 51.53168031490485, \"dd_pct\": -24.543237674512586, \"calmar\": 3.0161826710013995, \"cagr_pct\": 74.02688816413354, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 71.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.517761831251373, \"sortino\": 2.247177402482922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.874448640453792, \"dd_pct\": -34.26553794432533, \"calmar\": 0.2883811615015907, \"cagr_pct\": 9.881535631861366, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.43930423647564043, \"sortino\": 0.6354155808194286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.227152310446503, \"dd_pct\": -27.67665935331354, \"calmar\": -1.3924073108894945, \"cagr_pct\": -38.53718282455188, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 62.086092715231786, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2505106343800856, \"sortino\": -1.6447034359508095}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 533.755203031272, \"dd_pct\": -46.702952054199464, \"calmar\": 0.5373631365164041, \"cagr_pct\": 25.096444800419864, \"entries\": 65, \"exits\": 65, \"exposure_pct\": 43.29349269588313, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7796050078279545, \"sortino\": 1.1201854092078727}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 232.06930194445854, \"dd_pct\": -44.845030673291596, \"calmar\": 1.0602126084288972, \"cagr_pct\": 47.54526694520439, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 32.34250221827862, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1942314224753592, \"sortino\": 1.6922400977010195}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.8502831548297, \"dd_pct\": -46.70295205419952, \"calmar\": 0.2856667708483372, \"cagr_pct\": 13.341481502407893, \"entries\": 41, \"exits\": 42, \"exposure_pct\": 49.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213957450053037, \"sortino\": 0.7561414867494838}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.812182157756812, \"dd_pct\": -13.635800934707632, \"calmar\": 2.118686634979995, \"cagr_pct\": 28.889989197612785, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 41.78674351585015, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2985248144793433, \"sortino\": 2.180805414610832}]", "Additional_Threshold_Budget": 0, "Total Trades": 65, "Total P&L %": 533.755203031272, "Sharpe Ratio": 0.7796050078279545, "Sortino Ratio": 1.1201854092078727, "Calmar Ratio": 0.5373631365164041, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.702952054199464, "% In Market": 43.29349269588313, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.0602126084288972, "Sub1_Sortino": 1.6922400977010195, "Sub1_Trades": 24, "Sub2_Calmar": 0.2856667708483372, "Sub2_Sortino": 0.7561414867494838, "Sub2_Trades": 41, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.177624]", "OOS_Total Trades": 2, "OOS_Total P&L %": 12.812182157756812, "OOS_Sortino Ratio": 2.180805414610832, "OOS_Calmar Ratio": 2.118686634979995, "OOS_Max Drawdown %": -13.635800934707632, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 34, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89ff126534f98e854e68d6f494759c4086ff41805f49284d15b1d9f4bf459d50", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -560.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": -440.05, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "1fb646f7e3df6787e74b659bb880cdf78162b46d8d127c8a3d432ecc9697940a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.289680271982114, \"dd_pct\": -46.70295205419952, \"calmar\": 0.1776244760483945, \"cagr_pct\": 8.29558738854048, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 36.16438356164384, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.4103804023476032, \"sortino\": 0.5968197122250635}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.11233270062855905, \"dd_pct\": -20.777277313912922, \"calmar\": -0.005410217896976428, \"cagr_pct\": -0.11240959757417403, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1328708489987468, \"sortino\": 0.19078711412172245}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 29.593910885433683, \"dd_pct\": -19.9026537071903, \"calmar\": 1.4880891705486732, \"cagr_pct\": 29.616923446850286, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 50.95890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1047865638438445, \"sortino\": 1.6740420254023773}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 51.53168031490485, \"dd_pct\": -24.543237674512586, \"calmar\": 3.0161826710013995, \"cagr_pct\": 74.02688816413354, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 71.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.517761831251373, \"sortino\": 2.247177402482922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.874448640453792, \"dd_pct\": -34.26553794432533, \"calmar\": 0.2883811615015907, \"cagr_pct\": 9.881535631861366, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.43930423647564043, \"sortino\": 0.6354155808194286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.227152310446503, \"dd_pct\": -27.67665935331354, \"calmar\": -1.3924073108894945, \"cagr_pct\": -38.53718282455188, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 62.086092715231786, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2505106343800856, \"sortino\": -1.6447034359508095}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 533.755203031272, \"dd_pct\": -46.702952054199464, \"calmar\": 0.5373631365164041, \"cagr_pct\": 25.096444800419864, \"entries\": 65, \"exits\": 65, \"exposure_pct\": 43.29349269588313, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7796050078279545, \"sortino\": 1.1201854092078727}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 232.06930194445854, \"dd_pct\": -44.845030673291596, \"calmar\": 1.0602126084288972, \"cagr_pct\": 47.54526694520439, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 32.34250221827862, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1942314224753592, \"sortino\": 1.6922400977010195}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.8502831548297, \"dd_pct\": -46.70295205419952, \"calmar\": 0.2856667708483372, \"cagr_pct\": 13.341481502407893, \"entries\": 41, \"exits\": 42, \"exposure_pct\": 49.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213957450053037, \"sortino\": 0.7561414867494838}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.812182157756812, \"dd_pct\": -13.635800934707632, \"calmar\": 2.118686634979995, \"cagr_pct\": 28.889989197612785, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 41.78674351585015, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2985248144793433, \"sortino\": 2.180805414610832}]", "Additional_Threshold_Budget": 0, "Total Trades": 65, "Total P&L %": 533.755203031272, "Sharpe Ratio": 0.7796050078279545, "Sortino Ratio": 1.1201854092078727, "Calmar Ratio": 0.5373631365164041, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.702952054199464, "% In Market": 43.29349269588313, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.0602126084288972, "Sub1_Sortino": 1.6922400977010195, "Sub1_Trades": 24, "Sub2_Calmar": 0.2856667708483372, "Sub2_Sortino": 0.7561414867494838, "Sub2_Trades": 41, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.177624]", "OOS_Total Trades": 2, "OOS_Total P&L %": 12.812182157756812, "OOS_Sortino Ratio": 2.180805414610832, "OOS_Calmar Ratio": 2.118686634979995, "OOS_Max Drawdown %": -13.635800934707632, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89ff126534f98e854e68d6f494759c4086ff41805f49284d15b1d9f4bf459d50", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -560.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": -439.95, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "0783f6025aab7c8aad71b1e6b4f4053d44f864fc5cb50f159e1bbd8138d5d3d9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.289680271982114, \"dd_pct\": -46.70295205419952, \"calmar\": 0.1776244760483945, \"cagr_pct\": 8.29558738854048, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 36.16438356164384, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.4103804023476032, \"sortino\": 0.5968197122250635}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.11233270062855905, \"dd_pct\": -20.777277313912922, \"calmar\": -0.005410217896976428, \"cagr_pct\": -0.11240959757417403, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1328708489987468, \"sortino\": 0.19078711412172245}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 29.593910885433683, \"dd_pct\": -19.9026537071903, \"calmar\": 1.4880891705486732, \"cagr_pct\": 29.616923446850286, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 50.95890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1047865638438445, \"sortino\": 1.6740420254023773}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 51.53168031490485, \"dd_pct\": -24.543237674512586, \"calmar\": 3.0161826710013995, \"cagr_pct\": 74.02688816413354, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 71.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.517761831251373, \"sortino\": 2.247177402482922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.874448640453792, \"dd_pct\": -34.26553794432533, \"calmar\": 0.2883811615015907, \"cagr_pct\": 9.881535631861366, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.43930423647564043, \"sortino\": 0.6354155808194286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.227152310446503, \"dd_pct\": -27.67665935331354, \"calmar\": -1.3924073108894945, \"cagr_pct\": -38.53718282455188, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 62.086092715231786, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2505106343800856, \"sortino\": -1.6447034359508095}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 533.755203031272, \"dd_pct\": -46.702952054199464, \"calmar\": 0.5373631365164041, \"cagr_pct\": 25.096444800419864, \"entries\": 65, \"exits\": 65, \"exposure_pct\": 43.29349269588313, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7796050078279545, \"sortino\": 1.1201854092078727}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 232.06930194445854, \"dd_pct\": -44.845030673291596, \"calmar\": 1.0602126084288972, \"cagr_pct\": 47.54526694520439, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 32.34250221827862, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1942314224753592, \"sortino\": 1.6922400977010195}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.8502831548297, \"dd_pct\": -46.70295205419952, \"calmar\": 0.2856667708483372, \"cagr_pct\": 13.341481502407893, \"entries\": 41, \"exits\": 42, \"exposure_pct\": 49.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213957450053037, \"sortino\": 0.7561414867494838}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.812182157756812, \"dd_pct\": -13.635800934707632, \"calmar\": 2.118686634979995, \"cagr_pct\": 28.889989197612785, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 41.78674351585015, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2985248144793433, \"sortino\": 2.180805414610832}]", "Additional_Threshold_Budget": 0, "Total Trades": 65, "Total P&L %": 533.755203031272, "Sharpe Ratio": 0.7796050078279545, "Sortino Ratio": 1.1201854092078727, "Calmar Ratio": 0.5373631365164041, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.702952054199464, "% In Market": 43.29349269588313, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.0602126084288972, "Sub1_Sortino": 1.6922400977010195, "Sub1_Trades": 24, "Sub2_Calmar": 0.2856667708483372, "Sub2_Sortino": 0.7561414867494838, "Sub2_Trades": 41, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.177624]", "OOS_Total Trades": 2, "OOS_Total P&L %": 12.812182157756812, "OOS_Sortino Ratio": 2.180805414610832, "OOS_Calmar Ratio": 2.118686634979995, "OOS_Max Drawdown %": -13.635800934707632, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89ff126534f98e854e68d6f494759c4086ff41805f49284d15b1d9f4bf459d50", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -560.0, "i_long_exit_activation_threshold": 720.0, "i_long_exit_activation_confirmation_threshold": -439.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "c44460e39038b649052d6557ab74a31982f7f731c56cedc52b931a9d7ac6408a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.289680271982114, \"dd_pct\": -46.70295205419952, \"calmar\": 0.1776244760483945, \"cagr_pct\": 8.29558738854048, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 36.16438356164384, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.4103804023476032, \"sortino\": 0.5968197122250635}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -0.11233270062855905, \"dd_pct\": -20.777277313912922, \"calmar\": -0.005410217896976428, \"cagr_pct\": -0.11240959757417403, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.589041095890412, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1328708489987468, \"sortino\": 0.19078711412172245}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 29.593910885433683, \"dd_pct\": -19.9026537071903, \"calmar\": 1.4880891705486732, \"cagr_pct\": 29.616923446850286, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 50.95890410958904, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1047865638438445, \"sortino\": 1.6740420254023773}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 51.53168031490485, \"dd_pct\": -24.543237674512586, \"calmar\": 3.0161826710013995, \"cagr_pct\": 74.02688816413354, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 71.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.517761831251373, \"sortino\": 2.247177402482922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 9.874448640453792, \"dd_pct\": -34.26553794432533, \"calmar\": 0.2883811615015907, \"cagr_pct\": 9.881535631861366, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 70.95890410958904, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.43930423647564043, \"sortino\": 0.6354155808194286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.227152310446503, \"dd_pct\": -27.67665935331354, \"calmar\": -1.3924073108894945, \"cagr_pct\": -38.53718282455188, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 62.086092715231786, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2505106343800856, \"sortino\": -1.6447034359508095}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 533.755203031272, \"dd_pct\": -46.702952054199464, \"calmar\": 0.5373631365164041, \"cagr_pct\": 25.096444800419864, \"entries\": 65, \"exits\": 65, \"exposure_pct\": 43.29349269588313, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7796050078279545, \"sortino\": 1.1201854092078727}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 232.06930194445854, \"dd_pct\": -44.845030673291596, \"calmar\": 1.0602126084288972, \"cagr_pct\": 47.54526694520439, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 32.34250221827862, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1942314224753592, \"sortino\": 1.6922400977010195}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.8502831548297, \"dd_pct\": -46.70295205419952, \"calmar\": 0.2856667708483372, \"cagr_pct\": 13.341481502407893, \"entries\": 41, \"exits\": 42, \"exposure_pct\": 49.84084880636605, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5213957450053037, \"sortino\": 0.7561414867494838}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.812182157756812, \"dd_pct\": -13.635800934707632, \"calmar\": 2.118686634979995, \"cagr_pct\": 28.889989197612785, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 41.78674351585015, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2985248144793433, \"sortino\": 2.180805414610832}]", "Additional_Threshold_Budget": 0, "Total Trades": 65, "Total P&L %": 533.755203031272, "Sharpe Ratio": 0.7796050078279545, "Sortino Ratio": 1.1201854092078727, "Calmar Ratio": 0.5373631365164041, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.702952054199464, "% In Market": 43.29349269588313, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.0602126084288972, "Sub1_Sortino": 1.6922400977010195, "Sub1_Trades": 24, "Sub2_Calmar": 0.2856667708483372, "Sub2_Sortino": 0.7561414867494838, "Sub2_Trades": 41, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.177624]", "OOS_Total Trades": 2, "OOS_Total P&L %": 12.812182157756812, "OOS_Sortino Ratio": 2.180805414610832, "OOS_Calmar Ratio": 2.118686634979995, "OOS_Max Drawdown %": -13.635800934707632, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 34, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89ff126534f98e854e68d6f494759c4086ff41805f49284d15b1d9f4bf459d50", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": -60.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "736be02f9095c8cd850121d5f144f1d320809fe087065da83588a54383a7e8a6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -41.85237193307576, \"dd_pct\": -44.785489331995485, \"calmar\": -0.9349894850272732, \"cagr_pct\": -41.8739616072169, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 11.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0590477790261232, \"sortino\": -2.4455717091011673}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -5.009061369631906, \"dd_pct\": -13.336620204833082, \"calmar\": -0.3758377084265651, \"cagr_pct\": -5.012404775939893, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 6.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3148861824402391, \"sortino\": -0.4395105870279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -24.893348183029516, \"dd_pct\": -25.79277084762571, \"calmar\": -0.9656997687102192, \"cagr_pct\": -24.908072841947835, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 13.287671232876713, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.333051131188405, \"sortino\": -2.8497287424902784}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 27.990877536951043, \"dd_pct\": -23.61062326675627, \"calmar\": 1.6498736705040844, \"cagr_pct\": 38.9545456720123, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 28.375912408759124, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.34132392557548, \"sortino\": 1.968553296953455}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.05517363021116939, \"dd_pct\": -14.34417768605013, \"calmar\": -0.0038490467103166697, \"cagr_pct\": -0.05521140993468904, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 21.164383561643834, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08214472197474763, \"sortino\": 0.11389091962960723}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -13.356223814125867, \"dd_pct\": -18.995941577492914, \"calmar\": -1.5426479152117047, \"cagr_pct\": -29.304049672002787, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 13.410596026490065, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7616731033252027, \"sortino\": -2.072781921592945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.726489143104615, \"dd_pct\": -61.57994087317886, \"calmar\": -0.09979408924993596, \"cagr_pct\": -6.1453141155037905, \"entries\": 78, \"exits\": 78, \"exposure_pct\": 12.134794156706509, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2647913118581216, \"sortino\": -0.35751036589507}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 28.911410582203303, \"dd_pct\": -19.570665415331923, \"calmar\": 0.4383415752886313, \"cagr_pct\": 8.57863630760333, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 6.876663708961845, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6211021258213411, \"sortino\": 0.939795783243349}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -54.01996565765729, \"dd_pct\": -61.05747864754966, \"calmar\": -0.22890694090711922, \"cagr_pct\": -13.976480656712342, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 15.278514588859416, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6796682471429117, \"sortino\": -0.8854664103079104}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.90042795607477, \"dd_pct\": -8.979663903805745, \"calmar\": 0.9341496835734385, \"cagr_pct\": 8.388350194335965, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 18.29971181556196, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6173819577103088, \"sortino\": 1.0193549768971246}]", "Additional_Threshold_Budget": 0, "Total Trades": 78, "Total P&L %": -40.726489143104615, "Sharpe Ratio": -0.2647913118581216, "Sortino Ratio": -0.35751036589507, "Calmar Ratio": -0.09979408924993596, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.57994087317886, "% In Market": 12.134794156706509, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4383415752886313, "Sub1_Sortino": 0.939795783243349, "Sub1_Trades": 14, "Sub2_Calmar": -0.22890694090711922, "Sub2_Sortino": -0.8854664103079104, "Sub2_Trades": 64, "WFO_Score": -0.06366615748593117, "WFO_Min_Fold": -0.9656997687102192, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.934989, -0.9657, 1.649874, -0.003849]", "OOS_Total Trades": 4, "OOS_Total P&L %": 3.90042795607477, "OOS_Sortino Ratio": 1.0193549768971246, "OOS_Calmar Ratio": 0.9341496835734385, "OOS_Max Drawdown %": -8.979663903805745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c06005a6673293a06aad65db4e802fe1e518c98c6519406f907697cfd32ded9c", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 44.0, "i_long_exit_activation_threshold": -60.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "a98130050a41f27e68530448e81fe4e4c5a9660dcd0f570e579ecfb58592c4b8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -41.85237193307576, \"dd_pct\": -44.785489331995485, \"calmar\": -0.9349894850272732, \"cagr_pct\": -41.8739616072169, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 11.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0590477790261232, \"sortino\": -2.4455717091011673}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -5.009061369631906, \"dd_pct\": -13.336620204833082, \"calmar\": -0.3758377084265651, \"cagr_pct\": -5.012404775939893, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 6.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3148861824402391, \"sortino\": -0.4395105870279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -24.893348183029516, \"dd_pct\": -25.79277084762571, \"calmar\": -0.9656997687102192, \"cagr_pct\": -24.908072841947835, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 13.287671232876713, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.333051131188405, \"sortino\": -2.8497287424902784}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 27.990877536951043, \"dd_pct\": -23.61062326675627, \"calmar\": 1.6498736705040844, \"cagr_pct\": 38.9545456720123, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 28.375912408759124, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.34132392557548, \"sortino\": 1.968553296953455}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.05517363021116939, \"dd_pct\": -14.34417768605013, \"calmar\": -0.0038490467103166697, \"cagr_pct\": -0.05521140993468904, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 21.164383561643834, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08214472197474763, \"sortino\": 0.11389091962960723}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -13.356223814125867, \"dd_pct\": -18.995941577492914, \"calmar\": -1.5426479152117047, \"cagr_pct\": -29.304049672002787, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 13.410596026490065, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7616731033252027, \"sortino\": -2.072781921592945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.726489143104615, \"dd_pct\": -61.57994087317886, \"calmar\": -0.09979408924993596, \"cagr_pct\": -6.1453141155037905, \"entries\": 78, \"exits\": 78, \"exposure_pct\": 12.134794156706509, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2647913118581216, \"sortino\": -0.35751036589507}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 28.911410582203303, \"dd_pct\": -19.570665415331923, \"calmar\": 0.4383415752886313, \"cagr_pct\": 8.57863630760333, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 6.876663708961845, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6211021258213411, \"sortino\": 0.939795783243349}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -54.01996565765729, \"dd_pct\": -61.05747864754966, \"calmar\": -0.22890694090711922, \"cagr_pct\": -13.976480656712342, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 15.278514588859416, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6796682471429117, \"sortino\": -0.8854664103079104}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.90042795607477, \"dd_pct\": -8.979663903805745, \"calmar\": 0.9341496835734385, \"cagr_pct\": 8.388350194335965, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 18.29971181556196, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6173819577103088, \"sortino\": 1.0193549768971246}]", "Additional_Threshold_Budget": 0, "Total Trades": 78, "Total P&L %": -40.726489143104615, "Sharpe Ratio": -0.2647913118581216, "Sortino Ratio": -0.35751036589507, "Calmar Ratio": -0.09979408924993596, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.57994087317886, "% In Market": 12.134794156706509, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4383415752886313, "Sub1_Sortino": 0.939795783243349, "Sub1_Trades": 14, "Sub2_Calmar": -0.22890694090711922, "Sub2_Sortino": -0.8854664103079104, "Sub2_Trades": 64, "WFO_Score": -0.06366615748593117, "WFO_Min_Fold": -0.9656997687102192, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.934989, -0.9657, 1.649874, -0.003849]", "OOS_Total Trades": 4, "OOS_Total P&L %": 3.90042795607477, "OOS_Sortino Ratio": 1.0193549768971246, "OOS_Calmar Ratio": 0.9341496835734385, "OOS_Max Drawdown %": -8.979663903805745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c06005a6673293a06aad65db4e802fe1e518c98c6519406f907697cfd32ded9c", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 44.95, "i_long_exit_activation_threshold": -60.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "276d68a8c9e1295dd0b6086830cac3b81ef0def4f97d593e76695957733df6dc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -41.85237193307576, \"dd_pct\": -44.785489331995485, \"calmar\": -0.9349894850272732, \"cagr_pct\": -41.8739616072169, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 11.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0590477790261232, \"sortino\": -2.4455717091011673}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -5.009061369631906, \"dd_pct\": -13.336620204833082, \"calmar\": -0.3758377084265651, \"cagr_pct\": -5.012404775939893, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 6.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3148861824402391, \"sortino\": -0.4395105870279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -24.893348183029516, \"dd_pct\": -25.79277084762571, \"calmar\": -0.9656997687102192, \"cagr_pct\": -24.908072841947835, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 13.287671232876713, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.333051131188405, \"sortino\": -2.8497287424902784}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 27.990877536951043, \"dd_pct\": -23.61062326675627, \"calmar\": 1.6498736705040844, \"cagr_pct\": 38.9545456720123, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 28.375912408759124, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.34132392557548, \"sortino\": 1.968553296953455}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.05517363021116939, \"dd_pct\": -14.34417768605013, \"calmar\": -0.0038490467103166697, \"cagr_pct\": -0.05521140993468904, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 21.164383561643834, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08214472197474763, \"sortino\": 0.11389091962960723}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -13.356223814125867, \"dd_pct\": -18.995941577492914, \"calmar\": -1.5426479152117047, \"cagr_pct\": -29.304049672002787, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 13.410596026490065, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7616731033252027, \"sortino\": -2.072781921592945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.726489143104615, \"dd_pct\": -61.57994087317886, \"calmar\": -0.09979408924993596, \"cagr_pct\": -6.1453141155037905, \"entries\": 78, \"exits\": 78, \"exposure_pct\": 12.134794156706509, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2647913118581216, \"sortino\": -0.35751036589507}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 28.911410582203303, \"dd_pct\": -19.570665415331923, \"calmar\": 0.4383415752886313, \"cagr_pct\": 8.57863630760333, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 6.876663708961845, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6211021258213411, \"sortino\": 0.939795783243349}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -54.01996565765729, \"dd_pct\": -61.05747864754966, \"calmar\": -0.22890694090711922, \"cagr_pct\": -13.976480656712342, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 15.278514588859416, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6796682471429117, \"sortino\": -0.8854664103079104}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.90042795607477, \"dd_pct\": -8.979663903805745, \"calmar\": 0.9341496835734385, \"cagr_pct\": 8.388350194335965, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 18.29971181556196, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6173819577103088, \"sortino\": 1.0193549768971246}]", "Additional_Threshold_Budget": 0, "Total Trades": 78, "Total P&L %": -40.726489143104615, "Sharpe Ratio": -0.2647913118581216, "Sortino Ratio": -0.35751036589507, "Calmar Ratio": -0.09979408924993596, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.57994087317886, "% In Market": 12.134794156706509, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4383415752886313, "Sub1_Sortino": 0.939795783243349, "Sub1_Trades": 14, "Sub2_Calmar": -0.22890694090711922, "Sub2_Sortino": -0.8854664103079104, "Sub2_Trades": 64, "WFO_Score": -0.06366615748593117, "WFO_Min_Fold": -0.9656997687102192, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.934989, -0.9657, 1.649874, -0.003849]", "OOS_Total Trades": 4, "OOS_Total P&L %": 3.90042795607477, "OOS_Sortino Ratio": 1.0193549768971246, "OOS_Calmar Ratio": 0.9341496835734385, "OOS_Max Drawdown %": -8.979663903805745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c06005a6673293a06aad65db4e802fe1e518c98c6519406f907697cfd32ded9c", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 45.05, "i_long_exit_activation_threshold": -60.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "713c60a476b94bc94bcd97bfdde63455ef364642f0747f8287d9b2f25dc82d26", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -41.85237193307576, \"dd_pct\": -44.785489331995485, \"calmar\": -0.9349894850272732, \"cagr_pct\": -41.8739616072169, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 11.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0590477790261232, \"sortino\": -2.4455717091011673}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -5.009061369631906, \"dd_pct\": -13.336620204833082, \"calmar\": -0.3758377084265651, \"cagr_pct\": -5.012404775939893, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 6.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3148861824402391, \"sortino\": -0.4395105870279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -24.893348183029516, \"dd_pct\": -25.79277084762571, \"calmar\": -0.9656997687102192, \"cagr_pct\": -24.908072841947835, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 13.287671232876713, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.333051131188405, \"sortino\": -2.8497287424902784}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 27.990877536951043, \"dd_pct\": -23.61062326675627, \"calmar\": 1.6498736705040844, \"cagr_pct\": 38.9545456720123, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 28.375912408759124, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.34132392557548, \"sortino\": 1.968553296953455}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.05517363021116939, \"dd_pct\": -14.34417768605013, \"calmar\": -0.0038490467103166697, \"cagr_pct\": -0.05521140993468904, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 21.164383561643834, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08214472197474763, \"sortino\": 0.11389091962960723}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -13.356223814125867, \"dd_pct\": -18.995941577492914, \"calmar\": -1.5426479152117047, \"cagr_pct\": -29.304049672002787, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 13.410596026490065, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7616731033252027, \"sortino\": -2.072781921592945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.726489143104615, \"dd_pct\": -61.57994087317886, \"calmar\": -0.09979408924993596, \"cagr_pct\": -6.1453141155037905, \"entries\": 78, \"exits\": 78, \"exposure_pct\": 12.134794156706509, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2647913118581216, \"sortino\": -0.35751036589507}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 28.911410582203303, \"dd_pct\": -19.570665415331923, \"calmar\": 0.4383415752886313, \"cagr_pct\": 8.57863630760333, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 6.876663708961845, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6211021258213411, \"sortino\": 0.939795783243349}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -54.01996565765729, \"dd_pct\": -61.05747864754966, \"calmar\": -0.22890694090711922, \"cagr_pct\": -13.976480656712342, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 15.278514588859416, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6796682471429117, \"sortino\": -0.8854664103079104}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.90042795607477, \"dd_pct\": -8.979663903805745, \"calmar\": 0.9341496835734385, \"cagr_pct\": 8.388350194335965, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 18.29971181556196, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6173819577103088, \"sortino\": 1.0193549768971246}]", "Additional_Threshold_Budget": 0, "Total Trades": 78, "Total P&L %": -40.726489143104615, "Sharpe Ratio": -0.2647913118581216, "Sortino Ratio": -0.35751036589507, "Calmar Ratio": -0.09979408924993596, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.57994087317886, "% In Market": 12.134794156706509, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4383415752886313, "Sub1_Sortino": 0.939795783243349, "Sub1_Trades": 14, "Sub2_Calmar": -0.22890694090711922, "Sub2_Sortino": -0.8854664103079104, "Sub2_Trades": 64, "WFO_Score": -0.06366615748593117, "WFO_Min_Fold": -0.9656997687102192, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.934989, -0.9657, 1.649874, -0.003849]", "OOS_Total Trades": 4, "OOS_Total P&L %": 3.90042795607477, "OOS_Sortino Ratio": 1.0193549768971246, "OOS_Calmar Ratio": 0.9341496835734385, "OOS_Max Drawdown %": -8.979663903805745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c06005a6673293a06aad65db4e802fe1e518c98c6519406f907697cfd32ded9c", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 46.0, "i_long_exit_activation_threshold": -60.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "464d5e3ad6c5eb84353432c7dba383f9d2a279bae8fdb5cefdba8692d2c18f1d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -45.080106255104305, \"dd_pct\": -47.85040835073882, \"calmar\": -0.9425759667692564, \"cagr_pct\": -45.102644911501336, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 12.397260273972604, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.228841167317444, \"sortino\": -2.647949706138444}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -5.009061369631906, \"dd_pct\": -13.336620204833082, \"calmar\": -0.3758377084265651, \"cagr_pct\": -5.012404775939893, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 6.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3148861824402391, \"sortino\": -0.4395105870279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -24.893348183029516, \"dd_pct\": -25.79277084762571, \"calmar\": -0.9656997687102192, \"cagr_pct\": -24.908072841947835, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 13.287671232876713, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.333051131188405, \"sortino\": -2.8497287424902784}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 27.990877536951043, \"dd_pct\": -23.61062326675627, \"calmar\": 1.6498736705040844, \"cagr_pct\": 38.9545456720123, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 28.375912408759124, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.34132392557548, \"sortino\": 1.968553296953455}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.05517363021116939, \"dd_pct\": -14.34417768605013, \"calmar\": -0.0038490467103166697, \"cagr_pct\": -0.05521140993468904, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 21.164383561643834, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08214472197474763, \"sortino\": 0.11389091962960723}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -15.330490238474814, \"dd_pct\": -20.84170130565246, \"calmar\": -1.5899746285173129, \"cagr_pct\": -33.137776291123565, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 16.225165562913908, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.933327107980329, \"sortino\": -2.277428628052759}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -45.292356308504964, \"dd_pct\": -63.712611587713894, \"calmar\": -0.11070347409388086, \"cagr_pct\": -7.053207446353979, \"entries\": 80, \"exits\": 80, \"exposure_pct\": 12.400398406374503, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3146123543582532, \"sortino\": -0.42374439487174864}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 28.911410582203303, \"dd_pct\": -19.570665415331923, \"calmar\": 0.4383415752886313, \"cagr_pct\": 8.57863630760333, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 6.876663708961845, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6211021258213411, \"sortino\": 0.939795783243349}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.56182990751666, \"dd_pct\": -63.21915087622534, \"calmar\": -0.24205146042520154, \"cagr_pct\": -15.302287796431502, \"entries\": 66, \"exits\": 66, \"exposure_pct\": 15.70291777188329, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7481340889490957, \"sortino\": -0.9724724404573567}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.90042795607477, \"dd_pct\": -8.979663903805745, \"calmar\": 0.9341496835734385, \"cagr_pct\": 8.388350194335965, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 18.29971181556196, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6173819577103088, \"sortino\": 1.0193549768971246}]", "Additional_Threshold_Budget": 0, "Total Trades": 80, "Total P&L %": -45.292356308504964, "Sharpe Ratio": -0.3146123543582532, "Sortino Ratio": -0.42374439487174864, "Calmar Ratio": -0.11070347409388086, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.712611587713894, "% In Market": 12.400398406374503, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4383415752886313, "Sub1_Sortino": 0.939795783243349, "Sub1_Trades": 14, "Sub2_Calmar": -0.24205146042520154, "Sub2_Sortino": -0.9724724404573567, "Sub2_Trades": 66, "WFO_Score": -0.06556277792142699, "WFO_Min_Fold": -0.9656997687102192, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.942576, -0.9657, 1.649874, -0.003849]", "OOS_Total Trades": 4, "OOS_Total P&L %": 3.90042795607477, "OOS_Sortino Ratio": 1.0193549768971246, "OOS_Calmar Ratio": 0.9341496835734385, "OOS_Max Drawdown %": -8.979663903805745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c06005a6673293a06aad65db4e802fe1e518c98c6519406f907697cfd32ded9c", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": -61.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "90c6c49d9b9a58eb5a7273d63d53133196b240fb4c2164806dc1d70104a17c85", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -41.85237193307576, \"dd_pct\": -44.785489331995485, \"calmar\": -0.9349894850272732, \"cagr_pct\": -41.8739616072169, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 11.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0590477790261232, \"sortino\": -2.4455717091011673}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -5.009061369631906, \"dd_pct\": -13.336620204833082, \"calmar\": -0.3758377084265651, \"cagr_pct\": -5.012404775939893, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 6.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3148861824402391, \"sortino\": -0.4395105870279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -24.893348183029516, \"dd_pct\": -25.79277084762571, \"calmar\": -0.9656997687102192, \"cagr_pct\": -24.908072841947835, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 13.287671232876713, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.333051131188405, \"sortino\": -2.8497287424902784}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 27.990877536951043, \"dd_pct\": -23.61062326675627, \"calmar\": 1.6498736705040844, \"cagr_pct\": 38.9545456720123, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 28.375912408759124, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.34132392557548, \"sortino\": 1.968553296953455}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.05517363021116939, \"dd_pct\": -14.34417768605013, \"calmar\": -0.0038490467103166697, \"cagr_pct\": -0.05521140993468904, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 21.164383561643834, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08214472197474763, \"sortino\": 0.11389091962960723}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -13.356223814125867, \"dd_pct\": -18.995941577492914, \"calmar\": -1.5426479152117047, \"cagr_pct\": -29.304049672002787, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 13.410596026490065, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7616731033252027, \"sortino\": -2.072781921592945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.726489143104615, \"dd_pct\": -61.57994087317886, \"calmar\": -0.09979408924993596, \"cagr_pct\": -6.1453141155037905, \"entries\": 78, \"exits\": 78, \"exposure_pct\": 12.134794156706509, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2647913118581216, \"sortino\": -0.35751036589507}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 28.911410582203303, \"dd_pct\": -19.570665415331923, \"calmar\": 0.4383415752886313, \"cagr_pct\": 8.57863630760333, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 6.876663708961845, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6211021258213411, \"sortino\": 0.939795783243349}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -54.01996565765729, \"dd_pct\": -61.05747864754966, \"calmar\": -0.22890694090711922, \"cagr_pct\": -13.976480656712342, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 15.278514588859416, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6796682471429117, \"sortino\": -0.8854664103079104}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.90042795607477, \"dd_pct\": -8.979663903805745, \"calmar\": 0.9341496835734385, \"cagr_pct\": 8.388350194335965, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 18.29971181556196, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6173819577103088, \"sortino\": 1.0193549768971246}]", "Additional_Threshold_Budget": 0, "Total Trades": 78, "Total P&L %": -40.726489143104615, "Sharpe Ratio": -0.2647913118581216, "Sortino Ratio": -0.35751036589507, "Calmar Ratio": -0.09979408924993596, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.57994087317886, "% In Market": 12.134794156706509, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4383415752886313, "Sub1_Sortino": 0.939795783243349, "Sub1_Trades": 14, "Sub2_Calmar": -0.22890694090711922, "Sub2_Sortino": -0.8854664103079104, "Sub2_Trades": 64, "WFO_Score": -0.06366615748593117, "WFO_Min_Fold": -0.9656997687102192, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.934989, -0.9657, 1.649874, -0.003849]", "OOS_Total Trades": 4, "OOS_Total P&L %": 3.90042795607477, "OOS_Sortino Ratio": 1.0193549768971246, "OOS_Calmar Ratio": 0.9341496835734385, "OOS_Max Drawdown %": -8.979663903805745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c06005a6673293a06aad65db4e802fe1e518c98c6519406f907697cfd32ded9c", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": -60.05, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "d87fde1ac0cff5cb0c2f0cbb6391108a64089aff520c913ead54ce1ef9528dd1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -41.85237193307576, \"dd_pct\": -44.785489331995485, \"calmar\": -0.9349894850272732, \"cagr_pct\": -41.8739616072169, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 11.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0590477790261232, \"sortino\": -2.4455717091011673}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -5.009061369631906, \"dd_pct\": -13.336620204833082, \"calmar\": -0.3758377084265651, \"cagr_pct\": -5.012404775939893, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 6.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3148861824402391, \"sortino\": -0.4395105870279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -24.893348183029516, \"dd_pct\": -25.79277084762571, \"calmar\": -0.9656997687102192, \"cagr_pct\": -24.908072841947835, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 13.287671232876713, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.333051131188405, \"sortino\": -2.8497287424902784}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 27.990877536951043, \"dd_pct\": -23.61062326675627, \"calmar\": 1.6498736705040844, \"cagr_pct\": 38.9545456720123, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 28.375912408759124, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.34132392557548, \"sortino\": 1.968553296953455}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.05517363021116939, \"dd_pct\": -14.34417768605013, \"calmar\": -0.0038490467103166697, \"cagr_pct\": -0.05521140993468904, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 21.164383561643834, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08214472197474763, \"sortino\": 0.11389091962960723}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -13.356223814125867, \"dd_pct\": -18.995941577492914, \"calmar\": -1.5426479152117047, \"cagr_pct\": -29.304049672002787, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 13.410596026490065, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7616731033252027, \"sortino\": -2.072781921592945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.726489143104615, \"dd_pct\": -61.57994087317886, \"calmar\": -0.09979408924993596, \"cagr_pct\": -6.1453141155037905, \"entries\": 78, \"exits\": 78, \"exposure_pct\": 12.134794156706509, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2647913118581216, \"sortino\": -0.35751036589507}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 28.911410582203303, \"dd_pct\": -19.570665415331923, \"calmar\": 0.4383415752886313, \"cagr_pct\": 8.57863630760333, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 6.876663708961845, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6211021258213411, \"sortino\": 0.939795783243349}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -54.01996565765729, \"dd_pct\": -61.05747864754966, \"calmar\": -0.22890694090711922, \"cagr_pct\": -13.976480656712342, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 15.278514588859416, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6796682471429117, \"sortino\": -0.8854664103079104}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.90042795607477, \"dd_pct\": -8.979663903805745, \"calmar\": 0.9341496835734385, \"cagr_pct\": 8.388350194335965, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 18.29971181556196, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6173819577103088, \"sortino\": 1.0193549768971246}]", "Additional_Threshold_Budget": 0, "Total Trades": 78, "Total P&L %": -40.726489143104615, "Sharpe Ratio": -0.2647913118581216, "Sortino Ratio": -0.35751036589507, "Calmar Ratio": -0.09979408924993596, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.57994087317886, "% In Market": 12.134794156706509, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4383415752886313, "Sub1_Sortino": 0.939795783243349, "Sub1_Trades": 14, "Sub2_Calmar": -0.22890694090711922, "Sub2_Sortino": -0.8854664103079104, "Sub2_Trades": 64, "WFO_Score": -0.06366615748593117, "WFO_Min_Fold": -0.9656997687102192, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.934989, -0.9657, 1.649874, -0.003849]", "OOS_Total Trades": 4, "OOS_Total P&L %": 3.90042795607477, "OOS_Sortino Ratio": 1.0193549768971246, "OOS_Calmar Ratio": 0.9341496835734385, "OOS_Max Drawdown %": -8.979663903805745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c06005a6673293a06aad65db4e802fe1e518c98c6519406f907697cfd32ded9c", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": -59.95, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "6d8887a43cc9b8ec02e2caefa1836a0cb78b19af788a147d1133ef0fd6f28b6a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -41.85237193307576, \"dd_pct\": -44.785489331995485, \"calmar\": -0.9349894850272732, \"cagr_pct\": -41.8739616072169, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 11.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0590477790261232, \"sortino\": -2.4455717091011673}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -5.009061369631906, \"dd_pct\": -13.336620204833082, \"calmar\": -0.3758377084265651, \"cagr_pct\": -5.012404775939893, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 6.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3148861824402391, \"sortino\": -0.4395105870279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -24.893348183029516, \"dd_pct\": -25.79277084762571, \"calmar\": -0.9656997687102192, \"cagr_pct\": -24.908072841947835, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 13.287671232876713, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.333051131188405, \"sortino\": -2.8497287424902784}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 27.990877536951043, \"dd_pct\": -23.61062326675627, \"calmar\": 1.6498736705040844, \"cagr_pct\": 38.9545456720123, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 28.375912408759124, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.34132392557548, \"sortino\": 1.968553296953455}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.05517363021116939, \"dd_pct\": -14.34417768605013, \"calmar\": -0.0038490467103166697, \"cagr_pct\": -0.05521140993468904, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 21.164383561643834, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08214472197474763, \"sortino\": 0.11389091962960723}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -13.356223814125867, \"dd_pct\": -18.995941577492914, \"calmar\": -1.5426479152117047, \"cagr_pct\": -29.304049672002787, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 13.410596026490065, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7616731033252027, \"sortino\": -2.072781921592945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.726489143104615, \"dd_pct\": -61.57994087317886, \"calmar\": -0.09979408924993596, \"cagr_pct\": -6.1453141155037905, \"entries\": 78, \"exits\": 78, \"exposure_pct\": 12.134794156706509, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2647913118581216, \"sortino\": -0.35751036589507}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 28.911410582203303, \"dd_pct\": -19.570665415331923, \"calmar\": 0.4383415752886313, \"cagr_pct\": 8.57863630760333, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 6.876663708961845, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6211021258213411, \"sortino\": 0.939795783243349}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -54.01996565765729, \"dd_pct\": -61.05747864754966, \"calmar\": -0.22890694090711922, \"cagr_pct\": -13.976480656712342, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 15.278514588859416, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6796682471429117, \"sortino\": -0.8854664103079104}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.90042795607477, \"dd_pct\": -8.979663903805745, \"calmar\": 0.9341496835734385, \"cagr_pct\": 8.388350194335965, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 18.29971181556196, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6173819577103088, \"sortino\": 1.0193549768971246}]", "Additional_Threshold_Budget": 0, "Total Trades": 78, "Total P&L %": -40.726489143104615, "Sharpe Ratio": -0.2647913118581216, "Sortino Ratio": -0.35751036589507, "Calmar Ratio": -0.09979408924993596, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.57994087317886, "% In Market": 12.134794156706509, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4383415752886313, "Sub1_Sortino": 0.939795783243349, "Sub1_Trades": 14, "Sub2_Calmar": -0.22890694090711922, "Sub2_Sortino": -0.8854664103079104, "Sub2_Trades": 64, "WFO_Score": -0.06366615748593117, "WFO_Min_Fold": -0.9656997687102192, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.934989, -0.9657, 1.649874, -0.003849]", "OOS_Total Trades": 4, "OOS_Total P&L %": 3.90042795607477, "OOS_Sortino Ratio": 1.0193549768971246, "OOS_Calmar Ratio": 0.9341496835734385, "OOS_Max Drawdown %": -8.979663903805745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c06005a6673293a06aad65db4e802fe1e518c98c6519406f907697cfd32ded9c", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": -59.0, "i_long_exit_activation_confirmation_threshold": -520.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "ae1a0304e4ba1bc31781ae489437db86a8547394e9232125d9b306732a839905", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -41.85237193307576, \"dd_pct\": -44.785489331995485, \"calmar\": -0.9349894850272732, \"cagr_pct\": -41.8739616072169, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 11.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0590477790261232, \"sortino\": -2.4455717091011673}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -5.009061369631906, \"dd_pct\": -13.336620204833082, \"calmar\": -0.3758377084265651, \"cagr_pct\": -5.012404775939893, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 6.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3148861824402391, \"sortino\": -0.4395105870279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -24.893348183029516, \"dd_pct\": -25.79277084762571, \"calmar\": -0.9656997687102192, \"cagr_pct\": -24.908072841947835, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 13.287671232876713, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.333051131188405, \"sortino\": -2.8497287424902784}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 27.990877536951043, \"dd_pct\": -23.61062326675627, \"calmar\": 1.6498736705040844, \"cagr_pct\": 38.9545456720123, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 28.375912408759124, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.34132392557548, \"sortino\": 1.968553296953455}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.05517363021116939, \"dd_pct\": -14.34417768605013, \"calmar\": -0.0038490467103166697, \"cagr_pct\": -0.05521140993468904, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 21.164383561643834, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08214472197474763, \"sortino\": 0.11389091962960723}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -13.356223814125867, \"dd_pct\": -18.995941577492914, \"calmar\": -1.5426479152117047, \"cagr_pct\": -29.304049672002787, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 13.410596026490065, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7616731033252027, \"sortino\": -2.072781921592945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.726489143104615, \"dd_pct\": -61.57994087317886, \"calmar\": -0.09979408924993596, \"cagr_pct\": -6.1453141155037905, \"entries\": 78, \"exits\": 78, \"exposure_pct\": 12.134794156706509, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2647913118581216, \"sortino\": -0.35751036589507}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 28.911410582203303, \"dd_pct\": -19.570665415331923, \"calmar\": 0.4383415752886313, \"cagr_pct\": 8.57863630760333, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 6.876663708961845, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6211021258213411, \"sortino\": 0.939795783243349}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -54.01996565765729, \"dd_pct\": -61.05747864754966, \"calmar\": -0.22890694090711922, \"cagr_pct\": -13.976480656712342, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 15.278514588859416, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6796682471429117, \"sortino\": -0.8854664103079104}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.90042795607477, \"dd_pct\": -8.979663903805745, \"calmar\": 0.9341496835734385, \"cagr_pct\": 8.388350194335965, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 18.29971181556196, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6173819577103088, \"sortino\": 1.0193549768971246}]", "Additional_Threshold_Budget": 0, "Total Trades": 78, "Total P&L %": -40.726489143104615, "Sharpe Ratio": -0.2647913118581216, "Sortino Ratio": -0.35751036589507, "Calmar Ratio": -0.09979408924993596, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.57994087317886, "% In Market": 12.134794156706509, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4383415752886313, "Sub1_Sortino": 0.939795783243349, "Sub1_Trades": 14, "Sub2_Calmar": -0.22890694090711922, "Sub2_Sortino": -0.8854664103079104, "Sub2_Trades": 64, "WFO_Score": -0.06366615748593117, "WFO_Min_Fold": -0.9656997687102192, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.934989, -0.9657, 1.649874, -0.003849]", "OOS_Total Trades": 4, "OOS_Total P&L %": 3.90042795607477, "OOS_Sortino Ratio": 1.0193549768971246, "OOS_Calmar Ratio": 0.9341496835734385, "OOS_Max Drawdown %": -8.979663903805745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c06005a6673293a06aad65db4e802fe1e518c98c6519406f907697cfd32ded9c", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": -60.0, "i_long_exit_activation_confirmation_threshold": -521.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "1f38d46acabe8c36279bc9c1e272774514254df03834f5d4cf937082976d5c54", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -41.85237193307576, \"dd_pct\": -44.785489331995485, \"calmar\": -0.9349894850272732, \"cagr_pct\": -41.8739616072169, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 11.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0590477790261232, \"sortino\": -2.4455717091011673}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -5.009061369631906, \"dd_pct\": -13.336620204833082, \"calmar\": -0.3758377084265651, \"cagr_pct\": -5.012404775939893, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 6.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3148861824402391, \"sortino\": -0.4395105870279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -24.893348183029516, \"dd_pct\": -25.79277084762571, \"calmar\": -0.9656997687102192, \"cagr_pct\": -24.908072841947835, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 13.287671232876713, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.333051131188405, \"sortino\": -2.8497287424902784}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 27.990877536951043, \"dd_pct\": -23.61062326675627, \"calmar\": 1.6498736705040844, \"cagr_pct\": 38.9545456720123, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 28.375912408759124, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.34132392557548, \"sortino\": 1.968553296953455}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.05517363021116939, \"dd_pct\": -14.34417768605013, \"calmar\": -0.0038490467103166697, \"cagr_pct\": -0.05521140993468904, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 21.164383561643834, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08214472197474763, \"sortino\": 0.11389091962960723}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -13.356223814125867, \"dd_pct\": -18.995941577492914, \"calmar\": -1.5426479152117047, \"cagr_pct\": -29.304049672002787, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 13.410596026490065, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7616731033252027, \"sortino\": -2.072781921592945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.726489143104615, \"dd_pct\": -61.57994087317886, \"calmar\": -0.09979408924993596, \"cagr_pct\": -6.1453141155037905, \"entries\": 78, \"exits\": 78, \"exposure_pct\": 12.134794156706509, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2647913118581216, \"sortino\": -0.35751036589507}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 28.911410582203303, \"dd_pct\": -19.570665415331923, \"calmar\": 0.4383415752886313, \"cagr_pct\": 8.57863630760333, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 6.876663708961845, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6211021258213411, \"sortino\": 0.939795783243349}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -54.01996565765729, \"dd_pct\": -61.05747864754966, \"calmar\": -0.22890694090711922, \"cagr_pct\": -13.976480656712342, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 15.278514588859416, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6796682471429117, \"sortino\": -0.8854664103079104}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.90042795607477, \"dd_pct\": -8.979663903805745, \"calmar\": 0.9341496835734385, \"cagr_pct\": 8.388350194335965, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 18.29971181556196, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6173819577103088, \"sortino\": 1.0193549768971246}]", "Additional_Threshold_Budget": 0, "Total Trades": 78, "Total P&L %": -40.726489143104615, "Sharpe Ratio": -0.2647913118581216, "Sortino Ratio": -0.35751036589507, "Calmar Ratio": -0.09979408924993596, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.57994087317886, "% In Market": 12.134794156706509, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4383415752886313, "Sub1_Sortino": 0.939795783243349, "Sub1_Trades": 14, "Sub2_Calmar": -0.22890694090711922, "Sub2_Sortino": -0.8854664103079104, "Sub2_Trades": 64, "WFO_Score": -0.06366615748593117, "WFO_Min_Fold": -0.9656997687102192, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.934989, -0.9657, 1.649874, -0.003849]", "OOS_Total Trades": 4, "OOS_Total P&L %": 3.90042795607477, "OOS_Sortino Ratio": 1.0193549768971246, "OOS_Calmar Ratio": 0.9341496835734385, "OOS_Max Drawdown %": -8.979663903805745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c06005a6673293a06aad65db4e802fe1e518c98c6519406f907697cfd32ded9c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": -60.0, "i_long_exit_activation_confirmation_threshold": -520.05, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "ee6aa6efbc6c1c113b7d4108beffe8372cfc100c916155cca6397860e2dfcf07", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -41.85237193307576, \"dd_pct\": -44.785489331995485, \"calmar\": -0.9349894850272732, \"cagr_pct\": -41.8739616072169, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 11.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0590477790261232, \"sortino\": -2.4455717091011673}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -5.009061369631906, \"dd_pct\": -13.336620204833082, \"calmar\": -0.3758377084265651, \"cagr_pct\": -5.012404775939893, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 6.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3148861824402391, \"sortino\": -0.4395105870279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -24.893348183029516, \"dd_pct\": -25.79277084762571, \"calmar\": -0.9656997687102192, \"cagr_pct\": -24.908072841947835, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 13.287671232876713, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.333051131188405, \"sortino\": -2.8497287424902784}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 27.990877536951043, \"dd_pct\": -23.61062326675627, \"calmar\": 1.6498736705040844, \"cagr_pct\": 38.9545456720123, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 28.375912408759124, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.34132392557548, \"sortino\": 1.968553296953455}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.05517363021116939, \"dd_pct\": -14.34417768605013, \"calmar\": -0.0038490467103166697, \"cagr_pct\": -0.05521140993468904, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 21.164383561643834, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08214472197474763, \"sortino\": 0.11389091962960723}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -13.356223814125867, \"dd_pct\": -18.995941577492914, \"calmar\": -1.5426479152117047, \"cagr_pct\": -29.304049672002787, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 13.410596026490065, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7616731033252027, \"sortino\": -2.072781921592945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.726489143104615, \"dd_pct\": -61.57994087317886, \"calmar\": -0.09979408924993596, \"cagr_pct\": -6.1453141155037905, \"entries\": 78, \"exits\": 78, \"exposure_pct\": 12.134794156706509, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2647913118581216, \"sortino\": -0.35751036589507}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 28.911410582203303, \"dd_pct\": -19.570665415331923, \"calmar\": 0.4383415752886313, \"cagr_pct\": 8.57863630760333, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 6.876663708961845, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6211021258213411, \"sortino\": 0.939795783243349}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -54.01996565765729, \"dd_pct\": -61.05747864754966, \"calmar\": -0.22890694090711922, \"cagr_pct\": -13.976480656712342, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 15.278514588859416, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6796682471429117, \"sortino\": -0.8854664103079104}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.90042795607477, \"dd_pct\": -8.979663903805745, \"calmar\": 0.9341496835734385, \"cagr_pct\": 8.388350194335965, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 18.29971181556196, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6173819577103088, \"sortino\": 1.0193549768971246}]", "Additional_Threshold_Budget": 0, "Total Trades": 78, "Total P&L %": -40.726489143104615, "Sharpe Ratio": -0.2647913118581216, "Sortino Ratio": -0.35751036589507, "Calmar Ratio": -0.09979408924993596, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.57994087317886, "% In Market": 12.134794156706509, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4383415752886313, "Sub1_Sortino": 0.939795783243349, "Sub1_Trades": 14, "Sub2_Calmar": -0.22890694090711922, "Sub2_Sortino": -0.8854664103079104, "Sub2_Trades": 64, "WFO_Score": -0.06366615748593117, "WFO_Min_Fold": -0.9656997687102192, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.934989, -0.9657, 1.649874, -0.003849]", "OOS_Total Trades": 4, "OOS_Total P&L %": 3.90042795607477, "OOS_Sortino Ratio": 1.0193549768971246, "OOS_Calmar Ratio": 0.9341496835734385, "OOS_Max Drawdown %": -8.979663903805745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c06005a6673293a06aad65db4e802fe1e518c98c6519406f907697cfd32ded9c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": -60.0, "i_long_exit_activation_confirmation_threshold": -519.95, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "9b28cb8c54c3c5210813a9303bfb24e16ed37833d71d5730820e0e39fd6b6bce", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -41.85237193307576, \"dd_pct\": -44.785489331995485, \"calmar\": -0.9349894850272732, \"cagr_pct\": -41.8739616072169, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 11.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0590477790261232, \"sortino\": -2.4455717091011673}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -5.009061369631906, \"dd_pct\": -13.336620204833082, \"calmar\": -0.3758377084265651, \"cagr_pct\": -5.012404775939893, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 6.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3148861824402391, \"sortino\": -0.4395105870279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -24.893348183029516, \"dd_pct\": -25.79277084762571, \"calmar\": -0.9656997687102192, \"cagr_pct\": -24.908072841947835, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 13.287671232876713, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.333051131188405, \"sortino\": -2.8497287424902784}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 27.990877536951043, \"dd_pct\": -23.61062326675627, \"calmar\": 1.6498736705040844, \"cagr_pct\": 38.9545456720123, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 28.375912408759124, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.34132392557548, \"sortino\": 1.968553296953455}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.05517363021116939, \"dd_pct\": -14.34417768605013, \"calmar\": -0.0038490467103166697, \"cagr_pct\": -0.05521140993468904, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 21.164383561643834, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08214472197474763, \"sortino\": 0.11389091962960723}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -13.356223814125867, \"dd_pct\": -18.995941577492914, \"calmar\": -1.5426479152117047, \"cagr_pct\": -29.304049672002787, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 13.410596026490065, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7616731033252027, \"sortino\": -2.072781921592945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.726489143104615, \"dd_pct\": -61.57994087317886, \"calmar\": -0.09979408924993596, \"cagr_pct\": -6.1453141155037905, \"entries\": 78, \"exits\": 78, \"exposure_pct\": 12.134794156706509, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2647913118581216, \"sortino\": -0.35751036589507}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 28.911410582203303, \"dd_pct\": -19.570665415331923, \"calmar\": 0.4383415752886313, \"cagr_pct\": 8.57863630760333, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 6.876663708961845, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6211021258213411, \"sortino\": 0.939795783243349}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -54.01996565765729, \"dd_pct\": -61.05747864754966, \"calmar\": -0.22890694090711922, \"cagr_pct\": -13.976480656712342, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 15.278514588859416, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6796682471429117, \"sortino\": -0.8854664103079104}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.90042795607477, \"dd_pct\": -8.979663903805745, \"calmar\": 0.9341496835734385, \"cagr_pct\": 8.388350194335965, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 18.29971181556196, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6173819577103088, \"sortino\": 1.0193549768971246}]", "Additional_Threshold_Budget": 0, "Total Trades": 78, "Total P&L %": -40.726489143104615, "Sharpe Ratio": -0.2647913118581216, "Sortino Ratio": -0.35751036589507, "Calmar Ratio": -0.09979408924993596, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.57994087317886, "% In Market": 12.134794156706509, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4383415752886313, "Sub1_Sortino": 0.939795783243349, "Sub1_Trades": 14, "Sub2_Calmar": -0.22890694090711922, "Sub2_Sortino": -0.8854664103079104, "Sub2_Trades": 64, "WFO_Score": -0.06366615748593117, "WFO_Min_Fold": -0.9656997687102192, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.934989, -0.9657, 1.649874, -0.003849]", "OOS_Total Trades": 4, "OOS_Total P&L %": 3.90042795607477, "OOS_Sortino Ratio": 1.0193549768971246, "OOS_Calmar Ratio": 0.9341496835734385, "OOS_Max Drawdown %": -8.979663903805745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c06005a6673293a06aad65db4e802fe1e518c98c6519406f907697cfd32ded9c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": -60.0, "i_long_exit_activation_confirmation_threshold": -519.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "ae349eeda66d00033005d3465112c2620f0804180357335cc01366701eced02e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -41.85237193307576, \"dd_pct\": -44.785489331995485, \"calmar\": -0.9349894850272732, \"cagr_pct\": -41.8739616072169, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 11.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0590477790261232, \"sortino\": -2.4455717091011673}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -5.009061369631906, \"dd_pct\": -13.336620204833082, \"calmar\": -0.3758377084265651, \"cagr_pct\": -5.012404775939893, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 6.232876712328768, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3148861824402391, \"sortino\": -0.4395105870279862}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -24.893348183029516, \"dd_pct\": -25.79277084762571, \"calmar\": -0.9656997687102192, \"cagr_pct\": -24.908072841947835, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 13.287671232876713, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.333051131188405, \"sortino\": -2.8497287424902784}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 27.990877536951043, \"dd_pct\": -23.61062326675627, \"calmar\": 1.6498736705040844, \"cagr_pct\": 38.9545456720123, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 28.375912408759124, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.34132392557548, \"sortino\": 1.968553296953455}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -0.05517363021116939, \"dd_pct\": -14.34417768605013, \"calmar\": -0.0038490467103166697, \"cagr_pct\": -0.05521140993468904, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 21.164383561643834, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08214472197474763, \"sortino\": 0.11389091962960723}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -13.356223814125867, \"dd_pct\": -18.995941577492914, \"calmar\": -1.5426479152117047, \"cagr_pct\": -29.304049672002787, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 13.410596026490065, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7616731033252027, \"sortino\": -2.072781921592945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.726489143104615, \"dd_pct\": -61.57994087317886, \"calmar\": -0.09979408924993596, \"cagr_pct\": -6.1453141155037905, \"entries\": 78, \"exits\": 78, \"exposure_pct\": 12.134794156706509, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2647913118581216, \"sortino\": -0.35751036589507}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 28.911410582203303, \"dd_pct\": -19.570665415331923, \"calmar\": 0.4383415752886313, \"cagr_pct\": 8.57863630760333, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 6.876663708961845, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6211021258213411, \"sortino\": 0.939795783243349}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -54.01996565765729, \"dd_pct\": -61.05747864754966, \"calmar\": -0.22890694090711922, \"cagr_pct\": -13.976480656712342, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 15.278514588859416, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6796682471429117, \"sortino\": -0.8854664103079104}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.90042795607477, \"dd_pct\": -8.979663903805745, \"calmar\": 0.9341496835734385, \"cagr_pct\": 8.388350194335965, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 18.29971181556196, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6173819577103088, \"sortino\": 1.0193549768971246}]", "Additional_Threshold_Budget": 0, "Total Trades": 78, "Total P&L %": -40.726489143104615, "Sharpe Ratio": -0.2647913118581216, "Sortino Ratio": -0.35751036589507, "Calmar Ratio": -0.09979408924993596, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.57994087317886, "% In Market": 12.134794156706509, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4383415752886313, "Sub1_Sortino": 0.939795783243349, "Sub1_Trades": 14, "Sub2_Calmar": -0.22890694090711922, "Sub2_Sortino": -0.8854664103079104, "Sub2_Trades": 64, "WFO_Score": -0.06366615748593117, "WFO_Min_Fold": -0.9656997687102192, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.934989, -0.9657, 1.649874, -0.003849]", "OOS_Total Trades": 4, "OOS_Total P&L %": 3.90042795607477, "OOS_Sortino Ratio": 1.0193549768971246, "OOS_Calmar Ratio": 0.9341496835734385, "OOS_Max Drawdown %": -8.979663903805745, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c06005a6673293a06aad65db4e802fe1e518c98c6519406f907697cfd32ded9c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 570.0, "i_long_exit_activation_threshold": 290.0, "i_long_exit_activation_confirmation_threshold": -700.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "54bc3d9496d3e7af32ec8b4c583e5bb19ca7d5cf2a52b910b47e75fd6c008770", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.14739368454026, \"dd_pct\": -54.07526828608905, \"calmar\": 1.2243153378956664, \"cagr_pct\": 66.20518036348193, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0308553236046385, \"sortino\": 1.5079859572662249}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -59.576874184781744, \"dd_pct\": -62.79083156326172, \"calmar\": -0.9492141287458468, \"cagr_pct\": -59.601944475548684, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 85.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.226890588695356, \"sortino\": -1.6719883488042366}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 149.55342808615458, \"dd_pct\": -23.81719431564783, \"calmar\": 6.285786155185293, \"cagr_pct\": 149.70979028465698, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.434460370814423, \"sortino\": 3.8876973235776884}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.549177577742036, \"dd_pct\": -38.308576999903565, \"calmar\": 1.4211140477535413, \"cagr_pct\": 54.44085692401117, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 76.91605839416059, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1578224507171533, \"sortino\": 1.693554820203665}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 84.0716341240978, \"dd_pct\": -24.912997497675594, \"calmar\": 3.3776977807760744, \"cagr_pct\": 84.14857636037874, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 77.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7061731325030538, \"sortino\": 2.5761591260159586}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.301155551904046, \"dd_pct\": -50.674945094056525, \"calmar\": -1.4731732522077179, \"cagr_pct\": -74.65297366965878, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4417416519341466, \"sortino\": -3.16858199022411}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 178.28368298520184, \"dd_pct\": -79.63433393147764, \"calmar\": 0.16593556323842465, \"cagr_pct\": 13.214168054036534, \"entries\": 51, \"exits\": 50, \"exposure_pct\": 84.38745019920319, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5056889561349066, \"sortino\": 0.7250333433233191}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.824813359202938, \"dd_pct\": -79.63433393147764, \"calmar\": 0.05753821714013995, \"cagr_pct\": 4.5820175975597754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 83.1410825199645, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.391876383887561, \"sortino\": 0.5573623519810589}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 142.35500572045922, \"dd_pct\": -66.88007001560385, \"calmar\": 0.2797816398135817, \"cagr_pct\": 18.711815659812803, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 85.13262599469496, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5860112584040684, \"sortino\": 0.8456991888963391}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 29.071939358880105, \"dd_pct\": -21.73220247218104, \"calmar\": 3.2729437328424535, \"cagr_pct\": 71.1282758821882, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.36887608069163, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6920162169933777, \"sortino\": 2.662044333728386}]", "Additional_Threshold_Budget": 0, "Total Trades": 51, "Total P&L %": 178.28368298520184, "Sharpe Ratio": 0.5056889561349066, "Sortino Ratio": 0.7250333433233191, "Calmar Ratio": 0.16593556323842465, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.63433393147764, "% In Market": 84.38745019920319, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.05753821714013995, "Sub1_Sortino": 0.5573623519810589, "Sub1_Trades": 12, "Sub2_Calmar": 0.2797816398135817, "Sub2_Sortino": 0.8456991888963391, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[3.377698]", "OOS_Total Trades": 3, "OOS_Total P&L %": 29.071939358880105, "OOS_Sortino Ratio": 2.662044333728386, "OOS_Calmar Ratio": 3.2729437328424535, "OOS_Max Drawdown %": -21.73220247218104, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a25fe24b0c01c0fa80fdab0d6317ebda91262e755be510163dba7aa373fed15", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 569.0, "i_long_exit_activation_threshold": 290.0, "i_long_exit_activation_confirmation_threshold": -700.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "793b1c34b142e4b9b91c6a88f3893858a8801333f5e1510386c381f3639d532a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 61.55479264974477, \"dd_pct\": -54.07526828608897, \"calmar\": 1.1392986326815866, \"cagr_pct\": 61.60787922023113, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 86.7123287671233, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9990074033484471, \"sortino\": 1.4631459351906078}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -59.576874184781744, \"dd_pct\": -62.79083156326172, \"calmar\": -0.9492141287458468, \"cagr_pct\": -59.601944475548684, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 85.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.226890588695356, \"sortino\": -1.6719883488042366}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 144.094821769216, \"dd_pct\": -23.81719431564783, \"calmar\": 6.056299579165984, \"cagr_pct\": 144.2440639107724, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 91.02739726027397, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3964524769184847, \"sortino\": 3.8216887965907684}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.549177577742036, \"dd_pct\": -38.308576999903565, \"calmar\": 1.4211140477535413, \"cagr_pct\": 54.44085692401117, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 76.91605839416059, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1578224507171533, \"sortino\": 1.693554820203665}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 70.95873724832546, \"dd_pct\": -24.912997497675594, \"calmar\": 2.850782658097547, \"cagr_pct\": 71.02154122760116, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 76.0958904109589, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5289778897914916, \"sortino\": 2.298812029331197}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.301155551904046, \"dd_pct\": -50.674945094056525, \"calmar\": -1.4731732522077179, \"cagr_pct\": -74.65297366965878, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4417416519341466, \"sortino\": -3.16858199022411}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 145.8179063752845, \"dd_pct\": -79.63433393147764, \"calmar\": 0.14470947367390743, \"cagr_pct\": 11.523842549596317, \"entries\": 51, \"exits\": 50, \"exposure_pct\": 83.88944223107569, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.47987037526273024, \"sortino\": 0.6878195024617686}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.824813359202938, \"dd_pct\": -79.63433393147764, \"calmar\": 0.05753821714013995, \"cagr_pct\": 4.5820175975597754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 83.1410825199645, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.391876383887561, \"sortino\": 0.5573623519810589}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 114.08082380791926, \"dd_pct\": -66.88007001560364, \"calmar\": 0.2376252141111204, \"cagr_pct\": 15.892390957224537, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 84.3368700265252, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.542973440888142, \"sortino\": 0.7832563995886352}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 29.071939358880105, \"dd_pct\": -21.73220247218104, \"calmar\": 3.2729437328424535, \"cagr_pct\": 71.1282758821882, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.36887608069163, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6920162169933777, \"sortino\": 2.662044333728386}]", "Additional_Threshold_Budget": 0, "Total Trades": 51, "Total P&L %": 145.8179063752845, "Sharpe Ratio": 0.47987037526273024, "Sortino Ratio": 0.6878195024617686, "Calmar Ratio": 0.14470947367390743, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.63433393147764, "% In Market": 83.88944223107569, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.05753821714013995, "Sub1_Sortino": 0.5573623519810589, "Sub1_Trades": 12, "Sub2_Calmar": 0.2376252141111204, "Sub2_Sortino": 0.7832563995886352, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[2.850783]", "OOS_Total Trades": 3, "OOS_Total P&L %": 29.071939358880105, "OOS_Sortino Ratio": 2.662044333728386, "OOS_Calmar Ratio": 3.2729437328424535, "OOS_Max Drawdown %": -21.73220247218104, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a25fe24b0c01c0fa80fdab0d6317ebda91262e755be510163dba7aa373fed15", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 569.95, "i_long_exit_activation_threshold": 290.0, "i_long_exit_activation_confirmation_threshold": -700.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "3e05ebeee70f51942d2741a54d94f2854ea6bdb42dd5731581eb1bd8a8e5f683", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.14739368454026, \"dd_pct\": -54.07526828608905, \"calmar\": 1.2243153378956664, \"cagr_pct\": 66.20518036348193, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0308553236046385, \"sortino\": 1.5079859572662249}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -59.576874184781744, \"dd_pct\": -62.79083156326172, \"calmar\": -0.9492141287458468, \"cagr_pct\": -59.601944475548684, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 85.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.226890588695356, \"sortino\": -1.6719883488042366}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 149.55342808615458, \"dd_pct\": -23.81719431564783, \"calmar\": 6.285786155185293, \"cagr_pct\": 149.70979028465698, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.434460370814423, \"sortino\": 3.8876973235776884}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.549177577742036, \"dd_pct\": -38.308576999903565, \"calmar\": 1.4211140477535413, \"cagr_pct\": 54.44085692401117, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 76.91605839416059, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1578224507171533, \"sortino\": 1.693554820203665}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 84.0716341240978, \"dd_pct\": -24.912997497675594, \"calmar\": 3.3776977807760744, \"cagr_pct\": 84.14857636037874, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 77.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7061731325030538, \"sortino\": 2.5761591260159586}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.301155551904046, \"dd_pct\": -50.674945094056525, \"calmar\": -1.4731732522077179, \"cagr_pct\": -74.65297366965878, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4417416519341466, \"sortino\": -3.16858199022411}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 178.28368298520184, \"dd_pct\": -79.63433393147764, \"calmar\": 0.16593556323842465, \"cagr_pct\": 13.214168054036534, \"entries\": 51, \"exits\": 50, \"exposure_pct\": 84.38745019920319, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5056889561349066, \"sortino\": 0.7250333433233191}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.824813359202938, \"dd_pct\": -79.63433393147764, \"calmar\": 0.05753821714013995, \"cagr_pct\": 4.5820175975597754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 83.1410825199645, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.391876383887561, \"sortino\": 0.5573623519810589}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 142.35500572045922, \"dd_pct\": -66.88007001560385, \"calmar\": 0.2797816398135817, \"cagr_pct\": 18.711815659812803, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 85.13262599469496, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5860112584040684, \"sortino\": 0.8456991888963391}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 29.071939358880105, \"dd_pct\": -21.73220247218104, \"calmar\": 3.2729437328424535, \"cagr_pct\": 71.1282758821882, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.36887608069163, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6920162169933777, \"sortino\": 2.662044333728386}]", "Additional_Threshold_Budget": 0, "Total Trades": 51, "Total P&L %": 178.28368298520184, "Sharpe Ratio": 0.5056889561349066, "Sortino Ratio": 0.7250333433233191, "Calmar Ratio": 0.16593556323842465, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.63433393147764, "% In Market": 84.38745019920319, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.05753821714013995, "Sub1_Sortino": 0.5573623519810589, "Sub1_Trades": 12, "Sub2_Calmar": 0.2797816398135817, "Sub2_Sortino": 0.8456991888963391, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[3.377698]", "OOS_Total Trades": 3, "OOS_Total P&L %": 29.071939358880105, "OOS_Sortino Ratio": 2.662044333728386, "OOS_Calmar Ratio": 3.2729437328424535, "OOS_Max Drawdown %": -21.73220247218104, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a25fe24b0c01c0fa80fdab0d6317ebda91262e755be510163dba7aa373fed15", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 570.05, "i_long_exit_activation_threshold": 290.0, "i_long_exit_activation_confirmation_threshold": -700.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "80d67d7129b3722a6e2f1a6c9a5b88238d33458ffd79496299e45ac08fac5bef", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.14739368454026, \"dd_pct\": -54.07526828608905, \"calmar\": 1.2243153378956664, \"cagr_pct\": 66.20518036348193, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0308553236046385, \"sortino\": 1.5079859572662249}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -59.576874184781744, \"dd_pct\": -62.79083156326172, \"calmar\": -0.9492141287458468, \"cagr_pct\": -59.601944475548684, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 85.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.226890588695356, \"sortino\": -1.6719883488042366}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 149.55342808615458, \"dd_pct\": -23.81719431564783, \"calmar\": 6.285786155185293, \"cagr_pct\": 149.70979028465698, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.434460370814423, \"sortino\": 3.8876973235776884}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.549177577742036, \"dd_pct\": -38.308576999903565, \"calmar\": 1.4211140477535413, \"cagr_pct\": 54.44085692401117, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 76.91605839416059, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1578224507171533, \"sortino\": 1.693554820203665}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 84.0716341240978, \"dd_pct\": -24.912997497675594, \"calmar\": 3.3776977807760744, \"cagr_pct\": 84.14857636037874, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 77.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7061731325030538, \"sortino\": 2.5761591260159586}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.301155551904046, \"dd_pct\": -50.674945094056525, \"calmar\": -1.4731732522077179, \"cagr_pct\": -74.65297366965878, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4417416519341466, \"sortino\": -3.16858199022411}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 178.28368298520184, \"dd_pct\": -79.63433393147764, \"calmar\": 0.16593556323842465, \"cagr_pct\": 13.214168054036534, \"entries\": 51, \"exits\": 50, \"exposure_pct\": 84.38745019920319, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5056889561349066, \"sortino\": 0.7250333433233191}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.824813359202938, \"dd_pct\": -79.63433393147764, \"calmar\": 0.05753821714013995, \"cagr_pct\": 4.5820175975597754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 83.1410825199645, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.391876383887561, \"sortino\": 0.5573623519810589}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 142.35500572045922, \"dd_pct\": -66.88007001560385, \"calmar\": 0.2797816398135817, \"cagr_pct\": 18.711815659812803, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 85.13262599469496, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5860112584040684, \"sortino\": 0.8456991888963391}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 29.071939358880105, \"dd_pct\": -21.73220247218104, \"calmar\": 3.2729437328424535, \"cagr_pct\": 71.1282758821882, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.36887608069163, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6920162169933777, \"sortino\": 2.662044333728386}]", "Additional_Threshold_Budget": 0, "Total Trades": 51, "Total P&L %": 178.28368298520184, "Sharpe Ratio": 0.5056889561349066, "Sortino Ratio": 0.7250333433233191, "Calmar Ratio": 0.16593556323842465, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.63433393147764, "% In Market": 84.38745019920319, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.05753821714013995, "Sub1_Sortino": 0.5573623519810589, "Sub1_Trades": 12, "Sub2_Calmar": 0.2797816398135817, "Sub2_Sortino": 0.8456991888963391, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[3.377698]", "OOS_Total Trades": 3, "OOS_Total P&L %": 29.071939358880105, "OOS_Sortino Ratio": 2.662044333728386, "OOS_Calmar Ratio": 3.2729437328424535, "OOS_Max Drawdown %": -21.73220247218104, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a25fe24b0c01c0fa80fdab0d6317ebda91262e755be510163dba7aa373fed15", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 571.0, "i_long_exit_activation_threshold": 290.0, "i_long_exit_activation_confirmation_threshold": -700.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "e71ad0eeb17d09459c17508449bb5b3d1e8a72ecbba94f82b33e1a2eb2c7821b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.14739368454026, \"dd_pct\": -54.07526828608905, \"calmar\": 1.2243153378956664, \"cagr_pct\": 66.20518036348193, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0308553236046385, \"sortino\": 1.5079859572662249}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -59.576874184781744, \"dd_pct\": -62.79083156326172, \"calmar\": -0.9492141287458468, \"cagr_pct\": -59.601944475548684, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 85.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.226890588695356, \"sortino\": -1.6719883488042366}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 149.55342808615458, \"dd_pct\": -23.81719431564783, \"calmar\": 6.285786155185293, \"cagr_pct\": 149.70979028465698, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.434460370814423, \"sortino\": 3.8876973235776884}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.549177577742036, \"dd_pct\": -38.308576999903565, \"calmar\": 1.4211140477535413, \"cagr_pct\": 54.44085692401117, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 76.91605839416059, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1578224507171533, \"sortino\": 1.693554820203665}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 84.0716341240978, \"dd_pct\": -24.912997497675594, \"calmar\": 3.3776977807760744, \"cagr_pct\": 84.14857636037874, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 77.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7061731325030538, \"sortino\": 2.5761591260159586}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.301155551904046, \"dd_pct\": -50.674945094056525, \"calmar\": -1.4731732522077179, \"cagr_pct\": -74.65297366965878, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4417416519341466, \"sortino\": -3.16858199022411}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 178.28368298520184, \"dd_pct\": -79.63433393147764, \"calmar\": 0.16593556323842465, \"cagr_pct\": 13.214168054036534, \"entries\": 51, \"exits\": 50, \"exposure_pct\": 84.38745019920319, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5056889561349066, \"sortino\": 0.7250333433233191}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.824813359202938, \"dd_pct\": -79.63433393147764, \"calmar\": 0.05753821714013995, \"cagr_pct\": 4.5820175975597754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 83.1410825199645, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.391876383887561, \"sortino\": 0.5573623519810589}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 142.35500572045922, \"dd_pct\": -66.88007001560385, \"calmar\": 0.2797816398135817, \"cagr_pct\": 18.711815659812803, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 85.13262599469496, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5860112584040684, \"sortino\": 0.8456991888963391}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 29.071939358880105, \"dd_pct\": -21.73220247218104, \"calmar\": 3.2729437328424535, \"cagr_pct\": 71.1282758821882, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.36887608069163, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6920162169933777, \"sortino\": 2.662044333728386}]", "Additional_Threshold_Budget": 0, "Total Trades": 51, "Total P&L %": 178.28368298520184, "Sharpe Ratio": 0.5056889561349066, "Sortino Ratio": 0.7250333433233191, "Calmar Ratio": 0.16593556323842465, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.63433393147764, "% In Market": 84.38745019920319, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.05753821714013995, "Sub1_Sortino": 0.5573623519810589, "Sub1_Trades": 12, "Sub2_Calmar": 0.2797816398135817, "Sub2_Sortino": 0.8456991888963391, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[3.377698]", "OOS_Total Trades": 3, "OOS_Total P&L %": 29.071939358880105, "OOS_Sortino Ratio": 2.662044333728386, "OOS_Calmar Ratio": 3.2729437328424535, "OOS_Max Drawdown %": -21.73220247218104, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a25fe24b0c01c0fa80fdab0d6317ebda91262e755be510163dba7aa373fed15", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 570.0, "i_long_exit_activation_threshold": 289.0, "i_long_exit_activation_confirmation_threshold": -700.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "4112a2b5569adb3c1073f21515e8434158f33451d397572695bbca01c2b11f4a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.14739368454026, \"dd_pct\": -54.07526828608905, \"calmar\": 1.2243153378956664, \"cagr_pct\": 66.20518036348193, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0308553236046385, \"sortino\": 1.5079859572662249}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -59.576874184781744, \"dd_pct\": -62.79083156326172, \"calmar\": -0.9492141287458468, \"cagr_pct\": -59.601944475548684, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 85.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.226890588695356, \"sortino\": -1.6719883488042366}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 149.55342808615458, \"dd_pct\": -23.81719431564783, \"calmar\": 6.285786155185293, \"cagr_pct\": 149.70979028465698, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.434460370814423, \"sortino\": 3.8876973235776884}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 39.44663829254507, \"dd_pct\": -37.908967059586075, \"calmar\": 1.471310352909212, \"cagr_pct\": 55.775855702863275, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 77.00729927007299, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1761516930020637, \"sortino\": 1.7205109968540024}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 84.0716341240978, \"dd_pct\": -24.912997497675594, \"calmar\": 3.3776977807760744, \"cagr_pct\": 84.14857636037874, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 77.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7061731325030538, \"sortino\": 2.5761591260159586}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.301155551904046, \"dd_pct\": -50.674945094056525, \"calmar\": -1.4731732522077179, \"cagr_pct\": -74.65297366965878, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4417416519341466, \"sortino\": -3.16858199022411}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 180.08628244783606, \"dd_pct\": -79.63433393147764, \"calmar\": 0.167049125250637, \"cagr_pct\": 13.302845823170461, \"entries\": 51, \"exits\": 50, \"exposure_pct\": 84.39575033200532, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5070084732448664, \"sortino\": 0.7269287366430537}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.824813359202938, \"dd_pct\": -79.63433393147764, \"calmar\": 0.05753821714013995, \"cagr_pct\": 4.5820175975597754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 83.1410825199645, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.391876383887561, \"sortino\": 0.5573623519810589}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 143.92487499339603, \"dd_pct\": -66.88007001560385, \"calmar\": 0.28200370343252396, \"cagr_pct\": 18.860427430226785, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 85.14588859416446, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.588245012582048, \"sortino\": 0.8489303357185289}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 29.071939358880105, \"dd_pct\": -21.73220247218104, \"calmar\": 3.2729437328424535, \"cagr_pct\": 71.1282758821882, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.36887608069163, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6920162169933777, \"sortino\": 2.662044333728386}]", "Additional_Threshold_Budget": 0, "Total Trades": 51, "Total P&L %": 180.08628244783606, "Sharpe Ratio": 0.5070084732448664, "Sortino Ratio": 0.7269287366430537, "Calmar Ratio": 0.167049125250637, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.63433393147764, "% In Market": 84.39575033200532, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.05753821714013995, "Sub1_Sortino": 0.5573623519810589, "Sub1_Trades": 12, "Sub2_Calmar": 0.28200370343252396, "Sub2_Sortino": 0.8489303357185289, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[3.377698]", "OOS_Total Trades": 3, "OOS_Total P&L %": 29.071939358880105, "OOS_Sortino Ratio": 2.662044333728386, "OOS_Calmar Ratio": 3.2729437328424535, "OOS_Max Drawdown %": -21.73220247218104, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a25fe24b0c01c0fa80fdab0d6317ebda91262e755be510163dba7aa373fed15", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 570.0, "i_long_exit_activation_threshold": 289.95, "i_long_exit_activation_confirmation_threshold": -700.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "711b720436dcd9d6fc0b51183b2395339718260da76980884737710642c4fcc4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.14739368454026, \"dd_pct\": -54.07526828608905, \"calmar\": 1.2243153378956664, \"cagr_pct\": 66.20518036348193, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0308553236046385, \"sortino\": 1.5079859572662249}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -59.576874184781744, \"dd_pct\": -62.79083156326172, \"calmar\": -0.9492141287458468, \"cagr_pct\": -59.601944475548684, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 85.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.226890588695356, \"sortino\": -1.6719883488042366}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 149.55342808615458, \"dd_pct\": -23.81719431564783, \"calmar\": 6.285786155185293, \"cagr_pct\": 149.70979028465698, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.434460370814423, \"sortino\": 3.8876973235776884}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.549177577742036, \"dd_pct\": -38.308576999903565, \"calmar\": 1.4211140477535413, \"cagr_pct\": 54.44085692401117, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 76.91605839416059, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1578224507171533, \"sortino\": 1.693554820203665}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 84.0716341240978, \"dd_pct\": -24.912997497675594, \"calmar\": 3.3776977807760744, \"cagr_pct\": 84.14857636037874, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 77.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7061731325030538, \"sortino\": 2.5761591260159586}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.301155551904046, \"dd_pct\": -50.674945094056525, \"calmar\": -1.4731732522077179, \"cagr_pct\": -74.65297366965878, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4417416519341466, \"sortino\": -3.16858199022411}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 178.28368298520184, \"dd_pct\": -79.63433393147764, \"calmar\": 0.16593556323842465, \"cagr_pct\": 13.214168054036534, \"entries\": 51, \"exits\": 50, \"exposure_pct\": 84.38745019920319, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5056889561349066, \"sortino\": 0.7250333433233191}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.824813359202938, \"dd_pct\": -79.63433393147764, \"calmar\": 0.05753821714013995, \"cagr_pct\": 4.5820175975597754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 83.1410825199645, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.391876383887561, \"sortino\": 0.5573623519810589}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 142.35500572045922, \"dd_pct\": -66.88007001560385, \"calmar\": 0.2797816398135817, \"cagr_pct\": 18.711815659812803, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 85.13262599469496, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5860112584040684, \"sortino\": 0.8456991888963391}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 29.071939358880105, \"dd_pct\": -21.73220247218104, \"calmar\": 3.2729437328424535, \"cagr_pct\": 71.1282758821882, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.36887608069163, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6920162169933777, \"sortino\": 2.662044333728386}]", "Additional_Threshold_Budget": 0, "Total Trades": 51, "Total P&L %": 178.28368298520184, "Sharpe Ratio": 0.5056889561349066, "Sortino Ratio": 0.7250333433233191, "Calmar Ratio": 0.16593556323842465, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.63433393147764, "% In Market": 84.38745019920319, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.05753821714013995, "Sub1_Sortino": 0.5573623519810589, "Sub1_Trades": 12, "Sub2_Calmar": 0.2797816398135817, "Sub2_Sortino": 0.8456991888963391, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[3.377698]", "OOS_Total Trades": 3, "OOS_Total P&L %": 29.071939358880105, "OOS_Sortino Ratio": 2.662044333728386, "OOS_Calmar Ratio": 3.2729437328424535, "OOS_Max Drawdown %": -21.73220247218104, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a25fe24b0c01c0fa80fdab0d6317ebda91262e755be510163dba7aa373fed15", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 570.0, "i_long_exit_activation_threshold": 290.05, "i_long_exit_activation_confirmation_threshold": -700.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "35cd82b97fddc82bc0f43510382312401123e461ba18825634e55323d799318b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.14739368454026, \"dd_pct\": -54.07526828608905, \"calmar\": 1.2243153378956664, \"cagr_pct\": 66.20518036348193, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0308553236046385, \"sortino\": 1.5079859572662249}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -59.576874184781744, \"dd_pct\": -62.79083156326172, \"calmar\": -0.9492141287458468, \"cagr_pct\": -59.601944475548684, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 85.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.226890588695356, \"sortino\": -1.6719883488042366}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 149.55342808615458, \"dd_pct\": -23.81719431564783, \"calmar\": 6.285786155185293, \"cagr_pct\": 149.70979028465698, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.434460370814423, \"sortino\": 3.8876973235776884}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.549177577742036, \"dd_pct\": -38.308576999903565, \"calmar\": 1.4211140477535413, \"cagr_pct\": 54.44085692401117, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 76.91605839416059, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1578224507171533, \"sortino\": 1.693554820203665}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 84.0716341240978, \"dd_pct\": -24.912997497675594, \"calmar\": 3.3776977807760744, \"cagr_pct\": 84.14857636037874, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 77.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7061731325030538, \"sortino\": 2.5761591260159586}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.301155551904046, \"dd_pct\": -50.674945094056525, \"calmar\": -1.4731732522077179, \"cagr_pct\": -74.65297366965878, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4417416519341466, \"sortino\": -3.16858199022411}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 178.28368298520184, \"dd_pct\": -79.63433393147764, \"calmar\": 0.16593556323842465, \"cagr_pct\": 13.214168054036534, \"entries\": 51, \"exits\": 50, \"exposure_pct\": 84.38745019920319, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5056889561349066, \"sortino\": 0.7250333433233191}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.824813359202938, \"dd_pct\": -79.63433393147764, \"calmar\": 0.05753821714013995, \"cagr_pct\": 4.5820175975597754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 83.1410825199645, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.391876383887561, \"sortino\": 0.5573623519810589}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 142.35500572045922, \"dd_pct\": -66.88007001560385, \"calmar\": 0.2797816398135817, \"cagr_pct\": 18.711815659812803, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 85.13262599469496, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5860112584040684, \"sortino\": 0.8456991888963391}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 29.071939358880105, \"dd_pct\": -21.73220247218104, \"calmar\": 3.2729437328424535, \"cagr_pct\": 71.1282758821882, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.36887608069163, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6920162169933777, \"sortino\": 2.662044333728386}]", "Additional_Threshold_Budget": 0, "Total Trades": 51, "Total P&L %": 178.28368298520184, "Sharpe Ratio": 0.5056889561349066, "Sortino Ratio": 0.7250333433233191, "Calmar Ratio": 0.16593556323842465, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.63433393147764, "% In Market": 84.38745019920319, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.05753821714013995, "Sub1_Sortino": 0.5573623519810589, "Sub1_Trades": 12, "Sub2_Calmar": 0.2797816398135817, "Sub2_Sortino": 0.8456991888963391, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[3.377698]", "OOS_Total Trades": 3, "OOS_Total P&L %": 29.071939358880105, "OOS_Sortino Ratio": 2.662044333728386, "OOS_Calmar Ratio": 3.2729437328424535, "OOS_Max Drawdown %": -21.73220247218104, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a25fe24b0c01c0fa80fdab0d6317ebda91262e755be510163dba7aa373fed15", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 570.0, "i_long_exit_activation_threshold": 291.0, "i_long_exit_activation_confirmation_threshold": -700.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "1566ff3ab0a6b79fb24ad6f38c197c0e64a986d9b1a8e2e8becb56d4f8108432", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.14739368454026, \"dd_pct\": -54.07526828608905, \"calmar\": 1.2243153378956664, \"cagr_pct\": 66.20518036348193, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0308553236046385, \"sortino\": 1.5079859572662249}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -59.576874184781744, \"dd_pct\": -62.79083156326172, \"calmar\": -0.9492141287458468, \"cagr_pct\": -59.601944475548684, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 85.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.226890588695356, \"sortino\": -1.6719883488042366}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 149.55342808615458, \"dd_pct\": -23.81719431564783, \"calmar\": 6.285786155185293, \"cagr_pct\": 149.70979028465698, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.434460370814423, \"sortino\": 3.8876973235776884}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.549177577742036, \"dd_pct\": -38.308576999903565, \"calmar\": 1.4211140477535413, \"cagr_pct\": 54.44085692401117, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 76.91605839416059, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1578224507171533, \"sortino\": 1.693554820203665}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 84.0716341240978, \"dd_pct\": -24.912997497675594, \"calmar\": 3.3776977807760744, \"cagr_pct\": 84.14857636037874, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 77.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7061731325030538, \"sortino\": 2.5761591260159586}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.301155551904046, \"dd_pct\": -50.674945094056525, \"calmar\": -1.4731732522077179, \"cagr_pct\": -74.65297366965878, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4417416519341466, \"sortino\": -3.16858199022411}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 178.28368298520184, \"dd_pct\": -79.63433393147764, \"calmar\": 0.16593556323842465, \"cagr_pct\": 13.214168054036534, \"entries\": 51, \"exits\": 50, \"exposure_pct\": 84.38745019920319, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5056889561349066, \"sortino\": 0.7250333433233191}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.824813359202938, \"dd_pct\": -79.63433393147764, \"calmar\": 0.05753821714013995, \"cagr_pct\": 4.5820175975597754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 83.1410825199645, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.391876383887561, \"sortino\": 0.5573623519810589}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 142.35500572045922, \"dd_pct\": -66.88007001560385, \"calmar\": 0.2797816398135817, \"cagr_pct\": 18.711815659812803, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 85.13262599469496, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5860112584040684, \"sortino\": 0.8456991888963391}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 29.071939358880105, \"dd_pct\": -21.73220247218104, \"calmar\": 3.2729437328424535, \"cagr_pct\": 71.1282758821882, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.36887608069163, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6920162169933777, \"sortino\": 2.662044333728386}]", "Additional_Threshold_Budget": 0, "Total Trades": 51, "Total P&L %": 178.28368298520184, "Sharpe Ratio": 0.5056889561349066, "Sortino Ratio": 0.7250333433233191, "Calmar Ratio": 0.16593556323842465, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.63433393147764, "% In Market": 84.38745019920319, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.05753821714013995, "Sub1_Sortino": 0.5573623519810589, "Sub1_Trades": 12, "Sub2_Calmar": 0.2797816398135817, "Sub2_Sortino": 0.8456991888963391, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[3.377698]", "OOS_Total Trades": 3, "OOS_Total P&L %": 29.071939358880105, "OOS_Sortino Ratio": 2.662044333728386, "OOS_Calmar Ratio": 3.2729437328424535, "OOS_Max Drawdown %": -21.73220247218104, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a25fe24b0c01c0fa80fdab0d6317ebda91262e755be510163dba7aa373fed15", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 570.0, "i_long_exit_activation_threshold": 290.0, "i_long_exit_activation_confirmation_threshold": -701.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "0be4808cb71897cc9991eabde11d076a242f08c1d38fb9e759942f1c0f65a2d9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.14739368454026, \"dd_pct\": -54.07526828608905, \"calmar\": 1.2243153378956664, \"cagr_pct\": 66.20518036348193, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0308553236046385, \"sortino\": 1.5079859572662249}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -59.576874184781744, \"dd_pct\": -62.79083156326172, \"calmar\": -0.9492141287458468, \"cagr_pct\": -59.601944475548684, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 85.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.226890588695356, \"sortino\": -1.6719883488042366}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 149.55342808615458, \"dd_pct\": -23.81719431564783, \"calmar\": 6.285786155185293, \"cagr_pct\": 149.70979028465698, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.434460370814423, \"sortino\": 3.8876973235776884}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.549177577742036, \"dd_pct\": -38.308576999903565, \"calmar\": 1.4211140477535413, \"cagr_pct\": 54.44085692401117, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 76.91605839416059, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1578224507171533, \"sortino\": 1.693554820203665}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 84.0716341240978, \"dd_pct\": -24.912997497675594, \"calmar\": 3.3776977807760744, \"cagr_pct\": 84.14857636037874, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 77.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7061731325030538, \"sortino\": 2.5761591260159586}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.301155551904046, \"dd_pct\": -50.674945094056525, \"calmar\": -1.4731732522077179, \"cagr_pct\": -74.65297366965878, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4417416519341466, \"sortino\": -3.16858199022411}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 178.28368298520184, \"dd_pct\": -79.63433393147764, \"calmar\": 0.16593556323842465, \"cagr_pct\": 13.214168054036534, \"entries\": 51, \"exits\": 50, \"exposure_pct\": 84.38745019920319, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5056889561349066, \"sortino\": 0.7250333433233191}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.824813359202938, \"dd_pct\": -79.63433393147764, \"calmar\": 0.05753821714013995, \"cagr_pct\": 4.5820175975597754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 83.1410825199645, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.391876383887561, \"sortino\": 0.5573623519810589}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 142.35500572045922, \"dd_pct\": -66.88007001560385, \"calmar\": 0.2797816398135817, \"cagr_pct\": 18.711815659812803, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 85.13262599469496, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5860112584040684, \"sortino\": 0.8456991888963391}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 29.071939358880105, \"dd_pct\": -21.73220247218104, \"calmar\": 3.2729437328424535, \"cagr_pct\": 71.1282758821882, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.36887608069163, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6920162169933777, \"sortino\": 2.662044333728386}]", "Additional_Threshold_Budget": 0, "Total Trades": 51, "Total P&L %": 178.28368298520184, "Sharpe Ratio": 0.5056889561349066, "Sortino Ratio": 0.7250333433233191, "Calmar Ratio": 0.16593556323842465, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.63433393147764, "% In Market": 84.38745019920319, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.05753821714013995, "Sub1_Sortino": 0.5573623519810589, "Sub1_Trades": 12, "Sub2_Calmar": 0.2797816398135817, "Sub2_Sortino": 0.8456991888963391, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[3.377698]", "OOS_Total Trades": 3, "OOS_Total P&L %": 29.071939358880105, "OOS_Sortino Ratio": 2.662044333728386, "OOS_Calmar Ratio": 3.2729437328424535, "OOS_Max Drawdown %": -21.73220247218104, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a25fe24b0c01c0fa80fdab0d6317ebda91262e755be510163dba7aa373fed15", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 570.0, "i_long_exit_activation_threshold": 290.0, "i_long_exit_activation_confirmation_threshold": -700.05, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "f0e43ff34a74a2c1aaccd0e31f296b8c226cc0643c6d2316293c5f1f575be32a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.14739368454026, \"dd_pct\": -54.07526828608905, \"calmar\": 1.2243153378956664, \"cagr_pct\": 66.20518036348193, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0308553236046385, \"sortino\": 1.5079859572662249}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -59.576874184781744, \"dd_pct\": -62.79083156326172, \"calmar\": -0.9492141287458468, \"cagr_pct\": -59.601944475548684, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 85.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.226890588695356, \"sortino\": -1.6719883488042366}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 149.55342808615458, \"dd_pct\": -23.81719431564783, \"calmar\": 6.285786155185293, \"cagr_pct\": 149.70979028465698, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.434460370814423, \"sortino\": 3.8876973235776884}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.549177577742036, \"dd_pct\": -38.308576999903565, \"calmar\": 1.4211140477535413, \"cagr_pct\": 54.44085692401117, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 76.91605839416059, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1578224507171533, \"sortino\": 1.693554820203665}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 84.0716341240978, \"dd_pct\": -24.912997497675594, \"calmar\": 3.3776977807760744, \"cagr_pct\": 84.14857636037874, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 77.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7061731325030538, \"sortino\": 2.5761591260159586}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.301155551904046, \"dd_pct\": -50.674945094056525, \"calmar\": -1.4731732522077179, \"cagr_pct\": -74.65297366965878, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4417416519341466, \"sortino\": -3.16858199022411}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 178.28368298520184, \"dd_pct\": -79.63433393147764, \"calmar\": 0.16593556323842465, \"cagr_pct\": 13.214168054036534, \"entries\": 51, \"exits\": 50, \"exposure_pct\": 84.38745019920319, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5056889561349066, \"sortino\": 0.7250333433233191}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.824813359202938, \"dd_pct\": -79.63433393147764, \"calmar\": 0.05753821714013995, \"cagr_pct\": 4.5820175975597754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 83.1410825199645, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.391876383887561, \"sortino\": 0.5573623519810589}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 142.35500572045922, \"dd_pct\": -66.88007001560385, \"calmar\": 0.2797816398135817, \"cagr_pct\": 18.711815659812803, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 85.13262599469496, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5860112584040684, \"sortino\": 0.8456991888963391}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 29.071939358880105, \"dd_pct\": -21.73220247218104, \"calmar\": 3.2729437328424535, \"cagr_pct\": 71.1282758821882, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.36887608069163, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6920162169933777, \"sortino\": 2.662044333728386}]", "Additional_Threshold_Budget": 0, "Total Trades": 51, "Total P&L %": 178.28368298520184, "Sharpe Ratio": 0.5056889561349066, "Sortino Ratio": 0.7250333433233191, "Calmar Ratio": 0.16593556323842465, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.63433393147764, "% In Market": 84.38745019920319, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.05753821714013995, "Sub1_Sortino": 0.5573623519810589, "Sub1_Trades": 12, "Sub2_Calmar": 0.2797816398135817, "Sub2_Sortino": 0.8456991888963391, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[3.377698]", "OOS_Total Trades": 3, "OOS_Total P&L %": 29.071939358880105, "OOS_Sortino Ratio": 2.662044333728386, "OOS_Calmar Ratio": 3.2729437328424535, "OOS_Max Drawdown %": -21.73220247218104, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a25fe24b0c01c0fa80fdab0d6317ebda91262e755be510163dba7aa373fed15", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 570.0, "i_long_exit_activation_threshold": 290.0, "i_long_exit_activation_confirmation_threshold": -699.95, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "ac9da302c53f0672f51d107e43ae81a6893b3ba218ef447dbb62e0193d52735a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.14739368454026, \"dd_pct\": -54.07526828608905, \"calmar\": 1.2243153378956664, \"cagr_pct\": 66.20518036348193, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0308553236046385, \"sortino\": 1.5079859572662249}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -59.576874184781744, \"dd_pct\": -62.79083156326172, \"calmar\": -0.9492141287458468, \"cagr_pct\": -59.601944475548684, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 85.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.226890588695356, \"sortino\": -1.6719883488042366}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 149.55342808615458, \"dd_pct\": -23.81719431564783, \"calmar\": 6.285786155185293, \"cagr_pct\": 149.70979028465698, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.434460370814423, \"sortino\": 3.8876973235776884}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.549177577742036, \"dd_pct\": -38.308576999903565, \"calmar\": 1.4211140477535413, \"cagr_pct\": 54.44085692401117, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 76.91605839416059, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1578224507171533, \"sortino\": 1.693554820203665}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 84.0716341240978, \"dd_pct\": -24.912997497675594, \"calmar\": 3.3776977807760744, \"cagr_pct\": 84.14857636037874, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 77.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7061731325030538, \"sortino\": 2.5761591260159586}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.301155551904046, \"dd_pct\": -50.674945094056525, \"calmar\": -1.4731732522077179, \"cagr_pct\": -74.65297366965878, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4417416519341466, \"sortino\": -3.16858199022411}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 178.28368298520184, \"dd_pct\": -79.63433393147764, \"calmar\": 0.16593556323842465, \"cagr_pct\": 13.214168054036534, \"entries\": 51, \"exits\": 50, \"exposure_pct\": 84.38745019920319, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5056889561349066, \"sortino\": 0.7250333433233191}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.824813359202938, \"dd_pct\": -79.63433393147764, \"calmar\": 0.05753821714013995, \"cagr_pct\": 4.5820175975597754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 83.1410825199645, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.391876383887561, \"sortino\": 0.5573623519810589}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 142.35500572045922, \"dd_pct\": -66.88007001560385, \"calmar\": 0.2797816398135817, \"cagr_pct\": 18.711815659812803, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 85.13262599469496, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5860112584040684, \"sortino\": 0.8456991888963391}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 29.071939358880105, \"dd_pct\": -21.73220247218104, \"calmar\": 3.2729437328424535, \"cagr_pct\": 71.1282758821882, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.36887608069163, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6920162169933777, \"sortino\": 2.662044333728386}]", "Additional_Threshold_Budget": 0, "Total Trades": 51, "Total P&L %": 178.28368298520184, "Sharpe Ratio": 0.5056889561349066, "Sortino Ratio": 0.7250333433233191, "Calmar Ratio": 0.16593556323842465, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.63433393147764, "% In Market": 84.38745019920319, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.05753821714013995, "Sub1_Sortino": 0.5573623519810589, "Sub1_Trades": 12, "Sub2_Calmar": 0.2797816398135817, "Sub2_Sortino": 0.8456991888963391, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[3.377698]", "OOS_Total Trades": 3, "OOS_Total P&L %": 29.071939358880105, "OOS_Sortino Ratio": 2.662044333728386, "OOS_Calmar Ratio": 3.2729437328424535, "OOS_Max Drawdown %": -21.73220247218104, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a25fe24b0c01c0fa80fdab0d6317ebda91262e755be510163dba7aa373fed15", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 570.0, "i_long_exit_activation_threshold": 290.0, "i_long_exit_activation_confirmation_threshold": -699.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "0e58e618ba86a0e1c7fb9d58ad85cf00e5aa27bc999a464ac0102936c841db0c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 66.14739368454026, \"dd_pct\": -54.07526828608905, \"calmar\": 1.2243153378956664, \"cagr_pct\": 66.20518036348193, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0308553236046385, \"sortino\": 1.5079859572662249}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -59.576874184781744, \"dd_pct\": -62.79083156326172, \"calmar\": -0.9492141287458468, \"cagr_pct\": -59.601944475548684, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 85.2054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.226890588695356, \"sortino\": -1.6719883488042366}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 149.55342808615458, \"dd_pct\": -23.81719431564783, \"calmar\": 6.285786155185293, \"cagr_pct\": 149.70979028465698, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 91.91780821917808, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.434460370814423, \"sortino\": 3.8876973235776884}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.549177577742036, \"dd_pct\": -38.308576999903565, \"calmar\": 1.4211140477535413, \"cagr_pct\": 54.44085692401117, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 76.91605839416059, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1578224507171533, \"sortino\": 1.693554820203665}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 84.0716341240978, \"dd_pct\": -24.912997497675594, \"calmar\": 3.3776977807760744, \"cagr_pct\": 84.14857636037874, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 77.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.7061731325030538, \"sortino\": 2.5761591260159586}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.301155551904046, \"dd_pct\": -50.674945094056525, \"calmar\": -1.4731732522077179, \"cagr_pct\": -74.65297366965878, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 93.70860927152319, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4417416519341466, \"sortino\": -3.16858199022411}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 178.28368298520184, \"dd_pct\": -79.63433393147764, \"calmar\": 0.16593556323842465, \"cagr_pct\": 13.214168054036534, \"entries\": 51, \"exits\": 50, \"exposure_pct\": 84.38745019920319, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5056889561349066, \"sortino\": 0.7250333433233191}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.824813359202938, \"dd_pct\": -79.63433393147764, \"calmar\": 0.05753821714013995, \"cagr_pct\": 4.5820175975597754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 83.1410825199645, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.391876383887561, \"sortino\": 0.5573623519810589}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 142.35500572045922, \"dd_pct\": -66.88007001560385, \"calmar\": 0.2797816398135817, \"cagr_pct\": 18.711815659812803, \"entries\": 39, \"exits\": 39, \"exposure_pct\": 85.13262599469496, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5860112584040684, \"sortino\": 0.8456991888963391}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 29.071939358880105, \"dd_pct\": -21.73220247218104, \"calmar\": 3.2729437328424535, \"cagr_pct\": 71.1282758821882, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 76.36887608069163, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6920162169933777, \"sortino\": 2.662044333728386}]", "Additional_Threshold_Budget": 0, "Total Trades": 51, "Total P&L %": 178.28368298520184, "Sharpe Ratio": 0.5056889561349066, "Sortino Ratio": 0.7250333433233191, "Calmar Ratio": 0.16593556323842465, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.63433393147764, "% In Market": 84.38745019920319, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.05753821714013995, "Sub1_Sortino": 0.5573623519810589, "Sub1_Trades": 12, "Sub2_Calmar": 0.2797816398135817, "Sub2_Sortino": 0.8456991888963391, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[3.377698]", "OOS_Total Trades": 3, "OOS_Total P&L %": 29.071939358880105, "OOS_Sortino Ratio": 2.662044333728386, "OOS_Calmar Ratio": 3.2729437328424535, "OOS_Max Drawdown %": -21.73220247218104, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a25fe24b0c01c0fa80fdab0d6317ebda91262e755be510163dba7aa373fed15", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "265e17f551a9a02bb4c98265ff34db9fd2ae3266f27749dc2cdc51528428ce64", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 48.16015728445255, \"dd_pct\": -33.52098839487684, \"calmar\": 1.437906785525293, \"cagr_pct\": 48.200056670508005, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 46.849315068493155, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0047271841269134, \"sortino\": 1.4975198068750024}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.42216143052452, \"dd_pct\": -64.58533080347779, \"calmar\": -0.812047577411564, \"cagr_pct\": -52.4463614152886, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 49.93150684931506, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2077394225414704, \"sortino\": -1.6569960187242607}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 25.18727885156371, \"dd_pct\": -34.53909594616955, \"calmar\": 0.7297973902222035, \"cagr_pct\": 25.206542082148825, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 75.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7992057072129914, \"sortino\": 1.206389751957908}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.9109885031772262, \"dd_pct\": -27.294235327068584, \"calmar\": -0.18975471184762635, \"cagr_pct\": -5.179209759589202, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 52.82846715328468, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.038764712042506755, \"sortino\": 0.054232512811006876}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 10.153812053692635, \"dd_pct\": -19.471515572840747, \"calmar\": 0.5218447750834746, \"cagr_pct\": 10.161108664643454, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 53.013698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46590257874464625, \"sortino\": 0.6961531396558178}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.89326038734683, \"dd_pct\": -28.082270420511357, \"calmar\": -1.3506164385065307, \"cagr_pct\": -37.92837606052834, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.3046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2072457280640367, \"sortino\": -1.5905798161815219}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -71.69982519915618, \"dd_pct\": -79.98475296521808, \"calmar\": -0.17744997055108466, \"cagr_pct\": -14.19329205821373, \"entries\": 116, \"exits\": 116, \"exposure_pct\": 42.82868525896414, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1607676667775882, \"sortino\": -0.22409382389570326}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -63.09878075000761, \"dd_pct\": -79.24470198519612, \"calmar\": -0.34840724463138223, \"cagr_pct\": -27.609428270297204, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 21.251109139307896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.601038250869214, \"sortino\": -0.795587823330281}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -23.308293395076017, \"dd_pct\": -75.66264582897495, \"calmar\": -0.06624328824444058, \"cagr_pct\": -5.012142456985806, \"entries\": 88, \"exits\": 88, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08896869996273023, \"sortino\": 0.12781843232925535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.98053578941208, \"dd_pct\": -27.50264365220848, \"calmar\": -1.4212032505197498, \"cagr_pct\": -39.08684655640506, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 34.293948126801155, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4142525442848415, \"sortino\": -3.172940331790564}]", "Additional_Threshold_Budget": 0, "Total Trades": 116, "Total P&L %": -71.69982519915618, "Sharpe Ratio": -0.1607676667775882, "Sortino Ratio": -0.22409382389570326, "Calmar Ratio": -0.17744997055108466, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.98475296521808, "% In Market": 42.82868525896414, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.34840724463138223, "Sub1_Sortino": -0.795587823330281, "Sub1_Trades": 28, "Sub2_Calmar": -0.06624328824444058, "Sub2_Sortino": 0.12781843232925535, "Sub2_Trades": 88, "WFO_Score": 0.6249485597458361, "WFO_Min_Fold": -0.18975471184762635, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.437907, 0.729797, -0.189755, 0.521845]", "OOS_Total Trades": 10, "OOS_Total P&L %": -20.98053578941208, "OOS_Sortino Ratio": -3.172940331790564, "OOS_Calmar Ratio": -1.4212032505197498, "OOS_Max Drawdown %": -27.50264365220848, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5417a3c7bd43d1b1ef459818b66ef5cc5787490f2485258237d9f48c3727e2e4", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 44.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "7734327c3a34753a3ca31f07dff823380bb9bf58860b5c609974cb8fa5d955ce", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 48.16015728445255, \"dd_pct\": -33.52098839487684, \"calmar\": 1.437906785525293, \"cagr_pct\": 48.200056670508005, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 46.849315068493155, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0047271841269134, \"sortino\": 1.4975198068750024}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.42216143052452, \"dd_pct\": -64.58533080347779, \"calmar\": -0.812047577411564, \"cagr_pct\": -52.4463614152886, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 49.93150684931506, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2077394225414704, \"sortino\": -1.6569960187242607}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 25.18727885156371, \"dd_pct\": -34.53909594616955, \"calmar\": 0.7297973902222035, \"cagr_pct\": 25.206542082148825, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 75.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7992057072129914, \"sortino\": 1.206389751957908}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.9109885031772262, \"dd_pct\": -27.294235327068584, \"calmar\": -0.18975471184762635, \"cagr_pct\": -5.179209759589202, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 52.82846715328468, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.038764712042506755, \"sortino\": 0.054232512811006876}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 10.153812053692635, \"dd_pct\": -19.471515572840747, \"calmar\": 0.5218447750834746, \"cagr_pct\": 10.161108664643454, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 53.013698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46590257874464625, \"sortino\": 0.6961531396558178}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.89326038734683, \"dd_pct\": -28.082270420511357, \"calmar\": -1.3506164385065307, \"cagr_pct\": -37.92837606052834, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.3046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2072457280640367, \"sortino\": -1.5905798161815219}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -71.69982519915618, \"dd_pct\": -79.98475296521808, \"calmar\": -0.17744997055108466, \"cagr_pct\": -14.19329205821373, \"entries\": 116, \"exits\": 116, \"exposure_pct\": 42.82868525896414, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1607676667775882, \"sortino\": -0.22409382389570326}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -63.09878075000761, \"dd_pct\": -79.24470198519612, \"calmar\": -0.34840724463138223, \"cagr_pct\": -27.609428270297204, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 21.251109139307896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.601038250869214, \"sortino\": -0.795587823330281}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -23.308293395076017, \"dd_pct\": -75.66264582897495, \"calmar\": -0.06624328824444058, \"cagr_pct\": -5.012142456985806, \"entries\": 88, \"exits\": 88, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08896869996273023, \"sortino\": 0.12781843232925535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.98053578941208, \"dd_pct\": -27.50264365220848, \"calmar\": -1.4212032505197498, \"cagr_pct\": -39.08684655640506, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 34.293948126801155, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4142525442848415, \"sortino\": -3.172940331790564}]", "Additional_Threshold_Budget": 0, "Total Trades": 116, "Total P&L %": -71.69982519915618, "Sharpe Ratio": -0.1607676667775882, "Sortino Ratio": -0.22409382389570326, "Calmar Ratio": -0.17744997055108466, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.98475296521808, "% In Market": 42.82868525896414, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.34840724463138223, "Sub1_Sortino": -0.795587823330281, "Sub1_Trades": 28, "Sub2_Calmar": -0.06624328824444058, "Sub2_Sortino": 0.12781843232925535, "Sub2_Trades": 88, "WFO_Score": 0.6249485597458361, "WFO_Min_Fold": -0.18975471184762635, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.437907, 0.729797, -0.189755, 0.521845]", "OOS_Total Trades": 10, "OOS_Total P&L %": -20.98053578941208, "OOS_Sortino Ratio": -3.172940331790564, "OOS_Calmar Ratio": -1.4212032505197498, "OOS_Max Drawdown %": -27.50264365220848, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5417a3c7bd43d1b1ef459818b66ef5cc5787490f2485258237d9f48c3727e2e4", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 44.95, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "07a2b0edffd5b4edb55b2da4609a68dbc441a6edba7e01586cd62e4d256618f8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 48.16015728445255, \"dd_pct\": -33.52098839487684, \"calmar\": 1.437906785525293, \"cagr_pct\": 48.200056670508005, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 46.849315068493155, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0047271841269134, \"sortino\": 1.4975198068750024}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.42216143052452, \"dd_pct\": -64.58533080347779, \"calmar\": -0.812047577411564, \"cagr_pct\": -52.4463614152886, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 49.93150684931506, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2077394225414704, \"sortino\": -1.6569960187242607}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 25.18727885156371, \"dd_pct\": -34.53909594616955, \"calmar\": 0.7297973902222035, \"cagr_pct\": 25.206542082148825, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 75.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7992057072129914, \"sortino\": 1.206389751957908}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.9109885031772262, \"dd_pct\": -27.294235327068584, \"calmar\": -0.18975471184762635, \"cagr_pct\": -5.179209759589202, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 52.82846715328468, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.038764712042506755, \"sortino\": 0.054232512811006876}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 10.153812053692635, \"dd_pct\": -19.471515572840747, \"calmar\": 0.5218447750834746, \"cagr_pct\": 10.161108664643454, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 53.013698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46590257874464625, \"sortino\": 0.6961531396558178}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.89326038734683, \"dd_pct\": -28.082270420511357, \"calmar\": -1.3506164385065307, \"cagr_pct\": -37.92837606052834, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.3046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2072457280640367, \"sortino\": -1.5905798161815219}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -71.69982519915618, \"dd_pct\": -79.98475296521808, \"calmar\": -0.17744997055108466, \"cagr_pct\": -14.19329205821373, \"entries\": 116, \"exits\": 116, \"exposure_pct\": 42.82868525896414, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1607676667775882, \"sortino\": -0.22409382389570326}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -63.09878075000761, \"dd_pct\": -79.24470198519612, \"calmar\": -0.34840724463138223, \"cagr_pct\": -27.609428270297204, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 21.251109139307896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.601038250869214, \"sortino\": -0.795587823330281}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -23.308293395076017, \"dd_pct\": -75.66264582897495, \"calmar\": -0.06624328824444058, \"cagr_pct\": -5.012142456985806, \"entries\": 88, \"exits\": 88, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08896869996273023, \"sortino\": 0.12781843232925535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.98053578941208, \"dd_pct\": -27.50264365220848, \"calmar\": -1.4212032505197498, \"cagr_pct\": -39.08684655640506, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 34.293948126801155, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4142525442848415, \"sortino\": -3.172940331790564}]", "Additional_Threshold_Budget": 0, "Total Trades": 116, "Total P&L %": -71.69982519915618, "Sharpe Ratio": -0.1607676667775882, "Sortino Ratio": -0.22409382389570326, "Calmar Ratio": -0.17744997055108466, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.98475296521808, "% In Market": 42.82868525896414, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.34840724463138223, "Sub1_Sortino": -0.795587823330281, "Sub1_Trades": 28, "Sub2_Calmar": -0.06624328824444058, "Sub2_Sortino": 0.12781843232925535, "Sub2_Trades": 88, "WFO_Score": 0.6249485597458361, "WFO_Min_Fold": -0.18975471184762635, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.437907, 0.729797, -0.189755, 0.521845]", "OOS_Total Trades": 10, "OOS_Total P&L %": -20.98053578941208, "OOS_Sortino Ratio": -3.172940331790564, "OOS_Calmar Ratio": -1.4212032505197498, "OOS_Max Drawdown %": -27.50264365220848, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5417a3c7bd43d1b1ef459818b66ef5cc5787490f2485258237d9f48c3727e2e4", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 45.05, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "c83f6e4f4bedfcaede09fe673f422b707d3eb6dc6106a6672067337ea4c5d853", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 48.16015728445255, \"dd_pct\": -33.52098839487684, \"calmar\": 1.437906785525293, \"cagr_pct\": 48.200056670508005, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 46.849315068493155, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0047271841269134, \"sortino\": 1.4975198068750024}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.42216143052452, \"dd_pct\": -64.58533080347779, \"calmar\": -0.812047577411564, \"cagr_pct\": -52.4463614152886, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 49.93150684931506, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2077394225414704, \"sortino\": -1.6569960187242607}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 25.18727885156371, \"dd_pct\": -34.53909594616955, \"calmar\": 0.7297973902222035, \"cagr_pct\": 25.206542082148825, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 75.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7992057072129914, \"sortino\": 1.206389751957908}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.9109885031772262, \"dd_pct\": -27.294235327068584, \"calmar\": -0.18975471184762635, \"cagr_pct\": -5.179209759589202, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 52.82846715328468, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.038764712042506755, \"sortino\": 0.054232512811006876}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 10.153812053692635, \"dd_pct\": -19.471515572840747, \"calmar\": 0.5218447750834746, \"cagr_pct\": 10.161108664643454, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 53.013698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46590257874464625, \"sortino\": 0.6961531396558178}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.89326038734683, \"dd_pct\": -28.082270420511357, \"calmar\": -1.3506164385065307, \"cagr_pct\": -37.92837606052834, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.3046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2072457280640367, \"sortino\": -1.5905798161815219}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -71.69982519915618, \"dd_pct\": -79.98475296521808, \"calmar\": -0.17744997055108466, \"cagr_pct\": -14.19329205821373, \"entries\": 116, \"exits\": 116, \"exposure_pct\": 42.82868525896414, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1607676667775882, \"sortino\": -0.22409382389570326}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -63.09878075000761, \"dd_pct\": -79.24470198519612, \"calmar\": -0.34840724463138223, \"cagr_pct\": -27.609428270297204, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 21.251109139307896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.601038250869214, \"sortino\": -0.795587823330281}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -23.308293395076017, \"dd_pct\": -75.66264582897495, \"calmar\": -0.06624328824444058, \"cagr_pct\": -5.012142456985806, \"entries\": 88, \"exits\": 88, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08896869996273023, \"sortino\": 0.12781843232925535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.98053578941208, \"dd_pct\": -27.50264365220848, \"calmar\": -1.4212032505197498, \"cagr_pct\": -39.08684655640506, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 34.293948126801155, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4142525442848415, \"sortino\": -3.172940331790564}]", "Additional_Threshold_Budget": 0, "Total Trades": 116, "Total P&L %": -71.69982519915618, "Sharpe Ratio": -0.1607676667775882, "Sortino Ratio": -0.22409382389570326, "Calmar Ratio": -0.17744997055108466, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.98475296521808, "% In Market": 42.82868525896414, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.34840724463138223, "Sub1_Sortino": -0.795587823330281, "Sub1_Trades": 28, "Sub2_Calmar": -0.06624328824444058, "Sub2_Sortino": 0.12781843232925535, "Sub2_Trades": 88, "WFO_Score": 0.6249485597458361, "WFO_Min_Fold": -0.18975471184762635, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.437907, 0.729797, -0.189755, 0.521845]", "OOS_Total Trades": 10, "OOS_Total P&L %": -20.98053578941208, "OOS_Sortino Ratio": -3.172940331790564, "OOS_Calmar Ratio": -1.4212032505197498, "OOS_Max Drawdown %": -27.50264365220848, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5417a3c7bd43d1b1ef459818b66ef5cc5787490f2485258237d9f48c3727e2e4", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 46.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "dcc8036a431cc6c1f1777b46d27065c0212095a5032e98e23c2a3108a85220f8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 48.16015728445255, \"dd_pct\": -33.52098839487684, \"calmar\": 1.437906785525293, \"cagr_pct\": 48.200056670508005, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 46.849315068493155, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0047271841269134, \"sortino\": 1.4975198068750024}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.42216143052452, \"dd_pct\": -64.58533080347779, \"calmar\": -0.812047577411564, \"cagr_pct\": -52.4463614152886, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 49.93150684931506, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2077394225414704, \"sortino\": -1.6569960187242607}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 25.18727885156371, \"dd_pct\": -34.53909594616955, \"calmar\": 0.7297973902222035, \"cagr_pct\": 25.206542082148825, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 75.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7992057072129914, \"sortino\": 1.206389751957908}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.9109885031772262, \"dd_pct\": -27.294235327068584, \"calmar\": -0.18975471184762635, \"cagr_pct\": -5.179209759589202, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 52.82846715328468, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.038764712042506755, \"sortino\": 0.054232512811006876}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 10.153812053692635, \"dd_pct\": -19.471515572840747, \"calmar\": 0.5218447750834746, \"cagr_pct\": 10.161108664643454, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 53.013698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46590257874464625, \"sortino\": 0.6961531396558178}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.89326038734683, \"dd_pct\": -28.082270420511357, \"calmar\": -1.3506164385065307, \"cagr_pct\": -37.92837606052834, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.3046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2072457280640367, \"sortino\": -1.5905798161815219}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -71.69982519915618, \"dd_pct\": -79.98475296521808, \"calmar\": -0.17744997055108466, \"cagr_pct\": -14.19329205821373, \"entries\": 116, \"exits\": 116, \"exposure_pct\": 42.82868525896414, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1607676667775882, \"sortino\": -0.22409382389570326}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -63.09878075000761, \"dd_pct\": -79.24470198519612, \"calmar\": -0.34840724463138223, \"cagr_pct\": -27.609428270297204, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 21.251109139307896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.601038250869214, \"sortino\": -0.795587823330281}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -23.308293395076017, \"dd_pct\": -75.66264582897495, \"calmar\": -0.06624328824444058, \"cagr_pct\": -5.012142456985806, \"entries\": 88, \"exits\": 88, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08896869996273023, \"sortino\": 0.12781843232925535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.98053578941208, \"dd_pct\": -27.50264365220848, \"calmar\": -1.4212032505197498, \"cagr_pct\": -39.08684655640506, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 34.293948126801155, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4142525442848415, \"sortino\": -3.172940331790564}]", "Additional_Threshold_Budget": 0, "Total Trades": 116, "Total P&L %": -71.69982519915618, "Sharpe Ratio": -0.1607676667775882, "Sortino Ratio": -0.22409382389570326, "Calmar Ratio": -0.17744997055108466, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.98475296521808, "% In Market": 42.82868525896414, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.34840724463138223, "Sub1_Sortino": -0.795587823330281, "Sub1_Trades": 28, "Sub2_Calmar": -0.06624328824444058, "Sub2_Sortino": 0.12781843232925535, "Sub2_Trades": 88, "WFO_Score": 0.6249485597458361, "WFO_Min_Fold": -0.18975471184762635, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.437907, 0.729797, -0.189755, 0.521845]", "OOS_Total Trades": 10, "OOS_Total P&L %": -20.98053578941208, "OOS_Sortino Ratio": -3.172940331790564, "OOS_Calmar Ratio": -1.4212032505197498, "OOS_Max Drawdown %": -27.50264365220848, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5417a3c7bd43d1b1ef459818b66ef5cc5787490f2485258237d9f48c3727e2e4", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": 589.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "2bcf06628dbb0877b8c604d0bbe5b7fdbb450c359eecad5c08c66d7198039ffd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 48.16015728445255, \"dd_pct\": -33.52098839487684, \"calmar\": 1.437906785525293, \"cagr_pct\": 48.200056670508005, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 46.849315068493155, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0047271841269134, \"sortino\": 1.4975198068750024}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.42216143052452, \"dd_pct\": -64.58533080347779, \"calmar\": -0.812047577411564, \"cagr_pct\": -52.4463614152886, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 49.93150684931506, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2077394225414704, \"sortino\": -1.6569960187242607}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 25.18727885156371, \"dd_pct\": -34.53909594616955, \"calmar\": 0.7297973902222035, \"cagr_pct\": 25.206542082148825, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 75.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7992057072129914, \"sortino\": 1.206389751957908}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.9109885031772262, \"dd_pct\": -27.294235327068584, \"calmar\": -0.18975471184762635, \"cagr_pct\": -5.179209759589202, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 52.82846715328468, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.038764712042506755, \"sortino\": 0.054232512811006876}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 10.153812053692635, \"dd_pct\": -19.471515572840747, \"calmar\": 0.5218447750834746, \"cagr_pct\": 10.161108664643454, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 53.013698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46590257874464625, \"sortino\": 0.6961531396558178}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.89326038734683, \"dd_pct\": -28.082270420511357, \"calmar\": -1.3506164385065307, \"cagr_pct\": -37.92837606052834, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.3046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2072457280640367, \"sortino\": -1.5905798161815219}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -71.69982519915618, \"dd_pct\": -79.98475296521808, \"calmar\": -0.17744997055108466, \"cagr_pct\": -14.19329205821373, \"entries\": 116, \"exits\": 116, \"exposure_pct\": 42.82868525896414, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1607676667775882, \"sortino\": -0.22409382389570326}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -63.09878075000761, \"dd_pct\": -79.24470198519612, \"calmar\": -0.34840724463138223, \"cagr_pct\": -27.609428270297204, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 21.251109139307896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.601038250869214, \"sortino\": -0.795587823330281}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -23.308293395076017, \"dd_pct\": -75.66264582897495, \"calmar\": -0.06624328824444058, \"cagr_pct\": -5.012142456985806, \"entries\": 88, \"exits\": 88, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08896869996273023, \"sortino\": 0.12781843232925535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.98053578941208, \"dd_pct\": -27.50264365220848, \"calmar\": -1.4212032505197498, \"cagr_pct\": -39.08684655640506, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 34.293948126801155, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4142525442848415, \"sortino\": -3.172940331790564}]", "Additional_Threshold_Budget": 0, "Total Trades": 116, "Total P&L %": -71.69982519915618, "Sharpe Ratio": -0.1607676667775882, "Sortino Ratio": -0.22409382389570326, "Calmar Ratio": -0.17744997055108466, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.98475296521808, "% In Market": 42.82868525896414, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.34840724463138223, "Sub1_Sortino": -0.795587823330281, "Sub1_Trades": 28, "Sub2_Calmar": -0.06624328824444058, "Sub2_Sortino": 0.12781843232925535, "Sub2_Trades": 88, "WFO_Score": 0.6249485597458361, "WFO_Min_Fold": -0.18975471184762635, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.437907, 0.729797, -0.189755, 0.521845]", "OOS_Total Trades": 10, "OOS_Total P&L %": -20.98053578941208, "OOS_Sortino Ratio": -3.172940331790564, "OOS_Calmar Ratio": -1.4212032505197498, "OOS_Max Drawdown %": -27.50264365220848, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5417a3c7bd43d1b1ef459818b66ef5cc5787490f2485258237d9f48c3727e2e4", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": 589.95, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "b55c1370093c26a7d653bef56bc986c6fd210fdcc946195f91cb91c49ff7e9c3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 48.16015728445255, \"dd_pct\": -33.52098839487684, \"calmar\": 1.437906785525293, \"cagr_pct\": 48.200056670508005, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 46.849315068493155, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0047271841269134, \"sortino\": 1.4975198068750024}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.42216143052452, \"dd_pct\": -64.58533080347779, \"calmar\": -0.812047577411564, \"cagr_pct\": -52.4463614152886, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 49.93150684931506, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2077394225414704, \"sortino\": -1.6569960187242607}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 25.18727885156371, \"dd_pct\": -34.53909594616955, \"calmar\": 0.7297973902222035, \"cagr_pct\": 25.206542082148825, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 75.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7992057072129914, \"sortino\": 1.206389751957908}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.9109885031772262, \"dd_pct\": -27.294235327068584, \"calmar\": -0.18975471184762635, \"cagr_pct\": -5.179209759589202, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 52.82846715328468, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.038764712042506755, \"sortino\": 0.054232512811006876}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 10.153812053692635, \"dd_pct\": -19.471515572840747, \"calmar\": 0.5218447750834746, \"cagr_pct\": 10.161108664643454, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 53.013698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46590257874464625, \"sortino\": 0.6961531396558178}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.89326038734683, \"dd_pct\": -28.082270420511357, \"calmar\": -1.3506164385065307, \"cagr_pct\": -37.92837606052834, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.3046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2072457280640367, \"sortino\": -1.5905798161815219}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -71.69982519915618, \"dd_pct\": -79.98475296521808, \"calmar\": -0.17744997055108466, \"cagr_pct\": -14.19329205821373, \"entries\": 116, \"exits\": 116, \"exposure_pct\": 42.82868525896414, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1607676667775882, \"sortino\": -0.22409382389570326}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -63.09878075000761, \"dd_pct\": -79.24470198519612, \"calmar\": -0.34840724463138223, \"cagr_pct\": -27.609428270297204, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 21.251109139307896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.601038250869214, \"sortino\": -0.795587823330281}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -23.308293395076017, \"dd_pct\": -75.66264582897495, \"calmar\": -0.06624328824444058, \"cagr_pct\": -5.012142456985806, \"entries\": 88, \"exits\": 88, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08896869996273023, \"sortino\": 0.12781843232925535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.98053578941208, \"dd_pct\": -27.50264365220848, \"calmar\": -1.4212032505197498, \"cagr_pct\": -39.08684655640506, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 34.293948126801155, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4142525442848415, \"sortino\": -3.172940331790564}]", "Additional_Threshold_Budget": 0, "Total Trades": 116, "Total P&L %": -71.69982519915618, "Sharpe Ratio": -0.1607676667775882, "Sortino Ratio": -0.22409382389570326, "Calmar Ratio": -0.17744997055108466, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.98475296521808, "% In Market": 42.82868525896414, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.34840724463138223, "Sub1_Sortino": -0.795587823330281, "Sub1_Trades": 28, "Sub2_Calmar": -0.06624328824444058, "Sub2_Sortino": 0.12781843232925535, "Sub2_Trades": 88, "WFO_Score": 0.6249485597458361, "WFO_Min_Fold": -0.18975471184762635, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.437907, 0.729797, -0.189755, 0.521845]", "OOS_Total Trades": 10, "OOS_Total P&L %": -20.98053578941208, "OOS_Sortino Ratio": -3.172940331790564, "OOS_Calmar Ratio": -1.4212032505197498, "OOS_Max Drawdown %": -27.50264365220848, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5417a3c7bd43d1b1ef459818b66ef5cc5787490f2485258237d9f48c3727e2e4", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": 590.05, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "da61d2fb682ffb09458e3290b0ba077256aee83df23cbf69cc9c43f1c2d016f2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 48.16015728445255, \"dd_pct\": -33.52098839487684, \"calmar\": 1.437906785525293, \"cagr_pct\": 48.200056670508005, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 46.849315068493155, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0047271841269134, \"sortino\": 1.4975198068750024}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.42216143052452, \"dd_pct\": -64.58533080347779, \"calmar\": -0.812047577411564, \"cagr_pct\": -52.4463614152886, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 49.93150684931506, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2077394225414704, \"sortino\": -1.6569960187242607}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 25.18727885156371, \"dd_pct\": -34.53909594616955, \"calmar\": 0.7297973902222035, \"cagr_pct\": 25.206542082148825, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 75.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7992057072129914, \"sortino\": 1.206389751957908}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.9109885031772262, \"dd_pct\": -27.294235327068584, \"calmar\": -0.18975471184762635, \"cagr_pct\": -5.179209759589202, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 52.82846715328468, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.038764712042506755, \"sortino\": 0.054232512811006876}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 10.153812053692635, \"dd_pct\": -19.471515572840747, \"calmar\": 0.5218447750834746, \"cagr_pct\": 10.161108664643454, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 53.013698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46590257874464625, \"sortino\": 0.6961531396558178}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.89326038734683, \"dd_pct\": -28.082270420511357, \"calmar\": -1.3506164385065307, \"cagr_pct\": -37.92837606052834, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.3046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2072457280640367, \"sortino\": -1.5905798161815219}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -71.69982519915618, \"dd_pct\": -79.98475296521808, \"calmar\": -0.17744997055108466, \"cagr_pct\": -14.19329205821373, \"entries\": 116, \"exits\": 116, \"exposure_pct\": 42.82868525896414, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1607676667775882, \"sortino\": -0.22409382389570326}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -63.09878075000761, \"dd_pct\": -79.24470198519612, \"calmar\": -0.34840724463138223, \"cagr_pct\": -27.609428270297204, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 21.251109139307896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.601038250869214, \"sortino\": -0.795587823330281}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -23.308293395076017, \"dd_pct\": -75.66264582897495, \"calmar\": -0.06624328824444058, \"cagr_pct\": -5.012142456985806, \"entries\": 88, \"exits\": 88, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08896869996273023, \"sortino\": 0.12781843232925535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.98053578941208, \"dd_pct\": -27.50264365220848, \"calmar\": -1.4212032505197498, \"cagr_pct\": -39.08684655640506, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 34.293948126801155, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4142525442848415, \"sortino\": -3.172940331790564}]", "Additional_Threshold_Budget": 0, "Total Trades": 116, "Total P&L %": -71.69982519915618, "Sharpe Ratio": -0.1607676667775882, "Sortino Ratio": -0.22409382389570326, "Calmar Ratio": -0.17744997055108466, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.98475296521808, "% In Market": 42.82868525896414, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.34840724463138223, "Sub1_Sortino": -0.795587823330281, "Sub1_Trades": 28, "Sub2_Calmar": -0.06624328824444058, "Sub2_Sortino": 0.12781843232925535, "Sub2_Trades": 88, "WFO_Score": 0.6249485597458361, "WFO_Min_Fold": -0.18975471184762635, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.437907, 0.729797, -0.189755, 0.521845]", "OOS_Total Trades": 10, "OOS_Total P&L %": -20.98053578941208, "OOS_Sortino Ratio": -3.172940331790564, "OOS_Calmar Ratio": -1.4212032505197498, "OOS_Max Drawdown %": -27.50264365220848, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5417a3c7bd43d1b1ef459818b66ef5cc5787490f2485258237d9f48c3727e2e4", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": 591.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "3986cafefb79f50a512739d01710d936e3fd13df82f4844be25ff8e667d9c898", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 48.16015728445255, \"dd_pct\": -33.52098839487684, \"calmar\": 1.437906785525293, \"cagr_pct\": 48.200056670508005, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 46.849315068493155, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0047271841269134, \"sortino\": 1.4975198068750024}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.42216143052452, \"dd_pct\": -64.58533080347779, \"calmar\": -0.812047577411564, \"cagr_pct\": -52.4463614152886, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 49.93150684931506, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2077394225414704, \"sortino\": -1.6569960187242607}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 25.18727885156371, \"dd_pct\": -34.53909594616955, \"calmar\": 0.7297973902222035, \"cagr_pct\": 25.206542082148825, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 75.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7992057072129914, \"sortino\": 1.206389751957908}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -9.405315357178456, \"dd_pct\": -27.294235327068584, \"calmar\": -0.4519976840900164, \"cagr_pct\": -12.33693115684291, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 51.003649635036496, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.18332940440018056, \"sortino\": -0.25400737436648924}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 13.728117599253364, \"dd_pct\": -16.85850197760268, \"calmar\": 0.8149086220183562, \"cagr_pct\": 13.738138615861933, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 53.28767123287671, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5683916147969608, \"sortino\": 0.8501806709165473}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.89326038734683, \"dd_pct\": -28.082270420511357, \"calmar\": -1.3506164385065307, \"cagr_pct\": -37.92837606052834, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.3046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2072457280640367, \"sortino\": -1.5905798161815219}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -72.45223119037317, \"dd_pct\": -79.98475296521808, \"calmar\": -0.18094975463425672, \"cagr_pct\": -14.473221423537849, \"entries\": 116, \"exits\": 116, \"exposure_pct\": 42.69588313413015, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.16924684786275623, \"sortino\": -0.2357694176355529}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -63.09878075000761, \"dd_pct\": -79.24470198519612, \"calmar\": -0.34840724463138223, \"cagr_pct\": -27.609428270297204, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 21.251109139307896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.601038250869214, \"sortino\": -0.795587823330281}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.3472666499156, \"dd_pct\": -75.66264582897495, \"calmar\": -0.07278111591138464, \"cagr_pct\": -5.506811796240669, \"entries\": 88, \"exits\": 88, \"exposure_pct\": 55.51724137931034, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07606583406547926, \"sortino\": 0.10918355003764596}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.98053578941208, \"dd_pct\": -27.50264365220848, \"calmar\": -1.4212032505197498, \"cagr_pct\": -39.08684655640506, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 34.293948126801155, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4142525442848415, \"sortino\": -3.172940331790564}]", "Additional_Threshold_Budget": 0, "Total Trades": 116, "Total P&L %": -72.45223119037317, "Sharpe Ratio": -0.16924684786275623, "Sortino Ratio": -0.2357694176355529, "Calmar Ratio": -0.18094975463425672, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.98475296521808, "% In Market": 42.69588313413015, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.34840724463138223, "Sub1_Sortino": -0.795587823330281, "Sub1_Trades": 28, "Sub2_Calmar": -0.07278111591138464, "Sub2_Sortino": 0.10918355003764596, "Sub2_Trades": 88, "WFO_Score": 0.632653778418959, "WFO_Min_Fold": -0.4519976840900164, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.437907, 0.729797, -0.451998, 0.814909]", "OOS_Total Trades": 10, "OOS_Total P&L %": -20.98053578941208, "OOS_Sortino Ratio": -3.172940331790564, "OOS_Calmar Ratio": -1.4212032505197498, "OOS_Max Drawdown %": -27.50264365220848, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5417a3c7bd43d1b1ef459818b66ef5cc5787490f2485258237d9f48c3727e2e4", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -381.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "8777c0876d9350d375e0f11d196b41770e0bb8a5e536c523e6c049753fa15a9d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 48.16015728445255, \"dd_pct\": -33.52098839487684, \"calmar\": 1.437906785525293, \"cagr_pct\": 48.200056670508005, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 46.849315068493155, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0047271841269134, \"sortino\": 1.4975198068750024}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.42216143052452, \"dd_pct\": -64.58533080347779, \"calmar\": -0.812047577411564, \"cagr_pct\": -52.4463614152886, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 49.93150684931506, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2077394225414704, \"sortino\": -1.6569960187242607}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 25.18727885156371, \"dd_pct\": -34.53909594616955, \"calmar\": 0.7297973902222035, \"cagr_pct\": 25.206542082148825, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 75.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7992057072129914, \"sortino\": 1.206389751957908}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.9109885031772262, \"dd_pct\": -27.294235327068584, \"calmar\": -0.18975471184762635, \"cagr_pct\": -5.179209759589202, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 52.82846715328468, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.038764712042506755, \"sortino\": 0.054232512811006876}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 10.153812053692635, \"dd_pct\": -19.471515572840747, \"calmar\": 0.5218447750834746, \"cagr_pct\": 10.161108664643454, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 53.013698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46590257874464625, \"sortino\": 0.6961531396558178}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.89326038734683, \"dd_pct\": -28.082270420511357, \"calmar\": -1.3506164385065307, \"cagr_pct\": -37.92837606052834, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.3046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2072457280640367, \"sortino\": -1.5905798161815219}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -71.69982519915618, \"dd_pct\": -79.98475296521808, \"calmar\": -0.17744997055108466, \"cagr_pct\": -14.19329205821373, \"entries\": 116, \"exits\": 116, \"exposure_pct\": 42.82868525896414, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1607676667775882, \"sortino\": -0.22409382389570326}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -63.09878075000761, \"dd_pct\": -79.24470198519612, \"calmar\": -0.34840724463138223, \"cagr_pct\": -27.609428270297204, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 21.251109139307896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.601038250869214, \"sortino\": -0.795587823330281}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -23.308293395076017, \"dd_pct\": -75.66264582897495, \"calmar\": -0.06624328824444058, \"cagr_pct\": -5.012142456985806, \"entries\": 88, \"exits\": 88, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08896869996273023, \"sortino\": 0.12781843232925535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.98053578941208, \"dd_pct\": -27.50264365220848, \"calmar\": -1.4212032505197498, \"cagr_pct\": -39.08684655640506, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 34.293948126801155, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4142525442848415, \"sortino\": -3.172940331790564}]", "Additional_Threshold_Budget": 0, "Total Trades": 116, "Total P&L %": -71.69982519915618, "Sharpe Ratio": -0.1607676667775882, "Sortino Ratio": -0.22409382389570326, "Calmar Ratio": -0.17744997055108466, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.98475296521808, "% In Market": 42.82868525896414, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.34840724463138223, "Sub1_Sortino": -0.795587823330281, "Sub1_Trades": 28, "Sub2_Calmar": -0.06624328824444058, "Sub2_Sortino": 0.12781843232925535, "Sub2_Trades": 88, "WFO_Score": 0.6249485597458361, "WFO_Min_Fold": -0.18975471184762635, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.437907, 0.729797, -0.189755, 0.521845]", "OOS_Total Trades": 10, "OOS_Total P&L %": -20.98053578941208, "OOS_Sortino Ratio": -3.172940331790564, "OOS_Calmar Ratio": -1.4212032505197498, "OOS_Max Drawdown %": -27.50264365220848, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5417a3c7bd43d1b1ef459818b66ef5cc5787490f2485258237d9f48c3727e2e4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -380.05, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "54608ce84337d2e37ed9d49fe40f5eaea1c0ab8be680a18e0caef00b469d7352", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 48.16015728445255, \"dd_pct\": -33.52098839487684, \"calmar\": 1.437906785525293, \"cagr_pct\": 48.200056670508005, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 46.849315068493155, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0047271841269134, \"sortino\": 1.4975198068750024}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.42216143052452, \"dd_pct\": -64.58533080347779, \"calmar\": -0.812047577411564, \"cagr_pct\": -52.4463614152886, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 49.93150684931506, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2077394225414704, \"sortino\": -1.6569960187242607}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 25.18727885156371, \"dd_pct\": -34.53909594616955, \"calmar\": 0.7297973902222035, \"cagr_pct\": 25.206542082148825, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 75.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7992057072129914, \"sortino\": 1.206389751957908}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.9109885031772262, \"dd_pct\": -27.294235327068584, \"calmar\": -0.18975471184762635, \"cagr_pct\": -5.179209759589202, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 52.82846715328468, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.038764712042506755, \"sortino\": 0.054232512811006876}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 10.153812053692635, \"dd_pct\": -19.471515572840747, \"calmar\": 0.5218447750834746, \"cagr_pct\": 10.161108664643454, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 53.013698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46590257874464625, \"sortino\": 0.6961531396558178}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.89326038734683, \"dd_pct\": -28.082270420511357, \"calmar\": -1.3506164385065307, \"cagr_pct\": -37.92837606052834, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.3046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2072457280640367, \"sortino\": -1.5905798161815219}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -71.69982519915618, \"dd_pct\": -79.98475296521808, \"calmar\": -0.17744997055108466, \"cagr_pct\": -14.19329205821373, \"entries\": 116, \"exits\": 116, \"exposure_pct\": 42.82868525896414, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1607676667775882, \"sortino\": -0.22409382389570326}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -63.09878075000761, \"dd_pct\": -79.24470198519612, \"calmar\": -0.34840724463138223, \"cagr_pct\": -27.609428270297204, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 21.251109139307896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.601038250869214, \"sortino\": -0.795587823330281}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -23.308293395076017, \"dd_pct\": -75.66264582897495, \"calmar\": -0.06624328824444058, \"cagr_pct\": -5.012142456985806, \"entries\": 88, \"exits\": 88, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08896869996273023, \"sortino\": 0.12781843232925535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.98053578941208, \"dd_pct\": -27.50264365220848, \"calmar\": -1.4212032505197498, \"cagr_pct\": -39.08684655640506, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 34.293948126801155, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4142525442848415, \"sortino\": -3.172940331790564}]", "Additional_Threshold_Budget": 0, "Total Trades": 116, "Total P&L %": -71.69982519915618, "Sharpe Ratio": -0.1607676667775882, "Sortino Ratio": -0.22409382389570326, "Calmar Ratio": -0.17744997055108466, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.98475296521808, "% In Market": 42.82868525896414, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.34840724463138223, "Sub1_Sortino": -0.795587823330281, "Sub1_Trades": 28, "Sub2_Calmar": -0.06624328824444058, "Sub2_Sortino": 0.12781843232925535, "Sub2_Trades": 88, "WFO_Score": 0.6249485597458361, "WFO_Min_Fold": -0.18975471184762635, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.437907, 0.729797, -0.189755, 0.521845]", "OOS_Total Trades": 10, "OOS_Total P&L %": -20.98053578941208, "OOS_Sortino Ratio": -3.172940331790564, "OOS_Calmar Ratio": -1.4212032505197498, "OOS_Max Drawdown %": -27.50264365220848, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5417a3c7bd43d1b1ef459818b66ef5cc5787490f2485258237d9f48c3727e2e4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -379.95, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "b64da0fe64f56f5806df37538f9e457b78547bd3efa7dde92497373b388f653e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 48.16015728445255, \"dd_pct\": -33.52098839487684, \"calmar\": 1.437906785525293, \"cagr_pct\": 48.200056670508005, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 46.849315068493155, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0047271841269134, \"sortino\": 1.4975198068750024}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.42216143052452, \"dd_pct\": -64.58533080347779, \"calmar\": -0.812047577411564, \"cagr_pct\": -52.4463614152886, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 49.93150684931506, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2077394225414704, \"sortino\": -1.6569960187242607}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 25.18727885156371, \"dd_pct\": -34.53909594616955, \"calmar\": 0.7297973902222035, \"cagr_pct\": 25.206542082148825, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 75.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7992057072129914, \"sortino\": 1.206389751957908}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.9109885031772262, \"dd_pct\": -27.294235327068584, \"calmar\": -0.18975471184762635, \"cagr_pct\": -5.179209759589202, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 52.82846715328468, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.038764712042506755, \"sortino\": 0.054232512811006876}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 10.153812053692635, \"dd_pct\": -19.471515572840747, \"calmar\": 0.5218447750834746, \"cagr_pct\": 10.161108664643454, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 53.013698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46590257874464625, \"sortino\": 0.6961531396558178}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.89326038734683, \"dd_pct\": -28.082270420511357, \"calmar\": -1.3506164385065307, \"cagr_pct\": -37.92837606052834, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.3046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2072457280640367, \"sortino\": -1.5905798161815219}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -71.69982519915618, \"dd_pct\": -79.98475296521808, \"calmar\": -0.17744997055108466, \"cagr_pct\": -14.19329205821373, \"entries\": 116, \"exits\": 116, \"exposure_pct\": 42.82868525896414, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1607676667775882, \"sortino\": -0.22409382389570326}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -63.09878075000761, \"dd_pct\": -79.24470198519612, \"calmar\": -0.34840724463138223, \"cagr_pct\": -27.609428270297204, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 21.251109139307896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.601038250869214, \"sortino\": -0.795587823330281}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -23.308293395076017, \"dd_pct\": -75.66264582897495, \"calmar\": -0.06624328824444058, \"cagr_pct\": -5.012142456985806, \"entries\": 88, \"exits\": 88, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08896869996273023, \"sortino\": 0.12781843232925535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.98053578941208, \"dd_pct\": -27.50264365220848, \"calmar\": -1.4212032505197498, \"cagr_pct\": -39.08684655640506, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 34.293948126801155, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4142525442848415, \"sortino\": -3.172940331790564}]", "Additional_Threshold_Budget": 0, "Total Trades": 116, "Total P&L %": -71.69982519915618, "Sharpe Ratio": -0.1607676667775882, "Sortino Ratio": -0.22409382389570326, "Calmar Ratio": -0.17744997055108466, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.98475296521808, "% In Market": 42.82868525896414, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.34840724463138223, "Sub1_Sortino": -0.795587823330281, "Sub1_Trades": 28, "Sub2_Calmar": -0.06624328824444058, "Sub2_Sortino": 0.12781843232925535, "Sub2_Trades": 88, "WFO_Score": 0.6249485597458361, "WFO_Min_Fold": -0.18975471184762635, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.437907, 0.729797, -0.189755, 0.521845]", "OOS_Total Trades": 10, "OOS_Total P&L %": -20.98053578941208, "OOS_Sortino Ratio": -3.172940331790564, "OOS_Calmar Ratio": -1.4212032505197498, "OOS_Max Drawdown %": -27.50264365220848, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5417a3c7bd43d1b1ef459818b66ef5cc5787490f2485258237d9f48c3727e2e4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -379.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "eaac44cacf04f19a8d83f9385cdef8993639578efc40973ada590ff3b0bffc4a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 48.16015728445255, \"dd_pct\": -33.52098839487684, \"calmar\": 1.437906785525293, \"cagr_pct\": 48.200056670508005, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 46.849315068493155, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0047271841269134, \"sortino\": 1.4975198068750024}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.42216143052452, \"dd_pct\": -64.58533080347779, \"calmar\": -0.812047577411564, \"cagr_pct\": -52.4463614152886, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 49.93150684931506, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2077394225414704, \"sortino\": -1.6569960187242607}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 25.18727885156371, \"dd_pct\": -34.53909594616955, \"calmar\": 0.7297973902222035, \"cagr_pct\": 25.206542082148825, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 75.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7992057072129914, \"sortino\": 1.206389751957908}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -3.9109885031772262, \"dd_pct\": -27.294235327068584, \"calmar\": -0.18975471184762635, \"cagr_pct\": -5.179209759589202, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 52.82846715328468, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.038764712042506755, \"sortino\": 0.054232512811006876}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 10.153812053692635, \"dd_pct\": -19.471515572840747, \"calmar\": 0.5218447750834746, \"cagr_pct\": 10.161108664643454, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 53.013698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46590257874464625, \"sortino\": 0.6961531396558178}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -17.89326038734683, \"dd_pct\": -28.082270420511357, \"calmar\": -1.3506164385065307, \"cagr_pct\": -37.92837606052834, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 54.3046357615894, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2072457280640367, \"sortino\": -1.5905798161815219}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -71.69982519915618, \"dd_pct\": -79.98475296521808, \"calmar\": -0.17744997055108466, \"cagr_pct\": -14.19329205821373, \"entries\": 116, \"exits\": 116, \"exposure_pct\": 42.82868525896414, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1607676667775882, \"sortino\": -0.22409382389570326}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -63.09878075000761, \"dd_pct\": -79.24470198519612, \"calmar\": -0.34840724463138223, \"cagr_pct\": -27.609428270297204, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 21.251109139307896, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.601038250869214, \"sortino\": -0.795587823330281}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -23.308293395076017, \"dd_pct\": -75.66264582897495, \"calmar\": -0.06624328824444058, \"cagr_pct\": -5.012142456985806, \"entries\": 88, \"exits\": 88, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08896869996273023, \"sortino\": 0.12781843232925535}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.98053578941208, \"dd_pct\": -27.50264365220848, \"calmar\": -1.4212032505197498, \"cagr_pct\": -39.08684655640506, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 34.293948126801155, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4142525442848415, \"sortino\": -3.172940331790564}]", "Additional_Threshold_Budget": 0, "Total Trades": 116, "Total P&L %": -71.69982519915618, "Sharpe Ratio": -0.1607676667775882, "Sortino Ratio": -0.22409382389570326, "Calmar Ratio": -0.17744997055108466, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.98475296521808, "% In Market": 42.82868525896414, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.34840724463138223, "Sub1_Sortino": -0.795587823330281, "Sub1_Trades": 28, "Sub2_Calmar": -0.06624328824444058, "Sub2_Sortino": 0.12781843232925535, "Sub2_Trades": 88, "WFO_Score": 0.6249485597458361, "WFO_Min_Fold": -0.18975471184762635, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.437907, 0.729797, -0.189755, 0.521845]", "OOS_Total Trades": 10, "OOS_Total P&L %": -20.98053578941208, "OOS_Sortino Ratio": -3.172940331790564, "OOS_Calmar Ratio": -1.4212032505197498, "OOS_Max Drawdown %": -27.50264365220848, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5417a3c7bd43d1b1ef459818b66ef5cc5787490f2485258237d9f48c3727e2e4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 330.0, "i_long_exit_activation_threshold": 390.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "5f3f1a599fe27dd5cd649d87232f31af9293b66027a21a85b6324361bf4fecab", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 490.2351264591936, \"dd_pct\": -84.11536994554874, \"calmar\": 0.2855825161488061, \"cagr_pct\": 24.02187899583747, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.9003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6570838854427464, \"sortino\": 0.9401782949427573}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 155.5101221685049, \"dd_pct\": -84.11536994554874, \"calmar\": 0.4224022158440174, \"cagr_pct\": 35.53051865153905, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.781679150905567, \"sortino\": 1.114010820405711}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 490.2351264591936, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.9003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab6f03f3430900ad7d3d8e8d970ce56d6f34f32224c0fbee371777a62e742713", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 329.0, "i_long_exit_activation_threshold": 390.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "c91251b4e9486478929874b0d7af62a3a5b1c1cc09995805909b239c548e8f38", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 490.2351264591936, \"dd_pct\": -84.11536994554874, \"calmar\": 0.2855825161488061, \"cagr_pct\": 24.02187899583747, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.9003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6570838854427464, \"sortino\": 0.9401782949427573}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 155.5101221685049, \"dd_pct\": -84.11536994554874, \"calmar\": 0.4224022158440174, \"cagr_pct\": 35.53051865153905, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.781679150905567, \"sortino\": 1.114010820405711}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 490.2351264591936, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.9003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab6f03f3430900ad7d3d8e8d970ce56d6f34f32224c0fbee371777a62e742713", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 329.95, "i_long_exit_activation_threshold": 390.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "238c06c78de2f3abc7caf49341b78fa9d679e20f98343af09cfe8dc3db72b332", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 490.2351264591936, \"dd_pct\": -84.11536994554874, \"calmar\": 0.2855825161488061, \"cagr_pct\": 24.02187899583747, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.9003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6570838854427464, \"sortino\": 0.9401782949427573}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 155.5101221685049, \"dd_pct\": -84.11536994554874, \"calmar\": 0.4224022158440174, \"cagr_pct\": 35.53051865153905, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.781679150905567, \"sortino\": 1.114010820405711}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 490.2351264591936, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.9003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab6f03f3430900ad7d3d8e8d970ce56d6f34f32224c0fbee371777a62e742713", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 330.05, "i_long_exit_activation_threshold": 390.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "815b5675e537b2e321be7d5c483f4787a08db2071000435e35c5832ca22e51ea", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 490.2351264591936, \"dd_pct\": -84.11536994554874, \"calmar\": 0.2855825161488061, \"cagr_pct\": 24.02187899583747, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.9003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6570838854427464, \"sortino\": 0.9401782949427573}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 155.5101221685049, \"dd_pct\": -84.11536994554874, \"calmar\": 0.4224022158440174, \"cagr_pct\": 35.53051865153905, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.781679150905567, \"sortino\": 1.114010820405711}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 490.2351264591936, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.9003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab6f03f3430900ad7d3d8e8d970ce56d6f34f32224c0fbee371777a62e742713", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 331.0, "i_long_exit_activation_threshold": 390.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "f6e224a00f08a9f7ec3279193e6e7ef4c5fe98a6d24b6af7fae14a8cf0b9abf1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 490.2351264591936, \"dd_pct\": -84.11536994554874, \"calmar\": 0.2855825161488061, \"cagr_pct\": 24.02187899583747, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.9003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6570838854427464, \"sortino\": 0.9401782949427573}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 155.5101221685049, \"dd_pct\": -84.11536994554874, \"calmar\": 0.4224022158440174, \"cagr_pct\": 35.53051865153905, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.781679150905567, \"sortino\": 1.114010820405711}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 490.2351264591936, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.9003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab6f03f3430900ad7d3d8e8d970ce56d6f34f32224c0fbee371777a62e742713", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 330.0, "i_long_exit_activation_threshold": 389.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "44797d46cf1b51690c1c7b38bddb526568a5a4588421122df6384bc2187e0441", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 490.2351264591936, \"dd_pct\": -84.11536994554874, \"calmar\": 0.2855825161488061, \"cagr_pct\": 24.02187899583747, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.9003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6570838854427464, \"sortino\": 0.9401782949427573}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 155.5101221685049, \"dd_pct\": -84.11536994554874, \"calmar\": 0.4224022158440174, \"cagr_pct\": 35.53051865153905, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.781679150905567, \"sortino\": 1.114010820405711}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 490.2351264591936, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.9003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab6f03f3430900ad7d3d8e8d970ce56d6f34f32224c0fbee371777a62e742713", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 330.0, "i_long_exit_activation_threshold": 389.95, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "ae3fd787910e4cdb283fa5dbde2c028c08ab5ba9ee9976eef5c35627c9da4f7a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 490.2351264591936, \"dd_pct\": -84.11536994554874, \"calmar\": 0.2855825161488061, \"cagr_pct\": 24.02187899583747, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.9003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6570838854427464, \"sortino\": 0.9401782949427573}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 155.5101221685049, \"dd_pct\": -84.11536994554874, \"calmar\": 0.4224022158440174, \"cagr_pct\": 35.53051865153905, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.781679150905567, \"sortino\": 1.114010820405711}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 490.2351264591936, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.9003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab6f03f3430900ad7d3d8e8d970ce56d6f34f32224c0fbee371777a62e742713", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 330.0, "i_long_exit_activation_threshold": 390.05, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "3d4ad99dc960b2666f932a9400b64c41e462b74662a118af62c258aed5568eba", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 490.2351264591936, \"dd_pct\": -84.11536994554874, \"calmar\": 0.2855825161488061, \"cagr_pct\": 24.02187899583747, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.9003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6570838854427464, \"sortino\": 0.9401782949427573}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 155.5101221685049, \"dd_pct\": -84.11536994554874, \"calmar\": 0.4224022158440174, \"cagr_pct\": 35.53051865153905, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.781679150905567, \"sortino\": 1.114010820405711}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 490.2351264591936, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.9003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab6f03f3430900ad7d3d8e8d970ce56d6f34f32224c0fbee371777a62e742713", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 330.0, "i_long_exit_activation_threshold": 391.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "e8367f16aae4ed302f55a0b26c6b7b39421e85484610e06026924c0e1e17c2f3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 490.2351264591936, \"dd_pct\": -84.11536994554874, \"calmar\": 0.2855825161488061, \"cagr_pct\": 24.02187899583747, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.9003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6570838854427464, \"sortino\": 0.9401782949427573}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 155.5101221685049, \"dd_pct\": -84.11536994554874, \"calmar\": 0.4224022158440174, \"cagr_pct\": 35.53051865153905, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.781679150905567, \"sortino\": 1.114010820405711}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 490.2351264591936, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.9003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab6f03f3430900ad7d3d8e8d970ce56d6f34f32224c0fbee371777a62e742713", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 330.0, "i_long_exit_activation_threshold": 390.0, "i_long_exit_activation_confirmation_threshold": -381.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "7b31434529025a8c1240eb1ccbc7875da46e792ee7faaea0691899528e120407", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 490.2351264591936, \"dd_pct\": -84.11536994554874, \"calmar\": 0.2855825161488061, \"cagr_pct\": 24.02187899583747, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.9003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6570838854427464, \"sortino\": 0.9401782949427573}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 155.5101221685049, \"dd_pct\": -84.11536994554874, \"calmar\": 0.4224022158440174, \"cagr_pct\": 35.53051865153905, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.781679150905567, \"sortino\": 1.114010820405711}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 490.2351264591936, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.9003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab6f03f3430900ad7d3d8e8d970ce56d6f34f32224c0fbee371777a62e742713", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 330.0, "i_long_exit_activation_threshold": 390.0, "i_long_exit_activation_confirmation_threshold": -380.05, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "3c375d22e2a7c42262df1078ab8969c1190c4093388906b8c86859a8aca94911", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 490.2351264591936, \"dd_pct\": -84.11536994554874, \"calmar\": 0.2855825161488061, \"cagr_pct\": 24.02187899583747, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.9003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6570838854427464, \"sortino\": 0.9401782949427573}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 155.5101221685049, \"dd_pct\": -84.11536994554874, \"calmar\": 0.4224022158440174, \"cagr_pct\": 35.53051865153905, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.781679150905567, \"sortino\": 1.114010820405711}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 490.2351264591936, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.9003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab6f03f3430900ad7d3d8e8d970ce56d6f34f32224c0fbee371777a62e742713", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 330.0, "i_long_exit_activation_threshold": 390.0, "i_long_exit_activation_confirmation_threshold": -379.95, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "f3d5681991106cab426ce3cd5efbb5e91a5cbcb1e01b49e2bb38e9d943fb891e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 490.2351264591936, \"dd_pct\": -84.11536994554874, \"calmar\": 0.2855825161488061, \"cagr_pct\": 24.02187899583747, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.9003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6570838854427464, \"sortino\": 0.9401782949427573}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 155.5101221685049, \"dd_pct\": -84.11536994554874, \"calmar\": 0.4224022158440174, \"cagr_pct\": 35.53051865153905, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.781679150905567, \"sortino\": 1.114010820405711}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 490.2351264591936, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.9003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab6f03f3430900ad7d3d8e8d970ce56d6f34f32224c0fbee371777a62e742713", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 330.0, "i_long_exit_activation_threshold": 390.0, "i_long_exit_activation_confirmation_threshold": -379.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "36421a5bca424e00bfccee14a665f8f08e6de76ec53862803134c06358ebdab9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 490.2351264591936, \"dd_pct\": -84.11536994554874, \"calmar\": 0.2855825161488061, \"cagr_pct\": 24.02187899583747, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.9003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6570838854427464, \"sortino\": 0.9401782949427573}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 155.5101221685049, \"dd_pct\": -84.11536994554874, \"calmar\": 0.4224022158440174, \"cagr_pct\": 35.53051865153905, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.781679150905567, \"sortino\": 1.114010820405711}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 490.2351264591936, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.9003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab6f03f3430900ad7d3d8e8d970ce56d6f34f32224c0fbee371777a62e742713", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -60.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "e2ca667c92f705220707e11a9f6fddace914198dc87e006fc3e3494377818cc3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -15.392020693886355, \"dd_pct\": -54.84666349883908, \"calmar\": -0.28081391146013346, \"cagr_pct\": -15.401706107646731, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 56.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0777039517492784, \"sortino\": 0.11017457683085544}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.605894278290364, \"dd_pct\": -53.15813980122024, \"calmar\": -0.9336207575927251, \"cagr_pct\": -49.62954275343524, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6322063686446415, \"sortino\": -2.172611883509687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.15943789722551, \"dd_pct\": -20.80213007809433, \"calmar\": 2.798228202062871, \"cagr_pct\": 58.20910704750386, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 58.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5264936126338777, \"sortino\": 2.345320329053481}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 3.6748432999623715, \"dd_pct\": -33.78192761792484, \"calmar\": 0.1458888896225718, \"cagr_pct\": 4.928407909489147, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 62.5, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.31967568988822115, \"sortino\": 0.4521965722559517}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.486427131205275, \"dd_pct\": -22.644745256286846, \"calmar\": 0.8611710129676841, \"cagr_pct\": 19.500998210751703, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 61.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6614619368149351, \"sortino\": 0.9667293594713738}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -21.148921627883045, \"dd_pct\": -31.910984888398907, \"calmar\": -1.3699126138360362, \"cagr_pct\": -43.7152607185488, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 72.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2946763670153398, \"sortino\": -1.6959149107552727}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.43547189484609, \"dd_pct\": -80.49397970806925, \"calmar\": 0.08485498792763091, \"cagr_pct\": 6.830315676375184, \"entries\": 93, \"exits\": 93, \"exposure_pct\": 52.971447543160686, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36987964132203194, \"sortino\": 0.52592056006295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 161.78263302097963, \"dd_pct\": -56.79374018066745, \"calmar\": 0.644436976421301, \"cagr_pct\": 36.59998620168629, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 48.358473824312334, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9417048362630331, \"sortino\": 1.3518718310655229}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -34.1302859150988, \"dd_pct\": -80.49397970806926, \"calmar\": -0.09654174055524227, \"cagr_pct\": -7.771028905235358, \"entries\": 71, \"exits\": 72, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03896895586673595, \"sortino\": 0.055114579397986654}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.43613676718533, \"dd_pct\": -31.742981382569802, \"calmar\": -1.203416452676248, \"cagr_pct\": -38.20002605278033, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 52.305475504322764, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6901756379097055, \"sortino\": -2.2396314248269755}]", "Additional_Threshold_Budget": 0, "Total Trades": 93, "Total P&L %": 72.43547189484609, "Sharpe Ratio": 0.36987964132203194, "Sortino Ratio": 0.52592056006295, "Calmar Ratio": 0.08485498792763091, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.49397970806925, "% In Market": 52.971447543160686, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.644436976421301, "Sub1_Sortino": 1.3518718310655229, "Sub1_Trades": 22, "Sub2_Calmar": -0.09654174055524227, "Sub2_Sortino": 0.055114579397986654, "Sub2_Trades": 71, "WFO_Score": 0.8811185482982483, "WFO_Min_Fold": -0.28081391146013346, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.280814, 2.798228, 0.145889, 0.861171]", "OOS_Total Trades": 9, "OOS_Total P&L %": -20.43613676718533, "OOS_Sortino Ratio": -2.2396314248269755, "OOS_Calmar Ratio": -1.203416452676248, "OOS_Max Drawdown %": -31.742981382569802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "253ca5ee6b6ac569b30c338cfa2bbc2f65a749da32de94cba18d418c08004046", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -106.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -60.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "10664075204bea583caafc9f532f15821c6ef5a1eb769b896eb0a71463fd0c51", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -15.392020693886355, \"dd_pct\": -54.84666349883908, \"calmar\": -0.28081391146013346, \"cagr_pct\": -15.401706107646731, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 56.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0777039517492784, \"sortino\": 0.11017457683085544}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.605894278290364, \"dd_pct\": -53.15813980122024, \"calmar\": -0.9336207575927251, \"cagr_pct\": -49.62954275343524, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6322063686446415, \"sortino\": -2.172611883509687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.15943789722551, \"dd_pct\": -20.80213007809433, \"calmar\": 2.798228202062871, \"cagr_pct\": 58.20910704750386, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 58.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5264936126338777, \"sortino\": 2.345320329053481}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 3.6748432999623715, \"dd_pct\": -33.78192761792484, \"calmar\": 0.1458888896225718, \"cagr_pct\": 4.928407909489147, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 62.5, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.31967568988822115, \"sortino\": 0.4521965722559517}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.486427131205275, \"dd_pct\": -22.644745256286846, \"calmar\": 0.8611710129676841, \"cagr_pct\": 19.500998210751703, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 61.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6614619368149351, \"sortino\": 0.9667293594713738}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -21.148921627883045, \"dd_pct\": -31.910984888398907, \"calmar\": -1.3699126138360362, \"cagr_pct\": -43.7152607185488, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 72.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2946763670153398, \"sortino\": -1.6959149107552727}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.43547189484609, \"dd_pct\": -80.49397970806925, \"calmar\": 0.08485498792763091, \"cagr_pct\": 6.830315676375184, \"entries\": 93, \"exits\": 93, \"exposure_pct\": 52.971447543160686, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36987964132203194, \"sortino\": 0.52592056006295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 161.78263302097963, \"dd_pct\": -56.79374018066745, \"calmar\": 0.644436976421301, \"cagr_pct\": 36.59998620168629, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 48.358473824312334, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9417048362630331, \"sortino\": 1.3518718310655229}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -34.1302859150988, \"dd_pct\": -80.49397970806926, \"calmar\": -0.09654174055524227, \"cagr_pct\": -7.771028905235358, \"entries\": 71, \"exits\": 72, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03896895586673595, \"sortino\": 0.055114579397986654}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.43613676718533, \"dd_pct\": -31.742981382569802, \"calmar\": -1.203416452676248, \"cagr_pct\": -38.20002605278033, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 52.305475504322764, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6901756379097055, \"sortino\": -2.2396314248269755}]", "Additional_Threshold_Budget": 0, "Total Trades": 93, "Total P&L %": 72.43547189484609, "Sharpe Ratio": 0.36987964132203194, "Sortino Ratio": 0.52592056006295, "Calmar Ratio": 0.08485498792763091, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.49397970806925, "% In Market": 52.971447543160686, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.644436976421301, "Sub1_Sortino": 1.3518718310655229, "Sub1_Trades": 22, "Sub2_Calmar": -0.09654174055524227, "Sub2_Sortino": 0.055114579397986654, "Sub2_Trades": 71, "WFO_Score": 0.8811185482982483, "WFO_Min_Fold": -0.28081391146013346, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.280814, 2.798228, 0.145889, 0.861171]", "OOS_Total Trades": 9, "OOS_Total P&L %": -20.43613676718533, "OOS_Sortino Ratio": -2.2396314248269755, "OOS_Calmar Ratio": -1.203416452676248, "OOS_Max Drawdown %": -31.742981382569802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "253ca5ee6b6ac569b30c338cfa2bbc2f65a749da32de94cba18d418c08004046", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -105.05, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -60.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "5fd59384bd5a283811c21a0f6d771df1e8857b2c85272a8d0e28fa8eb234aee5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -15.392020693886355, \"dd_pct\": -54.84666349883908, \"calmar\": -0.28081391146013346, \"cagr_pct\": -15.401706107646731, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 56.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0777039517492784, \"sortino\": 0.11017457683085544}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.605894278290364, \"dd_pct\": -53.15813980122024, \"calmar\": -0.9336207575927251, \"cagr_pct\": -49.62954275343524, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6322063686446415, \"sortino\": -2.172611883509687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.15943789722551, \"dd_pct\": -20.80213007809433, \"calmar\": 2.798228202062871, \"cagr_pct\": 58.20910704750386, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 58.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5264936126338777, \"sortino\": 2.345320329053481}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 3.6748432999623715, \"dd_pct\": -33.78192761792484, \"calmar\": 0.1458888896225718, \"cagr_pct\": 4.928407909489147, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 62.5, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.31967568988822115, \"sortino\": 0.4521965722559517}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.486427131205275, \"dd_pct\": -22.644745256286846, \"calmar\": 0.8611710129676841, \"cagr_pct\": 19.500998210751703, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 61.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6614619368149351, \"sortino\": 0.9667293594713738}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -21.148921627883045, \"dd_pct\": -31.910984888398907, \"calmar\": -1.3699126138360362, \"cagr_pct\": -43.7152607185488, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 72.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2946763670153398, \"sortino\": -1.6959149107552727}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.43547189484609, \"dd_pct\": -80.49397970806925, \"calmar\": 0.08485498792763091, \"cagr_pct\": 6.830315676375184, \"entries\": 93, \"exits\": 93, \"exposure_pct\": 52.971447543160686, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36987964132203194, \"sortino\": 0.52592056006295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 161.78263302097963, \"dd_pct\": -56.79374018066745, \"calmar\": 0.644436976421301, \"cagr_pct\": 36.59998620168629, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 48.358473824312334, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9417048362630331, \"sortino\": 1.3518718310655229}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -34.1302859150988, \"dd_pct\": -80.49397970806926, \"calmar\": -0.09654174055524227, \"cagr_pct\": -7.771028905235358, \"entries\": 71, \"exits\": 72, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03896895586673595, \"sortino\": 0.055114579397986654}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.43613676718533, \"dd_pct\": -31.742981382569802, \"calmar\": -1.203416452676248, \"cagr_pct\": -38.20002605278033, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 52.305475504322764, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6901756379097055, \"sortino\": -2.2396314248269755}]", "Additional_Threshold_Budget": 0, "Total Trades": 93, "Total P&L %": 72.43547189484609, "Sharpe Ratio": 0.36987964132203194, "Sortino Ratio": 0.52592056006295, "Calmar Ratio": 0.08485498792763091, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.49397970806925, "% In Market": 52.971447543160686, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.644436976421301, "Sub1_Sortino": 1.3518718310655229, "Sub1_Trades": 22, "Sub2_Calmar": -0.09654174055524227, "Sub2_Sortino": 0.055114579397986654, "Sub2_Trades": 71, "WFO_Score": 0.8811185482982483, "WFO_Min_Fold": -0.28081391146013346, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.280814, 2.798228, 0.145889, 0.861171]", "OOS_Total Trades": 9, "OOS_Total P&L %": -20.43613676718533, "OOS_Sortino Ratio": -2.2396314248269755, "OOS_Calmar Ratio": -1.203416452676248, "OOS_Max Drawdown %": -31.742981382569802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "253ca5ee6b6ac569b30c338cfa2bbc2f65a749da32de94cba18d418c08004046", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -104.95, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -60.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "4f4351bddb84c9bb4aa6fcced2f26d014d3e5b2c905ab59a641acbb0874e0b84", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -15.392020693886355, \"dd_pct\": -54.84666349883908, \"calmar\": -0.28081391146013346, \"cagr_pct\": -15.401706107646731, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 56.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0777039517492784, \"sortino\": 0.11017457683085544}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.605894278290364, \"dd_pct\": -53.15813980122024, \"calmar\": -0.9336207575927251, \"cagr_pct\": -49.62954275343524, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6322063686446415, \"sortino\": -2.172611883509687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.15943789722551, \"dd_pct\": -20.80213007809433, \"calmar\": 2.798228202062871, \"cagr_pct\": 58.20910704750386, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 58.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5264936126338777, \"sortino\": 2.345320329053481}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 3.6748432999623715, \"dd_pct\": -33.78192761792484, \"calmar\": 0.1458888896225718, \"cagr_pct\": 4.928407909489147, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 62.5, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.31967568988822115, \"sortino\": 0.4521965722559517}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.486427131205275, \"dd_pct\": -22.644745256286846, \"calmar\": 0.8611710129676841, \"cagr_pct\": 19.500998210751703, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 61.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6614619368149351, \"sortino\": 0.9667293594713738}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -21.148921627883045, \"dd_pct\": -31.910984888398907, \"calmar\": -1.3699126138360362, \"cagr_pct\": -43.7152607185488, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 72.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2946763670153398, \"sortino\": -1.6959149107552727}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.43547189484609, \"dd_pct\": -80.49397970806925, \"calmar\": 0.08485498792763091, \"cagr_pct\": 6.830315676375184, \"entries\": 93, \"exits\": 93, \"exposure_pct\": 52.971447543160686, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36987964132203194, \"sortino\": 0.52592056006295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 161.78263302097963, \"dd_pct\": -56.79374018066745, \"calmar\": 0.644436976421301, \"cagr_pct\": 36.59998620168629, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 48.358473824312334, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9417048362630331, \"sortino\": 1.3518718310655229}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -34.1302859150988, \"dd_pct\": -80.49397970806926, \"calmar\": -0.09654174055524227, \"cagr_pct\": -7.771028905235358, \"entries\": 71, \"exits\": 72, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03896895586673595, \"sortino\": 0.055114579397986654}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.43613676718533, \"dd_pct\": -31.742981382569802, \"calmar\": -1.203416452676248, \"cagr_pct\": -38.20002605278033, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 52.305475504322764, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6901756379097055, \"sortino\": -2.2396314248269755}]", "Additional_Threshold_Budget": 0, "Total Trades": 93, "Total P&L %": 72.43547189484609, "Sharpe Ratio": 0.36987964132203194, "Sortino Ratio": 0.52592056006295, "Calmar Ratio": 0.08485498792763091, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.49397970806925, "% In Market": 52.971447543160686, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.644436976421301, "Sub1_Sortino": 1.3518718310655229, "Sub1_Trades": 22, "Sub2_Calmar": -0.09654174055524227, "Sub2_Sortino": 0.055114579397986654, "Sub2_Trades": 71, "WFO_Score": 0.8811185482982483, "WFO_Min_Fold": -0.28081391146013346, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.280814, 2.798228, 0.145889, 0.861171]", "OOS_Total Trades": 9, "OOS_Total P&L %": -20.43613676718533, "OOS_Sortino Ratio": -2.2396314248269755, "OOS_Calmar Ratio": -1.203416452676248, "OOS_Max Drawdown %": -31.742981382569802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "253ca5ee6b6ac569b30c338cfa2bbc2f65a749da32de94cba18d418c08004046", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -104.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -60.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "8c742904b289dfa2a49f15aaa00345d839b10dc67d096ca90af64c280b8837e6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -15.392020693886355, \"dd_pct\": -54.84666349883908, \"calmar\": -0.28081391146013346, \"cagr_pct\": -15.401706107646731, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 56.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0777039517492784, \"sortino\": 0.11017457683085544}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.605894278290364, \"dd_pct\": -53.15813980122024, \"calmar\": -0.9336207575927251, \"cagr_pct\": -49.62954275343524, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6322063686446415, \"sortino\": -2.172611883509687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.15943789722551, \"dd_pct\": -20.80213007809433, \"calmar\": 2.798228202062871, \"cagr_pct\": 58.20910704750386, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 58.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5264936126338777, \"sortino\": 2.345320329053481}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 3.6748432999623715, \"dd_pct\": -33.78192761792484, \"calmar\": 0.1458888896225718, \"cagr_pct\": 4.928407909489147, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 62.5, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.31967568988822115, \"sortino\": 0.4521965722559517}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.486427131205275, \"dd_pct\": -22.644745256286846, \"calmar\": 0.8611710129676841, \"cagr_pct\": 19.500998210751703, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 61.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6614619368149351, \"sortino\": 0.9667293594713738}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -21.148921627883045, \"dd_pct\": -31.910984888398907, \"calmar\": -1.3699126138360362, \"cagr_pct\": -43.7152607185488, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 72.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2946763670153398, \"sortino\": -1.6959149107552727}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.43547189484609, \"dd_pct\": -80.49397970806925, \"calmar\": 0.08485498792763091, \"cagr_pct\": 6.830315676375184, \"entries\": 93, \"exits\": 93, \"exposure_pct\": 52.971447543160686, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36987964132203194, \"sortino\": 0.52592056006295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 161.78263302097963, \"dd_pct\": -56.79374018066745, \"calmar\": 0.644436976421301, \"cagr_pct\": 36.59998620168629, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 48.358473824312334, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9417048362630331, \"sortino\": 1.3518718310655229}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -34.1302859150988, \"dd_pct\": -80.49397970806926, \"calmar\": -0.09654174055524227, \"cagr_pct\": -7.771028905235358, \"entries\": 71, \"exits\": 72, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03896895586673595, \"sortino\": 0.055114579397986654}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.43613676718533, \"dd_pct\": -31.742981382569802, \"calmar\": -1.203416452676248, \"cagr_pct\": -38.20002605278033, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 52.305475504322764, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6901756379097055, \"sortino\": -2.2396314248269755}]", "Additional_Threshold_Budget": 0, "Total Trades": 93, "Total P&L %": 72.43547189484609, "Sharpe Ratio": 0.36987964132203194, "Sortino Ratio": 0.52592056006295, "Calmar Ratio": 0.08485498792763091, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.49397970806925, "% In Market": 52.971447543160686, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.644436976421301, "Sub1_Sortino": 1.3518718310655229, "Sub1_Trades": 22, "Sub2_Calmar": -0.09654174055524227, "Sub2_Sortino": 0.055114579397986654, "Sub2_Trades": 71, "WFO_Score": 0.8811185482982483, "WFO_Min_Fold": -0.28081391146013346, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.280814, 2.798228, 0.145889, 0.861171]", "OOS_Total Trades": 9, "OOS_Total P&L %": -20.43613676718533, "OOS_Sortino Ratio": -2.2396314248269755, "OOS_Calmar Ratio": -1.203416452676248, "OOS_Max Drawdown %": -31.742981382569802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "253ca5ee6b6ac569b30c338cfa2bbc2f65a749da32de94cba18d418c08004046", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 419.0, "i_long_exit_activation_confirmation_threshold": -60.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "c23957b5a0f3416836ca255086103d827cc2edfee0577cd6e58cd0723fe2e049", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -15.392020693886355, \"dd_pct\": -54.84666349883908, \"calmar\": -0.28081391146013346, \"cagr_pct\": -15.401706107646731, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 56.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0777039517492784, \"sortino\": 0.11017457683085544}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.605894278290364, \"dd_pct\": -53.15813980122024, \"calmar\": -0.9336207575927251, \"cagr_pct\": -49.62954275343524, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6322063686446415, \"sortino\": -2.172611883509687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.15943789722551, \"dd_pct\": -20.80213007809433, \"calmar\": 2.798228202062871, \"cagr_pct\": 58.20910704750386, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 58.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5264936126338777, \"sortino\": 2.345320329053481}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 3.6748432999623715, \"dd_pct\": -33.78192761792484, \"calmar\": 0.1458888896225718, \"cagr_pct\": 4.928407909489147, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 62.5, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.31967568988822115, \"sortino\": 0.4521965722559517}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.486427131205275, \"dd_pct\": -22.644745256286846, \"calmar\": 0.8611710129676841, \"cagr_pct\": 19.500998210751703, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 61.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6614619368149351, \"sortino\": 0.9667293594713738}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -21.148921627883045, \"dd_pct\": -31.910984888398907, \"calmar\": -1.3699126138360362, \"cagr_pct\": -43.7152607185488, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 72.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2946763670153398, \"sortino\": -1.6959149107552727}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.43547189484609, \"dd_pct\": -80.49397970806925, \"calmar\": 0.08485498792763091, \"cagr_pct\": 6.830315676375184, \"entries\": 93, \"exits\": 93, \"exposure_pct\": 52.971447543160686, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36987964132203194, \"sortino\": 0.52592056006295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 161.78263302097963, \"dd_pct\": -56.79374018066745, \"calmar\": 0.644436976421301, \"cagr_pct\": 36.59998620168629, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 48.358473824312334, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9417048362630331, \"sortino\": 1.3518718310655229}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -34.1302859150988, \"dd_pct\": -80.49397970806926, \"calmar\": -0.09654174055524227, \"cagr_pct\": -7.771028905235358, \"entries\": 71, \"exits\": 72, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03896895586673595, \"sortino\": 0.055114579397986654}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.43613676718533, \"dd_pct\": -31.742981382569802, \"calmar\": -1.203416452676248, \"cagr_pct\": -38.20002605278033, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 52.305475504322764, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6901756379097055, \"sortino\": -2.2396314248269755}]", "Additional_Threshold_Budget": 0, "Total Trades": 93, "Total P&L %": 72.43547189484609, "Sharpe Ratio": 0.36987964132203194, "Sortino Ratio": 0.52592056006295, "Calmar Ratio": 0.08485498792763091, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.49397970806925, "% In Market": 52.971447543160686, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.644436976421301, "Sub1_Sortino": 1.3518718310655229, "Sub1_Trades": 22, "Sub2_Calmar": -0.09654174055524227, "Sub2_Sortino": 0.055114579397986654, "Sub2_Trades": 71, "WFO_Score": 0.8811185482982483, "WFO_Min_Fold": -0.28081391146013346, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.280814, 2.798228, 0.145889, 0.861171]", "OOS_Total Trades": 9, "OOS_Total P&L %": -20.43613676718533, "OOS_Sortino Ratio": -2.2396314248269755, "OOS_Calmar Ratio": -1.203416452676248, "OOS_Max Drawdown %": -31.742981382569802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "253ca5ee6b6ac569b30c338cfa2bbc2f65a749da32de94cba18d418c08004046", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 419.95, "i_long_exit_activation_confirmation_threshold": -60.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "1a790dfd3efead9ec8ed96f6d4983c6f1b3581de19aea0a56f5200aa0e410e68", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -15.392020693886355, \"dd_pct\": -54.84666349883908, \"calmar\": -0.28081391146013346, \"cagr_pct\": -15.401706107646731, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 56.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0777039517492784, \"sortino\": 0.11017457683085544}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.605894278290364, \"dd_pct\": -53.15813980122024, \"calmar\": -0.9336207575927251, \"cagr_pct\": -49.62954275343524, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6322063686446415, \"sortino\": -2.172611883509687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.15943789722551, \"dd_pct\": -20.80213007809433, \"calmar\": 2.798228202062871, \"cagr_pct\": 58.20910704750386, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 58.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5264936126338777, \"sortino\": 2.345320329053481}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 3.6748432999623715, \"dd_pct\": -33.78192761792484, \"calmar\": 0.1458888896225718, \"cagr_pct\": 4.928407909489147, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 62.5, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.31967568988822115, \"sortino\": 0.4521965722559517}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.486427131205275, \"dd_pct\": -22.644745256286846, \"calmar\": 0.8611710129676841, \"cagr_pct\": 19.500998210751703, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 61.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6614619368149351, \"sortino\": 0.9667293594713738}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -21.148921627883045, \"dd_pct\": -31.910984888398907, \"calmar\": -1.3699126138360362, \"cagr_pct\": -43.7152607185488, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 72.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2946763670153398, \"sortino\": -1.6959149107552727}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.43547189484609, \"dd_pct\": -80.49397970806925, \"calmar\": 0.08485498792763091, \"cagr_pct\": 6.830315676375184, \"entries\": 93, \"exits\": 93, \"exposure_pct\": 52.971447543160686, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36987964132203194, \"sortino\": 0.52592056006295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 161.78263302097963, \"dd_pct\": -56.79374018066745, \"calmar\": 0.644436976421301, \"cagr_pct\": 36.59998620168629, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 48.358473824312334, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9417048362630331, \"sortino\": 1.3518718310655229}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -34.1302859150988, \"dd_pct\": -80.49397970806926, \"calmar\": -0.09654174055524227, \"cagr_pct\": -7.771028905235358, \"entries\": 71, \"exits\": 72, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03896895586673595, \"sortino\": 0.055114579397986654}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.43613676718533, \"dd_pct\": -31.742981382569802, \"calmar\": -1.203416452676248, \"cagr_pct\": -38.20002605278033, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 52.305475504322764, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6901756379097055, \"sortino\": -2.2396314248269755}]", "Additional_Threshold_Budget": 0, "Total Trades": 93, "Total P&L %": 72.43547189484609, "Sharpe Ratio": 0.36987964132203194, "Sortino Ratio": 0.52592056006295, "Calmar Ratio": 0.08485498792763091, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.49397970806925, "% In Market": 52.971447543160686, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.644436976421301, "Sub1_Sortino": 1.3518718310655229, "Sub1_Trades": 22, "Sub2_Calmar": -0.09654174055524227, "Sub2_Sortino": 0.055114579397986654, "Sub2_Trades": 71, "WFO_Score": 0.8811185482982483, "WFO_Min_Fold": -0.28081391146013346, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.280814, 2.798228, 0.145889, 0.861171]", "OOS_Total Trades": 9, "OOS_Total P&L %": -20.43613676718533, "OOS_Sortino Ratio": -2.2396314248269755, "OOS_Calmar Ratio": -1.203416452676248, "OOS_Max Drawdown %": -31.742981382569802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "253ca5ee6b6ac569b30c338cfa2bbc2f65a749da32de94cba18d418c08004046", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 420.05, "i_long_exit_activation_confirmation_threshold": -60.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "cd1539e07158d064cc0d362d95bd05b84f0efd65c7fd421a1f6a4cc74d8f3ca4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -15.392020693886355, \"dd_pct\": -54.84666349883908, \"calmar\": -0.28081391146013346, \"cagr_pct\": -15.401706107646731, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 56.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0777039517492784, \"sortino\": 0.11017457683085544}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.605894278290364, \"dd_pct\": -53.15813980122024, \"calmar\": -0.9336207575927251, \"cagr_pct\": -49.62954275343524, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6322063686446415, \"sortino\": -2.172611883509687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.15943789722551, \"dd_pct\": -20.80213007809433, \"calmar\": 2.798228202062871, \"cagr_pct\": 58.20910704750386, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 58.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5264936126338777, \"sortino\": 2.345320329053481}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 3.6748432999623715, \"dd_pct\": -33.78192761792484, \"calmar\": 0.1458888896225718, \"cagr_pct\": 4.928407909489147, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 62.5, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.31967568988822115, \"sortino\": 0.4521965722559517}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.486427131205275, \"dd_pct\": -22.644745256286846, \"calmar\": 0.8611710129676841, \"cagr_pct\": 19.500998210751703, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 61.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6614619368149351, \"sortino\": 0.9667293594713738}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -21.148921627883045, \"dd_pct\": -31.910984888398907, \"calmar\": -1.3699126138360362, \"cagr_pct\": -43.7152607185488, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 72.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2946763670153398, \"sortino\": -1.6959149107552727}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.43547189484609, \"dd_pct\": -80.49397970806925, \"calmar\": 0.08485498792763091, \"cagr_pct\": 6.830315676375184, \"entries\": 93, \"exits\": 93, \"exposure_pct\": 52.971447543160686, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36987964132203194, \"sortino\": 0.52592056006295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 161.78263302097963, \"dd_pct\": -56.79374018066745, \"calmar\": 0.644436976421301, \"cagr_pct\": 36.59998620168629, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 48.358473824312334, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9417048362630331, \"sortino\": 1.3518718310655229}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -34.1302859150988, \"dd_pct\": -80.49397970806926, \"calmar\": -0.09654174055524227, \"cagr_pct\": -7.771028905235358, \"entries\": 71, \"exits\": 72, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03896895586673595, \"sortino\": 0.055114579397986654}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.43613676718533, \"dd_pct\": -31.742981382569802, \"calmar\": -1.203416452676248, \"cagr_pct\": -38.20002605278033, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 52.305475504322764, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6901756379097055, \"sortino\": -2.2396314248269755}]", "Additional_Threshold_Budget": 0, "Total Trades": 93, "Total P&L %": 72.43547189484609, "Sharpe Ratio": 0.36987964132203194, "Sortino Ratio": 0.52592056006295, "Calmar Ratio": 0.08485498792763091, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.49397970806925, "% In Market": 52.971447543160686, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.644436976421301, "Sub1_Sortino": 1.3518718310655229, "Sub1_Trades": 22, "Sub2_Calmar": -0.09654174055524227, "Sub2_Sortino": 0.055114579397986654, "Sub2_Trades": 71, "WFO_Score": 0.8811185482982483, "WFO_Min_Fold": -0.28081391146013346, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.280814, 2.798228, 0.145889, 0.861171]", "OOS_Total Trades": 9, "OOS_Total P&L %": -20.43613676718533, "OOS_Sortino Ratio": -2.2396314248269755, "OOS_Calmar Ratio": -1.203416452676248, "OOS_Max Drawdown %": -31.742981382569802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "253ca5ee6b6ac569b30c338cfa2bbc2f65a749da32de94cba18d418c08004046", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 421.0, "i_long_exit_activation_confirmation_threshold": -60.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "d29eee36c9c1f83cb0fda80b9bdf129b617b998ce41ffe362361fd6bcc6167d9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -15.392020693886355, \"dd_pct\": -54.84666349883908, \"calmar\": -0.28081391146013346, \"cagr_pct\": -15.401706107646731, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 56.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0777039517492784, \"sortino\": 0.11017457683085544}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.605894278290364, \"dd_pct\": -53.15813980122024, \"calmar\": -0.9336207575927251, \"cagr_pct\": -49.62954275343524, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6322063686446415, \"sortino\": -2.172611883509687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.15943789722551, \"dd_pct\": -20.80213007809433, \"calmar\": 2.798228202062871, \"cagr_pct\": 58.20910704750386, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 58.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5264936126338777, \"sortino\": 2.345320329053481}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 3.6748432999623715, \"dd_pct\": -33.78192761792484, \"calmar\": 0.1458888896225718, \"cagr_pct\": 4.928407909489147, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 62.5, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.31967568988822115, \"sortino\": 0.4521965722559517}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.486427131205275, \"dd_pct\": -22.644745256286846, \"calmar\": 0.8611710129676841, \"cagr_pct\": 19.500998210751703, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 61.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6614619368149351, \"sortino\": 0.9667293594713738}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -21.148921627883045, \"dd_pct\": -31.910984888398907, \"calmar\": -1.3699126138360362, \"cagr_pct\": -43.7152607185488, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 72.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2946763670153398, \"sortino\": -1.6959149107552727}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.43547189484609, \"dd_pct\": -80.49397970806925, \"calmar\": 0.08485498792763091, \"cagr_pct\": 6.830315676375184, \"entries\": 93, \"exits\": 93, \"exposure_pct\": 52.971447543160686, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36987964132203194, \"sortino\": 0.52592056006295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 161.78263302097963, \"dd_pct\": -56.79374018066745, \"calmar\": 0.644436976421301, \"cagr_pct\": 36.59998620168629, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 48.358473824312334, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9417048362630331, \"sortino\": 1.3518718310655229}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -34.1302859150988, \"dd_pct\": -80.49397970806926, \"calmar\": -0.09654174055524227, \"cagr_pct\": -7.771028905235358, \"entries\": 71, \"exits\": 72, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03896895586673595, \"sortino\": 0.055114579397986654}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.43613676718533, \"dd_pct\": -31.742981382569802, \"calmar\": -1.203416452676248, \"cagr_pct\": -38.20002605278033, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 52.305475504322764, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6901756379097055, \"sortino\": -2.2396314248269755}]", "Additional_Threshold_Budget": 0, "Total Trades": 93, "Total P&L %": 72.43547189484609, "Sharpe Ratio": 0.36987964132203194, "Sortino Ratio": 0.52592056006295, "Calmar Ratio": 0.08485498792763091, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.49397970806925, "% In Market": 52.971447543160686, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.644436976421301, "Sub1_Sortino": 1.3518718310655229, "Sub1_Trades": 22, "Sub2_Calmar": -0.09654174055524227, "Sub2_Sortino": 0.055114579397986654, "Sub2_Trades": 71, "WFO_Score": 0.8811185482982483, "WFO_Min_Fold": -0.28081391146013346, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.280814, 2.798228, 0.145889, 0.861171]", "OOS_Total Trades": 9, "OOS_Total P&L %": -20.43613676718533, "OOS_Sortino Ratio": -2.2396314248269755, "OOS_Calmar Ratio": -1.203416452676248, "OOS_Max Drawdown %": -31.742981382569802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "253ca5ee6b6ac569b30c338cfa2bbc2f65a749da32de94cba18d418c08004046", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -61.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "5207fae12e1b52cfbcdf7f2e1061fa71cc0eb3047702cb9d601600b0ad4660aa", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -15.392020693886355, \"dd_pct\": -54.84666349883908, \"calmar\": -0.28081391146013346, \"cagr_pct\": -15.401706107646731, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 56.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0777039517492784, \"sortino\": 0.11017457683085544}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.605894278290364, \"dd_pct\": -53.15813980122024, \"calmar\": -0.9336207575927251, \"cagr_pct\": -49.62954275343524, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6322063686446415, \"sortino\": -2.172611883509687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.15943789722551, \"dd_pct\": -20.80213007809433, \"calmar\": 2.798228202062871, \"cagr_pct\": 58.20910704750386, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 58.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5264936126338777, \"sortino\": 2.345320329053481}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 3.6748432999623715, \"dd_pct\": -33.78192761792484, \"calmar\": 0.1458888896225718, \"cagr_pct\": 4.928407909489147, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 62.5, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.31967568988822115, \"sortino\": 0.4521965722559517}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.486427131205275, \"dd_pct\": -22.644745256286846, \"calmar\": 0.8611710129676841, \"cagr_pct\": 19.500998210751703, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 61.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6614619368149351, \"sortino\": 0.9667293594713738}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -21.148921627883045, \"dd_pct\": -31.910984888398907, \"calmar\": -1.3699126138360362, \"cagr_pct\": -43.7152607185488, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 72.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2946763670153398, \"sortino\": -1.6959149107552727}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.43547189484609, \"dd_pct\": -80.49397970806925, \"calmar\": 0.08485498792763091, \"cagr_pct\": 6.830315676375184, \"entries\": 93, \"exits\": 93, \"exposure_pct\": 52.971447543160686, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36987964132203194, \"sortino\": 0.52592056006295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 161.78263302097963, \"dd_pct\": -56.79374018066745, \"calmar\": 0.644436976421301, \"cagr_pct\": 36.59998620168629, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 48.358473824312334, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9417048362630331, \"sortino\": 1.3518718310655229}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -34.1302859150988, \"dd_pct\": -80.49397970806926, \"calmar\": -0.09654174055524227, \"cagr_pct\": -7.771028905235358, \"entries\": 71, \"exits\": 72, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03896895586673595, \"sortino\": 0.055114579397986654}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.43613676718533, \"dd_pct\": -31.742981382569802, \"calmar\": -1.203416452676248, \"cagr_pct\": -38.20002605278033, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 52.305475504322764, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6901756379097055, \"sortino\": -2.2396314248269755}]", "Additional_Threshold_Budget": 0, "Total Trades": 93, "Total P&L %": 72.43547189484609, "Sharpe Ratio": 0.36987964132203194, "Sortino Ratio": 0.52592056006295, "Calmar Ratio": 0.08485498792763091, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.49397970806925, "% In Market": 52.971447543160686, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.644436976421301, "Sub1_Sortino": 1.3518718310655229, "Sub1_Trades": 22, "Sub2_Calmar": -0.09654174055524227, "Sub2_Sortino": 0.055114579397986654, "Sub2_Trades": 71, "WFO_Score": 0.8811185482982483, "WFO_Min_Fold": -0.28081391146013346, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.280814, 2.798228, 0.145889, 0.861171]", "OOS_Total Trades": 9, "OOS_Total P&L %": -20.43613676718533, "OOS_Sortino Ratio": -2.2396314248269755, "OOS_Calmar Ratio": -1.203416452676248, "OOS_Max Drawdown %": -31.742981382569802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "253ca5ee6b6ac569b30c338cfa2bbc2f65a749da32de94cba18d418c08004046", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -60.05, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "69b439da567dd2f7583ac9ba6a2d929e0e22793e121a40fc1f954825cef962d1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -15.392020693886355, \"dd_pct\": -54.84666349883908, \"calmar\": -0.28081391146013346, \"cagr_pct\": -15.401706107646731, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 56.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0777039517492784, \"sortino\": 0.11017457683085544}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.605894278290364, \"dd_pct\": -53.15813980122024, \"calmar\": -0.9336207575927251, \"cagr_pct\": -49.62954275343524, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6322063686446415, \"sortino\": -2.172611883509687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.15943789722551, \"dd_pct\": -20.80213007809433, \"calmar\": 2.798228202062871, \"cagr_pct\": 58.20910704750386, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 58.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5264936126338777, \"sortino\": 2.345320329053481}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 3.6748432999623715, \"dd_pct\": -33.78192761792484, \"calmar\": 0.1458888896225718, \"cagr_pct\": 4.928407909489147, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 62.5, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.31967568988822115, \"sortino\": 0.4521965722559517}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.486427131205275, \"dd_pct\": -22.644745256286846, \"calmar\": 0.8611710129676841, \"cagr_pct\": 19.500998210751703, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 61.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6614619368149351, \"sortino\": 0.9667293594713738}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -21.148921627883045, \"dd_pct\": -31.910984888398907, \"calmar\": -1.3699126138360362, \"cagr_pct\": -43.7152607185488, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 72.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2946763670153398, \"sortino\": -1.6959149107552727}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.43547189484609, \"dd_pct\": -80.49397970806925, \"calmar\": 0.08485498792763091, \"cagr_pct\": 6.830315676375184, \"entries\": 93, \"exits\": 93, \"exposure_pct\": 52.971447543160686, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36987964132203194, \"sortino\": 0.52592056006295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 161.78263302097963, \"dd_pct\": -56.79374018066745, \"calmar\": 0.644436976421301, \"cagr_pct\": 36.59998620168629, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 48.358473824312334, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9417048362630331, \"sortino\": 1.3518718310655229}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -34.1302859150988, \"dd_pct\": -80.49397970806926, \"calmar\": -0.09654174055524227, \"cagr_pct\": -7.771028905235358, \"entries\": 71, \"exits\": 72, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03896895586673595, \"sortino\": 0.055114579397986654}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.43613676718533, \"dd_pct\": -31.742981382569802, \"calmar\": -1.203416452676248, \"cagr_pct\": -38.20002605278033, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 52.305475504322764, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6901756379097055, \"sortino\": -2.2396314248269755}]", "Additional_Threshold_Budget": 0, "Total Trades": 93, "Total P&L %": 72.43547189484609, "Sharpe Ratio": 0.36987964132203194, "Sortino Ratio": 0.52592056006295, "Calmar Ratio": 0.08485498792763091, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.49397970806925, "% In Market": 52.971447543160686, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.644436976421301, "Sub1_Sortino": 1.3518718310655229, "Sub1_Trades": 22, "Sub2_Calmar": -0.09654174055524227, "Sub2_Sortino": 0.055114579397986654, "Sub2_Trades": 71, "WFO_Score": 0.8811185482982483, "WFO_Min_Fold": -0.28081391146013346, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.280814, 2.798228, 0.145889, 0.861171]", "OOS_Total Trades": 9, "OOS_Total P&L %": -20.43613676718533, "OOS_Sortino Ratio": -2.2396314248269755, "OOS_Calmar Ratio": -1.203416452676248, "OOS_Max Drawdown %": -31.742981382569802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "253ca5ee6b6ac569b30c338cfa2bbc2f65a749da32de94cba18d418c08004046", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -59.95, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "fb8f0c135e5273df7b5977219fe124461da4c0621515604bdf3ce21df8d6aa19", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -15.392020693886355, \"dd_pct\": -54.84666349883908, \"calmar\": -0.28081391146013346, \"cagr_pct\": -15.401706107646731, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 56.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0777039517492784, \"sortino\": 0.11017457683085544}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.605894278290364, \"dd_pct\": -53.15813980122024, \"calmar\": -0.9336207575927251, \"cagr_pct\": -49.62954275343524, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6322063686446415, \"sortino\": -2.172611883509687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.15943789722551, \"dd_pct\": -20.80213007809433, \"calmar\": 2.798228202062871, \"cagr_pct\": 58.20910704750386, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 58.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5264936126338777, \"sortino\": 2.345320329053481}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 3.6748432999623715, \"dd_pct\": -33.78192761792484, \"calmar\": 0.1458888896225718, \"cagr_pct\": 4.928407909489147, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 62.5, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.31967568988822115, \"sortino\": 0.4521965722559517}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.486427131205275, \"dd_pct\": -22.644745256286846, \"calmar\": 0.8611710129676841, \"cagr_pct\": 19.500998210751703, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 61.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6614619368149351, \"sortino\": 0.9667293594713738}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -21.148921627883045, \"dd_pct\": -31.910984888398907, \"calmar\": -1.3699126138360362, \"cagr_pct\": -43.7152607185488, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 72.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2946763670153398, \"sortino\": -1.6959149107552727}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.43547189484609, \"dd_pct\": -80.49397970806925, \"calmar\": 0.08485498792763091, \"cagr_pct\": 6.830315676375184, \"entries\": 93, \"exits\": 93, \"exposure_pct\": 52.971447543160686, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36987964132203194, \"sortino\": 0.52592056006295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 161.78263302097963, \"dd_pct\": -56.79374018066745, \"calmar\": 0.644436976421301, \"cagr_pct\": 36.59998620168629, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 48.358473824312334, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9417048362630331, \"sortino\": 1.3518718310655229}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -34.1302859150988, \"dd_pct\": -80.49397970806926, \"calmar\": -0.09654174055524227, \"cagr_pct\": -7.771028905235358, \"entries\": 71, \"exits\": 72, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03896895586673595, \"sortino\": 0.055114579397986654}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.43613676718533, \"dd_pct\": -31.742981382569802, \"calmar\": -1.203416452676248, \"cagr_pct\": -38.20002605278033, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 52.305475504322764, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6901756379097055, \"sortino\": -2.2396314248269755}]", "Additional_Threshold_Budget": 0, "Total Trades": 93, "Total P&L %": 72.43547189484609, "Sharpe Ratio": 0.36987964132203194, "Sortino Ratio": 0.52592056006295, "Calmar Ratio": 0.08485498792763091, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.49397970806925, "% In Market": 52.971447543160686, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.644436976421301, "Sub1_Sortino": 1.3518718310655229, "Sub1_Trades": 22, "Sub2_Calmar": -0.09654174055524227, "Sub2_Sortino": 0.055114579397986654, "Sub2_Trades": 71, "WFO_Score": 0.8811185482982483, "WFO_Min_Fold": -0.28081391146013346, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.280814, 2.798228, 0.145889, 0.861171]", "OOS_Total Trades": 9, "OOS_Total P&L %": -20.43613676718533, "OOS_Sortino Ratio": -2.2396314248269755, "OOS_Calmar Ratio": -1.203416452676248, "OOS_Max Drawdown %": -31.742981382569802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "253ca5ee6b6ac569b30c338cfa2bbc2f65a749da32de94cba18d418c08004046", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -59.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "15e9965ddcb0b5406bf9e5e2085acbbfb26b02db3f45091c5b6d719c4688a48d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -15.392020693886355, \"dd_pct\": -54.84666349883908, \"calmar\": -0.28081391146013346, \"cagr_pct\": -15.401706107646731, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 56.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0777039517492784, \"sortino\": 0.11017457683085544}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -49.605894278290364, \"dd_pct\": -53.15813980122024, \"calmar\": -0.9336207575927251, \"cagr_pct\": -49.62954275343524, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.6322063686446415, \"sortino\": -2.172611883509687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 58.15943789722551, \"dd_pct\": -20.80213007809433, \"calmar\": 2.798228202062871, \"cagr_pct\": 58.20910704750386, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 58.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5264936126338777, \"sortino\": 2.345320329053481}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 3.6748432999623715, \"dd_pct\": -33.78192761792484, \"calmar\": 0.1458888896225718, \"cagr_pct\": 4.928407909489147, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 62.5, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.31967568988822115, \"sortino\": 0.4521965722559517}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.486427131205275, \"dd_pct\": -22.644745256286846, \"calmar\": 0.8611710129676841, \"cagr_pct\": 19.500998210751703, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 61.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6614619368149351, \"sortino\": 0.9667293594713738}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -21.148921627883045, \"dd_pct\": -31.910984888398907, \"calmar\": -1.3699126138360362, \"cagr_pct\": -43.7152607185488, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 72.01986754966887, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2946763670153398, \"sortino\": -1.6959149107552727}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 72.43547189484609, \"dd_pct\": -80.49397970806925, \"calmar\": 0.08485498792763091, \"cagr_pct\": 6.830315676375184, \"entries\": 93, \"exits\": 93, \"exposure_pct\": 52.971447543160686, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36987964132203194, \"sortino\": 0.52592056006295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 161.78263302097963, \"dd_pct\": -56.79374018066745, \"calmar\": 0.644436976421301, \"cagr_pct\": 36.59998620168629, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 48.358473824312334, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9417048362630331, \"sortino\": 1.3518718310655229}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -34.1302859150988, \"dd_pct\": -80.49397970806926, \"calmar\": -0.09654174055524227, \"cagr_pct\": -7.771028905235358, \"entries\": 71, \"exits\": 72, \"exposure_pct\": 55.729442970822284, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.03896895586673595, \"sortino\": 0.055114579397986654}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -20.43613676718533, \"dd_pct\": -31.742981382569802, \"calmar\": -1.203416452676248, \"cagr_pct\": -38.20002605278033, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 52.305475504322764, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6901756379097055, \"sortino\": -2.2396314248269755}]", "Additional_Threshold_Budget": 0, "Total Trades": 93, "Total P&L %": 72.43547189484609, "Sharpe Ratio": 0.36987964132203194, "Sortino Ratio": 0.52592056006295, "Calmar Ratio": 0.08485498792763091, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.49397970806925, "% In Market": 52.971447543160686, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.644436976421301, "Sub1_Sortino": 1.3518718310655229, "Sub1_Trades": 22, "Sub2_Calmar": -0.09654174055524227, "Sub2_Sortino": 0.055114579397986654, "Sub2_Trades": 71, "WFO_Score": 0.8811185482982483, "WFO_Min_Fold": -0.28081391146013346, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.280814, 2.798228, 0.145889, 0.861171]", "OOS_Total Trades": 9, "OOS_Total P&L %": -20.43613676718533, "OOS_Sortino Ratio": -2.2396314248269755, "OOS_Calmar Ratio": -1.203416452676248, "OOS_Max Drawdown %": -31.742981382569802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "253ca5ee6b6ac569b30c338cfa2bbc2f65a749da32de94cba18d418c08004046", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": 680.0, "i_long_exit_activation_confirmation_threshold": -420.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "a2c000cd302c6103f259bc53cfe07f5c01114af2e50ca8f42fc91a9535a28fd3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -22.05824300699143, \"dd_pct\": -22.226232418149937, \"calmar\": -0.9930403581342349, \"cagr_pct\": -22.071545800494356, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9864632800557429, \"sortino\": -1.2560456611452566}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.373847033751964, \"dd_pct\": -20.069613362255367, \"calmar\": -0.8662173253460843, \"cagr_pct\": -17.38464680738288, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 5.684931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3747089706879037, \"sortino\": -1.6026401680464428}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -0.16613163801297848, \"dd_pct\": -1.0430792356433183, \"calmar\": -0.15937938987625247, \"cagr_pct\": -0.16624533216941983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08861853380139961, \"sortino\": -0.11487833607029185}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.14379134383125675, \"cagr_pct\": -5.215523492017171, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.9671314741035857, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5389204824176534, \"sortino\": -0.6700412939619108}, {\"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\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.22615325193904637, \"cagr_pct\": -8.202911015758781, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.143236074270557, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6812578657242239, \"sortino\": -0.846980428708534}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": -35.70671387471187, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -36.2714705423279, "% In Market": 1.9671314741035857, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2d412446582855dee97d34858c332a980f53b9886e9f19eb6cf83a0f2c5b2ae0", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -536.0, "i_long_exit_activation_threshold": 680.0, "i_long_exit_activation_confirmation_threshold": -420.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "8ff8023fa3e8306c8c4731a11ab37d3daea80db1bdfede5fe46ca7a645bd0347", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -22.05824300699143, \"dd_pct\": -22.226232418149937, \"calmar\": -0.9930403581342349, \"cagr_pct\": -22.071545800494356, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9864632800557429, \"sortino\": -1.2560456611452566}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.373847033751964, \"dd_pct\": -20.069613362255367, \"calmar\": -0.8662173253460843, \"cagr_pct\": -17.38464680738288, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 5.684931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3747089706879037, \"sortino\": -1.6026401680464428}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -0.16613163801297848, \"dd_pct\": -1.0430792356433183, \"calmar\": -0.15937938987625247, \"cagr_pct\": -0.16624533216941983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08861853380139961, \"sortino\": -0.11487833607029185}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.14379134383125675, \"cagr_pct\": -5.215523492017171, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.9671314741035857, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5389204824176534, \"sortino\": -0.6700412939619108}, {\"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\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.22615325193904637, \"cagr_pct\": -8.202911015758781, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.143236074270557, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6812578657242239, \"sortino\": -0.846980428708534}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": -35.70671387471187, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -36.2714705423279, "% In Market": 1.9671314741035857, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2d412446582855dee97d34858c332a980f53b9886e9f19eb6cf83a0f2c5b2ae0", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -535.05, "i_long_exit_activation_threshold": 680.0, "i_long_exit_activation_confirmation_threshold": -420.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "52e48030330ee19f2135d4d5201871c347fa9e88583f1519df34c4ec9ea5f968", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -22.05824300699143, \"dd_pct\": -22.226232418149937, \"calmar\": -0.9930403581342349, \"cagr_pct\": -22.071545800494356, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9864632800557429, \"sortino\": -1.2560456611452566}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.373847033751964, \"dd_pct\": -20.069613362255367, \"calmar\": -0.8662173253460843, \"cagr_pct\": -17.38464680738288, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 5.684931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3747089706879037, \"sortino\": -1.6026401680464428}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -0.16613163801297848, \"dd_pct\": -1.0430792356433183, \"calmar\": -0.15937938987625247, \"cagr_pct\": -0.16624533216941983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08861853380139961, \"sortino\": -0.11487833607029185}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.14379134383125675, \"cagr_pct\": -5.215523492017171, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.9671314741035857, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5389204824176534, \"sortino\": -0.6700412939619108}, {\"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\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.22615325193904637, \"cagr_pct\": -8.202911015758781, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.143236074270557, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6812578657242239, \"sortino\": -0.846980428708534}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": -35.70671387471187, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -36.2714705423279, "% In Market": 1.9671314741035857, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2d412446582855dee97d34858c332a980f53b9886e9f19eb6cf83a0f2c5b2ae0", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -534.95, "i_long_exit_activation_threshold": 680.0, "i_long_exit_activation_confirmation_threshold": -420.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "3a7409ef26ada828dad06254dd77ce5bef12929920755774e9c6cd892409cc0f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -22.05824300699143, \"dd_pct\": -22.226232418149937, \"calmar\": -0.9930403581342349, \"cagr_pct\": -22.071545800494356, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9864632800557429, \"sortino\": -1.2560456611452566}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.373847033751964, \"dd_pct\": -20.069613362255367, \"calmar\": -0.8662173253460843, \"cagr_pct\": -17.38464680738288, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 5.684931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3747089706879037, \"sortino\": -1.6026401680464428}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -0.16613163801297848, \"dd_pct\": -1.0430792356433183, \"calmar\": -0.15937938987625247, \"cagr_pct\": -0.16624533216941983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08861853380139961, \"sortino\": -0.11487833607029185}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.14379134383125675, \"cagr_pct\": -5.215523492017171, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.9671314741035857, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5389204824176534, \"sortino\": -0.6700412939619108}, {\"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\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.22615325193904637, \"cagr_pct\": -8.202911015758781, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.143236074270557, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6812578657242239, \"sortino\": -0.846980428708534}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": -35.70671387471187, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -36.2714705423279, "% In Market": 1.9671314741035857, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2d412446582855dee97d34858c332a980f53b9886e9f19eb6cf83a0f2c5b2ae0", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -534.0, "i_long_exit_activation_threshold": 680.0, "i_long_exit_activation_confirmation_threshold": -420.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "e2a4b7aebc3835ce0b5a8a2b886a99723d6ba38f3005a3bcf949f43c4322a56e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -22.05824300699143, \"dd_pct\": -22.226232418149937, \"calmar\": -0.9930403581342349, \"cagr_pct\": -22.071545800494356, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9864632800557429, \"sortino\": -1.2560456611452566}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.373847033751964, \"dd_pct\": -20.069613362255367, \"calmar\": -0.8662173253460843, \"cagr_pct\": -17.38464680738288, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 5.684931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3747089706879037, \"sortino\": -1.6026401680464428}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -0.16613163801297848, \"dd_pct\": -1.0430792356433183, \"calmar\": -0.15937938987625247, \"cagr_pct\": -0.16624533216941983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08861853380139961, \"sortino\": -0.11487833607029185}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.14379134383125675, \"cagr_pct\": -5.215523492017171, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.9671314741035857, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5389204824176534, \"sortino\": -0.6700412939619108}, {\"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\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.22615325193904637, \"cagr_pct\": -8.202911015758781, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.143236074270557, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6812578657242239, \"sortino\": -0.846980428708534}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": -35.70671387471187, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -36.2714705423279, "% In Market": 1.9671314741035857, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2d412446582855dee97d34858c332a980f53b9886e9f19eb6cf83a0f2c5b2ae0", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": 679.0, "i_long_exit_activation_confirmation_threshold": -420.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "1ca9d6de16cfbcef6d73dfa8c1c1e4c754ca7bade4497a1ec81c217e7d4cbe00", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -22.05824300699143, \"dd_pct\": -22.226232418149937, \"calmar\": -0.9930403581342349, \"cagr_pct\": -22.071545800494356, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9864632800557429, \"sortino\": -1.2560456611452566}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.373847033751964, \"dd_pct\": -20.069613362255367, \"calmar\": -0.8662173253460843, \"cagr_pct\": -17.38464680738288, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 5.684931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3747089706879037, \"sortino\": -1.6026401680464428}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -0.16613163801297848, \"dd_pct\": -1.0430792356433183, \"calmar\": -0.15937938987625247, \"cagr_pct\": -0.16624533216941983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08861853380139961, \"sortino\": -0.11487833607029185}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.14379134383125675, \"cagr_pct\": -5.215523492017171, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.9671314741035857, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5389204824176534, \"sortino\": -0.6700412939619108}, {\"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\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.22615325193904637, \"cagr_pct\": -8.202911015758781, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.143236074270557, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6812578657242239, \"sortino\": -0.846980428708534}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": -35.70671387471187, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -36.2714705423279, "% In Market": 1.9671314741035857, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2d412446582855dee97d34858c332a980f53b9886e9f19eb6cf83a0f2c5b2ae0", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": 679.95, "i_long_exit_activation_confirmation_threshold": -420.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "4ba0c6117885c8d66cc470f9bb553acfaeccd62b8b0f4fb68b32d3fdc628e599", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -22.05824300699143, \"dd_pct\": -22.226232418149937, \"calmar\": -0.9930403581342349, \"cagr_pct\": -22.071545800494356, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9864632800557429, \"sortino\": -1.2560456611452566}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.373847033751964, \"dd_pct\": -20.069613362255367, \"calmar\": -0.8662173253460843, \"cagr_pct\": -17.38464680738288, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 5.684931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3747089706879037, \"sortino\": -1.6026401680464428}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -0.16613163801297848, \"dd_pct\": -1.0430792356433183, \"calmar\": -0.15937938987625247, \"cagr_pct\": -0.16624533216941983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08861853380139961, \"sortino\": -0.11487833607029185}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.14379134383125675, \"cagr_pct\": -5.215523492017171, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.9671314741035857, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5389204824176534, \"sortino\": -0.6700412939619108}, {\"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\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.22615325193904637, \"cagr_pct\": -8.202911015758781, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.143236074270557, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6812578657242239, \"sortino\": -0.846980428708534}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": -35.70671387471187, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -36.2714705423279, "% In Market": 1.9671314741035857, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2d412446582855dee97d34858c332a980f53b9886e9f19eb6cf83a0f2c5b2ae0", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": 680.05, "i_long_exit_activation_confirmation_threshold": -420.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "e6585ea2d03897b68fc3215a910190a9b9384fc9382283057166156c9cf3bc0b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -22.05824300699143, \"dd_pct\": -22.226232418149937, \"calmar\": -0.9930403581342349, \"cagr_pct\": -22.071545800494356, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9864632800557429, \"sortino\": -1.2560456611452566}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.373847033751964, \"dd_pct\": -20.069613362255367, \"calmar\": -0.8662173253460843, \"cagr_pct\": -17.38464680738288, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 5.684931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3747089706879037, \"sortino\": -1.6026401680464428}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -0.16613163801297848, \"dd_pct\": -1.0430792356433183, \"calmar\": -0.15937938987625247, \"cagr_pct\": -0.16624533216941983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08861853380139961, \"sortino\": -0.11487833607029185}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.14379134383125675, \"cagr_pct\": -5.215523492017171, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.9671314741035857, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5389204824176534, \"sortino\": -0.6700412939619108}, {\"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\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.22615325193904637, \"cagr_pct\": -8.202911015758781, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.143236074270557, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6812578657242239, \"sortino\": -0.846980428708534}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": -35.70671387471187, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -36.2714705423279, "% In Market": 1.9671314741035857, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2d412446582855dee97d34858c332a980f53b9886e9f19eb6cf83a0f2c5b2ae0", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": 681.0, "i_long_exit_activation_confirmation_threshold": -420.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "ef25af8d08f1f770dda88de11f4336d783bebde9e859d127dc80887e2bff1720", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -22.05824300699143, \"dd_pct\": -22.226232418149937, \"calmar\": -0.9930403581342349, \"cagr_pct\": -22.071545800494356, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9864632800557429, \"sortino\": -1.2560456611452566}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.373847033751964, \"dd_pct\": -20.069613362255367, \"calmar\": -0.8662173253460843, \"cagr_pct\": -17.38464680738288, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 5.684931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3747089706879037, \"sortino\": -1.6026401680464428}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -0.16613163801297848, \"dd_pct\": -1.0430792356433183, \"calmar\": -0.15937938987625247, \"cagr_pct\": -0.16624533216941983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08861853380139961, \"sortino\": -0.11487833607029185}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.14379134383125675, \"cagr_pct\": -5.215523492017171, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.9671314741035857, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5389204824176534, \"sortino\": -0.6700412939619108}, {\"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\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.22615325193904637, \"cagr_pct\": -8.202911015758781, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.143236074270557, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6812578657242239, \"sortino\": -0.846980428708534}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": -35.70671387471187, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -36.2714705423279, "% In Market": 1.9671314741035857, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2d412446582855dee97d34858c332a980f53b9886e9f19eb6cf83a0f2c5b2ae0", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": 680.0, "i_long_exit_activation_confirmation_threshold": -421.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "24d240ce6d24ebf2f02f867768d6efc1283bb16c0239070671c12a4812bbdb5f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -22.05824300699143, \"dd_pct\": -22.226232418149937, \"calmar\": -0.9930403581342349, \"cagr_pct\": -22.071545800494356, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9864632800557429, \"sortino\": -1.2560456611452566}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.373847033751964, \"dd_pct\": -20.069613362255367, \"calmar\": -0.8662173253460843, \"cagr_pct\": -17.38464680738288, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 5.684931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3747089706879037, \"sortino\": -1.6026401680464428}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -0.16613163801297848, \"dd_pct\": -1.0430792356433183, \"calmar\": -0.15937938987625247, \"cagr_pct\": -0.16624533216941983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08861853380139961, \"sortino\": -0.11487833607029185}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.14379134383125675, \"cagr_pct\": -5.215523492017171, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.9671314741035857, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5389204824176534, \"sortino\": -0.6700412939619108}, {\"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\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.22615325193904637, \"cagr_pct\": -8.202911015758781, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.143236074270557, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6812578657242239, \"sortino\": -0.846980428708534}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": -35.70671387471187, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -36.2714705423279, "% In Market": 1.9671314741035857, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2d412446582855dee97d34858c332a980f53b9886e9f19eb6cf83a0f2c5b2ae0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": 680.0, "i_long_exit_activation_confirmation_threshold": -420.05, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "a256c09f3f101d958729cd395066a6f281f8abbc788e2743d856172f770cf396", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -22.05824300699143, \"dd_pct\": -22.226232418149937, \"calmar\": -0.9930403581342349, \"cagr_pct\": -22.071545800494356, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9864632800557429, \"sortino\": -1.2560456611452566}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.373847033751964, \"dd_pct\": -20.069613362255367, \"calmar\": -0.8662173253460843, \"cagr_pct\": -17.38464680738288, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 5.684931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3747089706879037, \"sortino\": -1.6026401680464428}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -0.16613163801297848, \"dd_pct\": -1.0430792356433183, \"calmar\": -0.15937938987625247, \"cagr_pct\": -0.16624533216941983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08861853380139961, \"sortino\": -0.11487833607029185}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.14379134383125675, \"cagr_pct\": -5.215523492017171, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.9671314741035857, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5389204824176534, \"sortino\": -0.6700412939619108}, {\"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\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.22615325193904637, \"cagr_pct\": -8.202911015758781, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.143236074270557, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6812578657242239, \"sortino\": -0.846980428708534}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": -35.70671387471187, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -36.2714705423279, "% In Market": 1.9671314741035857, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2d412446582855dee97d34858c332a980f53b9886e9f19eb6cf83a0f2c5b2ae0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": 680.0, "i_long_exit_activation_confirmation_threshold": -419.95, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "fb12ec4b55dd721545e16d229c4dcb5de6da212f6fd68870f02c0aba0852f80f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -22.05824300699143, \"dd_pct\": -22.226232418149937, \"calmar\": -0.9930403581342349, \"cagr_pct\": -22.071545800494356, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9864632800557429, \"sortino\": -1.2560456611452566}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.373847033751964, \"dd_pct\": -20.069613362255367, \"calmar\": -0.8662173253460843, \"cagr_pct\": -17.38464680738288, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 5.684931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3747089706879037, \"sortino\": -1.6026401680464428}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -0.16613163801297848, \"dd_pct\": -1.0430792356433183, \"calmar\": -0.15937938987625247, \"cagr_pct\": -0.16624533216941983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08861853380139961, \"sortino\": -0.11487833607029185}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.14379134383125675, \"cagr_pct\": -5.215523492017171, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.9671314741035857, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5389204824176534, \"sortino\": -0.6700412939619108}, {\"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\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.22615325193904637, \"cagr_pct\": -8.202911015758781, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.143236074270557, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6812578657242239, \"sortino\": -0.846980428708534}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": -35.70671387471187, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -36.2714705423279, "% In Market": 1.9671314741035857, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2d412446582855dee97d34858c332a980f53b9886e9f19eb6cf83a0f2c5b2ae0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": 680.0, "i_long_exit_activation_confirmation_threshold": -419.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "534dd9f1a6c2998ea69c6854683d96ee983db224e07c55e980538752474c1b08", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -22.05824300699143, \"dd_pct\": -22.226232418149937, \"calmar\": -0.9930403581342349, \"cagr_pct\": -22.071545800494356, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9864632800557429, \"sortino\": -1.2560456611452566}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.373847033751964, \"dd_pct\": -20.069613362255367, \"calmar\": -0.8662173253460843, \"cagr_pct\": -17.38464680738288, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 5.684931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3747089706879037, \"sortino\": -1.6026401680464428}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -0.16613163801297848, \"dd_pct\": -1.0430792356433183, \"calmar\": -0.15937938987625247, \"cagr_pct\": -0.16624533216941983, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08861853380139961, \"sortino\": -0.11487833607029185}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.14379134383125675, \"cagr_pct\": -5.215523492017171, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.9671314741035857, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5389204824176534, \"sortino\": -0.6700412939619108}, {\"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\": -35.70671387471187, \"dd_pct\": -36.2714705423279, \"calmar\": -0.22615325193904637, \"cagr_pct\": -8.202911015758781, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 3.143236074270557, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6812578657242239, \"sortino\": -0.846980428708534}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": -35.70671387471187, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -36.2714705423279, "% In Market": 1.9671314741035857, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2d412446582855dee97d34858c332a980f53b9886e9f19eb6cf83a0f2c5b2ae0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 390.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "bf8d164fd0b314f2e49e09bd10907c7eee68b8d279ba701bc58577787a06b76c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.845122615235994, \"dd_pct\": -53.052646091753, \"calmar\": 0.9403232520234381, \"cagr_pct\": 49.886636701445724, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9022345043341037, \"sortino\": 1.3090177582408364}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.41722498886861, \"dd_pct\": -63.67923839435612, \"calmar\": -0.9491687529796835, \"cagr_pct\": -60.442343297466984, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3749631171467294, \"sortino\": -1.840985075902088}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 165.78194403869097, \"dd_pct\": -20.80213007809436, \"calmar\": 7.978026796733525, \"cagr_pct\": 165.95995119217326, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.6148184842842257, \"sortino\": 4.21938079673693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.832416158556015, \"dd_pct\": -29.04996273829904, \"calmar\": 1.8885350353495745, \"cagr_pct\": 54.861872406877396, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 93.43065693430657, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1217270187678194, \"sortino\": 1.6198354735881684}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 133.57901212567097, \"dd_pct\": -15.59830114952595, \"calmar\": 8.572393501236023, \"cagr_pct\": 133.71477540451863, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 74.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.57691494176265, \"sortino\": 4.017381695745281}, {\"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\": 316.3400292238146, \"dd_pct\": -85.42341928510614, \"calmar\": 0.2210440676353532, \"cagr_pct\": 18.88234007010014, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 85.57436918990705, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5889111365889745, \"sortino\": 0.8373136952352888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.72205469860541, \"dd_pct\": -85.42341928510614, \"calmar\": 0.13100135842668387, \"cagr_pct\": 11.190583967801087, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 81.56610470275066, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4867435959196744, \"sortino\": 0.6835843544102148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 200.1253334434638, \"dd_pct\": -74.52132379852078, \"calmar\": 0.3184716839805818, \"cagr_pct\": 23.732931482577115, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 87.9708222811671, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6611189712927849, \"sortino\": 0.949395289785409}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": 316.3400292238146, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.42341928510614, "% In Market": 85.57436918990705, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05501384597faef5e9acf2d2ed961d19646d2927ddf3d127029796be450666bc", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 389.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "b2235c23caeeb78c7d21187c3902987ff7df716312f6342c03bb4d9c208c3704", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.845122615235994, \"dd_pct\": -53.052646091753, \"calmar\": 0.9403232520234381, \"cagr_pct\": 49.886636701445724, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9022345043341037, \"sortino\": 1.3090177582408364}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.41722498886861, \"dd_pct\": -63.67923839435612, \"calmar\": -0.9491687529796835, \"cagr_pct\": -60.442343297466984, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3749631171467294, \"sortino\": -1.840985075902088}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 165.78194403869097, \"dd_pct\": -20.80213007809436, \"calmar\": 7.978026796733525, \"cagr_pct\": 165.95995119217326, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.6148184842842257, \"sortino\": 4.21938079673693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.832416158556015, \"dd_pct\": -29.04996273829904, \"calmar\": 1.8885350353495745, \"cagr_pct\": 54.861872406877396, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 93.43065693430657, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1217270187678194, \"sortino\": 1.6198354735881684}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 133.57901212567097, \"dd_pct\": -15.59830114952595, \"calmar\": 8.572393501236023, \"cagr_pct\": 133.71477540451863, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 74.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.57691494176265, \"sortino\": 4.017381695745281}, {\"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\": 316.3400292238146, \"dd_pct\": -85.42341928510614, \"calmar\": 0.2210440676353532, \"cagr_pct\": 18.88234007010014, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 85.57436918990705, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5889111365889745, \"sortino\": 0.8373136952352888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.72205469860541, \"dd_pct\": -85.42341928510614, \"calmar\": 0.13100135842668387, \"cagr_pct\": 11.190583967801087, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 81.56610470275066, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4867435959196744, \"sortino\": 0.6835843544102148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 200.1253334434638, \"dd_pct\": -74.52132379852078, \"calmar\": 0.3184716839805818, \"cagr_pct\": 23.732931482577115, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 87.9708222811671, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6611189712927849, \"sortino\": 0.949395289785409}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": 316.3400292238146, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.42341928510614, "% In Market": 85.57436918990705, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05501384597faef5e9acf2d2ed961d19646d2927ddf3d127029796be450666bc", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 389.95, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "c3e88c1bebc2ed173516f0db53cd4a8151aab156edca6e6c678200fb0646ef30", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.845122615235994, \"dd_pct\": -53.052646091753, \"calmar\": 0.9403232520234381, \"cagr_pct\": 49.886636701445724, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9022345043341037, \"sortino\": 1.3090177582408364}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.41722498886861, \"dd_pct\": -63.67923839435612, \"calmar\": -0.9491687529796835, \"cagr_pct\": -60.442343297466984, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3749631171467294, \"sortino\": -1.840985075902088}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 165.78194403869097, \"dd_pct\": -20.80213007809436, \"calmar\": 7.978026796733525, \"cagr_pct\": 165.95995119217326, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.6148184842842257, \"sortino\": 4.21938079673693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.832416158556015, \"dd_pct\": -29.04996273829904, \"calmar\": 1.8885350353495745, \"cagr_pct\": 54.861872406877396, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 93.43065693430657, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1217270187678194, \"sortino\": 1.6198354735881684}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 133.57901212567097, \"dd_pct\": -15.59830114952595, \"calmar\": 8.572393501236023, \"cagr_pct\": 133.71477540451863, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 74.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.57691494176265, \"sortino\": 4.017381695745281}, {\"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\": 316.3400292238146, \"dd_pct\": -85.42341928510614, \"calmar\": 0.2210440676353532, \"cagr_pct\": 18.88234007010014, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 85.57436918990705, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5889111365889745, \"sortino\": 0.8373136952352888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.72205469860541, \"dd_pct\": -85.42341928510614, \"calmar\": 0.13100135842668387, \"cagr_pct\": 11.190583967801087, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 81.56610470275066, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4867435959196744, \"sortino\": 0.6835843544102148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 200.1253334434638, \"dd_pct\": -74.52132379852078, \"calmar\": 0.3184716839805818, \"cagr_pct\": 23.732931482577115, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 87.9708222811671, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6611189712927849, \"sortino\": 0.949395289785409}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": 316.3400292238146, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.42341928510614, "% In Market": 85.57436918990705, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05501384597faef5e9acf2d2ed961d19646d2927ddf3d127029796be450666bc", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 390.05, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "67021097ea28cacfb4008d97ab8e4593d35226aab3e0161f0b4d6b5629b79aa5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.845122615235994, \"dd_pct\": -53.052646091753, \"calmar\": 0.9403232520234381, \"cagr_pct\": 49.886636701445724, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9022345043341037, \"sortino\": 1.3090177582408364}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.41722498886861, \"dd_pct\": -63.67923839435612, \"calmar\": -0.9491687529796835, \"cagr_pct\": -60.442343297466984, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3749631171467294, \"sortino\": -1.840985075902088}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 165.78194403869097, \"dd_pct\": -20.80213007809436, \"calmar\": 7.978026796733525, \"cagr_pct\": 165.95995119217326, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.6148184842842257, \"sortino\": 4.21938079673693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.832416158556015, \"dd_pct\": -29.04996273829904, \"calmar\": 1.8885350353495745, \"cagr_pct\": 54.861872406877396, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 93.43065693430657, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1217270187678194, \"sortino\": 1.6198354735881684}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 133.57901212567097, \"dd_pct\": -15.59830114952595, \"calmar\": 8.572393501236023, \"cagr_pct\": 133.71477540451863, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 74.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.57691494176265, \"sortino\": 4.017381695745281}, {\"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\": 316.3400292238146, \"dd_pct\": -85.42341928510614, \"calmar\": 0.2210440676353532, \"cagr_pct\": 18.88234007010014, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 85.57436918990705, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5889111365889745, \"sortino\": 0.8373136952352888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.72205469860541, \"dd_pct\": -85.42341928510614, \"calmar\": 0.13100135842668387, \"cagr_pct\": 11.190583967801087, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 81.56610470275066, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4867435959196744, \"sortino\": 0.6835843544102148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 200.1253334434638, \"dd_pct\": -74.52132379852078, \"calmar\": 0.3184716839805818, \"cagr_pct\": 23.732931482577115, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 87.9708222811671, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6611189712927849, \"sortino\": 0.949395289785409}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": 316.3400292238146, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.42341928510614, "% In Market": 85.57436918990705, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05501384597faef5e9acf2d2ed961d19646d2927ddf3d127029796be450666bc", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 391.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "38b756810f2a201bb1ff7e45404d22ff2abcbc2b17113242ab8763239dc74335", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.845122615235994, \"dd_pct\": -53.052646091753, \"calmar\": 0.9403232520234381, \"cagr_pct\": 49.886636701445724, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9022345043341037, \"sortino\": 1.3090177582408364}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.41722498886861, \"dd_pct\": -63.67923839435612, \"calmar\": -0.9491687529796835, \"cagr_pct\": -60.442343297466984, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3749631171467294, \"sortino\": -1.840985075902088}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 165.78194403869097, \"dd_pct\": -20.80213007809436, \"calmar\": 7.978026796733525, \"cagr_pct\": 165.95995119217326, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.6148184842842257, \"sortino\": 4.21938079673693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.832416158556015, \"dd_pct\": -29.04996273829904, \"calmar\": 1.8885350353495745, \"cagr_pct\": 54.861872406877396, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 93.43065693430657, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1217270187678194, \"sortino\": 1.6198354735881684}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 133.57901212567097, \"dd_pct\": -15.59830114952595, \"calmar\": 8.572393501236023, \"cagr_pct\": 133.71477540451863, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 74.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.57691494176265, \"sortino\": 4.017381695745281}, {\"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\": 316.3400292238146, \"dd_pct\": -85.42341928510614, \"calmar\": 0.2210440676353532, \"cagr_pct\": 18.88234007010014, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 85.57436918990705, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5889111365889745, \"sortino\": 0.8373136952352888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.72205469860541, \"dd_pct\": -85.42341928510614, \"calmar\": 0.13100135842668387, \"cagr_pct\": 11.190583967801087, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 81.56610470275066, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4867435959196744, \"sortino\": 0.6835843544102148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 200.1253334434638, \"dd_pct\": -74.52132379852078, \"calmar\": 0.3184716839805818, \"cagr_pct\": 23.732931482577115, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 87.9708222811671, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6611189712927849, \"sortino\": 0.949395289785409}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": 316.3400292238146, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.42341928510614, "% In Market": 85.57436918990705, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05501384597faef5e9acf2d2ed961d19646d2927ddf3d127029796be450666bc", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 390.0, "i_long_exit_activation_threshold": -251.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "635a0c1f7869b0ceeadb64fbdbe4de284744a154f479bd2a2143aa67f6cf234f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.845122615235994, \"dd_pct\": -53.052646091753, \"calmar\": 0.9403232520234381, \"cagr_pct\": 49.886636701445724, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9022345043341037, \"sortino\": 1.3090177582408364}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.41722498886861, \"dd_pct\": -63.67923839435612, \"calmar\": -0.9491687529796835, \"cagr_pct\": -60.442343297466984, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3749631171467294, \"sortino\": -1.840985075902088}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 165.78194403869097, \"dd_pct\": -20.80213007809436, \"calmar\": 7.978026796733525, \"cagr_pct\": 165.95995119217326, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.6148184842842257, \"sortino\": 4.21938079673693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.832416158556015, \"dd_pct\": -29.04996273829904, \"calmar\": 1.8885350353495745, \"cagr_pct\": 54.861872406877396, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 93.43065693430657, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1217270187678194, \"sortino\": 1.6198354735881684}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 133.57901212567097, \"dd_pct\": -15.59830114952595, \"calmar\": 8.572393501236023, \"cagr_pct\": 133.71477540451863, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 74.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.57691494176265, \"sortino\": 4.017381695745281}, {\"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\": 316.3400292238146, \"dd_pct\": -85.42341928510614, \"calmar\": 0.2210440676353532, \"cagr_pct\": 18.88234007010014, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 85.57436918990705, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5889111365889745, \"sortino\": 0.8373136952352888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.72205469860541, \"dd_pct\": -85.42341928510614, \"calmar\": 0.13100135842668387, \"cagr_pct\": 11.190583967801087, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 81.56610470275066, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4867435959196744, \"sortino\": 0.6835843544102148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 200.1253334434638, \"dd_pct\": -74.52132379852078, \"calmar\": 0.3184716839805818, \"cagr_pct\": 23.732931482577115, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 87.9708222811671, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6611189712927849, \"sortino\": 0.949395289785409}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": 316.3400292238146, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.42341928510614, "% In Market": 85.57436918990705, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05501384597faef5e9acf2d2ed961d19646d2927ddf3d127029796be450666bc", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 390.0, "i_long_exit_activation_threshold": -250.05, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "676bbe0320cbf2e5110383f79e43f0d2939503e509eed23591a9c41e0f309500", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.845122615235994, \"dd_pct\": -53.052646091753, \"calmar\": 0.9403232520234381, \"cagr_pct\": 49.886636701445724, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9022345043341037, \"sortino\": 1.3090177582408364}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.41722498886861, \"dd_pct\": -63.67923839435612, \"calmar\": -0.9491687529796835, \"cagr_pct\": -60.442343297466984, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3749631171467294, \"sortino\": -1.840985075902088}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 165.78194403869097, \"dd_pct\": -20.80213007809436, \"calmar\": 7.978026796733525, \"cagr_pct\": 165.95995119217326, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.6148184842842257, \"sortino\": 4.21938079673693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.832416158556015, \"dd_pct\": -29.04996273829904, \"calmar\": 1.8885350353495745, \"cagr_pct\": 54.861872406877396, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 93.43065693430657, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1217270187678194, \"sortino\": 1.6198354735881684}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 133.57901212567097, \"dd_pct\": -15.59830114952595, \"calmar\": 8.572393501236023, \"cagr_pct\": 133.71477540451863, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 74.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.57691494176265, \"sortino\": 4.017381695745281}, {\"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\": 316.3400292238146, \"dd_pct\": -85.42341928510614, \"calmar\": 0.2210440676353532, \"cagr_pct\": 18.88234007010014, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 85.57436918990705, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5889111365889745, \"sortino\": 0.8373136952352888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.72205469860541, \"dd_pct\": -85.42341928510614, \"calmar\": 0.13100135842668387, \"cagr_pct\": 11.190583967801087, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 81.56610470275066, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4867435959196744, \"sortino\": 0.6835843544102148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 200.1253334434638, \"dd_pct\": -74.52132379852078, \"calmar\": 0.3184716839805818, \"cagr_pct\": 23.732931482577115, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 87.9708222811671, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6611189712927849, \"sortino\": 0.949395289785409}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": 316.3400292238146, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.42341928510614, "% In Market": 85.57436918990705, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05501384597faef5e9acf2d2ed961d19646d2927ddf3d127029796be450666bc", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 390.0, "i_long_exit_activation_threshold": -249.95, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "9bee1faef8289ad8c5b40e290e3afd4cd69bd6ddfcd71000405b089d8ea12d73", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.845122615235994, \"dd_pct\": -53.052646091753, \"calmar\": 0.9403232520234381, \"cagr_pct\": 49.886636701445724, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9022345043341037, \"sortino\": 1.3090177582408364}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.41722498886861, \"dd_pct\": -63.67923839435612, \"calmar\": -0.9491687529796835, \"cagr_pct\": -60.442343297466984, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3749631171467294, \"sortino\": -1.840985075902088}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 165.78194403869097, \"dd_pct\": -20.80213007809436, \"calmar\": 7.978026796733525, \"cagr_pct\": 165.95995119217326, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.6148184842842257, \"sortino\": 4.21938079673693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.832416158556015, \"dd_pct\": -29.04996273829904, \"calmar\": 1.8885350353495745, \"cagr_pct\": 54.861872406877396, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 93.43065693430657, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1217270187678194, \"sortino\": 1.6198354735881684}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 133.57901212567097, \"dd_pct\": -15.59830114952595, \"calmar\": 8.572393501236023, \"cagr_pct\": 133.71477540451863, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 74.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.57691494176265, \"sortino\": 4.017381695745281}, {\"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\": 316.3400292238146, \"dd_pct\": -85.42341928510614, \"calmar\": 0.2210440676353532, \"cagr_pct\": 18.88234007010014, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 85.57436918990705, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5889111365889745, \"sortino\": 0.8373136952352888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.72205469860541, \"dd_pct\": -85.42341928510614, \"calmar\": 0.13100135842668387, \"cagr_pct\": 11.190583967801087, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 81.56610470275066, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4867435959196744, \"sortino\": 0.6835843544102148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 200.1253334434638, \"dd_pct\": -74.52132379852078, \"calmar\": 0.3184716839805818, \"cagr_pct\": 23.732931482577115, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 87.9708222811671, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6611189712927849, \"sortino\": 0.949395289785409}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": 316.3400292238146, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.42341928510614, "% In Market": 85.57436918990705, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05501384597faef5e9acf2d2ed961d19646d2927ddf3d127029796be450666bc", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 390.0, "i_long_exit_activation_threshold": -249.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "e7a08db867f8128ce9553c6ad0f25cf8bc6d7580d2b5f26fdd09c33341b617c2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.845122615235994, \"dd_pct\": -53.052646091753, \"calmar\": 0.9403232520234381, \"cagr_pct\": 49.886636701445724, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9022345043341037, \"sortino\": 1.3090177582408364}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.41722498886861, \"dd_pct\": -63.67923839435612, \"calmar\": -0.9491687529796835, \"cagr_pct\": -60.442343297466984, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3749631171467294, \"sortino\": -1.840985075902088}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 165.78194403869097, \"dd_pct\": -20.80213007809436, \"calmar\": 7.978026796733525, \"cagr_pct\": 165.95995119217326, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.6148184842842257, \"sortino\": 4.21938079673693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.832416158556015, \"dd_pct\": -29.04996273829904, \"calmar\": 1.8885350353495745, \"cagr_pct\": 54.861872406877396, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 93.43065693430657, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1217270187678194, \"sortino\": 1.6198354735881684}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 133.57901212567097, \"dd_pct\": -15.59830114952595, \"calmar\": 8.572393501236023, \"cagr_pct\": 133.71477540451863, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 74.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.57691494176265, \"sortino\": 4.017381695745281}, {\"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\": 316.3400292238146, \"dd_pct\": -85.42341928510614, \"calmar\": 0.2210440676353532, \"cagr_pct\": 18.88234007010014, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 85.57436918990705, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5889111365889745, \"sortino\": 0.8373136952352888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.72205469860541, \"dd_pct\": -85.42341928510614, \"calmar\": 0.13100135842668387, \"cagr_pct\": 11.190583967801087, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 81.56610470275066, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4867435959196744, \"sortino\": 0.6835843544102148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 200.1253334434638, \"dd_pct\": -74.52132379852078, \"calmar\": 0.3184716839805818, \"cagr_pct\": 23.732931482577115, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 87.9708222811671, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6611189712927849, \"sortino\": 0.949395289785409}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": 316.3400292238146, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.42341928510614, "% In Market": 85.57436918990705, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05501384597faef5e9acf2d2ed961d19646d2927ddf3d127029796be450666bc", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 390.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": -441.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "efac7d2c938a05de20aec209b0f6b9d5c2428cca1f01e1fadf5c0f7a33204db8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.845122615235994, \"dd_pct\": -53.052646091753, \"calmar\": 0.9403232520234381, \"cagr_pct\": 49.886636701445724, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9022345043341037, \"sortino\": 1.3090177582408364}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.41722498886861, \"dd_pct\": -63.67923839435612, \"calmar\": -0.9491687529796835, \"cagr_pct\": -60.442343297466984, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3749631171467294, \"sortino\": -1.840985075902088}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 165.78194403869097, \"dd_pct\": -20.80213007809436, \"calmar\": 7.978026796733525, \"cagr_pct\": 165.95995119217326, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.6148184842842257, \"sortino\": 4.21938079673693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.832416158556015, \"dd_pct\": -29.04996273829904, \"calmar\": 1.8885350353495745, \"cagr_pct\": 54.861872406877396, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 93.43065693430657, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1217270187678194, \"sortino\": 1.6198354735881684}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 133.57901212567097, \"dd_pct\": -15.59830114952595, \"calmar\": 8.572393501236023, \"cagr_pct\": 133.71477540451863, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 74.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.57691494176265, \"sortino\": 4.017381695745281}, {\"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\": 316.3400292238146, \"dd_pct\": -85.42341928510614, \"calmar\": 0.2210440676353532, \"cagr_pct\": 18.88234007010014, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 85.57436918990705, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5889111365889745, \"sortino\": 0.8373136952352888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.72205469860541, \"dd_pct\": -85.42341928510614, \"calmar\": 0.13100135842668387, \"cagr_pct\": 11.190583967801087, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 81.56610470275066, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4867435959196744, \"sortino\": 0.6835843544102148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 200.1253334434638, \"dd_pct\": -74.52132379852078, \"calmar\": 0.3184716839805818, \"cagr_pct\": 23.732931482577115, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 87.9708222811671, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6611189712927849, \"sortino\": 0.949395289785409}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": 316.3400292238146, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.42341928510614, "% In Market": 85.57436918990705, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05501384597faef5e9acf2d2ed961d19646d2927ddf3d127029796be450666bc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 390.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": -440.05, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "92de31362de7b2005a617f9350acf50af1ab1f501ba48413f0666c58c3244108", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.845122615235994, \"dd_pct\": -53.052646091753, \"calmar\": 0.9403232520234381, \"cagr_pct\": 49.886636701445724, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9022345043341037, \"sortino\": 1.3090177582408364}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.41722498886861, \"dd_pct\": -63.67923839435612, \"calmar\": -0.9491687529796835, \"cagr_pct\": -60.442343297466984, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3749631171467294, \"sortino\": -1.840985075902088}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 165.78194403869097, \"dd_pct\": -20.80213007809436, \"calmar\": 7.978026796733525, \"cagr_pct\": 165.95995119217326, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.6148184842842257, \"sortino\": 4.21938079673693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.832416158556015, \"dd_pct\": -29.04996273829904, \"calmar\": 1.8885350353495745, \"cagr_pct\": 54.861872406877396, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 93.43065693430657, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1217270187678194, \"sortino\": 1.6198354735881684}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 133.57901212567097, \"dd_pct\": -15.59830114952595, \"calmar\": 8.572393501236023, \"cagr_pct\": 133.71477540451863, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 74.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.57691494176265, \"sortino\": 4.017381695745281}, {\"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\": 316.3400292238146, \"dd_pct\": -85.42341928510614, \"calmar\": 0.2210440676353532, \"cagr_pct\": 18.88234007010014, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 85.57436918990705, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5889111365889745, \"sortino\": 0.8373136952352888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.72205469860541, \"dd_pct\": -85.42341928510614, \"calmar\": 0.13100135842668387, \"cagr_pct\": 11.190583967801087, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 81.56610470275066, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4867435959196744, \"sortino\": 0.6835843544102148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 200.1253334434638, \"dd_pct\": -74.52132379852078, \"calmar\": 0.3184716839805818, \"cagr_pct\": 23.732931482577115, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 87.9708222811671, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6611189712927849, \"sortino\": 0.949395289785409}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": 316.3400292238146, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.42341928510614, "% In Market": 85.57436918990705, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05501384597faef5e9acf2d2ed961d19646d2927ddf3d127029796be450666bc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 390.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": -439.95, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "bce12f007183f1cac0a5e16a915fde0c552da6c0b20181b5740bcc4d80d9fcbe", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.845122615235994, \"dd_pct\": -53.052646091753, \"calmar\": 0.9403232520234381, \"cagr_pct\": 49.886636701445724, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9022345043341037, \"sortino\": 1.3090177582408364}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.41722498886861, \"dd_pct\": -63.67923839435612, \"calmar\": -0.9491687529796835, \"cagr_pct\": -60.442343297466984, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3749631171467294, \"sortino\": -1.840985075902088}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 165.78194403869097, \"dd_pct\": -20.80213007809436, \"calmar\": 7.978026796733525, \"cagr_pct\": 165.95995119217326, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.6148184842842257, \"sortino\": 4.21938079673693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 38.832416158556015, \"dd_pct\": -29.04996273829904, \"calmar\": 1.8885350353495745, \"cagr_pct\": 54.861872406877396, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 93.43065693430657, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1217270187678194, \"sortino\": 1.6198354735881684}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 133.57901212567097, \"dd_pct\": -15.59830114952595, \"calmar\": 8.572393501236023, \"cagr_pct\": 133.71477540451863, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 74.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.57691494176265, \"sortino\": 4.017381695745281}, {\"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\": 316.3400292238146, \"dd_pct\": -85.42341928510614, \"calmar\": 0.2210440676353532, \"cagr_pct\": 18.88234007010014, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 85.57436918990705, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5889111365889745, \"sortino\": 0.8373136952352888}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.72205469860541, \"dd_pct\": -85.42341928510614, \"calmar\": 0.13100135842668387, \"cagr_pct\": 11.190583967801087, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 81.56610470275066, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4867435959196744, \"sortino\": 0.6835843544102148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 200.1253334434638, \"dd_pct\": -74.52132379852078, \"calmar\": 0.3184716839805818, \"cagr_pct\": 23.732931482577115, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 87.9708222811671, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6611189712927849, \"sortino\": 0.949395289785409}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 19, "Total P&L %": 316.3400292238146, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.42341928510614, "% In Market": 85.57436918990705, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05501384597faef5e9acf2d2ed961d19646d2927ddf3d127029796be450666bc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 390.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": -439.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "5258e57facad55e2acc2451cf5ff4fdaa92c2950e96f722442921265c0977c81", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.845122615235994, \"dd_pct\": -53.052646091753, \"calmar\": 0.9403232520234381, \"cagr_pct\": 49.886636701445724, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9022345043341037, \"sortino\": 1.3090177582408364}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.41722498886861, \"dd_pct\": -63.67923839435612, \"calmar\": -0.9491687529796835, \"cagr_pct\": -60.442343297466984, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 86.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3749631171467294, \"sortino\": -1.840985075902088}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 165.78194403869097, \"dd_pct\": -20.80213007809436, \"calmar\": 7.978026796733525, \"cagr_pct\": 165.95995119217326, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.6148184842842257, \"sortino\": 4.21938079673693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 27.27931653049005, \"dd_pct\": -29.04996273829904, \"calmar\": 1.3055341209752596, \"cagr_pct\": 37.92571756790928, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 80.83941605839416, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9134951242995407, \"sortino\": 1.317889094012072}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 133.57901212567097, \"dd_pct\": -15.59830114952595, \"calmar\": 8.572393501236023, \"cagr_pct\": 133.71477540451863, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 74.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.57691494176265, \"sortino\": 4.017381695745281}, {\"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\": 281.6938135209827, \"dd_pct\": -85.42341928510614, \"calmar\": 0.2064583641156646, \"cagr_pct\": 17.636379402769528, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 84.42895086321381, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5709146757790993, \"sortino\": 0.811595565911643}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.72205469860541, \"dd_pct\": -85.42341928510614, \"calmar\": 0.13100135842668387, \"cagr_pct\": 11.190583967801087, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 81.56610470275066, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4867435959196744, \"sortino\": 0.6835843544102148}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 175.15005768208218, \"dd_pct\": -74.52132379852078, \"calmar\": 0.29075312760124916, \"cagr_pct\": 21.667307967405318, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 86.14058355437666, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6312828925930721, \"sortino\": 0.9063948080281407}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 281.6938135209827, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.42341928510614, "% In Market": 84.42895086321381, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": 0.29075312760124916, "Sub2_Sortino": 0.9063948080281407, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05501384597faef5e9acf2d2ed961d19646d2927ddf3d127029796be450666bc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -210.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "a2cd76fc6bb8fafafd9772d310cf336f4ccbb2fbaad619f5559ae419612665a9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.8010461035368297, \"dd_pct\": -58.235196318325066, \"calmar\": -0.030948097147443343, \"cagr_pct\": -1.802268513059959, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 86.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.361076890690927, \"sortino\": 0.516032380010208}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.001962038862004, \"dd_pct\": -59.5001531334905, \"calmar\": -0.9416227396566709, \"cagr_pct\": -56.02669720354877, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 63.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6910058628024183, \"sortino\": -2.220185338550147}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 166.97599200128968, \"dd_pct\": -21.299999516526945, \"calmar\": 7.847681825673491, \"cagr_pct\": 167.15561909270266, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.32876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.547690369154626, \"sortino\": 4.06246230866736}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 33.381164304715405, \"dd_pct\": -34.411874607541485, \"calmar\": 1.3602763099094999, \"cagr_pct\": 46.80965780821495, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.15328467153284, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0311209631257467, \"sortino\": 1.462446287702643}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 103.61231219550872, \"dd_pct\": -25.286757713688502, \"calmar\": 4.101415474523076, \"cagr_pct\": 103.71149938743778, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 84.31506849315068, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.933071271152497, \"sortino\": 2.9312712182096288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.159207088130856, \"dd_pct\": -43.727853973035266, \"calmar\": -1.5717790251689414, \"cagr_pct\": -68.7305236904672, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.4926232482375457, \"sortino\": -3.1411093972039366}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 490.44886887720673, \"dd_pct\": -78.89651472066168, \"calmar\": 0.3045422790263622, \"cagr_pct\": 24.027324400267243, \"entries\": 41, \"exits\": 41, \"exposure_pct\": 80.45318725099602, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6722682220400559, \"sortino\": 0.9598613778416288}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 204.78692013976922, \"dd_pct\": -68.80722581415827, \"calmar\": 0.6322332801606351, \"cagr_pct\": 43.502218075238815, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 74.0905057675244, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9365167724778011, \"sortino\": 1.3383697892311828}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 93.72513381034943, \"dd_pct\": -78.8965147206617, \"calmar\": 0.17326886476754716, \"cagr_pct\": 13.670309539765125, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 84.25729442970822, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5064180536861788, \"sortino\": 0.7226574852201681}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.6561698757012846, \"dd_pct\": -30.94978890815242, \"calmar\": -0.044470510339097644, \"cagr_pct\": -1.3763529076328818, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 71.75792507204612, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1074597554447312, \"sortino\": 0.15563788493430297}]", "Additional_Threshold_Budget": 0, "Total Trades": 41, "Total P&L %": 490.44886887720673, "Sharpe Ratio": 0.6722682220400559, "Sortino Ratio": 0.9598613778416288, "Calmar Ratio": 0.3045422790263622, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.89651472066168, "% In Market": 80.45318725099602, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6322332801606351, "Sub1_Sortino": 1.3383697892311828, "Sub1_Trades": 15, "Sub2_Calmar": 0.17326886476754716, "Sub2_Sortino": 0.7226574852201681, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -0.6561698757012846, "OOS_Sortino Ratio": 0.15563788493430297, "OOS_Calmar Ratio": -0.044470510339097644, "OOS_Max Drawdown %": -30.94978890815242, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e07a9dd8ed699ee85aab503e511a94f2c08dd326a390515f2cce5310d43f6cc", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 229.0, "i_long_exit_activation_threshold": -210.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "1cdd5e0b1c37498bc76bb48bdbbfcc3156b11edc65a22a451c22aabcab31bc02", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.8010461035368297, \"dd_pct\": -58.235196318325066, \"calmar\": -0.030948097147443343, \"cagr_pct\": -1.802268513059959, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 86.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.361076890690927, \"sortino\": 0.516032380010208}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.001962038862004, \"dd_pct\": -59.5001531334905, \"calmar\": -0.9416227396566709, \"cagr_pct\": -56.02669720354877, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 63.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6910058628024183, \"sortino\": -2.220185338550147}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 166.97599200128968, \"dd_pct\": -21.299999516526945, \"calmar\": 7.847681825673491, \"cagr_pct\": 167.15561909270266, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.32876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.547690369154626, \"sortino\": 4.06246230866736}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 33.381164304715405, \"dd_pct\": -34.411874607541485, \"calmar\": 1.3602763099094999, \"cagr_pct\": 46.80965780821495, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.15328467153284, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0311209631257467, \"sortino\": 1.462446287702643}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 103.61231219550872, \"dd_pct\": -25.286757713688502, \"calmar\": 4.101415474523076, \"cagr_pct\": 103.71149938743778, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 84.31506849315068, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.933071271152497, \"sortino\": 2.9312712182096288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.159207088130856, \"dd_pct\": -43.727853973035266, \"calmar\": -1.5717790251689414, \"cagr_pct\": -68.7305236904672, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.4926232482375457, \"sortino\": -3.1411093972039366}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 490.44886887720673, \"dd_pct\": -78.89651472066168, \"calmar\": 0.3045422790263622, \"cagr_pct\": 24.027324400267243, \"entries\": 41, \"exits\": 41, \"exposure_pct\": 80.45318725099602, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6722682220400559, \"sortino\": 0.9598613778416288}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 204.78692013976922, \"dd_pct\": -68.80722581415827, \"calmar\": 0.6322332801606351, \"cagr_pct\": 43.502218075238815, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 74.0905057675244, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9365167724778011, \"sortino\": 1.3383697892311828}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 93.72513381034943, \"dd_pct\": -78.8965147206617, \"calmar\": 0.17326886476754716, \"cagr_pct\": 13.670309539765125, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 84.25729442970822, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5064180536861788, \"sortino\": 0.7226574852201681}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.6561698757012846, \"dd_pct\": -30.94978890815242, \"calmar\": -0.044470510339097644, \"cagr_pct\": -1.3763529076328818, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 71.75792507204612, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1074597554447312, \"sortino\": 0.15563788493430297}]", "Additional_Threshold_Budget": 0, "Total Trades": 41, "Total P&L %": 490.44886887720673, "Sharpe Ratio": 0.6722682220400559, "Sortino Ratio": 0.9598613778416288, "Calmar Ratio": 0.3045422790263622, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.89651472066168, "% In Market": 80.45318725099602, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6322332801606351, "Sub1_Sortino": 1.3383697892311828, "Sub1_Trades": 15, "Sub2_Calmar": 0.17326886476754716, "Sub2_Sortino": 0.7226574852201681, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -0.6561698757012846, "OOS_Sortino Ratio": 0.15563788493430297, "OOS_Calmar Ratio": -0.044470510339097644, "OOS_Max Drawdown %": -30.94978890815242, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e07a9dd8ed699ee85aab503e511a94f2c08dd326a390515f2cce5310d43f6cc", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 229.95, "i_long_exit_activation_threshold": -210.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "318ef13ebf76c866b872f798397247ee8b4e3900c22961de3a576fac6447b73f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.8010461035368297, \"dd_pct\": -58.235196318325066, \"calmar\": -0.030948097147443343, \"cagr_pct\": -1.802268513059959, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 86.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.361076890690927, \"sortino\": 0.516032380010208}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.001962038862004, \"dd_pct\": -59.5001531334905, \"calmar\": -0.9416227396566709, \"cagr_pct\": -56.02669720354877, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 63.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6910058628024183, \"sortino\": -2.220185338550147}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 166.97599200128968, \"dd_pct\": -21.299999516526945, \"calmar\": 7.847681825673491, \"cagr_pct\": 167.15561909270266, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.32876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.547690369154626, \"sortino\": 4.06246230866736}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 33.381164304715405, \"dd_pct\": -34.411874607541485, \"calmar\": 1.3602763099094999, \"cagr_pct\": 46.80965780821495, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.15328467153284, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0311209631257467, \"sortino\": 1.462446287702643}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 103.61231219550872, \"dd_pct\": -25.286757713688502, \"calmar\": 4.101415474523076, \"cagr_pct\": 103.71149938743778, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 84.31506849315068, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.933071271152497, \"sortino\": 2.9312712182096288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.159207088130856, \"dd_pct\": -43.727853973035266, \"calmar\": -1.5717790251689414, \"cagr_pct\": -68.7305236904672, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.4926232482375457, \"sortino\": -3.1411093972039366}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 490.44886887720673, \"dd_pct\": -78.89651472066168, \"calmar\": 0.3045422790263622, \"cagr_pct\": 24.027324400267243, \"entries\": 41, \"exits\": 41, \"exposure_pct\": 80.45318725099602, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6722682220400559, \"sortino\": 0.9598613778416288}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 204.78692013976922, \"dd_pct\": -68.80722581415827, \"calmar\": 0.6322332801606351, \"cagr_pct\": 43.502218075238815, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 74.0905057675244, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9365167724778011, \"sortino\": 1.3383697892311828}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 93.72513381034943, \"dd_pct\": -78.8965147206617, \"calmar\": 0.17326886476754716, \"cagr_pct\": 13.670309539765125, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 84.25729442970822, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5064180536861788, \"sortino\": 0.7226574852201681}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.6561698757012846, \"dd_pct\": -30.94978890815242, \"calmar\": -0.044470510339097644, \"cagr_pct\": -1.3763529076328818, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 71.75792507204612, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1074597554447312, \"sortino\": 0.15563788493430297}]", "Additional_Threshold_Budget": 0, "Total Trades": 41, "Total P&L %": 490.44886887720673, "Sharpe Ratio": 0.6722682220400559, "Sortino Ratio": 0.9598613778416288, "Calmar Ratio": 0.3045422790263622, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.89651472066168, "% In Market": 80.45318725099602, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6322332801606351, "Sub1_Sortino": 1.3383697892311828, "Sub1_Trades": 15, "Sub2_Calmar": 0.17326886476754716, "Sub2_Sortino": 0.7226574852201681, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -0.6561698757012846, "OOS_Sortino Ratio": 0.15563788493430297, "OOS_Calmar Ratio": -0.044470510339097644, "OOS_Max Drawdown %": -30.94978890815242, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e07a9dd8ed699ee85aab503e511a94f2c08dd326a390515f2cce5310d43f6cc", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 230.05, "i_long_exit_activation_threshold": -210.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "a6853e67ceba1287d91c1d4187d5b0fb385e5420560ad0934326a350dd0518f3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.8010461035368297, \"dd_pct\": -58.235196318325066, \"calmar\": -0.030948097147443343, \"cagr_pct\": -1.802268513059959, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 86.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.361076890690927, \"sortino\": 0.516032380010208}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.001962038862004, \"dd_pct\": -59.5001531334905, \"calmar\": -0.9416227396566709, \"cagr_pct\": -56.02669720354877, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 63.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6910058628024183, \"sortino\": -2.220185338550147}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 166.97599200128968, \"dd_pct\": -21.299999516526945, \"calmar\": 7.847681825673491, \"cagr_pct\": 167.15561909270266, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.32876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.547690369154626, \"sortino\": 4.06246230866736}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 33.381164304715405, \"dd_pct\": -34.411874607541485, \"calmar\": 1.3602763099094999, \"cagr_pct\": 46.80965780821495, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.15328467153284, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0311209631257467, \"sortino\": 1.462446287702643}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 103.61231219550872, \"dd_pct\": -25.286757713688502, \"calmar\": 4.101415474523076, \"cagr_pct\": 103.71149938743778, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 84.31506849315068, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.933071271152497, \"sortino\": 2.9312712182096288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.159207088130856, \"dd_pct\": -43.727853973035266, \"calmar\": -1.5717790251689414, \"cagr_pct\": -68.7305236904672, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.4926232482375457, \"sortino\": -3.1411093972039366}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 490.44886887720673, \"dd_pct\": -78.89651472066168, \"calmar\": 0.3045422790263622, \"cagr_pct\": 24.027324400267243, \"entries\": 41, \"exits\": 41, \"exposure_pct\": 80.45318725099602, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6722682220400559, \"sortino\": 0.9598613778416288}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 204.78692013976922, \"dd_pct\": -68.80722581415827, \"calmar\": 0.6322332801606351, \"cagr_pct\": 43.502218075238815, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 74.0905057675244, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9365167724778011, \"sortino\": 1.3383697892311828}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 93.72513381034943, \"dd_pct\": -78.8965147206617, \"calmar\": 0.17326886476754716, \"cagr_pct\": 13.670309539765125, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 84.25729442970822, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5064180536861788, \"sortino\": 0.7226574852201681}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.6561698757012846, \"dd_pct\": -30.94978890815242, \"calmar\": -0.044470510339097644, \"cagr_pct\": -1.3763529076328818, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 71.75792507204612, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1074597554447312, \"sortino\": 0.15563788493430297}]", "Additional_Threshold_Budget": 0, "Total Trades": 41, "Total P&L %": 490.44886887720673, "Sharpe Ratio": 0.6722682220400559, "Sortino Ratio": 0.9598613778416288, "Calmar Ratio": 0.3045422790263622, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.89651472066168, "% In Market": 80.45318725099602, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6322332801606351, "Sub1_Sortino": 1.3383697892311828, "Sub1_Trades": 15, "Sub2_Calmar": 0.17326886476754716, "Sub2_Sortino": 0.7226574852201681, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -0.6561698757012846, "OOS_Sortino Ratio": 0.15563788493430297, "OOS_Calmar Ratio": -0.044470510339097644, "OOS_Max Drawdown %": -30.94978890815242, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e07a9dd8ed699ee85aab503e511a94f2c08dd326a390515f2cce5310d43f6cc", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 231.0, "i_long_exit_activation_threshold": -210.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "9cd1a713fa6b447716b1751c439b163d3d732f5a407130f00266b0f46367e6bf", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.8010461035368297, \"dd_pct\": -58.235196318325066, \"calmar\": -0.030948097147443343, \"cagr_pct\": -1.802268513059959, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 86.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.361076890690927, \"sortino\": 0.516032380010208}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.001962038862004, \"dd_pct\": -59.5001531334905, \"calmar\": -0.9416227396566709, \"cagr_pct\": -56.02669720354877, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 63.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6910058628024183, \"sortino\": -2.220185338550147}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 166.97599200128968, \"dd_pct\": -21.299999516526945, \"calmar\": 7.847681825673491, \"cagr_pct\": 167.15561909270266, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.32876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.547690369154626, \"sortino\": 4.06246230866736}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 33.381164304715405, \"dd_pct\": -34.411874607541485, \"calmar\": 1.3602763099094999, \"cagr_pct\": 46.80965780821495, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.15328467153284, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0311209631257467, \"sortino\": 1.462446287702643}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 103.61231219550872, \"dd_pct\": -25.286757713688502, \"calmar\": 4.101415474523076, \"cagr_pct\": 103.71149938743778, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 84.31506849315068, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.933071271152497, \"sortino\": 2.9312712182096288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.159207088130856, \"dd_pct\": -43.727853973035266, \"calmar\": -1.5717790251689414, \"cagr_pct\": -68.7305236904672, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.4926232482375457, \"sortino\": -3.1411093972039366}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 490.44886887720673, \"dd_pct\": -78.89651472066168, \"calmar\": 0.3045422790263622, \"cagr_pct\": 24.027324400267243, \"entries\": 41, \"exits\": 41, \"exposure_pct\": 80.45318725099602, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6722682220400559, \"sortino\": 0.9598613778416288}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 204.78692013976922, \"dd_pct\": -68.80722581415827, \"calmar\": 0.6322332801606351, \"cagr_pct\": 43.502218075238815, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 74.0905057675244, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9365167724778011, \"sortino\": 1.3383697892311828}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 93.72513381034943, \"dd_pct\": -78.8965147206617, \"calmar\": 0.17326886476754716, \"cagr_pct\": 13.670309539765125, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 84.25729442970822, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5064180536861788, \"sortino\": 0.7226574852201681}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.6561698757012846, \"dd_pct\": -30.94978890815242, \"calmar\": -0.044470510339097644, \"cagr_pct\": -1.3763529076328818, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 71.75792507204612, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1074597554447312, \"sortino\": 0.15563788493430297}]", "Additional_Threshold_Budget": 0, "Total Trades": 41, "Total P&L %": 490.44886887720673, "Sharpe Ratio": 0.6722682220400559, "Sortino Ratio": 0.9598613778416288, "Calmar Ratio": 0.3045422790263622, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.89651472066168, "% In Market": 80.45318725099602, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6322332801606351, "Sub1_Sortino": 1.3383697892311828, "Sub1_Trades": 15, "Sub2_Calmar": 0.17326886476754716, "Sub2_Sortino": 0.7226574852201681, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -0.6561698757012846, "OOS_Sortino Ratio": 0.15563788493430297, "OOS_Calmar Ratio": -0.044470510339097644, "OOS_Max Drawdown %": -30.94978890815242, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e07a9dd8ed699ee85aab503e511a94f2c08dd326a390515f2cce5310d43f6cc", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -211.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "3e9d9d9dc7fb82df07089a63746c75e873a242fd63e7dc5f6733c755ad9a27be", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.8010461035368297, \"dd_pct\": -58.235196318325066, \"calmar\": -0.030948097147443343, \"cagr_pct\": -1.802268513059959, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 86.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.361076890690927, \"sortino\": 0.516032380010208}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.001962038862004, \"dd_pct\": -59.5001531334905, \"calmar\": -0.9416227396566709, \"cagr_pct\": -56.02669720354877, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 63.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6910058628024183, \"sortino\": -2.220185338550147}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 166.97599200128968, \"dd_pct\": -21.299999516526945, \"calmar\": 7.847681825673491, \"cagr_pct\": 167.15561909270266, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.32876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.547690369154626, \"sortino\": 4.06246230866736}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 33.381164304715405, \"dd_pct\": -34.411874607541485, \"calmar\": 1.3602763099094999, \"cagr_pct\": 46.80965780821495, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.15328467153284, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0311209631257467, \"sortino\": 1.462446287702643}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 103.61231219550872, \"dd_pct\": -25.286757713688502, \"calmar\": 4.101415474523076, \"cagr_pct\": 103.71149938743778, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 84.31506849315068, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.933071271152497, \"sortino\": 2.9312712182096288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.159207088130856, \"dd_pct\": -43.727853973035266, \"calmar\": -1.5717790251689414, \"cagr_pct\": -68.7305236904672, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.4926232482375457, \"sortino\": -3.1411093972039366}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 490.44886887720673, \"dd_pct\": -78.89651472066168, \"calmar\": 0.3045422790263622, \"cagr_pct\": 24.027324400267243, \"entries\": 41, \"exits\": 41, \"exposure_pct\": 80.45318725099602, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6722682220400559, \"sortino\": 0.9598613778416288}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 204.78692013976922, \"dd_pct\": -68.80722581415827, \"calmar\": 0.6322332801606351, \"cagr_pct\": 43.502218075238815, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 74.0905057675244, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9365167724778011, \"sortino\": 1.3383697892311828}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 93.72513381034943, \"dd_pct\": -78.8965147206617, \"calmar\": 0.17326886476754716, \"cagr_pct\": 13.670309539765125, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 84.25729442970822, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5064180536861788, \"sortino\": 0.7226574852201681}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.6561698757012846, \"dd_pct\": -30.94978890815242, \"calmar\": -0.044470510339097644, \"cagr_pct\": -1.3763529076328818, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 71.75792507204612, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1074597554447312, \"sortino\": 0.15563788493430297}]", "Additional_Threshold_Budget": 0, "Total Trades": 41, "Total P&L %": 490.44886887720673, "Sharpe Ratio": 0.6722682220400559, "Sortino Ratio": 0.9598613778416288, "Calmar Ratio": 0.3045422790263622, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.89651472066168, "% In Market": 80.45318725099602, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6322332801606351, "Sub1_Sortino": 1.3383697892311828, "Sub1_Trades": 15, "Sub2_Calmar": 0.17326886476754716, "Sub2_Sortino": 0.7226574852201681, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -0.6561698757012846, "OOS_Sortino Ratio": 0.15563788493430297, "OOS_Calmar Ratio": -0.044470510339097644, "OOS_Max Drawdown %": -30.94978890815242, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e07a9dd8ed699ee85aab503e511a94f2c08dd326a390515f2cce5310d43f6cc", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -210.05, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "3f483dfb37b4f31e2002f41bfe34f297e91f1b2cda706bdfaad5487973c9cb60", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.8010461035368297, \"dd_pct\": -58.235196318325066, \"calmar\": -0.030948097147443343, \"cagr_pct\": -1.802268513059959, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 86.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.361076890690927, \"sortino\": 0.516032380010208}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.001962038862004, \"dd_pct\": -59.5001531334905, \"calmar\": -0.9416227396566709, \"cagr_pct\": -56.02669720354877, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 63.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6910058628024183, \"sortino\": -2.220185338550147}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 166.97599200128968, \"dd_pct\": -21.299999516526945, \"calmar\": 7.847681825673491, \"cagr_pct\": 167.15561909270266, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.32876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.547690369154626, \"sortino\": 4.06246230866736}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 33.381164304715405, \"dd_pct\": -34.411874607541485, \"calmar\": 1.3602763099094999, \"cagr_pct\": 46.80965780821495, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.15328467153284, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0311209631257467, \"sortino\": 1.462446287702643}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 103.61231219550872, \"dd_pct\": -25.286757713688502, \"calmar\": 4.101415474523076, \"cagr_pct\": 103.71149938743778, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 84.31506849315068, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.933071271152497, \"sortino\": 2.9312712182096288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.159207088130856, \"dd_pct\": -43.727853973035266, \"calmar\": -1.5717790251689414, \"cagr_pct\": -68.7305236904672, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.4926232482375457, \"sortino\": -3.1411093972039366}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 490.44886887720673, \"dd_pct\": -78.89651472066168, \"calmar\": 0.3045422790263622, \"cagr_pct\": 24.027324400267243, \"entries\": 41, \"exits\": 41, \"exposure_pct\": 80.45318725099602, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6722682220400559, \"sortino\": 0.9598613778416288}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 204.78692013976922, \"dd_pct\": -68.80722581415827, \"calmar\": 0.6322332801606351, \"cagr_pct\": 43.502218075238815, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 74.0905057675244, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9365167724778011, \"sortino\": 1.3383697892311828}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 93.72513381034943, \"dd_pct\": -78.8965147206617, \"calmar\": 0.17326886476754716, \"cagr_pct\": 13.670309539765125, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 84.25729442970822, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5064180536861788, \"sortino\": 0.7226574852201681}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.6561698757012846, \"dd_pct\": -30.94978890815242, \"calmar\": -0.044470510339097644, \"cagr_pct\": -1.3763529076328818, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 71.75792507204612, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1074597554447312, \"sortino\": 0.15563788493430297}]", "Additional_Threshold_Budget": 0, "Total Trades": 41, "Total P&L %": 490.44886887720673, "Sharpe Ratio": 0.6722682220400559, "Sortino Ratio": 0.9598613778416288, "Calmar Ratio": 0.3045422790263622, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.89651472066168, "% In Market": 80.45318725099602, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6322332801606351, "Sub1_Sortino": 1.3383697892311828, "Sub1_Trades": 15, "Sub2_Calmar": 0.17326886476754716, "Sub2_Sortino": 0.7226574852201681, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -0.6561698757012846, "OOS_Sortino Ratio": 0.15563788493430297, "OOS_Calmar Ratio": -0.044470510339097644, "OOS_Max Drawdown %": -30.94978890815242, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e07a9dd8ed699ee85aab503e511a94f2c08dd326a390515f2cce5310d43f6cc", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -209.95, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "ad999663ed25da67c0e95c5be2dee434025d644e8a3d962fc71fc08ef3f3ea7d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.8010461035368297, \"dd_pct\": -58.235196318325066, \"calmar\": -0.030948097147443343, \"cagr_pct\": -1.802268513059959, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 86.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.361076890690927, \"sortino\": 0.516032380010208}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.001962038862004, \"dd_pct\": -59.5001531334905, \"calmar\": -0.9416227396566709, \"cagr_pct\": -56.02669720354877, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 63.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6910058628024183, \"sortino\": -2.220185338550147}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 166.97599200128968, \"dd_pct\": -21.299999516526945, \"calmar\": 7.847681825673491, \"cagr_pct\": 167.15561909270266, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.32876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.547690369154626, \"sortino\": 4.06246230866736}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 33.381164304715405, \"dd_pct\": -34.411874607541485, \"calmar\": 1.3602763099094999, \"cagr_pct\": 46.80965780821495, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.15328467153284, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0311209631257467, \"sortino\": 1.462446287702643}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 103.61231219550872, \"dd_pct\": -25.286757713688502, \"calmar\": 4.101415474523076, \"cagr_pct\": 103.71149938743778, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 84.31506849315068, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.933071271152497, \"sortino\": 2.9312712182096288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.159207088130856, \"dd_pct\": -43.727853973035266, \"calmar\": -1.5717790251689414, \"cagr_pct\": -68.7305236904672, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.4926232482375457, \"sortino\": -3.1411093972039366}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 490.44886887720673, \"dd_pct\": -78.89651472066168, \"calmar\": 0.3045422790263622, \"cagr_pct\": 24.027324400267243, \"entries\": 41, \"exits\": 41, \"exposure_pct\": 80.45318725099602, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6722682220400559, \"sortino\": 0.9598613778416288}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 204.78692013976922, \"dd_pct\": -68.80722581415827, \"calmar\": 0.6322332801606351, \"cagr_pct\": 43.502218075238815, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 74.0905057675244, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9365167724778011, \"sortino\": 1.3383697892311828}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 93.72513381034943, \"dd_pct\": -78.8965147206617, \"calmar\": 0.17326886476754716, \"cagr_pct\": 13.670309539765125, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 84.25729442970822, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5064180536861788, \"sortino\": 0.7226574852201681}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.6561698757012846, \"dd_pct\": -30.94978890815242, \"calmar\": -0.044470510339097644, \"cagr_pct\": -1.3763529076328818, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 71.75792507204612, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1074597554447312, \"sortino\": 0.15563788493430297}]", "Additional_Threshold_Budget": 0, "Total Trades": 41, "Total P&L %": 490.44886887720673, "Sharpe Ratio": 0.6722682220400559, "Sortino Ratio": 0.9598613778416288, "Calmar Ratio": 0.3045422790263622, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.89651472066168, "% In Market": 80.45318725099602, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6322332801606351, "Sub1_Sortino": 1.3383697892311828, "Sub1_Trades": 15, "Sub2_Calmar": 0.17326886476754716, "Sub2_Sortino": 0.7226574852201681, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -0.6561698757012846, "OOS_Sortino Ratio": 0.15563788493430297, "OOS_Calmar Ratio": -0.044470510339097644, "OOS_Max Drawdown %": -30.94978890815242, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e07a9dd8ed699ee85aab503e511a94f2c08dd326a390515f2cce5310d43f6cc", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -209.0, "i_long_exit_activation_confirmation_threshold": -370.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "b6de46f747d42b9aca53179ea422e14943a176a6ef1cb2146d7ecdf7c24470dc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.8010461035368297, \"dd_pct\": -58.235196318325066, \"calmar\": -0.030948097147443343, \"cagr_pct\": -1.802268513059959, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 86.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.361076890690927, \"sortino\": 0.516032380010208}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.001962038862004, \"dd_pct\": -59.5001531334905, \"calmar\": -0.9416227396566709, \"cagr_pct\": -56.02669720354877, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 63.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6910058628024183, \"sortino\": -2.220185338550147}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 166.97599200128968, \"dd_pct\": -21.299999516526945, \"calmar\": 7.847681825673491, \"cagr_pct\": 167.15561909270266, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.32876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.547690369154626, \"sortino\": 4.06246230866736}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 33.381164304715405, \"dd_pct\": -34.411874607541485, \"calmar\": 1.3602763099094999, \"cagr_pct\": 46.80965780821495, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.15328467153284, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0311209631257467, \"sortino\": 1.462446287702643}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 103.61231219550872, \"dd_pct\": -25.286757713688502, \"calmar\": 4.101415474523076, \"cagr_pct\": 103.71149938743778, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 84.31506849315068, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.933071271152497, \"sortino\": 2.9312712182096288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.159207088130856, \"dd_pct\": -43.727853973035266, \"calmar\": -1.5717790251689414, \"cagr_pct\": -68.7305236904672, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.4926232482375457, \"sortino\": -3.1411093972039366}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 490.44886887720673, \"dd_pct\": -78.89651472066168, \"calmar\": 0.3045422790263622, \"cagr_pct\": 24.027324400267243, \"entries\": 41, \"exits\": 41, \"exposure_pct\": 80.45318725099602, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6722682220400559, \"sortino\": 0.9598613778416288}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 204.78692013976922, \"dd_pct\": -68.80722581415827, \"calmar\": 0.6322332801606351, \"cagr_pct\": 43.502218075238815, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 74.0905057675244, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9365167724778011, \"sortino\": 1.3383697892311828}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 93.72513381034943, \"dd_pct\": -78.8965147206617, \"calmar\": 0.17326886476754716, \"cagr_pct\": 13.670309539765125, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 84.25729442970822, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5064180536861788, \"sortino\": 0.7226574852201681}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.6561698757012846, \"dd_pct\": -30.94978890815242, \"calmar\": -0.044470510339097644, \"cagr_pct\": -1.3763529076328818, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 71.75792507204612, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1074597554447312, \"sortino\": 0.15563788493430297}]", "Additional_Threshold_Budget": 0, "Total Trades": 41, "Total P&L %": 490.44886887720673, "Sharpe Ratio": 0.6722682220400559, "Sortino Ratio": 0.9598613778416288, "Calmar Ratio": 0.3045422790263622, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.89651472066168, "% In Market": 80.45318725099602, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6322332801606351, "Sub1_Sortino": 1.3383697892311828, "Sub1_Trades": 15, "Sub2_Calmar": 0.17326886476754716, "Sub2_Sortino": 0.7226574852201681, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -0.6561698757012846, "OOS_Sortino Ratio": 0.15563788493430297, "OOS_Calmar Ratio": -0.044470510339097644, "OOS_Max Drawdown %": -30.94978890815242, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e07a9dd8ed699ee85aab503e511a94f2c08dd326a390515f2cce5310d43f6cc", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -210.0, "i_long_exit_activation_confirmation_threshold": -371.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "af40355bc4daed22e0154419b0789e6d9c3b033c41146ae24e14747ae1c3b60f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.8010461035368297, \"dd_pct\": -58.235196318325066, \"calmar\": -0.030948097147443343, \"cagr_pct\": -1.802268513059959, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 86.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.361076890690927, \"sortino\": 0.516032380010208}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.001962038862004, \"dd_pct\": -59.5001531334905, \"calmar\": -0.9416227396566709, \"cagr_pct\": -56.02669720354877, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 63.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6910058628024183, \"sortino\": -2.220185338550147}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 166.97599200128968, \"dd_pct\": -21.299999516526945, \"calmar\": 7.847681825673491, \"cagr_pct\": 167.15561909270266, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.32876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.547690369154626, \"sortino\": 4.06246230866736}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 33.381164304715405, \"dd_pct\": -34.411874607541485, \"calmar\": 1.3602763099094999, \"cagr_pct\": 46.80965780821495, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.15328467153284, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0311209631257467, \"sortino\": 1.462446287702643}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 103.61231219550872, \"dd_pct\": -25.286757713688502, \"calmar\": 4.101415474523076, \"cagr_pct\": 103.71149938743778, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 84.31506849315068, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.933071271152497, \"sortino\": 2.9312712182096288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.159207088130856, \"dd_pct\": -43.727853973035266, \"calmar\": -1.5717790251689414, \"cagr_pct\": -68.7305236904672, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.4926232482375457, \"sortino\": -3.1411093972039366}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 490.44886887720673, \"dd_pct\": -78.89651472066168, \"calmar\": 0.3045422790263622, \"cagr_pct\": 24.027324400267243, \"entries\": 41, \"exits\": 41, \"exposure_pct\": 80.45318725099602, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6722682220400559, \"sortino\": 0.9598613778416288}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 204.78692013976922, \"dd_pct\": -68.80722581415827, \"calmar\": 0.6322332801606351, \"cagr_pct\": 43.502218075238815, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 74.0905057675244, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9365167724778011, \"sortino\": 1.3383697892311828}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 93.72513381034943, \"dd_pct\": -78.8965147206617, \"calmar\": 0.17326886476754716, \"cagr_pct\": 13.670309539765125, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 84.25729442970822, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5064180536861788, \"sortino\": 0.7226574852201681}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.6561698757012846, \"dd_pct\": -30.94978890815242, \"calmar\": -0.044470510339097644, \"cagr_pct\": -1.3763529076328818, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 71.75792507204612, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1074597554447312, \"sortino\": 0.15563788493430297}]", "Additional_Threshold_Budget": 0, "Total Trades": 41, "Total P&L %": 490.44886887720673, "Sharpe Ratio": 0.6722682220400559, "Sortino Ratio": 0.9598613778416288, "Calmar Ratio": 0.3045422790263622, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.89651472066168, "% In Market": 80.45318725099602, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6322332801606351, "Sub1_Sortino": 1.3383697892311828, "Sub1_Trades": 15, "Sub2_Calmar": 0.17326886476754716, "Sub2_Sortino": 0.7226574852201681, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -0.6561698757012846, "OOS_Sortino Ratio": 0.15563788493430297, "OOS_Calmar Ratio": -0.044470510339097644, "OOS_Max Drawdown %": -30.94978890815242, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e07a9dd8ed699ee85aab503e511a94f2c08dd326a390515f2cce5310d43f6cc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -210.0, "i_long_exit_activation_confirmation_threshold": -370.05, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "cd4610f924c00ddd5345c6ccb3fa4da61ab2947f10f800ef76e971083659af11", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.8010461035368297, \"dd_pct\": -58.235196318325066, \"calmar\": -0.030948097147443343, \"cagr_pct\": -1.802268513059959, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 86.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.361076890690927, \"sortino\": 0.516032380010208}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.001962038862004, \"dd_pct\": -59.5001531334905, \"calmar\": -0.9416227396566709, \"cagr_pct\": -56.02669720354877, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 63.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6910058628024183, \"sortino\": -2.220185338550147}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 166.97599200128968, \"dd_pct\": -21.299999516526945, \"calmar\": 7.847681825673491, \"cagr_pct\": 167.15561909270266, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.32876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.547690369154626, \"sortino\": 4.06246230866736}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 33.381164304715405, \"dd_pct\": -34.411874607541485, \"calmar\": 1.3602763099094999, \"cagr_pct\": 46.80965780821495, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.15328467153284, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0311209631257467, \"sortino\": 1.462446287702643}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 103.61231219550872, \"dd_pct\": -25.286757713688502, \"calmar\": 4.101415474523076, \"cagr_pct\": 103.71149938743778, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 84.31506849315068, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.933071271152497, \"sortino\": 2.9312712182096288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.159207088130856, \"dd_pct\": -43.727853973035266, \"calmar\": -1.5717790251689414, \"cagr_pct\": -68.7305236904672, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.4926232482375457, \"sortino\": -3.1411093972039366}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 490.44886887720673, \"dd_pct\": -78.89651472066168, \"calmar\": 0.3045422790263622, \"cagr_pct\": 24.027324400267243, \"entries\": 41, \"exits\": 41, \"exposure_pct\": 80.45318725099602, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6722682220400559, \"sortino\": 0.9598613778416288}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 204.78692013976922, \"dd_pct\": -68.80722581415827, \"calmar\": 0.6322332801606351, \"cagr_pct\": 43.502218075238815, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 74.0905057675244, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9365167724778011, \"sortino\": 1.3383697892311828}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 93.72513381034943, \"dd_pct\": -78.8965147206617, \"calmar\": 0.17326886476754716, \"cagr_pct\": 13.670309539765125, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 84.25729442970822, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5064180536861788, \"sortino\": 0.7226574852201681}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.6561698757012846, \"dd_pct\": -30.94978890815242, \"calmar\": -0.044470510339097644, \"cagr_pct\": -1.3763529076328818, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 71.75792507204612, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1074597554447312, \"sortino\": 0.15563788493430297}]", "Additional_Threshold_Budget": 0, "Total Trades": 41, "Total P&L %": 490.44886887720673, "Sharpe Ratio": 0.6722682220400559, "Sortino Ratio": 0.9598613778416288, "Calmar Ratio": 0.3045422790263622, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.89651472066168, "% In Market": 80.45318725099602, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6322332801606351, "Sub1_Sortino": 1.3383697892311828, "Sub1_Trades": 15, "Sub2_Calmar": 0.17326886476754716, "Sub2_Sortino": 0.7226574852201681, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -0.6561698757012846, "OOS_Sortino Ratio": 0.15563788493430297, "OOS_Calmar Ratio": -0.044470510339097644, "OOS_Max Drawdown %": -30.94978890815242, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e07a9dd8ed699ee85aab503e511a94f2c08dd326a390515f2cce5310d43f6cc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -210.0, "i_long_exit_activation_confirmation_threshold": -369.95, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "8756daca6f259aa0123a29e476e922e6ded79e4503baa621c8ace5c6ec187608", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.8010461035368297, \"dd_pct\": -58.235196318325066, \"calmar\": -0.030948097147443343, \"cagr_pct\": -1.802268513059959, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 86.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.361076890690927, \"sortino\": 0.516032380010208}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.001962038862004, \"dd_pct\": -59.5001531334905, \"calmar\": -0.9416227396566709, \"cagr_pct\": -56.02669720354877, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 63.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6910058628024183, \"sortino\": -2.220185338550147}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 166.97599200128968, \"dd_pct\": -21.299999516526945, \"calmar\": 7.847681825673491, \"cagr_pct\": 167.15561909270266, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.32876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.547690369154626, \"sortino\": 4.06246230866736}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 33.381164304715405, \"dd_pct\": -34.411874607541485, \"calmar\": 1.3602763099094999, \"cagr_pct\": 46.80965780821495, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.15328467153284, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0311209631257467, \"sortino\": 1.462446287702643}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 103.61231219550872, \"dd_pct\": -25.286757713688502, \"calmar\": 4.101415474523076, \"cagr_pct\": 103.71149938743778, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 84.31506849315068, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.933071271152497, \"sortino\": 2.9312712182096288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.159207088130856, \"dd_pct\": -43.727853973035266, \"calmar\": -1.5717790251689414, \"cagr_pct\": -68.7305236904672, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.4926232482375457, \"sortino\": -3.1411093972039366}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 490.44886887720673, \"dd_pct\": -78.89651472066168, \"calmar\": 0.3045422790263622, \"cagr_pct\": 24.027324400267243, \"entries\": 41, \"exits\": 41, \"exposure_pct\": 80.45318725099602, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6722682220400559, \"sortino\": 0.9598613778416288}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 204.78692013976922, \"dd_pct\": -68.80722581415827, \"calmar\": 0.6322332801606351, \"cagr_pct\": 43.502218075238815, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 74.0905057675244, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9365167724778011, \"sortino\": 1.3383697892311828}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 93.72513381034943, \"dd_pct\": -78.8965147206617, \"calmar\": 0.17326886476754716, \"cagr_pct\": 13.670309539765125, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 84.25729442970822, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5064180536861788, \"sortino\": 0.7226574852201681}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.6561698757012846, \"dd_pct\": -30.94978890815242, \"calmar\": -0.044470510339097644, \"cagr_pct\": -1.3763529076328818, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 71.75792507204612, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1074597554447312, \"sortino\": 0.15563788493430297}]", "Additional_Threshold_Budget": 0, "Total Trades": 41, "Total P&L %": 490.44886887720673, "Sharpe Ratio": 0.6722682220400559, "Sortino Ratio": 0.9598613778416288, "Calmar Ratio": 0.3045422790263622, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.89651472066168, "% In Market": 80.45318725099602, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6322332801606351, "Sub1_Sortino": 1.3383697892311828, "Sub1_Trades": 15, "Sub2_Calmar": 0.17326886476754716, "Sub2_Sortino": 0.7226574852201681, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -0.6561698757012846, "OOS_Sortino Ratio": 0.15563788493430297, "OOS_Calmar Ratio": -0.044470510339097644, "OOS_Max Drawdown %": -30.94978890815242, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e07a9dd8ed699ee85aab503e511a94f2c08dd326a390515f2cce5310d43f6cc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 230.0, "i_long_exit_activation_threshold": -210.0, "i_long_exit_activation_confirmation_threshold": -369.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "efc2c0d137aed0c33f37137f273d2f346cab26309d5a4a1a2190c445cb80c657", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -1.8010461035368297, \"dd_pct\": -58.235196318325066, \"calmar\": -0.030948097147443343, \"cagr_pct\": -1.802268513059959, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 86.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.361076890690927, \"sortino\": 0.516032380010208}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.001962038862004, \"dd_pct\": -59.5001531334905, \"calmar\": -0.9416227396566709, \"cagr_pct\": -56.02669720354877, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 63.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6910058628024183, \"sortino\": -2.220185338550147}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 166.97599200128968, \"dd_pct\": -21.299999516526945, \"calmar\": 7.847681825673491, \"cagr_pct\": 167.15561909270266, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.32876712328768, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.547690369154626, \"sortino\": 4.06246230866736}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 33.381164304715405, \"dd_pct\": -34.411874607541485, \"calmar\": 1.3602763099094999, \"cagr_pct\": 46.80965780821495, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 92.15328467153284, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0311209631257467, \"sortino\": 1.462446287702643}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 103.61231219550872, \"dd_pct\": -25.286757713688502, \"calmar\": 4.101415474523076, \"cagr_pct\": 103.71149938743778, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 84.31506849315068, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.933071271152497, \"sortino\": 2.9312712182096288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.159207088130856, \"dd_pct\": -43.727853973035266, \"calmar\": -1.5717790251689414, \"cagr_pct\": -68.7305236904672, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.4926232482375457, \"sortino\": -3.1411093972039366}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 490.44886887720673, \"dd_pct\": -78.89651472066168, \"calmar\": 0.3045422790263622, \"cagr_pct\": 24.027324400267243, \"entries\": 41, \"exits\": 41, \"exposure_pct\": 80.45318725099602, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6722682220400559, \"sortino\": 0.9598613778416288}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 204.78692013976922, \"dd_pct\": -68.80722581415827, \"calmar\": 0.6322332801606351, \"cagr_pct\": 43.502218075238815, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 74.0905057675244, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9365167724778011, \"sortino\": 1.3383697892311828}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 93.72513381034943, \"dd_pct\": -78.8965147206617, \"calmar\": 0.17326886476754716, \"cagr_pct\": 13.670309539765125, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 84.25729442970822, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5064180536861788, \"sortino\": 0.7226574852201681}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.6561698757012846, \"dd_pct\": -30.94978890815242, \"calmar\": -0.044470510339097644, \"cagr_pct\": -1.3763529076328818, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 71.75792507204612, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1074597554447312, \"sortino\": 0.15563788493430297}]", "Additional_Threshold_Budget": 0, "Total Trades": 41, "Total P&L %": 490.44886887720673, "Sharpe Ratio": 0.6722682220400559, "Sortino Ratio": 0.9598613778416288, "Calmar Ratio": 0.3045422790263622, "P&L/DD Ratio": 0.0, "Max Drawdown %": -78.89651472066168, "% In Market": 80.45318725099602, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6322332801606351, "Sub1_Sortino": 1.3383697892311828, "Sub1_Trades": 15, "Sub2_Calmar": 0.17326886476754716, "Sub2_Sortino": 0.7226574852201681, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -0.6561698757012846, "OOS_Sortino Ratio": 0.15563788493430297, "OOS_Calmar Ratio": -0.044470510339097644, "OOS_Max Drawdown %": -30.94978890815242, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e07a9dd8ed699ee85aab503e511a94f2c08dd326a390515f2cce5310d43f6cc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 100.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "03d8c7955fbff5ee50f703cd978d2928a31c523d04396746078b4ba94c52c091", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 33.594226175026165, \"dd_pct\": -27.127789152594072, \"calmar\": 1.2393465322846309, \"cagr_pct\": 33.62073141481609, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 16.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8811509938364609, \"sortino\": 1.3984863253243405}, {\"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\": -2.943078227802298, \"dd_pct\": -10.622367421683531, \"calmar\": -0.27725119446787366, \"cagr_pct\": -2.9450640557383867, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2040486873993302, \"sortino\": -0.2779159816948666}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.05677747281501, \"dd_pct\": -28.26559649274888, \"calmar\": 0.19260195660987506, \"cagr_pct\": 5.444009189248656, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 43.06569343065693, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.32651360452697714, \"sortino\": 0.4589151985875443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -8.283793616649259, \"dd_pct\": -12.713622397334678, \"calmar\": -0.65199557228747, \"cagr_pct\": -8.28922551079702, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.712328767123289, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6744459663103458, \"sortino\": -0.941335430432082}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.792562304614925, \"dd_pct\": -20.526735401894502, \"calmar\": -2.014187716564089, \"cagr_pct\": -41.34469830765714, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 23.67549668874172, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4657960785725574, \"sortino\": -3.0643876920315765}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 14.000754610463794, \"dd_pct\": -56.27884427753889, \"calmar\": 0.028459812392992022, \"cagr_pct\": 1.6016853498331693, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 17.098273572377156, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.18954259762349415, \"sortino\": 0.2748667830982816}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.858311220099374, \"dd_pct\": -56.27884427753889, \"calmar\": 0.08159201908164203, \"cagr_pct\": 4.591904536185713, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 20.585625554569653, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3027002954781986, \"sortino\": 0.42329387559413273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.7466212941195982, \"dd_pct\": -39.2745806433363, \"calmar\": -0.003694696180554334, \"cagr_pct\": -0.1451076430958078, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 15.013262599469495, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1180551900180481, \"sortino\": 0.17570328605954957}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.95745952014183, \"dd_pct\": -8.95745952014183, \"calmar\": -2.0013180763266445, \"cagr_pct\": -17.926725655624036, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 6.340057636887608, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.716747649777641, \"sortino\": -3.1273401200341113}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 14.000754610463794, "Sharpe Ratio": 0.18954259762349415, "Sortino Ratio": 0.2748667830982816, "Calmar Ratio": 0.028459812392992022, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.27884427753889, "% In Market": 17.098273572377156, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -0.003694696180554334, "Sub2_Sortino": 0.17570328605954957, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -8.95745952014183, "OOS_Sortino Ratio": -3.1273401200341113, "OOS_Calmar Ratio": -2.0013180763266445, "OOS_Max Drawdown %": -8.95745952014183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "01c6a14d8894d57f9f8dad6d00a51a651727c13e90adf9a6db554d23e44689a3", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -56.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 100.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "c75af2eee0fa7df4532de23d68313185c2751fd822f240c118f62194931680a2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 33.594226175026165, \"dd_pct\": -27.127789152594072, \"calmar\": 1.2393465322846309, \"cagr_pct\": 33.62073141481609, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 16.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8811509938364609, \"sortino\": 1.3984863253243405}, {\"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\": -2.943078227802298, \"dd_pct\": -10.622367421683531, \"calmar\": -0.27725119446787366, \"cagr_pct\": -2.9450640557383867, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2040486873993302, \"sortino\": -0.2779159816948666}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.05677747281501, \"dd_pct\": -28.26559649274888, \"calmar\": 0.19260195660987506, \"cagr_pct\": 5.444009189248656, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 43.06569343065693, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.32651360452697714, \"sortino\": 0.4589151985875443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -8.283793616649259, \"dd_pct\": -12.713622397334678, \"calmar\": -0.65199557228747, \"cagr_pct\": -8.28922551079702, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.712328767123289, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6744459663103458, \"sortino\": -0.941335430432082}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.410850349067022, \"dd_pct\": -20.148517419682822, \"calmar\": -2.0183719671153892, \"cagr_pct\": -40.6672027388239, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 23.509933774834437, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4131139274501883, \"sortino\": -3.00097969493503}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 14.543290966525424, \"dd_pct\": -56.27884427753889, \"calmar\": 0.029499506952708938, \"cagr_pct\": 1.660198158055682, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 17.089973439575033, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1917994944688865, \"sortino\": 0.2781507185163314}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.858311220099374, \"dd_pct\": -56.27884427753889, \"calmar\": 0.08159201908164203, \"cagr_pct\": 4.591904536185713, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 20.585625554569653, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3027002954781986, \"sortino\": 0.42329387559413273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.2742685751056628, \"dd_pct\": -38.98558476913657, \"calmar\": -0.001364682308609191, \"cagr_pct\": -0.05320293782522461, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 15.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.12173717950032198, \"sortino\": 0.18119656047565363}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.95745952014183, \"dd_pct\": -8.95745952014183, \"calmar\": -2.0013180763266445, \"cagr_pct\": -17.926725655624036, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 6.340057636887608, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.716747649777641, \"sortino\": -3.1273401200341113}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 14.543290966525424, "Sharpe Ratio": 0.1917994944688865, "Sortino Ratio": 0.2781507185163314, "Calmar Ratio": 0.029499506952708938, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.27884427753889, "% In Market": 17.089973439575033, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -0.001364682308609191, "Sub2_Sortino": 0.18119656047565363, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -8.95745952014183, "OOS_Sortino Ratio": -3.1273401200341113, "OOS_Calmar Ratio": -2.0013180763266445, "OOS_Max Drawdown %": -8.95745952014183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "01c6a14d8894d57f9f8dad6d00a51a651727c13e90adf9a6db554d23e44689a3", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -55.05, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 100.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "96dae829a71478138fd92b3dfe860fe84c6018173768b3107ccf084ad6ae71c1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 33.594226175026165, \"dd_pct\": -27.127789152594072, \"calmar\": 1.2393465322846309, \"cagr_pct\": 33.62073141481609, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 16.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8811509938364609, \"sortino\": 1.3984863253243405}, {\"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\": -2.943078227802298, \"dd_pct\": -10.622367421683531, \"calmar\": -0.27725119446787366, \"cagr_pct\": -2.9450640557383867, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2040486873993302, \"sortino\": -0.2779159816948666}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.05677747281501, \"dd_pct\": -28.26559649274888, \"calmar\": 0.19260195660987506, \"cagr_pct\": 5.444009189248656, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 43.06569343065693, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.32651360452697714, \"sortino\": 0.4589151985875443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -8.283793616649259, \"dd_pct\": -12.713622397334678, \"calmar\": -0.65199557228747, \"cagr_pct\": -8.28922551079702, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.712328767123289, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6744459663103458, \"sortino\": -0.941335430432082}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.792562304614925, \"dd_pct\": -20.526735401894502, \"calmar\": -2.014187716564089, \"cagr_pct\": -41.34469830765714, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 23.67549668874172, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4657960785725574, \"sortino\": -3.0643876920315765}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 14.000754610463794, \"dd_pct\": -56.27884427753889, \"calmar\": 0.028459812392992022, \"cagr_pct\": 1.6016853498331693, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 17.098273572377156, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.18954259762349415, \"sortino\": 0.2748667830982816}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.858311220099374, \"dd_pct\": -56.27884427753889, \"calmar\": 0.08159201908164203, \"cagr_pct\": 4.591904536185713, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 20.585625554569653, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3027002954781986, \"sortino\": 0.42329387559413273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.7466212941195982, \"dd_pct\": -39.2745806433363, \"calmar\": -0.003694696180554334, \"cagr_pct\": -0.1451076430958078, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 15.013262599469495, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1180551900180481, \"sortino\": 0.17570328605954957}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.95745952014183, \"dd_pct\": -8.95745952014183, \"calmar\": -2.0013180763266445, \"cagr_pct\": -17.926725655624036, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 6.340057636887608, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.716747649777641, \"sortino\": -3.1273401200341113}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 14.000754610463794, "Sharpe Ratio": 0.18954259762349415, "Sortino Ratio": 0.2748667830982816, "Calmar Ratio": 0.028459812392992022, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.27884427753889, "% In Market": 17.098273572377156, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -0.003694696180554334, "Sub2_Sortino": 0.17570328605954957, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -8.95745952014183, "OOS_Sortino Ratio": -3.1273401200341113, "OOS_Calmar Ratio": -2.0013180763266445, "OOS_Max Drawdown %": -8.95745952014183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "01c6a14d8894d57f9f8dad6d00a51a651727c13e90adf9a6db554d23e44689a3", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -54.95, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 100.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "31fe9d65cc4bac8c18cbdd7ff6b2a20c0f39cfa10a47cf037c754d5c6e5fbd24", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 33.594226175026165, \"dd_pct\": -27.127789152594072, \"calmar\": 1.2393465322846309, \"cagr_pct\": 33.62073141481609, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 16.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8811509938364609, \"sortino\": 1.3984863253243405}, {\"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\": -2.943078227802298, \"dd_pct\": -10.622367421683531, \"calmar\": -0.27725119446787366, \"cagr_pct\": -2.9450640557383867, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2040486873993302, \"sortino\": -0.2779159816948666}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.05677747281501, \"dd_pct\": -28.26559649274888, \"calmar\": 0.19260195660987506, \"cagr_pct\": 5.444009189248656, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 43.06569343065693, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.32651360452697714, \"sortino\": 0.4589151985875443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -8.283793616649259, \"dd_pct\": -12.713622397334678, \"calmar\": -0.65199557228747, \"cagr_pct\": -8.28922551079702, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.712328767123289, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6744459663103458, \"sortino\": -0.941335430432082}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.792562304614925, \"dd_pct\": -20.526735401894502, \"calmar\": -2.014187716564089, \"cagr_pct\": -41.34469830765714, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 23.67549668874172, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4657960785725574, \"sortino\": -3.0643876920315765}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 14.000754610463794, \"dd_pct\": -56.27884427753889, \"calmar\": 0.028459812392992022, \"cagr_pct\": 1.6016853498331693, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 17.098273572377156, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.18954259762349415, \"sortino\": 0.2748667830982816}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.858311220099374, \"dd_pct\": -56.27884427753889, \"calmar\": 0.08159201908164203, \"cagr_pct\": 4.591904536185713, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 20.585625554569653, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3027002954781986, \"sortino\": 0.42329387559413273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.7466212941195982, \"dd_pct\": -39.2745806433363, \"calmar\": -0.003694696180554334, \"cagr_pct\": -0.1451076430958078, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 15.013262599469495, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1180551900180481, \"sortino\": 0.17570328605954957}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.95745952014183, \"dd_pct\": -8.95745952014183, \"calmar\": -2.0013180763266445, \"cagr_pct\": -17.926725655624036, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 6.340057636887608, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.716747649777641, \"sortino\": -3.1273401200341113}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 14.000754610463794, "Sharpe Ratio": 0.18954259762349415, "Sortino Ratio": 0.2748667830982816, "Calmar Ratio": 0.028459812392992022, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.27884427753889, "% In Market": 17.098273572377156, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -0.003694696180554334, "Sub2_Sortino": 0.17570328605954957, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -8.95745952014183, "OOS_Sortino Ratio": -3.1273401200341113, "OOS_Calmar Ratio": -2.0013180763266445, "OOS_Max Drawdown %": -8.95745952014183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "01c6a14d8894d57f9f8dad6d00a51a651727c13e90adf9a6db554d23e44689a3", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -54.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 100.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "eae29a0392aae6219ad064c42c16ce325825e525f6593f298e863189091afef7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 33.594226175026165, \"dd_pct\": -27.127789152594072, \"calmar\": 1.2393465322846309, \"cagr_pct\": 33.62073141481609, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 16.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8811509938364609, \"sortino\": 1.3984863253243405}, {\"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\": -2.943078227802298, \"dd_pct\": -10.622367421683531, \"calmar\": -0.27725119446787366, \"cagr_pct\": -2.9450640557383867, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2040486873993302, \"sortino\": -0.2779159816948666}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.05677747281501, \"dd_pct\": -28.26559649274888, \"calmar\": 0.19260195660987506, \"cagr_pct\": 5.444009189248656, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 43.06569343065693, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.32651360452697714, \"sortino\": 0.4589151985875443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -7.692796034221505, \"dd_pct\": -12.15116958581699, \"calmar\": -0.6335074829412642, \"cagr_pct\": -7.697856859103365, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.849315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6131921918470922, \"sortino\": -0.8585902443315957}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.792562304614925, \"dd_pct\": -20.526735401894502, \"calmar\": -2.014187716564089, \"cagr_pct\": -41.34469830765714, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 23.67549668874172, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4657960785725574, \"sortino\": -3.0643876920315765}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 14.735348560938766, \"dd_pct\": -56.27884427753889, \"calmar\": 0.029866521383299954, \"cagr_pct\": 1.6808533060425235, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 17.114873837981406, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19261393419293052, \"sortino\": 0.27934048484770135}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.858311220099374, \"dd_pct\": -56.27884427753889, \"calmar\": 0.08159201908164203, \"cagr_pct\": 4.591904536185713, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 20.585625554569653, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3027002954781986, \"sortino\": 0.42329387559413273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.10705595255073863, \"dd_pct\": -38.88328037649252, \"calmar\": -0.0005337210084202279, \"cagr_pct\": -0.020752823613228045, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 15.039787798408488, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.12309764617359568, \"sortino\": 0.18322697883594505}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.95745952014183, \"dd_pct\": -8.95745952014183, \"calmar\": -2.0013180763266445, \"cagr_pct\": -17.926725655624036, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 6.340057636887608, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.716747649777641, \"sortino\": -3.1273401200341113}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 14.735348560938766, "Sharpe Ratio": 0.19261393419293052, "Sortino Ratio": 0.27934048484770135, "Calmar Ratio": 0.029866521383299954, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.27884427753889, "% In Market": 17.114873837981406, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -0.0005337210084202279, "Sub2_Sortino": 0.18322697883594505, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -8.95745952014183, "OOS_Sortino Ratio": -3.1273401200341113, "OOS_Calmar Ratio": -2.0013180763266445, "OOS_Max Drawdown %": -8.95745952014183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "01c6a14d8894d57f9f8dad6d00a51a651727c13e90adf9a6db554d23e44689a3", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": 239.0, "i_long_exit_activation_confirmation_threshold": 100.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "a896d1010a5a2213d2b10489d3b85ab6d6846329ecb4164ace381e6be33640c8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 33.594226175026165, \"dd_pct\": -27.127789152594072, \"calmar\": 1.2393465322846309, \"cagr_pct\": 33.62073141481609, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 16.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8811509938364609, \"sortino\": 1.3984863253243405}, {\"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\": -2.943078227802298, \"dd_pct\": -10.622367421683531, \"calmar\": -0.27725119446787366, \"cagr_pct\": -2.9450640557383867, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2040486873993302, \"sortino\": -0.2779159816948666}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.05677747281501, \"dd_pct\": -28.26559649274888, \"calmar\": 0.19260195660987506, \"cagr_pct\": 5.444009189248656, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 43.06569343065693, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.32651360452697714, \"sortino\": 0.4589151985875443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -8.283793616649259, \"dd_pct\": -12.713622397334678, \"calmar\": -0.65199557228747, \"cagr_pct\": -8.28922551079702, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.712328767123289, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6744459663103458, \"sortino\": -0.941335430432082}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.792562304614925, \"dd_pct\": -20.526735401894502, \"calmar\": -2.014187716564089, \"cagr_pct\": -41.34469830765714, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 23.67549668874172, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4657960785725574, \"sortino\": -3.0643876920315765}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 14.000754610463794, \"dd_pct\": -56.27884427753889, \"calmar\": 0.028459812392992022, \"cagr_pct\": 1.6016853498331693, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 17.098273572377156, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.18954259762349415, \"sortino\": 0.2748667830982816}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.858311220099374, \"dd_pct\": -56.27884427753889, \"calmar\": 0.08159201908164203, \"cagr_pct\": 4.591904536185713, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 20.585625554569653, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3027002954781986, \"sortino\": 0.42329387559413273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.7466212941195982, \"dd_pct\": -39.2745806433363, \"calmar\": -0.003694696180554334, \"cagr_pct\": -0.1451076430958078, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 15.013262599469495, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1180551900180481, \"sortino\": 0.17570328605954957}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.95745952014183, \"dd_pct\": -8.95745952014183, \"calmar\": -2.0013180763266445, \"cagr_pct\": -17.926725655624036, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 6.340057636887608, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.716747649777641, \"sortino\": -3.1273401200341113}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 14.000754610463794, "Sharpe Ratio": 0.18954259762349415, "Sortino Ratio": 0.2748667830982816, "Calmar Ratio": 0.028459812392992022, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.27884427753889, "% In Market": 17.098273572377156, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -0.003694696180554334, "Sub2_Sortino": 0.17570328605954957, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -8.95745952014183, "OOS_Sortino Ratio": -3.1273401200341113, "OOS_Calmar Ratio": -2.0013180763266445, "OOS_Max Drawdown %": -8.95745952014183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "01c6a14d8894d57f9f8dad6d00a51a651727c13e90adf9a6db554d23e44689a3", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": 239.95, "i_long_exit_activation_confirmation_threshold": 100.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "0b091ef5b4e9f7a045e2ad72b1926497686b1d73d6538f8057bd1694413cfb8d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 33.594226175026165, \"dd_pct\": -27.127789152594072, \"calmar\": 1.2393465322846309, \"cagr_pct\": 33.62073141481609, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 16.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8811509938364609, \"sortino\": 1.3984863253243405}, {\"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\": -2.943078227802298, \"dd_pct\": -10.622367421683531, \"calmar\": -0.27725119446787366, \"cagr_pct\": -2.9450640557383867, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2040486873993302, \"sortino\": -0.2779159816948666}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.05677747281501, \"dd_pct\": -28.26559649274888, \"calmar\": 0.19260195660987506, \"cagr_pct\": 5.444009189248656, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 43.06569343065693, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.32651360452697714, \"sortino\": 0.4589151985875443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -8.283793616649259, \"dd_pct\": -12.713622397334678, \"calmar\": -0.65199557228747, \"cagr_pct\": -8.28922551079702, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.712328767123289, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6744459663103458, \"sortino\": -0.941335430432082}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.792562304614925, \"dd_pct\": -20.526735401894502, \"calmar\": -2.014187716564089, \"cagr_pct\": -41.34469830765714, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 23.67549668874172, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4657960785725574, \"sortino\": -3.0643876920315765}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 14.000754610463794, \"dd_pct\": -56.27884427753889, \"calmar\": 0.028459812392992022, \"cagr_pct\": 1.6016853498331693, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 17.098273572377156, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.18954259762349415, \"sortino\": 0.2748667830982816}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.858311220099374, \"dd_pct\": -56.27884427753889, \"calmar\": 0.08159201908164203, \"cagr_pct\": 4.591904536185713, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 20.585625554569653, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3027002954781986, \"sortino\": 0.42329387559413273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.7466212941195982, \"dd_pct\": -39.2745806433363, \"calmar\": -0.003694696180554334, \"cagr_pct\": -0.1451076430958078, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 15.013262599469495, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1180551900180481, \"sortino\": 0.17570328605954957}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.95745952014183, \"dd_pct\": -8.95745952014183, \"calmar\": -2.0013180763266445, \"cagr_pct\": -17.926725655624036, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 6.340057636887608, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.716747649777641, \"sortino\": -3.1273401200341113}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 14.000754610463794, "Sharpe Ratio": 0.18954259762349415, "Sortino Ratio": 0.2748667830982816, "Calmar Ratio": 0.028459812392992022, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.27884427753889, "% In Market": 17.098273572377156, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -0.003694696180554334, "Sub2_Sortino": 0.17570328605954957, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -8.95745952014183, "OOS_Sortino Ratio": -3.1273401200341113, "OOS_Calmar Ratio": -2.0013180763266445, "OOS_Max Drawdown %": -8.95745952014183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "01c6a14d8894d57f9f8dad6d00a51a651727c13e90adf9a6db554d23e44689a3", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": 240.05, "i_long_exit_activation_confirmation_threshold": 100.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "fa1a889338158e9d3f357fe52fee78436560a7a4299363fa0ac9e8be96fed0b1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 33.594226175026165, \"dd_pct\": -27.127789152594072, \"calmar\": 1.2393465322846309, \"cagr_pct\": 33.62073141481609, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 16.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8811509938364609, \"sortino\": 1.3984863253243405}, {\"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\": -2.943078227802298, \"dd_pct\": -10.622367421683531, \"calmar\": -0.27725119446787366, \"cagr_pct\": -2.9450640557383867, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2040486873993302, \"sortino\": -0.2779159816948666}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.05677747281501, \"dd_pct\": -28.26559649274888, \"calmar\": 0.19260195660987506, \"cagr_pct\": 5.444009189248656, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 43.06569343065693, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.32651360452697714, \"sortino\": 0.4589151985875443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -8.283793616649259, \"dd_pct\": -12.713622397334678, \"calmar\": -0.65199557228747, \"cagr_pct\": -8.28922551079702, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.712328767123289, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6744459663103458, \"sortino\": -0.941335430432082}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.792562304614925, \"dd_pct\": -20.526735401894502, \"calmar\": -2.014187716564089, \"cagr_pct\": -41.34469830765714, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 23.67549668874172, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4657960785725574, \"sortino\": -3.0643876920315765}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 14.000754610463794, \"dd_pct\": -56.27884427753889, \"calmar\": 0.028459812392992022, \"cagr_pct\": 1.6016853498331693, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 17.098273572377156, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.18954259762349415, \"sortino\": 0.2748667830982816}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.858311220099374, \"dd_pct\": -56.27884427753889, \"calmar\": 0.08159201908164203, \"cagr_pct\": 4.591904536185713, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 20.585625554569653, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3027002954781986, \"sortino\": 0.42329387559413273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.7466212941195982, \"dd_pct\": -39.2745806433363, \"calmar\": -0.003694696180554334, \"cagr_pct\": -0.1451076430958078, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 15.013262599469495, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1180551900180481, \"sortino\": 0.17570328605954957}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.95745952014183, \"dd_pct\": -8.95745952014183, \"calmar\": -2.0013180763266445, \"cagr_pct\": -17.926725655624036, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 6.340057636887608, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.716747649777641, \"sortino\": -3.1273401200341113}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 14.000754610463794, "Sharpe Ratio": 0.18954259762349415, "Sortino Ratio": 0.2748667830982816, "Calmar Ratio": 0.028459812392992022, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.27884427753889, "% In Market": 17.098273572377156, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -0.003694696180554334, "Sub2_Sortino": 0.17570328605954957, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -8.95745952014183, "OOS_Sortino Ratio": -3.1273401200341113, "OOS_Calmar Ratio": -2.0013180763266445, "OOS_Max Drawdown %": -8.95745952014183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "01c6a14d8894d57f9f8dad6d00a51a651727c13e90adf9a6db554d23e44689a3", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": 241.0, "i_long_exit_activation_confirmation_threshold": 100.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "b145487edfd74e746ee6a8bed997c8520005ab824a48880d4995e15ac94c4fe9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 33.594226175026165, \"dd_pct\": -27.127789152594072, \"calmar\": 1.2393465322846309, \"cagr_pct\": 33.62073141481609, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 16.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8811509938364609, \"sortino\": 1.3984863253243405}, {\"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\": -2.943078227802298, \"dd_pct\": -10.622367421683531, \"calmar\": -0.27725119446787366, \"cagr_pct\": -2.9450640557383867, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2040486873993302, \"sortino\": -0.2779159816948666}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.05677747281501, \"dd_pct\": -28.26559649274888, \"calmar\": 0.19260195660987506, \"cagr_pct\": 5.444009189248656, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 43.06569343065693, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.32651360452697714, \"sortino\": 0.4589151985875443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -8.283793616649259, \"dd_pct\": -12.713622397334678, \"calmar\": -0.65199557228747, \"cagr_pct\": -8.28922551079702, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.712328767123289, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6744459663103458, \"sortino\": -0.941335430432082}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.792562304614925, \"dd_pct\": -20.526735401894502, \"calmar\": -2.014187716564089, \"cagr_pct\": -41.34469830765714, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 23.67549668874172, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4657960785725574, \"sortino\": -3.0643876920315765}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 14.000754610463794, \"dd_pct\": -56.27884427753889, \"calmar\": 0.028459812392992022, \"cagr_pct\": 1.6016853498331693, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 17.098273572377156, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.18954259762349415, \"sortino\": 0.2748667830982816}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.858311220099374, \"dd_pct\": -56.27884427753889, \"calmar\": 0.08159201908164203, \"cagr_pct\": 4.591904536185713, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 20.585625554569653, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3027002954781986, \"sortino\": 0.42329387559413273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.7466212941195982, \"dd_pct\": -39.2745806433363, \"calmar\": -0.003694696180554334, \"cagr_pct\": -0.1451076430958078, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 15.013262599469495, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1180551900180481, \"sortino\": 0.17570328605954957}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.95745952014183, \"dd_pct\": -8.95745952014183, \"calmar\": -2.0013180763266445, \"cagr_pct\": -17.926725655624036, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 6.340057636887608, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.716747649777641, \"sortino\": -3.1273401200341113}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 14.000754610463794, "Sharpe Ratio": 0.18954259762349415, "Sortino Ratio": 0.2748667830982816, "Calmar Ratio": 0.028459812392992022, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.27884427753889, "% In Market": 17.098273572377156, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -0.003694696180554334, "Sub2_Sortino": 0.17570328605954957, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -8.95745952014183, "OOS_Sortino Ratio": -3.1273401200341113, "OOS_Calmar Ratio": -2.0013180763266445, "OOS_Max Drawdown %": -8.95745952014183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "01c6a14d8894d57f9f8dad6d00a51a651727c13e90adf9a6db554d23e44689a3", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 99.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "beb0ecd1014f29c9d5cf32cbcdcef7ab4e7857a66ac97ede58c51b075ec1a108", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 33.594226175026165, \"dd_pct\": -27.127789152594072, \"calmar\": 1.2393465322846309, \"cagr_pct\": 33.62073141481609, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 16.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8811509938364609, \"sortino\": 1.3984863253243405}, {\"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\": -2.943078227802298, \"dd_pct\": -10.622367421683531, \"calmar\": -0.27725119446787366, \"cagr_pct\": -2.9450640557383867, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2040486873993302, \"sortino\": -0.2779159816948666}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.05677747281501, \"dd_pct\": -28.26559649274888, \"calmar\": 0.19260195660987506, \"cagr_pct\": 5.444009189248656, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 43.06569343065693, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.32651360452697714, \"sortino\": 0.4589151985875443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -8.283793616649259, \"dd_pct\": -12.713622397334678, \"calmar\": -0.65199557228747, \"cagr_pct\": -8.28922551079702, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.712328767123289, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6744459663103458, \"sortino\": -0.941335430432082}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.792562304614925, \"dd_pct\": -20.526735401894502, \"calmar\": -2.014187716564089, \"cagr_pct\": -41.34469830765714, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 23.67549668874172, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4657960785725574, \"sortino\": -3.0643876920315765}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 14.000754610463794, \"dd_pct\": -56.27884427753889, \"calmar\": 0.028459812392992022, \"cagr_pct\": 1.6016853498331693, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 17.098273572377156, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.18954259762349415, \"sortino\": 0.2748667830982816}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.858311220099374, \"dd_pct\": -56.27884427753889, \"calmar\": 0.08159201908164203, \"cagr_pct\": 4.591904536185713, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 20.585625554569653, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3027002954781986, \"sortino\": 0.42329387559413273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.7466212941195982, \"dd_pct\": -39.2745806433363, \"calmar\": -0.003694696180554334, \"cagr_pct\": -0.1451076430958078, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 15.013262599469495, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1180551900180481, \"sortino\": 0.17570328605954957}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.95745952014183, \"dd_pct\": -8.95745952014183, \"calmar\": -2.0013180763266445, \"cagr_pct\": -17.926725655624036, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 6.340057636887608, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.716747649777641, \"sortino\": -3.1273401200341113}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 14.000754610463794, "Sharpe Ratio": 0.18954259762349415, "Sortino Ratio": 0.2748667830982816, "Calmar Ratio": 0.028459812392992022, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.27884427753889, "% In Market": 17.098273572377156, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -0.003694696180554334, "Sub2_Sortino": 0.17570328605954957, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -8.95745952014183, "OOS_Sortino Ratio": -3.1273401200341113, "OOS_Calmar Ratio": -2.0013180763266445, "OOS_Max Drawdown %": -8.95745952014183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "01c6a14d8894d57f9f8dad6d00a51a651727c13e90adf9a6db554d23e44689a3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 99.95, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "5fb50f83a960a490a8aee599b14c5d6a65a11bea2775a25223fae733381eaa60", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 33.594226175026165, \"dd_pct\": -27.127789152594072, \"calmar\": 1.2393465322846309, \"cagr_pct\": 33.62073141481609, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 16.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8811509938364609, \"sortino\": 1.3984863253243405}, {\"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\": -2.943078227802298, \"dd_pct\": -10.622367421683531, \"calmar\": -0.27725119446787366, \"cagr_pct\": -2.9450640557383867, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2040486873993302, \"sortino\": -0.2779159816948666}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.05677747281501, \"dd_pct\": -28.26559649274888, \"calmar\": 0.19260195660987506, \"cagr_pct\": 5.444009189248656, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 43.06569343065693, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.32651360452697714, \"sortino\": 0.4589151985875443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -8.283793616649259, \"dd_pct\": -12.713622397334678, \"calmar\": -0.65199557228747, \"cagr_pct\": -8.28922551079702, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.712328767123289, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6744459663103458, \"sortino\": -0.941335430432082}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.792562304614925, \"dd_pct\": -20.526735401894502, \"calmar\": -2.014187716564089, \"cagr_pct\": -41.34469830765714, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 23.67549668874172, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4657960785725574, \"sortino\": -3.0643876920315765}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 14.000754610463794, \"dd_pct\": -56.27884427753889, \"calmar\": 0.028459812392992022, \"cagr_pct\": 1.6016853498331693, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 17.098273572377156, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.18954259762349415, \"sortino\": 0.2748667830982816}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.858311220099374, \"dd_pct\": -56.27884427753889, \"calmar\": 0.08159201908164203, \"cagr_pct\": 4.591904536185713, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 20.585625554569653, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3027002954781986, \"sortino\": 0.42329387559413273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.7466212941195982, \"dd_pct\": -39.2745806433363, \"calmar\": -0.003694696180554334, \"cagr_pct\": -0.1451076430958078, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 15.013262599469495, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1180551900180481, \"sortino\": 0.17570328605954957}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.95745952014183, \"dd_pct\": -8.95745952014183, \"calmar\": -2.0013180763266445, \"cagr_pct\": -17.926725655624036, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 6.340057636887608, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.716747649777641, \"sortino\": -3.1273401200341113}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 14.000754610463794, "Sharpe Ratio": 0.18954259762349415, "Sortino Ratio": 0.2748667830982816, "Calmar Ratio": 0.028459812392992022, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.27884427753889, "% In Market": 17.098273572377156, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -0.003694696180554334, "Sub2_Sortino": 0.17570328605954957, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -8.95745952014183, "OOS_Sortino Ratio": -3.1273401200341113, "OOS_Calmar Ratio": -2.0013180763266445, "OOS_Max Drawdown %": -8.95745952014183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "01c6a14d8894d57f9f8dad6d00a51a651727c13e90adf9a6db554d23e44689a3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 100.05, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "dd8fc3da5b117aab34697b1de840124cf92afb3895ce85cb2b09b0943a39b15e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 33.594226175026165, \"dd_pct\": -27.127789152594072, \"calmar\": 1.2393465322846309, \"cagr_pct\": 33.62073141481609, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 16.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8811509938364609, \"sortino\": 1.3984863253243405}, {\"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\": -2.943078227802298, \"dd_pct\": -10.622367421683531, \"calmar\": -0.27725119446787366, \"cagr_pct\": -2.9450640557383867, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2040486873993302, \"sortino\": -0.2779159816948666}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.05677747281501, \"dd_pct\": -28.26559649274888, \"calmar\": 0.19260195660987506, \"cagr_pct\": 5.444009189248656, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 43.06569343065693, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.32651360452697714, \"sortino\": 0.4589151985875443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -8.283793616649259, \"dd_pct\": -12.713622397334678, \"calmar\": -0.65199557228747, \"cagr_pct\": -8.28922551079702, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.712328767123289, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6744459663103458, \"sortino\": -0.941335430432082}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.792562304614925, \"dd_pct\": -20.526735401894502, \"calmar\": -2.014187716564089, \"cagr_pct\": -41.34469830765714, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 23.67549668874172, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4657960785725574, \"sortino\": -3.0643876920315765}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 14.000754610463794, \"dd_pct\": -56.27884427753889, \"calmar\": 0.028459812392992022, \"cagr_pct\": 1.6016853498331693, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 17.098273572377156, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.18954259762349415, \"sortino\": 0.2748667830982816}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.858311220099374, \"dd_pct\": -56.27884427753889, \"calmar\": 0.08159201908164203, \"cagr_pct\": 4.591904536185713, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 20.585625554569653, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3027002954781986, \"sortino\": 0.42329387559413273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.7466212941195982, \"dd_pct\": -39.2745806433363, \"calmar\": -0.003694696180554334, \"cagr_pct\": -0.1451076430958078, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 15.013262599469495, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1180551900180481, \"sortino\": 0.17570328605954957}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.95745952014183, \"dd_pct\": -8.95745952014183, \"calmar\": -2.0013180763266445, \"cagr_pct\": -17.926725655624036, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 6.340057636887608, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.716747649777641, \"sortino\": -3.1273401200341113}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 14.000754610463794, "Sharpe Ratio": 0.18954259762349415, "Sortino Ratio": 0.2748667830982816, "Calmar Ratio": 0.028459812392992022, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.27884427753889, "% In Market": 17.098273572377156, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -0.003694696180554334, "Sub2_Sortino": 0.17570328605954957, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -8.95745952014183, "OOS_Sortino Ratio": -3.1273401200341113, "OOS_Calmar Ratio": -2.0013180763266445, "OOS_Max Drawdown %": -8.95745952014183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "01c6a14d8894d57f9f8dad6d00a51a651727c13e90adf9a6db554d23e44689a3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 101.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "4878956920cb0d46bcfe14ed869a05de12b2b93b96400fb3d02caaad35873d44", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 33.594226175026165, \"dd_pct\": -27.127789152594072, \"calmar\": 1.2393465322846309, \"cagr_pct\": 33.62073141481609, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 16.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8811509938364609, \"sortino\": 1.3984863253243405}, {\"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\": -2.943078227802298, \"dd_pct\": -10.622367421683531, \"calmar\": -0.27725119446787366, \"cagr_pct\": -2.9450640557383867, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 7.671232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2040486873993302, \"sortino\": -0.2779159816948666}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 4.05677747281501, \"dd_pct\": -28.26559649274888, \"calmar\": 0.19260195660987506, \"cagr_pct\": 5.444009189248656, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 43.06569343065693, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.32651360452697714, \"sortino\": 0.4589151985875443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -8.283793616649259, \"dd_pct\": -12.713622397334678, \"calmar\": -0.65199557228747, \"cagr_pct\": -8.28922551079702, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.712328767123289, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6744459663103458, \"sortino\": -0.941335430432082}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.792562304614925, \"dd_pct\": -20.526735401894502, \"calmar\": -2.014187716564089, \"cagr_pct\": -41.34469830765714, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 23.67549668874172, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.4657960785725574, \"sortino\": -3.0643876920315765}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 14.000754610463794, \"dd_pct\": -56.27884427753889, \"calmar\": 0.028459812392992022, \"cagr_pct\": 1.6016853498331693, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 17.098273572377156, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.18954259762349415, \"sortino\": 0.2748667830982816}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 14.858311220099374, \"dd_pct\": -56.27884427753889, \"calmar\": 0.08159201908164203, \"cagr_pct\": 4.591904536185713, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 20.585625554569653, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3027002954781986, \"sortino\": 0.42329387559413273}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.7466212941195982, \"dd_pct\": -39.2745806433363, \"calmar\": -0.003694696180554334, \"cagr_pct\": -0.1451076430958078, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 15.013262599469495, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1180551900180481, \"sortino\": 0.17570328605954957}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.95745952014183, \"dd_pct\": -8.95745952014183, \"calmar\": -2.0013180763266445, \"cagr_pct\": -17.926725655624036, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 6.340057636887608, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.716747649777641, \"sortino\": -3.1273401200341113}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 14.000754610463794, "Sharpe Ratio": 0.18954259762349415, "Sortino Ratio": 0.2748667830982816, "Calmar Ratio": 0.028459812392992022, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.27884427753889, "% In Market": 17.098273572377156, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -0.003694696180554334, "Sub2_Sortino": 0.17570328605954957, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -8.95745952014183, "OOS_Sortino Ratio": -3.1273401200341113, "OOS_Calmar Ratio": -2.0013180763266445, "OOS_Max Drawdown %": -8.95745952014183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "01c6a14d8894d57f9f8dad6d00a51a651727c13e90adf9a6db554d23e44689a3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -370.0, "i_long_exit_activation_threshold": 560.0, "i_long_exit_activation_confirmation_threshold": 590.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "aa39256d46d34ed359e9e5de203bfd05d1677e9c717eb2725843c743910b8897", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.638654437209065, \"dd_pct\": -30.89934760189761, \"calmar\": -0.08545286119808626, \"cagr_pct\": -2.640437661736376, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.015052518024935799, \"sortino\": 0.020546660913496675}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.49601182142298, \"dd_pct\": -62.93231206357566, \"calmar\": -0.8027648262068009, \"cagr_pct\": -50.519846556508476, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.048745968889197, \"sortino\": -1.4522475780243176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 45.65263783528102, \"dd_pct\": -21.147339268987885, \"calmar\": 2.1605629935879187, \"cagr_pct\": 45.690158637423814, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 46.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3896186863975806, \"sortino\": 2.253547639920761}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.523710630365105, \"dd_pct\": -19.642442192919095, \"calmar\": -0.10314296623066642, \"cagr_pct\": -2.0259797517920717, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 17.51824817518248, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.04326538143693945, \"sortino\": 0.06026582969006167}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -3.7843332636187665, \"dd_pct\": -14.016985714922036, \"calmar\": -0.27016333185649144, \"cagr_pct\": -3.786875563328182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 23.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.061351524326533374, \"sortino\": -0.0890506427239653}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -15.19220492758464, \"dd_pct\": -15.511581981330625, \"calmar\": -2.1192760849830052, \"cagr_pct\": -32.8733247332873, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.119205298013245, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.800843021982286, \"sortino\": -3.0685758794844666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.691511035611136, \"dd_pct\": -70.52524655354479, \"calmar\": 0.03986728575368834, \"cagr_pct\": 2.8116501571994945, \"entries\": 44, \"exits\": 44, \"exposure_pct\": 21.356241699867198, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23782781369630512, \"sortino\": 0.3445497810516467}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 122.81662705639147, \"dd_pct\": -13.366895306746972, \"calmar\": 2.218032348857275, \"cagr_pct\": 29.648206194153275, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 7.320319432120674, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.783279587029945, \"sortino\": 3.2234449662795384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.58970751145939, \"dd_pct\": -70.52524655354483, \"calmar\": -0.14888716937881122, \"cagr_pct\": -10.500304329100052, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 29.74801061007958, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1798826233083024, \"sortino\": -0.25466654092168406}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.042393250333314, \"dd_pct\": -12.559532505694404, \"calmar\": -1.4401673735763667, \"cagr_pct\": -18.087828942072914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.054755043227665, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4721903963440037, \"sortino\": -1.9626630476347264}]", "Additional_Threshold_Budget": 0, "Total Trades": 44, "Total P&L %": 25.691511035611136, "Sharpe Ratio": 0.23782781369630512, "Sortino Ratio": 0.3445497810516467, "Calmar Ratio": 0.03986728575368834, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.52524655354479, "% In Market": 21.356241699867198, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -0.14888716937881122, "Sub2_Sortino": -0.25466654092168406, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -9.042393250333314, "OOS_Sortino Ratio": -1.9626630476347264, "OOS_Calmar Ratio": -1.4401673735763667, "OOS_Max Drawdown %": -12.559532505694404, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "47ca426f4ee4a036faf38866d84dacce5702c62cf6d207d0d74558713ab8474d", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -371.0, "i_long_exit_activation_threshold": 560.0, "i_long_exit_activation_confirmation_threshold": 590.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "7f5f99127245f14540ebc228d53252c755590759dc3193a47b727a3b761ac1ca", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.638654437209065, \"dd_pct\": -30.89934760189761, \"calmar\": -0.08545286119808626, \"cagr_pct\": -2.640437661736376, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.015052518024935799, \"sortino\": 0.020546660913496675}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.49601182142298, \"dd_pct\": -62.93231206357566, \"calmar\": -0.8027648262068009, \"cagr_pct\": -50.519846556508476, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.048745968889197, \"sortino\": -1.4522475780243176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 44.325849325018574, \"dd_pct\": -21.86562907009555, \"calmar\": 2.0288519191581584, \"cagr_pct\": 44.362123502463774, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.359127991979675, \"sortino\": 2.203162063457573}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.523710630365105, \"dd_pct\": -19.642442192919095, \"calmar\": -0.10314296623066642, \"cagr_pct\": -2.0259797517920717, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 17.51824817518248, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.04326538143693945, \"sortino\": 0.06026582969006167}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -3.7843332636187665, \"dd_pct\": -14.016985714922036, \"calmar\": -0.27016333185649144, \"cagr_pct\": -3.786875563328182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 23.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.061351524326533374, \"sortino\": -0.0890506427239653}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -15.19220492758464, \"dd_pct\": -15.511581981330625, \"calmar\": -2.1192760849830052, \"cagr_pct\": -32.8733247332873, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.119205298013245, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.800843021982286, \"sortino\": -3.0685758794844666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 24.546553723762333, \"dd_pct\": -70.52524655354479, \"calmar\": 0.03825046834387029, \"cagr_pct\": 2.6976237107400123, \"entries\": 45, \"exits\": 45, \"exposure_pct\": 21.38114209827357, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23376446156644454, \"sortino\": 0.33864772250601305}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 122.81662705639147, \"dd_pct\": -13.366895306746972, \"calmar\": 2.218032348857275, \"cagr_pct\": 29.648206194153275, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 7.320319432120674, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.783279587029945, \"sortino\": 3.2234449662795384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.1035638277383, \"dd_pct\": -70.52524655354483, \"calmar\": -0.15113539443791665, \"cagr_pct\": -10.65886095570132, \"entries\": 38, \"exits\": 38, \"exposure_pct\": 29.787798408488065, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.18532417503212442, \"sortino\": -0.26235771236793015}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.042393250333314, \"dd_pct\": -12.559532505694404, \"calmar\": -1.4401673735763667, \"cagr_pct\": -18.087828942072914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.054755043227665, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4721903963440037, \"sortino\": -1.9626630476347264}]", "Additional_Threshold_Budget": 0, "Total Trades": 45, "Total P&L %": 24.546553723762333, "Sharpe Ratio": 0.23376446156644454, "Sortino Ratio": 0.33864772250601305, "Calmar Ratio": 0.03825046834387029, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.52524655354479, "% In Market": 21.38114209827357, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -0.15113539443791665, "Sub2_Sortino": -0.26235771236793015, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -9.042393250333314, "OOS_Sortino Ratio": -1.9626630476347264, "OOS_Calmar Ratio": -1.4401673735763667, "OOS_Max Drawdown %": -12.559532505694404, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "47ca426f4ee4a036faf38866d84dacce5702c62cf6d207d0d74558713ab8474d", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -370.05, "i_long_exit_activation_threshold": 560.0, "i_long_exit_activation_confirmation_threshold": 590.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "bd8b2b29e59ac32cf18c2cee0b765d987cd892215335963567c0ad08988b3ffa", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.638654437209065, \"dd_pct\": -30.89934760189761, \"calmar\": -0.08545286119808626, \"cagr_pct\": -2.640437661736376, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.015052518024935799, \"sortino\": 0.020546660913496675}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.49601182142298, \"dd_pct\": -62.93231206357566, \"calmar\": -0.8027648262068009, \"cagr_pct\": -50.519846556508476, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.048745968889197, \"sortino\": -1.4522475780243176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 45.65263783528102, \"dd_pct\": -21.147339268987885, \"calmar\": 2.1605629935879187, \"cagr_pct\": 45.690158637423814, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 46.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3896186863975806, \"sortino\": 2.253547639920761}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.523710630365105, \"dd_pct\": -19.642442192919095, \"calmar\": -0.10314296623066642, \"cagr_pct\": -2.0259797517920717, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 17.51824817518248, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.04326538143693945, \"sortino\": 0.06026582969006167}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -3.7843332636187665, \"dd_pct\": -14.016985714922036, \"calmar\": -0.27016333185649144, \"cagr_pct\": -3.786875563328182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 23.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.061351524326533374, \"sortino\": -0.0890506427239653}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -15.19220492758464, \"dd_pct\": -15.511581981330625, \"calmar\": -2.1192760849830052, \"cagr_pct\": -32.8733247332873, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.119205298013245, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.800843021982286, \"sortino\": -3.0685758794844666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.691511035611136, \"dd_pct\": -70.52524655354479, \"calmar\": 0.03986728575368834, \"cagr_pct\": 2.8116501571994945, \"entries\": 44, \"exits\": 44, \"exposure_pct\": 21.356241699867198, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23782781369630512, \"sortino\": 0.3445497810516467}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 122.81662705639147, \"dd_pct\": -13.366895306746972, \"calmar\": 2.218032348857275, \"cagr_pct\": 29.648206194153275, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 7.320319432120674, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.783279587029945, \"sortino\": 3.2234449662795384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.58970751145939, \"dd_pct\": -70.52524655354483, \"calmar\": -0.14888716937881122, \"cagr_pct\": -10.500304329100052, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 29.74801061007958, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1798826233083024, \"sortino\": -0.25466654092168406}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.042393250333314, \"dd_pct\": -12.559532505694404, \"calmar\": -1.4401673735763667, \"cagr_pct\": -18.087828942072914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.054755043227665, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4721903963440037, \"sortino\": -1.9626630476347264}]", "Additional_Threshold_Budget": 0, "Total Trades": 44, "Total P&L %": 25.691511035611136, "Sharpe Ratio": 0.23782781369630512, "Sortino Ratio": 0.3445497810516467, "Calmar Ratio": 0.03986728575368834, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.52524655354479, "% In Market": 21.356241699867198, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -0.14888716937881122, "Sub2_Sortino": -0.25466654092168406, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -9.042393250333314, "OOS_Sortino Ratio": -1.9626630476347264, "OOS_Calmar Ratio": -1.4401673735763667, "OOS_Max Drawdown %": -12.559532505694404, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "47ca426f4ee4a036faf38866d84dacce5702c62cf6d207d0d74558713ab8474d", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -369.95, "i_long_exit_activation_threshold": 560.0, "i_long_exit_activation_confirmation_threshold": 590.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "ee71383fa028023d0926c494a753c8ff2ba712600f419aed59d3e224d39957a3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.638654437209065, \"dd_pct\": -30.89934760189761, \"calmar\": -0.08545286119808626, \"cagr_pct\": -2.640437661736376, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.015052518024935799, \"sortino\": 0.020546660913496675}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.49601182142298, \"dd_pct\": -62.93231206357566, \"calmar\": -0.8027648262068009, \"cagr_pct\": -50.519846556508476, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.048745968889197, \"sortino\": -1.4522475780243176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 45.65263783528102, \"dd_pct\": -21.147339268987885, \"calmar\": 2.1605629935879187, \"cagr_pct\": 45.690158637423814, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 46.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3896186863975806, \"sortino\": 2.253547639920761}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.523710630365105, \"dd_pct\": -19.642442192919095, \"calmar\": -0.10314296623066642, \"cagr_pct\": -2.0259797517920717, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 17.51824817518248, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.04326538143693945, \"sortino\": 0.06026582969006167}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -3.7843332636187665, \"dd_pct\": -14.016985714922036, \"calmar\": -0.27016333185649144, \"cagr_pct\": -3.786875563328182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 23.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.061351524326533374, \"sortino\": -0.0890506427239653}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -15.19220492758464, \"dd_pct\": -15.511581981330625, \"calmar\": -2.1192760849830052, \"cagr_pct\": -32.8733247332873, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.119205298013245, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.800843021982286, \"sortino\": -3.0685758794844666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.691511035611136, \"dd_pct\": -70.52524655354479, \"calmar\": 0.03986728575368834, \"cagr_pct\": 2.8116501571994945, \"entries\": 44, \"exits\": 44, \"exposure_pct\": 21.356241699867198, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23782781369630512, \"sortino\": 0.3445497810516467}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 122.81662705639147, \"dd_pct\": -13.366895306746972, \"calmar\": 2.218032348857275, \"cagr_pct\": 29.648206194153275, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 7.320319432120674, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.783279587029945, \"sortino\": 3.2234449662795384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.58970751145939, \"dd_pct\": -70.52524655354483, \"calmar\": -0.14888716937881122, \"cagr_pct\": -10.500304329100052, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 29.74801061007958, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1798826233083024, \"sortino\": -0.25466654092168406}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.042393250333314, \"dd_pct\": -12.559532505694404, \"calmar\": -1.4401673735763667, \"cagr_pct\": -18.087828942072914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.054755043227665, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4721903963440037, \"sortino\": -1.9626630476347264}]", "Additional_Threshold_Budget": 0, "Total Trades": 44, "Total P&L %": 25.691511035611136, "Sharpe Ratio": 0.23782781369630512, "Sortino Ratio": 0.3445497810516467, "Calmar Ratio": 0.03986728575368834, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.52524655354479, "% In Market": 21.356241699867198, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -0.14888716937881122, "Sub2_Sortino": -0.25466654092168406, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -9.042393250333314, "OOS_Sortino Ratio": -1.9626630476347264, "OOS_Calmar Ratio": -1.4401673735763667, "OOS_Max Drawdown %": -12.559532505694404, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "47ca426f4ee4a036faf38866d84dacce5702c62cf6d207d0d74558713ab8474d", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -369.0, "i_long_exit_activation_threshold": 560.0, "i_long_exit_activation_confirmation_threshold": 590.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "fe72ea844092346baaa9352dab37fa6756abd5e8f89a34436e596e7727404240", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.638654437209065, \"dd_pct\": -30.89934760189761, \"calmar\": -0.08545286119808626, \"cagr_pct\": -2.640437661736376, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.015052518024935799, \"sortino\": 0.020546660913496675}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.49601182142298, \"dd_pct\": -62.93231206357566, \"calmar\": -0.8027648262068009, \"cagr_pct\": -50.519846556508476, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.048745968889197, \"sortino\": -1.4522475780243176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 45.65263783528102, \"dd_pct\": -21.147339268987885, \"calmar\": 2.1605629935879187, \"cagr_pct\": 45.690158637423814, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 46.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3896186863975806, \"sortino\": 2.253547639920761}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.523710630365105, \"dd_pct\": -19.642442192919095, \"calmar\": -0.10314296623066642, \"cagr_pct\": -2.0259797517920717, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 17.51824817518248, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.04326538143693945, \"sortino\": 0.06026582969006167}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -3.7843332636187665, \"dd_pct\": -14.016985714922036, \"calmar\": -0.27016333185649144, \"cagr_pct\": -3.786875563328182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 23.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.061351524326533374, \"sortino\": -0.0890506427239653}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -15.19220492758464, \"dd_pct\": -15.511581981330625, \"calmar\": -2.1192760849830052, \"cagr_pct\": -32.8733247332873, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.119205298013245, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.800843021982286, \"sortino\": -3.0685758794844666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.691511035611136, \"dd_pct\": -70.52524655354479, \"calmar\": 0.03986728575368834, \"cagr_pct\": 2.8116501571994945, \"entries\": 44, \"exits\": 44, \"exposure_pct\": 21.356241699867198, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23782781369630512, \"sortino\": 0.3445497810516467}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 122.81662705639147, \"dd_pct\": -13.366895306746972, \"calmar\": 2.218032348857275, \"cagr_pct\": 29.648206194153275, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 7.320319432120674, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.783279587029945, \"sortino\": 3.2234449662795384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.58970751145939, \"dd_pct\": -70.52524655354483, \"calmar\": -0.14888716937881122, \"cagr_pct\": -10.500304329100052, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 29.74801061007958, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1798826233083024, \"sortino\": -0.25466654092168406}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.042393250333314, \"dd_pct\": -12.559532505694404, \"calmar\": -1.4401673735763667, \"cagr_pct\": -18.087828942072914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.054755043227665, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4721903963440037, \"sortino\": -1.9626630476347264}]", "Additional_Threshold_Budget": 0, "Total Trades": 44, "Total P&L %": 25.691511035611136, "Sharpe Ratio": 0.23782781369630512, "Sortino Ratio": 0.3445497810516467, "Calmar Ratio": 0.03986728575368834, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.52524655354479, "% In Market": 21.356241699867198, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -0.14888716937881122, "Sub2_Sortino": -0.25466654092168406, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -9.042393250333314, "OOS_Sortino Ratio": -1.9626630476347264, "OOS_Calmar Ratio": -1.4401673735763667, "OOS_Max Drawdown %": -12.559532505694404, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "47ca426f4ee4a036faf38866d84dacce5702c62cf6d207d0d74558713ab8474d", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -370.0, "i_long_exit_activation_threshold": 559.0, "i_long_exit_activation_confirmation_threshold": 590.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "01ad87435f4c2a64c5c1d471b8609a83e22daf3b266aadf02ebf179f17e769b4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.638654437209065, \"dd_pct\": -30.89934760189761, \"calmar\": -0.08545286119808626, \"cagr_pct\": -2.640437661736376, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.015052518024935799, \"sortino\": 0.020546660913496675}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.49601182142298, \"dd_pct\": -62.93231206357566, \"calmar\": -0.8027648262068009, \"cagr_pct\": -50.519846556508476, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.048745968889197, \"sortino\": -1.4522475780243176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 45.65263783528102, \"dd_pct\": -21.147339268987885, \"calmar\": 2.1605629935879187, \"cagr_pct\": 45.690158637423814, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 46.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3896186863975806, \"sortino\": 2.253547639920761}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.523710630365105, \"dd_pct\": -19.642442192919095, \"calmar\": -0.10314296623066642, \"cagr_pct\": -2.0259797517920717, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 17.51824817518248, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.04326538143693945, \"sortino\": 0.06026582969006167}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -3.7843332636187665, \"dd_pct\": -14.016985714922036, \"calmar\": -0.27016333185649144, \"cagr_pct\": -3.786875563328182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 23.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.061351524326533374, \"sortino\": -0.0890506427239653}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -15.19220492758464, \"dd_pct\": -15.511581981330625, \"calmar\": -2.1192760849830052, \"cagr_pct\": -32.8733247332873, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.119205298013245, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.800843021982286, \"sortino\": -3.0685758794844666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.691511035611136, \"dd_pct\": -70.52524655354479, \"calmar\": 0.03986728575368834, \"cagr_pct\": 2.8116501571994945, \"entries\": 44, \"exits\": 44, \"exposure_pct\": 21.356241699867198, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23782781369630512, \"sortino\": 0.3445497810516467}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 122.81662705639147, \"dd_pct\": -13.366895306746972, \"calmar\": 2.218032348857275, \"cagr_pct\": 29.648206194153275, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 7.320319432120674, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.783279587029945, \"sortino\": 3.2234449662795384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.58970751145939, \"dd_pct\": -70.52524655354483, \"calmar\": -0.14888716937881122, \"cagr_pct\": -10.500304329100052, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 29.74801061007958, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1798826233083024, \"sortino\": -0.25466654092168406}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.042393250333314, \"dd_pct\": -12.559532505694404, \"calmar\": -1.4401673735763667, \"cagr_pct\": -18.087828942072914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.054755043227665, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4721903963440037, \"sortino\": -1.9626630476347264}]", "Additional_Threshold_Budget": 0, "Total Trades": 44, "Total P&L %": 25.691511035611136, "Sharpe Ratio": 0.23782781369630512, "Sortino Ratio": 0.3445497810516467, "Calmar Ratio": 0.03986728575368834, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.52524655354479, "% In Market": 21.356241699867198, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -0.14888716937881122, "Sub2_Sortino": -0.25466654092168406, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -9.042393250333314, "OOS_Sortino Ratio": -1.9626630476347264, "OOS_Calmar Ratio": -1.4401673735763667, "OOS_Max Drawdown %": -12.559532505694404, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "47ca426f4ee4a036faf38866d84dacce5702c62cf6d207d0d74558713ab8474d", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -370.0, "i_long_exit_activation_threshold": 559.95, "i_long_exit_activation_confirmation_threshold": 590.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "e24c42a054334e90c8757b8c07672c0060d93dae64d53c3c965cdedd746e69ca", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.638654437209065, \"dd_pct\": -30.89934760189761, \"calmar\": -0.08545286119808626, \"cagr_pct\": -2.640437661736376, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.015052518024935799, \"sortino\": 0.020546660913496675}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.49601182142298, \"dd_pct\": -62.93231206357566, \"calmar\": -0.8027648262068009, \"cagr_pct\": -50.519846556508476, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.048745968889197, \"sortino\": -1.4522475780243176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 45.65263783528102, \"dd_pct\": -21.147339268987885, \"calmar\": 2.1605629935879187, \"cagr_pct\": 45.690158637423814, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 46.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3896186863975806, \"sortino\": 2.253547639920761}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.523710630365105, \"dd_pct\": -19.642442192919095, \"calmar\": -0.10314296623066642, \"cagr_pct\": -2.0259797517920717, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 17.51824817518248, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.04326538143693945, \"sortino\": 0.06026582969006167}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -3.7843332636187665, \"dd_pct\": -14.016985714922036, \"calmar\": -0.27016333185649144, \"cagr_pct\": -3.786875563328182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 23.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.061351524326533374, \"sortino\": -0.0890506427239653}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -15.19220492758464, \"dd_pct\": -15.511581981330625, \"calmar\": -2.1192760849830052, \"cagr_pct\": -32.8733247332873, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.119205298013245, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.800843021982286, \"sortino\": -3.0685758794844666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.691511035611136, \"dd_pct\": -70.52524655354479, \"calmar\": 0.03986728575368834, \"cagr_pct\": 2.8116501571994945, \"entries\": 44, \"exits\": 44, \"exposure_pct\": 21.356241699867198, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23782781369630512, \"sortino\": 0.3445497810516467}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 122.81662705639147, \"dd_pct\": -13.366895306746972, \"calmar\": 2.218032348857275, \"cagr_pct\": 29.648206194153275, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 7.320319432120674, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.783279587029945, \"sortino\": 3.2234449662795384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.58970751145939, \"dd_pct\": -70.52524655354483, \"calmar\": -0.14888716937881122, \"cagr_pct\": -10.500304329100052, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 29.74801061007958, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1798826233083024, \"sortino\": -0.25466654092168406}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.042393250333314, \"dd_pct\": -12.559532505694404, \"calmar\": -1.4401673735763667, \"cagr_pct\": -18.087828942072914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.054755043227665, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4721903963440037, \"sortino\": -1.9626630476347264}]", "Additional_Threshold_Budget": 0, "Total Trades": 44, "Total P&L %": 25.691511035611136, "Sharpe Ratio": 0.23782781369630512, "Sortino Ratio": 0.3445497810516467, "Calmar Ratio": 0.03986728575368834, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.52524655354479, "% In Market": 21.356241699867198, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -0.14888716937881122, "Sub2_Sortino": -0.25466654092168406, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -9.042393250333314, "OOS_Sortino Ratio": -1.9626630476347264, "OOS_Calmar Ratio": -1.4401673735763667, "OOS_Max Drawdown %": -12.559532505694404, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "47ca426f4ee4a036faf38866d84dacce5702c62cf6d207d0d74558713ab8474d", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -370.0, "i_long_exit_activation_threshold": 560.05, "i_long_exit_activation_confirmation_threshold": 590.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "095ab3127ee4fefb78a45cd4457460fd424ad9ab4b76e77128f31e16dfb76bd3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.638654437209065, \"dd_pct\": -30.89934760189761, \"calmar\": -0.08545286119808626, \"cagr_pct\": -2.640437661736376, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.015052518024935799, \"sortino\": 0.020546660913496675}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.49601182142298, \"dd_pct\": -62.93231206357566, \"calmar\": -0.8027648262068009, \"cagr_pct\": -50.519846556508476, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.048745968889197, \"sortino\": -1.4522475780243176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 45.65263783528102, \"dd_pct\": -21.147339268987885, \"calmar\": 2.1605629935879187, \"cagr_pct\": 45.690158637423814, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 46.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3896186863975806, \"sortino\": 2.253547639920761}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.523710630365105, \"dd_pct\": -19.642442192919095, \"calmar\": -0.10314296623066642, \"cagr_pct\": -2.0259797517920717, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 17.51824817518248, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.04326538143693945, \"sortino\": 0.06026582969006167}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -3.7843332636187665, \"dd_pct\": -14.016985714922036, \"calmar\": -0.27016333185649144, \"cagr_pct\": -3.786875563328182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 23.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.061351524326533374, \"sortino\": -0.0890506427239653}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -15.19220492758464, \"dd_pct\": -15.511581981330625, \"calmar\": -2.1192760849830052, \"cagr_pct\": -32.8733247332873, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.119205298013245, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.800843021982286, \"sortino\": -3.0685758794844666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.691511035611136, \"dd_pct\": -70.52524655354479, \"calmar\": 0.03986728575368834, \"cagr_pct\": 2.8116501571994945, \"entries\": 44, \"exits\": 44, \"exposure_pct\": 21.356241699867198, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23782781369630512, \"sortino\": 0.3445497810516467}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 122.81662705639147, \"dd_pct\": -13.366895306746972, \"calmar\": 2.218032348857275, \"cagr_pct\": 29.648206194153275, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 7.320319432120674, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.783279587029945, \"sortino\": 3.2234449662795384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.58970751145939, \"dd_pct\": -70.52524655354483, \"calmar\": -0.14888716937881122, \"cagr_pct\": -10.500304329100052, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 29.74801061007958, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1798826233083024, \"sortino\": -0.25466654092168406}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.042393250333314, \"dd_pct\": -12.559532505694404, \"calmar\": -1.4401673735763667, \"cagr_pct\": -18.087828942072914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.054755043227665, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4721903963440037, \"sortino\": -1.9626630476347264}]", "Additional_Threshold_Budget": 0, "Total Trades": 44, "Total P&L %": 25.691511035611136, "Sharpe Ratio": 0.23782781369630512, "Sortino Ratio": 0.3445497810516467, "Calmar Ratio": 0.03986728575368834, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.52524655354479, "% In Market": 21.356241699867198, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -0.14888716937881122, "Sub2_Sortino": -0.25466654092168406, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -9.042393250333314, "OOS_Sortino Ratio": -1.9626630476347264, "OOS_Calmar Ratio": -1.4401673735763667, "OOS_Max Drawdown %": -12.559532505694404, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "47ca426f4ee4a036faf38866d84dacce5702c62cf6d207d0d74558713ab8474d", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -370.0, "i_long_exit_activation_threshold": 561.0, "i_long_exit_activation_confirmation_threshold": 590.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "b18e8b29af55ded8aa06f06da8dd69ccbf0bbc630919bb1812ae5c095b3d62e0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.638654437209065, \"dd_pct\": -30.89934760189761, \"calmar\": -0.08545286119808626, \"cagr_pct\": -2.640437661736376, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.015052518024935799, \"sortino\": 0.020546660913496675}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.49601182142298, \"dd_pct\": -62.93231206357566, \"calmar\": -0.8027648262068009, \"cagr_pct\": -50.519846556508476, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.048745968889197, \"sortino\": -1.4522475780243176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 45.65263783528102, \"dd_pct\": -21.147339268987885, \"calmar\": 2.1605629935879187, \"cagr_pct\": 45.690158637423814, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 46.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3896186863975806, \"sortino\": 2.253547639920761}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.523710630365105, \"dd_pct\": -19.642442192919095, \"calmar\": -0.10314296623066642, \"cagr_pct\": -2.0259797517920717, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 17.51824817518248, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.04326538143693945, \"sortino\": 0.06026582969006167}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -3.7843332636187665, \"dd_pct\": -14.016985714922036, \"calmar\": -0.27016333185649144, \"cagr_pct\": -3.786875563328182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 23.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.061351524326533374, \"sortino\": -0.0890506427239653}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -15.19220492758464, \"dd_pct\": -15.511581981330625, \"calmar\": -2.1192760849830052, \"cagr_pct\": -32.8733247332873, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.119205298013245, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.800843021982286, \"sortino\": -3.0685758794844666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.691511035611136, \"dd_pct\": -70.52524655354479, \"calmar\": 0.03986728575368834, \"cagr_pct\": 2.8116501571994945, \"entries\": 44, \"exits\": 44, \"exposure_pct\": 21.356241699867198, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23782781369630512, \"sortino\": 0.3445497810516467}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 122.81662705639147, \"dd_pct\": -13.366895306746972, \"calmar\": 2.218032348857275, \"cagr_pct\": 29.648206194153275, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 7.320319432120674, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.783279587029945, \"sortino\": 3.2234449662795384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.58970751145939, \"dd_pct\": -70.52524655354483, \"calmar\": -0.14888716937881122, \"cagr_pct\": -10.500304329100052, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 29.74801061007958, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1798826233083024, \"sortino\": -0.25466654092168406}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.042393250333314, \"dd_pct\": -12.559532505694404, \"calmar\": -1.4401673735763667, \"cagr_pct\": -18.087828942072914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.054755043227665, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4721903963440037, \"sortino\": -1.9626630476347264}]", "Additional_Threshold_Budget": 0, "Total Trades": 44, "Total P&L %": 25.691511035611136, "Sharpe Ratio": 0.23782781369630512, "Sortino Ratio": 0.3445497810516467, "Calmar Ratio": 0.03986728575368834, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.52524655354479, "% In Market": 21.356241699867198, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -0.14888716937881122, "Sub2_Sortino": -0.25466654092168406, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -9.042393250333314, "OOS_Sortino Ratio": -1.9626630476347264, "OOS_Calmar Ratio": -1.4401673735763667, "OOS_Max Drawdown %": -12.559532505694404, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "47ca426f4ee4a036faf38866d84dacce5702c62cf6d207d0d74558713ab8474d", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -370.0, "i_long_exit_activation_threshold": 560.0, "i_long_exit_activation_confirmation_threshold": 589.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "b8162bf3182814487f7665d14be87a1b6fb85384ab5bdb623ce9f16ee0fdf30d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.638654437209065, \"dd_pct\": -30.89934760189761, \"calmar\": -0.08545286119808626, \"cagr_pct\": -2.640437661736376, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.015052518024935799, \"sortino\": 0.020546660913496675}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.49601182142298, \"dd_pct\": -62.93231206357566, \"calmar\": -0.8027648262068009, \"cagr_pct\": -50.519846556508476, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.048745968889197, \"sortino\": -1.4522475780243176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 45.65263783528102, \"dd_pct\": -21.147339268987885, \"calmar\": 2.1605629935879187, \"cagr_pct\": 45.690158637423814, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 46.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3896186863975806, \"sortino\": 2.253547639920761}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.523710630365105, \"dd_pct\": -19.642442192919095, \"calmar\": -0.10314296623066642, \"cagr_pct\": -2.0259797517920717, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 17.51824817518248, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.04326538143693945, \"sortino\": 0.06026582969006167}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -3.7843332636187665, \"dd_pct\": -14.016985714922036, \"calmar\": -0.27016333185649144, \"cagr_pct\": -3.786875563328182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 23.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.061351524326533374, \"sortino\": -0.0890506427239653}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -15.19220492758464, \"dd_pct\": -15.511581981330625, \"calmar\": -2.1192760849830052, \"cagr_pct\": -32.8733247332873, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.119205298013245, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.800843021982286, \"sortino\": -3.0685758794844666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.691511035611136, \"dd_pct\": -70.52524655354479, \"calmar\": 0.03986728575368834, \"cagr_pct\": 2.8116501571994945, \"entries\": 44, \"exits\": 44, \"exposure_pct\": 21.356241699867198, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23782781369630512, \"sortino\": 0.3445497810516467}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 122.81662705639147, \"dd_pct\": -13.366895306746972, \"calmar\": 2.218032348857275, \"cagr_pct\": 29.648206194153275, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 7.320319432120674, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.783279587029945, \"sortino\": 3.2234449662795384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.58970751145939, \"dd_pct\": -70.52524655354483, \"calmar\": -0.14888716937881122, \"cagr_pct\": -10.500304329100052, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 29.74801061007958, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1798826233083024, \"sortino\": -0.25466654092168406}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.042393250333314, \"dd_pct\": -12.559532505694404, \"calmar\": -1.4401673735763667, \"cagr_pct\": -18.087828942072914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.054755043227665, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4721903963440037, \"sortino\": -1.9626630476347264}]", "Additional_Threshold_Budget": 0, "Total Trades": 44, "Total P&L %": 25.691511035611136, "Sharpe Ratio": 0.23782781369630512, "Sortino Ratio": 0.3445497810516467, "Calmar Ratio": 0.03986728575368834, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.52524655354479, "% In Market": 21.356241699867198, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -0.14888716937881122, "Sub2_Sortino": -0.25466654092168406, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -9.042393250333314, "OOS_Sortino Ratio": -1.9626630476347264, "OOS_Calmar Ratio": -1.4401673735763667, "OOS_Max Drawdown %": -12.559532505694404, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "47ca426f4ee4a036faf38866d84dacce5702c62cf6d207d0d74558713ab8474d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -370.0, "i_long_exit_activation_threshold": 560.0, "i_long_exit_activation_confirmation_threshold": 589.95, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "6c35abedea4b51d2e725df348238489cca05fcc55af98ef8b6cd328afe8ff518", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.638654437209065, \"dd_pct\": -30.89934760189761, \"calmar\": -0.08545286119808626, \"cagr_pct\": -2.640437661736376, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.015052518024935799, \"sortino\": 0.020546660913496675}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.49601182142298, \"dd_pct\": -62.93231206357566, \"calmar\": -0.8027648262068009, \"cagr_pct\": -50.519846556508476, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.048745968889197, \"sortino\": -1.4522475780243176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 45.65263783528102, \"dd_pct\": -21.147339268987885, \"calmar\": 2.1605629935879187, \"cagr_pct\": 45.690158637423814, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 46.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3896186863975806, \"sortino\": 2.253547639920761}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.523710630365105, \"dd_pct\": -19.642442192919095, \"calmar\": -0.10314296623066642, \"cagr_pct\": -2.0259797517920717, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 17.51824817518248, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.04326538143693945, \"sortino\": 0.06026582969006167}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -3.7843332636187665, \"dd_pct\": -14.016985714922036, \"calmar\": -0.27016333185649144, \"cagr_pct\": -3.786875563328182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 23.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.061351524326533374, \"sortino\": -0.0890506427239653}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -15.19220492758464, \"dd_pct\": -15.511581981330625, \"calmar\": -2.1192760849830052, \"cagr_pct\": -32.8733247332873, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.119205298013245, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.800843021982286, \"sortino\": -3.0685758794844666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.691511035611136, \"dd_pct\": -70.52524655354479, \"calmar\": 0.03986728575368834, \"cagr_pct\": 2.8116501571994945, \"entries\": 44, \"exits\": 44, \"exposure_pct\": 21.356241699867198, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23782781369630512, \"sortino\": 0.3445497810516467}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 122.81662705639147, \"dd_pct\": -13.366895306746972, \"calmar\": 2.218032348857275, \"cagr_pct\": 29.648206194153275, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 7.320319432120674, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.783279587029945, \"sortino\": 3.2234449662795384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.58970751145939, \"dd_pct\": -70.52524655354483, \"calmar\": -0.14888716937881122, \"cagr_pct\": -10.500304329100052, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 29.74801061007958, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1798826233083024, \"sortino\": -0.25466654092168406}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.042393250333314, \"dd_pct\": -12.559532505694404, \"calmar\": -1.4401673735763667, \"cagr_pct\": -18.087828942072914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.054755043227665, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4721903963440037, \"sortino\": -1.9626630476347264}]", "Additional_Threshold_Budget": 0, "Total Trades": 44, "Total P&L %": 25.691511035611136, "Sharpe Ratio": 0.23782781369630512, "Sortino Ratio": 0.3445497810516467, "Calmar Ratio": 0.03986728575368834, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.52524655354479, "% In Market": 21.356241699867198, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -0.14888716937881122, "Sub2_Sortino": -0.25466654092168406, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -9.042393250333314, "OOS_Sortino Ratio": -1.9626630476347264, "OOS_Calmar Ratio": -1.4401673735763667, "OOS_Max Drawdown %": -12.559532505694404, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "47ca426f4ee4a036faf38866d84dacce5702c62cf6d207d0d74558713ab8474d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -370.0, "i_long_exit_activation_threshold": 560.0, "i_long_exit_activation_confirmation_threshold": 590.05, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "6ab8823888dc570f1897a0676535d88f8a178165571e6f69a9ada131aae36681", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.638654437209065, \"dd_pct\": -30.89934760189761, \"calmar\": -0.08545286119808626, \"cagr_pct\": -2.640437661736376, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.015052518024935799, \"sortino\": 0.020546660913496675}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.49601182142298, \"dd_pct\": -62.93231206357566, \"calmar\": -0.8027648262068009, \"cagr_pct\": -50.519846556508476, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.048745968889197, \"sortino\": -1.4522475780243176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 45.65263783528102, \"dd_pct\": -21.147339268987885, \"calmar\": 2.1605629935879187, \"cagr_pct\": 45.690158637423814, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 46.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3896186863975806, \"sortino\": 2.253547639920761}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.523710630365105, \"dd_pct\": -19.642442192919095, \"calmar\": -0.10314296623066642, \"cagr_pct\": -2.0259797517920717, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 17.51824817518248, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.04326538143693945, \"sortino\": 0.06026582969006167}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -3.7843332636187665, \"dd_pct\": -14.016985714922036, \"calmar\": -0.27016333185649144, \"cagr_pct\": -3.786875563328182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 23.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.061351524326533374, \"sortino\": -0.0890506427239653}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -15.19220492758464, \"dd_pct\": -15.511581981330625, \"calmar\": -2.1192760849830052, \"cagr_pct\": -32.8733247332873, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.119205298013245, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.800843021982286, \"sortino\": -3.0685758794844666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.691511035611136, \"dd_pct\": -70.52524655354479, \"calmar\": 0.03986728575368834, \"cagr_pct\": 2.8116501571994945, \"entries\": 44, \"exits\": 44, \"exposure_pct\": 21.356241699867198, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23782781369630512, \"sortino\": 0.3445497810516467}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 122.81662705639147, \"dd_pct\": -13.366895306746972, \"calmar\": 2.218032348857275, \"cagr_pct\": 29.648206194153275, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 7.320319432120674, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.783279587029945, \"sortino\": 3.2234449662795384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.58970751145939, \"dd_pct\": -70.52524655354483, \"calmar\": -0.14888716937881122, \"cagr_pct\": -10.500304329100052, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 29.74801061007958, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1798826233083024, \"sortino\": -0.25466654092168406}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.042393250333314, \"dd_pct\": -12.559532505694404, \"calmar\": -1.4401673735763667, \"cagr_pct\": -18.087828942072914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.054755043227665, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4721903963440037, \"sortino\": -1.9626630476347264}]", "Additional_Threshold_Budget": 0, "Total Trades": 44, "Total P&L %": 25.691511035611136, "Sharpe Ratio": 0.23782781369630512, "Sortino Ratio": 0.3445497810516467, "Calmar Ratio": 0.03986728575368834, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.52524655354479, "% In Market": 21.356241699867198, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -0.14888716937881122, "Sub2_Sortino": -0.25466654092168406, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -9.042393250333314, "OOS_Sortino Ratio": -1.9626630476347264, "OOS_Calmar Ratio": -1.4401673735763667, "OOS_Max Drawdown %": -12.559532505694404, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "47ca426f4ee4a036faf38866d84dacce5702c62cf6d207d0d74558713ab8474d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -370.0, "i_long_exit_activation_threshold": 560.0, "i_long_exit_activation_confirmation_threshold": 591.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "726e6cf8a0f309407e0ec9cb86994da0157e2fff6513c416eeb0eb62203e4850", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -2.638654437209065, \"dd_pct\": -30.89934760189761, \"calmar\": -0.08545286119808626, \"cagr_pct\": -2.640437661736376, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 13.493150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.015052518024935799, \"sortino\": 0.020546660913496675}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.49601182142298, \"dd_pct\": -62.93231206357566, \"calmar\": -0.8027648262068009, \"cagr_pct\": -50.519846556508476, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.048745968889197, \"sortino\": -1.4522475780243176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 45.65263783528102, \"dd_pct\": -21.147339268987885, \"calmar\": 2.1605629935879187, \"cagr_pct\": 45.690158637423814, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 46.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3896186863975806, \"sortino\": 2.253547639920761}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -1.523710630365105, \"dd_pct\": -19.642442192919095, \"calmar\": -0.10314296623066642, \"cagr_pct\": -2.0259797517920717, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 17.51824817518248, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.04326538143693945, \"sortino\": 0.06026582969006167}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -3.7843332636187665, \"dd_pct\": -14.016985714922036, \"calmar\": -0.27016333185649144, \"cagr_pct\": -3.786875563328182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 23.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.061351524326533374, \"sortino\": -0.0890506427239653}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -15.19220492758464, \"dd_pct\": -15.511581981330625, \"calmar\": -2.1192760849830052, \"cagr_pct\": -32.8733247332873, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.119205298013245, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.800843021982286, \"sortino\": -3.0685758794844666}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 25.691511035611136, \"dd_pct\": -70.52524655354479, \"calmar\": 0.03986728575368834, \"cagr_pct\": 2.8116501571994945, \"entries\": 44, \"exits\": 44, \"exposure_pct\": 21.356241699867198, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.23782781369630512, \"sortino\": 0.3445497810516467}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 122.81662705639147, \"dd_pct\": -13.366895306746972, \"calmar\": 2.218032348857275, \"cagr_pct\": 29.648206194153275, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 7.320319432120674, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.783279587029945, \"sortino\": 3.2234449662795384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -43.58970751145939, \"dd_pct\": -70.52524655354483, \"calmar\": -0.14888716937881122, \"cagr_pct\": -10.500304329100052, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 29.74801061007958, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1798826233083024, \"sortino\": -0.25466654092168406}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.042393250333314, \"dd_pct\": -12.559532505694404, \"calmar\": -1.4401673735763667, \"cagr_pct\": -18.087828942072914, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.054755043227665, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4721903963440037, \"sortino\": -1.9626630476347264}]", "Additional_Threshold_Budget": 0, "Total Trades": 44, "Total P&L %": 25.691511035611136, "Sharpe Ratio": 0.23782781369630512, "Sortino Ratio": 0.3445497810516467, "Calmar Ratio": 0.03986728575368834, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.52524655354479, "% In Market": 21.356241699867198, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -0.14888716937881122, "Sub2_Sortino": -0.25466654092168406, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 2, "OOS_Total P&L %": -9.042393250333314, "OOS_Sortino Ratio": -1.9626630476347264, "OOS_Calmar Ratio": -1.4401673735763667, "OOS_Max Drawdown %": -12.559532505694404, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "47ca426f4ee4a036faf38866d84dacce5702c62cf6d207d0d74558713ab8474d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 660.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "04d9dd9ae75aa7983248964c2b9e9d64ede376611be79e81918326ab5ef19e48", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -20.053810544464532, \"dd_pct\": -35.035978348967426, \"calmar\": -0.5727274137747052, \"cagr_pct\": -20.066065268870677, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5243149835208145, \"sortino\": -0.7017415612945909}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.20525284986123, \"dd_pct\": -37.31925055350099, \"calmar\": -0.9438696639896703, \"cagr_pct\": -35.2245084802793, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 22.534246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2896718249675494, \"sortino\": -1.7238474937775932}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 5.619985218553314, \"dd_pct\": -34.287017928131924, \"calmar\": 0.16402536969931356, \"cagr_pct\": 5.623940791548831, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.35616438356165, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3367157834191155, \"sortino\": 0.5027564120711623}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.65617125711273, \"dd_pct\": -22.939854825799998, \"calmar\": 0.3317362645675891, \"cagr_pct\": 7.609981749633674, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 43.79562043795621, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38951415094852354, \"sortino\": 0.5472068830599344}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 56.024627119214074, \"dd_pct\": -7.072073487503616, \"calmar\": 7.928675120078169, \"cagr_pct\": 56.07217310773437, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 23.972602739726025, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.183405186088871, \"sortino\": 3.8358761859070385}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.703035198005182, \"dd_pct\": -21.638627106590448, \"calmar\": -1.9033650898493435, \"cagr_pct\": -41.18620742695197, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 26.32450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.3429993227458743, \"sortino\": -2.9449110590423695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.474534700737898, \"dd_pct\": -72.32380879915571, \"calmar\": -0.05962041083844495, \"cagr_pct\": -4.311975194006804, \"entries\": 83, \"exits\": 83, \"exposure_pct\": 24.75929614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.031314056953309626, \"sortino\": -0.04330313647951012}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -3.9995912242718368, \"dd_pct\": -39.504038977835485, \"calmar\": -0.03326628688263467, \"cagr_pct\": -1.3141526936594574, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 14.729370008873113, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06500500148832936, \"sortino\": 0.08680498791725347}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.577948692193168, \"dd_pct\": -72.32380879915574, \"calmar\": -0.08379852977480008, \"cagr_pct\": -6.060628845083, \"entries\": 66, \"exits\": 66, \"exposure_pct\": 30.75596816976127, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08008689805597947, \"sortino\": -0.11250542397397323}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.71076716420426, \"dd_pct\": -12.559532505694381, \"calmar\": -1.5406473584512819, \"cagr_pct\": -19.34981057828106, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 27.6657060518732, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4421318117049404, \"sortino\": -1.9295143316693781}]", "Additional_Threshold_Budget": 0, "Total Trades": 83, "Total P&L %": -30.474534700737898, "Sharpe Ratio": -0.031314056953309626, "Sortino Ratio": -0.04330313647951012, "Calmar Ratio": -0.05962041083844495, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.32380879915571, "% In Market": 24.75929614873838, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.03326628688263467, "Sub1_Sortino": 0.08680498791725347, "Sub1_Trades": 17, "Sub2_Calmar": -0.08379852977480008, "Sub2_Sortino": -0.11250542397397323, "Sub2_Trades": 66, "WFO_Score": 1.9629273351425915, "WFO_Min_Fold": -0.5727274137747052, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.572727, 0.164025, 0.331736, 7.928675]", "OOS_Total Trades": 5, "OOS_Total P&L %": -9.71076716420426, "OOS_Sortino Ratio": -1.9295143316693781, "OOS_Calmar Ratio": -1.5406473584512819, "OOS_Max Drawdown %": -12.559532505694381, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "567eb549fe03a49cbcc631a08f59596d3af1164b63fc60339c50ca49d148335a", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 319.0, "i_long_exit_activation_threshold": 660.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "5946cda1b1e4242ba4fee7d47afd69329c1bba6f13b88d3a1ed9139914dccd23", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -20.053810544464532, \"dd_pct\": -35.035978348967426, \"calmar\": -0.5727274137747052, \"cagr_pct\": -20.066065268870677, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5243149835208145, \"sortino\": -0.7017415612945909}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.20525284986123, \"dd_pct\": -37.31925055350099, \"calmar\": -0.9438696639896703, \"cagr_pct\": -35.2245084802793, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 22.534246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2896718249675494, \"sortino\": -1.7238474937775932}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 5.619985218553314, \"dd_pct\": -34.287017928131924, \"calmar\": 0.16402536969931356, \"cagr_pct\": 5.623940791548831, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.35616438356165, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3367157834191155, \"sortino\": 0.5027564120711623}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -1.4183539405621892, \"dd_pct\": -28.683573695666443, \"calmar\": -0.06575985478878205, \"cagr_pct\": -1.8862276410503538, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 47.08029197080292, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10804995872014628, \"sortino\": 0.1500943220898365}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 56.024627119214074, \"dd_pct\": -7.072073487503616, \"calmar\": 7.928675120078169, \"cagr_pct\": 56.07217310773437, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 23.972602739726025, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.183405186088871, \"sortino\": 3.8358761859070385}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.703035198005182, \"dd_pct\": -21.638627106590448, \"calmar\": -1.9033650898493435, \"cagr_pct\": -41.18620742695197, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 26.32450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.3429993227458743, \"sortino\": -2.9449110590423695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -35.129820334198584, \"dd_pct\": -72.32380879915571, \"calmar\": -0.07069309184482596, \"cagr_pct\": -5.112793658006347, \"entries\": 84, \"exits\": 84, \"exposure_pct\": 25.058100929614874, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.061133922541561705, \"sortino\": -0.08442331691941213}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -3.9995912242718368, \"dd_pct\": -39.504038977835485, \"calmar\": -0.03326628688263467, \"cagr_pct\": -1.3141526936594574, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 14.729370008873113, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06500500148832936, \"sortino\": 0.08680498791725347}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -32.42718391194729, \"dd_pct\": -72.32380879915574, \"calmar\": -0.1011244910367336, \"cagr_pct\": -7.313708354652659, \"entries\": 67, \"exits\": 67, \"exposure_pct\": 31.233421750663133, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.12466644336815397, \"sortino\": -0.17473621585845175}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.71076716420426, \"dd_pct\": -12.559532505694381, \"calmar\": -1.5406473584512819, \"cagr_pct\": -19.34981057828106, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 27.6657060518732, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4421318117049404, \"sortino\": -1.9295143316693781}]", "Additional_Threshold_Budget": 0, "Total Trades": 84, "Total P&L %": -35.129820334198584, "Sharpe Ratio": -0.061133922541561705, "Sortino Ratio": -0.08442331691941213, "Calmar Ratio": -0.07069309184482596, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.32380879915571, "% In Market": 25.058100929614874, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.03326628688263467, "Sub1_Sortino": 0.08680498791725347, "Sub1_Trades": 17, "Sub2_Calmar": -0.1011244910367336, "Sub2_Sortino": -0.17473621585845175, "Sub2_Trades": 67, "WFO_Score": 1.8635533053034987, "WFO_Min_Fold": -0.5727274137747052, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[-0.572727, 0.164025, -0.06576, 7.928675]", "OOS_Total Trades": 5, "OOS_Total P&L %": -9.71076716420426, "OOS_Sortino Ratio": -1.9295143316693781, "OOS_Calmar Ratio": -1.5406473584512819, "OOS_Max Drawdown %": -12.559532505694381, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 26, "source": "diagnostic_center", "Policy": "canonical", "center_id": "567eb549fe03a49cbcc631a08f59596d3af1164b63fc60339c50ca49d148335a", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 319.95, "i_long_exit_activation_threshold": 660.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "930225071a931e3bba3238180a5072db6f31a03f880621d73594f89d798b6e72", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -20.053810544464532, \"dd_pct\": -35.035978348967426, \"calmar\": -0.5727274137747052, \"cagr_pct\": -20.066065268870677, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5243149835208145, \"sortino\": -0.7017415612945909}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.20525284986123, \"dd_pct\": -37.31925055350099, \"calmar\": -0.9438696639896703, \"cagr_pct\": -35.2245084802793, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 22.534246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2896718249675494, \"sortino\": -1.7238474937775932}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 5.619985218553314, \"dd_pct\": -34.287017928131924, \"calmar\": 0.16402536969931356, \"cagr_pct\": 5.623940791548831, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.35616438356165, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3367157834191155, \"sortino\": 0.5027564120711623}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.65617125711273, \"dd_pct\": -22.939854825799998, \"calmar\": 0.3317362645675891, \"cagr_pct\": 7.609981749633674, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 43.79562043795621, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38951415094852354, \"sortino\": 0.5472068830599344}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 56.024627119214074, \"dd_pct\": -7.072073487503616, \"calmar\": 7.928675120078169, \"cagr_pct\": 56.07217310773437, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 23.972602739726025, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.183405186088871, \"sortino\": 3.8358761859070385}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.703035198005182, \"dd_pct\": -21.638627106590448, \"calmar\": -1.9033650898493435, \"cagr_pct\": -41.18620742695197, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 26.32450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.3429993227458743, \"sortino\": -2.9449110590423695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.474534700737898, \"dd_pct\": -72.32380879915571, \"calmar\": -0.05962041083844495, \"cagr_pct\": -4.311975194006804, \"entries\": 83, \"exits\": 83, \"exposure_pct\": 24.75929614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.031314056953309626, \"sortino\": -0.04330313647951012}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -3.9995912242718368, \"dd_pct\": -39.504038977835485, \"calmar\": -0.03326628688263467, \"cagr_pct\": -1.3141526936594574, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 14.729370008873113, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06500500148832936, \"sortino\": 0.08680498791725347}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.577948692193168, \"dd_pct\": -72.32380879915574, \"calmar\": -0.08379852977480008, \"cagr_pct\": -6.060628845083, \"entries\": 66, \"exits\": 66, \"exposure_pct\": 30.75596816976127, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08008689805597947, \"sortino\": -0.11250542397397323}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.71076716420426, \"dd_pct\": -12.559532505694381, \"calmar\": -1.5406473584512819, \"cagr_pct\": -19.34981057828106, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 27.6657060518732, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4421318117049404, \"sortino\": -1.9295143316693781}]", "Additional_Threshold_Budget": 0, "Total Trades": 83, "Total P&L %": -30.474534700737898, "Sharpe Ratio": -0.031314056953309626, "Sortino Ratio": -0.04330313647951012, "Calmar Ratio": -0.05962041083844495, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.32380879915571, "% In Market": 24.75929614873838, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.03326628688263467, "Sub1_Sortino": 0.08680498791725347, "Sub1_Trades": 17, "Sub2_Calmar": -0.08379852977480008, "Sub2_Sortino": -0.11250542397397323, "Sub2_Trades": 66, "WFO_Score": 1.9629273351425915, "WFO_Min_Fold": -0.5727274137747052, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.572727, 0.164025, 0.331736, 7.928675]", "OOS_Total Trades": 5, "OOS_Total P&L %": -9.71076716420426, "OOS_Sortino Ratio": -1.9295143316693781, "OOS_Calmar Ratio": -1.5406473584512819, "OOS_Max Drawdown %": -12.559532505694381, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "567eb549fe03a49cbcc631a08f59596d3af1164b63fc60339c50ca49d148335a", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.05, "i_long_exit_activation_threshold": 660.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "a77d9ac0c51321dd15843945762b527aeadac89c94c16af98a01875594bcdc51", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -20.053810544464532, \"dd_pct\": -35.035978348967426, \"calmar\": -0.5727274137747052, \"cagr_pct\": -20.066065268870677, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5243149835208145, \"sortino\": -0.7017415612945909}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.20525284986123, \"dd_pct\": -37.31925055350099, \"calmar\": -0.9438696639896703, \"cagr_pct\": -35.2245084802793, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 22.534246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2896718249675494, \"sortino\": -1.7238474937775932}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 5.619985218553314, \"dd_pct\": -34.287017928131924, \"calmar\": 0.16402536969931356, \"cagr_pct\": 5.623940791548831, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.35616438356165, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3367157834191155, \"sortino\": 0.5027564120711623}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.65617125711273, \"dd_pct\": -22.939854825799998, \"calmar\": 0.3317362645675891, \"cagr_pct\": 7.609981749633674, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 43.79562043795621, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38951415094852354, \"sortino\": 0.5472068830599344}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 56.024627119214074, \"dd_pct\": -7.072073487503616, \"calmar\": 7.928675120078169, \"cagr_pct\": 56.07217310773437, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 23.972602739726025, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.183405186088871, \"sortino\": 3.8358761859070385}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.703035198005182, \"dd_pct\": -21.638627106590448, \"calmar\": -1.9033650898493435, \"cagr_pct\": -41.18620742695197, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 26.32450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.3429993227458743, \"sortino\": -2.9449110590423695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.474534700737898, \"dd_pct\": -72.32380879915571, \"calmar\": -0.05962041083844495, \"cagr_pct\": -4.311975194006804, \"entries\": 83, \"exits\": 83, \"exposure_pct\": 24.75929614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.031314056953309626, \"sortino\": -0.04330313647951012}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -3.9995912242718368, \"dd_pct\": -39.504038977835485, \"calmar\": -0.03326628688263467, \"cagr_pct\": -1.3141526936594574, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 14.729370008873113, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06500500148832936, \"sortino\": 0.08680498791725347}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.577948692193168, \"dd_pct\": -72.32380879915574, \"calmar\": -0.08379852977480008, \"cagr_pct\": -6.060628845083, \"entries\": 66, \"exits\": 66, \"exposure_pct\": 30.75596816976127, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08008689805597947, \"sortino\": -0.11250542397397323}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.71076716420426, \"dd_pct\": -12.559532505694381, \"calmar\": -1.5406473584512819, \"cagr_pct\": -19.34981057828106, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 27.6657060518732, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4421318117049404, \"sortino\": -1.9295143316693781}]", "Additional_Threshold_Budget": 0, "Total Trades": 83, "Total P&L %": -30.474534700737898, "Sharpe Ratio": -0.031314056953309626, "Sortino Ratio": -0.04330313647951012, "Calmar Ratio": -0.05962041083844495, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.32380879915571, "% In Market": 24.75929614873838, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.03326628688263467, "Sub1_Sortino": 0.08680498791725347, "Sub1_Trades": 17, "Sub2_Calmar": -0.08379852977480008, "Sub2_Sortino": -0.11250542397397323, "Sub2_Trades": 66, "WFO_Score": 1.9629273351425915, "WFO_Min_Fold": -0.5727274137747052, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.572727, 0.164025, 0.331736, 7.928675]", "OOS_Total Trades": 5, "OOS_Total P&L %": -9.71076716420426, "OOS_Sortino Ratio": -1.9295143316693781, "OOS_Calmar Ratio": -1.5406473584512819, "OOS_Max Drawdown %": -12.559532505694381, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "567eb549fe03a49cbcc631a08f59596d3af1164b63fc60339c50ca49d148335a", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 321.0, "i_long_exit_activation_threshold": 660.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "a4dfb3a9b5d39b1c37f9ac2de5f2c7438db8e9805dc1cbecaceb6c09955d5eba", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -20.053810544464532, \"dd_pct\": -35.035978348967426, \"calmar\": -0.5727274137747052, \"cagr_pct\": -20.066065268870677, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5243149835208145, \"sortino\": -0.7017415612945909}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.20525284986123, \"dd_pct\": -37.31925055350099, \"calmar\": -0.9438696639896703, \"cagr_pct\": -35.2245084802793, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 22.534246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2896718249675494, \"sortino\": -1.7238474937775932}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 5.619985218553314, \"dd_pct\": -34.287017928131924, \"calmar\": 0.16402536969931356, \"cagr_pct\": 5.623940791548831, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.35616438356165, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3367157834191155, \"sortino\": 0.5027564120711623}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.65617125711273, \"dd_pct\": -22.939854825799998, \"calmar\": 0.3317362645675891, \"cagr_pct\": 7.609981749633674, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 43.79562043795621, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38951415094852354, \"sortino\": 0.5472068830599344}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 56.024627119214074, \"dd_pct\": -7.072073487503616, \"calmar\": 7.928675120078169, \"cagr_pct\": 56.07217310773437, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 23.972602739726025, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.183405186088871, \"sortino\": 3.8358761859070385}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.703035198005182, \"dd_pct\": -21.638627106590448, \"calmar\": -1.9033650898493435, \"cagr_pct\": -41.18620742695197, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 26.32450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.3429993227458743, \"sortino\": -2.9449110590423695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.474534700737898, \"dd_pct\": -72.32380879915571, \"calmar\": -0.05962041083844495, \"cagr_pct\": -4.311975194006804, \"entries\": 83, \"exits\": 83, \"exposure_pct\": 24.75929614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.031314056953309626, \"sortino\": -0.04330313647951012}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -3.9995912242718368, \"dd_pct\": -39.504038977835485, \"calmar\": -0.03326628688263467, \"cagr_pct\": -1.3141526936594574, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 14.729370008873113, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06500500148832936, \"sortino\": 0.08680498791725347}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.577948692193168, \"dd_pct\": -72.32380879915574, \"calmar\": -0.08379852977480008, \"cagr_pct\": -6.060628845083, \"entries\": 66, \"exits\": 66, \"exposure_pct\": 30.75596816976127, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08008689805597947, \"sortino\": -0.11250542397397323}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.58094667155253, \"dd_pct\": -13.061113251376522, \"calmar\": -0.252591738302944, \"cagr_pct\": -3.2991293003368125, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 28.530259365994237, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.12870476708738823, \"sortino\": -0.19192353974700152}]", "Additional_Threshold_Budget": 0, "Total Trades": 83, "Total P&L %": -30.474534700737898, "Sharpe Ratio": -0.031314056953309626, "Sortino Ratio": -0.04330313647951012, "Calmar Ratio": -0.05962041083844495, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.32380879915571, "% In Market": 24.75929614873838, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.03326628688263467, "Sub1_Sortino": 0.08680498791725347, "Sub1_Trades": 17, "Sub2_Calmar": -0.08379852977480008, "Sub2_Sortino": -0.11250542397397323, "Sub2_Trades": 66, "WFO_Score": 1.9629273351425915, "WFO_Min_Fold": -0.5727274137747052, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.572727, 0.164025, 0.331736, 7.928675]", "OOS_Total Trades": 6, "OOS_Total P&L %": -1.58094667155253, "OOS_Sortino Ratio": -0.19192353974700152, "OOS_Calmar Ratio": -0.252591738302944, "OOS_Max Drawdown %": -13.061113251376522, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "567eb549fe03a49cbcc631a08f59596d3af1164b63fc60339c50ca49d148335a", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 659.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "111bb1870590063d8dec490d23f5f57b00c7993bf9855321b3d82267f1f796fa", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -20.053810544464532, \"dd_pct\": -35.035978348967426, \"calmar\": -0.5727274137747052, \"cagr_pct\": -20.066065268870677, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5243149835208145, \"sortino\": -0.7017415612945909}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.20525284986123, \"dd_pct\": -37.31925055350099, \"calmar\": -0.9438696639896703, \"cagr_pct\": -35.2245084802793, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 22.534246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2896718249675494, \"sortino\": -1.7238474937775932}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 5.619985218553314, \"dd_pct\": -34.287017928131924, \"calmar\": 0.16402536969931356, \"cagr_pct\": 5.623940791548831, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.35616438356165, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3367157834191155, \"sortino\": 0.5027564120711623}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.65617125711273, \"dd_pct\": -22.939854825799998, \"calmar\": 0.3317362645675891, \"cagr_pct\": 7.609981749633674, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 43.79562043795621, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38951415094852354, \"sortino\": 0.5472068830599344}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 56.024627119214074, \"dd_pct\": -7.072073487503616, \"calmar\": 7.928675120078169, \"cagr_pct\": 56.07217310773437, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 23.972602739726025, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.183405186088871, \"sortino\": 3.8358761859070385}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.703035198005182, \"dd_pct\": -21.638627106590448, \"calmar\": -1.9033650898493435, \"cagr_pct\": -41.18620742695197, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 26.32450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.3429993227458743, \"sortino\": -2.9449110590423695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.474534700737898, \"dd_pct\": -72.32380879915571, \"calmar\": -0.05962041083844495, \"cagr_pct\": -4.311975194006804, \"entries\": 83, \"exits\": 83, \"exposure_pct\": 24.75929614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.031314056953309626, \"sortino\": -0.04330313647951012}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -3.9995912242718368, \"dd_pct\": -39.504038977835485, \"calmar\": -0.03326628688263467, \"cagr_pct\": -1.3141526936594574, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 14.729370008873113, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06500500148832936, \"sortino\": 0.08680498791725347}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.577948692193168, \"dd_pct\": -72.32380879915574, \"calmar\": -0.08379852977480008, \"cagr_pct\": -6.060628845083, \"entries\": 66, \"exits\": 66, \"exposure_pct\": 30.75596816976127, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08008689805597947, \"sortino\": -0.11250542397397323}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.71076716420426, \"dd_pct\": -12.559532505694381, \"calmar\": -1.5406473584512819, \"cagr_pct\": -19.34981057828106, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 27.6657060518732, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4421318117049404, \"sortino\": -1.9295143316693781}]", "Additional_Threshold_Budget": 0, "Total Trades": 83, "Total P&L %": -30.474534700737898, "Sharpe Ratio": -0.031314056953309626, "Sortino Ratio": -0.04330313647951012, "Calmar Ratio": -0.05962041083844495, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.32380879915571, "% In Market": 24.75929614873838, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.03326628688263467, "Sub1_Sortino": 0.08680498791725347, "Sub1_Trades": 17, "Sub2_Calmar": -0.08379852977480008, "Sub2_Sortino": -0.11250542397397323, "Sub2_Trades": 66, "WFO_Score": 1.9629273351425915, "WFO_Min_Fold": -0.5727274137747052, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.572727, 0.164025, 0.331736, 7.928675]", "OOS_Total Trades": 5, "OOS_Total P&L %": -9.71076716420426, "OOS_Sortino Ratio": -1.9295143316693781, "OOS_Calmar Ratio": -1.5406473584512819, "OOS_Max Drawdown %": -12.559532505694381, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "567eb549fe03a49cbcc631a08f59596d3af1164b63fc60339c50ca49d148335a", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 659.95, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "1f771deb6c0c7d43db7d7122e5a900bcb519f0d33ddd3cc1f3459b90eb96c4cf", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -20.053810544464532, \"dd_pct\": -35.035978348967426, \"calmar\": -0.5727274137747052, \"cagr_pct\": -20.066065268870677, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5243149835208145, \"sortino\": -0.7017415612945909}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.20525284986123, \"dd_pct\": -37.31925055350099, \"calmar\": -0.9438696639896703, \"cagr_pct\": -35.2245084802793, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 22.534246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2896718249675494, \"sortino\": -1.7238474937775932}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 5.619985218553314, \"dd_pct\": -34.287017928131924, \"calmar\": 0.16402536969931356, \"cagr_pct\": 5.623940791548831, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.35616438356165, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3367157834191155, \"sortino\": 0.5027564120711623}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.65617125711273, \"dd_pct\": -22.939854825799998, \"calmar\": 0.3317362645675891, \"cagr_pct\": 7.609981749633674, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 43.79562043795621, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38951415094852354, \"sortino\": 0.5472068830599344}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 56.024627119214074, \"dd_pct\": -7.072073487503616, \"calmar\": 7.928675120078169, \"cagr_pct\": 56.07217310773437, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 23.972602739726025, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.183405186088871, \"sortino\": 3.8358761859070385}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.703035198005182, \"dd_pct\": -21.638627106590448, \"calmar\": -1.9033650898493435, \"cagr_pct\": -41.18620742695197, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 26.32450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.3429993227458743, \"sortino\": -2.9449110590423695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.474534700737898, \"dd_pct\": -72.32380879915571, \"calmar\": -0.05962041083844495, \"cagr_pct\": -4.311975194006804, \"entries\": 83, \"exits\": 83, \"exposure_pct\": 24.75929614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.031314056953309626, \"sortino\": -0.04330313647951012}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -3.9995912242718368, \"dd_pct\": -39.504038977835485, \"calmar\": -0.03326628688263467, \"cagr_pct\": -1.3141526936594574, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 14.729370008873113, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06500500148832936, \"sortino\": 0.08680498791725347}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.577948692193168, \"dd_pct\": -72.32380879915574, \"calmar\": -0.08379852977480008, \"cagr_pct\": -6.060628845083, \"entries\": 66, \"exits\": 66, \"exposure_pct\": 30.75596816976127, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08008689805597947, \"sortino\": -0.11250542397397323}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.71076716420426, \"dd_pct\": -12.559532505694381, \"calmar\": -1.5406473584512819, \"cagr_pct\": -19.34981057828106, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 27.6657060518732, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4421318117049404, \"sortino\": -1.9295143316693781}]", "Additional_Threshold_Budget": 0, "Total Trades": 83, "Total P&L %": -30.474534700737898, "Sharpe Ratio": -0.031314056953309626, "Sortino Ratio": -0.04330313647951012, "Calmar Ratio": -0.05962041083844495, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.32380879915571, "% In Market": 24.75929614873838, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.03326628688263467, "Sub1_Sortino": 0.08680498791725347, "Sub1_Trades": 17, "Sub2_Calmar": -0.08379852977480008, "Sub2_Sortino": -0.11250542397397323, "Sub2_Trades": 66, "WFO_Score": 1.9629273351425915, "WFO_Min_Fold": -0.5727274137747052, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.572727, 0.164025, 0.331736, 7.928675]", "OOS_Total Trades": 5, "OOS_Total P&L %": -9.71076716420426, "OOS_Sortino Ratio": -1.9295143316693781, "OOS_Calmar Ratio": -1.5406473584512819, "OOS_Max Drawdown %": -12.559532505694381, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "567eb549fe03a49cbcc631a08f59596d3af1164b63fc60339c50ca49d148335a", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 660.05, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "96e0b004dad1f93c4d124a0ef4d105b114af071ffba420758483b599f08911ca", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -20.053810544464532, \"dd_pct\": -35.035978348967426, \"calmar\": -0.5727274137747052, \"cagr_pct\": -20.066065268870677, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5243149835208145, \"sortino\": -0.7017415612945909}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.20525284986123, \"dd_pct\": -37.31925055350099, \"calmar\": -0.9438696639896703, \"cagr_pct\": -35.2245084802793, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 22.534246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2896718249675494, \"sortino\": -1.7238474937775932}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 5.619985218553314, \"dd_pct\": -34.287017928131924, \"calmar\": 0.16402536969931356, \"cagr_pct\": 5.623940791548831, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.35616438356165, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3367157834191155, \"sortino\": 0.5027564120711623}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.65617125711273, \"dd_pct\": -22.939854825799998, \"calmar\": 0.3317362645675891, \"cagr_pct\": 7.609981749633674, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 43.79562043795621, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38951415094852354, \"sortino\": 0.5472068830599344}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 56.024627119214074, \"dd_pct\": -7.072073487503616, \"calmar\": 7.928675120078169, \"cagr_pct\": 56.07217310773437, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 23.972602739726025, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.183405186088871, \"sortino\": 3.8358761859070385}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.703035198005182, \"dd_pct\": -21.638627106590448, \"calmar\": -1.9033650898493435, \"cagr_pct\": -41.18620742695197, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 26.32450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.3429993227458743, \"sortino\": -2.9449110590423695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.474534700737898, \"dd_pct\": -72.32380879915571, \"calmar\": -0.05962041083844495, \"cagr_pct\": -4.311975194006804, \"entries\": 83, \"exits\": 83, \"exposure_pct\": 24.75929614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.031314056953309626, \"sortino\": -0.04330313647951012}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -3.9995912242718368, \"dd_pct\": -39.504038977835485, \"calmar\": -0.03326628688263467, \"cagr_pct\": -1.3141526936594574, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 14.729370008873113, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06500500148832936, \"sortino\": 0.08680498791725347}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.577948692193168, \"dd_pct\": -72.32380879915574, \"calmar\": -0.08379852977480008, \"cagr_pct\": -6.060628845083, \"entries\": 66, \"exits\": 66, \"exposure_pct\": 30.75596816976127, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08008689805597947, \"sortino\": -0.11250542397397323}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.71076716420426, \"dd_pct\": -12.559532505694381, \"calmar\": -1.5406473584512819, \"cagr_pct\": -19.34981057828106, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 27.6657060518732, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4421318117049404, \"sortino\": -1.9295143316693781}]", "Additional_Threshold_Budget": 0, "Total Trades": 83, "Total P&L %": -30.474534700737898, "Sharpe Ratio": -0.031314056953309626, "Sortino Ratio": -0.04330313647951012, "Calmar Ratio": -0.05962041083844495, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.32380879915571, "% In Market": 24.75929614873838, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.03326628688263467, "Sub1_Sortino": 0.08680498791725347, "Sub1_Trades": 17, "Sub2_Calmar": -0.08379852977480008, "Sub2_Sortino": -0.11250542397397323, "Sub2_Trades": 66, "WFO_Score": 1.9629273351425915, "WFO_Min_Fold": -0.5727274137747052, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.572727, 0.164025, 0.331736, 7.928675]", "OOS_Total Trades": 5, "OOS_Total P&L %": -9.71076716420426, "OOS_Sortino Ratio": -1.9295143316693781, "OOS_Calmar Ratio": -1.5406473584512819, "OOS_Max Drawdown %": -12.559532505694381, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "567eb549fe03a49cbcc631a08f59596d3af1164b63fc60339c50ca49d148335a", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 661.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "6724ce9edd7324c9e49794d950eab2c5db26f6c4e515c5fa82ab401c37753312", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -20.053810544464532, \"dd_pct\": -35.035978348967426, \"calmar\": -0.5727274137747052, \"cagr_pct\": -20.066065268870677, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5243149835208145, \"sortino\": -0.7017415612945909}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.20525284986123, \"dd_pct\": -37.31925055350099, \"calmar\": -0.9438696639896703, \"cagr_pct\": -35.2245084802793, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 22.534246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2896718249675494, \"sortino\": -1.7238474937775932}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 5.619985218553314, \"dd_pct\": -34.287017928131924, \"calmar\": 0.16402536969931356, \"cagr_pct\": 5.623940791548831, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.35616438356165, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3367157834191155, \"sortino\": 0.5027564120711623}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.65617125711273, \"dd_pct\": -22.939854825799998, \"calmar\": 0.3317362645675891, \"cagr_pct\": 7.609981749633674, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 43.79562043795621, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38951415094852354, \"sortino\": 0.5472068830599344}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 56.024627119214074, \"dd_pct\": -7.072073487503616, \"calmar\": 7.928675120078169, \"cagr_pct\": 56.07217310773437, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 23.972602739726025, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.183405186088871, \"sortino\": 3.8358761859070385}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.703035198005182, \"dd_pct\": -21.638627106590448, \"calmar\": -1.9033650898493435, \"cagr_pct\": -41.18620742695197, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 26.32450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.3429993227458743, \"sortino\": -2.9449110590423695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.474534700737898, \"dd_pct\": -72.32380879915571, \"calmar\": -0.05962041083844495, \"cagr_pct\": -4.311975194006804, \"entries\": 83, \"exits\": 83, \"exposure_pct\": 24.75929614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.031314056953309626, \"sortino\": -0.04330313647951012}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -3.9995912242718368, \"dd_pct\": -39.504038977835485, \"calmar\": -0.03326628688263467, \"cagr_pct\": -1.3141526936594574, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 14.729370008873113, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06500500148832936, \"sortino\": 0.08680498791725347}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.577948692193168, \"dd_pct\": -72.32380879915574, \"calmar\": -0.08379852977480008, \"cagr_pct\": -6.060628845083, \"entries\": 66, \"exits\": 66, \"exposure_pct\": 30.75596816976127, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08008689805597947, \"sortino\": -0.11250542397397323}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -11.098031517473927, \"dd_pct\": -13.58430328411776, \"calmar\": -1.6148303613735278, \"cagr_pct\": -21.936345381299482, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 28.530259365994237, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6617888522218318, \"sortino\": -2.221494204579321}]", "Additional_Threshold_Budget": 0, "Total Trades": 83, "Total P&L %": -30.474534700737898, "Sharpe Ratio": -0.031314056953309626, "Sortino Ratio": -0.04330313647951012, "Calmar Ratio": -0.05962041083844495, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.32380879915571, "% In Market": 24.75929614873838, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.03326628688263467, "Sub1_Sortino": 0.08680498791725347, "Sub1_Trades": 17, "Sub2_Calmar": -0.08379852977480008, "Sub2_Sortino": -0.11250542397397323, "Sub2_Trades": 66, "WFO_Score": 1.9629273351425915, "WFO_Min_Fold": -0.5727274137747052, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.572727, 0.164025, 0.331736, 7.928675]", "OOS_Total Trades": 5, "OOS_Total P&L %": -11.098031517473927, "OOS_Sortino Ratio": -2.221494204579321, "OOS_Calmar Ratio": -1.6148303613735278, "OOS_Max Drawdown %": -13.58430328411776, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "567eb549fe03a49cbcc631a08f59596d3af1164b63fc60339c50ca49d148335a", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 660.0, "i_long_exit_activation_confirmation_threshold": -381.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "c9357eda8fbc973c8171fecb52c1b7009f514ce95d5a84b443b37072b718c6b7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -20.053810544464532, \"dd_pct\": -35.035978348967426, \"calmar\": -0.5727274137747052, \"cagr_pct\": -20.066065268870677, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5243149835208145, \"sortino\": -0.7017415612945909}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.20525284986123, \"dd_pct\": -37.31925055350099, \"calmar\": -0.9438696639896703, \"cagr_pct\": -35.2245084802793, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 22.534246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2896718249675494, \"sortino\": -1.7238474937775932}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 5.619985218553314, \"dd_pct\": -34.287017928131924, \"calmar\": 0.16402536969931356, \"cagr_pct\": 5.623940791548831, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.35616438356165, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3367157834191155, \"sortino\": 0.5027564120711623}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.65617125711273, \"dd_pct\": -22.939854825799998, \"calmar\": 0.3317362645675891, \"cagr_pct\": 7.609981749633674, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 43.79562043795621, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38951415094852354, \"sortino\": 0.5472068830599344}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 56.024627119214074, \"dd_pct\": -7.072073487503616, \"calmar\": 7.928675120078169, \"cagr_pct\": 56.07217310773437, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 23.972602739726025, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.183405186088871, \"sortino\": 3.8358761859070385}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.703035198005182, \"dd_pct\": -21.638627106590448, \"calmar\": -1.9033650898493435, \"cagr_pct\": -41.18620742695197, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 26.32450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.3429993227458743, \"sortino\": -2.9449110590423695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.474534700737898, \"dd_pct\": -72.32380879915571, \"calmar\": -0.05962041083844495, \"cagr_pct\": -4.311975194006804, \"entries\": 83, \"exits\": 83, \"exposure_pct\": 24.75929614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.031314056953309626, \"sortino\": -0.04330313647951012}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -3.9995912242718368, \"dd_pct\": -39.504038977835485, \"calmar\": -0.03326628688263467, \"cagr_pct\": -1.3141526936594574, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 14.729370008873113, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06500500148832936, \"sortino\": 0.08680498791725347}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.577948692193168, \"dd_pct\": -72.32380879915574, \"calmar\": -0.08379852977480008, \"cagr_pct\": -6.060628845083, \"entries\": 66, \"exits\": 66, \"exposure_pct\": 30.75596816976127, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08008689805597947, \"sortino\": -0.11250542397397323}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.71076716420426, \"dd_pct\": -12.559532505694381, \"calmar\": -1.5406473584512819, \"cagr_pct\": -19.34981057828106, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 27.6657060518732, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4421318117049404, \"sortino\": -1.9295143316693781}]", "Additional_Threshold_Budget": 0, "Total Trades": 83, "Total P&L %": -30.474534700737898, "Sharpe Ratio": -0.031314056953309626, "Sortino Ratio": -0.04330313647951012, "Calmar Ratio": -0.05962041083844495, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.32380879915571, "% In Market": 24.75929614873838, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.03326628688263467, "Sub1_Sortino": 0.08680498791725347, "Sub1_Trades": 17, "Sub2_Calmar": -0.08379852977480008, "Sub2_Sortino": -0.11250542397397323, "Sub2_Trades": 66, "WFO_Score": 1.9629273351425915, "WFO_Min_Fold": -0.5727274137747052, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.572727, 0.164025, 0.331736, 7.928675]", "OOS_Total Trades": 5, "OOS_Total P&L %": -9.71076716420426, "OOS_Sortino Ratio": -1.9295143316693781, "OOS_Calmar Ratio": -1.5406473584512819, "OOS_Max Drawdown %": -12.559532505694381, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "567eb549fe03a49cbcc631a08f59596d3af1164b63fc60339c50ca49d148335a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 660.0, "i_long_exit_activation_confirmation_threshold": -380.05, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "4448f68c9052a0662de2d9eb45b863d45e96d3d2581032107320b3798e9dd539", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -20.053810544464532, \"dd_pct\": -35.035978348967426, \"calmar\": -0.5727274137747052, \"cagr_pct\": -20.066065268870677, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5243149835208145, \"sortino\": -0.7017415612945909}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.20525284986123, \"dd_pct\": -37.31925055350099, \"calmar\": -0.9438696639896703, \"cagr_pct\": -35.2245084802793, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 22.534246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2896718249675494, \"sortino\": -1.7238474937775932}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 5.619985218553314, \"dd_pct\": -34.287017928131924, \"calmar\": 0.16402536969931356, \"cagr_pct\": 5.623940791548831, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.35616438356165, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3367157834191155, \"sortino\": 0.5027564120711623}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.65617125711273, \"dd_pct\": -22.939854825799998, \"calmar\": 0.3317362645675891, \"cagr_pct\": 7.609981749633674, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 43.79562043795621, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38951415094852354, \"sortino\": 0.5472068830599344}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 56.024627119214074, \"dd_pct\": -7.072073487503616, \"calmar\": 7.928675120078169, \"cagr_pct\": 56.07217310773437, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 23.972602739726025, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.183405186088871, \"sortino\": 3.8358761859070385}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.703035198005182, \"dd_pct\": -21.638627106590448, \"calmar\": -1.9033650898493435, \"cagr_pct\": -41.18620742695197, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 26.32450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.3429993227458743, \"sortino\": -2.9449110590423695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.474534700737898, \"dd_pct\": -72.32380879915571, \"calmar\": -0.05962041083844495, \"cagr_pct\": -4.311975194006804, \"entries\": 83, \"exits\": 83, \"exposure_pct\": 24.75929614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.031314056953309626, \"sortino\": -0.04330313647951012}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -3.9995912242718368, \"dd_pct\": -39.504038977835485, \"calmar\": -0.03326628688263467, \"cagr_pct\": -1.3141526936594574, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 14.729370008873113, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06500500148832936, \"sortino\": 0.08680498791725347}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.577948692193168, \"dd_pct\": -72.32380879915574, \"calmar\": -0.08379852977480008, \"cagr_pct\": -6.060628845083, \"entries\": 66, \"exits\": 66, \"exposure_pct\": 30.75596816976127, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08008689805597947, \"sortino\": -0.11250542397397323}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.71076716420426, \"dd_pct\": -12.559532505694381, \"calmar\": -1.5406473584512819, \"cagr_pct\": -19.34981057828106, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 27.6657060518732, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4421318117049404, \"sortino\": -1.9295143316693781}]", "Additional_Threshold_Budget": 0, "Total Trades": 83, "Total P&L %": -30.474534700737898, "Sharpe Ratio": -0.031314056953309626, "Sortino Ratio": -0.04330313647951012, "Calmar Ratio": -0.05962041083844495, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.32380879915571, "% In Market": 24.75929614873838, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.03326628688263467, "Sub1_Sortino": 0.08680498791725347, "Sub1_Trades": 17, "Sub2_Calmar": -0.08379852977480008, "Sub2_Sortino": -0.11250542397397323, "Sub2_Trades": 66, "WFO_Score": 1.9629273351425915, "WFO_Min_Fold": -0.5727274137747052, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.572727, 0.164025, 0.331736, 7.928675]", "OOS_Total Trades": 5, "OOS_Total P&L %": -9.71076716420426, "OOS_Sortino Ratio": -1.9295143316693781, "OOS_Calmar Ratio": -1.5406473584512819, "OOS_Max Drawdown %": -12.559532505694381, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "567eb549fe03a49cbcc631a08f59596d3af1164b63fc60339c50ca49d148335a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 660.0, "i_long_exit_activation_confirmation_threshold": -379.95, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "310a89f4782ac10fdeb3fbe9e075b0a0f794b316c2662983e945add9f9e720f7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -20.053810544464532, \"dd_pct\": -35.035978348967426, \"calmar\": -0.5727274137747052, \"cagr_pct\": -20.066065268870677, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5243149835208145, \"sortino\": -0.7017415612945909}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.20525284986123, \"dd_pct\": -37.31925055350099, \"calmar\": -0.9438696639896703, \"cagr_pct\": -35.2245084802793, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 22.534246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2896718249675494, \"sortino\": -1.7238474937775932}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 5.619985218553314, \"dd_pct\": -34.287017928131924, \"calmar\": 0.16402536969931356, \"cagr_pct\": 5.623940791548831, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.35616438356165, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3367157834191155, \"sortino\": 0.5027564120711623}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.65617125711273, \"dd_pct\": -22.939854825799998, \"calmar\": 0.3317362645675891, \"cagr_pct\": 7.609981749633674, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 43.79562043795621, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38951415094852354, \"sortino\": 0.5472068830599344}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 56.024627119214074, \"dd_pct\": -7.072073487503616, \"calmar\": 7.928675120078169, \"cagr_pct\": 56.07217310773437, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 23.972602739726025, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.183405186088871, \"sortino\": 3.8358761859070385}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.703035198005182, \"dd_pct\": -21.638627106590448, \"calmar\": -1.9033650898493435, \"cagr_pct\": -41.18620742695197, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 26.32450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.3429993227458743, \"sortino\": -2.9449110590423695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.474534700737898, \"dd_pct\": -72.32380879915571, \"calmar\": -0.05962041083844495, \"cagr_pct\": -4.311975194006804, \"entries\": 83, \"exits\": 83, \"exposure_pct\": 24.75929614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.031314056953309626, \"sortino\": -0.04330313647951012}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -3.9995912242718368, \"dd_pct\": -39.504038977835485, \"calmar\": -0.03326628688263467, \"cagr_pct\": -1.3141526936594574, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 14.729370008873113, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06500500148832936, \"sortino\": 0.08680498791725347}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.577948692193168, \"dd_pct\": -72.32380879915574, \"calmar\": -0.08379852977480008, \"cagr_pct\": -6.060628845083, \"entries\": 66, \"exits\": 66, \"exposure_pct\": 30.75596816976127, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08008689805597947, \"sortino\": -0.11250542397397323}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.71076716420426, \"dd_pct\": -12.559532505694381, \"calmar\": -1.5406473584512819, \"cagr_pct\": -19.34981057828106, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 27.6657060518732, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4421318117049404, \"sortino\": -1.9295143316693781}]", "Additional_Threshold_Budget": 0, "Total Trades": 83, "Total P&L %": -30.474534700737898, "Sharpe Ratio": -0.031314056953309626, "Sortino Ratio": -0.04330313647951012, "Calmar Ratio": -0.05962041083844495, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.32380879915571, "% In Market": 24.75929614873838, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.03326628688263467, "Sub1_Sortino": 0.08680498791725347, "Sub1_Trades": 17, "Sub2_Calmar": -0.08379852977480008, "Sub2_Sortino": -0.11250542397397323, "Sub2_Trades": 66, "WFO_Score": 1.9629273351425915, "WFO_Min_Fold": -0.5727274137747052, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.572727, 0.164025, 0.331736, 7.928675]", "OOS_Total Trades": 5, "OOS_Total P&L %": -9.71076716420426, "OOS_Sortino Ratio": -1.9295143316693781, "OOS_Calmar Ratio": -1.5406473584512819, "OOS_Max Drawdown %": -12.559532505694381, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "567eb549fe03a49cbcc631a08f59596d3af1164b63fc60339c50ca49d148335a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 660.0, "i_long_exit_activation_confirmation_threshold": -379.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "d6d4df7eda713ffd9e9bc1630ae83f3a24404fe308f915015ad35c859872d2b0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -20.053810544464532, \"dd_pct\": -35.035978348967426, \"calmar\": -0.5727274137747052, \"cagr_pct\": -20.066065268870677, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.205479452054796, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5243149835208145, \"sortino\": -0.7017415612945909}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.20525284986123, \"dd_pct\": -37.31925055350099, \"calmar\": -0.9438696639896703, \"cagr_pct\": -35.2245084802793, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 22.534246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2896718249675494, \"sortino\": -1.7238474937775932}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 5.619985218553314, \"dd_pct\": -34.287017928131924, \"calmar\": 0.16402536969931356, \"cagr_pct\": 5.623940791548831, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.35616438356165, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3367157834191155, \"sortino\": 0.5027564120711623}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.65617125711273, \"dd_pct\": -22.939854825799998, \"calmar\": 0.3317362645675891, \"cagr_pct\": 7.609981749633674, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 43.79562043795621, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38951415094852354, \"sortino\": 0.5472068830599344}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 56.024627119214074, \"dd_pct\": -7.072073487503616, \"calmar\": 7.928675120078169, \"cagr_pct\": 56.07217310773437, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 23.972602739726025, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.183405186088871, \"sortino\": 3.8358761859070385}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -19.703035198005182, \"dd_pct\": -21.638627106590448, \"calmar\": -1.9033650898493435, \"cagr_pct\": -41.18620742695197, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 26.32450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.3429993227458743, \"sortino\": -2.9449110590423695}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.474534700737898, \"dd_pct\": -72.32380879915571, \"calmar\": -0.05962041083844495, \"cagr_pct\": -4.311975194006804, \"entries\": 83, \"exits\": 83, \"exposure_pct\": 24.75929614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.031314056953309626, \"sortino\": -0.04330313647951012}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -3.9995912242718368, \"dd_pct\": -39.504038977835485, \"calmar\": -0.03326628688263467, \"cagr_pct\": -1.3141526936594574, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 14.729370008873113, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06500500148832936, \"sortino\": 0.08680498791725347}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.577948692193168, \"dd_pct\": -72.32380879915574, \"calmar\": -0.08379852977480008, \"cagr_pct\": -6.060628845083, \"entries\": 66, \"exits\": 66, \"exposure_pct\": 30.75596816976127, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08008689805597947, \"sortino\": -0.11250542397397323}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -9.71076716420426, \"dd_pct\": -12.559532505694381, \"calmar\": -1.5406473584512819, \"cagr_pct\": -19.34981057828106, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 27.6657060518732, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4421318117049404, \"sortino\": -1.9295143316693781}]", "Additional_Threshold_Budget": 0, "Total Trades": 83, "Total P&L %": -30.474534700737898, "Sharpe Ratio": -0.031314056953309626, "Sortino Ratio": -0.04330313647951012, "Calmar Ratio": -0.05962041083844495, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.32380879915571, "% In Market": 24.75929614873838, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.03326628688263467, "Sub1_Sortino": 0.08680498791725347, "Sub1_Trades": 17, "Sub2_Calmar": -0.08379852977480008, "Sub2_Sortino": -0.11250542397397323, "Sub2_Trades": 66, "WFO_Score": 1.9629273351425915, "WFO_Min_Fold": -0.5727274137747052, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.572727, 0.164025, 0.331736, 7.928675]", "OOS_Total Trades": 5, "OOS_Total P&L %": -9.71076716420426, "OOS_Sortino Ratio": -1.9295143316693781, "OOS_Calmar Ratio": -1.5406473584512819, "OOS_Max Drawdown %": -12.559532505694381, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "567eb549fe03a49cbcc631a08f59596d3af1164b63fc60339c50ca49d148335a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -440.0, "i_long_exit_activation_threshold": -280.0, "i_long_exit_activation_confirmation_threshold": 670.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "e464b0bed5fff49e9255537888c1bf5097b786d7ac4d004059f2687da235ca94", "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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.012065441552355997, \"cagr_pct\": -0.012575450816977097, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.005980037533439433, \"sortino\": -0.007675645882778276}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0014621944004814637, \"cagr_pct\": -0.0015240017274397567, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.06640106241699867, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0020823494369565936, \"sortino\": -0.0026719841569503564}, {\"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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0023363975966683983, \"cagr_pct\": -0.0024351577137323843, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.10610079575596816, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.002632174280080904, \"sortino\": -0.003377580318034657}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.012566843930861271, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.0422702528049221, "% In Market": 0.06640106241699867, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ff31ec51795701c1024cacf2f4c42dada16ce72b18c29c45937c1cc878b7359e", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -441.0, "i_long_exit_activation_threshold": -280.0, "i_long_exit_activation_confirmation_threshold": 670.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "0ace06d14c174ea12b5a5613c40219e587cf48a78ad0d5c2183ffaaada55fbcd", "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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.012065441552355997, \"cagr_pct\": -0.012575450816977097, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.005980037533439433, \"sortino\": -0.007675645882778276}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0014621944004814637, \"cagr_pct\": -0.0015240017274397567, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.06640106241699867, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0020823494369565936, \"sortino\": -0.0026719841569503564}, {\"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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0023363975966683983, \"cagr_pct\": -0.0024351577137323843, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.10610079575596816, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.002632174280080904, \"sortino\": -0.003377580318034657}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.012566843930861271, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.0422702528049221, "% In Market": 0.06640106241699867, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ff31ec51795701c1024cacf2f4c42dada16ce72b18c29c45937c1cc878b7359e", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -440.05, "i_long_exit_activation_threshold": -280.0, "i_long_exit_activation_confirmation_threshold": 670.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "5ad87760806dc6f63c8cc09af6b8d115ffc7b6025268772aec4d8cdf184c68f6", "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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.012065441552355997, \"cagr_pct\": -0.012575450816977097, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.005980037533439433, \"sortino\": -0.007675645882778276}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0014621944004814637, \"cagr_pct\": -0.0015240017274397567, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.06640106241699867, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0020823494369565936, \"sortino\": -0.0026719841569503564}, {\"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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0023363975966683983, \"cagr_pct\": -0.0024351577137323843, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.10610079575596816, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.002632174280080904, \"sortino\": -0.003377580318034657}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.012566843930861271, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.0422702528049221, "% In Market": 0.06640106241699867, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ff31ec51795701c1024cacf2f4c42dada16ce72b18c29c45937c1cc878b7359e", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -439.95, "i_long_exit_activation_threshold": -280.0, "i_long_exit_activation_confirmation_threshold": 670.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "670db2aa578627cfe25d199b1f9d9eb5ce930799e185950dd77283199f60ffe1", "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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.012065441552355997, \"cagr_pct\": -0.012575450816977097, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.005980037533439433, \"sortino\": -0.007675645882778276}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0014621944004814637, \"cagr_pct\": -0.0015240017274397567, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.06640106241699867, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0020823494369565936, \"sortino\": -0.0026719841569503564}, {\"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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0023363975966683983, \"cagr_pct\": -0.0024351577137323843, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.10610079575596816, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.002632174280080904, \"sortino\": -0.003377580318034657}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.012566843930861271, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.0422702528049221, "% In Market": 0.06640106241699867, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ff31ec51795701c1024cacf2f4c42dada16ce72b18c29c45937c1cc878b7359e", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -439.0, "i_long_exit_activation_threshold": -280.0, "i_long_exit_activation_confirmation_threshold": 670.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "1d56c264dac620c341c5f96367de11a99ef0fa4ffb27711b1402e2e10d90cb18", "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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.012065441552355997, \"cagr_pct\": -0.012575450816977097, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.005980037533439433, \"sortino\": -0.007675645882778276}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0014621944004814637, \"cagr_pct\": -0.0015240017274397567, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.06640106241699867, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0020823494369565936, \"sortino\": -0.0026719841569503564}, {\"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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0023363975966683983, \"cagr_pct\": -0.0024351577137323843, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.10610079575596816, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.002632174280080904, \"sortino\": -0.003377580318034657}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.012566843930861271, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.0422702528049221, "% In Market": 0.06640106241699867, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ff31ec51795701c1024cacf2f4c42dada16ce72b18c29c45937c1cc878b7359e", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -440.0, "i_long_exit_activation_threshold": -281.0, "i_long_exit_activation_confirmation_threshold": 670.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "9ebf3ac31843dc6175c583ead5c5e6d5d7d2eea37523a3a6c647cadb19c1be4d", "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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.012065441552355997, \"cagr_pct\": -0.012575450816977097, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.005980037533439433, \"sortino\": -0.007675645882778276}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0014621944004814637, \"cagr_pct\": -0.0015240017274397567, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.06640106241699867, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0020823494369565936, \"sortino\": -0.0026719841569503564}, {\"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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0023363975966683983, \"cagr_pct\": -0.0024351577137323843, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.10610079575596816, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.002632174280080904, \"sortino\": -0.003377580318034657}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.012566843930861271, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.0422702528049221, "% In Market": 0.06640106241699867, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ff31ec51795701c1024cacf2f4c42dada16ce72b18c29c45937c1cc878b7359e", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -440.0, "i_long_exit_activation_threshold": -280.05, "i_long_exit_activation_confirmation_threshold": 670.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "460524b6a2e1fed30bb0fda9f456ed256c24f319141809de9df9d4f08b9d9327", "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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.012065441552355997, \"cagr_pct\": -0.012575450816977097, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.005980037533439433, \"sortino\": -0.007675645882778276}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0014621944004814637, \"cagr_pct\": -0.0015240017274397567, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.06640106241699867, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0020823494369565936, \"sortino\": -0.0026719841569503564}, {\"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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0023363975966683983, \"cagr_pct\": -0.0024351577137323843, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.10610079575596816, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.002632174280080904, \"sortino\": -0.003377580318034657}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.012566843930861271, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.0422702528049221, "% In Market": 0.06640106241699867, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ff31ec51795701c1024cacf2f4c42dada16ce72b18c29c45937c1cc878b7359e", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -440.0, "i_long_exit_activation_threshold": -279.95, "i_long_exit_activation_confirmation_threshold": 670.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "5bd966803e57c753e7bd4b7e4b106c4c67ae43096a58951abe3b6195183f9787", "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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.012065441552355997, \"cagr_pct\": -0.012575450816977097, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.005980037533439433, \"sortino\": -0.007675645882778276}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0014621944004814637, \"cagr_pct\": -0.0015240017274397567, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.06640106241699867, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0020823494369565936, \"sortino\": -0.0026719841569503564}, {\"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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0023363975966683983, \"cagr_pct\": -0.0024351577137323843, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.10610079575596816, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.002632174280080904, \"sortino\": -0.003377580318034657}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.012566843930861271, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.0422702528049221, "% In Market": 0.06640106241699867, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ff31ec51795701c1024cacf2f4c42dada16ce72b18c29c45937c1cc878b7359e", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -440.0, "i_long_exit_activation_threshold": -279.0, "i_long_exit_activation_confirmation_threshold": 670.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "07f9e31a009df775d515bf5d93013ee0b10b740e6431a8dee4e9ee6b898b6ee4", "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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.012065441552355997, \"cagr_pct\": -0.012575450816977097, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.005980037533439433, \"sortino\": -0.007675645882778276}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0014621944004814637, \"cagr_pct\": -0.0015240017274397567, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.06640106241699867, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0020823494369565936, \"sortino\": -0.0026719841569503564}, {\"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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0023363975966683983, \"cagr_pct\": -0.0024351577137323843, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.10610079575596816, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.002632174280080904, \"sortino\": -0.003377580318034657}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.012566843930861271, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.0422702528049221, "% In Market": 0.06640106241699867, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ff31ec51795701c1024cacf2f4c42dada16ce72b18c29c45937c1cc878b7359e", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -440.0, "i_long_exit_activation_threshold": -280.0, "i_long_exit_activation_confirmation_threshold": 669.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "7c1517e52f0387924ab8523aca475bf727093b27818c0ae586da5034842e7bca", "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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.012065441552355997, \"cagr_pct\": -0.012575450816977097, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.005980037533439433, \"sortino\": -0.007675645882778276}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0014621944004814637, \"cagr_pct\": -0.0015240017274397567, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.06640106241699867, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0020823494369565936, \"sortino\": -0.0026719841569503564}, {\"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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0023363975966683983, \"cagr_pct\": -0.0024351577137323843, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.10610079575596816, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.002632174280080904, \"sortino\": -0.003377580318034657}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.012566843930861271, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.0422702528049221, "% In Market": 0.06640106241699867, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ff31ec51795701c1024cacf2f4c42dada16ce72b18c29c45937c1cc878b7359e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -440.0, "i_long_exit_activation_threshold": -280.0, "i_long_exit_activation_confirmation_threshold": 669.95, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "4a7a6b12aecf8dc39ee2cb77c194debf1d9fb86c2ed1c196e9a0548ec38d2520", "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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.012065441552355997, \"cagr_pct\": -0.012575450816977097, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.005980037533439433, \"sortino\": -0.007675645882778276}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0014621944004814637, \"cagr_pct\": -0.0015240017274397567, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.06640106241699867, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0020823494369565936, \"sortino\": -0.0026719841569503564}, {\"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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0023363975966683983, \"cagr_pct\": -0.0024351577137323843, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.10610079575596816, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.002632174280080904, \"sortino\": -0.003377580318034657}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.012566843930861271, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.0422702528049221, "% In Market": 0.06640106241699867, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ff31ec51795701c1024cacf2f4c42dada16ce72b18c29c45937c1cc878b7359e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -440.0, "i_long_exit_activation_threshold": -280.0, "i_long_exit_activation_confirmation_threshold": 670.05, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "c223c29adec3fca4cf5f61f465e84c83ad9a19ab5b25e8ca259bcff1de55ce75", "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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.012065441552355997, \"cagr_pct\": -0.012575450816977097, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.005980037533439433, \"sortino\": -0.007675645882778276}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0014621944004814637, \"cagr_pct\": -0.0015240017274397567, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.06640106241699867, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0020823494369565936, \"sortino\": -0.0026719841569503564}, {\"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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0023363975966683983, \"cagr_pct\": -0.0024351577137323843, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.10610079575596816, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.002632174280080904, \"sortino\": -0.003377580318034657}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.012566843930861271, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.0422702528049221, "% In Market": 0.06640106241699867, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ff31ec51795701c1024cacf2f4c42dada16ce72b18c29c45937c1cc878b7359e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -440.0, "i_long_exit_activation_threshold": -280.0, "i_long_exit_activation_confirmation_threshold": 671.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "dfa2e040597a3616deb6b58e3071e01b33f3857a01e56ebe7419faf9c6a6b576", "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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.012065441552355997, \"cagr_pct\": -0.012575450816977097, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.547945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.005980037533439433, \"sortino\": -0.007675645882778276}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0014621944004814637, \"cagr_pct\": -0.0015240017274397567, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.06640106241699867, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0020823494369565936, \"sortino\": -0.0026719841569503564}, {\"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\": -0.012566843930861271, \"dd_pct\": -1.0422702528049221, \"calmar\": -0.0023363975966683983, \"cagr_pct\": -0.0024351577137323843, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.10610079575596816, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.002632174280080904, \"sortino\": -0.003377580318034657}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -0.012566843930861271, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.0422702528049221, "% In Market": 0.06640106241699867, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ff31ec51795701c1024cacf2f4c42dada16ce72b18c29c45937c1cc878b7359e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 740.0, "i_long_exit_activation_confirmation_threshold": 300.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "1e4e2b41577af60610a7df942fd9781639639e0353f16c2c786b9ce4cb812d85", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.60025024351698, \"dd_pct\": -54.940248731258514, \"calmar\": -0.10200129444703845, \"cagr_pct\": -5.60397648783063, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 73.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2907273626832494, \"sortino\": 0.41626706938667535}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -16.57193000506606, \"dd_pct\": -30.460549010035965, \"calmar\": -0.5443855507747315, \"cagr_pct\": -16.58228274972913, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 42.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.35595892924311, \"sortino\": -0.4972704089812542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 101.99936072303916, \"dd_pct\": -20.991038102113546, \"calmar\": 4.86382144523916, \"cagr_pct\": 102.09666127889219, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 76.43835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0941754239838803, \"sortino\": 3.4107829570216985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.2138400789602, \"dd_pct\": -34.727508404202844, \"calmar\": -0.7128363634182286, \"cagr_pct\": -24.755030801427928, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 62.59124087591241, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4305465113189015, \"sortino\": -0.5936511039256117}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.125420728402084, \"dd_pct\": -27.942759504089643, \"calmar\": 0.5058823691118234, \"cagr_pct\": 14.135749377450788, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 67.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5403565661816558, \"sortino\": 0.8018901425386338}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.41431717936089, \"dd_pct\": -44.506083973424296, \"calmar\": -1.6046735954523215, \"cagr_pct\": -71.4177377891377, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 68.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.839665402638859, \"sortino\": -3.66126853729518}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 107.79860719516536, \"dd_pct\": -79.7703114839432, \"calmar\": 0.11626533324078724, \"cagr_pct\": 9.274521847402054, \"entries\": 187, \"exits\": 186, \"exposure_pct\": 68.6503984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.437461612759928, \"sortino\": 0.6337398481574186}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.76521645900317, \"dd_pct\": -79.7703114839432, \"calmar\": 0.40623537603042414, \"cagr_pct\": 32.40552248174372, \"entries\": 38, \"exits\": 37, \"exposure_pct\": 75.02218278615794, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7522565424848665, \"sortino\": 1.097605207834957}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -12.60344541145435, \"dd_pct\": -67.53893828541737, \"calmar\": -0.038148944586253015, \"cagr_pct\": -2.5765392140647494, \"entries\": 149, \"exits\": 149, \"exposure_pct\": 64.84084880636604, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.1805580001433858, \"sortino\": 0.25931145935051336}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.6052792723751708, \"dd_pct\": -29.793298897596333, \"calmar\": 0.11443539908358227, \"cagr_pct\": 3.409408049362888, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 81.98847262247838, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2749799522348946, \"sortino\": 0.4112175037233929}]", "Additional_Threshold_Budget": 0, "Total Trades": 187, "Total P&L %": 107.79860719516536, "Sharpe Ratio": 0.437461612759928, "Sortino Ratio": 0.6337398481574186, "Calmar Ratio": 0.11626533324078724, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.7703114839432, "% In Market": 68.6503984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.40623537603042414, "Sub1_Sortino": 1.097605207834957, "Sub1_Trades": 38, "Sub2_Calmar": -0.038148944586253015, "Sub2_Sortino": 0.25931145935051336, "Sub2_Trades": 149, "WFO_Score": 0.40096783504311057, "WFO_Min_Fold": -1.6046735954523215, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.102001, -0.544386, 4.863821, -0.712836, 0.505882, -1.604674]", "OOS_Total Trades": 12, "OOS_Total P&L %": 1.6052792723751708, "OOS_Sortino Ratio": 0.4112175037233929, "OOS_Calmar Ratio": 0.11443539908358227, "OOS_Max Drawdown %": -29.793298897596333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0e38de0e8cc5c5712177dc850dd09e1aed938a35d3b02047e5ea9cac2d008cd9", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 319.0, "i_long_exit_activation_threshold": 740.0, "i_long_exit_activation_confirmation_threshold": 300.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "107df17c44d63a066eaaee341fc0fc93708b9ee506b1752a20738ea1ff2c3443", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.60025024351698, \"dd_pct\": -54.940248731258514, \"calmar\": -0.10200129444703845, \"cagr_pct\": -5.60397648783063, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 73.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2907273626832494, \"sortino\": 0.41626706938667535}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -15.258893028901676, \"dd_pct\": -30.460549010035965, \"calmar\": -0.5012549981503431, \"cagr_pct\": -15.268502437684015, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 36.986301369863014, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.32270898239684537, \"sortino\": -0.4513560567641498}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 101.99936072303916, \"dd_pct\": -20.991038102113546, \"calmar\": 4.86382144523916, \"cagr_pct\": 102.09666127889219, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 76.43835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0941754239838803, \"sortino\": 3.4107829570216985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.2138400789602, \"dd_pct\": -34.727508404202844, \"calmar\": -0.7128363634182286, \"cagr_pct\": -24.755030801427928, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 62.59124087591241, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4305465113189015, \"sortino\": -0.5936511039256117}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.125420728402084, \"dd_pct\": -27.942759504089643, \"calmar\": 0.5058823691118234, \"cagr_pct\": 14.135749377450788, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 67.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5403565661816558, \"sortino\": 0.8018901425386338}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.41431717936089, \"dd_pct\": -44.506083973424296, \"calmar\": -1.6046735954523215, \"cagr_pct\": -71.4177377891377, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 68.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.839665402638859, \"sortino\": -3.66126853729518}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 111.06905627614366, \"dd_pct\": -79.7703114839432, \"calmar\": 0.1188618643673223, \"cagr_pct\": 9.481647944143509, \"entries\": 187, \"exits\": 186, \"exposure_pct\": 68.03618857901726, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4407580407603337, \"sortino\": 0.6385914153292476}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.76521645900317, \"dd_pct\": -79.7703114839432, \"calmar\": 0.40623537603042414, \"cagr_pct\": 32.40552248174372, \"entries\": 38, \"exits\": 37, \"exposure_pct\": 75.02218278615794, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7522565424848665, \"sortino\": 1.097605207834957}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -11.227950236136397, \"dd_pct\": -67.53893828541737, \"calmar\": -0.033777602497059404, \"cagr_pct\": -2.281303410478255, \"entries\": 149, \"exits\": 149, \"exposure_pct\": 63.85941644562334, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.18643237852633676, \"sortino\": 0.2678098428854265}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.6052792723751708, \"dd_pct\": -29.793298897596333, \"calmar\": 0.11443539908358227, \"cagr_pct\": 3.409408049362888, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 81.98847262247838, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2749799522348946, \"sortino\": 0.4112175037233929}]", "Additional_Threshold_Budget": 0, "Total Trades": 187, "Total P&L %": 111.06905627614366, "Sharpe Ratio": 0.4407580407603337, "Sortino Ratio": 0.6385914153292476, "Calmar Ratio": 0.1188618643673223, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.7703114839432, "% In Market": 68.03618857901726, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.40623537603042414, "Sub1_Sortino": 1.097605207834957, "Sub1_Trades": 38, "Sub2_Calmar": -0.033777602497059404, "Sub2_Sortino": 0.2678098428854265, "Sub2_Trades": 149, "WFO_Score": 0.4081562604805085, "WFO_Min_Fold": -1.6046735954523215, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.102001, -0.501255, 4.863821, -0.712836, 0.505882, -1.604674]", "OOS_Total Trades": 12, "OOS_Total P&L %": 1.6052792723751708, "OOS_Sortino Ratio": 0.4112175037233929, "OOS_Calmar Ratio": 0.11443539908358227, "OOS_Max Drawdown %": -29.793298897596333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 39, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0e38de0e8cc5c5712177dc850dd09e1aed938a35d3b02047e5ea9cac2d008cd9", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 319.95, "i_long_exit_activation_threshold": 740.0, "i_long_exit_activation_confirmation_threshold": 300.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "4d3dc68a7c54a5440d6004ef29ccb8314d15167cdbed19fda974fb9dcbdb472b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.60025024351698, \"dd_pct\": -54.940248731258514, \"calmar\": -0.10200129444703845, \"cagr_pct\": -5.60397648783063, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 73.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2907273626832494, \"sortino\": 0.41626706938667535}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -16.57193000506606, \"dd_pct\": -30.460549010035965, \"calmar\": -0.5443855507747315, \"cagr_pct\": -16.58228274972913, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 42.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.35595892924311, \"sortino\": -0.4972704089812542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 101.99936072303916, \"dd_pct\": -20.991038102113546, \"calmar\": 4.86382144523916, \"cagr_pct\": 102.09666127889219, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 76.43835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0941754239838803, \"sortino\": 3.4107829570216985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.2138400789602, \"dd_pct\": -34.727508404202844, \"calmar\": -0.7128363634182286, \"cagr_pct\": -24.755030801427928, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 62.59124087591241, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4305465113189015, \"sortino\": -0.5936511039256117}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.125420728402084, \"dd_pct\": -27.942759504089643, \"calmar\": 0.5058823691118234, \"cagr_pct\": 14.135749377450788, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 67.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5403565661816558, \"sortino\": 0.8018901425386338}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.41431717936089, \"dd_pct\": -44.506083973424296, \"calmar\": -1.6046735954523215, \"cagr_pct\": -71.4177377891377, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 68.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.839665402638859, \"sortino\": -3.66126853729518}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 107.79860719516536, \"dd_pct\": -79.7703114839432, \"calmar\": 0.11626533324078724, \"cagr_pct\": 9.274521847402054, \"entries\": 187, \"exits\": 186, \"exposure_pct\": 68.6503984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.437461612759928, \"sortino\": 0.6337398481574186}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.76521645900317, \"dd_pct\": -79.7703114839432, \"calmar\": 0.40623537603042414, \"cagr_pct\": 32.40552248174372, \"entries\": 38, \"exits\": 37, \"exposure_pct\": 75.02218278615794, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7522565424848665, \"sortino\": 1.097605207834957}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -12.60344541145435, \"dd_pct\": -67.53893828541737, \"calmar\": -0.038148944586253015, \"cagr_pct\": -2.5765392140647494, \"entries\": 149, \"exits\": 149, \"exposure_pct\": 64.84084880636604, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.1805580001433858, \"sortino\": 0.25931145935051336}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.6052792723751708, \"dd_pct\": -29.793298897596333, \"calmar\": 0.11443539908358227, \"cagr_pct\": 3.409408049362888, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 81.98847262247838, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2749799522348946, \"sortino\": 0.4112175037233929}]", "Additional_Threshold_Budget": 0, "Total Trades": 187, "Total P&L %": 107.79860719516536, "Sharpe Ratio": 0.437461612759928, "Sortino Ratio": 0.6337398481574186, "Calmar Ratio": 0.11626533324078724, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.7703114839432, "% In Market": 68.6503984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.40623537603042414, "Sub1_Sortino": 1.097605207834957, "Sub1_Trades": 38, "Sub2_Calmar": -0.038148944586253015, "Sub2_Sortino": 0.25931145935051336, "Sub2_Trades": 149, "WFO_Score": 0.40096783504311057, "WFO_Min_Fold": -1.6046735954523215, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.102001, -0.544386, 4.863821, -0.712836, 0.505882, -1.604674]", "OOS_Total Trades": 12, "OOS_Total P&L %": 1.6052792723751708, "OOS_Sortino Ratio": 0.4112175037233929, "OOS_Calmar Ratio": 0.11443539908358227, "OOS_Max Drawdown %": -29.793298897596333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0e38de0e8cc5c5712177dc850dd09e1aed938a35d3b02047e5ea9cac2d008cd9", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.05, "i_long_exit_activation_threshold": 740.0, "i_long_exit_activation_confirmation_threshold": 300.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "1099dd2ac1260aa639073429b9f13cc6875e43349496f9d7864c2ca08d1227c2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.60025024351698, \"dd_pct\": -54.940248731258514, \"calmar\": -0.10200129444703845, \"cagr_pct\": -5.60397648783063, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 73.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2907273626832494, \"sortino\": 0.41626706938667535}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -16.57193000506606, \"dd_pct\": -30.460549010035965, \"calmar\": -0.5443855507747315, \"cagr_pct\": -16.58228274972913, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 42.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.35595892924311, \"sortino\": -0.4972704089812542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 101.99936072303916, \"dd_pct\": -20.991038102113546, \"calmar\": 4.86382144523916, \"cagr_pct\": 102.09666127889219, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 76.43835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0941754239838803, \"sortino\": 3.4107829570216985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.2138400789602, \"dd_pct\": -34.727508404202844, \"calmar\": -0.7128363634182286, \"cagr_pct\": -24.755030801427928, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 62.59124087591241, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4305465113189015, \"sortino\": -0.5936511039256117}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.125420728402084, \"dd_pct\": -27.942759504089643, \"calmar\": 0.5058823691118234, \"cagr_pct\": 14.135749377450788, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 67.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5403565661816558, \"sortino\": 0.8018901425386338}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.41431717936089, \"dd_pct\": -44.506083973424296, \"calmar\": -1.6046735954523215, \"cagr_pct\": -71.4177377891377, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 68.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.839665402638859, \"sortino\": -3.66126853729518}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 107.79860719516536, \"dd_pct\": -79.7703114839432, \"calmar\": 0.11626533324078724, \"cagr_pct\": 9.274521847402054, \"entries\": 187, \"exits\": 186, \"exposure_pct\": 68.6503984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.437461612759928, \"sortino\": 0.6337398481574186}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.76521645900317, \"dd_pct\": -79.7703114839432, \"calmar\": 0.40623537603042414, \"cagr_pct\": 32.40552248174372, \"entries\": 38, \"exits\": 37, \"exposure_pct\": 75.02218278615794, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7522565424848665, \"sortino\": 1.097605207834957}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -12.60344541145435, \"dd_pct\": -67.53893828541737, \"calmar\": -0.038148944586253015, \"cagr_pct\": -2.5765392140647494, \"entries\": 149, \"exits\": 149, \"exposure_pct\": 64.84084880636604, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.1805580001433858, \"sortino\": 0.25931145935051336}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.6052792723751708, \"dd_pct\": -29.793298897596333, \"calmar\": 0.11443539908358227, \"cagr_pct\": 3.409408049362888, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 81.98847262247838, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2749799522348946, \"sortino\": 0.4112175037233929}]", "Additional_Threshold_Budget": 0, "Total Trades": 187, "Total P&L %": 107.79860719516536, "Sharpe Ratio": 0.437461612759928, "Sortino Ratio": 0.6337398481574186, "Calmar Ratio": 0.11626533324078724, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.7703114839432, "% In Market": 68.6503984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.40623537603042414, "Sub1_Sortino": 1.097605207834957, "Sub1_Trades": 38, "Sub2_Calmar": -0.038148944586253015, "Sub2_Sortino": 0.25931145935051336, "Sub2_Trades": 149, "WFO_Score": 0.40096783504311057, "WFO_Min_Fold": -1.6046735954523215, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.102001, -0.544386, 4.863821, -0.712836, 0.505882, -1.604674]", "OOS_Total Trades": 12, "OOS_Total P&L %": 1.6052792723751708, "OOS_Sortino Ratio": 0.4112175037233929, "OOS_Calmar Ratio": 0.11443539908358227, "OOS_Max Drawdown %": -29.793298897596333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0e38de0e8cc5c5712177dc850dd09e1aed938a35d3b02047e5ea9cac2d008cd9", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 321.0, "i_long_exit_activation_threshold": 740.0, "i_long_exit_activation_confirmation_threshold": 300.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "3e502ca2a372a78fb6ba3d9f95716a7896de69dd376711b9294fda700415db87", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.60025024351698, \"dd_pct\": -54.940248731258514, \"calmar\": -0.10200129444703845, \"cagr_pct\": -5.60397648783063, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 73.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2907273626832494, \"sortino\": 0.41626706938667535}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -16.57193000506606, \"dd_pct\": -30.460549010035965, \"calmar\": -0.5443855507747315, \"cagr_pct\": -16.58228274972913, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 42.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.35595892924311, \"sortino\": -0.4972704089812542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 101.99936072303916, \"dd_pct\": -20.991038102113546, \"calmar\": 4.86382144523916, \"cagr_pct\": 102.09666127889219, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 76.43835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0941754239838803, \"sortino\": 3.4107829570216985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.2138400789602, \"dd_pct\": -34.727508404202844, \"calmar\": -0.7128363634182286, \"cagr_pct\": -24.755030801427928, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 62.59124087591241, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4305465113189015, \"sortino\": -0.5936511039256117}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.125420728402084, \"dd_pct\": -27.942759504089643, \"calmar\": 0.5058823691118234, \"cagr_pct\": 14.135749377450788, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 67.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5403565661816558, \"sortino\": 0.8018901425386338}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.41431717936089, \"dd_pct\": -44.506083973424296, \"calmar\": -1.6046735954523215, \"cagr_pct\": -71.4177377891377, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 68.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.839665402638859, \"sortino\": -3.66126853729518}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 107.79860719516536, \"dd_pct\": -79.7703114839432, \"calmar\": 0.11626533324078724, \"cagr_pct\": 9.274521847402054, \"entries\": 187, \"exits\": 186, \"exposure_pct\": 68.6503984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.437461612759928, \"sortino\": 0.6337398481574186}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.76521645900317, \"dd_pct\": -79.7703114839432, \"calmar\": 0.40623537603042414, \"cagr_pct\": 32.40552248174372, \"entries\": 38, \"exits\": 37, \"exposure_pct\": 75.02218278615794, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7522565424848665, \"sortino\": 1.097605207834957}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -12.60344541145435, \"dd_pct\": -67.53893828541737, \"calmar\": -0.038148944586253015, \"cagr_pct\": -2.5765392140647494, \"entries\": 149, \"exits\": 149, \"exposure_pct\": 64.84084880636604, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.1805580001433858, \"sortino\": 0.25931145935051336}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.6052792723751708, \"dd_pct\": -29.793298897596333, \"calmar\": 0.11443539908358227, \"cagr_pct\": 3.409408049362888, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 81.98847262247838, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2749799522348946, \"sortino\": 0.4112175037233929}]", "Additional_Threshold_Budget": 0, "Total Trades": 187, "Total P&L %": 107.79860719516536, "Sharpe Ratio": 0.437461612759928, "Sortino Ratio": 0.6337398481574186, "Calmar Ratio": 0.11626533324078724, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.7703114839432, "% In Market": 68.6503984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.40623537603042414, "Sub1_Sortino": 1.097605207834957, "Sub1_Trades": 38, "Sub2_Calmar": -0.038148944586253015, "Sub2_Sortino": 0.25931145935051336, "Sub2_Trades": 149, "WFO_Score": 0.40096783504311057, "WFO_Min_Fold": -1.6046735954523215, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.102001, -0.544386, 4.863821, -0.712836, 0.505882, -1.604674]", "OOS_Total Trades": 12, "OOS_Total P&L %": 1.6052792723751708, "OOS_Sortino Ratio": 0.4112175037233929, "OOS_Calmar Ratio": 0.11443539908358227, "OOS_Max Drawdown %": -29.793298897596333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0e38de0e8cc5c5712177dc850dd09e1aed938a35d3b02047e5ea9cac2d008cd9", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 739.0, "i_long_exit_activation_confirmation_threshold": 300.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "1ae14af918592e225ad22bd2867c92f257bd63c531335419a08454bc454f6ed0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.60025024351698, \"dd_pct\": -54.940248731258514, \"calmar\": -0.10200129444703845, \"cagr_pct\": -5.60397648783063, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 73.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2907273626832494, \"sortino\": 0.41626706938667535}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -16.57193000506606, \"dd_pct\": -30.460549010035965, \"calmar\": -0.5443855507747315, \"cagr_pct\": -16.58228274972913, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 42.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.35595892924311, \"sortino\": -0.4972704089812542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 101.99936072303916, \"dd_pct\": -20.991038102113546, \"calmar\": 4.86382144523916, \"cagr_pct\": 102.09666127889219, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 76.43835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0941754239838803, \"sortino\": 3.4107829570216985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -15.624668998672986, \"dd_pct\": -34.727508404202865, \"calmar\": -0.5835743798237601, \"cagr_pct\": -20.266084179807105, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 63.22992700729927, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.29393295821429316, \"sortino\": -0.40778504413125966}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.125420728402084, \"dd_pct\": -27.942759504089643, \"calmar\": 0.5058823691118234, \"cagr_pct\": 14.135749377450788, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 67.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5403565661816558, \"sortino\": 0.8018901425386338}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.41431717936089, \"dd_pct\": -44.506083973424296, \"calmar\": -1.6046735954523215, \"cagr_pct\": -71.4177377891377, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 68.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.839665402638859, \"sortino\": -3.66126853729518}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 117.03069289150112, \"dd_pct\": -79.7703114839432, \"calmar\": 0.12350538678788378, \"cagr_pct\": 9.852063174014372, \"entries\": 186, \"exits\": 185, \"exposure_pct\": 68.70849933598937, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.44694409902235044, \"sortino\": 0.64769904270865}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.76521645900317, \"dd_pct\": -79.7703114839432, \"calmar\": 0.40623537603042414, \"cagr_pct\": 32.40552248174372, \"entries\": 38, \"exits\": 37, \"exposure_pct\": 75.02218278615794, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7522565424848665, \"sortino\": 1.097605207834957}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -8.720587424980774, \"dd_pct\": -67.53893828541737, \"calmar\": -0.0259477534375298, \"cagr_pct\": -1.7524837180625517, \"entries\": 148, \"exits\": 148, \"exposure_pct\": 64.93368700265252, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.1985928268724926, \"sortino\": 0.2854317985479096}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.658738485733502, \"dd_pct\": -29.756359921193877, \"calmar\": 0.11842783650891925, \"cagr_pct\": 3.5239813278477055, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 81.70028818443804, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2779079329413185, \"sortino\": 0.41589984716681355}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": 117.03069289150112, "Sharpe Ratio": 0.44694409902235044, "Sortino Ratio": 0.64769904270865, "Calmar Ratio": 0.12350538678788378, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.7703114839432, "% In Market": 68.70849933598937, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.40623537603042414, "Sub1_Sortino": 1.097605207834957, "Sub1_Trades": 38, "Sub2_Calmar": -0.0259477534375298, "Sub2_Sortino": 0.2854317985479096, "Sub2_Trades": 148, "WFO_Score": 0.42251149897552204, "WFO_Min_Fold": -1.6046735954523215, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.102001, -0.544386, 4.863821, -0.583574, 0.505882, -1.604674]", "OOS_Total Trades": 13, "OOS_Total P&L %": 1.658738485733502, "OOS_Sortino Ratio": 0.41589984716681355, "OOS_Calmar Ratio": 0.11842783650891925, "OOS_Max Drawdown %": -29.756359921193877, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0e38de0e8cc5c5712177dc850dd09e1aed938a35d3b02047e5ea9cac2d008cd9", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 739.95, "i_long_exit_activation_confirmation_threshold": 300.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "614bf9bd34a0f8101662836f335a279e2f078da8f11e6fef751ee32b7eb0b110", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.60025024351698, \"dd_pct\": -54.940248731258514, \"calmar\": -0.10200129444703845, \"cagr_pct\": -5.60397648783063, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 73.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2907273626832494, \"sortino\": 0.41626706938667535}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -16.57193000506606, \"dd_pct\": -30.460549010035965, \"calmar\": -0.5443855507747315, \"cagr_pct\": -16.58228274972913, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 42.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.35595892924311, \"sortino\": -0.4972704089812542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 101.99936072303916, \"dd_pct\": -20.991038102113546, \"calmar\": 4.86382144523916, \"cagr_pct\": 102.09666127889219, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 76.43835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0941754239838803, \"sortino\": 3.4107829570216985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.2138400789602, \"dd_pct\": -34.727508404202844, \"calmar\": -0.7128363634182286, \"cagr_pct\": -24.755030801427928, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 62.59124087591241, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4305465113189015, \"sortino\": -0.5936511039256117}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.125420728402084, \"dd_pct\": -27.942759504089643, \"calmar\": 0.5058823691118234, \"cagr_pct\": 14.135749377450788, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 67.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5403565661816558, \"sortino\": 0.8018901425386338}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.41431717936089, \"dd_pct\": -44.506083973424296, \"calmar\": -1.6046735954523215, \"cagr_pct\": -71.4177377891377, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 68.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.839665402638859, \"sortino\": -3.66126853729518}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 107.79860719516536, \"dd_pct\": -79.7703114839432, \"calmar\": 0.11626533324078724, \"cagr_pct\": 9.274521847402054, \"entries\": 187, \"exits\": 186, \"exposure_pct\": 68.6503984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.437461612759928, \"sortino\": 0.6337398481574186}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.76521645900317, \"dd_pct\": -79.7703114839432, \"calmar\": 0.40623537603042414, \"cagr_pct\": 32.40552248174372, \"entries\": 38, \"exits\": 37, \"exposure_pct\": 75.02218278615794, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7522565424848665, \"sortino\": 1.097605207834957}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -12.60344541145435, \"dd_pct\": -67.53893828541737, \"calmar\": -0.038148944586253015, \"cagr_pct\": -2.5765392140647494, \"entries\": 149, \"exits\": 149, \"exposure_pct\": 64.84084880636604, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.1805580001433858, \"sortino\": 0.25931145935051336}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.6052792723751708, \"dd_pct\": -29.793298897596333, \"calmar\": 0.11443539908358227, \"cagr_pct\": 3.409408049362888, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 81.98847262247838, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2749799522348946, \"sortino\": 0.4112175037233929}]", "Additional_Threshold_Budget": 0, "Total Trades": 187, "Total P&L %": 107.79860719516536, "Sharpe Ratio": 0.437461612759928, "Sortino Ratio": 0.6337398481574186, "Calmar Ratio": 0.11626533324078724, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.7703114839432, "% In Market": 68.6503984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.40623537603042414, "Sub1_Sortino": 1.097605207834957, "Sub1_Trades": 38, "Sub2_Calmar": -0.038148944586253015, "Sub2_Sortino": 0.25931145935051336, "Sub2_Trades": 149, "WFO_Score": 0.40096783504311057, "WFO_Min_Fold": -1.6046735954523215, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.102001, -0.544386, 4.863821, -0.712836, 0.505882, -1.604674]", "OOS_Total Trades": 12, "OOS_Total P&L %": 1.6052792723751708, "OOS_Sortino Ratio": 0.4112175037233929, "OOS_Calmar Ratio": 0.11443539908358227, "OOS_Max Drawdown %": -29.793298897596333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0e38de0e8cc5c5712177dc850dd09e1aed938a35d3b02047e5ea9cac2d008cd9", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 740.05, "i_long_exit_activation_confirmation_threshold": 300.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "782375d259eb111cedaa928c5eef2d95e3f5a61cdcb266179205159524d2c318", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.60025024351698, \"dd_pct\": -54.940248731258514, \"calmar\": -0.10200129444703845, \"cagr_pct\": -5.60397648783063, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 73.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2907273626832494, \"sortino\": 0.41626706938667535}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -16.57193000506606, \"dd_pct\": -30.460549010035965, \"calmar\": -0.5443855507747315, \"cagr_pct\": -16.58228274972913, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 42.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.35595892924311, \"sortino\": -0.4972704089812542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 101.99936072303916, \"dd_pct\": -20.991038102113546, \"calmar\": 4.86382144523916, \"cagr_pct\": 102.09666127889219, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 76.43835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0941754239838803, \"sortino\": 3.4107829570216985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.2138400789602, \"dd_pct\": -34.727508404202844, \"calmar\": -0.7128363634182286, \"cagr_pct\": -24.755030801427928, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 62.59124087591241, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4305465113189015, \"sortino\": -0.5936511039256117}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.125420728402084, \"dd_pct\": -27.942759504089643, \"calmar\": 0.5058823691118234, \"cagr_pct\": 14.135749377450788, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 67.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5403565661816558, \"sortino\": 0.8018901425386338}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.41431717936089, \"dd_pct\": -44.506083973424296, \"calmar\": -1.6046735954523215, \"cagr_pct\": -71.4177377891377, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 68.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.839665402638859, \"sortino\": -3.66126853729518}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 107.79860719516536, \"dd_pct\": -79.7703114839432, \"calmar\": 0.11626533324078724, \"cagr_pct\": 9.274521847402054, \"entries\": 187, \"exits\": 186, \"exposure_pct\": 68.6503984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.437461612759928, \"sortino\": 0.6337398481574186}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.76521645900317, \"dd_pct\": -79.7703114839432, \"calmar\": 0.40623537603042414, \"cagr_pct\": 32.40552248174372, \"entries\": 38, \"exits\": 37, \"exposure_pct\": 75.02218278615794, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7522565424848665, \"sortino\": 1.097605207834957}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -12.60344541145435, \"dd_pct\": -67.53893828541737, \"calmar\": -0.038148944586253015, \"cagr_pct\": -2.5765392140647494, \"entries\": 149, \"exits\": 149, \"exposure_pct\": 64.84084880636604, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.1805580001433858, \"sortino\": 0.25931145935051336}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.6052792723751708, \"dd_pct\": -29.793298897596333, \"calmar\": 0.11443539908358227, \"cagr_pct\": 3.409408049362888, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 81.98847262247838, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2749799522348946, \"sortino\": 0.4112175037233929}]", "Additional_Threshold_Budget": 0, "Total Trades": 187, "Total P&L %": 107.79860719516536, "Sharpe Ratio": 0.437461612759928, "Sortino Ratio": 0.6337398481574186, "Calmar Ratio": 0.11626533324078724, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.7703114839432, "% In Market": 68.6503984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.40623537603042414, "Sub1_Sortino": 1.097605207834957, "Sub1_Trades": 38, "Sub2_Calmar": -0.038148944586253015, "Sub2_Sortino": 0.25931145935051336, "Sub2_Trades": 149, "WFO_Score": 0.40096783504311057, "WFO_Min_Fold": -1.6046735954523215, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.102001, -0.544386, 4.863821, -0.712836, 0.505882, -1.604674]", "OOS_Total Trades": 12, "OOS_Total P&L %": 1.6052792723751708, "OOS_Sortino Ratio": 0.4112175037233929, "OOS_Calmar Ratio": 0.11443539908358227, "OOS_Max Drawdown %": -29.793298897596333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0e38de0e8cc5c5712177dc850dd09e1aed938a35d3b02047e5ea9cac2d008cd9", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 741.0, "i_long_exit_activation_confirmation_threshold": 300.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "24fbc850a77b398579766404f4f39784e5bebe223a19dc6cfb0d25b6b3cfbf64", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.60025024351698, \"dd_pct\": -54.940248731258514, \"calmar\": -0.10200129444703845, \"cagr_pct\": -5.60397648783063, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 73.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2907273626832494, \"sortino\": 0.41626706938667535}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -16.44796138561816, \"dd_pct\": -30.460549010035965, \"calmar\": -0.5403134574425913, \"cagr_pct\": -16.458244551212033, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 42.26027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.3514760074194392, \"sortino\": -0.4910252386602607}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 101.99936072303916, \"dd_pct\": -20.991038102113546, \"calmar\": 4.86382144523916, \"cagr_pct\": 102.09666127889219, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 76.43835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0941754239838803, \"sortino\": 3.4107829570216985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.2138400789602, \"dd_pct\": -34.727508404202844, \"calmar\": -0.7128363634182286, \"cagr_pct\": -24.755030801427928, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 62.59124087591241, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4305465113189015, \"sortino\": -0.5936511039256117}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.125420728402084, \"dd_pct\": -27.942759504089643, \"calmar\": 0.5058823691118234, \"cagr_pct\": 14.135749377450788, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 67.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5403565661816558, \"sortino\": 0.8018901425386338}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.41431717936089, \"dd_pct\": -44.506083973424296, \"calmar\": -1.6046735954523215, \"cagr_pct\": -71.4177377891377, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 68.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.839665402638859, \"sortino\": -3.66126853729518}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 114.3332329981566, \"dd_pct\": -79.16510939967112, \"calmar\": 0.12234662026927755, \"cagr_pct\": 9.68558357829738, \"entries\": 187, \"exits\": 186, \"exposure_pct\": 68.5839973439575, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4436983004919409, \"sortino\": 0.6443370265329087}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 144.8783267006259, \"dd_pct\": -79.16510939967112, \"calmar\": 0.42539592776159046, \"cagr_pct\": 33.67651515942091, \"entries\": 39, \"exits\": 38, \"exposure_pct\": 74.77817213842059, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.766680198736169, \"sortino\": 1.1237876838642848}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -12.473579885169993, \"dd_pct\": -67.53893828541737, \"calmar\": -0.03773386844375546, \"cagr_pct\": -2.548505412092858, \"entries\": 148, \"exits\": 148, \"exposure_pct\": 64.88063660477454, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.1811742608195101, \"sortino\": 0.260197118452536}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.6052792723751708, \"dd_pct\": -29.793298897596333, \"calmar\": 0.11443539908358227, \"cagr_pct\": 3.409408049362888, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 81.98847262247838, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2749799522348946, \"sortino\": 0.4112175037233929}]", "Additional_Threshold_Budget": 0, "Total Trades": 187, "Total P&L %": 114.3332329981566, "Sharpe Ratio": 0.4436983004919409, "Sortino Ratio": 0.6443370265329087, "Calmar Ratio": 0.12234662026927755, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.16510939967112, "% In Market": 68.5839973439575, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.42539592776159046, "Sub1_Sortino": 1.1237876838642848, "Sub1_Trades": 39, "Sub2_Calmar": -0.03773386844375546, "Sub2_Sortino": 0.260197118452536, "Sub2_Trades": 148, "WFO_Score": 0.40164651726513395, "WFO_Min_Fold": -1.6046735954523215, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.102001, -0.540313, 4.863821, -0.712836, 0.505882, -1.604674]", "OOS_Total Trades": 12, "OOS_Total P&L %": 1.6052792723751708, "OOS_Sortino Ratio": 0.4112175037233929, "OOS_Calmar Ratio": 0.11443539908358227, "OOS_Max Drawdown %": -29.793298897596333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0e38de0e8cc5c5712177dc850dd09e1aed938a35d3b02047e5ea9cac2d008cd9", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 740.0, "i_long_exit_activation_confirmation_threshold": 299.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "df35ee25899a62599726943e72f8666a7ea0d6ef4e0110b96fa2b63d42ee1e02", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.60025024351698, \"dd_pct\": -54.940248731258514, \"calmar\": -0.10200129444703845, \"cagr_pct\": -5.60397648783063, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 73.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2907273626832494, \"sortino\": 0.41626706938667535}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -16.57193000506606, \"dd_pct\": -30.460549010035965, \"calmar\": -0.5443855507747315, \"cagr_pct\": -16.58228274972913, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 42.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.35595892924311, \"sortino\": -0.4972704089812542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 101.99936072303916, \"dd_pct\": -20.991038102113546, \"calmar\": 4.86382144523916, \"cagr_pct\": 102.09666127889219, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 76.43835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0941754239838803, \"sortino\": 3.4107829570216985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.2138400789602, \"dd_pct\": -34.727508404202844, \"calmar\": -0.7128363634182286, \"cagr_pct\": -24.755030801427928, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 62.59124087591241, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4305465113189015, \"sortino\": -0.5936511039256117}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.125420728402084, \"dd_pct\": -27.942759504089643, \"calmar\": 0.5058823691118234, \"cagr_pct\": 14.135749377450788, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 67.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5403565661816558, \"sortino\": 0.8018901425386338}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.41431717936089, \"dd_pct\": -44.506083973424296, \"calmar\": -1.6046735954523215, \"cagr_pct\": -71.4177377891377, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 68.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.839665402638859, \"sortino\": -3.66126853729518}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 107.79860719516536, \"dd_pct\": -79.7703114839432, \"calmar\": 0.11626533324078724, \"cagr_pct\": 9.274521847402054, \"entries\": 187, \"exits\": 186, \"exposure_pct\": 68.6503984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.437461612759928, \"sortino\": 0.6337398481574186}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.76521645900317, \"dd_pct\": -79.7703114839432, \"calmar\": 0.40623537603042414, \"cagr_pct\": 32.40552248174372, \"entries\": 38, \"exits\": 37, \"exposure_pct\": 75.02218278615794, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7522565424848665, \"sortino\": 1.097605207834957}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -12.60344541145435, \"dd_pct\": -67.53893828541737, \"calmar\": -0.038148944586253015, \"cagr_pct\": -2.5765392140647494, \"entries\": 149, \"exits\": 149, \"exposure_pct\": 64.84084880636604, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.1805580001433858, \"sortino\": 0.25931145935051336}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.6052792723751708, \"dd_pct\": -29.793298897596333, \"calmar\": 0.11443539908358227, \"cagr_pct\": 3.409408049362888, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 81.98847262247838, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2749799522348946, \"sortino\": 0.4112175037233929}]", "Additional_Threshold_Budget": 0, "Total Trades": 187, "Total P&L %": 107.79860719516536, "Sharpe Ratio": 0.437461612759928, "Sortino Ratio": 0.6337398481574186, "Calmar Ratio": 0.11626533324078724, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.7703114839432, "% In Market": 68.6503984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.40623537603042414, "Sub1_Sortino": 1.097605207834957, "Sub1_Trades": 38, "Sub2_Calmar": -0.038148944586253015, "Sub2_Sortino": 0.25931145935051336, "Sub2_Trades": 149, "WFO_Score": 0.40096783504311057, "WFO_Min_Fold": -1.6046735954523215, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.102001, -0.544386, 4.863821, -0.712836, 0.505882, -1.604674]", "OOS_Total Trades": 12, "OOS_Total P&L %": 1.6052792723751708, "OOS_Sortino Ratio": 0.4112175037233929, "OOS_Calmar Ratio": 0.11443539908358227, "OOS_Max Drawdown %": -29.793298897596333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0e38de0e8cc5c5712177dc850dd09e1aed938a35d3b02047e5ea9cac2d008cd9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 740.0, "i_long_exit_activation_confirmation_threshold": 299.95, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "52a78230b391889025c681b0c21937ea7574729177602b6645bdcc827e3049ae", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.60025024351698, \"dd_pct\": -54.940248731258514, \"calmar\": -0.10200129444703845, \"cagr_pct\": -5.60397648783063, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 73.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2907273626832494, \"sortino\": 0.41626706938667535}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -16.57193000506606, \"dd_pct\": -30.460549010035965, \"calmar\": -0.5443855507747315, \"cagr_pct\": -16.58228274972913, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 42.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.35595892924311, \"sortino\": -0.4972704089812542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 101.99936072303916, \"dd_pct\": -20.991038102113546, \"calmar\": 4.86382144523916, \"cagr_pct\": 102.09666127889219, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 76.43835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0941754239838803, \"sortino\": 3.4107829570216985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.2138400789602, \"dd_pct\": -34.727508404202844, \"calmar\": -0.7128363634182286, \"cagr_pct\": -24.755030801427928, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 62.59124087591241, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4305465113189015, \"sortino\": -0.5936511039256117}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.125420728402084, \"dd_pct\": -27.942759504089643, \"calmar\": 0.5058823691118234, \"cagr_pct\": 14.135749377450788, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 67.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5403565661816558, \"sortino\": 0.8018901425386338}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.41431717936089, \"dd_pct\": -44.506083973424296, \"calmar\": -1.6046735954523215, \"cagr_pct\": -71.4177377891377, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 68.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.839665402638859, \"sortino\": -3.66126853729518}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 107.79860719516536, \"dd_pct\": -79.7703114839432, \"calmar\": 0.11626533324078724, \"cagr_pct\": 9.274521847402054, \"entries\": 187, \"exits\": 186, \"exposure_pct\": 68.6503984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.437461612759928, \"sortino\": 0.6337398481574186}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.76521645900317, \"dd_pct\": -79.7703114839432, \"calmar\": 0.40623537603042414, \"cagr_pct\": 32.40552248174372, \"entries\": 38, \"exits\": 37, \"exposure_pct\": 75.02218278615794, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7522565424848665, \"sortino\": 1.097605207834957}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -12.60344541145435, \"dd_pct\": -67.53893828541737, \"calmar\": -0.038148944586253015, \"cagr_pct\": -2.5765392140647494, \"entries\": 149, \"exits\": 149, \"exposure_pct\": 64.84084880636604, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.1805580001433858, \"sortino\": 0.25931145935051336}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.6052792723751708, \"dd_pct\": -29.793298897596333, \"calmar\": 0.11443539908358227, \"cagr_pct\": 3.409408049362888, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 81.98847262247838, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2749799522348946, \"sortino\": 0.4112175037233929}]", "Additional_Threshold_Budget": 0, "Total Trades": 187, "Total P&L %": 107.79860719516536, "Sharpe Ratio": 0.437461612759928, "Sortino Ratio": 0.6337398481574186, "Calmar Ratio": 0.11626533324078724, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.7703114839432, "% In Market": 68.6503984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.40623537603042414, "Sub1_Sortino": 1.097605207834957, "Sub1_Trades": 38, "Sub2_Calmar": -0.038148944586253015, "Sub2_Sortino": 0.25931145935051336, "Sub2_Trades": 149, "WFO_Score": 0.40096783504311057, "WFO_Min_Fold": -1.6046735954523215, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.102001, -0.544386, 4.863821, -0.712836, 0.505882, -1.604674]", "OOS_Total Trades": 12, "OOS_Total P&L %": 1.6052792723751708, "OOS_Sortino Ratio": 0.4112175037233929, "OOS_Calmar Ratio": 0.11443539908358227, "OOS_Max Drawdown %": -29.793298897596333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0e38de0e8cc5c5712177dc850dd09e1aed938a35d3b02047e5ea9cac2d008cd9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 740.0, "i_long_exit_activation_confirmation_threshold": 300.05, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "948ed4fbe8d214e81316190d81dd8f8b63e23e71af01654b1b2e02d24b78be3d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.60025024351698, \"dd_pct\": -54.940248731258514, \"calmar\": -0.10200129444703845, \"cagr_pct\": -5.60397648783063, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 73.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2907273626832494, \"sortino\": 0.41626706938667535}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -16.57193000506606, \"dd_pct\": -30.460549010035965, \"calmar\": -0.5443855507747315, \"cagr_pct\": -16.58228274972913, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 42.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.35595892924311, \"sortino\": -0.4972704089812542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 101.99936072303916, \"dd_pct\": -20.991038102113546, \"calmar\": 4.86382144523916, \"cagr_pct\": 102.09666127889219, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 76.43835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0941754239838803, \"sortino\": 3.4107829570216985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.2138400789602, \"dd_pct\": -34.727508404202844, \"calmar\": -0.7128363634182286, \"cagr_pct\": -24.755030801427928, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 62.59124087591241, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4305465113189015, \"sortino\": -0.5936511039256117}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.125420728402084, \"dd_pct\": -27.942759504089643, \"calmar\": 0.5058823691118234, \"cagr_pct\": 14.135749377450788, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 67.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5403565661816558, \"sortino\": 0.8018901425386338}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.41431717936089, \"dd_pct\": -44.506083973424296, \"calmar\": -1.6046735954523215, \"cagr_pct\": -71.4177377891377, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 68.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.839665402638859, \"sortino\": -3.66126853729518}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 107.79860719516536, \"dd_pct\": -79.7703114839432, \"calmar\": 0.11626533324078724, \"cagr_pct\": 9.274521847402054, \"entries\": 187, \"exits\": 186, \"exposure_pct\": 68.6503984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.437461612759928, \"sortino\": 0.6337398481574186}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.76521645900317, \"dd_pct\": -79.7703114839432, \"calmar\": 0.40623537603042414, \"cagr_pct\": 32.40552248174372, \"entries\": 38, \"exits\": 37, \"exposure_pct\": 75.02218278615794, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7522565424848665, \"sortino\": 1.097605207834957}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -12.60344541145435, \"dd_pct\": -67.53893828541737, \"calmar\": -0.038148944586253015, \"cagr_pct\": -2.5765392140647494, \"entries\": 149, \"exits\": 149, \"exposure_pct\": 64.84084880636604, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.1805580001433858, \"sortino\": 0.25931145935051336}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.6052792723751708, \"dd_pct\": -29.793298897596333, \"calmar\": 0.11443539908358227, \"cagr_pct\": 3.409408049362888, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 81.98847262247838, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2749799522348946, \"sortino\": 0.4112175037233929}]", "Additional_Threshold_Budget": 0, "Total Trades": 187, "Total P&L %": 107.79860719516536, "Sharpe Ratio": 0.437461612759928, "Sortino Ratio": 0.6337398481574186, "Calmar Ratio": 0.11626533324078724, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.7703114839432, "% In Market": 68.6503984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.40623537603042414, "Sub1_Sortino": 1.097605207834957, "Sub1_Trades": 38, "Sub2_Calmar": -0.038148944586253015, "Sub2_Sortino": 0.25931145935051336, "Sub2_Trades": 149, "WFO_Score": 0.40096783504311057, "WFO_Min_Fold": -1.6046735954523215, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.102001, -0.544386, 4.863821, -0.712836, 0.505882, -1.604674]", "OOS_Total Trades": 12, "OOS_Total P&L %": 1.6052792723751708, "OOS_Sortino Ratio": 0.4112175037233929, "OOS_Calmar Ratio": 0.11443539908358227, "OOS_Max Drawdown %": -29.793298897596333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 39, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0e38de0e8cc5c5712177dc850dd09e1aed938a35d3b02047e5ea9cac2d008cd9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 740.0, "i_long_exit_activation_confirmation_threshold": 301.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "6ea3f4419c2d31ec7fafc24207f9ce65aa89ab9769c0c7222d001a54eb5540ec", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.60025024351698, \"dd_pct\": -54.940248731258514, \"calmar\": -0.10200129444703845, \"cagr_pct\": -5.60397648783063, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 73.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2907273626832494, \"sortino\": 0.41626706938667535}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -16.57193000506606, \"dd_pct\": -30.460549010035965, \"calmar\": -0.5443855507747315, \"cagr_pct\": -16.58228274972913, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 42.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.35595892924311, \"sortino\": -0.4972704089812542}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 101.99936072303916, \"dd_pct\": -20.991038102113546, \"calmar\": 4.86382144523916, \"cagr_pct\": 102.09666127889219, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 76.43835616438356, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0941754239838803, \"sortino\": 3.4107829570216985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.2138400789602, \"dd_pct\": -34.727508404202844, \"calmar\": -0.7128363634182286, \"cagr_pct\": -24.755030801427928, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 62.59124087591241, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.4305465113189015, \"sortino\": -0.5936511039256117}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.125420728402084, \"dd_pct\": -27.942759504089643, \"calmar\": 0.5058823691118234, \"cagr_pct\": 14.135749377450788, \"entries\": 32, \"exits\": 33, \"exposure_pct\": 67.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5403565661816558, \"sortino\": 0.8018901425386338}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -40.41431717936089, \"dd_pct\": -44.506083973424296, \"calmar\": -1.6046735954523215, \"cagr_pct\": -71.4177377891377, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 68.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.839665402638859, \"sortino\": -3.66126853729518}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 107.79860719516536, \"dd_pct\": -79.7703114839432, \"calmar\": 0.11626533324078724, \"cagr_pct\": 9.274521847402054, \"entries\": 187, \"exits\": 186, \"exposure_pct\": 68.6503984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.437461612759928, \"sortino\": 0.6337398481574186}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.76521645900317, \"dd_pct\": -79.7703114839432, \"calmar\": 0.40623537603042414, \"cagr_pct\": 32.40552248174372, \"entries\": 38, \"exits\": 37, \"exposure_pct\": 75.02218278615794, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7522565424848665, \"sortino\": 1.097605207834957}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -12.60344541145435, \"dd_pct\": -67.53893828541737, \"calmar\": -0.038148944586253015, \"cagr_pct\": -2.5765392140647494, \"entries\": 149, \"exits\": 149, \"exposure_pct\": 64.84084880636604, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.1805580001433858, \"sortino\": 0.25931145935051336}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.6052792723751708, \"dd_pct\": -29.793298897596333, \"calmar\": 0.11443539908358227, \"cagr_pct\": 3.409408049362888, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 81.98847262247838, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2749799522348946, \"sortino\": 0.4112175037233929}]", "Additional_Threshold_Budget": 0, "Total Trades": 187, "Total P&L %": 107.79860719516536, "Sharpe Ratio": 0.437461612759928, "Sortino Ratio": 0.6337398481574186, "Calmar Ratio": 0.11626533324078724, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.7703114839432, "% In Market": 68.6503984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.40623537603042414, "Sub1_Sortino": 1.097605207834957, "Sub1_Trades": 38, "Sub2_Calmar": -0.038148944586253015, "Sub2_Sortino": 0.25931145935051336, "Sub2_Trades": 149, "WFO_Score": 0.40096783504311057, "WFO_Min_Fold": -1.6046735954523215, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.102001, -0.544386, 4.863821, -0.712836, 0.505882, -1.604674]", "OOS_Total Trades": 12, "OOS_Total P&L %": 1.6052792723751708, "OOS_Sortino Ratio": 0.4112175037233929, "OOS_Calmar Ratio": 0.11443539908358227, "OOS_Max Drawdown %": -29.793298897596333, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0e38de0e8cc5c5712177dc850dd09e1aed938a35d3b02047e5ea9cac2d008cd9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -90.0, "i_long_exit_activation_threshold": 200.0, "i_long_exit_activation_confirmation_threshold": -50.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "173f60c65f12624115d49a5e7e68d776fc13c180586e56ee0d05748affde45d4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.534083339796303, \"dd_pct\": -46.9001321247006, \"calmar\": -0.11807571985717641, \"cagr_pct\": -5.537766862020708, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19588381554235143, \"sortino\": 0.2736664961848908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.96762288554998, \"dd_pct\": -64.7023791535775, \"calmar\": -0.942666511411632, \"cagr_pct\": -60.9927660367356, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 54.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5061393959877358, \"sortino\": -2.0534566663516642}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 66.63884358369454, \"dd_pct\": -19.92505162717364, \"calmar\": 3.3474010337930364, \"cagr_pct\": 66.69713841518067, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 50.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8459701899030159, \"sortino\": 2.993416295947545}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 21.049086352753466, \"dd_pct\": -34.94954774538373, \"calmar\": 0.8297710389651641, \"cagr_pct\": 29.000122544049674, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 59.580291970802925, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8502249377304497, \"sortino\": 1.2257469425366772}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 22.04639736001488, \"dd_pct\": -9.42791538872978, \"calmar\": 2.340183592625708, \"cagr_pct\": 22.063052905368856, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 33.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9373419725268981, \"sortino\": 1.3876769740323125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.076476408751642, \"dd_pct\": -28.18600730149443, \"calmar\": -1.357513360699729, \"cagr_pct\": -38.262881496558805, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 52.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.033571817700153, \"sortino\": -1.4014446044420403}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.25189732392059, \"dd_pct\": -81.69090366416034, \"calmar\": 0.11074227179738128, \"cagr_pct\": 9.046636256950134, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 46.273240371845944, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41606692730420636, \"sortino\": 0.5986715349973676}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.65948963152488, \"dd_pct\": -40.811240897854184, \"calmar\": 0.9493067992420764, \"cagr_pct\": 38.74238846983928, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 41.703637976929905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9822385535474004, \"sortino\": 1.4635809778713817}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.634501979909995, \"dd_pct\": -81.69090366416036, \"calmar\": -0.06827406149519624, \"cagr_pct\": -5.577369780365036, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 49.0053050397878, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08108796125659959, \"sortino\": 0.11443252098524304}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.20747053333620702, \"dd_pct\": -28.19163163787183, \"calmar\": 0.015510457671699927, \"cagr_pct\": 0.43726510921536743, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 81.26801152737752, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18857408579680454, \"sortino\": 0.27380402513125673}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 104.25189732392059, "Sharpe Ratio": 0.41606692730420636, "Sortino Ratio": 0.5986715349973676, "Calmar Ratio": 0.11074227179738128, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.69090366416034, "% In Market": 46.273240371845944, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9493067992420764, "Sub1_Sortino": 1.4635809778713817, "Sub1_Trades": 16, "Sub2_Calmar": -0.06827406149519624, "Sub2_Sortino": 0.11443252098524304, "Sub2_Trades": 72, "WFO_Score": 1.599819986381683, "WFO_Min_Fold": -0.11807571985717641, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.118076, 3.347401, 0.829771, 2.340184]", "OOS_Total Trades": 9, "OOS_Total P&L %": 0.20747053333620702, "OOS_Sortino Ratio": 0.27380402513125673, "OOS_Calmar Ratio": 0.015510457671699927, "OOS_Max Drawdown %": -28.19163163787183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d2de62d2126818bbacace1bc41d1dfd2979235fefc11da770cdd91664e5ecf9c", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -91.0, "i_long_exit_activation_threshold": 200.0, "i_long_exit_activation_confirmation_threshold": -50.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "af7ebb2afce687200486c4f480066a12e4df08aaf2bc2abe5912993a634ffaa7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.534083339796303, \"dd_pct\": -46.9001321247006, \"calmar\": -0.11807571985717641, \"cagr_pct\": -5.537766862020708, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19588381554235143, \"sortino\": 0.2736664961848908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.96762288554998, \"dd_pct\": -64.7023791535775, \"calmar\": -0.942666511411632, \"cagr_pct\": -60.9927660367356, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 54.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5061393959877358, \"sortino\": -2.0534566663516642}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 66.63884358369454, \"dd_pct\": -19.92505162717364, \"calmar\": 3.3474010337930364, \"cagr_pct\": 66.69713841518067, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 50.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8459701899030159, \"sortino\": 2.993416295947545}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 23.06709810896388, \"dd_pct\": -33.865090345894785, \"calmar\": 0.9412293041451633, \"cagr_pct\": 31.87481542107964, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 58.85036496350365, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9084616749401389, \"sortino\": 1.3121539985442858}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 22.04639736001488, \"dd_pct\": -9.42791538872978, \"calmar\": 2.340183592625708, \"cagr_pct\": 22.063052905368856, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 33.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9373419725268981, \"sortino\": 1.3876769740323125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.076476408751642, \"dd_pct\": -28.18600730149443, \"calmar\": -1.357513360699729, \"cagr_pct\": -38.262881496558805, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 52.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.033571817700153, \"sortino\": -1.4014446044420403}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 107.65698481732615, \"dd_pct\": -81.69090366416034, \"calmar\": 0.11342129378803047, \"cagr_pct\": 9.265487984302425, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 46.20683930942895, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4207549643493779, \"sortino\": 0.6055012410110895}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.65948963152488, \"dd_pct\": -40.811240897854184, \"calmar\": 0.9493067992420764, \"cagr_pct\": 38.74238846983928, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 41.703637976929905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9822385535474004, \"sortino\": 1.4635809778713817}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -24.394753264883395, \"dd_pct\": -81.69090366416036, \"calmar\": -0.06456517005332191, \"cagr_pct\": -5.274387086886051, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 48.89920424403183, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08844240003801179, \"sortino\": 0.12483636111072453}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.20747053333620702, \"dd_pct\": -28.19163163787183, \"calmar\": 0.015510457671699927, \"cagr_pct\": 0.43726510921536743, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 81.26801152737752, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18857408579680454, \"sortino\": 0.27380402513125673}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 107.65698481732615, "Sharpe Ratio": 0.4207549643493779, "Sortino Ratio": 0.6055012410110895, "Calmar Ratio": 0.11342129378803047, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.69090366416034, "% In Market": 46.20683930942895, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9493067992420764, "Sub1_Sortino": 1.4635809778713817, "Sub1_Trades": 16, "Sub2_Calmar": -0.06456517005332191, "Sub2_Sortino": 0.12483636111072453, "Sub2_Trades": 72, "WFO_Score": 1.627684552676683, "WFO_Min_Fold": -0.11807571985717641, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.118076, 3.347401, 0.941229, 2.340184]", "OOS_Total Trades": 9, "OOS_Total P&L %": 0.20747053333620702, "OOS_Sortino Ratio": 0.27380402513125673, "OOS_Calmar Ratio": 0.015510457671699927, "OOS_Max Drawdown %": -28.19163163787183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d2de62d2126818bbacace1bc41d1dfd2979235fefc11da770cdd91664e5ecf9c", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -90.05, "i_long_exit_activation_threshold": 200.0, "i_long_exit_activation_confirmation_threshold": -50.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "4145b36e51428bc3b7d8fe6e265a5e738baa521ef7b63aef83e37634c43d8338", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.534083339796303, \"dd_pct\": -46.9001321247006, \"calmar\": -0.11807571985717641, \"cagr_pct\": -5.537766862020708, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19588381554235143, \"sortino\": 0.2736664961848908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.96762288554998, \"dd_pct\": -64.7023791535775, \"calmar\": -0.942666511411632, \"cagr_pct\": -60.9927660367356, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 54.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5061393959877358, \"sortino\": -2.0534566663516642}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 66.63884358369454, \"dd_pct\": -19.92505162717364, \"calmar\": 3.3474010337930364, \"cagr_pct\": 66.69713841518067, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 50.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8459701899030159, \"sortino\": 2.993416295947545}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 21.049086352753466, \"dd_pct\": -34.94954774538373, \"calmar\": 0.8297710389651641, \"cagr_pct\": 29.000122544049674, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 59.580291970802925, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8502249377304497, \"sortino\": 1.2257469425366772}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 22.04639736001488, \"dd_pct\": -9.42791538872978, \"calmar\": 2.340183592625708, \"cagr_pct\": 22.063052905368856, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 33.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9373419725268981, \"sortino\": 1.3876769740323125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.076476408751642, \"dd_pct\": -28.18600730149443, \"calmar\": -1.357513360699729, \"cagr_pct\": -38.262881496558805, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 52.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.033571817700153, \"sortino\": -1.4014446044420403}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.25189732392059, \"dd_pct\": -81.69090366416034, \"calmar\": 0.11074227179738128, \"cagr_pct\": 9.046636256950134, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 46.273240371845944, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41606692730420636, \"sortino\": 0.5986715349973676}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.65948963152488, \"dd_pct\": -40.811240897854184, \"calmar\": 0.9493067992420764, \"cagr_pct\": 38.74238846983928, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 41.703637976929905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9822385535474004, \"sortino\": 1.4635809778713817}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.634501979909995, \"dd_pct\": -81.69090366416036, \"calmar\": -0.06827406149519624, \"cagr_pct\": -5.577369780365036, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 49.0053050397878, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08108796125659959, \"sortino\": 0.11443252098524304}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.20747053333620702, \"dd_pct\": -28.19163163787183, \"calmar\": 0.015510457671699927, \"cagr_pct\": 0.43726510921536743, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 81.26801152737752, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18857408579680454, \"sortino\": 0.27380402513125673}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 104.25189732392059, "Sharpe Ratio": 0.41606692730420636, "Sortino Ratio": 0.5986715349973676, "Calmar Ratio": 0.11074227179738128, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.69090366416034, "% In Market": 46.273240371845944, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9493067992420764, "Sub1_Sortino": 1.4635809778713817, "Sub1_Trades": 16, "Sub2_Calmar": -0.06827406149519624, "Sub2_Sortino": 0.11443252098524304, "Sub2_Trades": 72, "WFO_Score": 1.599819986381683, "WFO_Min_Fold": -0.11807571985717641, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.118076, 3.347401, 0.829771, 2.340184]", "OOS_Total Trades": 9, "OOS_Total P&L %": 0.20747053333620702, "OOS_Sortino Ratio": 0.27380402513125673, "OOS_Calmar Ratio": 0.015510457671699927, "OOS_Max Drawdown %": -28.19163163787183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d2de62d2126818bbacace1bc41d1dfd2979235fefc11da770cdd91664e5ecf9c", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -89.95, "i_long_exit_activation_threshold": 200.0, "i_long_exit_activation_confirmation_threshold": -50.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "f56fdc2316caed5bcea93e40b095c28726e2cbf4cb9ae6d7bd821bf4162fe061", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.534083339796303, \"dd_pct\": -46.9001321247006, \"calmar\": -0.11807571985717641, \"cagr_pct\": -5.537766862020708, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19588381554235143, \"sortino\": 0.2736664961848908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.96762288554998, \"dd_pct\": -64.7023791535775, \"calmar\": -0.942666511411632, \"cagr_pct\": -60.9927660367356, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 54.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5061393959877358, \"sortino\": -2.0534566663516642}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 66.63884358369454, \"dd_pct\": -19.92505162717364, \"calmar\": 3.3474010337930364, \"cagr_pct\": 66.69713841518067, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 50.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8459701899030159, \"sortino\": 2.993416295947545}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 21.049086352753466, \"dd_pct\": -34.94954774538373, \"calmar\": 0.8297710389651641, \"cagr_pct\": 29.000122544049674, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 59.580291970802925, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8502249377304497, \"sortino\": 1.2257469425366772}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 22.04639736001488, \"dd_pct\": -9.42791538872978, \"calmar\": 2.340183592625708, \"cagr_pct\": 22.063052905368856, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 33.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9373419725268981, \"sortino\": 1.3876769740323125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.076476408751642, \"dd_pct\": -28.18600730149443, \"calmar\": -1.357513360699729, \"cagr_pct\": -38.262881496558805, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 52.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.033571817700153, \"sortino\": -1.4014446044420403}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.25189732392059, \"dd_pct\": -81.69090366416034, \"calmar\": 0.11074227179738128, \"cagr_pct\": 9.046636256950134, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 46.273240371845944, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41606692730420636, \"sortino\": 0.5986715349973676}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.65948963152488, \"dd_pct\": -40.811240897854184, \"calmar\": 0.9493067992420764, \"cagr_pct\": 38.74238846983928, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 41.703637976929905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9822385535474004, \"sortino\": 1.4635809778713817}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.634501979909995, \"dd_pct\": -81.69090366416036, \"calmar\": -0.06827406149519624, \"cagr_pct\": -5.577369780365036, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 49.0053050397878, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08108796125659959, \"sortino\": 0.11443252098524304}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.20747053333620702, \"dd_pct\": -28.19163163787183, \"calmar\": 0.015510457671699927, \"cagr_pct\": 0.43726510921536743, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 81.26801152737752, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18857408579680454, \"sortino\": 0.27380402513125673}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 104.25189732392059, "Sharpe Ratio": 0.41606692730420636, "Sortino Ratio": 0.5986715349973676, "Calmar Ratio": 0.11074227179738128, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.69090366416034, "% In Market": 46.273240371845944, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9493067992420764, "Sub1_Sortino": 1.4635809778713817, "Sub1_Trades": 16, "Sub2_Calmar": -0.06827406149519624, "Sub2_Sortino": 0.11443252098524304, "Sub2_Trades": 72, "WFO_Score": 1.599819986381683, "WFO_Min_Fold": -0.11807571985717641, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.118076, 3.347401, 0.829771, 2.340184]", "OOS_Total Trades": 9, "OOS_Total P&L %": 0.20747053333620702, "OOS_Sortino Ratio": 0.27380402513125673, "OOS_Calmar Ratio": 0.015510457671699927, "OOS_Max Drawdown %": -28.19163163787183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d2de62d2126818bbacace1bc41d1dfd2979235fefc11da770cdd91664e5ecf9c", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -89.0, "i_long_exit_activation_threshold": 200.0, "i_long_exit_activation_confirmation_threshold": -50.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "6d3f825b1768e6f24b0ace32c55668acb6518363993a2ada8516b1c7984f3c0d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.534083339796303, \"dd_pct\": -46.9001321247006, \"calmar\": -0.11807571985717641, \"cagr_pct\": -5.537766862020708, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19588381554235143, \"sortino\": 0.2736664961848908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.96762288554998, \"dd_pct\": -64.7023791535775, \"calmar\": -0.942666511411632, \"cagr_pct\": -60.9927660367356, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 54.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5061393959877358, \"sortino\": -2.0534566663516642}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 66.63884358369454, \"dd_pct\": -19.92505162717364, \"calmar\": 3.3474010337930364, \"cagr_pct\": 66.69713841518067, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 50.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8459701899030159, \"sortino\": 2.993416295947545}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 21.049086352753466, \"dd_pct\": -34.94954774538373, \"calmar\": 0.8297710389651641, \"cagr_pct\": 29.000122544049674, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 59.580291970802925, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8502249377304497, \"sortino\": 1.2257469425366772}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 22.04639736001488, \"dd_pct\": -9.42791538872978, \"calmar\": 2.340183592625708, \"cagr_pct\": 22.063052905368856, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 33.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9373419725268981, \"sortino\": 1.3876769740323125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.076476408751642, \"dd_pct\": -28.18600730149443, \"calmar\": -1.357513360699729, \"cagr_pct\": -38.262881496558805, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 52.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.033571817700153, \"sortino\": -1.4014446044420403}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.25189732392059, \"dd_pct\": -81.69090366416034, \"calmar\": 0.11074227179738128, \"cagr_pct\": 9.046636256950134, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 46.273240371845944, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41606692730420636, \"sortino\": 0.5986715349973676}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.65948963152488, \"dd_pct\": -40.811240897854184, \"calmar\": 0.9493067992420764, \"cagr_pct\": 38.74238846983928, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 41.703637976929905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9822385535474004, \"sortino\": 1.4635809778713817}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.634501979909995, \"dd_pct\": -81.69090366416036, \"calmar\": -0.06827406149519624, \"cagr_pct\": -5.577369780365036, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 49.0053050397878, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08108796125659959, \"sortino\": 0.11443252098524304}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.20747053333620702, \"dd_pct\": -28.19163163787183, \"calmar\": 0.015510457671699927, \"cagr_pct\": 0.43726510921536743, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 81.26801152737752, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18857408579680454, \"sortino\": 0.27380402513125673}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 104.25189732392059, "Sharpe Ratio": 0.41606692730420636, "Sortino Ratio": 0.5986715349973676, "Calmar Ratio": 0.11074227179738128, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.69090366416034, "% In Market": 46.273240371845944, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9493067992420764, "Sub1_Sortino": 1.4635809778713817, "Sub1_Trades": 16, "Sub2_Calmar": -0.06827406149519624, "Sub2_Sortino": 0.11443252098524304, "Sub2_Trades": 72, "WFO_Score": 1.599819986381683, "WFO_Min_Fold": -0.11807571985717641, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.118076, 3.347401, 0.829771, 2.340184]", "OOS_Total Trades": 9, "OOS_Total P&L %": 0.20747053333620702, "OOS_Sortino Ratio": 0.27380402513125673, "OOS_Calmar Ratio": 0.015510457671699927, "OOS_Max Drawdown %": -28.19163163787183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d2de62d2126818bbacace1bc41d1dfd2979235fefc11da770cdd91664e5ecf9c", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -90.0, "i_long_exit_activation_threshold": 199.0, "i_long_exit_activation_confirmation_threshold": -50.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "2e81b40fbbf463baa9fb9ab3ae40c061bcdd2f634d17cc91090a4909fb1df7f0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.534083339796303, \"dd_pct\": -46.9001321247006, \"calmar\": -0.11807571985717641, \"cagr_pct\": -5.537766862020708, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19588381554235143, \"sortino\": 0.2736664961848908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.96762288554998, \"dd_pct\": -64.7023791535775, \"calmar\": -0.942666511411632, \"cagr_pct\": -60.9927660367356, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 54.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5061393959877358, \"sortino\": -2.0534566663516642}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 66.63884358369454, \"dd_pct\": -19.92505162717364, \"calmar\": 3.3474010337930364, \"cagr_pct\": 66.69713841518067, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 50.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8459701899030159, \"sortino\": 2.993416295947545}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 21.049086352753466, \"dd_pct\": -34.94954774538373, \"calmar\": 0.8297710389651641, \"cagr_pct\": 29.000122544049674, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 59.580291970802925, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8502249377304497, \"sortino\": 1.2257469425366772}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 22.04639736001488, \"dd_pct\": -9.42791538872978, \"calmar\": 2.340183592625708, \"cagr_pct\": 22.063052905368856, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 33.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9373419725268981, \"sortino\": 1.3876769740323125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.076476408751642, \"dd_pct\": -28.18600730149443, \"calmar\": -1.357513360699729, \"cagr_pct\": -38.262881496558805, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 52.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.033571817700153, \"sortino\": -1.4014446044420403}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.25189732392059, \"dd_pct\": -81.69090366416034, \"calmar\": 0.11074227179738128, \"cagr_pct\": 9.046636256950134, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 46.273240371845944, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41606692730420636, \"sortino\": 0.5986715349973676}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.65948963152488, \"dd_pct\": -40.811240897854184, \"calmar\": 0.9493067992420764, \"cagr_pct\": 38.74238846983928, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 41.703637976929905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9822385535474004, \"sortino\": 1.4635809778713817}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.634501979909995, \"dd_pct\": -81.69090366416036, \"calmar\": -0.06827406149519624, \"cagr_pct\": -5.577369780365036, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 49.0053050397878, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08108796125659959, \"sortino\": 0.11443252098524304}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.20747053333620702, \"dd_pct\": -28.19163163787183, \"calmar\": 0.015510457671699927, \"cagr_pct\": 0.43726510921536743, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 81.26801152737752, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18857408579680454, \"sortino\": 0.27380402513125673}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 104.25189732392059, "Sharpe Ratio": 0.41606692730420636, "Sortino Ratio": 0.5986715349973676, "Calmar Ratio": 0.11074227179738128, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.69090366416034, "% In Market": 46.273240371845944, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9493067992420764, "Sub1_Sortino": 1.4635809778713817, "Sub1_Trades": 16, "Sub2_Calmar": -0.06827406149519624, "Sub2_Sortino": 0.11443252098524304, "Sub2_Trades": 72, "WFO_Score": 1.599819986381683, "WFO_Min_Fold": -0.11807571985717641, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.118076, 3.347401, 0.829771, 2.340184]", "OOS_Total Trades": 9, "OOS_Total P&L %": 0.20747053333620702, "OOS_Sortino Ratio": 0.27380402513125673, "OOS_Calmar Ratio": 0.015510457671699927, "OOS_Max Drawdown %": -28.19163163787183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d2de62d2126818bbacace1bc41d1dfd2979235fefc11da770cdd91664e5ecf9c", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -90.0, "i_long_exit_activation_threshold": 199.95, "i_long_exit_activation_confirmation_threshold": -50.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "0af990a1d4f0d07b381f941b0ab240987d76e7cba1f10b37299b4329b6d7a916", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.534083339796303, \"dd_pct\": -46.9001321247006, \"calmar\": -0.11807571985717641, \"cagr_pct\": -5.537766862020708, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19588381554235143, \"sortino\": 0.2736664961848908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.96762288554998, \"dd_pct\": -64.7023791535775, \"calmar\": -0.942666511411632, \"cagr_pct\": -60.9927660367356, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 54.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5061393959877358, \"sortino\": -2.0534566663516642}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 66.63884358369454, \"dd_pct\": -19.92505162717364, \"calmar\": 3.3474010337930364, \"cagr_pct\": 66.69713841518067, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 50.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8459701899030159, \"sortino\": 2.993416295947545}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 21.049086352753466, \"dd_pct\": -34.94954774538373, \"calmar\": 0.8297710389651641, \"cagr_pct\": 29.000122544049674, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 59.580291970802925, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8502249377304497, \"sortino\": 1.2257469425366772}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 22.04639736001488, \"dd_pct\": -9.42791538872978, \"calmar\": 2.340183592625708, \"cagr_pct\": 22.063052905368856, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 33.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9373419725268981, \"sortino\": 1.3876769740323125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.076476408751642, \"dd_pct\": -28.18600730149443, \"calmar\": -1.357513360699729, \"cagr_pct\": -38.262881496558805, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 52.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.033571817700153, \"sortino\": -1.4014446044420403}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.25189732392059, \"dd_pct\": -81.69090366416034, \"calmar\": 0.11074227179738128, \"cagr_pct\": 9.046636256950134, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 46.273240371845944, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41606692730420636, \"sortino\": 0.5986715349973676}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.65948963152488, \"dd_pct\": -40.811240897854184, \"calmar\": 0.9493067992420764, \"cagr_pct\": 38.74238846983928, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 41.703637976929905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9822385535474004, \"sortino\": 1.4635809778713817}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.634501979909995, \"dd_pct\": -81.69090366416036, \"calmar\": -0.06827406149519624, \"cagr_pct\": -5.577369780365036, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 49.0053050397878, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08108796125659959, \"sortino\": 0.11443252098524304}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.20747053333620702, \"dd_pct\": -28.19163163787183, \"calmar\": 0.015510457671699927, \"cagr_pct\": 0.43726510921536743, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 81.26801152737752, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18857408579680454, \"sortino\": 0.27380402513125673}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 104.25189732392059, "Sharpe Ratio": 0.41606692730420636, "Sortino Ratio": 0.5986715349973676, "Calmar Ratio": 0.11074227179738128, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.69090366416034, "% In Market": 46.273240371845944, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9493067992420764, "Sub1_Sortino": 1.4635809778713817, "Sub1_Trades": 16, "Sub2_Calmar": -0.06827406149519624, "Sub2_Sortino": 0.11443252098524304, "Sub2_Trades": 72, "WFO_Score": 1.599819986381683, "WFO_Min_Fold": -0.11807571985717641, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.118076, 3.347401, 0.829771, 2.340184]", "OOS_Total Trades": 9, "OOS_Total P&L %": 0.20747053333620702, "OOS_Sortino Ratio": 0.27380402513125673, "OOS_Calmar Ratio": 0.015510457671699927, "OOS_Max Drawdown %": -28.19163163787183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d2de62d2126818bbacace1bc41d1dfd2979235fefc11da770cdd91664e5ecf9c", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -90.0, "i_long_exit_activation_threshold": 200.05, "i_long_exit_activation_confirmation_threshold": -50.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "9b1623bc3943a7a1b639ce8a5f9db376f80debe6608837c2503897131803aa35", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.534083339796303, \"dd_pct\": -46.9001321247006, \"calmar\": -0.11807571985717641, \"cagr_pct\": -5.537766862020708, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19588381554235143, \"sortino\": 0.2736664961848908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.96762288554998, \"dd_pct\": -64.7023791535775, \"calmar\": -0.942666511411632, \"cagr_pct\": -60.9927660367356, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 54.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5061393959877358, \"sortino\": -2.0534566663516642}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 66.63884358369454, \"dd_pct\": -19.92505162717364, \"calmar\": 3.3474010337930364, \"cagr_pct\": 66.69713841518067, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 50.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8459701899030159, \"sortino\": 2.993416295947545}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 21.049086352753466, \"dd_pct\": -34.94954774538373, \"calmar\": 0.8297710389651641, \"cagr_pct\": 29.000122544049674, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 59.580291970802925, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8502249377304497, \"sortino\": 1.2257469425366772}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 22.04639736001488, \"dd_pct\": -9.42791538872978, \"calmar\": 2.340183592625708, \"cagr_pct\": 22.063052905368856, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 33.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9373419725268981, \"sortino\": 1.3876769740323125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.076476408751642, \"dd_pct\": -28.18600730149443, \"calmar\": -1.357513360699729, \"cagr_pct\": -38.262881496558805, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 52.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.033571817700153, \"sortino\": -1.4014446044420403}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.25189732392059, \"dd_pct\": -81.69090366416034, \"calmar\": 0.11074227179738128, \"cagr_pct\": 9.046636256950134, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 46.273240371845944, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41606692730420636, \"sortino\": 0.5986715349973676}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.65948963152488, \"dd_pct\": -40.811240897854184, \"calmar\": 0.9493067992420764, \"cagr_pct\": 38.74238846983928, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 41.703637976929905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9822385535474004, \"sortino\": 1.4635809778713817}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.634501979909995, \"dd_pct\": -81.69090366416036, \"calmar\": -0.06827406149519624, \"cagr_pct\": -5.577369780365036, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 49.0053050397878, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08108796125659959, \"sortino\": 0.11443252098524304}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.20747053333620702, \"dd_pct\": -28.19163163787183, \"calmar\": 0.015510457671699927, \"cagr_pct\": 0.43726510921536743, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 81.26801152737752, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18857408579680454, \"sortino\": 0.27380402513125673}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 104.25189732392059, "Sharpe Ratio": 0.41606692730420636, "Sortino Ratio": 0.5986715349973676, "Calmar Ratio": 0.11074227179738128, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.69090366416034, "% In Market": 46.273240371845944, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9493067992420764, "Sub1_Sortino": 1.4635809778713817, "Sub1_Trades": 16, "Sub2_Calmar": -0.06827406149519624, "Sub2_Sortino": 0.11443252098524304, "Sub2_Trades": 72, "WFO_Score": 1.599819986381683, "WFO_Min_Fold": -0.11807571985717641, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.118076, 3.347401, 0.829771, 2.340184]", "OOS_Total Trades": 9, "OOS_Total P&L %": 0.20747053333620702, "OOS_Sortino Ratio": 0.27380402513125673, "OOS_Calmar Ratio": 0.015510457671699927, "OOS_Max Drawdown %": -28.19163163787183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d2de62d2126818bbacace1bc41d1dfd2979235fefc11da770cdd91664e5ecf9c", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -90.0, "i_long_exit_activation_threshold": 201.0, "i_long_exit_activation_confirmation_threshold": -50.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "4839ef528f8b67fb4c16705d8c2102db1af91def56b85c04e1e381fa5e56f816", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.534083339796303, \"dd_pct\": -46.9001321247006, \"calmar\": -0.11807571985717641, \"cagr_pct\": -5.537766862020708, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19588381554235143, \"sortino\": 0.2736664961848908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.96762288554998, \"dd_pct\": -64.7023791535775, \"calmar\": -0.942666511411632, \"cagr_pct\": -60.9927660367356, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 54.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5061393959877358, \"sortino\": -2.0534566663516642}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 66.63884358369454, \"dd_pct\": -19.92505162717364, \"calmar\": 3.3474010337930364, \"cagr_pct\": 66.69713841518067, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 50.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8459701899030159, \"sortino\": 2.993416295947545}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 21.049086352753466, \"dd_pct\": -34.94954774538373, \"calmar\": 0.8297710389651641, \"cagr_pct\": 29.000122544049674, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 59.580291970802925, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8502249377304497, \"sortino\": 1.2257469425366772}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 22.04639736001488, \"dd_pct\": -9.42791538872978, \"calmar\": 2.340183592625708, \"cagr_pct\": 22.063052905368856, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 33.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9373419725268981, \"sortino\": 1.3876769740323125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.076476408751642, \"dd_pct\": -28.18600730149443, \"calmar\": -1.357513360699729, \"cagr_pct\": -38.262881496558805, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 52.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.033571817700153, \"sortino\": -1.4014446044420403}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.25189732392059, \"dd_pct\": -81.69090366416034, \"calmar\": 0.11074227179738128, \"cagr_pct\": 9.046636256950134, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 46.273240371845944, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41606692730420636, \"sortino\": 0.5986715349973676}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.65948963152488, \"dd_pct\": -40.811240897854184, \"calmar\": 0.9493067992420764, \"cagr_pct\": 38.74238846983928, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 41.703637976929905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9822385535474004, \"sortino\": 1.4635809778713817}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.634501979909995, \"dd_pct\": -81.69090366416036, \"calmar\": -0.06827406149519624, \"cagr_pct\": -5.577369780365036, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 49.0053050397878, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08108796125659959, \"sortino\": 0.11443252098524304}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.20747053333620702, \"dd_pct\": -28.19163163787183, \"calmar\": 0.015510457671699927, \"cagr_pct\": 0.43726510921536743, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 81.26801152737752, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18857408579680454, \"sortino\": 0.27380402513125673}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 104.25189732392059, "Sharpe Ratio": 0.41606692730420636, "Sortino Ratio": 0.5986715349973676, "Calmar Ratio": 0.11074227179738128, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.69090366416034, "% In Market": 46.273240371845944, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9493067992420764, "Sub1_Sortino": 1.4635809778713817, "Sub1_Trades": 16, "Sub2_Calmar": -0.06827406149519624, "Sub2_Sortino": 0.11443252098524304, "Sub2_Trades": 72, "WFO_Score": 1.599819986381683, "WFO_Min_Fold": -0.11807571985717641, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.118076, 3.347401, 0.829771, 2.340184]", "OOS_Total Trades": 9, "OOS_Total P&L %": 0.20747053333620702, "OOS_Sortino Ratio": 0.27380402513125673, "OOS_Calmar Ratio": 0.015510457671699927, "OOS_Max Drawdown %": -28.19163163787183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d2de62d2126818bbacace1bc41d1dfd2979235fefc11da770cdd91664e5ecf9c", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -90.0, "i_long_exit_activation_threshold": 200.0, "i_long_exit_activation_confirmation_threshold": -51.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "43a2f65a310b569f2880c12b7d2e3dbdbdd22f5629408a017e3a8a5d9d429ee5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.534083339796303, \"dd_pct\": -46.9001321247006, \"calmar\": -0.11807571985717641, \"cagr_pct\": -5.537766862020708, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19588381554235143, \"sortino\": 0.2736664961848908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.96762288554998, \"dd_pct\": -64.7023791535775, \"calmar\": -0.942666511411632, \"cagr_pct\": -60.9927660367356, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 54.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5061393959877358, \"sortino\": -2.0534566663516642}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 66.63884358369454, \"dd_pct\": -19.92505162717364, \"calmar\": 3.3474010337930364, \"cagr_pct\": 66.69713841518067, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 50.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8459701899030159, \"sortino\": 2.993416295947545}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 21.049086352753466, \"dd_pct\": -34.94954774538373, \"calmar\": 0.8297710389651641, \"cagr_pct\": 29.000122544049674, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 59.580291970802925, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8502249377304497, \"sortino\": 1.2257469425366772}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 22.04639736001488, \"dd_pct\": -9.42791538872978, \"calmar\": 2.340183592625708, \"cagr_pct\": 22.063052905368856, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 33.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9373419725268981, \"sortino\": 1.3876769740323125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.076476408751642, \"dd_pct\": -28.18600730149443, \"calmar\": -1.357513360699729, \"cagr_pct\": -38.262881496558805, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 52.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.033571817700153, \"sortino\": -1.4014446044420403}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.25189732392059, \"dd_pct\": -81.69090366416034, \"calmar\": 0.11074227179738128, \"cagr_pct\": 9.046636256950134, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 46.273240371845944, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41606692730420636, \"sortino\": 0.5986715349973676}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.65948963152488, \"dd_pct\": -40.811240897854184, \"calmar\": 0.9493067992420764, \"cagr_pct\": 38.74238846983928, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 41.703637976929905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9822385535474004, \"sortino\": 1.4635809778713817}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.634501979909995, \"dd_pct\": -81.69090366416036, \"calmar\": -0.06827406149519624, \"cagr_pct\": -5.577369780365036, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 49.0053050397878, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08108796125659959, \"sortino\": 0.11443252098524304}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.20747053333620702, \"dd_pct\": -28.19163163787183, \"calmar\": 0.015510457671699927, \"cagr_pct\": 0.43726510921536743, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 81.26801152737752, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18857408579680454, \"sortino\": 0.27380402513125673}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 104.25189732392059, "Sharpe Ratio": 0.41606692730420636, "Sortino Ratio": 0.5986715349973676, "Calmar Ratio": 0.11074227179738128, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.69090366416034, "% In Market": 46.273240371845944, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9493067992420764, "Sub1_Sortino": 1.4635809778713817, "Sub1_Trades": 16, "Sub2_Calmar": -0.06827406149519624, "Sub2_Sortino": 0.11443252098524304, "Sub2_Trades": 72, "WFO_Score": 1.599819986381683, "WFO_Min_Fold": -0.11807571985717641, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.118076, 3.347401, 0.829771, 2.340184]", "OOS_Total Trades": 9, "OOS_Total P&L %": 0.20747053333620702, "OOS_Sortino Ratio": 0.27380402513125673, "OOS_Calmar Ratio": 0.015510457671699927, "OOS_Max Drawdown %": -28.19163163787183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d2de62d2126818bbacace1bc41d1dfd2979235fefc11da770cdd91664e5ecf9c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -90.0, "i_long_exit_activation_threshold": 200.0, "i_long_exit_activation_confirmation_threshold": -50.05, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "5317fa1f0c54224f843450497b900602ed7e894f0abc4a86290ce49e1870b51a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.534083339796303, \"dd_pct\": -46.9001321247006, \"calmar\": -0.11807571985717641, \"cagr_pct\": -5.537766862020708, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19588381554235143, \"sortino\": 0.2736664961848908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.96762288554998, \"dd_pct\": -64.7023791535775, \"calmar\": -0.942666511411632, \"cagr_pct\": -60.9927660367356, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 54.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5061393959877358, \"sortino\": -2.0534566663516642}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 66.63884358369454, \"dd_pct\": -19.92505162717364, \"calmar\": 3.3474010337930364, \"cagr_pct\": 66.69713841518067, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 50.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8459701899030159, \"sortino\": 2.993416295947545}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 21.049086352753466, \"dd_pct\": -34.94954774538373, \"calmar\": 0.8297710389651641, \"cagr_pct\": 29.000122544049674, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 59.580291970802925, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8502249377304497, \"sortino\": 1.2257469425366772}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 22.04639736001488, \"dd_pct\": -9.42791538872978, \"calmar\": 2.340183592625708, \"cagr_pct\": 22.063052905368856, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 33.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9373419725268981, \"sortino\": 1.3876769740323125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.076476408751642, \"dd_pct\": -28.18600730149443, \"calmar\": -1.357513360699729, \"cagr_pct\": -38.262881496558805, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 52.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.033571817700153, \"sortino\": -1.4014446044420403}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.25189732392059, \"dd_pct\": -81.69090366416034, \"calmar\": 0.11074227179738128, \"cagr_pct\": 9.046636256950134, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 46.273240371845944, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41606692730420636, \"sortino\": 0.5986715349973676}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.65948963152488, \"dd_pct\": -40.811240897854184, \"calmar\": 0.9493067992420764, \"cagr_pct\": 38.74238846983928, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 41.703637976929905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9822385535474004, \"sortino\": 1.4635809778713817}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.634501979909995, \"dd_pct\": -81.69090366416036, \"calmar\": -0.06827406149519624, \"cagr_pct\": -5.577369780365036, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 49.0053050397878, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08108796125659959, \"sortino\": 0.11443252098524304}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.20747053333620702, \"dd_pct\": -28.19163163787183, \"calmar\": 0.015510457671699927, \"cagr_pct\": 0.43726510921536743, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 81.26801152737752, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18857408579680454, \"sortino\": 0.27380402513125673}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 104.25189732392059, "Sharpe Ratio": 0.41606692730420636, "Sortino Ratio": 0.5986715349973676, "Calmar Ratio": 0.11074227179738128, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.69090366416034, "% In Market": 46.273240371845944, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9493067992420764, "Sub1_Sortino": 1.4635809778713817, "Sub1_Trades": 16, "Sub2_Calmar": -0.06827406149519624, "Sub2_Sortino": 0.11443252098524304, "Sub2_Trades": 72, "WFO_Score": 1.599819986381683, "WFO_Min_Fold": -0.11807571985717641, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.118076, 3.347401, 0.829771, 2.340184]", "OOS_Total Trades": 9, "OOS_Total P&L %": 0.20747053333620702, "OOS_Sortino Ratio": 0.27380402513125673, "OOS_Calmar Ratio": 0.015510457671699927, "OOS_Max Drawdown %": -28.19163163787183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d2de62d2126818bbacace1bc41d1dfd2979235fefc11da770cdd91664e5ecf9c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -90.0, "i_long_exit_activation_threshold": 200.0, "i_long_exit_activation_confirmation_threshold": -49.95, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "7602d42271a2384cab4aecc94dedf578cce25cb54c207d99c10ff6cbdb620e43", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.534083339796303, \"dd_pct\": -46.9001321247006, \"calmar\": -0.11807571985717641, \"cagr_pct\": -5.537766862020708, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19588381554235143, \"sortino\": 0.2736664961848908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.96762288554998, \"dd_pct\": -64.7023791535775, \"calmar\": -0.942666511411632, \"cagr_pct\": -60.9927660367356, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 54.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5061393959877358, \"sortino\": -2.0534566663516642}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 66.63884358369454, \"dd_pct\": -19.92505162717364, \"calmar\": 3.3474010337930364, \"cagr_pct\": 66.69713841518067, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 50.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8459701899030159, \"sortino\": 2.993416295947545}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 21.049086352753466, \"dd_pct\": -34.94954774538373, \"calmar\": 0.8297710389651641, \"cagr_pct\": 29.000122544049674, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 59.580291970802925, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8502249377304497, \"sortino\": 1.2257469425366772}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 22.04639736001488, \"dd_pct\": -9.42791538872978, \"calmar\": 2.340183592625708, \"cagr_pct\": 22.063052905368856, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 33.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9373419725268981, \"sortino\": 1.3876769740323125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.076476408751642, \"dd_pct\": -28.18600730149443, \"calmar\": -1.357513360699729, \"cagr_pct\": -38.262881496558805, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 52.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.033571817700153, \"sortino\": -1.4014446044420403}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.25189732392059, \"dd_pct\": -81.69090366416034, \"calmar\": 0.11074227179738128, \"cagr_pct\": 9.046636256950134, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 46.273240371845944, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41606692730420636, \"sortino\": 0.5986715349973676}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.65948963152488, \"dd_pct\": -40.811240897854184, \"calmar\": 0.9493067992420764, \"cagr_pct\": 38.74238846983928, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 41.703637976929905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9822385535474004, \"sortino\": 1.4635809778713817}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.634501979909995, \"dd_pct\": -81.69090366416036, \"calmar\": -0.06827406149519624, \"cagr_pct\": -5.577369780365036, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 49.0053050397878, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08108796125659959, \"sortino\": 0.11443252098524304}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.20747053333620702, \"dd_pct\": -28.19163163787183, \"calmar\": 0.015510457671699927, \"cagr_pct\": 0.43726510921536743, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 81.26801152737752, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18857408579680454, \"sortino\": 0.27380402513125673}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 104.25189732392059, "Sharpe Ratio": 0.41606692730420636, "Sortino Ratio": 0.5986715349973676, "Calmar Ratio": 0.11074227179738128, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.69090366416034, "% In Market": 46.273240371845944, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9493067992420764, "Sub1_Sortino": 1.4635809778713817, "Sub1_Trades": 16, "Sub2_Calmar": -0.06827406149519624, "Sub2_Sortino": 0.11443252098524304, "Sub2_Trades": 72, "WFO_Score": 1.599819986381683, "WFO_Min_Fold": -0.11807571985717641, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.118076, 3.347401, 0.829771, 2.340184]", "OOS_Total Trades": 9, "OOS_Total P&L %": 0.20747053333620702, "OOS_Sortino Ratio": 0.27380402513125673, "OOS_Calmar Ratio": 0.015510457671699927, "OOS_Max Drawdown %": -28.19163163787183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d2de62d2126818bbacace1bc41d1dfd2979235fefc11da770cdd91664e5ecf9c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -90.0, "i_long_exit_activation_threshold": 200.0, "i_long_exit_activation_confirmation_threshold": -49.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "eb4461f482e16686c41add5d7a95edc142511ecf5376639b593f430441a776ce", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -5.534083339796303, \"dd_pct\": -46.9001321247006, \"calmar\": -0.11807571985717641, \"cagr_pct\": -5.537766862020708, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 48.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19588381554235143, \"sortino\": 0.2736664961848908}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -60.96762288554998, \"dd_pct\": -64.7023791535775, \"calmar\": -0.942666511411632, \"cagr_pct\": -60.9927660367356, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 54.794520547945204, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5061393959877358, \"sortino\": -2.0534566663516642}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 66.63884358369454, \"dd_pct\": -19.92505162717364, \"calmar\": 3.3474010337930364, \"cagr_pct\": 66.69713841518067, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 50.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.8459701899030159, \"sortino\": 2.993416295947545}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 21.049086352753466, \"dd_pct\": -34.94954774538373, \"calmar\": 0.8297710389651641, \"cagr_pct\": 29.000122544049674, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 59.580291970802925, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8502249377304497, \"sortino\": 1.2257469425366772}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 22.04639736001488, \"dd_pct\": -9.42791538872978, \"calmar\": 2.340183592625708, \"cagr_pct\": 22.063052905368856, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 33.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9373419725268981, \"sortino\": 1.3876769740323125}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.076476408751642, \"dd_pct\": -28.18600730149443, \"calmar\": -1.357513360699729, \"cagr_pct\": -38.262881496558805, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 52.980132450331126, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.033571817700153, \"sortino\": -1.4014446044420403}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.25189732392059, \"dd_pct\": -81.69090366416034, \"calmar\": 0.11074227179738128, \"cagr_pct\": 9.046636256950134, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 46.273240371845944, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41606692730420636, \"sortino\": 0.5986715349973676}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 174.65948963152488, \"dd_pct\": -40.811240897854184, \"calmar\": 0.9493067992420764, \"cagr_pct\": 38.74238846983928, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 41.703637976929905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9822385535474004, \"sortino\": 1.4635809778713817}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.634501979909995, \"dd_pct\": -81.69090366416036, \"calmar\": -0.06827406149519624, \"cagr_pct\": -5.577369780365036, \"entries\": 72, \"exits\": 72, \"exposure_pct\": 49.0053050397878, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.08108796125659959, \"sortino\": 0.11443252098524304}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.20747053333620702, \"dd_pct\": -28.19163163787183, \"calmar\": 0.015510457671699927, \"cagr_pct\": 0.43726510921536743, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 81.26801152737752, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18857408579680454, \"sortino\": 0.27380402513125673}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": 104.25189732392059, "Sharpe Ratio": 0.41606692730420636, "Sortino Ratio": 0.5986715349973676, "Calmar Ratio": 0.11074227179738128, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.69090366416034, "% In Market": 46.273240371845944, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9493067992420764, "Sub1_Sortino": 1.4635809778713817, "Sub1_Trades": 16, "Sub2_Calmar": -0.06827406149519624, "Sub2_Sortino": 0.11443252098524304, "Sub2_Trades": 72, "WFO_Score": 1.599819986381683, "WFO_Min_Fold": -0.11807571985717641, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.118076, 3.347401, 0.829771, 2.340184]", "OOS_Total Trades": 9, "OOS_Total P&L %": 0.20747053333620702, "OOS_Sortino Ratio": 0.27380402513125673, "OOS_Calmar Ratio": 0.015510457671699927, "OOS_Max Drawdown %": -28.19163163787183, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d2de62d2126818bbacace1bc41d1dfd2979235fefc11da770cdd91664e5ecf9c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 175.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": -630.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "16e950d710db59e9aac9fd4b2b5be0fbe7a8f3600c3270df5097075b762bd50a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -58.411238150968124, \"dd_pct\": -61.838564775516794, \"calmar\": -0.9449802447567364, \"cagr_pct\": -58.43622207697315, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 76.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4375728070690024, \"sortino\": -1.9203513675316928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 84.95929171099192, \"dd_pct\": -83.45536266454992, \"calmar\": 0.0927739240686404, \"cagr_pct\": 7.7424814789618015, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 87.70750332005312, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4213582500534457, \"sortino\": 0.5893846525993726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -31.13197204394581, \"dd_pct\": -83.45536266454992, \"calmar\": -0.13643046356973135, \"cagr_pct\": -11.385853815704596, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10815453245745578, \"sortino\": 0.14579086873321384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.570622973286, \"dd_pct\": -73.3575371138871, \"calmar\": 0.28760594249997207, \"cagr_pct\": 21.09806360111618, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.46419098143237, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6208027962372463, \"sortino\": 0.8918570081124839}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 84.95929171099192, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.45536266454992, "% In Market": 87.70750332005312, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e1a1170210734ebddcfc8c760676fbfa353354c7fe98aba28789219d034f180", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 174.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": -630.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "547e646561a00a4d31b21b8838ef04c750e4dbc2a6b798cca3059691334d0db8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -58.411238150968124, \"dd_pct\": -61.838564775516794, \"calmar\": -0.9449802447567364, \"cagr_pct\": -58.43622207697315, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 76.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4375728070690024, \"sortino\": -1.9203513675316928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 84.95929171099192, \"dd_pct\": -83.45536266454992, \"calmar\": 0.0927739240686404, \"cagr_pct\": 7.7424814789618015, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 87.70750332005312, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4213582500534457, \"sortino\": 0.5893846525993726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -31.13197204394581, \"dd_pct\": -83.45536266454992, \"calmar\": -0.13643046356973135, \"cagr_pct\": -11.385853815704596, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10815453245745578, \"sortino\": 0.14579086873321384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.570622973286, \"dd_pct\": -73.3575371138871, \"calmar\": 0.28760594249997207, \"cagr_pct\": 21.09806360111618, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.46419098143237, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6208027962372463, \"sortino\": 0.8918570081124839}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 84.95929171099192, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.45536266454992, "% In Market": 87.70750332005312, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e1a1170210734ebddcfc8c760676fbfa353354c7fe98aba28789219d034f180", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 174.95, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": -630.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "bf72df37cb89cba31675558c6b3548fff097bd7e3863165bf46914b3d63f4548", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -58.411238150968124, \"dd_pct\": -61.838564775516794, \"calmar\": -0.9449802447567364, \"cagr_pct\": -58.43622207697315, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 76.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4375728070690024, \"sortino\": -1.9203513675316928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 84.95929171099192, \"dd_pct\": -83.45536266454992, \"calmar\": 0.0927739240686404, \"cagr_pct\": 7.7424814789618015, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 87.70750332005312, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4213582500534457, \"sortino\": 0.5893846525993726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -31.13197204394581, \"dd_pct\": -83.45536266454992, \"calmar\": -0.13643046356973135, \"cagr_pct\": -11.385853815704596, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10815453245745578, \"sortino\": 0.14579086873321384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.570622973286, \"dd_pct\": -73.3575371138871, \"calmar\": 0.28760594249997207, \"cagr_pct\": 21.09806360111618, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.46419098143237, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6208027962372463, \"sortino\": 0.8918570081124839}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 84.95929171099192, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.45536266454992, "% In Market": 87.70750332005312, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e1a1170210734ebddcfc8c760676fbfa353354c7fe98aba28789219d034f180", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 175.05, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": -630.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "59bffa07359863c76cf9d1ffe723fd700252cfcdb4ddc3d3829c60b9323e812c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -58.411238150968124, \"dd_pct\": -61.838564775516794, \"calmar\": -0.9449802447567364, \"cagr_pct\": -58.43622207697315, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 76.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4375728070690024, \"sortino\": -1.9203513675316928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 84.95929171099192, \"dd_pct\": -83.45536266454992, \"calmar\": 0.0927739240686404, \"cagr_pct\": 7.7424814789618015, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 87.70750332005312, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4213582500534457, \"sortino\": 0.5893846525993726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -31.13197204394581, \"dd_pct\": -83.45536266454992, \"calmar\": -0.13643046356973135, \"cagr_pct\": -11.385853815704596, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10815453245745578, \"sortino\": 0.14579086873321384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.570622973286, \"dd_pct\": -73.3575371138871, \"calmar\": 0.28760594249997207, \"cagr_pct\": 21.09806360111618, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.46419098143237, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6208027962372463, \"sortino\": 0.8918570081124839}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 84.95929171099192, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.45536266454992, "% In Market": 87.70750332005312, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e1a1170210734ebddcfc8c760676fbfa353354c7fe98aba28789219d034f180", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 176.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": -630.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "d0a28167a476b7fd2c5be238bbd7eb6b2213265d7cb4522b28bacae34ca67ce8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -58.411238150968124, \"dd_pct\": -61.838564775516794, \"calmar\": -0.9449802447567364, \"cagr_pct\": -58.43622207697315, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 76.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4375728070690024, \"sortino\": -1.9203513675316928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 84.95929171099192, \"dd_pct\": -83.45536266454992, \"calmar\": 0.0927739240686404, \"cagr_pct\": 7.7424814789618015, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 87.70750332005312, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4213582500534457, \"sortino\": 0.5893846525993726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -31.13197204394581, \"dd_pct\": -83.45536266454992, \"calmar\": -0.13643046356973135, \"cagr_pct\": -11.385853815704596, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10815453245745578, \"sortino\": 0.14579086873321384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.570622973286, \"dd_pct\": -73.3575371138871, \"calmar\": 0.28760594249997207, \"cagr_pct\": 21.09806360111618, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.46419098143237, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6208027962372463, \"sortino\": 0.8918570081124839}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 84.95929171099192, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.45536266454992, "% In Market": 87.70750332005312, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e1a1170210734ebddcfc8c760676fbfa353354c7fe98aba28789219d034f180", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 175.0, "i_long_exit_activation_threshold": 319.0, "i_long_exit_activation_confirmation_threshold": -630.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "06f5f1c7b7ddbf97c82d1ce14814a18ea1e3f60829d0d6591e3753eb15dd2298", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -58.411238150968124, \"dd_pct\": -61.838564775516794, \"calmar\": -0.9449802447567364, \"cagr_pct\": -58.43622207697315, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 76.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4375728070690024, \"sortino\": -1.9203513675316928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 84.95929171099192, \"dd_pct\": -83.45536266454992, \"calmar\": 0.0927739240686404, \"cagr_pct\": 7.7424814789618015, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 87.70750332005312, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4213582500534457, \"sortino\": 0.5893846525993726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -31.13197204394581, \"dd_pct\": -83.45536266454992, \"calmar\": -0.13643046356973135, \"cagr_pct\": -11.385853815704596, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10815453245745578, \"sortino\": 0.14579086873321384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.570622973286, \"dd_pct\": -73.3575371138871, \"calmar\": 0.28760594249997207, \"cagr_pct\": 21.09806360111618, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.46419098143237, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6208027962372463, \"sortino\": 0.8918570081124839}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 84.95929171099192, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.45536266454992, "% In Market": 87.70750332005312, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e1a1170210734ebddcfc8c760676fbfa353354c7fe98aba28789219d034f180", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 175.0, "i_long_exit_activation_threshold": 319.95, "i_long_exit_activation_confirmation_threshold": -630.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "35a3f0233f8b3db90a7872de0ad67461a7a51260494d69da8e002c2a809b30a8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -58.411238150968124, \"dd_pct\": -61.838564775516794, \"calmar\": -0.9449802447567364, \"cagr_pct\": -58.43622207697315, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 76.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4375728070690024, \"sortino\": -1.9203513675316928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 84.95929171099192, \"dd_pct\": -83.45536266454992, \"calmar\": 0.0927739240686404, \"cagr_pct\": 7.7424814789618015, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 87.70750332005312, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4213582500534457, \"sortino\": 0.5893846525993726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -31.13197204394581, \"dd_pct\": -83.45536266454992, \"calmar\": -0.13643046356973135, \"cagr_pct\": -11.385853815704596, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10815453245745578, \"sortino\": 0.14579086873321384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.570622973286, \"dd_pct\": -73.3575371138871, \"calmar\": 0.28760594249997207, \"cagr_pct\": 21.09806360111618, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.46419098143237, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6208027962372463, \"sortino\": 0.8918570081124839}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 84.95929171099192, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.45536266454992, "% In Market": 87.70750332005312, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e1a1170210734ebddcfc8c760676fbfa353354c7fe98aba28789219d034f180", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 175.0, "i_long_exit_activation_threshold": 320.05, "i_long_exit_activation_confirmation_threshold": -630.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "a9f15179ab56221d92b6db8c1e551b0cf0d4288032840b948f10c359bd75d685", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -58.411238150968124, \"dd_pct\": -61.838564775516794, \"calmar\": -0.9449802447567364, \"cagr_pct\": -58.43622207697315, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 76.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4375728070690024, \"sortino\": -1.9203513675316928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 84.95929171099192, \"dd_pct\": -83.45536266454992, \"calmar\": 0.0927739240686404, \"cagr_pct\": 7.7424814789618015, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 87.70750332005312, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4213582500534457, \"sortino\": 0.5893846525993726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -31.13197204394581, \"dd_pct\": -83.45536266454992, \"calmar\": -0.13643046356973135, \"cagr_pct\": -11.385853815704596, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10815453245745578, \"sortino\": 0.14579086873321384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.570622973286, \"dd_pct\": -73.3575371138871, \"calmar\": 0.28760594249997207, \"cagr_pct\": 21.09806360111618, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.46419098143237, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6208027962372463, \"sortino\": 0.8918570081124839}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 84.95929171099192, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.45536266454992, "% In Market": 87.70750332005312, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e1a1170210734ebddcfc8c760676fbfa353354c7fe98aba28789219d034f180", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 175.0, "i_long_exit_activation_threshold": 321.0, "i_long_exit_activation_confirmation_threshold": -630.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "58c7296e2d86bca38322267ad4adda9020337f07c7a97c3844b377e0b0e8de2d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -58.411238150968124, \"dd_pct\": -61.838564775516794, \"calmar\": -0.9449802447567364, \"cagr_pct\": -58.43622207697315, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 76.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4375728070690024, \"sortino\": -1.9203513675316928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 84.95929171099192, \"dd_pct\": -83.45536266454992, \"calmar\": 0.0927739240686404, \"cagr_pct\": 7.7424814789618015, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 87.70750332005312, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4213582500534457, \"sortino\": 0.5893846525993726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -31.13197204394581, \"dd_pct\": -83.45536266454992, \"calmar\": -0.13643046356973135, \"cagr_pct\": -11.385853815704596, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10815453245745578, \"sortino\": 0.14579086873321384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.570622973286, \"dd_pct\": -73.3575371138871, \"calmar\": 0.28760594249997207, \"cagr_pct\": 21.09806360111618, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.46419098143237, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6208027962372463, \"sortino\": 0.8918570081124839}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 84.95929171099192, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.45536266454992, "% In Market": 87.70750332005312, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e1a1170210734ebddcfc8c760676fbfa353354c7fe98aba28789219d034f180", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 175.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": -631.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "4fb8b9e1a873b42f6f7938e9b7470a25fc8a0299be70ca1ef5046c4b82b38a1c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -58.411238150968124, \"dd_pct\": -61.838564775516794, \"calmar\": -0.9449802447567364, \"cagr_pct\": -58.43622207697315, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 76.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4375728070690024, \"sortino\": -1.9203513675316928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 84.95929171099192, \"dd_pct\": -83.45536266454992, \"calmar\": 0.0927739240686404, \"cagr_pct\": 7.7424814789618015, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 87.70750332005312, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4213582500534457, \"sortino\": 0.5893846525993726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -31.13197204394581, \"dd_pct\": -83.45536266454992, \"calmar\": -0.13643046356973135, \"cagr_pct\": -11.385853815704596, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10815453245745578, \"sortino\": 0.14579086873321384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.570622973286, \"dd_pct\": -73.3575371138871, \"calmar\": 0.28760594249997207, \"cagr_pct\": 21.09806360111618, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.46419098143237, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6208027962372463, \"sortino\": 0.8918570081124839}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 84.95929171099192, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.45536266454992, "% In Market": 87.70750332005312, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e1a1170210734ebddcfc8c760676fbfa353354c7fe98aba28789219d034f180", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 175.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": -630.05, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "8b81bdd25b888ff4815f8014637f38c9f844a11ec0f8b62f752b554accbb53b5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -58.411238150968124, \"dd_pct\": -61.838564775516794, \"calmar\": -0.9449802447567364, \"cagr_pct\": -58.43622207697315, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 76.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4375728070690024, \"sortino\": -1.9203513675316928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 84.95929171099192, \"dd_pct\": -83.45536266454992, \"calmar\": 0.0927739240686404, \"cagr_pct\": 7.7424814789618015, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 87.70750332005312, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4213582500534457, \"sortino\": 0.5893846525993726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -31.13197204394581, \"dd_pct\": -83.45536266454992, \"calmar\": -0.13643046356973135, \"cagr_pct\": -11.385853815704596, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10815453245745578, \"sortino\": 0.14579086873321384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.570622973286, \"dd_pct\": -73.3575371138871, \"calmar\": 0.28760594249997207, \"cagr_pct\": 21.09806360111618, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.46419098143237, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6208027962372463, \"sortino\": 0.8918570081124839}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 84.95929171099192, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.45536266454992, "% In Market": 87.70750332005312, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e1a1170210734ebddcfc8c760676fbfa353354c7fe98aba28789219d034f180", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 175.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": -629.95, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "c2b1ca7453a61c4857df7b7ac3581190db41b4557e4cff4f9a4cd2b5a3d0bcbf", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -58.411238150968124, \"dd_pct\": -61.838564775516794, \"calmar\": -0.9449802447567364, \"cagr_pct\": -58.43622207697315, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 76.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4375728070690024, \"sortino\": -1.9203513675316928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 84.95929171099192, \"dd_pct\": -83.45536266454992, \"calmar\": 0.0927739240686404, \"cagr_pct\": 7.7424814789618015, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 87.70750332005312, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4213582500534457, \"sortino\": 0.5893846525993726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -31.13197204394581, \"dd_pct\": -83.45536266454992, \"calmar\": -0.13643046356973135, \"cagr_pct\": -11.385853815704596, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10815453245745578, \"sortino\": 0.14579086873321384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.570622973286, \"dd_pct\": -73.3575371138871, \"calmar\": 0.28760594249997207, \"cagr_pct\": 21.09806360111618, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.46419098143237, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6208027962372463, \"sortino\": 0.8918570081124839}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 84.95929171099192, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.45536266454992, "% In Market": 87.70750332005312, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e1a1170210734ebddcfc8c760676fbfa353354c7fe98aba28789219d034f180", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 175.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": -629.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "6cacd100506d70dec18242f25c73d57cb3afff9a272b83137d55eaeaad17b261", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -58.411238150968124, \"dd_pct\": -61.838564775516794, \"calmar\": -0.9449802447567364, \"cagr_pct\": -58.43622207697315, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 76.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4375728070690024, \"sortino\": -1.9203513675316928}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 84.95929171099192, \"dd_pct\": -83.45536266454992, \"calmar\": 0.0927739240686404, \"cagr_pct\": 7.7424814789618015, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 87.70750332005312, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4213582500534457, \"sortino\": 0.5893846525993726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -31.13197204394581, \"dd_pct\": -83.45536266454992, \"calmar\": -0.13643046356973135, \"cagr_pct\": -11.385853815704596, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 74.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10815453245745578, \"sortino\": 0.14579086873321384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 168.570622973286, \"dd_pct\": -73.3575371138871, \"calmar\": 0.28760594249997207, \"cagr_pct\": 21.09806360111618, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.46419098143237, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6208027962372463, \"sortino\": 0.8918570081124839}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 84.95929171099192, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.45536266454992, "% In Market": 87.70750332005312, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6e1a1170210734ebddcfc8c760676fbfa353354c7fe98aba28789219d034f180", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "2c5d202c2a0ce3e46bd4daae50bb38f3ad550b29f22ba42b50041a69c8048140", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -16.810569726961887, \"dd_pct\": -24.858054715236154, \"calmar\": -0.6766843282199082, \"cagr_pct\": -16.8210560558333, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9230223742807598, \"sortino\": -1.164668074381787}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -4.771193272999796, \"dd_pct\": -23.649162990575544, \"calmar\": -0.20188375934946495, \"cagr_pct\": -4.774381930005626, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13131563255694947, \"sortino\": -0.18847353964276511}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.563845010414019, \"dd_pct\": -12.88963798598276, \"calmar\": -0.8200916022574302, \"cagr_pct\": -10.570683868442837, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.007112991353295, \"sortino\": -1.398257984346585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -35.46539039877731, \"dd_pct\": -39.822907103348335, \"calmar\": -1.110514251006507, \"cagr_pct\": -44.22390585477658, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 16.240875912408757, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6269967960360723, \"sortino\": -3.108781855688214}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -23.00197611558645, \"dd_pct\": -32.13775236065953, \"calmar\": -0.7161596097054106, \"cagr_pct\": -23.01576018741907, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 23.08219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8493861267716751, \"sortino\": -1.1671627235790576}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.4571890291519276, \"dd_pct\": -6.081655633045468, \"calmar\": 0.1824292569952577, \"cagr_pct\": 1.1094719184375084, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 6.125827814569536, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.16170974546789063, \"sortino\": 0.22469459709025214}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.154364067828624, \"dd_pct\": -73.21685340847664, \"calmar\": -0.09315979358494048, \"cagr_pct\": -6.820866950472529, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 11.138778220451528, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2379313615865012, \"sortino\": -0.3333352152611516}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.901530761120476, \"dd_pct\": -27.943393757337176, \"calmar\": 0.5710297196463139, \"cagr_pct\": 15.956508303218806, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7697703675180834, \"sortino\": 1.1644820840681458}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -64.63261903606433, \"dd_pct\": -68.41315440186919, \"calmar\": -0.26663342800500944, \"cagr_pct\": -18.241233878806383, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 12.665782493368699, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9349009656315381, \"sortino\": -1.2408203549990713}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -14.941782372641798, \"dd_pct\": -16.151025774798356, \"calmar\": -1.7876365132356893, \"cagr_pct\": -28.87216340124028, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6847796807148443, \"sortino\": -3.1945752951523496}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": -44.154364067828624, "Sharpe Ratio": -0.2379313615865012, "Sortino Ratio": -0.3333352152611516, "Calmar Ratio": -0.09315979358494048, "P&L/DD Ratio": 0.0, "Max Drawdown %": -73.21685340847664, "% In Market": 11.138778220451528, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5710297196463139, "Sub1_Sortino": 1.1644820840681458, "Sub1_Trades": 11, "Sub2_Calmar": -0.26663342800500944, "Sub2_Sortino": -1.2408203549990713, "Sub2_Trades": 52, "WFO_Score": -0.8822551543231159, "WFO_Min_Fold": -1.110514251006507, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.820092, -1.110514, -0.71616]", "OOS_Total Trades": 5, "OOS_Total P&L %": -14.941782372641798, "OOS_Sortino Ratio": -3.1945752951523496, "OOS_Calmar Ratio": -1.7876365132356893, "OOS_Max Drawdown %": -16.151025774798356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89e2ffc22b30fa59f351519f8ad9f696b4de22a5a5da896a7b9a2eb3fc8b353f", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -61.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "c4af69b0840ad2aad314f2a5cc63fd3025a2b76d5504ec7c85b9e8b31d4f1a98", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -16.810569726961887, \"dd_pct\": -24.858054715236154, \"calmar\": -0.6766843282199082, \"cagr_pct\": -16.8210560558333, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9230223742807598, \"sortino\": -1.164668074381787}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -4.771193272999796, \"dd_pct\": -23.649162990575544, \"calmar\": -0.20188375934946495, \"cagr_pct\": -4.774381930005626, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13131563255694947, \"sortino\": -0.18847353964276511}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.563845010414019, \"dd_pct\": -12.88963798598276, \"calmar\": -0.8200916022574302, \"cagr_pct\": -10.570683868442837, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.007112991353295, \"sortino\": -1.398257984346585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -32.14153425992441, \"dd_pct\": -36.72348493470366, \"calmar\": -1.099077976662534, \"cagr_pct\": -40.36197351803116, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 15.693430656934307, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.423497067374746, \"sortino\": -2.9158401589477783}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -23.00197611558645, \"dd_pct\": -32.13775236065953, \"calmar\": -0.7161596097054106, \"cagr_pct\": -23.01576018741907, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 23.08219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8493861267716751, \"sortino\": -1.1671627235790576}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.4571890291519276, \"dd_pct\": -6.081655633045468, \"calmar\": 0.1824292569952577, \"cagr_pct\": 1.1094719184375084, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 6.125827814569536, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.16170974546789063, \"sortino\": 0.22469459709025214}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -41.27803366204621, \"dd_pct\": -71.837386998652, \"calmar\": -0.08702506576657495, \"cagr_pct\": -6.2516533280565865, \"entries\": 62, \"exits\": 62, \"exposure_pct\": 11.088977423638777, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.21018941760181997, \"sortino\": -0.2955363561428392}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.901530761120476, \"dd_pct\": -27.943393757337176, \"calmar\": 0.5710297196463139, \"cagr_pct\": 15.956508303218806, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7697703675180834, \"sortino\": 1.1644820840681458}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -62.811021492381315, \"dd_pct\": -66.78627339496282, \"calmar\": -0.26115724991730244, \"cagr_pct\": -17.441719492053593, \"entries\": 51, \"exits\": 51, \"exposure_pct\": 12.586206896551724, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8928675065229347, \"sortino\": -1.1911565323806046}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -14.941782372641798, \"dd_pct\": -16.151025774798356, \"calmar\": -1.7876365132356893, \"cagr_pct\": -28.87216340124028, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6847796807148443, \"sortino\": -3.1945752951523496}]", "Additional_Threshold_Budget": 0, "Total Trades": 62, "Total P&L %": -41.27803366204621, "Sharpe Ratio": -0.21018941760181997, "Sortino Ratio": -0.2955363561428392, "Calmar Ratio": -0.08702506576657495, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.837386998652, "% In Market": 11.088977423638777, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5710297196463139, "Sub1_Sortino": 1.1644820840681458, "Sub1_Trades": 11, "Sub2_Calmar": -0.26115724991730244, "Sub2_Sortino": -1.1911565323806046, "Sub2_Trades": 51, "WFO_Score": -0.8784430628751249, "WFO_Min_Fold": -1.099077976662534, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.820092, -1.099078, -0.71616]", "OOS_Total Trades": 5, "OOS_Total P&L %": -14.941782372641798, "OOS_Sortino Ratio": -3.1945752951523496, "OOS_Calmar Ratio": -1.7876365132356893, "OOS_Max Drawdown %": -16.151025774798356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89e2ffc22b30fa59f351519f8ad9f696b4de22a5a5da896a7b9a2eb3fc8b353f", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -60.05, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "76772938ad02659e4bc914c40809c789c0ce9a142ba8f5608fe89f261eb4ed92", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -16.810569726961887, \"dd_pct\": -24.858054715236154, \"calmar\": -0.6766843282199082, \"cagr_pct\": -16.8210560558333, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9230223742807598, \"sortino\": -1.164668074381787}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -4.771193272999796, \"dd_pct\": -23.649162990575544, \"calmar\": -0.20188375934946495, \"cagr_pct\": -4.774381930005626, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13131563255694947, \"sortino\": -0.18847353964276511}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.563845010414019, \"dd_pct\": -12.88963798598276, \"calmar\": -0.8200916022574302, \"cagr_pct\": -10.570683868442837, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.007112991353295, \"sortino\": -1.398257984346585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -35.46539039877731, \"dd_pct\": -39.822907103348335, \"calmar\": -1.110514251006507, \"cagr_pct\": -44.22390585477658, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 16.240875912408757, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6269967960360723, \"sortino\": -3.108781855688214}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -23.00197611558645, \"dd_pct\": -32.13775236065953, \"calmar\": -0.7161596097054106, \"cagr_pct\": -23.01576018741907, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 23.08219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8493861267716751, \"sortino\": -1.1671627235790576}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.4571890291519276, \"dd_pct\": -6.081655633045468, \"calmar\": 0.1824292569952577, \"cagr_pct\": 1.1094719184375084, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 6.125827814569536, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.16170974546789063, \"sortino\": 0.22469459709025214}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.154364067828624, \"dd_pct\": -73.21685340847664, \"calmar\": -0.09315979358494048, \"cagr_pct\": -6.820866950472529, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 11.138778220451528, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2379313615865012, \"sortino\": -0.3333352152611516}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.901530761120476, \"dd_pct\": -27.943393757337176, \"calmar\": 0.5710297196463139, \"cagr_pct\": 15.956508303218806, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7697703675180834, \"sortino\": 1.1644820840681458}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -64.63261903606433, \"dd_pct\": -68.41315440186919, \"calmar\": -0.26663342800500944, \"cagr_pct\": -18.241233878806383, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 12.665782493368699, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9349009656315381, \"sortino\": -1.2408203549990713}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -14.941782372641798, \"dd_pct\": -16.151025774798356, \"calmar\": -1.7876365132356893, \"cagr_pct\": -28.87216340124028, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6847796807148443, \"sortino\": -3.1945752951523496}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": -44.154364067828624, "Sharpe Ratio": -0.2379313615865012, "Sortino Ratio": -0.3333352152611516, "Calmar Ratio": -0.09315979358494048, "P&L/DD Ratio": 0.0, "Max Drawdown %": -73.21685340847664, "% In Market": 11.138778220451528, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5710297196463139, "Sub1_Sortino": 1.1644820840681458, "Sub1_Trades": 11, "Sub2_Calmar": -0.26663342800500944, "Sub2_Sortino": -1.2408203549990713, "Sub2_Trades": 52, "WFO_Score": -0.8822551543231159, "WFO_Min_Fold": -1.110514251006507, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.820092, -1.110514, -0.71616]", "OOS_Total Trades": 5, "OOS_Total P&L %": -14.941782372641798, "OOS_Sortino Ratio": -3.1945752951523496, "OOS_Calmar Ratio": -1.7876365132356893, "OOS_Max Drawdown %": -16.151025774798356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89e2ffc22b30fa59f351519f8ad9f696b4de22a5a5da896a7b9a2eb3fc8b353f", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -59.95, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "9bbee370f9ee61d1583b6aba2756c186311412f2481ae37c1681b33439d3b48b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -16.810569726961887, \"dd_pct\": -24.858054715236154, \"calmar\": -0.6766843282199082, \"cagr_pct\": -16.8210560558333, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9230223742807598, \"sortino\": -1.164668074381787}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -4.771193272999796, \"dd_pct\": -23.649162990575544, \"calmar\": -0.20188375934946495, \"cagr_pct\": -4.774381930005626, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13131563255694947, \"sortino\": -0.18847353964276511}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.563845010414019, \"dd_pct\": -12.88963798598276, \"calmar\": -0.8200916022574302, \"cagr_pct\": -10.570683868442837, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.007112991353295, \"sortino\": -1.398257984346585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -35.46539039877731, \"dd_pct\": -39.822907103348335, \"calmar\": -1.110514251006507, \"cagr_pct\": -44.22390585477658, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 16.240875912408757, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6269967960360723, \"sortino\": -3.108781855688214}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -23.00197611558645, \"dd_pct\": -32.13775236065953, \"calmar\": -0.7161596097054106, \"cagr_pct\": -23.01576018741907, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 23.08219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8493861267716751, \"sortino\": -1.1671627235790576}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.4571890291519276, \"dd_pct\": -6.081655633045468, \"calmar\": 0.1824292569952577, \"cagr_pct\": 1.1094719184375084, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 6.125827814569536, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.16170974546789063, \"sortino\": 0.22469459709025214}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.154364067828624, \"dd_pct\": -73.21685340847664, \"calmar\": -0.09315979358494048, \"cagr_pct\": -6.820866950472529, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 11.138778220451528, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2379313615865012, \"sortino\": -0.3333352152611516}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.901530761120476, \"dd_pct\": -27.943393757337176, \"calmar\": 0.5710297196463139, \"cagr_pct\": 15.956508303218806, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7697703675180834, \"sortino\": 1.1644820840681458}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -64.63261903606433, \"dd_pct\": -68.41315440186919, \"calmar\": -0.26663342800500944, \"cagr_pct\": -18.241233878806383, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 12.665782493368699, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9349009656315381, \"sortino\": -1.2408203549990713}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -14.941782372641798, \"dd_pct\": -16.151025774798356, \"calmar\": -1.7876365132356893, \"cagr_pct\": -28.87216340124028, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6847796807148443, \"sortino\": -3.1945752951523496}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": -44.154364067828624, "Sharpe Ratio": -0.2379313615865012, "Sortino Ratio": -0.3333352152611516, "Calmar Ratio": -0.09315979358494048, "P&L/DD Ratio": 0.0, "Max Drawdown %": -73.21685340847664, "% In Market": 11.138778220451528, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5710297196463139, "Sub1_Sortino": 1.1644820840681458, "Sub1_Trades": 11, "Sub2_Calmar": -0.26663342800500944, "Sub2_Sortino": -1.2408203549990713, "Sub2_Trades": 52, "WFO_Score": -0.8822551543231159, "WFO_Min_Fold": -1.110514251006507, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.820092, -1.110514, -0.71616]", "OOS_Total Trades": 5, "OOS_Total P&L %": -14.941782372641798, "OOS_Sortino Ratio": -3.1945752951523496, "OOS_Calmar Ratio": -1.7876365132356893, "OOS_Max Drawdown %": -16.151025774798356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89e2ffc22b30fa59f351519f8ad9f696b4de22a5a5da896a7b9a2eb3fc8b353f", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -59.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "35ddd0812bcc8f61fd8bcfbc1e0f7bbcb201b3624d860fbb8a83ace5547b420a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -16.810569726961887, \"dd_pct\": -24.858054715236154, \"calmar\": -0.6766843282199082, \"cagr_pct\": -16.8210560558333, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9230223742807598, \"sortino\": -1.164668074381787}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -4.771193272999796, \"dd_pct\": -23.649162990575544, \"calmar\": -0.20188375934946495, \"cagr_pct\": -4.774381930005626, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13131563255694947, \"sortino\": -0.18847353964276511}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.563845010414019, \"dd_pct\": -12.88963798598276, \"calmar\": -0.8200916022574302, \"cagr_pct\": -10.570683868442837, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.007112991353295, \"sortino\": -1.398257984346585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -35.46539039877731, \"dd_pct\": -39.822907103348335, \"calmar\": -1.110514251006507, \"cagr_pct\": -44.22390585477658, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 16.240875912408757, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6269967960360723, \"sortino\": -3.108781855688214}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -23.00197611558645, \"dd_pct\": -32.13775236065953, \"calmar\": -0.7161596097054106, \"cagr_pct\": -23.01576018741907, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 23.08219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8493861267716751, \"sortino\": -1.1671627235790576}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.4571890291519276, \"dd_pct\": -6.081655633045468, \"calmar\": 0.1824292569952577, \"cagr_pct\": 1.1094719184375084, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 6.125827814569536, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.16170974546789063, \"sortino\": 0.22469459709025214}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.154364067828624, \"dd_pct\": -73.21685340847664, \"calmar\": -0.09315979358494048, \"cagr_pct\": -6.820866950472529, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 11.138778220451528, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2379313615865012, \"sortino\": -0.3333352152611516}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.901530761120476, \"dd_pct\": -27.943393757337176, \"calmar\": 0.5710297196463139, \"cagr_pct\": 15.956508303218806, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7697703675180834, \"sortino\": 1.1644820840681458}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -64.63261903606433, \"dd_pct\": -68.41315440186919, \"calmar\": -0.26663342800500944, \"cagr_pct\": -18.241233878806383, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 12.665782493368699, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9349009656315381, \"sortino\": -1.2408203549990713}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -14.941782372641798, \"dd_pct\": -16.151025774798356, \"calmar\": -1.7876365132356893, \"cagr_pct\": -28.87216340124028, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6847796807148443, \"sortino\": -3.1945752951523496}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": -44.154364067828624, "Sharpe Ratio": -0.2379313615865012, "Sortino Ratio": -0.3333352152611516, "Calmar Ratio": -0.09315979358494048, "P&L/DD Ratio": 0.0, "Max Drawdown %": -73.21685340847664, "% In Market": 11.138778220451528, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5710297196463139, "Sub1_Sortino": 1.1644820840681458, "Sub1_Trades": 11, "Sub2_Calmar": -0.26663342800500944, "Sub2_Sortino": -1.2408203549990713, "Sub2_Trades": 52, "WFO_Score": -0.8822551543231159, "WFO_Min_Fold": -1.110514251006507, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.820092, -1.110514, -0.71616]", "OOS_Total Trades": 5, "OOS_Total P&L %": -14.941782372641798, "OOS_Sortino Ratio": -3.1945752951523496, "OOS_Calmar Ratio": -1.7876365132356893, "OOS_Max Drawdown %": -16.151025774798356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89e2ffc22b30fa59f351519f8ad9f696b4de22a5a5da896a7b9a2eb3fc8b353f", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 629.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "3010c1acab497ca202fcc9e9ff21bd645ec16dc1ea99db2d0a53ec58caf68505", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -16.810569726961887, \"dd_pct\": -24.858054715236154, \"calmar\": -0.6766843282199082, \"cagr_pct\": -16.8210560558333, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9230223742807598, \"sortino\": -1.164668074381787}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -4.771193272999796, \"dd_pct\": -23.649162990575544, \"calmar\": -0.20188375934946495, \"cagr_pct\": -4.774381930005626, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13131563255694947, \"sortino\": -0.18847353964276511}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.563845010414019, \"dd_pct\": -12.88963798598276, \"calmar\": -0.8200916022574302, \"cagr_pct\": -10.570683868442837, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.007112991353295, \"sortino\": -1.398257984346585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -35.46539039877731, \"dd_pct\": -39.822907103348335, \"calmar\": -1.110514251006507, \"cagr_pct\": -44.22390585477658, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 16.240875912408757, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6269967960360723, \"sortino\": -3.108781855688214}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -23.00197611558645, \"dd_pct\": -32.13775236065953, \"calmar\": -0.7161596097054106, \"cagr_pct\": -23.01576018741907, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 23.08219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8493861267716751, \"sortino\": -1.1671627235790576}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.4571890291519276, \"dd_pct\": -6.081655633045468, \"calmar\": 0.1824292569952577, \"cagr_pct\": 1.1094719184375084, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 6.125827814569536, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.16170974546789063, \"sortino\": 0.22469459709025214}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.154364067828624, \"dd_pct\": -73.21685340847664, \"calmar\": -0.09315979358494048, \"cagr_pct\": -6.820866950472529, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 11.138778220451528, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2379313615865012, \"sortino\": -0.3333352152611516}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.901530761120476, \"dd_pct\": -27.943393757337176, \"calmar\": 0.5710297196463139, \"cagr_pct\": 15.956508303218806, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7697703675180834, \"sortino\": 1.1644820840681458}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -64.63261903606433, \"dd_pct\": -68.41315440186919, \"calmar\": -0.26663342800500944, \"cagr_pct\": -18.241233878806383, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 12.665782493368699, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9349009656315381, \"sortino\": -1.2408203549990713}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -14.941782372641798, \"dd_pct\": -16.151025774798356, \"calmar\": -1.7876365132356893, \"cagr_pct\": -28.87216340124028, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6847796807148443, \"sortino\": -3.1945752951523496}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": -44.154364067828624, "Sharpe Ratio": -0.2379313615865012, "Sortino Ratio": -0.3333352152611516, "Calmar Ratio": -0.09315979358494048, "P&L/DD Ratio": 0.0, "Max Drawdown %": -73.21685340847664, "% In Market": 11.138778220451528, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5710297196463139, "Sub1_Sortino": 1.1644820840681458, "Sub1_Trades": 11, "Sub2_Calmar": -0.26663342800500944, "Sub2_Sortino": -1.2408203549990713, "Sub2_Trades": 52, "WFO_Score": -0.8822551543231159, "WFO_Min_Fold": -1.110514251006507, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.820092, -1.110514, -0.71616]", "OOS_Total Trades": 5, "OOS_Total P&L %": -14.941782372641798, "OOS_Sortino Ratio": -3.1945752951523496, "OOS_Calmar Ratio": -1.7876365132356893, "OOS_Max Drawdown %": -16.151025774798356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89e2ffc22b30fa59f351519f8ad9f696b4de22a5a5da896a7b9a2eb3fc8b353f", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 629.95, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "8e78895957cf62424a919898b81dff78a5eb9ba2ca757cdd332d376568979adf", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -16.810569726961887, \"dd_pct\": -24.858054715236154, \"calmar\": -0.6766843282199082, \"cagr_pct\": -16.8210560558333, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9230223742807598, \"sortino\": -1.164668074381787}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -4.771193272999796, \"dd_pct\": -23.649162990575544, \"calmar\": -0.20188375934946495, \"cagr_pct\": -4.774381930005626, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13131563255694947, \"sortino\": -0.18847353964276511}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.563845010414019, \"dd_pct\": -12.88963798598276, \"calmar\": -0.8200916022574302, \"cagr_pct\": -10.570683868442837, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.007112991353295, \"sortino\": -1.398257984346585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -35.46539039877731, \"dd_pct\": -39.822907103348335, \"calmar\": -1.110514251006507, \"cagr_pct\": -44.22390585477658, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 16.240875912408757, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6269967960360723, \"sortino\": -3.108781855688214}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -23.00197611558645, \"dd_pct\": -32.13775236065953, \"calmar\": -0.7161596097054106, \"cagr_pct\": -23.01576018741907, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 23.08219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8493861267716751, \"sortino\": -1.1671627235790576}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.4571890291519276, \"dd_pct\": -6.081655633045468, \"calmar\": 0.1824292569952577, \"cagr_pct\": 1.1094719184375084, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 6.125827814569536, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.16170974546789063, \"sortino\": 0.22469459709025214}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.154364067828624, \"dd_pct\": -73.21685340847664, \"calmar\": -0.09315979358494048, \"cagr_pct\": -6.820866950472529, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 11.138778220451528, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2379313615865012, \"sortino\": -0.3333352152611516}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.901530761120476, \"dd_pct\": -27.943393757337176, \"calmar\": 0.5710297196463139, \"cagr_pct\": 15.956508303218806, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7697703675180834, \"sortino\": 1.1644820840681458}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -64.63261903606433, \"dd_pct\": -68.41315440186919, \"calmar\": -0.26663342800500944, \"cagr_pct\": -18.241233878806383, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 12.665782493368699, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9349009656315381, \"sortino\": -1.2408203549990713}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -14.941782372641798, \"dd_pct\": -16.151025774798356, \"calmar\": -1.7876365132356893, \"cagr_pct\": -28.87216340124028, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6847796807148443, \"sortino\": -3.1945752951523496}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": -44.154364067828624, "Sharpe Ratio": -0.2379313615865012, "Sortino Ratio": -0.3333352152611516, "Calmar Ratio": -0.09315979358494048, "P&L/DD Ratio": 0.0, "Max Drawdown %": -73.21685340847664, "% In Market": 11.138778220451528, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5710297196463139, "Sub1_Sortino": 1.1644820840681458, "Sub1_Trades": 11, "Sub2_Calmar": -0.26663342800500944, "Sub2_Sortino": -1.2408203549990713, "Sub2_Trades": 52, "WFO_Score": -0.8822551543231159, "WFO_Min_Fold": -1.110514251006507, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.820092, -1.110514, -0.71616]", "OOS_Total Trades": 5, "OOS_Total P&L %": -14.941782372641798, "OOS_Sortino Ratio": -3.1945752951523496, "OOS_Calmar Ratio": -1.7876365132356893, "OOS_Max Drawdown %": -16.151025774798356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89e2ffc22b30fa59f351519f8ad9f696b4de22a5a5da896a7b9a2eb3fc8b353f", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 630.05, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "ead3159600d042c9570ffc5e611b51171894064292e57eb6fccdd39711d17b6f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -16.810569726961887, \"dd_pct\": -24.858054715236154, \"calmar\": -0.6766843282199082, \"cagr_pct\": -16.8210560558333, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9230223742807598, \"sortino\": -1.164668074381787}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -4.771193272999796, \"dd_pct\": -23.649162990575544, \"calmar\": -0.20188375934946495, \"cagr_pct\": -4.774381930005626, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13131563255694947, \"sortino\": -0.18847353964276511}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.563845010414019, \"dd_pct\": -12.88963798598276, \"calmar\": -0.8200916022574302, \"cagr_pct\": -10.570683868442837, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.007112991353295, \"sortino\": -1.398257984346585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -35.46539039877731, \"dd_pct\": -39.822907103348335, \"calmar\": -1.110514251006507, \"cagr_pct\": -44.22390585477658, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 16.240875912408757, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6269967960360723, \"sortino\": -3.108781855688214}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -23.00197611558645, \"dd_pct\": -32.13775236065953, \"calmar\": -0.7161596097054106, \"cagr_pct\": -23.01576018741907, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 23.08219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8493861267716751, \"sortino\": -1.1671627235790576}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.4571890291519276, \"dd_pct\": -6.081655633045468, \"calmar\": 0.1824292569952577, \"cagr_pct\": 1.1094719184375084, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 6.125827814569536, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.16170974546789063, \"sortino\": 0.22469459709025214}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.154364067828624, \"dd_pct\": -73.21685340847664, \"calmar\": -0.09315979358494048, \"cagr_pct\": -6.820866950472529, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 11.138778220451528, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2379313615865012, \"sortino\": -0.3333352152611516}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.901530761120476, \"dd_pct\": -27.943393757337176, \"calmar\": 0.5710297196463139, \"cagr_pct\": 15.956508303218806, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7697703675180834, \"sortino\": 1.1644820840681458}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -64.63261903606433, \"dd_pct\": -68.41315440186919, \"calmar\": -0.26663342800500944, \"cagr_pct\": -18.241233878806383, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 12.665782493368699, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9349009656315381, \"sortino\": -1.2408203549990713}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -14.941782372641798, \"dd_pct\": -16.151025774798356, \"calmar\": -1.7876365132356893, \"cagr_pct\": -28.87216340124028, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6847796807148443, \"sortino\": -3.1945752951523496}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": -44.154364067828624, "Sharpe Ratio": -0.2379313615865012, "Sortino Ratio": -0.3333352152611516, "Calmar Ratio": -0.09315979358494048, "P&L/DD Ratio": 0.0, "Max Drawdown %": -73.21685340847664, "% In Market": 11.138778220451528, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5710297196463139, "Sub1_Sortino": 1.1644820840681458, "Sub1_Trades": 11, "Sub2_Calmar": -0.26663342800500944, "Sub2_Sortino": -1.2408203549990713, "Sub2_Trades": 52, "WFO_Score": -0.8822551543231159, "WFO_Min_Fold": -1.110514251006507, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.820092, -1.110514, -0.71616]", "OOS_Total Trades": 5, "OOS_Total P&L %": -14.941782372641798, "OOS_Sortino Ratio": -3.1945752951523496, "OOS_Calmar Ratio": -1.7876365132356893, "OOS_Max Drawdown %": -16.151025774798356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89e2ffc22b30fa59f351519f8ad9f696b4de22a5a5da896a7b9a2eb3fc8b353f", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 631.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "820accd2fd64ee4bdcedc2759e7fdeb8b40b3bc77e491444ade06e3dbc6b4f6a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -16.810569726961887, \"dd_pct\": -24.858054715236154, \"calmar\": -0.6766843282199082, \"cagr_pct\": -16.8210560558333, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9230223742807598, \"sortino\": -1.164668074381787}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -4.771193272999796, \"dd_pct\": -23.649162990575544, \"calmar\": -0.20188375934946495, \"cagr_pct\": -4.774381930005626, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13131563255694947, \"sortino\": -0.18847353964276511}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.563845010414019, \"dd_pct\": -12.88963798598276, \"calmar\": -0.8200916022574302, \"cagr_pct\": -10.570683868442837, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.007112991353295, \"sortino\": -1.398257984346585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -35.46539039877731, \"dd_pct\": -39.822907103348335, \"calmar\": -1.110514251006507, \"cagr_pct\": -44.22390585477658, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 16.240875912408757, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6269967960360723, \"sortino\": -3.108781855688214}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -23.00197611558645, \"dd_pct\": -32.13775236065953, \"calmar\": -0.7161596097054106, \"cagr_pct\": -23.01576018741907, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 23.08219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8493861267716751, \"sortino\": -1.1671627235790576}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.4571890291519276, \"dd_pct\": -6.081655633045468, \"calmar\": 0.1824292569952577, \"cagr_pct\": 1.1094719184375084, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 6.125827814569536, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.16170974546789063, \"sortino\": 0.22469459709025214}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.154364067828624, \"dd_pct\": -73.21685340847664, \"calmar\": -0.09315979358494048, \"cagr_pct\": -6.820866950472529, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 11.138778220451528, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2379313615865012, \"sortino\": -0.3333352152611516}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.901530761120476, \"dd_pct\": -27.943393757337176, \"calmar\": 0.5710297196463139, \"cagr_pct\": 15.956508303218806, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7697703675180834, \"sortino\": 1.1644820840681458}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -64.63261903606433, \"dd_pct\": -68.41315440186919, \"calmar\": -0.26663342800500944, \"cagr_pct\": -18.241233878806383, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 12.665782493368699, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9349009656315381, \"sortino\": -1.2408203549990713}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -14.941782372641798, \"dd_pct\": -16.151025774798356, \"calmar\": -1.7876365132356893, \"cagr_pct\": -28.87216340124028, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6847796807148443, \"sortino\": -3.1945752951523496}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": -44.154364067828624, "Sharpe Ratio": -0.2379313615865012, "Sortino Ratio": -0.3333352152611516, "Calmar Ratio": -0.09315979358494048, "P&L/DD Ratio": 0.0, "Max Drawdown %": -73.21685340847664, "% In Market": 11.138778220451528, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5710297196463139, "Sub1_Sortino": 1.1644820840681458, "Sub1_Trades": 11, "Sub2_Calmar": -0.26663342800500944, "Sub2_Sortino": -1.2408203549990713, "Sub2_Trades": 52, "WFO_Score": -0.8822551543231159, "WFO_Min_Fold": -1.110514251006507, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.820092, -1.110514, -0.71616]", "OOS_Total Trades": 5, "OOS_Total P&L %": -14.941782372641798, "OOS_Sortino Ratio": -3.1945752951523496, "OOS_Calmar Ratio": -1.7876365132356893, "OOS_Max Drawdown %": -16.151025774798356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89e2ffc22b30fa59f351519f8ad9f696b4de22a5a5da896a7b9a2eb3fc8b353f", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 729.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "dbe8d0310b02657b21b9ed2d79960af175a179f2e48fb53cb78679208272b345", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -16.810569726961887, \"dd_pct\": -24.858054715236154, \"calmar\": -0.6766843282199082, \"cagr_pct\": -16.8210560558333, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9230223742807598, \"sortino\": -1.164668074381787}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -4.771193272999796, \"dd_pct\": -23.649162990575544, \"calmar\": -0.20188375934946495, \"cagr_pct\": -4.774381930005626, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13131563255694947, \"sortino\": -0.18847353964276511}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.563845010414019, \"dd_pct\": -12.88963798598276, \"calmar\": -0.8200916022574302, \"cagr_pct\": -10.570683868442837, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.007112991353295, \"sortino\": -1.398257984346585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -35.46539039877731, \"dd_pct\": -39.822907103348335, \"calmar\": -1.110514251006507, \"cagr_pct\": -44.22390585477658, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 16.240875912408757, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6269967960360723, \"sortino\": -3.108781855688214}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -23.00197611558645, \"dd_pct\": -32.13775236065953, \"calmar\": -0.7161596097054106, \"cagr_pct\": -23.01576018741907, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 23.08219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8493861267716751, \"sortino\": -1.1671627235790576}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.4571890291519276, \"dd_pct\": -6.081655633045468, \"calmar\": 0.1824292569952577, \"cagr_pct\": 1.1094719184375084, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 6.125827814569536, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.16170974546789063, \"sortino\": 0.22469459709025214}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.154364067828624, \"dd_pct\": -73.21685340847664, \"calmar\": -0.09315979358494048, \"cagr_pct\": -6.820866950472529, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 11.138778220451528, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2379313615865012, \"sortino\": -0.3333352152611516}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.901530761120476, \"dd_pct\": -27.943393757337176, \"calmar\": 0.5710297196463139, \"cagr_pct\": 15.956508303218806, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7697703675180834, \"sortino\": 1.1644820840681458}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -64.63261903606433, \"dd_pct\": -68.41315440186919, \"calmar\": -0.26663342800500944, \"cagr_pct\": -18.241233878806383, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 12.665782493368699, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9349009656315381, \"sortino\": -1.2408203549990713}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -14.941782372641798, \"dd_pct\": -16.151025774798356, \"calmar\": -1.7876365132356893, \"cagr_pct\": -28.87216340124028, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6847796807148443, \"sortino\": -3.1945752951523496}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": -44.154364067828624, "Sharpe Ratio": -0.2379313615865012, "Sortino Ratio": -0.3333352152611516, "Calmar Ratio": -0.09315979358494048, "P&L/DD Ratio": 0.0, "Max Drawdown %": -73.21685340847664, "% In Market": 11.138778220451528, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5710297196463139, "Sub1_Sortino": 1.1644820840681458, "Sub1_Trades": 11, "Sub2_Calmar": -0.26663342800500944, "Sub2_Sortino": -1.2408203549990713, "Sub2_Trades": 52, "WFO_Score": -0.8822551543231159, "WFO_Min_Fold": -1.110514251006507, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.820092, -1.110514, -0.71616]", "OOS_Total Trades": 5, "OOS_Total P&L %": -14.941782372641798, "OOS_Sortino Ratio": -3.1945752951523496, "OOS_Calmar Ratio": -1.7876365132356893, "OOS_Max Drawdown %": -16.151025774798356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89e2ffc22b30fa59f351519f8ad9f696b4de22a5a5da896a7b9a2eb3fc8b353f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 729.95, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "9a80d0f3824ab5d39d378a860be996b798a36461c64deea2d5c5b2d63cec46e9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -16.810569726961887, \"dd_pct\": -24.858054715236154, \"calmar\": -0.6766843282199082, \"cagr_pct\": -16.8210560558333, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9230223742807598, \"sortino\": -1.164668074381787}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -4.771193272999796, \"dd_pct\": -23.649162990575544, \"calmar\": -0.20188375934946495, \"cagr_pct\": -4.774381930005626, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13131563255694947, \"sortino\": -0.18847353964276511}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.563845010414019, \"dd_pct\": -12.88963798598276, \"calmar\": -0.8200916022574302, \"cagr_pct\": -10.570683868442837, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.007112991353295, \"sortino\": -1.398257984346585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -35.46539039877731, \"dd_pct\": -39.822907103348335, \"calmar\": -1.110514251006507, \"cagr_pct\": -44.22390585477658, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 16.240875912408757, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6269967960360723, \"sortino\": -3.108781855688214}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -23.00197611558645, \"dd_pct\": -32.13775236065953, \"calmar\": -0.7161596097054106, \"cagr_pct\": -23.01576018741907, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 23.08219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8493861267716751, \"sortino\": -1.1671627235790576}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.4571890291519276, \"dd_pct\": -6.081655633045468, \"calmar\": 0.1824292569952577, \"cagr_pct\": 1.1094719184375084, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 6.125827814569536, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.16170974546789063, \"sortino\": 0.22469459709025214}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.154364067828624, \"dd_pct\": -73.21685340847664, \"calmar\": -0.09315979358494048, \"cagr_pct\": -6.820866950472529, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 11.138778220451528, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2379313615865012, \"sortino\": -0.3333352152611516}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.901530761120476, \"dd_pct\": -27.943393757337176, \"calmar\": 0.5710297196463139, \"cagr_pct\": 15.956508303218806, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7697703675180834, \"sortino\": 1.1644820840681458}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -64.63261903606433, \"dd_pct\": -68.41315440186919, \"calmar\": -0.26663342800500944, \"cagr_pct\": -18.241233878806383, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 12.665782493368699, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9349009656315381, \"sortino\": -1.2408203549990713}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -14.941782372641798, \"dd_pct\": -16.151025774798356, \"calmar\": -1.7876365132356893, \"cagr_pct\": -28.87216340124028, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6847796807148443, \"sortino\": -3.1945752951523496}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": -44.154364067828624, "Sharpe Ratio": -0.2379313615865012, "Sortino Ratio": -0.3333352152611516, "Calmar Ratio": -0.09315979358494048, "P&L/DD Ratio": 0.0, "Max Drawdown %": -73.21685340847664, "% In Market": 11.138778220451528, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5710297196463139, "Sub1_Sortino": 1.1644820840681458, "Sub1_Trades": 11, "Sub2_Calmar": -0.26663342800500944, "Sub2_Sortino": -1.2408203549990713, "Sub2_Trades": 52, "WFO_Score": -0.8822551543231159, "WFO_Min_Fold": -1.110514251006507, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.820092, -1.110514, -0.71616]", "OOS_Total Trades": 5, "OOS_Total P&L %": -14.941782372641798, "OOS_Sortino Ratio": -3.1945752951523496, "OOS_Calmar Ratio": -1.7876365132356893, "OOS_Max Drawdown %": -16.151025774798356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89e2ffc22b30fa59f351519f8ad9f696b4de22a5a5da896a7b9a2eb3fc8b353f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 730.05, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "2ecb465e420671c12a69b84ccd452425da4b9c362522e9ced8951e7a9f0cec70", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -16.810569726961887, \"dd_pct\": -24.858054715236154, \"calmar\": -0.6766843282199082, \"cagr_pct\": -16.8210560558333, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9230223742807598, \"sortino\": -1.164668074381787}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -4.771193272999796, \"dd_pct\": -23.649162990575544, \"calmar\": -0.20188375934946495, \"cagr_pct\": -4.774381930005626, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13131563255694947, \"sortino\": -0.18847353964276511}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.563845010414019, \"dd_pct\": -12.88963798598276, \"calmar\": -0.8200916022574302, \"cagr_pct\": -10.570683868442837, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.007112991353295, \"sortino\": -1.398257984346585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -35.46539039877731, \"dd_pct\": -39.822907103348335, \"calmar\": -1.110514251006507, \"cagr_pct\": -44.22390585477658, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 16.240875912408757, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6269967960360723, \"sortino\": -3.108781855688214}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -23.00197611558645, \"dd_pct\": -32.13775236065953, \"calmar\": -0.7161596097054106, \"cagr_pct\": -23.01576018741907, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 23.08219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8493861267716751, \"sortino\": -1.1671627235790576}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.4571890291519276, \"dd_pct\": -6.081655633045468, \"calmar\": 0.1824292569952577, \"cagr_pct\": 1.1094719184375084, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 6.125827814569536, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.16170974546789063, \"sortino\": 0.22469459709025214}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.154364067828624, \"dd_pct\": -73.21685340847664, \"calmar\": -0.09315979358494048, \"cagr_pct\": -6.820866950472529, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 11.138778220451528, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2379313615865012, \"sortino\": -0.3333352152611516}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.901530761120476, \"dd_pct\": -27.943393757337176, \"calmar\": 0.5710297196463139, \"cagr_pct\": 15.956508303218806, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7697703675180834, \"sortino\": 1.1644820840681458}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -64.63261903606433, \"dd_pct\": -68.41315440186919, \"calmar\": -0.26663342800500944, \"cagr_pct\": -18.241233878806383, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 12.665782493368699, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9349009656315381, \"sortino\": -1.2408203549990713}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -14.941782372641798, \"dd_pct\": -16.151025774798356, \"calmar\": -1.7876365132356893, \"cagr_pct\": -28.87216340124028, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6847796807148443, \"sortino\": -3.1945752951523496}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": -44.154364067828624, "Sharpe Ratio": -0.2379313615865012, "Sortino Ratio": -0.3333352152611516, "Calmar Ratio": -0.09315979358494048, "P&L/DD Ratio": 0.0, "Max Drawdown %": -73.21685340847664, "% In Market": 11.138778220451528, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5710297196463139, "Sub1_Sortino": 1.1644820840681458, "Sub1_Trades": 11, "Sub2_Calmar": -0.26663342800500944, "Sub2_Sortino": -1.2408203549990713, "Sub2_Trades": 52, "WFO_Score": -0.8822551543231159, "WFO_Min_Fold": -1.110514251006507, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.820092, -1.110514, -0.71616]", "OOS_Total Trades": 5, "OOS_Total P&L %": -14.941782372641798, "OOS_Sortino Ratio": -3.1945752951523496, "OOS_Calmar Ratio": -1.7876365132356893, "OOS_Max Drawdown %": -16.151025774798356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 28, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89e2ffc22b30fa59f351519f8ad9f696b4de22a5a5da896a7b9a2eb3fc8b353f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 731.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "1644224d7f6f0d66ac89074b0820ac4ce4f84acd3efea70957c87d48965cc3f5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -16.810569726961887, \"dd_pct\": -24.858054715236154, \"calmar\": -0.6766843282199082, \"cagr_pct\": -16.8210560558333, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9230223742807598, \"sortino\": -1.164668074381787}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -4.771193272999796, \"dd_pct\": -23.649162990575544, \"calmar\": -0.20188375934946495, \"cagr_pct\": -4.774381930005626, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13131563255694947, \"sortino\": -0.18847353964276511}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.563845010414019, \"dd_pct\": -12.88963798598276, \"calmar\": -0.8200916022574302, \"cagr_pct\": -10.570683868442837, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 9.863013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.007112991353295, \"sortino\": -1.398257984346585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -35.46539039877731, \"dd_pct\": -39.822907103348335, \"calmar\": -1.110514251006507, \"cagr_pct\": -44.22390585477658, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 16.240875912408757, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6269967960360723, \"sortino\": -3.108781855688214}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -23.00197611558645, \"dd_pct\": -32.13775236065953, \"calmar\": -0.7161596097054106, \"cagr_pct\": -23.01576018741907, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 23.08219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.8493861267716751, \"sortino\": -1.1671627235790576}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 0.4571890291519276, \"dd_pct\": -6.081655633045468, \"calmar\": 0.1824292569952577, \"cagr_pct\": 1.1094719184375084, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 6.125827814569536, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.16170974546789063, \"sortino\": 0.22469459709025214}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.154364067828624, \"dd_pct\": -73.21685340847664, \"calmar\": -0.09315979358494048, \"cagr_pct\": -6.820866950472529, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 11.138778220451528, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2379313615865012, \"sortino\": -0.3333352152611516}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 57.901530761120476, \"dd_pct\": -27.943393757337176, \"calmar\": 0.5710297196463139, \"cagr_pct\": 15.956508303218806, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7697703675180834, \"sortino\": 1.1644820840681458}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -64.63261903606433, \"dd_pct\": -68.41315440186919, \"calmar\": -0.26663342800500944, \"cagr_pct\": -18.241233878806383, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 12.665782493368699, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9349009656315381, \"sortino\": -1.2408203549990713}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -14.941782372641798, \"dd_pct\": -16.151025774798356, \"calmar\": -1.7876365132356893, \"cagr_pct\": -28.87216340124028, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 7.636887608069164, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.6847796807148443, \"sortino\": -3.1945752951523496}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": -44.154364067828624, "Sharpe Ratio": -0.2379313615865012, "Sortino Ratio": -0.3333352152611516, "Calmar Ratio": -0.09315979358494048, "P&L/DD Ratio": 0.0, "Max Drawdown %": -73.21685340847664, "% In Market": 11.138778220451528, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5710297196463139, "Sub1_Sortino": 1.1644820840681458, "Sub1_Trades": 11, "Sub2_Calmar": -0.26663342800500944, "Sub2_Sortino": -1.2408203549990713, "Sub2_Trades": 52, "WFO_Score": -0.8822551543231159, "WFO_Min_Fold": -1.110514251006507, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.820092, -1.110514, -0.71616]", "OOS_Total Trades": 5, "OOS_Total P&L %": -14.941782372641798, "OOS_Sortino Ratio": -3.1945752951523496, "OOS_Calmar Ratio": -1.7876365132356893, "OOS_Max Drawdown %": -16.151025774798356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "89e2ffc22b30fa59f351519f8ad9f696b4de22a5a5da896a7b9a2eb3fc8b353f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 410.0, "i_long_exit_activation_threshold": -410.0, "i_long_exit_activation_confirmation_threshold": 80.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "ad3dbcd38260464cc7e6c0a9140c501a2186e40658104e8e49939ed32b9dc461", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.561649350194536, \"dd_pct\": -55.08305921415262, \"calmar\": -0.9183494546261156, \"cagr_pct\": -50.58549738845509, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 82.12328767123289, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0634135464339032, \"sortino\": -1.4562542374034146}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 150.73184300243602, \"dd_pct\": -20.80213007809436, \"calmar\": 7.253572232074129, \"cagr_pct\": 150.88975310245928, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3909474404957924, \"sortino\": 3.7990299145747968}, {\"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\": -39.49938491490883, \"dd_pct\": -48.38103860593505, \"calmar\": -1.4539695844442202, \"cagr_pct\": -70.34455859685117, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.84768211920529, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1336915443915974, \"sortino\": -2.7836586174117803}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 379.09831759330876, \"dd_pct\": -86.90681659157711, \"calmar\": 0.24076089749415855, \"cagr_pct\": 20.923763160948337, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 91.0773572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6174129298050969, \"sortino\": 0.876314026138071}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.582902450068076, \"dd_pct\": -86.90681659157711, \"calmar\": 0.17722333603904034, \"cagr_pct\": 15.401915960892318, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 82.51996450754214, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5478771963853908, \"sortino\": 0.763505440888072}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 207.93763970759497, \"dd_pct\": -68.32895802189543, \"calmar\": 0.3563725413212564, \"cagr_pct\": 24.350564416096322, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.19363395225464, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6673542755790448, \"sortino\": 0.9614684988493141}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 379.09831759330876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.90681659157711, "% In Market": 91.0773572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17722333603904034, "Sub1_Sortino": 0.763505440888072, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6c87a5f378634a7462577c15b244c40af0f04c6c040c114a139319142f2dcd43", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 409.0, "i_long_exit_activation_threshold": -410.0, "i_long_exit_activation_confirmation_threshold": 80.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "4ad899f3c5fa10753d6d132fd2ff17c63fb9e37d7b1e63f988ac4bf58988ec40", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.561649350194536, \"dd_pct\": -55.08305921415262, \"calmar\": -0.9183494546261156, \"cagr_pct\": -50.58549738845509, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 82.12328767123289, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0634135464339032, \"sortino\": -1.4562542374034146}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 150.73184300243602, \"dd_pct\": -20.80213007809436, \"calmar\": 7.253572232074129, \"cagr_pct\": 150.88975310245928, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3909474404957924, \"sortino\": 3.7990299145747968}, {\"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\": -39.49938491490883, \"dd_pct\": -48.38103860593505, \"calmar\": -1.4539695844442202, \"cagr_pct\": -70.34455859685117, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.84768211920529, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1336915443915974, \"sortino\": -2.7836586174117803}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 379.09831759330876, \"dd_pct\": -86.90681659157711, \"calmar\": 0.24076089749415855, \"cagr_pct\": 20.923763160948337, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 91.0773572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6174129298050969, \"sortino\": 0.876314026138071}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.582902450068076, \"dd_pct\": -86.90681659157711, \"calmar\": 0.17722333603904034, \"cagr_pct\": 15.401915960892318, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 82.51996450754214, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5478771963853908, \"sortino\": 0.763505440888072}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 207.93763970759497, \"dd_pct\": -68.32895802189543, \"calmar\": 0.3563725413212564, \"cagr_pct\": 24.350564416096322, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.19363395225464, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6673542755790448, \"sortino\": 0.9614684988493141}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 379.09831759330876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.90681659157711, "% In Market": 91.0773572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17722333603904034, "Sub1_Sortino": 0.763505440888072, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6c87a5f378634a7462577c15b244c40af0f04c6c040c114a139319142f2dcd43", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 409.95, "i_long_exit_activation_threshold": -410.0, "i_long_exit_activation_confirmation_threshold": 80.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "df0adc98272df65e4fea36d297ba9f4b085eb5db0bf1b35555cb92a62dfdaa1a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.561649350194536, \"dd_pct\": -55.08305921415262, \"calmar\": -0.9183494546261156, \"cagr_pct\": -50.58549738845509, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 82.12328767123289, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0634135464339032, \"sortino\": -1.4562542374034146}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 150.73184300243602, \"dd_pct\": -20.80213007809436, \"calmar\": 7.253572232074129, \"cagr_pct\": 150.88975310245928, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3909474404957924, \"sortino\": 3.7990299145747968}, {\"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\": -39.49938491490883, \"dd_pct\": -48.38103860593505, \"calmar\": -1.4539695844442202, \"cagr_pct\": -70.34455859685117, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.84768211920529, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1336915443915974, \"sortino\": -2.7836586174117803}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 379.09831759330876, \"dd_pct\": -86.90681659157711, \"calmar\": 0.24076089749415855, \"cagr_pct\": 20.923763160948337, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 91.0773572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6174129298050969, \"sortino\": 0.876314026138071}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.582902450068076, \"dd_pct\": -86.90681659157711, \"calmar\": 0.17722333603904034, \"cagr_pct\": 15.401915960892318, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 82.51996450754214, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5478771963853908, \"sortino\": 0.763505440888072}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 207.93763970759497, \"dd_pct\": -68.32895802189543, \"calmar\": 0.3563725413212564, \"cagr_pct\": 24.350564416096322, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.19363395225464, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6673542755790448, \"sortino\": 0.9614684988493141}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 379.09831759330876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.90681659157711, "% In Market": 91.0773572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17722333603904034, "Sub1_Sortino": 0.763505440888072, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6c87a5f378634a7462577c15b244c40af0f04c6c040c114a139319142f2dcd43", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 410.05, "i_long_exit_activation_threshold": -410.0, "i_long_exit_activation_confirmation_threshold": 80.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "841a1cab1fe0d6719419f6041907796a075bb4d108130bd55e6379fed6c5b7aa", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.561649350194536, \"dd_pct\": -55.08305921415262, \"calmar\": -0.9183494546261156, \"cagr_pct\": -50.58549738845509, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 82.12328767123289, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0634135464339032, \"sortino\": -1.4562542374034146}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 150.73184300243602, \"dd_pct\": -20.80213007809436, \"calmar\": 7.253572232074129, \"cagr_pct\": 150.88975310245928, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3909474404957924, \"sortino\": 3.7990299145747968}, {\"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\": -39.49938491490883, \"dd_pct\": -48.38103860593505, \"calmar\": -1.4539695844442202, \"cagr_pct\": -70.34455859685117, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.84768211920529, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1336915443915974, \"sortino\": -2.7836586174117803}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 379.09831759330876, \"dd_pct\": -86.90681659157711, \"calmar\": 0.24076089749415855, \"cagr_pct\": 20.923763160948337, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 91.0773572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6174129298050969, \"sortino\": 0.876314026138071}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.582902450068076, \"dd_pct\": -86.90681659157711, \"calmar\": 0.17722333603904034, \"cagr_pct\": 15.401915960892318, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 82.51996450754214, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5478771963853908, \"sortino\": 0.763505440888072}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 207.93763970759497, \"dd_pct\": -68.32895802189543, \"calmar\": 0.3563725413212564, \"cagr_pct\": 24.350564416096322, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.19363395225464, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6673542755790448, \"sortino\": 0.9614684988493141}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 379.09831759330876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.90681659157711, "% In Market": 91.0773572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17722333603904034, "Sub1_Sortino": 0.763505440888072, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6c87a5f378634a7462577c15b244c40af0f04c6c040c114a139319142f2dcd43", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 411.0, "i_long_exit_activation_threshold": -410.0, "i_long_exit_activation_confirmation_threshold": 80.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "43a44e0b74224dfa19a153b0880ffbfdb77b0cca458748013354bcc90a1141f5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.561649350194536, \"dd_pct\": -55.08305921415262, \"calmar\": -0.9183494546261156, \"cagr_pct\": -50.58549738845509, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 82.12328767123289, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0634135464339032, \"sortino\": -1.4562542374034146}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 150.73184300243602, \"dd_pct\": -20.80213007809436, \"calmar\": 7.253572232074129, \"cagr_pct\": 150.88975310245928, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3909474404957924, \"sortino\": 3.7990299145747968}, {\"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\": -39.49938491490883, \"dd_pct\": -48.38103860593505, \"calmar\": -1.4539695844442202, \"cagr_pct\": -70.34455859685117, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.84768211920529, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1336915443915974, \"sortino\": -2.7836586174117803}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 379.09831759330876, \"dd_pct\": -86.90681659157711, \"calmar\": 0.24076089749415855, \"cagr_pct\": 20.923763160948337, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 91.0773572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6174129298050969, \"sortino\": 0.876314026138071}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.582902450068076, \"dd_pct\": -86.90681659157711, \"calmar\": 0.17722333603904034, \"cagr_pct\": 15.401915960892318, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 82.51996450754214, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5478771963853908, \"sortino\": 0.763505440888072}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 207.93763970759497, \"dd_pct\": -68.32895802189543, \"calmar\": 0.3563725413212564, \"cagr_pct\": 24.350564416096322, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.19363395225464, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6673542755790448, \"sortino\": 0.9614684988493141}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 379.09831759330876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.90681659157711, "% In Market": 91.0773572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17722333603904034, "Sub1_Sortino": 0.763505440888072, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6c87a5f378634a7462577c15b244c40af0f04c6c040c114a139319142f2dcd43", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 410.0, "i_long_exit_activation_threshold": -411.0, "i_long_exit_activation_confirmation_threshold": 80.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "22936947a333879cd573c1e46b219d7facb4bd1261b18367f61e61f11247444d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.561649350194536, \"dd_pct\": -55.08305921415262, \"calmar\": -0.9183494546261156, \"cagr_pct\": -50.58549738845509, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 82.12328767123289, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0634135464339032, \"sortino\": -1.4562542374034146}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 150.73184300243602, \"dd_pct\": -20.80213007809436, \"calmar\": 7.253572232074129, \"cagr_pct\": 150.88975310245928, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3909474404957924, \"sortino\": 3.7990299145747968}, {\"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\": -39.49938491490883, \"dd_pct\": -48.38103860593505, \"calmar\": -1.4539695844442202, \"cagr_pct\": -70.34455859685117, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.84768211920529, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1336915443915974, \"sortino\": -2.7836586174117803}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 379.09831759330876, \"dd_pct\": -86.90681659157711, \"calmar\": 0.24076089749415855, \"cagr_pct\": 20.923763160948337, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 91.0773572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6174129298050969, \"sortino\": 0.876314026138071}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.582902450068076, \"dd_pct\": -86.90681659157711, \"calmar\": 0.17722333603904034, \"cagr_pct\": 15.401915960892318, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 82.51996450754214, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5478771963853908, \"sortino\": 0.763505440888072}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 207.93763970759497, \"dd_pct\": -68.32895802189543, \"calmar\": 0.3563725413212564, \"cagr_pct\": 24.350564416096322, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.19363395225464, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6673542755790448, \"sortino\": 0.9614684988493141}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 379.09831759330876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.90681659157711, "% In Market": 91.0773572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17722333603904034, "Sub1_Sortino": 0.763505440888072, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6c87a5f378634a7462577c15b244c40af0f04c6c040c114a139319142f2dcd43", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 410.0, "i_long_exit_activation_threshold": -410.05, "i_long_exit_activation_confirmation_threshold": 80.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "a16ae1ce51fd613fc155d4db5eb02fc9735f9f778c592952a23cec70b4861ace", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.561649350194536, \"dd_pct\": -55.08305921415262, \"calmar\": -0.9183494546261156, \"cagr_pct\": -50.58549738845509, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 82.12328767123289, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0634135464339032, \"sortino\": -1.4562542374034146}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 150.73184300243602, \"dd_pct\": -20.80213007809436, \"calmar\": 7.253572232074129, \"cagr_pct\": 150.88975310245928, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3909474404957924, \"sortino\": 3.7990299145747968}, {\"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\": -39.49938491490883, \"dd_pct\": -48.38103860593505, \"calmar\": -1.4539695844442202, \"cagr_pct\": -70.34455859685117, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.84768211920529, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1336915443915974, \"sortino\": -2.7836586174117803}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 379.09831759330876, \"dd_pct\": -86.90681659157711, \"calmar\": 0.24076089749415855, \"cagr_pct\": 20.923763160948337, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 91.0773572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6174129298050969, \"sortino\": 0.876314026138071}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.582902450068076, \"dd_pct\": -86.90681659157711, \"calmar\": 0.17722333603904034, \"cagr_pct\": 15.401915960892318, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 82.51996450754214, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5478771963853908, \"sortino\": 0.763505440888072}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 207.93763970759497, \"dd_pct\": -68.32895802189543, \"calmar\": 0.3563725413212564, \"cagr_pct\": 24.350564416096322, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.19363395225464, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6673542755790448, \"sortino\": 0.9614684988493141}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 379.09831759330876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.90681659157711, "% In Market": 91.0773572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17722333603904034, "Sub1_Sortino": 0.763505440888072, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6c87a5f378634a7462577c15b244c40af0f04c6c040c114a139319142f2dcd43", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 410.0, "i_long_exit_activation_threshold": -409.95, "i_long_exit_activation_confirmation_threshold": 80.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "b6b2775b77445e318f8c021cbcd3f70f1cd54f3b96a90a282f596234002d7d91", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.561649350194536, \"dd_pct\": -55.08305921415262, \"calmar\": -0.9183494546261156, \"cagr_pct\": -50.58549738845509, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 82.12328767123289, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0634135464339032, \"sortino\": -1.4562542374034146}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 150.73184300243602, \"dd_pct\": -20.80213007809436, \"calmar\": 7.253572232074129, \"cagr_pct\": 150.88975310245928, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3909474404957924, \"sortino\": 3.7990299145747968}, {\"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\": -39.49938491490883, \"dd_pct\": -48.38103860593505, \"calmar\": -1.4539695844442202, \"cagr_pct\": -70.34455859685117, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.84768211920529, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1336915443915974, \"sortino\": -2.7836586174117803}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 379.09831759330876, \"dd_pct\": -86.90681659157711, \"calmar\": 0.24076089749415855, \"cagr_pct\": 20.923763160948337, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 91.0773572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6174129298050969, \"sortino\": 0.876314026138071}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.582902450068076, \"dd_pct\": -86.90681659157711, \"calmar\": 0.17722333603904034, \"cagr_pct\": 15.401915960892318, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 82.51996450754214, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5478771963853908, \"sortino\": 0.763505440888072}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 207.93763970759497, \"dd_pct\": -68.32895802189543, \"calmar\": 0.3563725413212564, \"cagr_pct\": 24.350564416096322, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.19363395225464, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6673542755790448, \"sortino\": 0.9614684988493141}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 379.09831759330876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.90681659157711, "% In Market": 91.0773572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17722333603904034, "Sub1_Sortino": 0.763505440888072, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6c87a5f378634a7462577c15b244c40af0f04c6c040c114a139319142f2dcd43", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 410.0, "i_long_exit_activation_threshold": -409.0, "i_long_exit_activation_confirmation_threshold": 80.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "289c8c1b2d5c85ec3716c3f952a9946e72bc829fe913ed0d1b8b82c413d7477f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.561649350194536, \"dd_pct\": -55.08305921415262, \"calmar\": -0.9183494546261156, \"cagr_pct\": -50.58549738845509, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 82.12328767123289, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0634135464339032, \"sortino\": -1.4562542374034146}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 150.73184300243602, \"dd_pct\": -20.80213007809436, \"calmar\": 7.253572232074129, \"cagr_pct\": 150.88975310245928, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3909474404957924, \"sortino\": 3.7990299145747968}, {\"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\": -39.49938491490883, \"dd_pct\": -48.38103860593505, \"calmar\": -1.4539695844442202, \"cagr_pct\": -70.34455859685117, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.84768211920529, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1336915443915974, \"sortino\": -2.7836586174117803}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 379.09831759330876, \"dd_pct\": -86.90681659157711, \"calmar\": 0.24076089749415855, \"cagr_pct\": 20.923763160948337, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 91.0773572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6174129298050969, \"sortino\": 0.876314026138071}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.582902450068076, \"dd_pct\": -86.90681659157711, \"calmar\": 0.17722333603904034, \"cagr_pct\": 15.401915960892318, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 82.51996450754214, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5478771963853908, \"sortino\": 0.763505440888072}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 207.93763970759497, \"dd_pct\": -68.32895802189543, \"calmar\": 0.3563725413212564, \"cagr_pct\": 24.350564416096322, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.19363395225464, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6673542755790448, \"sortino\": 0.9614684988493141}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 379.09831759330876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.90681659157711, "% In Market": 91.0773572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17722333603904034, "Sub1_Sortino": 0.763505440888072, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6c87a5f378634a7462577c15b244c40af0f04c6c040c114a139319142f2dcd43", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 410.0, "i_long_exit_activation_threshold": -410.0, "i_long_exit_activation_confirmation_threshold": 79.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "7e9fba0fda81616c58aebda611ab6c0519a854a45dab1cd389b7ec259e84b7ef", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.561649350194536, \"dd_pct\": -55.08305921415262, \"calmar\": -0.9183494546261156, \"cagr_pct\": -50.58549738845509, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 82.12328767123289, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0634135464339032, \"sortino\": -1.4562542374034146}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 150.73184300243602, \"dd_pct\": -20.80213007809436, \"calmar\": 7.253572232074129, \"cagr_pct\": 150.88975310245928, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3909474404957924, \"sortino\": 3.7990299145747968}, {\"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\": -39.49938491490883, \"dd_pct\": -48.38103860593505, \"calmar\": -1.4539695844442202, \"cagr_pct\": -70.34455859685117, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.84768211920529, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1336915443915974, \"sortino\": -2.7836586174117803}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 379.09831759330876, \"dd_pct\": -86.90681659157711, \"calmar\": 0.24076089749415855, \"cagr_pct\": 20.923763160948337, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 91.0773572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6174129298050969, \"sortino\": 0.876314026138071}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.582902450068076, \"dd_pct\": -86.90681659157711, \"calmar\": 0.17722333603904034, \"cagr_pct\": 15.401915960892318, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 82.51996450754214, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5478771963853908, \"sortino\": 0.763505440888072}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 207.93763970759497, \"dd_pct\": -68.32895802189543, \"calmar\": 0.3563725413212564, \"cagr_pct\": 24.350564416096322, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.19363395225464, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6673542755790448, \"sortino\": 0.9614684988493141}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 379.09831759330876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.90681659157711, "% In Market": 91.0773572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17722333603904034, "Sub1_Sortino": 0.763505440888072, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6c87a5f378634a7462577c15b244c40af0f04c6c040c114a139319142f2dcd43", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 410.0, "i_long_exit_activation_threshold": -410.0, "i_long_exit_activation_confirmation_threshold": 79.95, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "6e383680c452456538c2265c5be7537f28c3b83f1fddeab1a79e086b0150e73c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.561649350194536, \"dd_pct\": -55.08305921415262, \"calmar\": -0.9183494546261156, \"cagr_pct\": -50.58549738845509, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 82.12328767123289, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0634135464339032, \"sortino\": -1.4562542374034146}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 150.73184300243602, \"dd_pct\": -20.80213007809436, \"calmar\": 7.253572232074129, \"cagr_pct\": 150.88975310245928, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3909474404957924, \"sortino\": 3.7990299145747968}, {\"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\": -39.49938491490883, \"dd_pct\": -48.38103860593505, \"calmar\": -1.4539695844442202, \"cagr_pct\": -70.34455859685117, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.84768211920529, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1336915443915974, \"sortino\": -2.7836586174117803}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 379.09831759330876, \"dd_pct\": -86.90681659157711, \"calmar\": 0.24076089749415855, \"cagr_pct\": 20.923763160948337, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 91.0773572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6174129298050969, \"sortino\": 0.876314026138071}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.582902450068076, \"dd_pct\": -86.90681659157711, \"calmar\": 0.17722333603904034, \"cagr_pct\": 15.401915960892318, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 82.51996450754214, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5478771963853908, \"sortino\": 0.763505440888072}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 207.93763970759497, \"dd_pct\": -68.32895802189543, \"calmar\": 0.3563725413212564, \"cagr_pct\": 24.350564416096322, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.19363395225464, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6673542755790448, \"sortino\": 0.9614684988493141}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 379.09831759330876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.90681659157711, "% In Market": 91.0773572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17722333603904034, "Sub1_Sortino": 0.763505440888072, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6c87a5f378634a7462577c15b244c40af0f04c6c040c114a139319142f2dcd43", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 410.0, "i_long_exit_activation_threshold": -410.0, "i_long_exit_activation_confirmation_threshold": 80.05, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "cc4a5c5b70c9bf0c9207fe9c4cba01dca8cd2c8c610c729021499ae9ad8e27e2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.561649350194536, \"dd_pct\": -55.08305921415262, \"calmar\": -0.9183494546261156, \"cagr_pct\": -50.58549738845509, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 82.12328767123289, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0634135464339032, \"sortino\": -1.4562542374034146}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 150.73184300243602, \"dd_pct\": -20.80213007809436, \"calmar\": 7.253572232074129, \"cagr_pct\": 150.88975310245928, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3909474404957924, \"sortino\": 3.7990299145747968}, {\"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\": -39.49938491490883, \"dd_pct\": -48.38103860593505, \"calmar\": -1.4539695844442202, \"cagr_pct\": -70.34455859685117, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.84768211920529, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1336915443915974, \"sortino\": -2.7836586174117803}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 379.09831759330876, \"dd_pct\": -86.90681659157711, \"calmar\": 0.24076089749415855, \"cagr_pct\": 20.923763160948337, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 91.0773572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6174129298050969, \"sortino\": 0.876314026138071}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.582902450068076, \"dd_pct\": -86.90681659157711, \"calmar\": 0.17722333603904034, \"cagr_pct\": 15.401915960892318, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 82.51996450754214, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5478771963853908, \"sortino\": 0.763505440888072}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 207.93763970759497, \"dd_pct\": -68.32895802189543, \"calmar\": 0.3563725413212564, \"cagr_pct\": 24.350564416096322, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.19363395225464, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6673542755790448, \"sortino\": 0.9614684988493141}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 379.09831759330876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.90681659157711, "% In Market": 91.0773572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17722333603904034, "Sub1_Sortino": 0.763505440888072, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6c87a5f378634a7462577c15b244c40af0f04c6c040c114a139319142f2dcd43", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 410.0, "i_long_exit_activation_threshold": -410.0, "i_long_exit_activation_confirmation_threshold": 81.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "b7f6a912d7cff978b0757e791d2fb6a887cd16d1a6b969b4264614b48aa65db4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -50.561649350194536, \"dd_pct\": -55.08305921415262, \"calmar\": -0.9183494546261156, \"cagr_pct\": -50.58549738845509, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 82.12328767123289, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0634135464339032, \"sortino\": -1.4562542374034146}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 150.73184300243602, \"dd_pct\": -20.80213007809436, \"calmar\": 7.253572232074129, \"cagr_pct\": 150.88975310245928, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3909474404957924, \"sortino\": 3.7990299145747968}, {\"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\": -39.49938491490883, \"dd_pct\": -48.38103860593505, \"calmar\": -1.4539695844442202, \"cagr_pct\": -70.34455859685117, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.84768211920529, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1336915443915974, \"sortino\": -2.7836586174117803}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 379.09831759330876, \"dd_pct\": -86.90681659157711, \"calmar\": 0.24076089749415855, \"cagr_pct\": 20.923763160948337, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 91.0773572377158, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6174129298050969, \"sortino\": 0.876314026138071}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 55.582902450068076, \"dd_pct\": -86.90681659157711, \"calmar\": 0.17722333603904034, \"cagr_pct\": 15.401915960892318, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 82.51996450754214, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5478771963853908, \"sortino\": 0.763505440888072}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 207.93763970759497, \"dd_pct\": -68.32895802189543, \"calmar\": 0.3563725413212564, \"cagr_pct\": 24.350564416096322, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.19363395225464, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6673542755790448, \"sortino\": 0.9614684988493141}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 379.09831759330876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.90681659157711, "% In Market": 91.0773572377158, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.17722333603904034, "Sub1_Sortino": 0.763505440888072, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6c87a5f378634a7462577c15b244c40af0f04c6c040c114a139319142f2dcd43", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 190.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": -340.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "4f8fe1ed8c921b8406db1139d43fef203ad521d7281c7d1279668484199b7f73", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.96117589158502, \"dd_pct\": -53.248196067101716, \"calmar\": 0.939051561640182, \"cagr_pct\": 50.00280167133446, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9028615126036919, \"sortino\": 1.3092100422530895}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.619977983960206, \"dd_pct\": -29.05117455036399, \"calmar\": -0.4346829927239493, \"cagr_pct\": -12.62805149569805, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.123287671232877, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3090878943793279, \"sortino\": -0.4386159608184314}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 49.16959499055014, \"dd_pct\": -20.497259546146285, \"calmar\": 2.400831196018972, \"cagr_pct\": 49.21046015128567, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 73.97260273972603, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3581127487498086, \"sortino\": 2.088157654869504}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 84.04894933802598, \"dd_pct\": -28.377158732563334, \"calmar\": 4.422888215130807, \"cagr_pct\": 125.50900093715063, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9338962636742154, \"sortino\": 2.856316581738834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 130.25924180820812, \"dd_pct\": -15.598301149525916, \"calmar\": 8.359296015896115, \"cagr_pct\": 130.39081665397978, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 81.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.361676520550124, \"sortino\": 3.6656910943198}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.118743793058954, \"dd_pct\": -51.38417528811132, \"calmar\": -1.4489922622852136, \"cagr_pct\": -74.4552723963804, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.01324503311258, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4059362775349387, \"sortino\": -3.131873209242217}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 911.9619561216384, \"dd_pct\": -75.9523267193862, \"calmar\": 0.4265961802699472, \"cagr_pct\": 32.40097246110521, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 78.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7715156063282563, \"sortino\": 1.107236162376677}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.76984134622623, \"dd_pct\": -75.9523267193862, \"calmar\": 0.3701252879248442, \"cagr_pct\": 28.11187679557466, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.44809228039043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7061133662534699, \"sortino\": 1.0022115102564908}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 371.1843850041684, \"dd_pct\": -53.248196067101716, \"calmar\": 0.6579305561780374, \"cagr_pct\": 35.03361525390542, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 74.21750663129973, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8458538629937704, \"sortino\": 1.2302552861779184}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.983488764253885, \"dd_pct\": -28.594930263359753, \"calmar\": 1.2812155606439106, \"cagr_pct\": 36.63626960894399, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.27953890489914, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9947521073389312, \"sortino\": 1.5035971391690404}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 911.9619561216384, "Sharpe Ratio": 0.7715156063282563, "Sortino Ratio": 1.107236162376677, "Calmar Ratio": 0.4265961802699472, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.9523267193862, "% In Market": 78.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": 0.6579305561780374, "Sub2_Sortino": 1.2302552861779184, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 15.983488764253885, "OOS_Sortino Ratio": 1.5035971391690404, "OOS_Calmar Ratio": 1.2812155606439106, "OOS_Max Drawdown %": -28.594930263359753, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebdd5e7f2529d9a191a90a75e0fef2c7e03833838586d8d8445bf1a1f56b1e5a", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 189.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": -340.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "0c64906fafa57ee59423d4f2ac0e0e5e2348ce4b37db166a0421387c84d3bcd2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.96117589158502, \"dd_pct\": -53.248196067101716, \"calmar\": 0.939051561640182, \"cagr_pct\": 50.00280167133446, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9028615126036919, \"sortino\": 1.3092100422530895}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.619977983960206, \"dd_pct\": -29.05117455036399, \"calmar\": -0.4346829927239493, \"cagr_pct\": -12.62805149569805, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.123287671232877, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3090878943793279, \"sortino\": -0.4386159608184314}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 49.16959499055014, \"dd_pct\": -20.497259546146285, \"calmar\": 2.400831196018972, \"cagr_pct\": 49.21046015128567, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 73.97260273972603, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3581127487498086, \"sortino\": 2.088157654869504}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 84.04894933802598, \"dd_pct\": -28.377158732563334, \"calmar\": 4.422888215130807, \"cagr_pct\": 125.50900093715063, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9338962636742154, \"sortino\": 2.856316581738834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 130.25924180820812, \"dd_pct\": -15.598301149525916, \"calmar\": 8.359296015896115, \"cagr_pct\": 130.39081665397978, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 81.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.361676520550124, \"sortino\": 3.6656910943198}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.118743793058954, \"dd_pct\": -51.38417528811132, \"calmar\": -1.4489922622852136, \"cagr_pct\": -74.4552723963804, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.01324503311258, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4059362775349387, \"sortino\": -3.131873209242217}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 911.9619561216384, \"dd_pct\": -75.9523267193862, \"calmar\": 0.4265961802699472, \"cagr_pct\": 32.40097246110521, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 78.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7715156063282563, \"sortino\": 1.107236162376677}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.76984134622623, \"dd_pct\": -75.9523267193862, \"calmar\": 0.3701252879248442, \"cagr_pct\": 28.11187679557466, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.44809228039043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7061133662534699, \"sortino\": 1.0022115102564908}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 371.1843850041684, \"dd_pct\": -53.248196067101716, \"calmar\": 0.6579305561780374, \"cagr_pct\": 35.03361525390542, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 74.21750663129973, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8458538629937704, \"sortino\": 1.2302552861779184}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.983488764253885, \"dd_pct\": -28.594930263359753, \"calmar\": 1.2812155606439106, \"cagr_pct\": 36.63626960894399, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.27953890489914, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9947521073389312, \"sortino\": 1.5035971391690404}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 911.9619561216384, "Sharpe Ratio": 0.7715156063282563, "Sortino Ratio": 1.107236162376677, "Calmar Ratio": 0.4265961802699472, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.9523267193862, "% In Market": 78.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": 0.6579305561780374, "Sub2_Sortino": 1.2302552861779184, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 15.983488764253885, "OOS_Sortino Ratio": 1.5035971391690404, "OOS_Calmar Ratio": 1.2812155606439106, "OOS_Max Drawdown %": -28.594930263359753, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebdd5e7f2529d9a191a90a75e0fef2c7e03833838586d8d8445bf1a1f56b1e5a", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 189.95, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": -340.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "55de9a9de277f0d2a829caf5cc257512d3e468583962c0629b85559e6355810d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.96117589158502, \"dd_pct\": -53.248196067101716, \"calmar\": 0.939051561640182, \"cagr_pct\": 50.00280167133446, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9028615126036919, \"sortino\": 1.3092100422530895}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.619977983960206, \"dd_pct\": -29.05117455036399, \"calmar\": -0.4346829927239493, \"cagr_pct\": -12.62805149569805, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.123287671232877, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3090878943793279, \"sortino\": -0.4386159608184314}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 49.16959499055014, \"dd_pct\": -20.497259546146285, \"calmar\": 2.400831196018972, \"cagr_pct\": 49.21046015128567, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 73.97260273972603, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3581127487498086, \"sortino\": 2.088157654869504}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 84.04894933802598, \"dd_pct\": -28.377158732563334, \"calmar\": 4.422888215130807, \"cagr_pct\": 125.50900093715063, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9338962636742154, \"sortino\": 2.856316581738834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 130.25924180820812, \"dd_pct\": -15.598301149525916, \"calmar\": 8.359296015896115, \"cagr_pct\": 130.39081665397978, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 81.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.361676520550124, \"sortino\": 3.6656910943198}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.118743793058954, \"dd_pct\": -51.38417528811132, \"calmar\": -1.4489922622852136, \"cagr_pct\": -74.4552723963804, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.01324503311258, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4059362775349387, \"sortino\": -3.131873209242217}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 911.9619561216384, \"dd_pct\": -75.9523267193862, \"calmar\": 0.4265961802699472, \"cagr_pct\": 32.40097246110521, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 78.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7715156063282563, \"sortino\": 1.107236162376677}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.76984134622623, \"dd_pct\": -75.9523267193862, \"calmar\": 0.3701252879248442, \"cagr_pct\": 28.11187679557466, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.44809228039043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7061133662534699, \"sortino\": 1.0022115102564908}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 371.1843850041684, \"dd_pct\": -53.248196067101716, \"calmar\": 0.6579305561780374, \"cagr_pct\": 35.03361525390542, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 74.21750663129973, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8458538629937704, \"sortino\": 1.2302552861779184}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.983488764253885, \"dd_pct\": -28.594930263359753, \"calmar\": 1.2812155606439106, \"cagr_pct\": 36.63626960894399, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.27953890489914, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9947521073389312, \"sortino\": 1.5035971391690404}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 911.9619561216384, "Sharpe Ratio": 0.7715156063282563, "Sortino Ratio": 1.107236162376677, "Calmar Ratio": 0.4265961802699472, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.9523267193862, "% In Market": 78.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": 0.6579305561780374, "Sub2_Sortino": 1.2302552861779184, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 15.983488764253885, "OOS_Sortino Ratio": 1.5035971391690404, "OOS_Calmar Ratio": 1.2812155606439106, "OOS_Max Drawdown %": -28.594930263359753, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebdd5e7f2529d9a191a90a75e0fef2c7e03833838586d8d8445bf1a1f56b1e5a", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 190.05, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": -340.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "b69f1e765c0d9cdde10b8c0641471882bc8f70a0c57a31be04eeaa01d03e4aca", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.96117589158502, \"dd_pct\": -53.248196067101716, \"calmar\": 0.939051561640182, \"cagr_pct\": 50.00280167133446, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9028615126036919, \"sortino\": 1.3092100422530895}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.619977983960206, \"dd_pct\": -29.05117455036399, \"calmar\": -0.4346829927239493, \"cagr_pct\": -12.62805149569805, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.123287671232877, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3090878943793279, \"sortino\": -0.4386159608184314}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 49.16959499055014, \"dd_pct\": -20.497259546146285, \"calmar\": 2.400831196018972, \"cagr_pct\": 49.21046015128567, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 73.97260273972603, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3581127487498086, \"sortino\": 2.088157654869504}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 84.04894933802598, \"dd_pct\": -28.377158732563334, \"calmar\": 4.422888215130807, \"cagr_pct\": 125.50900093715063, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9338962636742154, \"sortino\": 2.856316581738834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 130.25924180820812, \"dd_pct\": -15.598301149525916, \"calmar\": 8.359296015896115, \"cagr_pct\": 130.39081665397978, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 81.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.361676520550124, \"sortino\": 3.6656910943198}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.118743793058954, \"dd_pct\": -51.38417528811132, \"calmar\": -1.4489922622852136, \"cagr_pct\": -74.4552723963804, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.01324503311258, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4059362775349387, \"sortino\": -3.131873209242217}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 911.9619561216384, \"dd_pct\": -75.9523267193862, \"calmar\": 0.4265961802699472, \"cagr_pct\": 32.40097246110521, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 78.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7715156063282563, \"sortino\": 1.107236162376677}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.76984134622623, \"dd_pct\": -75.9523267193862, \"calmar\": 0.3701252879248442, \"cagr_pct\": 28.11187679557466, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.44809228039043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7061133662534699, \"sortino\": 1.0022115102564908}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 371.1843850041684, \"dd_pct\": -53.248196067101716, \"calmar\": 0.6579305561780374, \"cagr_pct\": 35.03361525390542, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 74.21750663129973, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8458538629937704, \"sortino\": 1.2302552861779184}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.983488764253885, \"dd_pct\": -28.594930263359753, \"calmar\": 1.2812155606439106, \"cagr_pct\": 36.63626960894399, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.27953890489914, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9947521073389312, \"sortino\": 1.5035971391690404}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 911.9619561216384, "Sharpe Ratio": 0.7715156063282563, "Sortino Ratio": 1.107236162376677, "Calmar Ratio": 0.4265961802699472, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.9523267193862, "% In Market": 78.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": 0.6579305561780374, "Sub2_Sortino": 1.2302552861779184, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 15.983488764253885, "OOS_Sortino Ratio": 1.5035971391690404, "OOS_Calmar Ratio": 1.2812155606439106, "OOS_Max Drawdown %": -28.594930263359753, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebdd5e7f2529d9a191a90a75e0fef2c7e03833838586d8d8445bf1a1f56b1e5a", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 191.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": -340.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "ad7759ae6f40086c453e9862534d29367c638a3b703a6f7cd56aced27656cf94", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.96117589158502, \"dd_pct\": -53.248196067101716, \"calmar\": 0.939051561640182, \"cagr_pct\": 50.00280167133446, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9028615126036919, \"sortino\": 1.3092100422530895}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.619977983960206, \"dd_pct\": -29.05117455036399, \"calmar\": -0.4346829927239493, \"cagr_pct\": -12.62805149569805, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.123287671232877, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3090878943793279, \"sortino\": -0.4386159608184314}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 49.16959499055014, \"dd_pct\": -20.497259546146285, \"calmar\": 2.400831196018972, \"cagr_pct\": 49.21046015128567, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 73.97260273972603, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3581127487498086, \"sortino\": 2.088157654869504}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 84.04894933802598, \"dd_pct\": -28.377158732563334, \"calmar\": 4.422888215130807, \"cagr_pct\": 125.50900093715063, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9338962636742154, \"sortino\": 2.856316581738834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 130.25924180820812, \"dd_pct\": -15.598301149525916, \"calmar\": 8.359296015896115, \"cagr_pct\": 130.39081665397978, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 81.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.361676520550124, \"sortino\": 3.6656910943198}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.118743793058954, \"dd_pct\": -51.38417528811132, \"calmar\": -1.4489922622852136, \"cagr_pct\": -74.4552723963804, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.01324503311258, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4059362775349387, \"sortino\": -3.131873209242217}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 911.9619561216384, \"dd_pct\": -75.9523267193862, \"calmar\": 0.4265961802699472, \"cagr_pct\": 32.40097246110521, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 78.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7715156063282563, \"sortino\": 1.107236162376677}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.76984134622623, \"dd_pct\": -75.9523267193862, \"calmar\": 0.3701252879248442, \"cagr_pct\": 28.11187679557466, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.44809228039043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7061133662534699, \"sortino\": 1.0022115102564908}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 371.1843850041684, \"dd_pct\": -53.248196067101716, \"calmar\": 0.6579305561780374, \"cagr_pct\": 35.03361525390542, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 74.21750663129973, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8458538629937704, \"sortino\": 1.2302552861779184}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.65236709232014, \"dd_pct\": -28.642096808766716, \"calmar\": 1.250479903076264, \"cagr_pct\": 35.816366441327574, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.55907780979827, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9833746379611796, \"sortino\": 1.4829620613391372}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 911.9619561216384, "Sharpe Ratio": 0.7715156063282563, "Sortino Ratio": 1.107236162376677, "Calmar Ratio": 0.4265961802699472, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.9523267193862, "% In Market": 78.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": 0.6579305561780374, "Sub2_Sortino": 1.2302552861779184, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 15.65236709232014, "OOS_Sortino Ratio": 1.4829620613391372, "OOS_Calmar Ratio": 1.250479903076264, "OOS_Max Drawdown %": -28.642096808766716, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebdd5e7f2529d9a191a90a75e0fef2c7e03833838586d8d8445bf1a1f56b1e5a", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 190.0, "i_long_exit_activation_threshold": 239.0, "i_long_exit_activation_confirmation_threshold": -340.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "c3e5e935e014f7e62992a38f194e867d61cea9f89d07f589bdc647e69d32cef5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.96117589158502, \"dd_pct\": -53.248196067101716, \"calmar\": 0.939051561640182, \"cagr_pct\": 50.00280167133446, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9028615126036919, \"sortino\": 1.3092100422530895}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.619977983960206, \"dd_pct\": -29.05117455036399, \"calmar\": -0.4346829927239493, \"cagr_pct\": -12.62805149569805, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.123287671232877, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3090878943793279, \"sortino\": -0.4386159608184314}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 49.16959499055014, \"dd_pct\": -20.497259546146285, \"calmar\": 2.400831196018972, \"cagr_pct\": 49.21046015128567, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 73.97260273972603, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3581127487498086, \"sortino\": 2.088157654869504}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 84.04894933802598, \"dd_pct\": -28.377158732563334, \"calmar\": 4.422888215130807, \"cagr_pct\": 125.50900093715063, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9338962636742154, \"sortino\": 2.856316581738834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 130.25924180820812, \"dd_pct\": -15.598301149525916, \"calmar\": 8.359296015896115, \"cagr_pct\": 130.39081665397978, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 81.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.361676520550124, \"sortino\": 3.6656910943198}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.118743793058954, \"dd_pct\": -51.38417528811132, \"calmar\": -1.4489922622852136, \"cagr_pct\": -74.4552723963804, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.01324503311258, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4059362775349387, \"sortino\": -3.131873209242217}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 911.9619561216384, \"dd_pct\": -75.9523267193862, \"calmar\": 0.4265961802699472, \"cagr_pct\": 32.40097246110521, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 78.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7715156063282563, \"sortino\": 1.107236162376677}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.76984134622623, \"dd_pct\": -75.9523267193862, \"calmar\": 0.3701252879248442, \"cagr_pct\": 28.11187679557466, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.44809228039043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7061133662534699, \"sortino\": 1.0022115102564908}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 371.1843850041684, \"dd_pct\": -53.248196067101716, \"calmar\": 0.6579305561780374, \"cagr_pct\": 35.03361525390542, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 74.21750663129973, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8458538629937704, \"sortino\": 1.2302552861779184}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.983488764253885, \"dd_pct\": -28.594930263359753, \"calmar\": 1.2812155606439106, \"cagr_pct\": 36.63626960894399, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.27953890489914, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9947521073389312, \"sortino\": 1.5035971391690404}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 911.9619561216384, "Sharpe Ratio": 0.7715156063282563, "Sortino Ratio": 1.107236162376677, "Calmar Ratio": 0.4265961802699472, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.9523267193862, "% In Market": 78.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": 0.6579305561780374, "Sub2_Sortino": 1.2302552861779184, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 15.983488764253885, "OOS_Sortino Ratio": 1.5035971391690404, "OOS_Calmar Ratio": 1.2812155606439106, "OOS_Max Drawdown %": -28.594930263359753, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebdd5e7f2529d9a191a90a75e0fef2c7e03833838586d8d8445bf1a1f56b1e5a", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 190.0, "i_long_exit_activation_threshold": 239.95, "i_long_exit_activation_confirmation_threshold": -340.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "b964424cafab3996a55f3a8cb835f2c26e2f7caa0fac71dfc7524597b7f93be5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.96117589158502, \"dd_pct\": -53.248196067101716, \"calmar\": 0.939051561640182, \"cagr_pct\": 50.00280167133446, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9028615126036919, \"sortino\": 1.3092100422530895}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.619977983960206, \"dd_pct\": -29.05117455036399, \"calmar\": -0.4346829927239493, \"cagr_pct\": -12.62805149569805, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.123287671232877, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3090878943793279, \"sortino\": -0.4386159608184314}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 49.16959499055014, \"dd_pct\": -20.497259546146285, \"calmar\": 2.400831196018972, \"cagr_pct\": 49.21046015128567, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 73.97260273972603, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3581127487498086, \"sortino\": 2.088157654869504}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 84.04894933802598, \"dd_pct\": -28.377158732563334, \"calmar\": 4.422888215130807, \"cagr_pct\": 125.50900093715063, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9338962636742154, \"sortino\": 2.856316581738834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 130.25924180820812, \"dd_pct\": -15.598301149525916, \"calmar\": 8.359296015896115, \"cagr_pct\": 130.39081665397978, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 81.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.361676520550124, \"sortino\": 3.6656910943198}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.118743793058954, \"dd_pct\": -51.38417528811132, \"calmar\": -1.4489922622852136, \"cagr_pct\": -74.4552723963804, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.01324503311258, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4059362775349387, \"sortino\": -3.131873209242217}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 911.9619561216384, \"dd_pct\": -75.9523267193862, \"calmar\": 0.4265961802699472, \"cagr_pct\": 32.40097246110521, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 78.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7715156063282563, \"sortino\": 1.107236162376677}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.76984134622623, \"dd_pct\": -75.9523267193862, \"calmar\": 0.3701252879248442, \"cagr_pct\": 28.11187679557466, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.44809228039043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7061133662534699, \"sortino\": 1.0022115102564908}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 371.1843850041684, \"dd_pct\": -53.248196067101716, \"calmar\": 0.6579305561780374, \"cagr_pct\": 35.03361525390542, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 74.21750663129973, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8458538629937704, \"sortino\": 1.2302552861779184}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.983488764253885, \"dd_pct\": -28.594930263359753, \"calmar\": 1.2812155606439106, \"cagr_pct\": 36.63626960894399, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.27953890489914, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9947521073389312, \"sortino\": 1.5035971391690404}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 911.9619561216384, "Sharpe Ratio": 0.7715156063282563, "Sortino Ratio": 1.107236162376677, "Calmar Ratio": 0.4265961802699472, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.9523267193862, "% In Market": 78.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": 0.6579305561780374, "Sub2_Sortino": 1.2302552861779184, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 15.983488764253885, "OOS_Sortino Ratio": 1.5035971391690404, "OOS_Calmar Ratio": 1.2812155606439106, "OOS_Max Drawdown %": -28.594930263359753, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebdd5e7f2529d9a191a90a75e0fef2c7e03833838586d8d8445bf1a1f56b1e5a", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 190.0, "i_long_exit_activation_threshold": 240.05, "i_long_exit_activation_confirmation_threshold": -340.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "4b1693a2dea5141f8636567372ad8a5afa7919e3f8b253c86c30a1ee1294aa8b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.96117589158502, \"dd_pct\": -53.248196067101716, \"calmar\": 0.939051561640182, \"cagr_pct\": 50.00280167133446, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9028615126036919, \"sortino\": 1.3092100422530895}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.619977983960206, \"dd_pct\": -29.05117455036399, \"calmar\": -0.4346829927239493, \"cagr_pct\": -12.62805149569805, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.123287671232877, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3090878943793279, \"sortino\": -0.4386159608184314}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 49.16959499055014, \"dd_pct\": -20.497259546146285, \"calmar\": 2.400831196018972, \"cagr_pct\": 49.21046015128567, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 73.97260273972603, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3581127487498086, \"sortino\": 2.088157654869504}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 84.04894933802598, \"dd_pct\": -28.377158732563334, \"calmar\": 4.422888215130807, \"cagr_pct\": 125.50900093715063, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9338962636742154, \"sortino\": 2.856316581738834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 130.25924180820812, \"dd_pct\": -15.598301149525916, \"calmar\": 8.359296015896115, \"cagr_pct\": 130.39081665397978, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 81.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.361676520550124, \"sortino\": 3.6656910943198}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.118743793058954, \"dd_pct\": -51.38417528811132, \"calmar\": -1.4489922622852136, \"cagr_pct\": -74.4552723963804, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.01324503311258, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4059362775349387, \"sortino\": -3.131873209242217}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 911.9619561216384, \"dd_pct\": -75.9523267193862, \"calmar\": 0.4265961802699472, \"cagr_pct\": 32.40097246110521, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 78.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7715156063282563, \"sortino\": 1.107236162376677}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.76984134622623, \"dd_pct\": -75.9523267193862, \"calmar\": 0.3701252879248442, \"cagr_pct\": 28.11187679557466, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.44809228039043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7061133662534699, \"sortino\": 1.0022115102564908}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 371.1843850041684, \"dd_pct\": -53.248196067101716, \"calmar\": 0.6579305561780374, \"cagr_pct\": 35.03361525390542, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 74.21750663129973, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8458538629937704, \"sortino\": 1.2302552861779184}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.983488764253885, \"dd_pct\": -28.594930263359753, \"calmar\": 1.2812155606439106, \"cagr_pct\": 36.63626960894399, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.27953890489914, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9947521073389312, \"sortino\": 1.5035971391690404}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 911.9619561216384, "Sharpe Ratio": 0.7715156063282563, "Sortino Ratio": 1.107236162376677, "Calmar Ratio": 0.4265961802699472, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.9523267193862, "% In Market": 78.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": 0.6579305561780374, "Sub2_Sortino": 1.2302552861779184, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 15.983488764253885, "OOS_Sortino Ratio": 1.5035971391690404, "OOS_Calmar Ratio": 1.2812155606439106, "OOS_Max Drawdown %": -28.594930263359753, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebdd5e7f2529d9a191a90a75e0fef2c7e03833838586d8d8445bf1a1f56b1e5a", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 190.0, "i_long_exit_activation_threshold": 241.0, "i_long_exit_activation_confirmation_threshold": -340.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "f9b0d2b0708964be30cac9389573fef4bea85475545f974bbbe8b454ba56a93e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.96117589158502, \"dd_pct\": -53.248196067101716, \"calmar\": 0.939051561640182, \"cagr_pct\": 50.00280167133446, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9028615126036919, \"sortino\": 1.3092100422530895}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.619977983960206, \"dd_pct\": -29.05117455036399, \"calmar\": -0.4346829927239493, \"cagr_pct\": -12.62805149569805, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.123287671232877, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3090878943793279, \"sortino\": -0.4386159608184314}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 49.16959499055014, \"dd_pct\": -20.497259546146285, \"calmar\": 2.400831196018972, \"cagr_pct\": 49.21046015128567, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 73.97260273972603, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3581127487498086, \"sortino\": 2.088157654869504}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 84.04894933802598, \"dd_pct\": -28.377158732563334, \"calmar\": 4.422888215130807, \"cagr_pct\": 125.50900093715063, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9338962636742154, \"sortino\": 2.856316581738834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 130.25924180820812, \"dd_pct\": -15.598301149525916, \"calmar\": 8.359296015896115, \"cagr_pct\": 130.39081665397978, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 81.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.361676520550124, \"sortino\": 3.6656910943198}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.118743793058954, \"dd_pct\": -51.38417528811132, \"calmar\": -1.4489922622852136, \"cagr_pct\": -74.4552723963804, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.01324503311258, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4059362775349387, \"sortino\": -3.131873209242217}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 911.9619561216384, \"dd_pct\": -75.9523267193862, \"calmar\": 0.4265961802699472, \"cagr_pct\": 32.40097246110521, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 78.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7715156063282563, \"sortino\": 1.107236162376677}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.76984134622623, \"dd_pct\": -75.9523267193862, \"calmar\": 0.3701252879248442, \"cagr_pct\": 28.11187679557466, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.44809228039043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7061133662534699, \"sortino\": 1.0022115102564908}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 371.1843850041684, \"dd_pct\": -53.248196067101716, \"calmar\": 0.6579305561780374, \"cagr_pct\": 35.03361525390542, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 74.21750663129973, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8458538629937704, \"sortino\": 1.2302552861779184}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.983488764253885, \"dd_pct\": -28.594930263359753, \"calmar\": 1.2812155606439106, \"cagr_pct\": 36.63626960894399, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.27953890489914, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9947521073389312, \"sortino\": 1.5035971391690404}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 911.9619561216384, "Sharpe Ratio": 0.7715156063282563, "Sortino Ratio": 1.107236162376677, "Calmar Ratio": 0.4265961802699472, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.9523267193862, "% In Market": 78.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": 0.6579305561780374, "Sub2_Sortino": 1.2302552861779184, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 15.983488764253885, "OOS_Sortino Ratio": 1.5035971391690404, "OOS_Calmar Ratio": 1.2812155606439106, "OOS_Max Drawdown %": -28.594930263359753, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebdd5e7f2529d9a191a90a75e0fef2c7e03833838586d8d8445bf1a1f56b1e5a", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 190.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": -341.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "31c69ce04b17d1b9249b0de0aa33d92b885eb5bfab80f1888035ede50b4fc00a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.96117589158502, \"dd_pct\": -53.248196067101716, \"calmar\": 0.939051561640182, \"cagr_pct\": 50.00280167133446, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9028615126036919, \"sortino\": 1.3092100422530895}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.619977983960206, \"dd_pct\": -29.05117455036399, \"calmar\": -0.4346829927239493, \"cagr_pct\": -12.62805149569805, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.123287671232877, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3090878943793279, \"sortino\": -0.4386159608184314}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 49.16959499055014, \"dd_pct\": -20.497259546146285, \"calmar\": 2.400831196018972, \"cagr_pct\": 49.21046015128567, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 73.97260273972603, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3581127487498086, \"sortino\": 2.088157654869504}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 84.04894933802598, \"dd_pct\": -28.377158732563334, \"calmar\": 4.422888215130807, \"cagr_pct\": 125.50900093715063, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9338962636742154, \"sortino\": 2.856316581738834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 130.25924180820812, \"dd_pct\": -15.598301149525916, \"calmar\": 8.359296015896115, \"cagr_pct\": 130.39081665397978, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 81.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.361676520550124, \"sortino\": 3.6656910943198}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.118743793058954, \"dd_pct\": -51.38417528811132, \"calmar\": -1.4489922622852136, \"cagr_pct\": -74.4552723963804, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.01324503311258, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4059362775349387, \"sortino\": -3.131873209242217}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 911.9619561216384, \"dd_pct\": -75.9523267193862, \"calmar\": 0.4265961802699472, \"cagr_pct\": 32.40097246110521, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 78.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7715156063282563, \"sortino\": 1.107236162376677}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.76984134622623, \"dd_pct\": -75.9523267193862, \"calmar\": 0.3701252879248442, \"cagr_pct\": 28.11187679557466, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.44809228039043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7061133662534699, \"sortino\": 1.0022115102564908}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 371.1843850041684, \"dd_pct\": -53.248196067101716, \"calmar\": 0.6579305561780374, \"cagr_pct\": 35.03361525390542, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 74.21750663129973, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8458538629937704, \"sortino\": 1.2302552861779184}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.983488764253885, \"dd_pct\": -28.594930263359753, \"calmar\": 1.2812155606439106, \"cagr_pct\": 36.63626960894399, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.27953890489914, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9947521073389312, \"sortino\": 1.5035971391690404}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 911.9619561216384, "Sharpe Ratio": 0.7715156063282563, "Sortino Ratio": 1.107236162376677, "Calmar Ratio": 0.4265961802699472, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.9523267193862, "% In Market": 78.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": 0.6579305561780374, "Sub2_Sortino": 1.2302552861779184, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 15.983488764253885, "OOS_Sortino Ratio": 1.5035971391690404, "OOS_Calmar Ratio": 1.2812155606439106, "OOS_Max Drawdown %": -28.594930263359753, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebdd5e7f2529d9a191a90a75e0fef2c7e03833838586d8d8445bf1a1f56b1e5a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 190.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": -340.05, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "fd86d04aa0631df40cddd5de2f3158f63b7f50e62eba724f45e9560aca6b6e87", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.96117589158502, \"dd_pct\": -53.248196067101716, \"calmar\": 0.939051561640182, \"cagr_pct\": 50.00280167133446, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9028615126036919, \"sortino\": 1.3092100422530895}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.619977983960206, \"dd_pct\": -29.05117455036399, \"calmar\": -0.4346829927239493, \"cagr_pct\": -12.62805149569805, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.123287671232877, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3090878943793279, \"sortino\": -0.4386159608184314}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 49.16959499055014, \"dd_pct\": -20.497259546146285, \"calmar\": 2.400831196018972, \"cagr_pct\": 49.21046015128567, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 73.97260273972603, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3581127487498086, \"sortino\": 2.088157654869504}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 84.04894933802598, \"dd_pct\": -28.377158732563334, \"calmar\": 4.422888215130807, \"cagr_pct\": 125.50900093715063, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9338962636742154, \"sortino\": 2.856316581738834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 130.25924180820812, \"dd_pct\": -15.598301149525916, \"calmar\": 8.359296015896115, \"cagr_pct\": 130.39081665397978, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 81.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.361676520550124, \"sortino\": 3.6656910943198}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.118743793058954, \"dd_pct\": -51.38417528811132, \"calmar\": -1.4489922622852136, \"cagr_pct\": -74.4552723963804, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.01324503311258, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4059362775349387, \"sortino\": -3.131873209242217}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 911.9619561216384, \"dd_pct\": -75.9523267193862, \"calmar\": 0.4265961802699472, \"cagr_pct\": 32.40097246110521, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 78.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7715156063282563, \"sortino\": 1.107236162376677}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.76984134622623, \"dd_pct\": -75.9523267193862, \"calmar\": 0.3701252879248442, \"cagr_pct\": 28.11187679557466, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.44809228039043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7061133662534699, \"sortino\": 1.0022115102564908}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 371.1843850041684, \"dd_pct\": -53.248196067101716, \"calmar\": 0.6579305561780374, \"cagr_pct\": 35.03361525390542, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 74.21750663129973, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8458538629937704, \"sortino\": 1.2302552861779184}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.983488764253885, \"dd_pct\": -28.594930263359753, \"calmar\": 1.2812155606439106, \"cagr_pct\": 36.63626960894399, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.27953890489914, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9947521073389312, \"sortino\": 1.5035971391690404}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 911.9619561216384, "Sharpe Ratio": 0.7715156063282563, "Sortino Ratio": 1.107236162376677, "Calmar Ratio": 0.4265961802699472, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.9523267193862, "% In Market": 78.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": 0.6579305561780374, "Sub2_Sortino": 1.2302552861779184, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 15.983488764253885, "OOS_Sortino Ratio": 1.5035971391690404, "OOS_Calmar Ratio": 1.2812155606439106, "OOS_Max Drawdown %": -28.594930263359753, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebdd5e7f2529d9a191a90a75e0fef2c7e03833838586d8d8445bf1a1f56b1e5a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 190.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": -339.95, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "a13074fdbb6b3a67d4b6620887fddccfc10333865860bb7d832068401e96c293", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.96117589158502, \"dd_pct\": -53.248196067101716, \"calmar\": 0.939051561640182, \"cagr_pct\": 50.00280167133446, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9028615126036919, \"sortino\": 1.3092100422530895}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.619977983960206, \"dd_pct\": -29.05117455036399, \"calmar\": -0.4346829927239493, \"cagr_pct\": -12.62805149569805, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.123287671232877, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3090878943793279, \"sortino\": -0.4386159608184314}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 49.16959499055014, \"dd_pct\": -20.497259546146285, \"calmar\": 2.400831196018972, \"cagr_pct\": 49.21046015128567, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 73.97260273972603, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3581127487498086, \"sortino\": 2.088157654869504}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 84.04894933802598, \"dd_pct\": -28.377158732563334, \"calmar\": 4.422888215130807, \"cagr_pct\": 125.50900093715063, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9338962636742154, \"sortino\": 2.856316581738834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 130.25924180820812, \"dd_pct\": -15.598301149525916, \"calmar\": 8.359296015896115, \"cagr_pct\": 130.39081665397978, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 81.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.361676520550124, \"sortino\": 3.6656910943198}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.118743793058954, \"dd_pct\": -51.38417528811132, \"calmar\": -1.4489922622852136, \"cagr_pct\": -74.4552723963804, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.01324503311258, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4059362775349387, \"sortino\": -3.131873209242217}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 911.9619561216384, \"dd_pct\": -75.9523267193862, \"calmar\": 0.4265961802699472, \"cagr_pct\": 32.40097246110521, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 78.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7715156063282563, \"sortino\": 1.107236162376677}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.76984134622623, \"dd_pct\": -75.9523267193862, \"calmar\": 0.3701252879248442, \"cagr_pct\": 28.11187679557466, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.44809228039043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7061133662534699, \"sortino\": 1.0022115102564908}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 371.1843850041684, \"dd_pct\": -53.248196067101716, \"calmar\": 0.6579305561780374, \"cagr_pct\": 35.03361525390542, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 74.21750663129973, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8458538629937704, \"sortino\": 1.2302552861779184}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.983488764253885, \"dd_pct\": -28.594930263359753, \"calmar\": 1.2812155606439106, \"cagr_pct\": 36.63626960894399, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.27953890489914, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9947521073389312, \"sortino\": 1.5035971391690404}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 911.9619561216384, "Sharpe Ratio": 0.7715156063282563, "Sortino Ratio": 1.107236162376677, "Calmar Ratio": 0.4265961802699472, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.9523267193862, "% In Market": 78.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": 0.6579305561780374, "Sub2_Sortino": 1.2302552861779184, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 15.983488764253885, "OOS_Sortino Ratio": 1.5035971391690404, "OOS_Calmar Ratio": 1.2812155606439106, "OOS_Max Drawdown %": -28.594930263359753, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebdd5e7f2529d9a191a90a75e0fef2c7e03833838586d8d8445bf1a1f56b1e5a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 190.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": -339.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "86911b820d36f0d940e24c5261e125b840275d92cbae9badeabfb84baa1fe007", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.96117589158502, \"dd_pct\": -53.248196067101716, \"calmar\": 0.939051561640182, \"cagr_pct\": 50.00280167133446, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 96.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9028615126036919, \"sortino\": 1.3092100422530895}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.619977983960206, \"dd_pct\": -29.05117455036399, \"calmar\": -0.4346829927239493, \"cagr_pct\": -12.62805149569805, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 22.123287671232877, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3090878943793279, \"sortino\": -0.4386159608184314}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 49.16959499055014, \"dd_pct\": -20.497259546146285, \"calmar\": 2.400831196018972, \"cagr_pct\": 49.21046015128567, \"entries\": 9, \"exits\": 8, \"exposure_pct\": 73.97260273972603, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3581127487498086, \"sortino\": 2.088157654869504}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 84.04894933802598, \"dd_pct\": -28.377158732563334, \"calmar\": 4.422888215130807, \"cagr_pct\": 125.50900093715063, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.87591240875912, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9338962636742154, \"sortino\": 2.856316581738834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 130.25924180820812, \"dd_pct\": -15.598301149525916, \"calmar\": 8.359296015896115, \"cagr_pct\": 130.39081665397978, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 81.84931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.361676520550124, \"sortino\": 3.6656910943198}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -43.118743793058954, \"dd_pct\": -51.38417528811132, \"calmar\": -1.4489922622852136, \"cagr_pct\": -74.4552723963804, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.01324503311258, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4059362775349387, \"sortino\": -3.131873209242217}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 911.9619561216384, \"dd_pct\": -75.9523267193862, \"calmar\": 0.4265961802699472, \"cagr_pct\": 32.40097246110521, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 78.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7715156063282563, \"sortino\": 1.107236162376677}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 114.76984134622623, \"dd_pct\": -75.9523267193862, \"calmar\": 0.3701252879248442, \"cagr_pct\": 28.11187679557466, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 85.44809228039043, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7061133662534699, \"sortino\": 1.0022115102564908}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 371.1843850041684, \"dd_pct\": -53.248196067101716, \"calmar\": 0.6579305561780374, \"cagr_pct\": 35.03361525390542, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 74.21750663129973, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8458538629937704, \"sortino\": 1.2302552861779184}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 15.983488764253885, \"dd_pct\": -28.594930263359753, \"calmar\": 1.2812155606439106, \"cagr_pct\": 36.63626960894399, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.27953890489914, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9947521073389312, \"sortino\": 1.5035971391690404}]", "Additional_Threshold_Budget": 0, "Total Trades": 33, "Total P&L %": 911.9619561216384, "Sharpe Ratio": 0.7715156063282563, "Sortino Ratio": 1.107236162376677, "Calmar Ratio": 0.4265961802699472, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.9523267193862, "% In Market": 78.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": 0.6579305561780374, "Sub2_Sortino": 1.2302552861779184, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 15.983488764253885, "OOS_Sortino Ratio": 1.5035971391690404, "OOS_Calmar Ratio": 1.2812155606439106, "OOS_Max Drawdown %": -28.594930263359753, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ebdd5e7f2529d9a191a90a75e0fef2c7e03833838586d8d8445bf1a1f56b1e5a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 490.0, "i_long_exit_activation_threshold": 430.0, "i_long_exit_activation_confirmation_threshold": 500.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "89f279b25279df2b3ad0e63aca99c8f779b64a5cc66ea97dbfde2bbb973c5ee5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -3.17070150254658, \"dd_pct\": -59.08904434083419, \"calmar\": -0.05369588269164524, \"cagr_pct\": -3.1728383932868574, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2814518588816963, \"sortino\": 0.3943704228710604}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.75237176324393, \"dd_pct\": -56.827307088262025, \"calmar\": -0.911119202039943, \"cagr_pct\": -51.7764506883361, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 40.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.466410764667626, \"sortino\": -1.9313801313155252}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 11.813003540228163, \"dd_pct\": -36.341015556368674, \"calmar\": 0.32529512193621135, \"cagr_pct\": 11.8215550866947, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 72.94520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.49001226055765806, \"sortino\": 0.7388138472802702}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 59.76817851431944, \"dd_pct\": -26.94204808704993, \"calmar\": 3.2198401473338, \"cagr_pct\": 86.74908808208117, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 79.01459854014598, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5855877304126638, \"sortino\": 2.3530663644295653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.732529637181347, \"dd_pct\": -36.607038081697716, \"calmar\": 0.40274578262404354, \"cagr_pct\": 14.743330201761513, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 78.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5393586787913206, \"sortino\": 0.7945945731562138}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.91364393135065, \"dd_pct\": -42.507100636037165, \"calmar\": -1.609832944634492, \"cagr_pct\": -68.42933098478639, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.628601850722749, \"sortino\": -3.3349936487317398}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 46.67064848444558, \"dd_pct\": -79.03719994665875, \"calmar\": 0.060151895905471854, \"cagr_pct\": 4.754237423851382, \"entries\": 125, \"exits\": 125, \"exposure_pct\": 57.67762284196547, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.33943553772497015, \"sortino\": 0.4845298077793173}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 146.71475268566502, \"dd_pct\": -62.07673814455206, \"calmar\": 0.5477187153144092, \"cagr_pct\": 34.000591267443035, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 42.72404614019521, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8249148814416524, \"sortino\": 1.2008172144651152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.55051556997235, \"dd_pct\": -79.03719994665872, \"calmar\": -0.12128001073298891, \"cagr_pct\": -9.58563245783616, \"entries\": 97, \"exits\": 98, \"exposure_pct\": 66.61803713527851, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.021919749227752507, \"sortino\": 0.030866034815902926}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -6.8025948206986815, \"dd_pct\": -18.43468519886906, \"calmar\": -0.7477054068885229, \"cagr_pct\": -13.783713797482221, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 38.61671469740634, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6835979652879033, \"sortino\": -1.0076317267052843}]", "Additional_Threshold_Budget": 0, "Total Trades": 125, "Total P&L %": 46.67064848444558, "Sharpe Ratio": 0.33943553772497015, "Sortino Ratio": 0.4845298077793173, "Calmar Ratio": 0.060151895905471854, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03719994665875, "% In Market": 57.67762284196547, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5477187153144092, "Sub1_Sortino": 1.2008172144651152, "Sub1_Trades": 28, "Sub2_Calmar": -0.12128001073298891, "Sub2_Sortino": 0.030866034815902926, "Sub2_Trades": 97, "WFO_Score": 0.9735462923006024, "WFO_Min_Fold": -0.05369588269164524, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.053696, 0.325295, 3.21984, 0.402746]", "OOS_Total Trades": 7, "OOS_Total P&L %": -6.8025948206986815, "OOS_Sortino Ratio": -1.0076317267052843, "OOS_Calmar Ratio": -0.7477054068885229, "OOS_Max Drawdown %": -18.43468519886906, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d4ec23b2ca1efe19f8ac998bc0dff73d44ec85750decf6d0d906a7e62aec2262", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 489.0, "i_long_exit_activation_threshold": 430.0, "i_long_exit_activation_confirmation_threshold": 500.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "495d2fe30479e32483d020697eede879a15083d0d760cd26738cf0663334668c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -3.17070150254658, \"dd_pct\": -59.08904434083419, \"calmar\": -0.05369588269164524, \"cagr_pct\": -3.1728383932868574, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2814518588816963, \"sortino\": 0.3943704228710604}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.75237176324393, \"dd_pct\": -56.827307088262025, \"calmar\": -0.911119202039943, \"cagr_pct\": -51.7764506883361, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 40.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.466410764667626, \"sortino\": -1.9313801313155252}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 11.813003540228163, \"dd_pct\": -36.341015556368674, \"calmar\": 0.32529512193621135, \"cagr_pct\": 11.8215550866947, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 72.94520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.49001226055765806, \"sortino\": 0.7388138472802702}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 59.76817851431944, \"dd_pct\": -26.94204808704993, \"calmar\": 3.2198401473338, \"cagr_pct\": 86.74908808208117, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 79.01459854014598, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5855877304126638, \"sortino\": 2.3530663644295653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 12.316354233697835, \"dd_pct\": -36.60703808169771, \"calmar\": 0.3366918080579989, \"cagr_pct\": 12.325289839374822, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 78.83561643835615, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4873863246021136, \"sortino\": 0.7176494395692945}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.91364393135065, \"dd_pct\": -42.507100636037165, \"calmar\": -1.609832944634492, \"cagr_pct\": -68.42933098478639, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.628601850722749, \"sortino\": -3.3349936487317398}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 43.58188181642346, \"dd_pct\": -79.03719994665875, \"calmar\": 0.05673548225391392, \"cagr_pct\": 4.484213654972703, \"entries\": 126, \"exits\": 126, \"exposure_pct\": 57.70252324037185, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3341579073874727, \"sortino\": 0.4769770585434565}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 146.71475268566502, \"dd_pct\": -62.07673814455206, \"calmar\": 0.5477187153144092, \"cagr_pct\": 34.000591267443035, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 42.72404614019521, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8249148814416524, \"sortino\": 1.2008172144651152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -41.80247421224985, \"dd_pct\": -79.03719994665872, \"calmar\": -0.12598810349273384, \"cagr_pct\": -9.957746926655537, \"entries\": 98, \"exits\": 99, \"exposure_pct\": 66.65782493368701, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.013197165841346533, \"sortino\": 0.018582183421486057}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -6.8025948206986815, \"dd_pct\": -18.43468519886906, \"calmar\": -0.7477054068885229, \"cagr_pct\": -13.783713797482221, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 38.61671469740634, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6835979652879033, \"sortino\": -1.0076317267052843}]", "Additional_Threshold_Budget": 0, "Total Trades": 126, "Total P&L %": 43.58188181642346, "Sharpe Ratio": 0.3341579073874727, "Sortino Ratio": 0.4769770585434565, "Calmar Ratio": 0.05673548225391392, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03719994665875, "% In Market": 57.70252324037185, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5477187153144092, "Sub1_Sortino": 1.2008172144651152, "Sub1_Trades": 28, "Sub2_Calmar": -0.12598810349273384, "Sub2_Sortino": 0.018582183421486057, "Sub2_Trades": 98, "WFO_Score": 0.9570327986590912, "WFO_Min_Fold": -0.05369588269164524, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.053696, 0.325295, 3.21984, 0.336692]", "OOS_Total Trades": 7, "OOS_Total P&L %": -6.8025948206986815, "OOS_Sortino Ratio": -1.0076317267052843, "OOS_Calmar Ratio": -0.7477054068885229, "OOS_Max Drawdown %": -18.43468519886906, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d4ec23b2ca1efe19f8ac998bc0dff73d44ec85750decf6d0d906a7e62aec2262", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 489.95, "i_long_exit_activation_threshold": 430.0, "i_long_exit_activation_confirmation_threshold": 500.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "09a95669da34310400050ce016e9044ad5e870e7118430726de85aadf5dc07bb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -3.17070150254658, \"dd_pct\": -59.08904434083419, \"calmar\": -0.05369588269164524, \"cagr_pct\": -3.1728383932868574, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2814518588816963, \"sortino\": 0.3943704228710604}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.75237176324393, \"dd_pct\": -56.827307088262025, \"calmar\": -0.911119202039943, \"cagr_pct\": -51.7764506883361, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 40.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.466410764667626, \"sortino\": -1.9313801313155252}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 11.813003540228163, \"dd_pct\": -36.341015556368674, \"calmar\": 0.32529512193621135, \"cagr_pct\": 11.8215550866947, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 72.94520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.49001226055765806, \"sortino\": 0.7388138472802702}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 59.76817851431944, \"dd_pct\": -26.94204808704993, \"calmar\": 3.2198401473338, \"cagr_pct\": 86.74908808208117, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 79.01459854014598, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5855877304126638, \"sortino\": 2.3530663644295653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.732529637181347, \"dd_pct\": -36.607038081697716, \"calmar\": 0.40274578262404354, \"cagr_pct\": 14.743330201761513, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 78.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5393586787913206, \"sortino\": 0.7945945731562138}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.91364393135065, \"dd_pct\": -42.507100636037165, \"calmar\": -1.609832944634492, \"cagr_pct\": -68.42933098478639, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.628601850722749, \"sortino\": -3.3349936487317398}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 46.67064848444558, \"dd_pct\": -79.03719994665875, \"calmar\": 0.060151895905471854, \"cagr_pct\": 4.754237423851382, \"entries\": 125, \"exits\": 125, \"exposure_pct\": 57.67762284196547, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.33943553772497015, \"sortino\": 0.4845298077793173}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 146.71475268566502, \"dd_pct\": -62.07673814455206, \"calmar\": 0.5477187153144092, \"cagr_pct\": 34.000591267443035, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 42.72404614019521, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8249148814416524, \"sortino\": 1.2008172144651152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.55051556997235, \"dd_pct\": -79.03719994665872, \"calmar\": -0.12128001073298891, \"cagr_pct\": -9.58563245783616, \"entries\": 97, \"exits\": 98, \"exposure_pct\": 66.61803713527851, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.021919749227752507, \"sortino\": 0.030866034815902926}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -6.8025948206986815, \"dd_pct\": -18.43468519886906, \"calmar\": -0.7477054068885229, \"cagr_pct\": -13.783713797482221, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 38.61671469740634, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6835979652879033, \"sortino\": -1.0076317267052843}]", "Additional_Threshold_Budget": 0, "Total Trades": 125, "Total P&L %": 46.67064848444558, "Sharpe Ratio": 0.33943553772497015, "Sortino Ratio": 0.4845298077793173, "Calmar Ratio": 0.060151895905471854, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03719994665875, "% In Market": 57.67762284196547, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5477187153144092, "Sub1_Sortino": 1.2008172144651152, "Sub1_Trades": 28, "Sub2_Calmar": -0.12128001073298891, "Sub2_Sortino": 0.030866034815902926, "Sub2_Trades": 97, "WFO_Score": 0.9735462923006024, "WFO_Min_Fold": -0.05369588269164524, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.053696, 0.325295, 3.21984, 0.402746]", "OOS_Total Trades": 7, "OOS_Total P&L %": -6.8025948206986815, "OOS_Sortino Ratio": -1.0076317267052843, "OOS_Calmar Ratio": -0.7477054068885229, "OOS_Max Drawdown %": -18.43468519886906, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d4ec23b2ca1efe19f8ac998bc0dff73d44ec85750decf6d0d906a7e62aec2262", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 490.05, "i_long_exit_activation_threshold": 430.0, "i_long_exit_activation_confirmation_threshold": 500.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "df20ddbcbe129b80c37d61a5c854e2493f15bf6274f3fbf6c98179bc524c7f21", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -3.17070150254658, \"dd_pct\": -59.08904434083419, \"calmar\": -0.05369588269164524, \"cagr_pct\": -3.1728383932868574, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2814518588816963, \"sortino\": 0.3943704228710604}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.75237176324393, \"dd_pct\": -56.827307088262025, \"calmar\": -0.911119202039943, \"cagr_pct\": -51.7764506883361, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 40.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.466410764667626, \"sortino\": -1.9313801313155252}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 11.813003540228163, \"dd_pct\": -36.341015556368674, \"calmar\": 0.32529512193621135, \"cagr_pct\": 11.8215550866947, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 72.94520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.49001226055765806, \"sortino\": 0.7388138472802702}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 59.76817851431944, \"dd_pct\": -26.94204808704993, \"calmar\": 3.2198401473338, \"cagr_pct\": 86.74908808208117, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 79.01459854014598, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5855877304126638, \"sortino\": 2.3530663644295653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.732529637181347, \"dd_pct\": -36.607038081697716, \"calmar\": 0.40274578262404354, \"cagr_pct\": 14.743330201761513, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 78.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5393586787913206, \"sortino\": 0.7945945731562138}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.91364393135065, \"dd_pct\": -42.507100636037165, \"calmar\": -1.609832944634492, \"cagr_pct\": -68.42933098478639, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.628601850722749, \"sortino\": -3.3349936487317398}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 46.67064848444558, \"dd_pct\": -79.03719994665875, \"calmar\": 0.060151895905471854, \"cagr_pct\": 4.754237423851382, \"entries\": 125, \"exits\": 125, \"exposure_pct\": 57.67762284196547, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.33943553772497015, \"sortino\": 0.4845298077793173}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 146.71475268566502, \"dd_pct\": -62.07673814455206, \"calmar\": 0.5477187153144092, \"cagr_pct\": 34.000591267443035, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 42.72404614019521, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8249148814416524, \"sortino\": 1.2008172144651152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.55051556997235, \"dd_pct\": -79.03719994665872, \"calmar\": -0.12128001073298891, \"cagr_pct\": -9.58563245783616, \"entries\": 97, \"exits\": 98, \"exposure_pct\": 66.61803713527851, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.021919749227752507, \"sortino\": 0.030866034815902926}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -6.8025948206986815, \"dd_pct\": -18.43468519886906, \"calmar\": -0.7477054068885229, \"cagr_pct\": -13.783713797482221, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 38.61671469740634, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6835979652879033, \"sortino\": -1.0076317267052843}]", "Additional_Threshold_Budget": 0, "Total Trades": 125, "Total P&L %": 46.67064848444558, "Sharpe Ratio": 0.33943553772497015, "Sortino Ratio": 0.4845298077793173, "Calmar Ratio": 0.060151895905471854, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03719994665875, "% In Market": 57.67762284196547, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5477187153144092, "Sub1_Sortino": 1.2008172144651152, "Sub1_Trades": 28, "Sub2_Calmar": -0.12128001073298891, "Sub2_Sortino": 0.030866034815902926, "Sub2_Trades": 97, "WFO_Score": 0.9735462923006024, "WFO_Min_Fold": -0.05369588269164524, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.053696, 0.325295, 3.21984, 0.402746]", "OOS_Total Trades": 7, "OOS_Total P&L %": -6.8025948206986815, "OOS_Sortino Ratio": -1.0076317267052843, "OOS_Calmar Ratio": -0.7477054068885229, "OOS_Max Drawdown %": -18.43468519886906, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d4ec23b2ca1efe19f8ac998bc0dff73d44ec85750decf6d0d906a7e62aec2262", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 491.0, "i_long_exit_activation_threshold": 430.0, "i_long_exit_activation_confirmation_threshold": 500.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "8c1ca2b90ee2a94dcb87cd9c1397a9b37f941bcc7a59b43012dbf2ca2939f236", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -3.17070150254658, \"dd_pct\": -59.08904434083419, \"calmar\": -0.05369588269164524, \"cagr_pct\": -3.1728383932868574, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2814518588816963, \"sortino\": 0.3943704228710604}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.75237176324393, \"dd_pct\": -56.827307088262025, \"calmar\": -0.911119202039943, \"cagr_pct\": -51.7764506883361, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 40.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.466410764667626, \"sortino\": -1.9313801313155252}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 11.813003540228163, \"dd_pct\": -36.341015556368674, \"calmar\": 0.32529512193621135, \"cagr_pct\": 11.8215550866947, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 72.94520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.49001226055765806, \"sortino\": 0.7388138472802702}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 55.88682021753924, \"dd_pct\": -26.94204808704991, \"calmar\": 2.996281755703303, \"cagr_pct\": 80.7259671445087, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 78.83211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5157231197399952, \"sortino\": 2.246655737657398}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.732529637181347, \"dd_pct\": -36.607038081697716, \"calmar\": 0.40274578262404354, \"cagr_pct\": 14.743330201761513, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 78.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5393586787913206, \"sortino\": 0.7945945731562138}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.91364393135065, \"dd_pct\": -42.507100636037165, \"calmar\": -1.609832944634492, \"cagr_pct\": -68.42933098478639, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.628601850722749, \"sortino\": -3.3349936487317398}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 43.10747749706234, \"dd_pct\": -79.03719994665875, \"calmar\": 0.05620504417062669, \"cagr_pct\": 4.442289314124608, \"entries\": 125, \"exits\": 125, \"exposure_pct\": 57.66102257636122, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3333145786014349, \"sortino\": 0.47574344361841014}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 146.71475268566502, \"dd_pct\": -62.07673814455206, \"calmar\": 0.5477187153144092, \"cagr_pct\": 34.000591267443035, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 42.72404614019521, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8249148814416524, \"sortino\": 1.2008172144651152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -41.99476280229023, \"dd_pct\": -79.03719994665872, \"calmar\": -0.12671843810902553, \"cagr_pct\": -10.015470529751349, \"entries\": 97, \"exits\": 98, \"exposure_pct\": 66.59151193633951, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.011723293892866183, \"sortino\": 0.016505060474911078}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -6.8025948206986815, \"dd_pct\": -18.43468519886906, \"calmar\": -0.7477054068885229, \"cagr_pct\": -13.783713797482221, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 38.61671469740634, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6835979652879033, \"sortino\": -1.0076317267052843}]", "Additional_Threshold_Budget": 0, "Total Trades": 125, "Total P&L %": 43.10747749706234, "Sharpe Ratio": 0.3333145786014349, "Sortino Ratio": 0.47574344361841014, "Calmar Ratio": 0.05620504417062669, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03719994665875, "% In Market": 57.66102257636122, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5477187153144092, "Sub1_Sortino": 1.2008172144651152, "Sub1_Trades": 28, "Sub2_Calmar": -0.12671843810902553, "Sub2_Sortino": 0.016505060474911078, "Sub2_Trades": 97, "WFO_Score": 0.9176566943929781, "WFO_Min_Fold": -0.05369588269164524, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.053696, 0.325295, 2.996282, 0.402746]", "OOS_Total Trades": 7, "OOS_Total P&L %": -6.8025948206986815, "OOS_Sortino Ratio": -1.0076317267052843, "OOS_Calmar Ratio": -0.7477054068885229, "OOS_Max Drawdown %": -18.43468519886906, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d4ec23b2ca1efe19f8ac998bc0dff73d44ec85750decf6d0d906a7e62aec2262", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 490.0, "i_long_exit_activation_threshold": 429.0, "i_long_exit_activation_confirmation_threshold": 500.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "aaf1a5e62ec65a5a1b2211e25816ed8fcbd6f51c32481100e76894a8e9bab86f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -3.17070150254658, \"dd_pct\": -59.08904434083419, \"calmar\": -0.05369588269164524, \"cagr_pct\": -3.1728383932868574, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2814518588816963, \"sortino\": 0.3943704228710604}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.75237176324393, \"dd_pct\": -56.827307088262025, \"calmar\": -0.911119202039943, \"cagr_pct\": -51.7764506883361, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 40.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.466410764667626, \"sortino\": -1.9313801313155252}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 11.813003540228163, \"dd_pct\": -36.341015556368674, \"calmar\": 0.32529512193621135, \"cagr_pct\": 11.8215550866947, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 72.94520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.49001226055765806, \"sortino\": 0.7388138472802702}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 59.76817851431944, \"dd_pct\": -26.94204808704993, \"calmar\": 3.2198401473338, \"cagr_pct\": 86.74908808208117, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 79.01459854014598, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5855877304126638, \"sortino\": 2.3530663644295653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.732529637181347, \"dd_pct\": -36.607038081697716, \"calmar\": 0.40274578262404354, \"cagr_pct\": 14.743330201761513, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 78.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5393586787913206, \"sortino\": 0.7945945731562138}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.91364393135065, \"dd_pct\": -42.507100636037165, \"calmar\": -1.609832944634492, \"cagr_pct\": -68.42933098478639, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.628601850722749, \"sortino\": -3.3349936487317398}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 46.67064848444558, \"dd_pct\": -79.03719994665875, \"calmar\": 0.060151895905471854, \"cagr_pct\": 4.754237423851382, \"entries\": 125, \"exits\": 125, \"exposure_pct\": 57.67762284196547, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.33943553772497015, \"sortino\": 0.4845298077793173}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 146.71475268566502, \"dd_pct\": -62.07673814455206, \"calmar\": 0.5477187153144092, \"cagr_pct\": 34.000591267443035, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 42.72404614019521, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8249148814416524, \"sortino\": 1.2008172144651152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.55051556997235, \"dd_pct\": -79.03719994665872, \"calmar\": -0.12128001073298891, \"cagr_pct\": -9.58563245783616, \"entries\": 97, \"exits\": 98, \"exposure_pct\": 66.61803713527851, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.021919749227752507, \"sortino\": 0.030866034815902926}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -6.8025948206986815, \"dd_pct\": -18.43468519886906, \"calmar\": -0.7477054068885229, \"cagr_pct\": -13.783713797482221, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 38.61671469740634, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6835979652879033, \"sortino\": -1.0076317267052843}]", "Additional_Threshold_Budget": 0, "Total Trades": 125, "Total P&L %": 46.67064848444558, "Sharpe Ratio": 0.33943553772497015, "Sortino Ratio": 0.4845298077793173, "Calmar Ratio": 0.060151895905471854, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03719994665875, "% In Market": 57.67762284196547, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5477187153144092, "Sub1_Sortino": 1.2008172144651152, "Sub1_Trades": 28, "Sub2_Calmar": -0.12128001073298891, "Sub2_Sortino": 0.030866034815902926, "Sub2_Trades": 97, "WFO_Score": 0.9735462923006024, "WFO_Min_Fold": -0.05369588269164524, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.053696, 0.325295, 3.21984, 0.402746]", "OOS_Total Trades": 7, "OOS_Total P&L %": -6.8025948206986815, "OOS_Sortino Ratio": -1.0076317267052843, "OOS_Calmar Ratio": -0.7477054068885229, "OOS_Max Drawdown %": -18.43468519886906, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d4ec23b2ca1efe19f8ac998bc0dff73d44ec85750decf6d0d906a7e62aec2262", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 490.0, "i_long_exit_activation_threshold": 429.95, "i_long_exit_activation_confirmation_threshold": 500.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "fa629f13f11e1e8f42ce0d40ec2da1f561482a8d9f47143c6e2eb59fdedeede7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -3.17070150254658, \"dd_pct\": -59.08904434083419, \"calmar\": -0.05369588269164524, \"cagr_pct\": -3.1728383932868574, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2814518588816963, \"sortino\": 0.3943704228710604}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.75237176324393, \"dd_pct\": -56.827307088262025, \"calmar\": -0.911119202039943, \"cagr_pct\": -51.7764506883361, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 40.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.466410764667626, \"sortino\": -1.9313801313155252}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 11.813003540228163, \"dd_pct\": -36.341015556368674, \"calmar\": 0.32529512193621135, \"cagr_pct\": 11.8215550866947, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 72.94520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.49001226055765806, \"sortino\": 0.7388138472802702}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 59.76817851431944, \"dd_pct\": -26.94204808704993, \"calmar\": 3.2198401473338, \"cagr_pct\": 86.74908808208117, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 79.01459854014598, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5855877304126638, \"sortino\": 2.3530663644295653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.732529637181347, \"dd_pct\": -36.607038081697716, \"calmar\": 0.40274578262404354, \"cagr_pct\": 14.743330201761513, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 78.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5393586787913206, \"sortino\": 0.7945945731562138}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.91364393135065, \"dd_pct\": -42.507100636037165, \"calmar\": -1.609832944634492, \"cagr_pct\": -68.42933098478639, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.628601850722749, \"sortino\": -3.3349936487317398}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 46.67064848444558, \"dd_pct\": -79.03719994665875, \"calmar\": 0.060151895905471854, \"cagr_pct\": 4.754237423851382, \"entries\": 125, \"exits\": 125, \"exposure_pct\": 57.67762284196547, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.33943553772497015, \"sortino\": 0.4845298077793173}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 146.71475268566502, \"dd_pct\": -62.07673814455206, \"calmar\": 0.5477187153144092, \"cagr_pct\": 34.000591267443035, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 42.72404614019521, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8249148814416524, \"sortino\": 1.2008172144651152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.55051556997235, \"dd_pct\": -79.03719994665872, \"calmar\": -0.12128001073298891, \"cagr_pct\": -9.58563245783616, \"entries\": 97, \"exits\": 98, \"exposure_pct\": 66.61803713527851, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.021919749227752507, \"sortino\": 0.030866034815902926}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -6.8025948206986815, \"dd_pct\": -18.43468519886906, \"calmar\": -0.7477054068885229, \"cagr_pct\": -13.783713797482221, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 38.61671469740634, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6835979652879033, \"sortino\": -1.0076317267052843}]", "Additional_Threshold_Budget": 0, "Total Trades": 125, "Total P&L %": 46.67064848444558, "Sharpe Ratio": 0.33943553772497015, "Sortino Ratio": 0.4845298077793173, "Calmar Ratio": 0.060151895905471854, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03719994665875, "% In Market": 57.67762284196547, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5477187153144092, "Sub1_Sortino": 1.2008172144651152, "Sub1_Trades": 28, "Sub2_Calmar": -0.12128001073298891, "Sub2_Sortino": 0.030866034815902926, "Sub2_Trades": 97, "WFO_Score": 0.9735462923006024, "WFO_Min_Fold": -0.05369588269164524, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.053696, 0.325295, 3.21984, 0.402746]", "OOS_Total Trades": 7, "OOS_Total P&L %": -6.8025948206986815, "OOS_Sortino Ratio": -1.0076317267052843, "OOS_Calmar Ratio": -0.7477054068885229, "OOS_Max Drawdown %": -18.43468519886906, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d4ec23b2ca1efe19f8ac998bc0dff73d44ec85750decf6d0d906a7e62aec2262", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 490.0, "i_long_exit_activation_threshold": 430.05, "i_long_exit_activation_confirmation_threshold": 500.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "851e0f53593b09f81a0c3e3f1117736b64304529c64fb24b320ae530cae65715", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -3.17070150254658, \"dd_pct\": -59.08904434083419, \"calmar\": -0.05369588269164524, \"cagr_pct\": -3.1728383932868574, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2814518588816963, \"sortino\": 0.3943704228710604}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.75237176324393, \"dd_pct\": -56.827307088262025, \"calmar\": -0.911119202039943, \"cagr_pct\": -51.7764506883361, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 40.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.466410764667626, \"sortino\": -1.9313801313155252}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 11.813003540228163, \"dd_pct\": -36.341015556368674, \"calmar\": 0.32529512193621135, \"cagr_pct\": 11.8215550866947, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 72.94520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.49001226055765806, \"sortino\": 0.7388138472802702}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 59.76817851431944, \"dd_pct\": -26.94204808704993, \"calmar\": 3.2198401473338, \"cagr_pct\": 86.74908808208117, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 79.01459854014598, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5855877304126638, \"sortino\": 2.3530663644295653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.732529637181347, \"dd_pct\": -36.607038081697716, \"calmar\": 0.40274578262404354, \"cagr_pct\": 14.743330201761513, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 78.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5393586787913206, \"sortino\": 0.7945945731562138}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.91364393135065, \"dd_pct\": -42.507100636037165, \"calmar\": -1.609832944634492, \"cagr_pct\": -68.42933098478639, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.628601850722749, \"sortino\": -3.3349936487317398}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 46.67064848444558, \"dd_pct\": -79.03719994665875, \"calmar\": 0.060151895905471854, \"cagr_pct\": 4.754237423851382, \"entries\": 125, \"exits\": 125, \"exposure_pct\": 57.67762284196547, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.33943553772497015, \"sortino\": 0.4845298077793173}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 146.71475268566502, \"dd_pct\": -62.07673814455206, \"calmar\": 0.5477187153144092, \"cagr_pct\": 34.000591267443035, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 42.72404614019521, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8249148814416524, \"sortino\": 1.2008172144651152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.55051556997235, \"dd_pct\": -79.03719994665872, \"calmar\": -0.12128001073298891, \"cagr_pct\": -9.58563245783616, \"entries\": 97, \"exits\": 98, \"exposure_pct\": 66.61803713527851, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.021919749227752507, \"sortino\": 0.030866034815902926}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -6.8025948206986815, \"dd_pct\": -18.43468519886906, \"calmar\": -0.7477054068885229, \"cagr_pct\": -13.783713797482221, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 38.61671469740634, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6835979652879033, \"sortino\": -1.0076317267052843}]", "Additional_Threshold_Budget": 0, "Total Trades": 125, "Total P&L %": 46.67064848444558, "Sharpe Ratio": 0.33943553772497015, "Sortino Ratio": 0.4845298077793173, "Calmar Ratio": 0.060151895905471854, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03719994665875, "% In Market": 57.67762284196547, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5477187153144092, "Sub1_Sortino": 1.2008172144651152, "Sub1_Trades": 28, "Sub2_Calmar": -0.12128001073298891, "Sub2_Sortino": 0.030866034815902926, "Sub2_Trades": 97, "WFO_Score": 0.9735462923006024, "WFO_Min_Fold": -0.05369588269164524, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.053696, 0.325295, 3.21984, 0.402746]", "OOS_Total Trades": 7, "OOS_Total P&L %": -6.8025948206986815, "OOS_Sortino Ratio": -1.0076317267052843, "OOS_Calmar Ratio": -0.7477054068885229, "OOS_Max Drawdown %": -18.43468519886906, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d4ec23b2ca1efe19f8ac998bc0dff73d44ec85750decf6d0d906a7e62aec2262", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 490.0, "i_long_exit_activation_threshold": 431.0, "i_long_exit_activation_confirmation_threshold": 500.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "19d3c0e1da4fad4cd721ac50ddca9924bb6dc0722efac3797275e2fa5ce54403", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -3.17070150254658, \"dd_pct\": -59.08904434083419, \"calmar\": -0.05369588269164524, \"cagr_pct\": -3.1728383932868574, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2814518588816963, \"sortino\": 0.3943704228710604}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.75237176324393, \"dd_pct\": -56.827307088262025, \"calmar\": -0.911119202039943, \"cagr_pct\": -51.7764506883361, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 40.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.466410764667626, \"sortino\": -1.9313801313155252}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 11.813003540228163, \"dd_pct\": -36.341015556368674, \"calmar\": 0.32529512193621135, \"cagr_pct\": 11.8215550866947, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 72.94520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.49001226055765806, \"sortino\": 0.7388138472802702}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 59.76817851431944, \"dd_pct\": -26.94204808704993, \"calmar\": 3.2198401473338, \"cagr_pct\": 86.74908808208117, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 79.01459854014598, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5855877304126638, \"sortino\": 2.3530663644295653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.732529637181347, \"dd_pct\": -36.607038081697716, \"calmar\": 0.40274578262404354, \"cagr_pct\": 14.743330201761513, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 78.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5393586787913206, \"sortino\": 0.7945945731562138}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.91364393135065, \"dd_pct\": -42.507100636037165, \"calmar\": -1.609832944634492, \"cagr_pct\": -68.42933098478639, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.628601850722749, \"sortino\": -3.3349936487317398}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 46.67064848444558, \"dd_pct\": -79.03719994665875, \"calmar\": 0.060151895905471854, \"cagr_pct\": 4.754237423851382, \"entries\": 125, \"exits\": 125, \"exposure_pct\": 57.67762284196547, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.33943553772497015, \"sortino\": 0.4845298077793173}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 146.71475268566502, \"dd_pct\": -62.07673814455206, \"calmar\": 0.5477187153144092, \"cagr_pct\": 34.000591267443035, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 42.72404614019521, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8249148814416524, \"sortino\": 1.2008172144651152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.55051556997235, \"dd_pct\": -79.03719994665872, \"calmar\": -0.12128001073298891, \"cagr_pct\": -9.58563245783616, \"entries\": 97, \"exits\": 98, \"exposure_pct\": 66.61803713527851, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.021919749227752507, \"sortino\": 0.030866034815902926}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -6.8025948206986815, \"dd_pct\": -18.43468519886906, \"calmar\": -0.7477054068885229, \"cagr_pct\": -13.783713797482221, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 38.61671469740634, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6835979652879033, \"sortino\": -1.0076317267052843}]", "Additional_Threshold_Budget": 0, "Total Trades": 125, "Total P&L %": 46.67064848444558, "Sharpe Ratio": 0.33943553772497015, "Sortino Ratio": 0.4845298077793173, "Calmar Ratio": 0.060151895905471854, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03719994665875, "% In Market": 57.67762284196547, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5477187153144092, "Sub1_Sortino": 1.2008172144651152, "Sub1_Trades": 28, "Sub2_Calmar": -0.12128001073298891, "Sub2_Sortino": 0.030866034815902926, "Sub2_Trades": 97, "WFO_Score": 0.9735462923006024, "WFO_Min_Fold": -0.05369588269164524, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.053696, 0.325295, 3.21984, 0.402746]", "OOS_Total Trades": 7, "OOS_Total P&L %": -6.8025948206986815, "OOS_Sortino Ratio": -1.0076317267052843, "OOS_Calmar Ratio": -0.7477054068885229, "OOS_Max Drawdown %": -18.43468519886906, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d4ec23b2ca1efe19f8ac998bc0dff73d44ec85750decf6d0d906a7e62aec2262", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 490.0, "i_long_exit_activation_threshold": 430.0, "i_long_exit_activation_confirmation_threshold": 499.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "cd0a25e89c0356d8fd7d819639a24945bad039418f63ace036b8328463082f5a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -3.17070150254658, \"dd_pct\": -59.08904434083419, \"calmar\": -0.05369588269164524, \"cagr_pct\": -3.1728383932868574, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2814518588816963, \"sortino\": 0.3943704228710604}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.75237176324393, \"dd_pct\": -56.827307088262025, \"calmar\": -0.911119202039943, \"cagr_pct\": -51.7764506883361, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 40.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.466410764667626, \"sortino\": -1.9313801313155252}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 11.813003540228163, \"dd_pct\": -36.341015556368674, \"calmar\": 0.32529512193621135, \"cagr_pct\": 11.8215550866947, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 72.94520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.49001226055765806, \"sortino\": 0.7388138472802702}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 59.76817851431944, \"dd_pct\": -26.94204808704993, \"calmar\": 3.2198401473338, \"cagr_pct\": 86.74908808208117, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 79.01459854014598, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5855877304126638, \"sortino\": 2.3530663644295653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.732529637181347, \"dd_pct\": -36.607038081697716, \"calmar\": 0.40274578262404354, \"cagr_pct\": 14.743330201761513, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 78.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5393586787913206, \"sortino\": 0.7945945731562138}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.91364393135065, \"dd_pct\": -42.507100636037165, \"calmar\": -1.609832944634492, \"cagr_pct\": -68.42933098478639, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.628601850722749, \"sortino\": -3.3349936487317398}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 46.67064848444558, \"dd_pct\": -79.03719994665875, \"calmar\": 0.060151895905471854, \"cagr_pct\": 4.754237423851382, \"entries\": 125, \"exits\": 125, \"exposure_pct\": 57.67762284196547, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.33943553772497015, \"sortino\": 0.4845298077793173}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 146.71475268566502, \"dd_pct\": -62.07673814455206, \"calmar\": 0.5477187153144092, \"cagr_pct\": 34.000591267443035, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 42.72404614019521, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8249148814416524, \"sortino\": 1.2008172144651152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.55051556997235, \"dd_pct\": -79.03719994665872, \"calmar\": -0.12128001073298891, \"cagr_pct\": -9.58563245783616, \"entries\": 97, \"exits\": 98, \"exposure_pct\": 66.61803713527851, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.021919749227752507, \"sortino\": 0.030866034815902926}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -6.8025948206986815, \"dd_pct\": -18.43468519886906, \"calmar\": -0.7477054068885229, \"cagr_pct\": -13.783713797482221, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 38.61671469740634, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6835979652879033, \"sortino\": -1.0076317267052843}]", "Additional_Threshold_Budget": 0, "Total Trades": 125, "Total P&L %": 46.67064848444558, "Sharpe Ratio": 0.33943553772497015, "Sortino Ratio": 0.4845298077793173, "Calmar Ratio": 0.060151895905471854, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03719994665875, "% In Market": 57.67762284196547, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5477187153144092, "Sub1_Sortino": 1.2008172144651152, "Sub1_Trades": 28, "Sub2_Calmar": -0.12128001073298891, "Sub2_Sortino": 0.030866034815902926, "Sub2_Trades": 97, "WFO_Score": 0.9735462923006024, "WFO_Min_Fold": -0.05369588269164524, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.053696, 0.325295, 3.21984, 0.402746]", "OOS_Total Trades": 7, "OOS_Total P&L %": -6.8025948206986815, "OOS_Sortino Ratio": -1.0076317267052843, "OOS_Calmar Ratio": -0.7477054068885229, "OOS_Max Drawdown %": -18.43468519886906, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d4ec23b2ca1efe19f8ac998bc0dff73d44ec85750decf6d0d906a7e62aec2262", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 490.0, "i_long_exit_activation_threshold": 430.0, "i_long_exit_activation_confirmation_threshold": 499.95, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "68a5db9ab9781afb46d3193f5de48a4060b7d9810f67498cbf6ebfb30b6041c5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -3.17070150254658, \"dd_pct\": -59.08904434083419, \"calmar\": -0.05369588269164524, \"cagr_pct\": -3.1728383932868574, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2814518588816963, \"sortino\": 0.3943704228710604}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.75237176324393, \"dd_pct\": -56.827307088262025, \"calmar\": -0.911119202039943, \"cagr_pct\": -51.7764506883361, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 40.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.466410764667626, \"sortino\": -1.9313801313155252}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 11.813003540228163, \"dd_pct\": -36.341015556368674, \"calmar\": 0.32529512193621135, \"cagr_pct\": 11.8215550866947, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 72.94520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.49001226055765806, \"sortino\": 0.7388138472802702}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 59.76817851431944, \"dd_pct\": -26.94204808704993, \"calmar\": 3.2198401473338, \"cagr_pct\": 86.74908808208117, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 79.01459854014598, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5855877304126638, \"sortino\": 2.3530663644295653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.732529637181347, \"dd_pct\": -36.607038081697716, \"calmar\": 0.40274578262404354, \"cagr_pct\": 14.743330201761513, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 78.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5393586787913206, \"sortino\": 0.7945945731562138}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.91364393135065, \"dd_pct\": -42.507100636037165, \"calmar\": -1.609832944634492, \"cagr_pct\": -68.42933098478639, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.628601850722749, \"sortino\": -3.3349936487317398}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 46.67064848444558, \"dd_pct\": -79.03719994665875, \"calmar\": 0.060151895905471854, \"cagr_pct\": 4.754237423851382, \"entries\": 125, \"exits\": 125, \"exposure_pct\": 57.67762284196547, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.33943553772497015, \"sortino\": 0.4845298077793173}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 146.71475268566502, \"dd_pct\": -62.07673814455206, \"calmar\": 0.5477187153144092, \"cagr_pct\": 34.000591267443035, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 42.72404614019521, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8249148814416524, \"sortino\": 1.2008172144651152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.55051556997235, \"dd_pct\": -79.03719994665872, \"calmar\": -0.12128001073298891, \"cagr_pct\": -9.58563245783616, \"entries\": 97, \"exits\": 98, \"exposure_pct\": 66.61803713527851, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.021919749227752507, \"sortino\": 0.030866034815902926}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -6.8025948206986815, \"dd_pct\": -18.43468519886906, \"calmar\": -0.7477054068885229, \"cagr_pct\": -13.783713797482221, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 38.61671469740634, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6835979652879033, \"sortino\": -1.0076317267052843}]", "Additional_Threshold_Budget": 0, "Total Trades": 125, "Total P&L %": 46.67064848444558, "Sharpe Ratio": 0.33943553772497015, "Sortino Ratio": 0.4845298077793173, "Calmar Ratio": 0.060151895905471854, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03719994665875, "% In Market": 57.67762284196547, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5477187153144092, "Sub1_Sortino": 1.2008172144651152, "Sub1_Trades": 28, "Sub2_Calmar": -0.12128001073298891, "Sub2_Sortino": 0.030866034815902926, "Sub2_Trades": 97, "WFO_Score": 0.9735462923006024, "WFO_Min_Fold": -0.05369588269164524, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.053696, 0.325295, 3.21984, 0.402746]", "OOS_Total Trades": 7, "OOS_Total P&L %": -6.8025948206986815, "OOS_Sortino Ratio": -1.0076317267052843, "OOS_Calmar Ratio": -0.7477054068885229, "OOS_Max Drawdown %": -18.43468519886906, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d4ec23b2ca1efe19f8ac998bc0dff73d44ec85750decf6d0d906a7e62aec2262", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 490.0, "i_long_exit_activation_threshold": 430.0, "i_long_exit_activation_confirmation_threshold": 500.05, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "6645165fcdd55dd896fcc360b9f5799504b2d6212a412089eef92ff653963211", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -3.17070150254658, \"dd_pct\": -59.08904434083419, \"calmar\": -0.05369588269164524, \"cagr_pct\": -3.1728383932868574, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2814518588816963, \"sortino\": 0.3943704228710604}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.75237176324393, \"dd_pct\": -56.827307088262025, \"calmar\": -0.911119202039943, \"cagr_pct\": -51.7764506883361, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 40.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.466410764667626, \"sortino\": -1.9313801313155252}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 11.813003540228163, \"dd_pct\": -36.341015556368674, \"calmar\": 0.32529512193621135, \"cagr_pct\": 11.8215550866947, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 72.94520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.49001226055765806, \"sortino\": 0.7388138472802702}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 59.76817851431944, \"dd_pct\": -26.94204808704993, \"calmar\": 3.2198401473338, \"cagr_pct\": 86.74908808208117, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 79.01459854014598, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5855877304126638, \"sortino\": 2.3530663644295653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.732529637181347, \"dd_pct\": -36.607038081697716, \"calmar\": 0.40274578262404354, \"cagr_pct\": 14.743330201761513, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 78.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5393586787913206, \"sortino\": 0.7945945731562138}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.91364393135065, \"dd_pct\": -42.507100636037165, \"calmar\": -1.609832944634492, \"cagr_pct\": -68.42933098478639, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.628601850722749, \"sortino\": -3.3349936487317398}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 46.67064848444558, \"dd_pct\": -79.03719994665875, \"calmar\": 0.060151895905471854, \"cagr_pct\": 4.754237423851382, \"entries\": 125, \"exits\": 125, \"exposure_pct\": 57.67762284196547, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.33943553772497015, \"sortino\": 0.4845298077793173}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 146.71475268566502, \"dd_pct\": -62.07673814455206, \"calmar\": 0.5477187153144092, \"cagr_pct\": 34.000591267443035, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 42.72404614019521, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8249148814416524, \"sortino\": 1.2008172144651152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.55051556997235, \"dd_pct\": -79.03719994665872, \"calmar\": -0.12128001073298891, \"cagr_pct\": -9.58563245783616, \"entries\": 97, \"exits\": 98, \"exposure_pct\": 66.61803713527851, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.021919749227752507, \"sortino\": 0.030866034815902926}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -6.8025948206986815, \"dd_pct\": -18.43468519886906, \"calmar\": -0.7477054068885229, \"cagr_pct\": -13.783713797482221, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 38.61671469740634, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6835979652879033, \"sortino\": -1.0076317267052843}]", "Additional_Threshold_Budget": 0, "Total Trades": 125, "Total P&L %": 46.67064848444558, "Sharpe Ratio": 0.33943553772497015, "Sortino Ratio": 0.4845298077793173, "Calmar Ratio": 0.060151895905471854, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03719994665875, "% In Market": 57.67762284196547, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5477187153144092, "Sub1_Sortino": 1.2008172144651152, "Sub1_Trades": 28, "Sub2_Calmar": -0.12128001073298891, "Sub2_Sortino": 0.030866034815902926, "Sub2_Trades": 97, "WFO_Score": 0.9735462923006024, "WFO_Min_Fold": -0.05369588269164524, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.053696, 0.325295, 3.21984, 0.402746]", "OOS_Total Trades": 7, "OOS_Total P&L %": -6.8025948206986815, "OOS_Sortino Ratio": -1.0076317267052843, "OOS_Calmar Ratio": -0.7477054068885229, "OOS_Max Drawdown %": -18.43468519886906, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d4ec23b2ca1efe19f8ac998bc0dff73d44ec85750decf6d0d906a7e62aec2262", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 490.0, "i_long_exit_activation_threshold": 430.0, "i_long_exit_activation_confirmation_threshold": 501.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "3f67418e518b86854db6579a55393cb1f69e83810fdae085e51c33544388ba9a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -3.17070150254658, \"dd_pct\": -59.08904434083419, \"calmar\": -0.05369588269164524, \"cagr_pct\": -3.1728383932868574, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.2814518588816963, \"sortino\": 0.3943704228710604}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -51.75237176324393, \"dd_pct\": -56.827307088262025, \"calmar\": -0.911119202039943, \"cagr_pct\": -51.7764506883361, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 40.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.466410764667626, \"sortino\": -1.9313801313155252}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 11.813003540228163, \"dd_pct\": -36.341015556368674, \"calmar\": 0.32529512193621135, \"cagr_pct\": 11.8215550866947, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 72.94520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.49001226055765806, \"sortino\": 0.7388138472802702}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 59.76817851431944, \"dd_pct\": -26.94204808704993, \"calmar\": 3.2198401473338, \"cagr_pct\": 86.74908808208117, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 79.01459854014598, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5855877304126638, \"sortino\": 2.3530663644295653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 14.732529637181347, \"dd_pct\": -36.607038081697716, \"calmar\": 0.40274578262404354, \"cagr_pct\": 14.743330201761513, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 78.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5393586787913206, \"sortino\": 0.7945945731562138}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.91364393135065, \"dd_pct\": -42.507100636037165, \"calmar\": -1.609832944634492, \"cagr_pct\": -68.42933098478639, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.628601850722749, \"sortino\": -3.3349936487317398}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 46.67064848444558, \"dd_pct\": -79.03719994665875, \"calmar\": 0.060151895905471854, \"cagr_pct\": 4.754237423851382, \"entries\": 125, \"exits\": 125, \"exposure_pct\": 57.67762284196547, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.33943553772497015, \"sortino\": 0.4845298077793173}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 146.71475268566502, \"dd_pct\": -62.07673814455206, \"calmar\": 0.5477187153144092, \"cagr_pct\": 34.000591267443035, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 42.72404614019521, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8249148814416524, \"sortino\": 1.2008172144651152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.55051556997235, \"dd_pct\": -79.03719994665872, \"calmar\": -0.12128001073298891, \"cagr_pct\": -9.58563245783616, \"entries\": 97, \"exits\": 98, \"exposure_pct\": 66.61803713527851, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.021919749227752507, \"sortino\": 0.030866034815902926}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -6.8025948206986815, \"dd_pct\": -18.43468519886906, \"calmar\": -0.7477054068885229, \"cagr_pct\": -13.783713797482221, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 38.61671469740634, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6835979652879033, \"sortino\": -1.0076317267052843}]", "Additional_Threshold_Budget": 0, "Total Trades": 125, "Total P&L %": 46.67064848444558, "Sharpe Ratio": 0.33943553772497015, "Sortino Ratio": 0.4845298077793173, "Calmar Ratio": 0.060151895905471854, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.03719994665875, "% In Market": 57.67762284196547, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5477187153144092, "Sub1_Sortino": 1.2008172144651152, "Sub1_Trades": 28, "Sub2_Calmar": -0.12128001073298891, "Sub2_Sortino": 0.030866034815902926, "Sub2_Trades": 97, "WFO_Score": 0.9735462923006024, "WFO_Min_Fold": -0.05369588269164524, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[-0.053696, 0.325295, 3.21984, 0.402746]", "OOS_Total Trades": 7, "OOS_Total P&L %": -6.8025948206986815, "OOS_Sortino Ratio": -1.0076317267052843, "OOS_Calmar Ratio": -0.7477054068885229, "OOS_Max Drawdown %": -18.43468519886906, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d4ec23b2ca1efe19f8ac998bc0dff73d44ec85750decf6d0d906a7e62aec2262", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": -30.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "cb934375f952a7efd62471aec0c5ca6e51860c32ffe5d246576cb6098669266f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 59.73169285773032, \"dd_pct\": -56.75280904554227, \"calmar\": 1.053391705845339, \"cagr_pct\": 59.78293833199856, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9979764496442767, \"sortino\": 1.4608933291886401}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72648578092311, \"dd_pct\": -71.21297686117407, \"calmar\": -0.9654332360631644, \"cagr_pct\": -68.75137470077453, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 90.75342465753424, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.616666638786552, \"sortino\": -2.191388560870084}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 68.31428281615331, \"dd_pct\": -30.64896118283199, \"calmar\": 2.23088531688093, \"cagr_pct\": 68.37431748043348, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4933797321109765, \"sortino\": 2.301580790392922}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.46420579928229, \"dd_pct\": -41.66559770955869, \"calmar\": 0.34049015811360606, \"cagr_pct\": 14.186725952025538, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 88.77737226277372, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5158034353341574, \"sortino\": 0.7335714592127995}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 29.24427045901268, \"dd_pct\": -24.615868213023894, \"calmar\": 1.188947774716676, \"cagr_pct\": 29.266981734593717, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 88.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8174146022555362, \"sortino\": 1.1977133598686092}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -32.34349003661225, \"dd_pct\": -40.6548389173964, \"calmar\": -1.5037975784209758, \"cagr_pct\": -61.13664831507555, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 82.11920529801324, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9444931111875938, \"sortino\": -2.528146169893971}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 53.54249963741502, \"dd_pct\": -79.12615792125763, \"calmar\": 0.0674555502771423, \"cagr_pct\": 5.337498523894495, \"entries\": 106, \"exits\": 105, \"exposure_pct\": 86.57038512616202, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.39553930088490774, \"sortino\": 0.5635339763906018}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 89.05901477639544, \"dd_pct\": -76.04488534571176, \"calmar\": 0.3014755173602187, \"cagr_pct\": 22.92567115219697, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6500379506486749, \"sortino\": 0.9236506479012644}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.78594108881093, \"dd_pct\": -79.12615792125763, \"calmar\": -0.049942135606391574, \"cagr_pct\": -3.9517293089162036, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 87.77188328912466, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19885827707529838, \"sortino\": 0.28415254701555437}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.326328641714255, \"dd_pct\": -19.56384483270438, \"calmar\": 1.174806089592839, \"cagr_pct\": 22.983724045310503, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 94.52449567723343, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7401039718797701, \"sortino\": 1.1067481380193933}]", "Additional_Threshold_Budget": 0, "Total Trades": 106, "Total P&L %": 53.54249963741502, "Sharpe Ratio": 0.39553930088490774, "Sortino Ratio": 0.5635339763906018, "Calmar Ratio": 0.0674555502771423, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.12615792125763, "% In Market": 86.57038512616202, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3014755173602187, "Sub1_Sortino": 0.9236506479012644, "Sub1_Trades": 17, "Sub2_Calmar": -0.049942135606391574, "Sub2_Sortino": 0.28415254701555437, "Sub2_Trades": 89, "WFO_Score": 1.2034287388891378, "WFO_Min_Fold": 0.34049015811360606, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.053392, 2.230885, 0.34049, 1.188948]", "OOS_Total Trades": 8, "OOS_Total P&L %": 10.326328641714255, "OOS_Sortino Ratio": 1.1067481380193933, "OOS_Calmar Ratio": 1.174806089592839, "OOS_Max Drawdown %": -19.56384483270438, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bef0ec788e49d673f3bdd8346a042e725485fc1111f97205d915981865aecf32", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 319.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": -30.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "f8f76757ca3731ffe44ef7d9dec5e58ae0a0826f01f88cc4f921d77aa20b11f4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 59.73169285773032, \"dd_pct\": -56.75280904554227, \"calmar\": 1.053391705845339, \"cagr_pct\": 59.78293833199856, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9979764496442767, \"sortino\": 1.4608933291886401}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72648578092311, \"dd_pct\": -71.21297686117407, \"calmar\": -0.9654332360631644, \"cagr_pct\": -68.75137470077453, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 90.75342465753424, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.616666638786552, \"sortino\": -2.191388560870084}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 68.31428281615331, \"dd_pct\": -30.64896118283199, \"calmar\": 2.23088531688093, \"cagr_pct\": 68.37431748043348, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4933797321109765, \"sortino\": 2.301580790392922}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.46420579928229, \"dd_pct\": -41.66559770955869, \"calmar\": 0.34049015811360606, \"cagr_pct\": 14.186725952025538, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 88.77737226277372, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5158034353341574, \"sortino\": 0.7335714592127995}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 27.298969718973233, \"dd_pct\": -24.615868213023894, \"calmar\": 1.1098538705762502, \"cagr_pct\": 27.320016613819455, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 88.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7816730626515722, \"sortino\": 1.1449229466704385}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -32.34349003661225, \"dd_pct\": -40.6548389173964, \"calmar\": -1.5037975784209758, \"cagr_pct\": -61.13664831507555, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 82.11920529801324, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9444931111875938, \"sortino\": -2.528146169893971}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 51.23147774753656, \"dd_pct\": -79.12615792125763, \"calmar\": 0.06500951122640293, \"cagr_pct\": 5.143952851684129, \"entries\": 106, \"exits\": 105, \"exposure_pct\": 86.56208499335989, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3925796951028785, \"sortino\": 0.5593057051107703}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 89.05901477639544, \"dd_pct\": -76.04488534571176, \"calmar\": 0.3014755173602187, \"cagr_pct\": 22.92567115219697, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6500379506486749, \"sortino\": 0.9236506479012644}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -20.00832230803612, \"dd_pct\": -79.12615792125763, \"calmar\": -0.0535039794924293, \"cagr_pct\": -4.2335643307336905, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 87.75862068965517, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19345875689514835, \"sortino\": 0.2764248368681139}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.326328641714255, \"dd_pct\": -19.56384483270438, \"calmar\": 1.174806089592839, \"cagr_pct\": 22.983724045310503, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 94.52449567723343, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7401039718797701, \"sortino\": 1.1067481380193933}]", "Additional_Threshold_Budget": 0, "Total Trades": 106, "Total P&L %": 51.23147774753656, "Sharpe Ratio": 0.3925796951028785, "Sortino Ratio": 0.5593057051107703, "Calmar Ratio": 0.06500951122640293, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.12615792125763, "% In Market": 86.56208499335989, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3014755173602187, "Sub1_Sortino": 0.9236506479012644, "Sub1_Trades": 17, "Sub2_Calmar": -0.0535039794924293, "Sub2_Sortino": 0.2764248368681139, "Sub2_Trades": 89, "WFO_Score": 1.1836552628540313, "WFO_Min_Fold": 0.34049015811360606, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.053392, 2.230885, 0.34049, 1.109854]", "OOS_Total Trades": 8, "OOS_Total P&L %": 10.326328641714255, "OOS_Sortino Ratio": 1.1067481380193933, "OOS_Calmar Ratio": 1.174806089592839, "OOS_Max Drawdown %": -19.56384483270438, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bef0ec788e49d673f3bdd8346a042e725485fc1111f97205d915981865aecf32", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 319.95, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": -30.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "f35c95de99a64c8a973fb0f50875acc6cae45d926e0f8d8a0c0683193f4e1e68", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 59.73169285773032, \"dd_pct\": -56.75280904554227, \"calmar\": 1.053391705845339, \"cagr_pct\": 59.78293833199856, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9979764496442767, \"sortino\": 1.4608933291886401}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72648578092311, \"dd_pct\": -71.21297686117407, \"calmar\": -0.9654332360631644, \"cagr_pct\": -68.75137470077453, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 90.75342465753424, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.616666638786552, \"sortino\": -2.191388560870084}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 68.31428281615331, \"dd_pct\": -30.64896118283199, \"calmar\": 2.23088531688093, \"cagr_pct\": 68.37431748043348, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4933797321109765, \"sortino\": 2.301580790392922}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.46420579928229, \"dd_pct\": -41.66559770955869, \"calmar\": 0.34049015811360606, \"cagr_pct\": 14.186725952025538, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 88.77737226277372, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5158034353341574, \"sortino\": 0.7335714592127995}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 29.24427045901268, \"dd_pct\": -24.615868213023894, \"calmar\": 1.188947774716676, \"cagr_pct\": 29.266981734593717, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 88.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8174146022555362, \"sortino\": 1.1977133598686092}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -32.34349003661225, \"dd_pct\": -40.6548389173964, \"calmar\": -1.5037975784209758, \"cagr_pct\": -61.13664831507555, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 82.11920529801324, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9444931111875938, \"sortino\": -2.528146169893971}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 53.54249963741502, \"dd_pct\": -79.12615792125763, \"calmar\": 0.0674555502771423, \"cagr_pct\": 5.337498523894495, \"entries\": 106, \"exits\": 105, \"exposure_pct\": 86.57038512616202, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.39553930088490774, \"sortino\": 0.5635339763906018}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 89.05901477639544, \"dd_pct\": -76.04488534571176, \"calmar\": 0.3014755173602187, \"cagr_pct\": 22.92567115219697, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6500379506486749, \"sortino\": 0.9236506479012644}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.78594108881093, \"dd_pct\": -79.12615792125763, \"calmar\": -0.049942135606391574, \"cagr_pct\": -3.9517293089162036, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 87.77188328912466, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19885827707529838, \"sortino\": 0.28415254701555437}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.326328641714255, \"dd_pct\": -19.56384483270438, \"calmar\": 1.174806089592839, \"cagr_pct\": 22.983724045310503, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 94.52449567723343, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7401039718797701, \"sortino\": 1.1067481380193933}]", "Additional_Threshold_Budget": 0, "Total Trades": 106, "Total P&L %": 53.54249963741502, "Sharpe Ratio": 0.39553930088490774, "Sortino Ratio": 0.5635339763906018, "Calmar Ratio": 0.0674555502771423, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.12615792125763, "% In Market": 86.57038512616202, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3014755173602187, "Sub1_Sortino": 0.9236506479012644, "Sub1_Trades": 17, "Sub2_Calmar": -0.049942135606391574, "Sub2_Sortino": 0.28415254701555437, "Sub2_Trades": 89, "WFO_Score": 1.2034287388891378, "WFO_Min_Fold": 0.34049015811360606, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.053392, 2.230885, 0.34049, 1.188948]", "OOS_Total Trades": 8, "OOS_Total P&L %": 10.326328641714255, "OOS_Sortino Ratio": 1.1067481380193933, "OOS_Calmar Ratio": 1.174806089592839, "OOS_Max Drawdown %": -19.56384483270438, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bef0ec788e49d673f3bdd8346a042e725485fc1111f97205d915981865aecf32", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.05, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": -30.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "a632f2141cc35a28f4ff3a920722c2434f7ade50abb94e1b23fe780a7789df79", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 59.73169285773032, \"dd_pct\": -56.75280904554227, \"calmar\": 1.053391705845339, \"cagr_pct\": 59.78293833199856, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9979764496442767, \"sortino\": 1.4608933291886401}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72648578092311, \"dd_pct\": -71.21297686117407, \"calmar\": -0.9654332360631644, \"cagr_pct\": -68.75137470077453, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 90.75342465753424, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.616666638786552, \"sortino\": -2.191388560870084}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 68.31428281615331, \"dd_pct\": -30.64896118283199, \"calmar\": 2.23088531688093, \"cagr_pct\": 68.37431748043348, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4933797321109765, \"sortino\": 2.301580790392922}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.46420579928229, \"dd_pct\": -41.66559770955869, \"calmar\": 0.34049015811360606, \"cagr_pct\": 14.186725952025538, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 88.77737226277372, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5158034353341574, \"sortino\": 0.7335714592127995}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 29.24427045901268, \"dd_pct\": -24.615868213023894, \"calmar\": 1.188947774716676, \"cagr_pct\": 29.266981734593717, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 88.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8174146022555362, \"sortino\": 1.1977133598686092}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -32.34349003661225, \"dd_pct\": -40.6548389173964, \"calmar\": -1.5037975784209758, \"cagr_pct\": -61.13664831507555, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 82.11920529801324, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9444931111875938, \"sortino\": -2.528146169893971}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 53.54249963741502, \"dd_pct\": -79.12615792125763, \"calmar\": 0.0674555502771423, \"cagr_pct\": 5.337498523894495, \"entries\": 106, \"exits\": 105, \"exposure_pct\": 86.57038512616202, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.39553930088490774, \"sortino\": 0.5635339763906018}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 89.05901477639544, \"dd_pct\": -76.04488534571176, \"calmar\": 0.3014755173602187, \"cagr_pct\": 22.92567115219697, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6500379506486749, \"sortino\": 0.9236506479012644}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.78594108881093, \"dd_pct\": -79.12615792125763, \"calmar\": -0.049942135606391574, \"cagr_pct\": -3.9517293089162036, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 87.77188328912466, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19885827707529838, \"sortino\": 0.28415254701555437}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.326328641714255, \"dd_pct\": -19.56384483270438, \"calmar\": 1.174806089592839, \"cagr_pct\": 22.983724045310503, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 94.52449567723343, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7401039718797701, \"sortino\": 1.1067481380193933}]", "Additional_Threshold_Budget": 0, "Total Trades": 106, "Total P&L %": 53.54249963741502, "Sharpe Ratio": 0.39553930088490774, "Sortino Ratio": 0.5635339763906018, "Calmar Ratio": 0.0674555502771423, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.12615792125763, "% In Market": 86.57038512616202, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3014755173602187, "Sub1_Sortino": 0.9236506479012644, "Sub1_Trades": 17, "Sub2_Calmar": -0.049942135606391574, "Sub2_Sortino": 0.28415254701555437, "Sub2_Trades": 89, "WFO_Score": 1.2034287388891378, "WFO_Min_Fold": 0.34049015811360606, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.053392, 2.230885, 0.34049, 1.188948]", "OOS_Total Trades": 8, "OOS_Total P&L %": 10.326328641714255, "OOS_Sortino Ratio": 1.1067481380193933, "OOS_Calmar Ratio": 1.174806089592839, "OOS_Max Drawdown %": -19.56384483270438, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bef0ec788e49d673f3bdd8346a042e725485fc1111f97205d915981865aecf32", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 321.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": -30.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "acdf43296ec28f7993e51c7619e6aa167f10790fe321f08a89d23488934aedee", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 59.73169285773032, \"dd_pct\": -56.75280904554227, \"calmar\": 1.053391705845339, \"cagr_pct\": 59.78293833199856, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9979764496442767, \"sortino\": 1.4608933291886401}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72648578092311, \"dd_pct\": -71.21297686117407, \"calmar\": -0.9654332360631644, \"cagr_pct\": -68.75137470077453, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 90.75342465753424, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.616666638786552, \"sortino\": -2.191388560870084}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 68.31428281615331, \"dd_pct\": -30.64896118283199, \"calmar\": 2.23088531688093, \"cagr_pct\": 68.37431748043348, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4933797321109765, \"sortino\": 2.301580790392922}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.46420579928229, \"dd_pct\": -41.66559770955869, \"calmar\": 0.34049015811360606, \"cagr_pct\": 14.186725952025538, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 88.77737226277372, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5158034353341574, \"sortino\": 0.7335714592127995}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 29.24427045901268, \"dd_pct\": -24.615868213023894, \"calmar\": 1.188947774716676, \"cagr_pct\": 29.266981734593717, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 88.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8174146022555362, \"sortino\": 1.1977133598686092}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -32.34349003661225, \"dd_pct\": -40.6548389173964, \"calmar\": -1.5037975784209758, \"cagr_pct\": -61.13664831507555, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 82.11920529801324, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9444931111875938, \"sortino\": -2.528146169893971}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 53.54249963741502, \"dd_pct\": -79.12615792125763, \"calmar\": 0.0674555502771423, \"cagr_pct\": 5.337498523894495, \"entries\": 106, \"exits\": 105, \"exposure_pct\": 86.57038512616202, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.39553930088490774, \"sortino\": 0.5635339763906018}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 89.05901477639544, \"dd_pct\": -76.04488534571176, \"calmar\": 0.3014755173602187, \"cagr_pct\": 22.92567115219697, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6500379506486749, \"sortino\": 0.9236506479012644}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.78594108881093, \"dd_pct\": -79.12615792125763, \"calmar\": -0.049942135606391574, \"cagr_pct\": -3.9517293089162036, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 87.77188328912466, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19885827707529838, \"sortino\": 0.28415254701555437}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.326328641714255, \"dd_pct\": -19.56384483270438, \"calmar\": 1.174806089592839, \"cagr_pct\": 22.983724045310503, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 94.52449567723343, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7401039718797701, \"sortino\": 1.1067481380193933}]", "Additional_Threshold_Budget": 0, "Total Trades": 106, "Total P&L %": 53.54249963741502, "Sharpe Ratio": 0.39553930088490774, "Sortino Ratio": 0.5635339763906018, "Calmar Ratio": 0.0674555502771423, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.12615792125763, "% In Market": 86.57038512616202, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3014755173602187, "Sub1_Sortino": 0.9236506479012644, "Sub1_Trades": 17, "Sub2_Calmar": -0.049942135606391574, "Sub2_Sortino": 0.28415254701555437, "Sub2_Trades": 89, "WFO_Score": 1.2034287388891378, "WFO_Min_Fold": 0.34049015811360606, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.053392, 2.230885, 0.34049, 1.188948]", "OOS_Total Trades": 8, "OOS_Total P&L %": 10.326328641714255, "OOS_Sortino Ratio": 1.1067481380193933, "OOS_Calmar Ratio": 1.174806089592839, "OOS_Max Drawdown %": -19.56384483270438, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bef0ec788e49d673f3bdd8346a042e725485fc1111f97205d915981865aecf32", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 339.0, "i_long_exit_activation_confirmation_threshold": -30.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "e22a2d8678f32079d7ae55013d57ae2866f5e7c4528eeb9a18da106a81dfec78", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 58.4714546434018, \"dd_pct\": -57.310557026930084, \"calmar\": 1.0211283715408739, \"cagr_pct\": 58.521435769009514, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 80.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9870910152114782, \"sortino\": 1.444502224514543}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72648578092311, \"dd_pct\": -71.21297686117407, \"calmar\": -0.9654332360631644, \"cagr_pct\": -68.75137470077453, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 90.75342465753424, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.616666638786552, \"sortino\": -2.191388560870084}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 68.31428281615331, \"dd_pct\": -30.64896118283199, \"calmar\": 2.23088531688093, \"cagr_pct\": 68.37431748043348, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4933797321109765, \"sortino\": 2.301580790392922}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.46420579928229, \"dd_pct\": -41.66559770955869, \"calmar\": 0.34049015811360606, \"cagr_pct\": 14.186725952025538, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 88.77737226277372, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5158034353341574, \"sortino\": 0.7335714592127995}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 29.24427045901268, \"dd_pct\": -24.615868213023894, \"calmar\": 1.188947774716676, \"cagr_pct\": 29.266981734593717, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 88.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8174146022555362, \"sortino\": 1.1977133598686092}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -32.34349003661225, \"dd_pct\": -40.6548389173964, \"calmar\": -1.5037975784209758, \"cagr_pct\": -61.13664831507555, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 82.11920529801324, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9444931111875938, \"sortino\": -2.528146169893971}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 52.33109242007035, \"dd_pct\": -79.39536253377202, \"calmar\": 0.06595304811549968, \"cagr_pct\": 5.236366165337407, \"entries\": 104, \"exits\": 103, \"exposure_pct\": 86.67828685258964, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.39405943938570914, \"sortino\": 0.5614033529353528}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 89.05901477639544, \"dd_pct\": -76.04488534571176, \"calmar\": 0.3014755173602187, \"cagr_pct\": 22.92567115219697, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6500379506486749, \"sortino\": 0.9236506479012644}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -19.42669721397028, \"dd_pct\": -79.39536253377206, \"calmar\": -0.051628124667319475, \"cagr_pct\": -4.0990336749006095, \"entries\": 87, \"exits\": 87, \"exposure_pct\": 87.94429708222812, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19624744074236297, \"sortino\": 0.28039761255669443}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.326328641714255, \"dd_pct\": -19.56384483270438, \"calmar\": 1.174806089592839, \"cagr_pct\": 22.983724045310503, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 94.52449567723343, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7401039718797701, \"sortino\": 1.1067481380193933}]", "Additional_Threshold_Budget": 0, "Total Trades": 104, "Total P&L %": 52.33109242007035, "Sharpe Ratio": 0.39405943938570914, "Sortino Ratio": 0.5614033529353528, "Calmar Ratio": 0.06595304811549968, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.39536253377202, "% In Market": 86.67828685258964, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3014755173602187, "Sub1_Sortino": 0.9236506479012644, "Sub1_Trades": 17, "Sub2_Calmar": -0.051628124667319475, "Sub2_Sortino": 0.28039761255669443, "Sub2_Trades": 87, "WFO_Score": 1.1953629053130215, "WFO_Min_Fold": 0.34049015811360606, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.021128, 2.230885, 0.34049, 1.188948]", "OOS_Total Trades": 8, "OOS_Total P&L %": 10.326328641714255, "OOS_Sortino Ratio": 1.1067481380193933, "OOS_Calmar Ratio": 1.174806089592839, "OOS_Max Drawdown %": -19.56384483270438, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bef0ec788e49d673f3bdd8346a042e725485fc1111f97205d915981865aecf32", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 339.95, "i_long_exit_activation_confirmation_threshold": -30.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "9daf6b3fbd492a9e0afb535dd49819679036f27ff08b4d4b8638510f91a6752e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 59.73169285773032, \"dd_pct\": -56.75280904554227, \"calmar\": 1.053391705845339, \"cagr_pct\": 59.78293833199856, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9979764496442767, \"sortino\": 1.4608933291886401}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72648578092311, \"dd_pct\": -71.21297686117407, \"calmar\": -0.9654332360631644, \"cagr_pct\": -68.75137470077453, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 90.75342465753424, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.616666638786552, \"sortino\": -2.191388560870084}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 68.31428281615331, \"dd_pct\": -30.64896118283199, \"calmar\": 2.23088531688093, \"cagr_pct\": 68.37431748043348, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4933797321109765, \"sortino\": 2.301580790392922}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.46420579928229, \"dd_pct\": -41.66559770955869, \"calmar\": 0.34049015811360606, \"cagr_pct\": 14.186725952025538, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 88.77737226277372, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5158034353341574, \"sortino\": 0.7335714592127995}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 29.24427045901268, \"dd_pct\": -24.615868213023894, \"calmar\": 1.188947774716676, \"cagr_pct\": 29.266981734593717, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 88.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8174146022555362, \"sortino\": 1.1977133598686092}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -32.34349003661225, \"dd_pct\": -40.6548389173964, \"calmar\": -1.5037975784209758, \"cagr_pct\": -61.13664831507555, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 82.11920529801324, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9444931111875938, \"sortino\": -2.528146169893971}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 53.54249963741502, \"dd_pct\": -79.12615792125763, \"calmar\": 0.0674555502771423, \"cagr_pct\": 5.337498523894495, \"entries\": 106, \"exits\": 105, \"exposure_pct\": 86.57038512616202, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.39553930088490774, \"sortino\": 0.5635339763906018}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 89.05901477639544, \"dd_pct\": -76.04488534571176, \"calmar\": 0.3014755173602187, \"cagr_pct\": 22.92567115219697, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6500379506486749, \"sortino\": 0.9236506479012644}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.78594108881093, \"dd_pct\": -79.12615792125763, \"calmar\": -0.049942135606391574, \"cagr_pct\": -3.9517293089162036, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 87.77188328912466, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19885827707529838, \"sortino\": 0.28415254701555437}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.326328641714255, \"dd_pct\": -19.56384483270438, \"calmar\": 1.174806089592839, \"cagr_pct\": 22.983724045310503, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 94.52449567723343, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7401039718797701, \"sortino\": 1.1067481380193933}]", "Additional_Threshold_Budget": 0, "Total Trades": 106, "Total P&L %": 53.54249963741502, "Sharpe Ratio": 0.39553930088490774, "Sortino Ratio": 0.5635339763906018, "Calmar Ratio": 0.0674555502771423, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.12615792125763, "% In Market": 86.57038512616202, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3014755173602187, "Sub1_Sortino": 0.9236506479012644, "Sub1_Trades": 17, "Sub2_Calmar": -0.049942135606391574, "Sub2_Sortino": 0.28415254701555437, "Sub2_Trades": 89, "WFO_Score": 1.2034287388891378, "WFO_Min_Fold": 0.34049015811360606, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.053392, 2.230885, 0.34049, 1.188948]", "OOS_Total Trades": 8, "OOS_Total P&L %": 10.326328641714255, "OOS_Sortino Ratio": 1.1067481380193933, "OOS_Calmar Ratio": 1.174806089592839, "OOS_Max Drawdown %": -19.56384483270438, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bef0ec788e49d673f3bdd8346a042e725485fc1111f97205d915981865aecf32", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 340.05, "i_long_exit_activation_confirmation_threshold": -30.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "fb5979716553ae20a53ebbab5e7a9511b35a9fea365b101e02a98b4425996708", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 59.73169285773032, \"dd_pct\": -56.75280904554227, \"calmar\": 1.053391705845339, \"cagr_pct\": 59.78293833199856, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9979764496442767, \"sortino\": 1.4608933291886401}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72648578092311, \"dd_pct\": -71.21297686117407, \"calmar\": -0.9654332360631644, \"cagr_pct\": -68.75137470077453, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 90.75342465753424, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.616666638786552, \"sortino\": -2.191388560870084}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 68.31428281615331, \"dd_pct\": -30.64896118283199, \"calmar\": 2.23088531688093, \"cagr_pct\": 68.37431748043348, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4933797321109765, \"sortino\": 2.301580790392922}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.46420579928229, \"dd_pct\": -41.66559770955869, \"calmar\": 0.34049015811360606, \"cagr_pct\": 14.186725952025538, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 88.77737226277372, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5158034353341574, \"sortino\": 0.7335714592127995}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 29.24427045901268, \"dd_pct\": -24.615868213023894, \"calmar\": 1.188947774716676, \"cagr_pct\": 29.266981734593717, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 88.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8174146022555362, \"sortino\": 1.1977133598686092}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -32.34349003661225, \"dd_pct\": -40.6548389173964, \"calmar\": -1.5037975784209758, \"cagr_pct\": -61.13664831507555, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 82.11920529801324, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9444931111875938, \"sortino\": -2.528146169893971}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 53.54249963741502, \"dd_pct\": -79.12615792125763, \"calmar\": 0.0674555502771423, \"cagr_pct\": 5.337498523894495, \"entries\": 106, \"exits\": 105, \"exposure_pct\": 86.57038512616202, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.39553930088490774, \"sortino\": 0.5635339763906018}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 89.05901477639544, \"dd_pct\": -76.04488534571176, \"calmar\": 0.3014755173602187, \"cagr_pct\": 22.92567115219697, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6500379506486749, \"sortino\": 0.9236506479012644}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.78594108881093, \"dd_pct\": -79.12615792125763, \"calmar\": -0.049942135606391574, \"cagr_pct\": -3.9517293089162036, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 87.77188328912466, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19885827707529838, \"sortino\": 0.28415254701555437}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.326328641714255, \"dd_pct\": -19.56384483270438, \"calmar\": 1.174806089592839, \"cagr_pct\": 22.983724045310503, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 94.52449567723343, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7401039718797701, \"sortino\": 1.1067481380193933}]", "Additional_Threshold_Budget": 0, "Total Trades": 106, "Total P&L %": 53.54249963741502, "Sharpe Ratio": 0.39553930088490774, "Sortino Ratio": 0.5635339763906018, "Calmar Ratio": 0.0674555502771423, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.12615792125763, "% In Market": 86.57038512616202, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3014755173602187, "Sub1_Sortino": 0.9236506479012644, "Sub1_Trades": 17, "Sub2_Calmar": -0.049942135606391574, "Sub2_Sortino": 0.28415254701555437, "Sub2_Trades": 89, "WFO_Score": 1.2034287388891378, "WFO_Min_Fold": 0.34049015811360606, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.053392, 2.230885, 0.34049, 1.188948]", "OOS_Total Trades": 8, "OOS_Total P&L %": 10.326328641714255, "OOS_Sortino Ratio": 1.1067481380193933, "OOS_Calmar Ratio": 1.174806089592839, "OOS_Max Drawdown %": -19.56384483270438, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bef0ec788e49d673f3bdd8346a042e725485fc1111f97205d915981865aecf32", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 341.0, "i_long_exit_activation_confirmation_threshold": -30.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "15aa66417bddd731383c5ec6e26a91e60839d36788a54b5d3bcab10cbea8679f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 59.73169285773032, \"dd_pct\": -56.75280904554227, \"calmar\": 1.053391705845339, \"cagr_pct\": 59.78293833199856, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9979764496442767, \"sortino\": 1.4608933291886401}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72648578092311, \"dd_pct\": -71.21297686117407, \"calmar\": -0.9654332360631644, \"cagr_pct\": -68.75137470077453, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 90.75342465753424, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.616666638786552, \"sortino\": -2.191388560870084}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 68.31428281615331, \"dd_pct\": -30.64896118283199, \"calmar\": 2.23088531688093, \"cagr_pct\": 68.37431748043348, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4933797321109765, \"sortino\": 2.301580790392922}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.46420579928229, \"dd_pct\": -41.66559770955869, \"calmar\": 0.34049015811360606, \"cagr_pct\": 14.186725952025538, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 88.77737226277372, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5158034353341574, \"sortino\": 0.7335714592127995}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 29.72859219470778, \"dd_pct\": -24.615868213023894, \"calmar\": 1.208639919844402, \"cagr_pct\": 29.751720983889562, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 88.76712328767124, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.826301889641147, \"sortino\": 1.2108596557902553}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -32.34349003661225, \"dd_pct\": -40.6548389173964, \"calmar\": -1.5037975784209758, \"cagr_pct\": -61.13664831507555, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 82.11920529801324, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9444931111875938, \"sortino\": -2.528146169893971}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 54.11787500735026, \"dd_pct\": -79.12615792125763, \"calmar\": 0.06805950847346019, \"cagr_pct\": 5.385287415514182, \"entries\": 106, \"exits\": 105, \"exposure_pct\": 86.56208499335989, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3962668105938379, \"sortino\": 0.564573419150495}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 89.05901477639544, \"dd_pct\": -76.04488534571176, \"calmar\": 0.3014755173602187, \"cagr_pct\": 22.92567115219697, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6500379506486749, \"sortino\": 0.9236506479012644}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.481604704420064, \"dd_pct\": -79.12615792125763, \"calmar\": -0.049062068207383014, \"cagr_pct\": -3.8820929569209017, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 87.75862068965517, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.20018227591286225, \"sortino\": 0.28604763641036707}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.326328641714255, \"dd_pct\": -19.56384483270438, \"calmar\": 1.174806089592839, \"cagr_pct\": 22.983724045310503, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 94.52449567723343, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7401039718797701, \"sortino\": 1.1067481380193933}]", "Additional_Threshold_Budget": 0, "Total Trades": 106, "Total P&L %": 54.11787500735026, "Sharpe Ratio": 0.3962668105938379, "Sortino Ratio": 0.564573419150495, "Calmar Ratio": 0.06805950847346019, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.12615792125763, "% In Market": 86.56208499335989, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3014755173602187, "Sub1_Sortino": 0.9236506479012644, "Sub1_Trades": 17, "Sub2_Calmar": -0.049062068207383014, "Sub2_Sortino": 0.28604763641036707, "Sub2_Trades": 89, "WFO_Score": 1.2083517751710693, "WFO_Min_Fold": 0.34049015811360606, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.053392, 2.230885, 0.34049, 1.20864]", "OOS_Total Trades": 8, "OOS_Total P&L %": 10.326328641714255, "OOS_Sortino Ratio": 1.1067481380193933, "OOS_Calmar Ratio": 1.174806089592839, "OOS_Max Drawdown %": -19.56384483270438, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bef0ec788e49d673f3bdd8346a042e725485fc1111f97205d915981865aecf32", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": -31.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "663bc8710c2c6510c28da96bd37743fb6887c1fac85225c6a03dd210bef9c5cd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 59.73169285773032, \"dd_pct\": -56.75280904554227, \"calmar\": 1.053391705845339, \"cagr_pct\": 59.78293833199856, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9979764496442767, \"sortino\": 1.4608933291886401}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72648578092311, \"dd_pct\": -71.21297686117407, \"calmar\": -0.9654332360631644, \"cagr_pct\": -68.75137470077453, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 90.75342465753424, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.616666638786552, \"sortino\": -2.191388560870084}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 68.31428281615331, \"dd_pct\": -30.64896118283199, \"calmar\": 2.23088531688093, \"cagr_pct\": 68.37431748043348, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4933797321109765, \"sortino\": 2.301580790392922}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.46420579928229, \"dd_pct\": -41.66559770955869, \"calmar\": 0.34049015811360606, \"cagr_pct\": 14.186725952025538, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 88.77737226277372, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5158034353341574, \"sortino\": 0.7335714592127995}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 29.24427045901268, \"dd_pct\": -24.615868213023894, \"calmar\": 1.188947774716676, \"cagr_pct\": 29.266981734593717, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 88.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8174146022555362, \"sortino\": 1.1977133598686092}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -32.34349003661225, \"dd_pct\": -40.6548389173964, \"calmar\": -1.5037975784209758, \"cagr_pct\": -61.13664831507555, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 82.11920529801324, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9444931111875938, \"sortino\": -2.528146169893971}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 53.54249963741502, \"dd_pct\": -79.12615792125763, \"calmar\": 0.0674555502771423, \"cagr_pct\": 5.337498523894495, \"entries\": 106, \"exits\": 105, \"exposure_pct\": 86.57038512616202, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.39553930088490774, \"sortino\": 0.5635339763906018}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 89.05901477639544, \"dd_pct\": -76.04488534571176, \"calmar\": 0.3014755173602187, \"cagr_pct\": 22.92567115219697, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6500379506486749, \"sortino\": 0.9236506479012644}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.78594108881093, \"dd_pct\": -79.12615792125763, \"calmar\": -0.049942135606391574, \"cagr_pct\": -3.9517293089162036, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 87.77188328912466, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19885827707529838, \"sortino\": 0.28415254701555437}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.326328641714255, \"dd_pct\": -19.56384483270438, \"calmar\": 1.174806089592839, \"cagr_pct\": 22.983724045310503, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 94.52449567723343, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7401039718797701, \"sortino\": 1.1067481380193933}]", "Additional_Threshold_Budget": 0, "Total Trades": 106, "Total P&L %": 53.54249963741502, "Sharpe Ratio": 0.39553930088490774, "Sortino Ratio": 0.5635339763906018, "Calmar Ratio": 0.0674555502771423, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.12615792125763, "% In Market": 86.57038512616202, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3014755173602187, "Sub1_Sortino": 0.9236506479012644, "Sub1_Trades": 17, "Sub2_Calmar": -0.049942135606391574, "Sub2_Sortino": 0.28415254701555437, "Sub2_Trades": 89, "WFO_Score": 1.2034287388891378, "WFO_Min_Fold": 0.34049015811360606, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.053392, 2.230885, 0.34049, 1.188948]", "OOS_Total Trades": 8, "OOS_Total P&L %": 10.326328641714255, "OOS_Sortino Ratio": 1.1067481380193933, "OOS_Calmar Ratio": 1.174806089592839, "OOS_Max Drawdown %": -19.56384483270438, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bef0ec788e49d673f3bdd8346a042e725485fc1111f97205d915981865aecf32", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": -30.05, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "ce3d61c738e5227725913a4595666f95998440990b382e1f79bc78508866d528", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 59.73169285773032, \"dd_pct\": -56.75280904554227, \"calmar\": 1.053391705845339, \"cagr_pct\": 59.78293833199856, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9979764496442767, \"sortino\": 1.4608933291886401}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72648578092311, \"dd_pct\": -71.21297686117407, \"calmar\": -0.9654332360631644, \"cagr_pct\": -68.75137470077453, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 90.75342465753424, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.616666638786552, \"sortino\": -2.191388560870084}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 68.31428281615331, \"dd_pct\": -30.64896118283199, \"calmar\": 2.23088531688093, \"cagr_pct\": 68.37431748043348, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4933797321109765, \"sortino\": 2.301580790392922}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.46420579928229, \"dd_pct\": -41.66559770955869, \"calmar\": 0.34049015811360606, \"cagr_pct\": 14.186725952025538, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 88.77737226277372, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5158034353341574, \"sortino\": 0.7335714592127995}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 29.24427045901268, \"dd_pct\": -24.615868213023894, \"calmar\": 1.188947774716676, \"cagr_pct\": 29.266981734593717, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 88.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8174146022555362, \"sortino\": 1.1977133598686092}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -32.34349003661225, \"dd_pct\": -40.6548389173964, \"calmar\": -1.5037975784209758, \"cagr_pct\": -61.13664831507555, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 82.11920529801324, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9444931111875938, \"sortino\": -2.528146169893971}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 53.54249963741502, \"dd_pct\": -79.12615792125763, \"calmar\": 0.0674555502771423, \"cagr_pct\": 5.337498523894495, \"entries\": 106, \"exits\": 105, \"exposure_pct\": 86.57038512616202, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.39553930088490774, \"sortino\": 0.5635339763906018}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 89.05901477639544, \"dd_pct\": -76.04488534571176, \"calmar\": 0.3014755173602187, \"cagr_pct\": 22.92567115219697, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6500379506486749, \"sortino\": 0.9236506479012644}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.78594108881093, \"dd_pct\": -79.12615792125763, \"calmar\": -0.049942135606391574, \"cagr_pct\": -3.9517293089162036, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 87.77188328912466, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19885827707529838, \"sortino\": 0.28415254701555437}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.326328641714255, \"dd_pct\": -19.56384483270438, \"calmar\": 1.174806089592839, \"cagr_pct\": 22.983724045310503, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 94.52449567723343, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7401039718797701, \"sortino\": 1.1067481380193933}]", "Additional_Threshold_Budget": 0, "Total Trades": 106, "Total P&L %": 53.54249963741502, "Sharpe Ratio": 0.39553930088490774, "Sortino Ratio": 0.5635339763906018, "Calmar Ratio": 0.0674555502771423, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.12615792125763, "% In Market": 86.57038512616202, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3014755173602187, "Sub1_Sortino": 0.9236506479012644, "Sub1_Trades": 17, "Sub2_Calmar": -0.049942135606391574, "Sub2_Sortino": 0.28415254701555437, "Sub2_Trades": 89, "WFO_Score": 1.2034287388891378, "WFO_Min_Fold": 0.34049015811360606, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.053392, 2.230885, 0.34049, 1.188948]", "OOS_Total Trades": 8, "OOS_Total P&L %": 10.326328641714255, "OOS_Sortino Ratio": 1.1067481380193933, "OOS_Calmar Ratio": 1.174806089592839, "OOS_Max Drawdown %": -19.56384483270438, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bef0ec788e49d673f3bdd8346a042e725485fc1111f97205d915981865aecf32", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": -29.95, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "dd4bf0355f866b9d4f8f9e1fc3a4644d77f93a626569d7926590999ea9c07a4c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 59.73169285773032, \"dd_pct\": -56.75280904554227, \"calmar\": 1.053391705845339, \"cagr_pct\": 59.78293833199856, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9979764496442767, \"sortino\": 1.4608933291886401}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72648578092311, \"dd_pct\": -71.21297686117407, \"calmar\": -0.9654332360631644, \"cagr_pct\": -68.75137470077453, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 90.75342465753424, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.616666638786552, \"sortino\": -2.191388560870084}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 68.31428281615331, \"dd_pct\": -30.64896118283199, \"calmar\": 2.23088531688093, \"cagr_pct\": 68.37431748043348, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4933797321109765, \"sortino\": 2.301580790392922}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.46420579928229, \"dd_pct\": -41.66559770955869, \"calmar\": 0.34049015811360606, \"cagr_pct\": 14.186725952025538, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 88.77737226277372, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5158034353341574, \"sortino\": 0.7335714592127995}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 29.24427045901268, \"dd_pct\": -24.615868213023894, \"calmar\": 1.188947774716676, \"cagr_pct\": 29.266981734593717, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 88.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8174146022555362, \"sortino\": 1.1977133598686092}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -32.34349003661225, \"dd_pct\": -40.6548389173964, \"calmar\": -1.5037975784209758, \"cagr_pct\": -61.13664831507555, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 82.11920529801324, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9444931111875938, \"sortino\": -2.528146169893971}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 53.54249963741502, \"dd_pct\": -79.12615792125763, \"calmar\": 0.0674555502771423, \"cagr_pct\": 5.337498523894495, \"entries\": 106, \"exits\": 105, \"exposure_pct\": 86.57038512616202, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.39553930088490774, \"sortino\": 0.5635339763906018}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 89.05901477639544, \"dd_pct\": -76.04488534571176, \"calmar\": 0.3014755173602187, \"cagr_pct\": 22.92567115219697, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6500379506486749, \"sortino\": 0.9236506479012644}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.78594108881093, \"dd_pct\": -79.12615792125763, \"calmar\": -0.049942135606391574, \"cagr_pct\": -3.9517293089162036, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 87.77188328912466, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19885827707529838, \"sortino\": 0.28415254701555437}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.326328641714255, \"dd_pct\": -19.56384483270438, \"calmar\": 1.174806089592839, \"cagr_pct\": 22.983724045310503, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 94.52449567723343, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7401039718797701, \"sortino\": 1.1067481380193933}]", "Additional_Threshold_Budget": 0, "Total Trades": 106, "Total P&L %": 53.54249963741502, "Sharpe Ratio": 0.39553930088490774, "Sortino Ratio": 0.5635339763906018, "Calmar Ratio": 0.0674555502771423, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.12615792125763, "% In Market": 86.57038512616202, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3014755173602187, "Sub1_Sortino": 0.9236506479012644, "Sub1_Trades": 17, "Sub2_Calmar": -0.049942135606391574, "Sub2_Sortino": 0.28415254701555437, "Sub2_Trades": 89, "WFO_Score": 1.2034287388891378, "WFO_Min_Fold": 0.34049015811360606, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.053392, 2.230885, 0.34049, 1.188948]", "OOS_Total Trades": 8, "OOS_Total P&L %": 10.326328641714255, "OOS_Sortino Ratio": 1.1067481380193933, "OOS_Calmar Ratio": 1.174806089592839, "OOS_Max Drawdown %": -19.56384483270438, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bef0ec788e49d673f3bdd8346a042e725485fc1111f97205d915981865aecf32", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": -29.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "1c328bdb2dbfb80d67a0f861d2aa5f3f5b29dee61005d1d26e59604d364bb915", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 59.73169285773032, \"dd_pct\": -56.75280904554227, \"calmar\": 1.053391705845339, \"cagr_pct\": 59.78293833199856, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 79.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9979764496442767, \"sortino\": 1.4608933291886401}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72648578092311, \"dd_pct\": -71.21297686117407, \"calmar\": -0.9654332360631644, \"cagr_pct\": -68.75137470077453, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 90.75342465753424, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.616666638786552, \"sortino\": -2.191388560870084}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 68.31428281615331, \"dd_pct\": -30.64896118283199, \"calmar\": 2.23088531688093, \"cagr_pct\": 68.37431748043348, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 93.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4933797321109765, \"sortino\": 2.301580790392922}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.46420579928229, \"dd_pct\": -41.66559770955869, \"calmar\": 0.34049015811360606, \"cagr_pct\": 14.186725952025538, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 88.77737226277372, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5158034353341574, \"sortino\": 0.7335714592127995}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 29.24427045901268, \"dd_pct\": -24.615868213023894, \"calmar\": 1.188947774716676, \"cagr_pct\": 29.266981734593717, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 88.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8174146022555362, \"sortino\": 1.1977133598686092}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -32.34349003661225, \"dd_pct\": -40.6548389173964, \"calmar\": -1.5037975784209758, \"cagr_pct\": -61.13664831507555, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 82.11920529801324, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9444931111875938, \"sortino\": -2.528146169893971}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 53.54249963741502, \"dd_pct\": -79.12615792125763, \"calmar\": 0.0674555502771423, \"cagr_pct\": 5.337498523894495, \"entries\": 106, \"exits\": 105, \"exposure_pct\": 86.57038512616202, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.39553930088490774, \"sortino\": 0.5635339763906018}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 89.05901477639544, \"dd_pct\": -76.04488534571176, \"calmar\": 0.3014755173602187, \"cagr_pct\": 22.92567115219697, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 84.56078083407276, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6500379506486749, \"sortino\": 0.9236506479012644}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -18.78594108881093, \"dd_pct\": -79.12615792125763, \"calmar\": -0.049942135606391574, \"cagr_pct\": -3.9517293089162036, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 87.77188328912466, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.19885827707529838, \"sortino\": 0.28415254701555437}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.326328641714255, \"dd_pct\": -19.56384483270438, \"calmar\": 1.174806089592839, \"cagr_pct\": 22.983724045310503, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 94.52449567723343, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7401039718797701, \"sortino\": 1.1067481380193933}]", "Additional_Threshold_Budget": 0, "Total Trades": 106, "Total P&L %": 53.54249963741502, "Sharpe Ratio": 0.39553930088490774, "Sortino Ratio": 0.5635339763906018, "Calmar Ratio": 0.0674555502771423, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.12615792125763, "% In Market": 86.57038512616202, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3014755173602187, "Sub1_Sortino": 0.9236506479012644, "Sub1_Trades": 17, "Sub2_Calmar": -0.049942135606391574, "Sub2_Sortino": 0.28415254701555437, "Sub2_Trades": 89, "WFO_Score": 1.2034287388891378, "WFO_Min_Fold": 0.34049015811360606, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.053392, 2.230885, 0.34049, 1.188948]", "OOS_Total Trades": 8, "OOS_Total P&L %": 10.326328641714255, "OOS_Sortino Ratio": 1.1067481380193933, "OOS_Calmar Ratio": 1.174806089592839, "OOS_Max Drawdown %": -19.56384483270438, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bef0ec788e49d673f3bdd8346a042e725485fc1111f97205d915981865aecf32", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 450.0, "i_long_exit_activation_threshold": 380.0, "i_long_exit_activation_confirmation_threshold": 720.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "2070deaa04767654b302b95b65212f0ebf1fdc56ca5bf109034d20c2d76b7aa3", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "be76ba7e8a0c2e80396d831dc307dc8d5c774cdfc16d1094b58a7ae3706a5ee0", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 449.0, "i_long_exit_activation_threshold": 380.0, "i_long_exit_activation_confirmation_threshold": 720.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "eca635f859cca19c378890e13ebb2d30db5a9f07dbc190f5ba8e86c01f485d36", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "be76ba7e8a0c2e80396d831dc307dc8d5c774cdfc16d1094b58a7ae3706a5ee0", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 449.95, "i_long_exit_activation_threshold": 380.0, "i_long_exit_activation_confirmation_threshold": 720.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "88c8265232b915ce47cd1dd92948df8608c10177acc20e9c2aff4227739a8035", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "be76ba7e8a0c2e80396d831dc307dc8d5c774cdfc16d1094b58a7ae3706a5ee0", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 450.05, "i_long_exit_activation_threshold": 380.0, "i_long_exit_activation_confirmation_threshold": 720.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "ab5c64f31fb8938eb34bf7e8cf49a9e70e19ee2b8cd5246e05c298ecaac18160", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "be76ba7e8a0c2e80396d831dc307dc8d5c774cdfc16d1094b58a7ae3706a5ee0", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 451.0, "i_long_exit_activation_threshold": 380.0, "i_long_exit_activation_confirmation_threshold": 720.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "9dc388e8f75c8f2a56117e9582b257899902a06fb6a678165dc1b4e0a4b726e3", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "be76ba7e8a0c2e80396d831dc307dc8d5c774cdfc16d1094b58a7ae3706a5ee0", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 450.0, "i_long_exit_activation_threshold": 379.0, "i_long_exit_activation_confirmation_threshold": 720.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "968b1256d2d06bd0e3554768581bb38da13aa715a0d2f8306a708cf30dc3b8c7", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "be76ba7e8a0c2e80396d831dc307dc8d5c774cdfc16d1094b58a7ae3706a5ee0", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 450.0, "i_long_exit_activation_threshold": 379.95, "i_long_exit_activation_confirmation_threshold": 720.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "fd6f1618aafdedd02e21a3f9fe905e2f816b7ed4cb232275221fd54e7f997a8e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "be76ba7e8a0c2e80396d831dc307dc8d5c774cdfc16d1094b58a7ae3706a5ee0", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 450.0, "i_long_exit_activation_threshold": 380.05, "i_long_exit_activation_confirmation_threshold": 720.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "5631047a6c69cb6b0672067a7d0ce3337eb8cd82c5bdcb44dc86fe95e936ce33", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "be76ba7e8a0c2e80396d831dc307dc8d5c774cdfc16d1094b58a7ae3706a5ee0", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 450.0, "i_long_exit_activation_threshold": 381.0, "i_long_exit_activation_confirmation_threshold": 720.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "df382b2bb6e2e7196de97c5e510cdd65c7568818bde756dd79a3598c1024f904", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "be76ba7e8a0c2e80396d831dc307dc8d5c774cdfc16d1094b58a7ae3706a5ee0", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 450.0, "i_long_exit_activation_threshold": 380.0, "i_long_exit_activation_confirmation_threshold": 719.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "172f705be8f4b105c8ade864641148929c576ea824ff7e2896d064191829cc07", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "be76ba7e8a0c2e80396d831dc307dc8d5c774cdfc16d1094b58a7ae3706a5ee0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 450.0, "i_long_exit_activation_threshold": 380.0, "i_long_exit_activation_confirmation_threshold": 719.95, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "f6d0cc5b0818f0e22eed22cf62ca7f5185342727c8d3ba0a6e5a89223e29daad", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "be76ba7e8a0c2e80396d831dc307dc8d5c774cdfc16d1094b58a7ae3706a5ee0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 450.0, "i_long_exit_activation_threshold": 380.0, "i_long_exit_activation_confirmation_threshold": 720.05, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "6caf07b1e4af41183e0709a4d63f202509873faa3e528ad342f21ec45f1fa53a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "be76ba7e8a0c2e80396d831dc307dc8d5c774cdfc16d1094b58a7ae3706a5ee0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 450.0, "i_long_exit_activation_threshold": 380.0, "i_long_exit_activation_confirmation_threshold": 721.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "6cec482b3564704ae2419a46f9af48f4d929e39b5c6c07ba8643265e2e126aca", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "be76ba7e8a0c2e80396d831dc307dc8d5c774cdfc16d1094b58a7ae3706a5ee0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 360.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "4e842bb9326b24b63eac89da2c9f2f907c21a3b031dbc7d7d7463c7626912ef6", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1acd7aa444760fe7426cfe76c6f8f4e5c5276b0311dd568120067874e0a6d6b9", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 359.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "07cb4064c713348e10b569dd5b9c2956a0326f8c308ab3050ba84ee7819c101f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1acd7aa444760fe7426cfe76c6f8f4e5c5276b0311dd568120067874e0a6d6b9", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 359.95, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "26f03cd2fce10122814c2e65c474bc35d9b2b158401680a7c989e2f76061058c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1acd7aa444760fe7426cfe76c6f8f4e5c5276b0311dd568120067874e0a6d6b9", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 360.05, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "fae361e430f6e9c1883080305ec440bbac9aa65b1d1f1907c4dd433e1147e02b", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1acd7aa444760fe7426cfe76c6f8f4e5c5276b0311dd568120067874e0a6d6b9", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 361.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "b810e0ac60763dde3d31933788b8b2f219942a07e9d5aa7db2b55bcd37241576", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1acd7aa444760fe7426cfe76c6f8f4e5c5276b0311dd568120067874e0a6d6b9", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 360.0, "i_long_exit_activation_threshold": 629.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "9427a2f1772de66fd8672820aab287d819d0d21077569938087387ca0298a2a2", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1acd7aa444760fe7426cfe76c6f8f4e5c5276b0311dd568120067874e0a6d6b9", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 360.0, "i_long_exit_activation_threshold": 629.95, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "7761548e058fd35aaa983280508def8c8ef290a65bfe0de55623d6b1dc22380c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1acd7aa444760fe7426cfe76c6f8f4e5c5276b0311dd568120067874e0a6d6b9", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 360.0, "i_long_exit_activation_threshold": 630.05, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "35988b7ead2d46a5cc2b0e5d44ed8f20c429c31a68427a80db99f2a51cb0a72c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1acd7aa444760fe7426cfe76c6f8f4e5c5276b0311dd568120067874e0a6d6b9", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 360.0, "i_long_exit_activation_threshold": 631.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "51c04a39e7e03a6cf045bf14415da16a151f24ab7396591feafbdc2ae03fc07e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1acd7aa444760fe7426cfe76c6f8f4e5c5276b0311dd568120067874e0a6d6b9", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 360.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 469.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "d8ff8bf1d536bf541502231cce05a3b6ee5adae47fdad4856d6e2121e15cf0c3", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1acd7aa444760fe7426cfe76c6f8f4e5c5276b0311dd568120067874e0a6d6b9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 360.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 469.95, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "9d0fe4b38233826f086e72eb7a459379a6fd732b6686e0d21c93165febe6e393", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1acd7aa444760fe7426cfe76c6f8f4e5c5276b0311dd568120067874e0a6d6b9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 360.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 470.05, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "440c83c1fcaac018171f57711973802bfaf882177c7f99a7d926a96a09b20cfa", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1acd7aa444760fe7426cfe76c6f8f4e5c5276b0311dd568120067874e0a6d6b9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 360.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 471.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "6a4f4eb2b00589b5e421cc6dd44bd71e8d140e728f6d928e301f399a6da50e9b", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1acd7aa444760fe7426cfe76c6f8f4e5c5276b0311dd568120067874e0a6d6b9", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 235.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "11a81bb2095f0990441857754063ec3a4a60bd5ed7582a9311ad7fd9a1cccd38", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.147272725183407, \"dd_pct\": -9.278879516283334, \"calmar\": 1.038828298619493, \"cagr_pct\": 9.63916262099588, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.587591240875913, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7711572052644242, \"sortino\": 1.1435919035516704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 19.847968484034475, \"dd_pct\": -29.821680109332327, \"calmar\": 0.6660534086502302, \"cagr_pct\": 19.862831688497568, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 52.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6602583050927264, \"sortino\": 0.9637084262352904}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.948874696857281, \"dd_pct\": -33.520501764808095, \"calmar\": 0.041113736568930616, \"cagr_pct\": 1.3781530792166938, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.238047808764941, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16466776943759076, \"sortino\": 0.24850916106230977}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.821792633675887, \"dd_pct\": -27.11744172006434, \"calmar\": -0.16039871881482173, \"cagr_pct\": -4.349602909433916, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.013309671694765, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2353584984151497, \"sortino\": -0.38928259185413566}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 28.413829647180087, \"dd_pct\": -29.82168010933237, \"calmar\": 0.16649631081594973, \"cagr_pct\": 4.965199720537228, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 11.763925729442972, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36119953622545664, \"sortino\": 0.5277561917728999}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": 11.948874696857281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -33.520501764808095, "% In Market": 9.238047808764941, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6089ba0bd5d300fbab3eaddf8565fbef94b0353cc529a17713f4268e5310522a", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 234.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "1d4ed9d4794f6ca8cd24623617efda82741a44e566d67bc9529f7bf15da57ff6", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.147272725183407, \"dd_pct\": -9.278879516283334, \"calmar\": 1.038828298619493, \"cagr_pct\": 9.63916262099588, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.587591240875913, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7711572052644242, \"sortino\": 1.1435919035516704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 19.847968484034475, \"dd_pct\": -29.821680109332327, \"calmar\": 0.6660534086502302, \"cagr_pct\": 19.862831688497568, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 52.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6602583050927264, \"sortino\": 0.9637084262352904}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.948874696857281, \"dd_pct\": -33.520501764808095, \"calmar\": 0.041113736568930616, \"cagr_pct\": 1.3781530792166938, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.238047808764941, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16466776943759076, \"sortino\": 0.24850916106230977}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.821792633675887, \"dd_pct\": -27.11744172006434, \"calmar\": -0.16039871881482173, \"cagr_pct\": -4.349602909433916, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.013309671694765, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2353584984151497, \"sortino\": -0.38928259185413566}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 28.413829647180087, \"dd_pct\": -29.82168010933237, \"calmar\": 0.16649631081594973, \"cagr_pct\": 4.965199720537228, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 11.763925729442972, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36119953622545664, \"sortino\": 0.5277561917728999}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": 11.948874696857281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -33.520501764808095, "% In Market": 9.238047808764941, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6089ba0bd5d300fbab3eaddf8565fbef94b0353cc529a17713f4268e5310522a", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 234.95, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "d8970e70b9a626d899223f4248adba6c7741234435615670da88535f3c611e3c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.147272725183407, \"dd_pct\": -9.278879516283334, \"calmar\": 1.038828298619493, \"cagr_pct\": 9.63916262099588, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.587591240875913, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7711572052644242, \"sortino\": 1.1435919035516704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 19.847968484034475, \"dd_pct\": -29.821680109332327, \"calmar\": 0.6660534086502302, \"cagr_pct\": 19.862831688497568, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 52.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6602583050927264, \"sortino\": 0.9637084262352904}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.948874696857281, \"dd_pct\": -33.520501764808095, \"calmar\": 0.041113736568930616, \"cagr_pct\": 1.3781530792166938, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.238047808764941, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16466776943759076, \"sortino\": 0.24850916106230977}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.821792633675887, \"dd_pct\": -27.11744172006434, \"calmar\": -0.16039871881482173, \"cagr_pct\": -4.349602909433916, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.013309671694765, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2353584984151497, \"sortino\": -0.38928259185413566}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 28.413829647180087, \"dd_pct\": -29.82168010933237, \"calmar\": 0.16649631081594973, \"cagr_pct\": 4.965199720537228, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 11.763925729442972, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36119953622545664, \"sortino\": 0.5277561917728999}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": 11.948874696857281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -33.520501764808095, "% In Market": 9.238047808764941, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6089ba0bd5d300fbab3eaddf8565fbef94b0353cc529a17713f4268e5310522a", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 235.05, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "16970d74fee22b7cb5e4857bd51da05b280dc3c57d5a404a7a26ec5314d6000c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.147272725183407, \"dd_pct\": -9.278879516283334, \"calmar\": 1.038828298619493, \"cagr_pct\": 9.63916262099588, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.587591240875913, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7711572052644242, \"sortino\": 1.1435919035516704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 19.847968484034475, \"dd_pct\": -29.821680109332327, \"calmar\": 0.6660534086502302, \"cagr_pct\": 19.862831688497568, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 52.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6602583050927264, \"sortino\": 0.9637084262352904}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.948874696857281, \"dd_pct\": -33.520501764808095, \"calmar\": 0.041113736568930616, \"cagr_pct\": 1.3781530792166938, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.238047808764941, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16466776943759076, \"sortino\": 0.24850916106230977}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.821792633675887, \"dd_pct\": -27.11744172006434, \"calmar\": -0.16039871881482173, \"cagr_pct\": -4.349602909433916, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.013309671694765, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2353584984151497, \"sortino\": -0.38928259185413566}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 28.413829647180087, \"dd_pct\": -29.82168010933237, \"calmar\": 0.16649631081594973, \"cagr_pct\": 4.965199720537228, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 11.763925729442972, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36119953622545664, \"sortino\": 0.5277561917728999}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": 11.948874696857281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -33.520501764808095, "% In Market": 9.238047808764941, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6089ba0bd5d300fbab3eaddf8565fbef94b0353cc529a17713f4268e5310522a", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 236.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "b28aaaf177cf14d963e8089e633e150d040ba593996d14a79d3626f04ee0bf80", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.147272725183407, \"dd_pct\": -9.278879516283334, \"calmar\": 1.038828298619493, \"cagr_pct\": 9.63916262099588, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.587591240875913, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7711572052644242, \"sortino\": 1.1435919035516704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 19.847968484034475, \"dd_pct\": -29.821680109332327, \"calmar\": 0.6660534086502302, \"cagr_pct\": 19.862831688497568, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 52.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6602583050927264, \"sortino\": 0.9637084262352904}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.948874696857281, \"dd_pct\": -33.520501764808095, \"calmar\": 0.041113736568930616, \"cagr_pct\": 1.3781530792166938, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.238047808764941, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16466776943759076, \"sortino\": 0.24850916106230977}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.821792633675887, \"dd_pct\": -27.11744172006434, \"calmar\": -0.16039871881482173, \"cagr_pct\": -4.349602909433916, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.013309671694765, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2353584984151497, \"sortino\": -0.38928259185413566}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 28.413829647180087, \"dd_pct\": -29.82168010933237, \"calmar\": 0.16649631081594973, \"cagr_pct\": 4.965199720537228, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 11.763925729442972, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36119953622545664, \"sortino\": 0.5277561917728999}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": 11.948874696857281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -33.520501764808095, "% In Market": 9.238047808764941, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6089ba0bd5d300fbab3eaddf8565fbef94b0353cc529a17713f4268e5310522a", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 235.0, "i_long_exit_activation_threshold": 339.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "20a1ecdd8a39b4dde81c75f0a6a7c59d541f25a62a941d4837d3ecaf78e53de7", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.147272725183407, \"dd_pct\": -9.278879516283334, \"calmar\": 1.038828298619493, \"cagr_pct\": 9.63916262099588, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.587591240875913, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7711572052644242, \"sortino\": 1.1435919035516704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 19.847968484034475, \"dd_pct\": -29.821680109332327, \"calmar\": 0.6660534086502302, \"cagr_pct\": 19.862831688497568, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 52.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6602583050927264, \"sortino\": 0.9637084262352904}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.948874696857281, \"dd_pct\": -33.520501764808095, \"calmar\": 0.041113736568930616, \"cagr_pct\": 1.3781530792166938, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.238047808764941, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16466776943759076, \"sortino\": 0.24850916106230977}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.821792633675887, \"dd_pct\": -27.11744172006434, \"calmar\": -0.16039871881482173, \"cagr_pct\": -4.349602909433916, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.013309671694765, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2353584984151497, \"sortino\": -0.38928259185413566}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 28.413829647180087, \"dd_pct\": -29.82168010933237, \"calmar\": 0.16649631081594973, \"cagr_pct\": 4.965199720537228, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 11.763925729442972, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36119953622545664, \"sortino\": 0.5277561917728999}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": 11.948874696857281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -33.520501764808095, "% In Market": 9.238047808764941, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6089ba0bd5d300fbab3eaddf8565fbef94b0353cc529a17713f4268e5310522a", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 235.0, "i_long_exit_activation_threshold": 339.95, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "53b09073ecdd00c115efec0616a3e7425b942fff62c8791ab4fcd282d4dc03cd", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.147272725183407, \"dd_pct\": -9.278879516283334, \"calmar\": 1.038828298619493, \"cagr_pct\": 9.63916262099588, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.587591240875913, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7711572052644242, \"sortino\": 1.1435919035516704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 19.847968484034475, \"dd_pct\": -29.821680109332327, \"calmar\": 0.6660534086502302, \"cagr_pct\": 19.862831688497568, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 52.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6602583050927264, \"sortino\": 0.9637084262352904}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.948874696857281, \"dd_pct\": -33.520501764808095, \"calmar\": 0.041113736568930616, \"cagr_pct\": 1.3781530792166938, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.238047808764941, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16466776943759076, \"sortino\": 0.24850916106230977}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.821792633675887, \"dd_pct\": -27.11744172006434, \"calmar\": -0.16039871881482173, \"cagr_pct\": -4.349602909433916, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.013309671694765, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2353584984151497, \"sortino\": -0.38928259185413566}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 28.413829647180087, \"dd_pct\": -29.82168010933237, \"calmar\": 0.16649631081594973, \"cagr_pct\": 4.965199720537228, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 11.763925729442972, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36119953622545664, \"sortino\": 0.5277561917728999}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": 11.948874696857281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -33.520501764808095, "% In Market": 9.238047808764941, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6089ba0bd5d300fbab3eaddf8565fbef94b0353cc529a17713f4268e5310522a", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 235.0, "i_long_exit_activation_threshold": 340.05, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "65acd8aea7d7822a6ee01fd0c70d92ebff68658c4e287ba909a3e87faa1e34ac", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.147272725183407, \"dd_pct\": -9.278879516283334, \"calmar\": 1.038828298619493, \"cagr_pct\": 9.63916262099588, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.587591240875913, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7711572052644242, \"sortino\": 1.1435919035516704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 19.847968484034475, \"dd_pct\": -29.821680109332327, \"calmar\": 0.6660534086502302, \"cagr_pct\": 19.862831688497568, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 52.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6602583050927264, \"sortino\": 0.9637084262352904}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.948874696857281, \"dd_pct\": -33.520501764808095, \"calmar\": 0.041113736568930616, \"cagr_pct\": 1.3781530792166938, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.238047808764941, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16466776943759076, \"sortino\": 0.24850916106230977}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.821792633675887, \"dd_pct\": -27.11744172006434, \"calmar\": -0.16039871881482173, \"cagr_pct\": -4.349602909433916, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.013309671694765, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2353584984151497, \"sortino\": -0.38928259185413566}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 28.413829647180087, \"dd_pct\": -29.82168010933237, \"calmar\": 0.16649631081594973, \"cagr_pct\": 4.965199720537228, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 11.763925729442972, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36119953622545664, \"sortino\": 0.5277561917728999}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": 11.948874696857281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -33.520501764808095, "% In Market": 9.238047808764941, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6089ba0bd5d300fbab3eaddf8565fbef94b0353cc529a17713f4268e5310522a", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 235.0, "i_long_exit_activation_threshold": 341.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "fa8eb9af93ef1a2f4db740a21b558c0261ee9576f920014d81e707b12c58cefa", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.147272725183407, \"dd_pct\": -9.278879516283334, \"calmar\": 1.038828298619493, \"cagr_pct\": 9.63916262099588, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.587591240875913, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7711572052644242, \"sortino\": 1.1435919035516704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 19.847968484034475, \"dd_pct\": -29.821680109332327, \"calmar\": 0.6660534086502302, \"cagr_pct\": 19.862831688497568, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 52.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6602583050927264, \"sortino\": 0.9637084262352904}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.948874696857281, \"dd_pct\": -33.520501764808095, \"calmar\": 0.041113736568930616, \"cagr_pct\": 1.3781530792166938, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.238047808764941, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16466776943759076, \"sortino\": 0.24850916106230977}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.821792633675887, \"dd_pct\": -27.11744172006434, \"calmar\": -0.16039871881482173, \"cagr_pct\": -4.349602909433916, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.013309671694765, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2353584984151497, \"sortino\": -0.38928259185413566}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 28.413829647180087, \"dd_pct\": -29.82168010933237, \"calmar\": 0.16649631081594973, \"cagr_pct\": 4.965199720537228, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 11.763925729442972, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36119953622545664, \"sortino\": 0.5277561917728999}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": 11.948874696857281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -33.520501764808095, "% In Market": 9.238047808764941, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6089ba0bd5d300fbab3eaddf8565fbef94b0353cc529a17713f4268e5310522a", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 235.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": -261.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "6b41c9c612b74c3eb4f72dc1f7878c50fa61cf704dfbadff83172ad1f30557fc", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.147272725183407, \"dd_pct\": -9.278879516283334, \"calmar\": 1.038828298619493, \"cagr_pct\": 9.63916262099588, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.587591240875913, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7711572052644242, \"sortino\": 1.1435919035516704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 19.847968484034475, \"dd_pct\": -29.821680109332327, \"calmar\": 0.6660534086502302, \"cagr_pct\": 19.862831688497568, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 52.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6602583050927264, \"sortino\": 0.9637084262352904}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.948874696857281, \"dd_pct\": -33.520501764808095, \"calmar\": 0.041113736568930616, \"cagr_pct\": 1.3781530792166938, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.238047808764941, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16466776943759076, \"sortino\": 0.24850916106230977}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.821792633675887, \"dd_pct\": -27.11744172006434, \"calmar\": -0.16039871881482173, \"cagr_pct\": -4.349602909433916, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.013309671694765, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2353584984151497, \"sortino\": -0.38928259185413566}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 28.413829647180087, \"dd_pct\": -29.82168010933237, \"calmar\": 0.16649631081594973, \"cagr_pct\": 4.965199720537228, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 11.763925729442972, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36119953622545664, \"sortino\": 0.5277561917728999}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": 11.948874696857281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -33.520501764808095, "% In Market": 9.238047808764941, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6089ba0bd5d300fbab3eaddf8565fbef94b0353cc529a17713f4268e5310522a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 235.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": -260.05, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "89fd88798e17c072484c57cb43e09f49dcc4a77f7297d1757ecd9ca97c38890c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.147272725183407, \"dd_pct\": -9.278879516283334, \"calmar\": 1.038828298619493, \"cagr_pct\": 9.63916262099588, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.587591240875913, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7711572052644242, \"sortino\": 1.1435919035516704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 19.847968484034475, \"dd_pct\": -29.821680109332327, \"calmar\": 0.6660534086502302, \"cagr_pct\": 19.862831688497568, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 52.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6602583050927264, \"sortino\": 0.9637084262352904}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.948874696857281, \"dd_pct\": -33.520501764808095, \"calmar\": 0.041113736568930616, \"cagr_pct\": 1.3781530792166938, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.238047808764941, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16466776943759076, \"sortino\": 0.24850916106230977}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.821792633675887, \"dd_pct\": -27.11744172006434, \"calmar\": -0.16039871881482173, \"cagr_pct\": -4.349602909433916, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.013309671694765, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2353584984151497, \"sortino\": -0.38928259185413566}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 28.413829647180087, \"dd_pct\": -29.82168010933237, \"calmar\": 0.16649631081594973, \"cagr_pct\": 4.965199720537228, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 11.763925729442972, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36119953622545664, \"sortino\": 0.5277561917728999}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": 11.948874696857281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -33.520501764808095, "% In Market": 9.238047808764941, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6089ba0bd5d300fbab3eaddf8565fbef94b0353cc529a17713f4268e5310522a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 235.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": -259.95, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "952ef1492de18d8a1954613ba68d11b21f4ea26d2810cd60b4956f03fbe87130", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.147272725183407, \"dd_pct\": -9.278879516283334, \"calmar\": 1.038828298619493, \"cagr_pct\": 9.63916262099588, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.587591240875913, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7711572052644242, \"sortino\": 1.1435919035516704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 19.847968484034475, \"dd_pct\": -29.821680109332327, \"calmar\": 0.6660534086502302, \"cagr_pct\": 19.862831688497568, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 52.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6602583050927264, \"sortino\": 0.9637084262352904}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.948874696857281, \"dd_pct\": -33.520501764808095, \"calmar\": 0.041113736568930616, \"cagr_pct\": 1.3781530792166938, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.238047808764941, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16466776943759076, \"sortino\": 0.24850916106230977}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.821792633675887, \"dd_pct\": -27.11744172006434, \"calmar\": -0.16039871881482173, \"cagr_pct\": -4.349602909433916, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.013309671694765, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2353584984151497, \"sortino\": -0.38928259185413566}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 28.413829647180087, \"dd_pct\": -29.82168010933237, \"calmar\": 0.16649631081594973, \"cagr_pct\": 4.965199720537228, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 11.763925729442972, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36119953622545664, \"sortino\": 0.5277561917728999}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": 11.948874696857281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -33.520501764808095, "% In Market": 9.238047808764941, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6089ba0bd5d300fbab3eaddf8565fbef94b0353cc529a17713f4268e5310522a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 235.0, "i_long_exit_activation_threshold": 340.0, "i_long_exit_activation_confirmation_threshold": -259.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "34190b919b6c77690895d6a236ab317ebcc92c55f09b314e4fa118cd493a0940", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 7.147272725183407, \"dd_pct\": -9.278879516283334, \"calmar\": 1.038828298619493, \"cagr_pct\": 9.63916262099588, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.587591240875913, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7711572052644242, \"sortino\": 1.1435919035516704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 19.847968484034475, \"dd_pct\": -29.821680109332327, \"calmar\": 0.6660534086502302, \"cagr_pct\": 19.862831688497568, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 52.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6602583050927264, \"sortino\": 0.9637084262352904}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.948874696857281, \"dd_pct\": -33.520501764808095, \"calmar\": 0.041113736568930616, \"cagr_pct\": 1.3781530792166938, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 9.238047808764941, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16466776943759076, \"sortino\": 0.24850916106230977}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.821792633675887, \"dd_pct\": -27.11744172006434, \"calmar\": -0.16039871881482173, \"cagr_pct\": -4.349602909433916, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.013309671694765, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2353584984151497, \"sortino\": -0.38928259185413566}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 28.413829647180087, \"dd_pct\": -29.82168010933237, \"calmar\": 0.16649631081594973, \"cagr_pct\": 4.965199720537228, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 11.763925729442972, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36119953622545664, \"sortino\": 0.5277561917728999}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 2, "Total P&L %": 11.948874696857281, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -33.520501764808095, "% In Market": 9.238047808764941, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6089ba0bd5d300fbab3eaddf8565fbef94b0353cc529a17713f4268e5310522a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 305.0, "i_long_exit_activation_threshold": 470.0, "i_long_exit_activation_confirmation_threshold": 530.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "4086ad75b678a2958ad8853754760c1f2a76bc418c04ac0a18d264bb7506934e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f77f32319f642de3b78052f22a58cb07c415a8453b8a82fc68a8b79a42fcc573", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 304.0, "i_long_exit_activation_threshold": 470.0, "i_long_exit_activation_confirmation_threshold": 530.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "df36e811757167c9d6fc02419477d7c6f4c90d93c38a5600c776110f855086e5", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f77f32319f642de3b78052f22a58cb07c415a8453b8a82fc68a8b79a42fcc573", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 304.95, "i_long_exit_activation_threshold": 470.0, "i_long_exit_activation_confirmation_threshold": 530.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "95f05dfa8951b3a0fcab59548c4a38b7de918739fa260b3e74f378ed378dcfee", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f77f32319f642de3b78052f22a58cb07c415a8453b8a82fc68a8b79a42fcc573", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 305.05, "i_long_exit_activation_threshold": 470.0, "i_long_exit_activation_confirmation_threshold": 530.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "5622b699ebd620b8c6d3a31d185d2d346323a8d2556240615b79fc04eee69661", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f77f32319f642de3b78052f22a58cb07c415a8453b8a82fc68a8b79a42fcc573", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 306.0, "i_long_exit_activation_threshold": 470.0, "i_long_exit_activation_confirmation_threshold": 530.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "fd1521d192147b6b08ac2f4795a4602d01eee083020ea64d5c621ab00be94997", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f77f32319f642de3b78052f22a58cb07c415a8453b8a82fc68a8b79a42fcc573", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 305.0, "i_long_exit_activation_threshold": 469.0, "i_long_exit_activation_confirmation_threshold": 530.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "b5e9cb1825f365a747ec2bbd84d259da5025e838baf11e400843d391c7e85ce6", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f77f32319f642de3b78052f22a58cb07c415a8453b8a82fc68a8b79a42fcc573", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 305.0, "i_long_exit_activation_threshold": 469.95, "i_long_exit_activation_confirmation_threshold": 530.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "c92304b95eb6bfeee2752a75022f37f54e5c79f63bc1f98ddaa5c822ebb3f264", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f77f32319f642de3b78052f22a58cb07c415a8453b8a82fc68a8b79a42fcc573", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 305.0, "i_long_exit_activation_threshold": 470.05, "i_long_exit_activation_confirmation_threshold": 530.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "668dde0c3ab0f36b4eb3d8d1301813c04389bc7cba2b9d9122ae2f4f5d2a4995", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f77f32319f642de3b78052f22a58cb07c415a8453b8a82fc68a8b79a42fcc573", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 305.0, "i_long_exit_activation_threshold": 471.0, "i_long_exit_activation_confirmation_threshold": 530.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "f48b5b7dfc0cd04145177c1be4440ba275efa55a28f6ef3b63271b468f5bc3d3", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f77f32319f642de3b78052f22a58cb07c415a8453b8a82fc68a8b79a42fcc573", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 305.0, "i_long_exit_activation_threshold": 470.0, "i_long_exit_activation_confirmation_threshold": 529.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "2b873385d5b3c8a1c7ad0b73ec4f2a7ce42e3c8c5a92f7682228ebb429deaadd", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f77f32319f642de3b78052f22a58cb07c415a8453b8a82fc68a8b79a42fcc573", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 305.0, "i_long_exit_activation_threshold": 470.0, "i_long_exit_activation_confirmation_threshold": 529.95, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "324275dba4245b2d97a4445b962aa8dde1fa7e5c3768a9c49d52b0a924d076b0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f77f32319f642de3b78052f22a58cb07c415a8453b8a82fc68a8b79a42fcc573", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 305.0, "i_long_exit_activation_threshold": 470.0, "i_long_exit_activation_confirmation_threshold": 530.05, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "3b0b560901d7514b54d1c19b4d033f1ba109566d0a70ed398af5f5edf83f56b3", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f77f32319f642de3b78052f22a58cb07c415a8453b8a82fc68a8b79a42fcc573", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 305.0, "i_long_exit_activation_threshold": 470.0, "i_long_exit_activation_confirmation_threshold": 531.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "9d3cf75bf605c60f45972ce7986ff355ed99ab1f7c36022949b307d95c009a1e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f77f32319f642de3b78052f22a58cb07c415a8453b8a82fc68a8b79a42fcc573", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -210.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "34df55bd913e60836419e87df6369c0e650aa4fb048bfe78e48d340b60894f18", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -13.755710076059046, \"dd_pct\": -38.3029480290321, \"calmar\": -0.35935749350970075, \"cagr_pct\": -13.764451397745308, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 28.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.11801524880505647, \"sortino\": -0.1689780296404583}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -42.74986566157399, \"dd_pct\": -46.508168800134364, \"calmar\": -0.9196606301963739, \"cagr_pct\": -42.77173182801091, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.5281641769236713, \"sortino\": -2.068357365637988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 13.22685133062642, \"dd_pct\": -36.97520759225764, \"calmar\": 0.35798272506661094, \"cagr_pct\": 13.236485573780033, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 62.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5594387041945905, \"sortino\": 0.8349538168574693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 4.710525270549892, \"dd_pct\": -32.867884678495805, \"calmar\": 0.19252880504906306, \"cagr_pct\": 6.328014561641206, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 46.167883211678834, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3498621091453445, \"sortino\": 0.5058246012215237}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.857112823105933, \"dd_pct\": -20.265859844614376, \"calmar\": -0.7335732159507442, \"cagr_pct\": -14.866491980220816, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 31.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5457093315925388, \"sortino\": -0.7970411864432436}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.344108949725968, \"dd_pct\": -20.15245610608154, \"calmar\": -1.9228229654400715, \"cagr_pct\": -38.74960541079658, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 30.629139072847682, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6537946849181346, \"sortino\": -1.9819979527389509}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.548491927121713, \"dd_pct\": -70.88501391758692, \"calmar\": -0.011538882792932302, \"cagr_pct\": -0.8179338673704104, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 37.41699867197875, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14973565653876597, \"sortino\": 0.2130275162300269}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 129.61686831654023, \"dd_pct\": -50.1985021411213, \"calmar\": 0.6159060160652055, \"cagr_pct\": 30.917559466178705, \"entries\": 67, \"exits\": 66, \"exposure_pct\": 33.91748003549246, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9173803432521694, \"sortino\": 1.316491169314558}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -59.30111373871274, \"dd_pct\": -70.88501391758679, \"calmar\": -0.22552431460410075, \"cagr_pct\": -15.986294179465904, \"entries\": 119, \"exits\": 120, \"exposure_pct\": 39.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3548849234215621, \"sortino\": -0.501705231816347}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.783079251486297, \"dd_pct\": -17.65366665613356, \"calmar\": 1.9076044748565009, \"cagr_pct\": 33.676213510865374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.35158501440922, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5017383889634341, \"sortino\": 2.682773007938682}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -6.548491927121713, "Sharpe Ratio": 0.14973565653876597, "Sortino Ratio": 0.2130275162300269, "Calmar Ratio": -0.011538882792932302, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.88501391758692, "% In Market": 37.41699867197875, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6159060160652055, "Sub1_Sortino": 1.316491169314558, "Sub1_Trades": 67, "Sub2_Calmar": -0.22552431460410075, "Sub2_Sortino": -0.501705231816347, "Sub2_Trades": 119, "WFO_Score": -0.292415961908229, "WFO_Min_Fold": -0.9196606301963739, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.359357, -0.919661, 0.357983, 0.192529, -0.733573]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.783079251486297, "OOS_Sortino Ratio": 2.682773007938682, "OOS_Calmar Ratio": 1.9076044748565009, "OOS_Max Drawdown %": -17.65366665613356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc4e491c4bb39c28112a01335621f6d8f875354278f972ee4e3375f215f2e61f", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -211.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "4f18a07816f43251e49f69c2b57663331860a4e4e9d5f63d704f9cfd26330228", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -13.755710076059046, \"dd_pct\": -38.3029480290321, \"calmar\": -0.35935749350970075, \"cagr_pct\": -13.764451397745308, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 28.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.11801524880505647, \"sortino\": -0.1689780296404583}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -42.74986566157399, \"dd_pct\": -46.508168800134364, \"calmar\": -0.9196606301963739, \"cagr_pct\": -42.77173182801091, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.5281641769236713, \"sortino\": -2.068357365637988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 13.22685133062642, \"dd_pct\": -36.97520759225764, \"calmar\": 0.35798272506661094, \"cagr_pct\": 13.236485573780033, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 62.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5594387041945905, \"sortino\": 0.8349538168574693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 4.710525270549892, \"dd_pct\": -32.867884678495805, \"calmar\": 0.19252880504906306, \"cagr_pct\": 6.328014561641206, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 46.167883211678834, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3498621091453445, \"sortino\": 0.5058246012215237}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.857112823105933, \"dd_pct\": -20.265859844614376, \"calmar\": -0.7335732159507442, \"cagr_pct\": -14.866491980220816, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 31.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5457093315925388, \"sortino\": -0.7970411864432436}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.344108949725968, \"dd_pct\": -20.15245610608154, \"calmar\": -1.9228229654400715, \"cagr_pct\": -38.74960541079658, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 30.629139072847682, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6537946849181346, \"sortino\": -1.9819979527389509}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -12.426595633886805, \"dd_pct\": -70.88501391758682, \"calmar\": -0.022518470028380838, \"cagr_pct\": -1.5962220613645373, \"entries\": 187, \"exits\": 187, \"exposure_pct\": 37.441899070385126, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.12748930459764746, \"sortino\": 0.1810126663019101}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 115.17395784221489, \"dd_pct\": -50.1985021411213, \"calmar\": 0.5615695842958278, \"cagr_pct\": 28.189951979662712, \"entries\": 68, \"exits\": 67, \"exposure_pct\": 33.984028393966284, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8577770500200723, \"sortino\": 1.2249435918895653}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -59.30111373871274, \"dd_pct\": -70.88501391758679, \"calmar\": -0.22552431460410075, \"cagr_pct\": -15.986294179465904, \"entries\": 119, \"exits\": 120, \"exposure_pct\": 39.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3548849234215621, \"sortino\": -0.501705231816347}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.783079251486297, \"dd_pct\": -17.65366665613356, \"calmar\": 1.9076044748565009, \"cagr_pct\": 33.676213510865374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.35158501440922, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5017383889634341, \"sortino\": 2.682773007938682}]", "Additional_Threshold_Budget": 0, "Total Trades": 187, "Total P&L %": -12.426595633886805, "Sharpe Ratio": 0.12748930459764746, "Sortino Ratio": 0.1810126663019101, "Calmar Ratio": -0.022518470028380838, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.88501391758682, "% In Market": 37.441899070385126, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.5615695842958278, "Sub1_Sortino": 1.2249435918895653, "Sub1_Trades": 68, "Sub2_Calmar": -0.22552431460410075, "Sub2_Sortino": -0.501705231816347, "Sub2_Trades": 119, "WFO_Score": -0.292415961908229, "WFO_Min_Fold": -0.9196606301963739, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.359357, -0.919661, 0.357983, 0.192529, -0.733573]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.783079251486297, "OOS_Sortino Ratio": 2.682773007938682, "OOS_Calmar Ratio": 1.9076044748565009, "OOS_Max Drawdown %": -17.65366665613356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc4e491c4bb39c28112a01335621f6d8f875354278f972ee4e3375f215f2e61f", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -210.05, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "6fa22a5b34ba8116ce46d52e52f7f76153d2d528de826241f83fa97b127cbef7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -13.755710076059046, \"dd_pct\": -38.3029480290321, \"calmar\": -0.35935749350970075, \"cagr_pct\": -13.764451397745308, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 28.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.11801524880505647, \"sortino\": -0.1689780296404583}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -42.74986566157399, \"dd_pct\": -46.508168800134364, \"calmar\": -0.9196606301963739, \"cagr_pct\": -42.77173182801091, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.5281641769236713, \"sortino\": -2.068357365637988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 13.22685133062642, \"dd_pct\": -36.97520759225764, \"calmar\": 0.35798272506661094, \"cagr_pct\": 13.236485573780033, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 62.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5594387041945905, \"sortino\": 0.8349538168574693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 4.710525270549892, \"dd_pct\": -32.867884678495805, \"calmar\": 0.19252880504906306, \"cagr_pct\": 6.328014561641206, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 46.167883211678834, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3498621091453445, \"sortino\": 0.5058246012215237}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.857112823105933, \"dd_pct\": -20.265859844614376, \"calmar\": -0.7335732159507442, \"cagr_pct\": -14.866491980220816, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 31.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5457093315925388, \"sortino\": -0.7970411864432436}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.344108949725968, \"dd_pct\": -20.15245610608154, \"calmar\": -1.9228229654400715, \"cagr_pct\": -38.74960541079658, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 30.629139072847682, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6537946849181346, \"sortino\": -1.9819979527389509}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.548491927121713, \"dd_pct\": -70.88501391758692, \"calmar\": -0.011538882792932302, \"cagr_pct\": -0.8179338673704104, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 37.41699867197875, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14973565653876597, \"sortino\": 0.2130275162300269}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 129.61686831654023, \"dd_pct\": -50.1985021411213, \"calmar\": 0.6159060160652055, \"cagr_pct\": 30.917559466178705, \"entries\": 67, \"exits\": 66, \"exposure_pct\": 33.91748003549246, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9173803432521694, \"sortino\": 1.316491169314558}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -59.30111373871274, \"dd_pct\": -70.88501391758679, \"calmar\": -0.22552431460410075, \"cagr_pct\": -15.986294179465904, \"entries\": 119, \"exits\": 120, \"exposure_pct\": 39.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3548849234215621, \"sortino\": -0.501705231816347}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.783079251486297, \"dd_pct\": -17.65366665613356, \"calmar\": 1.9076044748565009, \"cagr_pct\": 33.676213510865374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.35158501440922, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5017383889634341, \"sortino\": 2.682773007938682}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -6.548491927121713, "Sharpe Ratio": 0.14973565653876597, "Sortino Ratio": 0.2130275162300269, "Calmar Ratio": -0.011538882792932302, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.88501391758692, "% In Market": 37.41699867197875, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6159060160652055, "Sub1_Sortino": 1.316491169314558, "Sub1_Trades": 67, "Sub2_Calmar": -0.22552431460410075, "Sub2_Sortino": -0.501705231816347, "Sub2_Trades": 119, "WFO_Score": -0.292415961908229, "WFO_Min_Fold": -0.9196606301963739, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.359357, -0.919661, 0.357983, 0.192529, -0.733573]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.783079251486297, "OOS_Sortino Ratio": 2.682773007938682, "OOS_Calmar Ratio": 1.9076044748565009, "OOS_Max Drawdown %": -17.65366665613356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc4e491c4bb39c28112a01335621f6d8f875354278f972ee4e3375f215f2e61f", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -209.95, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "d02fb7c4f9516d4b74ce5d49d3163710be2cebb58c1c336402092b182761ca7d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -13.755710076059046, \"dd_pct\": -38.3029480290321, \"calmar\": -0.35935749350970075, \"cagr_pct\": -13.764451397745308, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 28.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.11801524880505647, \"sortino\": -0.1689780296404583}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -42.74986566157399, \"dd_pct\": -46.508168800134364, \"calmar\": -0.9196606301963739, \"cagr_pct\": -42.77173182801091, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.5281641769236713, \"sortino\": -2.068357365637988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 13.22685133062642, \"dd_pct\": -36.97520759225764, \"calmar\": 0.35798272506661094, \"cagr_pct\": 13.236485573780033, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 62.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5594387041945905, \"sortino\": 0.8349538168574693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 4.710525270549892, \"dd_pct\": -32.867884678495805, \"calmar\": 0.19252880504906306, \"cagr_pct\": 6.328014561641206, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 46.167883211678834, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3498621091453445, \"sortino\": 0.5058246012215237}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.857112823105933, \"dd_pct\": -20.265859844614376, \"calmar\": -0.7335732159507442, \"cagr_pct\": -14.866491980220816, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 31.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5457093315925388, \"sortino\": -0.7970411864432436}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.344108949725968, \"dd_pct\": -20.15245610608154, \"calmar\": -1.9228229654400715, \"cagr_pct\": -38.74960541079658, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 30.629139072847682, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6537946849181346, \"sortino\": -1.9819979527389509}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.548491927121713, \"dd_pct\": -70.88501391758692, \"calmar\": -0.011538882792932302, \"cagr_pct\": -0.8179338673704104, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 37.41699867197875, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14973565653876597, \"sortino\": 0.2130275162300269}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 129.61686831654023, \"dd_pct\": -50.1985021411213, \"calmar\": 0.6159060160652055, \"cagr_pct\": 30.917559466178705, \"entries\": 67, \"exits\": 66, \"exposure_pct\": 33.91748003549246, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9173803432521694, \"sortino\": 1.316491169314558}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -59.30111373871274, \"dd_pct\": -70.88501391758679, \"calmar\": -0.22552431460410075, \"cagr_pct\": -15.986294179465904, \"entries\": 119, \"exits\": 120, \"exposure_pct\": 39.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3548849234215621, \"sortino\": -0.501705231816347}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.783079251486297, \"dd_pct\": -17.65366665613356, \"calmar\": 1.9076044748565009, \"cagr_pct\": 33.676213510865374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.35158501440922, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5017383889634341, \"sortino\": 2.682773007938682}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -6.548491927121713, "Sharpe Ratio": 0.14973565653876597, "Sortino Ratio": 0.2130275162300269, "Calmar Ratio": -0.011538882792932302, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.88501391758692, "% In Market": 37.41699867197875, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6159060160652055, "Sub1_Sortino": 1.316491169314558, "Sub1_Trades": 67, "Sub2_Calmar": -0.22552431460410075, "Sub2_Sortino": -0.501705231816347, "Sub2_Trades": 119, "WFO_Score": -0.292415961908229, "WFO_Min_Fold": -0.9196606301963739, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.359357, -0.919661, 0.357983, 0.192529, -0.733573]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.783079251486297, "OOS_Sortino Ratio": 2.682773007938682, "OOS_Calmar Ratio": 1.9076044748565009, "OOS_Max Drawdown %": -17.65366665613356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc4e491c4bb39c28112a01335621f6d8f875354278f972ee4e3375f215f2e61f", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -209.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "67fe1fed407e884c4dce0b888675b1b2edbd5c7c09acfe6ce53f3c19a7591e9e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -13.755710076059046, \"dd_pct\": -38.3029480290321, \"calmar\": -0.35935749350970075, \"cagr_pct\": -13.764451397745308, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 28.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.11801524880505647, \"sortino\": -0.1689780296404583}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -42.74986566157399, \"dd_pct\": -46.508168800134364, \"calmar\": -0.9196606301963739, \"cagr_pct\": -42.77173182801091, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.5281641769236713, \"sortino\": -2.068357365637988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 0.4353606082251771, \"dd_pct\": -36.97520759225764, \"calmar\": 0.011782474728394823, \"cagr_pct\": 0.4356594490329281, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 58.49315068493151, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.16012199561024618, \"sortino\": 0.23677042095722314}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 4.710525270549892, \"dd_pct\": -32.867884678495805, \"calmar\": 0.19252880504906306, \"cagr_pct\": 6.328014561641206, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 46.167883211678834, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3498621091453445, \"sortino\": 0.5058246012215237}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.857112823105933, \"dd_pct\": -20.265859844614376, \"calmar\": -0.7335732159507442, \"cagr_pct\": -14.866491980220816, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 31.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5457093315925388, \"sortino\": -0.7970411864432436}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.344108949725968, \"dd_pct\": -20.15245610608154, \"calmar\": -1.9228229654400715, \"cagr_pct\": -38.74960541079658, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 30.629139072847682, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6537946849181346, \"sortino\": -1.9819979527389509}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.510262398352626, \"dd_pct\": -74.17419903559863, \"calmar\": -0.027274397172717395, \"cagr_pct\": -2.0230565644651084, \"entries\": 184, \"exits\": 184, \"exposure_pct\": 36.819389110225764, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11321333292250502, \"sortino\": 0.16093630917106094}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 134.0368390144966, \"dd_pct\": -50.19850214112128, \"calmar\": 0.6320713526675898, \"cagr_pct\": 31.72903515022543, \"entries\": 66, \"exits\": 65, \"exposure_pct\": 33.473824312333626, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9361138354843322, \"sortino\": 1.3444126720415157}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -63.898957977118386, \"dd_pct\": -74.17419903559865, \"calmar\": -0.24153033601627408, \"cagr_pct\": -17.915319216806136, \"entries\": 118, \"exits\": 119, \"exposure_pct\": 38.819628647214856, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.4298089747375775, \"sortino\": -0.606402759225398}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.783079251486297, \"dd_pct\": -17.65366665613356, \"calmar\": 1.9076044748565009, \"cagr_pct\": 33.676213510865374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.35158501440922, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5017383889634341, \"sortino\": 2.682773007938682}]", "Additional_Threshold_Budget": 0, "Total Trades": 184, "Total P&L %": -15.510262398352626, "Sharpe Ratio": 0.11321333292250502, "Sortino Ratio": 0.16093630917106094, "Calmar Ratio": -0.027274397172717395, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.17419903559863, "% In Market": 36.819389110225764, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6320713526675898, "Sub1_Sortino": 1.3444126720415157, "Sub1_Trades": 66, "Sub2_Calmar": -0.24153033601627408, "Sub2_Sortino": -0.606402759225398, "Sub2_Trades": 118, "WFO_Score": -0.3616560119758722, "WFO_Min_Fold": -0.9196606301963739, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.359357, -0.919661, 0.011782, 0.192529, -0.733573]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.783079251486297, "OOS_Sortino Ratio": 2.682773007938682, "OOS_Calmar Ratio": 1.9076044748565009, "OOS_Max Drawdown %": -17.65366665613356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc4e491c4bb39c28112a01335621f6d8f875354278f972ee4e3375f215f2e61f", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -210.0, "i_long_exit_activation_threshold": 259.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "95e7899aa3788080927d6d8ddb472fce9bc713e319d3ead34bcfc0a2c1dda64f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -13.755710076059046, \"dd_pct\": -38.3029480290321, \"calmar\": -0.35935749350970075, \"cagr_pct\": -13.764451397745308, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 28.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.11801524880505647, \"sortino\": -0.1689780296404583}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -42.74986566157399, \"dd_pct\": -46.508168800134364, \"calmar\": -0.9196606301963739, \"cagr_pct\": -42.77173182801091, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.5281641769236713, \"sortino\": -2.068357365637988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 13.22685133062642, \"dd_pct\": -36.97520759225764, \"calmar\": 0.35798272506661094, \"cagr_pct\": 13.236485573780033, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 62.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5594387041945905, \"sortino\": 0.8349538168574693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 0.42703781030899446, \"dd_pct\": -32.867884678495926, \"calmar\": 0.017331759453275707, \"cagr_pct\": 0.5696582709856977, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 46.07664233576642, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.18973697037372406, \"sortino\": 0.2724333667439095}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.857112823105933, \"dd_pct\": -20.265859844614376, \"calmar\": -0.7335732159507442, \"cagr_pct\": -14.866491980220816, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 31.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5457093315925388, \"sortino\": -0.7970411864432436}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.344108949725968, \"dd_pct\": -20.15245610608154, \"calmar\": -1.9228229654400715, \"cagr_pct\": -38.74960541079658, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 30.629139072847682, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6537946849181346, \"sortino\": -1.9819979527389509}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -10.371396663168674, \"dd_pct\": -72.07604679099542, \"calmar\": -0.018300426385340924, \"cagr_pct\": -1.3190223884449994, \"entries\": 187, \"exits\": 187, \"exposure_pct\": 37.408698539176626, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13500118764142102, \"sortino\": 0.1919428781086564}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 129.61686831654023, \"dd_pct\": -50.1985021411213, \"calmar\": 0.6159060160652055, \"cagr_pct\": 30.917559466178705, \"entries\": 67, \"exits\": 66, \"exposure_pct\": 33.91748003549246, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9173803432521694, \"sortino\": 1.316491169314558}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -60.96601961608798, \"dd_pct\": -72.07604679099532, \"calmar\": -0.23119325867244137, \"cagr_pct\": -16.66349612983757, \"entries\": 120, \"exits\": 121, \"exposure_pct\": 39.49602122015915, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.37989943043383656, \"sortino\": -0.536475416183015}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.783079251486297, \"dd_pct\": -17.65366665613356, \"calmar\": 1.9076044748565009, \"cagr_pct\": 33.676213510865374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.35158501440922, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5017383889634341, \"sortino\": 2.682773007938682}]", "Additional_Threshold_Budget": 0, "Total Trades": 187, "Total P&L %": -10.371396663168674, "Sharpe Ratio": 0.13500118764142102, "Sortino Ratio": 0.1919428781086564, "Calmar Ratio": -0.018300426385340924, "P&L/DD Ratio": 0.0, "Max Drawdown %": -72.07604679099542, "% In Market": 37.408698539176626, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6159060160652055, "Sub1_Sortino": 1.316491169314558, "Sub1_Trades": 67, "Sub2_Calmar": -0.23119325867244137, "Sub2_Sortino": -0.536475416183015, "Sub2_Trades": 120, "WFO_Score": -0.3274553710273865, "WFO_Min_Fold": -0.9196606301963739, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.359357, -0.919661, 0.357983, 0.017332, -0.733573]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.783079251486297, "OOS_Sortino Ratio": 2.682773007938682, "OOS_Calmar Ratio": 1.9076044748565009, "OOS_Max Drawdown %": -17.65366665613356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc4e491c4bb39c28112a01335621f6d8f875354278f972ee4e3375f215f2e61f", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -210.0, "i_long_exit_activation_threshold": 259.95, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "4e991cfeef048bf5f690864f919291643159f85048ca912728ef7aa2f00be13f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -13.755710076059046, \"dd_pct\": -38.3029480290321, \"calmar\": -0.35935749350970075, \"cagr_pct\": -13.764451397745308, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 28.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.11801524880505647, \"sortino\": -0.1689780296404583}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -42.74986566157399, \"dd_pct\": -46.508168800134364, \"calmar\": -0.9196606301963739, \"cagr_pct\": -42.77173182801091, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.5281641769236713, \"sortino\": -2.068357365637988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 13.22685133062642, \"dd_pct\": -36.97520759225764, \"calmar\": 0.35798272506661094, \"cagr_pct\": 13.236485573780033, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 62.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5594387041945905, \"sortino\": 0.8349538168574693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 4.710525270549892, \"dd_pct\": -32.867884678495805, \"calmar\": 0.19252880504906306, \"cagr_pct\": 6.328014561641206, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 46.167883211678834, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3498621091453445, \"sortino\": 0.5058246012215237}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.857112823105933, \"dd_pct\": -20.265859844614376, \"calmar\": -0.7335732159507442, \"cagr_pct\": -14.866491980220816, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 31.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5457093315925388, \"sortino\": -0.7970411864432436}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.344108949725968, \"dd_pct\": -20.15245610608154, \"calmar\": -1.9228229654400715, \"cagr_pct\": -38.74960541079658, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 30.629139072847682, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6537946849181346, \"sortino\": -1.9819979527389509}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.548491927121713, \"dd_pct\": -70.88501391758692, \"calmar\": -0.011538882792932302, \"cagr_pct\": -0.8179338673704104, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 37.41699867197875, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14973565653876597, \"sortino\": 0.2130275162300269}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 129.61686831654023, \"dd_pct\": -50.1985021411213, \"calmar\": 0.6159060160652055, \"cagr_pct\": 30.917559466178705, \"entries\": 67, \"exits\": 66, \"exposure_pct\": 33.91748003549246, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9173803432521694, \"sortino\": 1.316491169314558}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -59.30111373871274, \"dd_pct\": -70.88501391758679, \"calmar\": -0.22552431460410075, \"cagr_pct\": -15.986294179465904, \"entries\": 119, \"exits\": 120, \"exposure_pct\": 39.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3548849234215621, \"sortino\": -0.501705231816347}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.783079251486297, \"dd_pct\": -17.65366665613356, \"calmar\": 1.9076044748565009, \"cagr_pct\": 33.676213510865374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.35158501440922, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5017383889634341, \"sortino\": 2.682773007938682}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -6.548491927121713, "Sharpe Ratio": 0.14973565653876597, "Sortino Ratio": 0.2130275162300269, "Calmar Ratio": -0.011538882792932302, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.88501391758692, "% In Market": 37.41699867197875, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6159060160652055, "Sub1_Sortino": 1.316491169314558, "Sub1_Trades": 67, "Sub2_Calmar": -0.22552431460410075, "Sub2_Sortino": -0.501705231816347, "Sub2_Trades": 119, "WFO_Score": -0.292415961908229, "WFO_Min_Fold": -0.9196606301963739, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.359357, -0.919661, 0.357983, 0.192529, -0.733573]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.783079251486297, "OOS_Sortino Ratio": 2.682773007938682, "OOS_Calmar Ratio": 1.9076044748565009, "OOS_Max Drawdown %": -17.65366665613356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc4e491c4bb39c28112a01335621f6d8f875354278f972ee4e3375f215f2e61f", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -210.0, "i_long_exit_activation_threshold": 260.05, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "60d29585aebb33182dbe2ae2eae2e7c836d1ee7910ef38a36f61b20716f69f2a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -13.755710076059046, \"dd_pct\": -38.3029480290321, \"calmar\": -0.35935749350970075, \"cagr_pct\": -13.764451397745308, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 28.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.11801524880505647, \"sortino\": -0.1689780296404583}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -42.74986566157399, \"dd_pct\": -46.508168800134364, \"calmar\": -0.9196606301963739, \"cagr_pct\": -42.77173182801091, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.5281641769236713, \"sortino\": -2.068357365637988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 13.22685133062642, \"dd_pct\": -36.97520759225764, \"calmar\": 0.35798272506661094, \"cagr_pct\": 13.236485573780033, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 62.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5594387041945905, \"sortino\": 0.8349538168574693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 4.710525270549892, \"dd_pct\": -32.867884678495805, \"calmar\": 0.19252880504906306, \"cagr_pct\": 6.328014561641206, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 46.167883211678834, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3498621091453445, \"sortino\": 0.5058246012215237}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.857112823105933, \"dd_pct\": -20.265859844614376, \"calmar\": -0.7335732159507442, \"cagr_pct\": -14.866491980220816, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 31.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5457093315925388, \"sortino\": -0.7970411864432436}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.344108949725968, \"dd_pct\": -20.15245610608154, \"calmar\": -1.9228229654400715, \"cagr_pct\": -38.74960541079658, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 30.629139072847682, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6537946849181346, \"sortino\": -1.9819979527389509}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.548491927121713, \"dd_pct\": -70.88501391758692, \"calmar\": -0.011538882792932302, \"cagr_pct\": -0.8179338673704104, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 37.41699867197875, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14973565653876597, \"sortino\": 0.2130275162300269}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 129.61686831654023, \"dd_pct\": -50.1985021411213, \"calmar\": 0.6159060160652055, \"cagr_pct\": 30.917559466178705, \"entries\": 67, \"exits\": 66, \"exposure_pct\": 33.91748003549246, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9173803432521694, \"sortino\": 1.316491169314558}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -59.30111373871274, \"dd_pct\": -70.88501391758679, \"calmar\": -0.22552431460410075, \"cagr_pct\": -15.986294179465904, \"entries\": 119, \"exits\": 120, \"exposure_pct\": 39.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3548849234215621, \"sortino\": -0.501705231816347}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.783079251486297, \"dd_pct\": -17.65366665613356, \"calmar\": 1.9076044748565009, \"cagr_pct\": 33.676213510865374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.35158501440922, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5017383889634341, \"sortino\": 2.682773007938682}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -6.548491927121713, "Sharpe Ratio": 0.14973565653876597, "Sortino Ratio": 0.2130275162300269, "Calmar Ratio": -0.011538882792932302, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.88501391758692, "% In Market": 37.41699867197875, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6159060160652055, "Sub1_Sortino": 1.316491169314558, "Sub1_Trades": 67, "Sub2_Calmar": -0.22552431460410075, "Sub2_Sortino": -0.501705231816347, "Sub2_Trades": 119, "WFO_Score": -0.292415961908229, "WFO_Min_Fold": -0.9196606301963739, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.359357, -0.919661, 0.357983, 0.192529, -0.733573]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.783079251486297, "OOS_Sortino Ratio": 2.682773007938682, "OOS_Calmar Ratio": 1.9076044748565009, "OOS_Max Drawdown %": -17.65366665613356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc4e491c4bb39c28112a01335621f6d8f875354278f972ee4e3375f215f2e61f", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -210.0, "i_long_exit_activation_threshold": 261.0, "i_long_exit_activation_confirmation_threshold": 360.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "25b6e5142733d24580fcca6f9495b7292e78282ea1e73a06a459549869fc3d7d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -13.755710076059046, \"dd_pct\": -38.3029480290321, \"calmar\": -0.35935749350970075, \"cagr_pct\": -13.764451397745308, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 28.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.11801524880505647, \"sortino\": -0.1689780296404583}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -42.74986566157399, \"dd_pct\": -46.508168800134364, \"calmar\": -0.9196606301963739, \"cagr_pct\": -42.77173182801091, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.5281641769236713, \"sortino\": -2.068357365637988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 13.22685133062642, \"dd_pct\": -36.97520759225764, \"calmar\": 0.35798272506661094, \"cagr_pct\": 13.236485573780033, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 62.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5594387041945905, \"sortino\": 0.8349538168574693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 4.710525270549892, \"dd_pct\": -32.867884678495805, \"calmar\": 0.19252880504906306, \"cagr_pct\": 6.328014561641206, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 46.167883211678834, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3498621091453445, \"sortino\": 0.5058246012215237}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.857112823105933, \"dd_pct\": -20.265859844614376, \"calmar\": -0.7335732159507442, \"cagr_pct\": -14.866491980220816, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 31.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5457093315925388, \"sortino\": -0.7970411864432436}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.344108949725968, \"dd_pct\": -20.15245610608154, \"calmar\": -1.9228229654400715, \"cagr_pct\": -38.74960541079658, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 30.629139072847682, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6537946849181346, \"sortino\": -1.9819979527389509}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.548491927121713, \"dd_pct\": -70.88501391758692, \"calmar\": -0.011538882792932302, \"cagr_pct\": -0.8179338673704104, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 37.41699867197875, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14973565653876597, \"sortino\": 0.2130275162300269}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 129.61686831654023, \"dd_pct\": -50.1985021411213, \"calmar\": 0.6159060160652055, \"cagr_pct\": 30.917559466178705, \"entries\": 67, \"exits\": 66, \"exposure_pct\": 33.91748003549246, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9173803432521694, \"sortino\": 1.316491169314558}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -59.30111373871274, \"dd_pct\": -70.88501391758679, \"calmar\": -0.22552431460410075, \"cagr_pct\": -15.986294179465904, \"entries\": 119, \"exits\": 120, \"exposure_pct\": 39.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3548849234215621, \"sortino\": -0.501705231816347}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.783079251486297, \"dd_pct\": -17.65366665613356, \"calmar\": 1.9076044748565009, \"cagr_pct\": 33.676213510865374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.35158501440922, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5017383889634341, \"sortino\": 2.682773007938682}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -6.548491927121713, "Sharpe Ratio": 0.14973565653876597, "Sortino Ratio": 0.2130275162300269, "Calmar Ratio": -0.011538882792932302, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.88501391758692, "% In Market": 37.41699867197875, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6159060160652055, "Sub1_Sortino": 1.316491169314558, "Sub1_Trades": 67, "Sub2_Calmar": -0.22552431460410075, "Sub2_Sortino": -0.501705231816347, "Sub2_Trades": 119, "WFO_Score": -0.292415961908229, "WFO_Min_Fold": -0.9196606301963739, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.359357, -0.919661, 0.357983, 0.192529, -0.733573]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.783079251486297, "OOS_Sortino Ratio": 2.682773007938682, "OOS_Calmar Ratio": 1.9076044748565009, "OOS_Max Drawdown %": -17.65366665613356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc4e491c4bb39c28112a01335621f6d8f875354278f972ee4e3375f215f2e61f", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -210.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": 359.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "a34117615c52babb990a5f6775060feebc9d19af2c596caf32a5a11c6d901b9c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -13.755710076059046, \"dd_pct\": -38.3029480290321, \"calmar\": -0.35935749350970075, \"cagr_pct\": -13.764451397745308, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 28.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.11801524880505647, \"sortino\": -0.1689780296404583}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -42.74986566157399, \"dd_pct\": -46.508168800134364, \"calmar\": -0.9196606301963739, \"cagr_pct\": -42.77173182801091, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.5281641769236713, \"sortino\": -2.068357365637988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 13.22685133062642, \"dd_pct\": -36.97520759225764, \"calmar\": 0.35798272506661094, \"cagr_pct\": 13.236485573780033, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 62.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5594387041945905, \"sortino\": 0.8349538168574693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 4.710525270549892, \"dd_pct\": -32.867884678495805, \"calmar\": 0.19252880504906306, \"cagr_pct\": 6.328014561641206, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 46.167883211678834, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3498621091453445, \"sortino\": 0.5058246012215237}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.857112823105933, \"dd_pct\": -20.265859844614376, \"calmar\": -0.7335732159507442, \"cagr_pct\": -14.866491980220816, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 31.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5457093315925388, \"sortino\": -0.7970411864432436}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.344108949725968, \"dd_pct\": -20.15245610608154, \"calmar\": -1.9228229654400715, \"cagr_pct\": -38.74960541079658, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 30.629139072847682, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6537946849181346, \"sortino\": -1.9819979527389509}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.548491927121713, \"dd_pct\": -70.88501391758692, \"calmar\": -0.011538882792932302, \"cagr_pct\": -0.8179338673704104, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 37.41699867197875, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14973565653876597, \"sortino\": 0.2130275162300269}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 129.61686831654023, \"dd_pct\": -50.1985021411213, \"calmar\": 0.6159060160652055, \"cagr_pct\": 30.917559466178705, \"entries\": 67, \"exits\": 66, \"exposure_pct\": 33.91748003549246, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9173803432521694, \"sortino\": 1.316491169314558}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -59.30111373871274, \"dd_pct\": -70.88501391758679, \"calmar\": -0.22552431460410075, \"cagr_pct\": -15.986294179465904, \"entries\": 119, \"exits\": 120, \"exposure_pct\": 39.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3548849234215621, \"sortino\": -0.501705231816347}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.783079251486297, \"dd_pct\": -17.65366665613356, \"calmar\": 1.9076044748565009, \"cagr_pct\": 33.676213510865374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.35158501440922, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5017383889634341, \"sortino\": 2.682773007938682}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -6.548491927121713, "Sharpe Ratio": 0.14973565653876597, "Sortino Ratio": 0.2130275162300269, "Calmar Ratio": -0.011538882792932302, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.88501391758692, "% In Market": 37.41699867197875, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6159060160652055, "Sub1_Sortino": 1.316491169314558, "Sub1_Trades": 67, "Sub2_Calmar": -0.22552431460410075, "Sub2_Sortino": -0.501705231816347, "Sub2_Trades": 119, "WFO_Score": -0.292415961908229, "WFO_Min_Fold": -0.9196606301963739, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.359357, -0.919661, 0.357983, 0.192529, -0.733573]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.783079251486297, "OOS_Sortino Ratio": 2.682773007938682, "OOS_Calmar Ratio": 1.9076044748565009, "OOS_Max Drawdown %": -17.65366665613356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc4e491c4bb39c28112a01335621f6d8f875354278f972ee4e3375f215f2e61f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -210.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": 359.95, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "0aac932a8f37b5b54b28720e735b4cced44f53fcc737f8ea89fad87c13cb6861", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -13.755710076059046, \"dd_pct\": -38.3029480290321, \"calmar\": -0.35935749350970075, \"cagr_pct\": -13.764451397745308, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 28.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.11801524880505647, \"sortino\": -0.1689780296404583}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -42.74986566157399, \"dd_pct\": -46.508168800134364, \"calmar\": -0.9196606301963739, \"cagr_pct\": -42.77173182801091, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.5281641769236713, \"sortino\": -2.068357365637988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 13.22685133062642, \"dd_pct\": -36.97520759225764, \"calmar\": 0.35798272506661094, \"cagr_pct\": 13.236485573780033, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 62.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5594387041945905, \"sortino\": 0.8349538168574693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 4.710525270549892, \"dd_pct\": -32.867884678495805, \"calmar\": 0.19252880504906306, \"cagr_pct\": 6.328014561641206, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 46.167883211678834, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3498621091453445, \"sortino\": 0.5058246012215237}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.857112823105933, \"dd_pct\": -20.265859844614376, \"calmar\": -0.7335732159507442, \"cagr_pct\": -14.866491980220816, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 31.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5457093315925388, \"sortino\": -0.7970411864432436}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.344108949725968, \"dd_pct\": -20.15245610608154, \"calmar\": -1.9228229654400715, \"cagr_pct\": -38.74960541079658, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 30.629139072847682, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6537946849181346, \"sortino\": -1.9819979527389509}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.548491927121713, \"dd_pct\": -70.88501391758692, \"calmar\": -0.011538882792932302, \"cagr_pct\": -0.8179338673704104, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 37.41699867197875, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14973565653876597, \"sortino\": 0.2130275162300269}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 129.61686831654023, \"dd_pct\": -50.1985021411213, \"calmar\": 0.6159060160652055, \"cagr_pct\": 30.917559466178705, \"entries\": 67, \"exits\": 66, \"exposure_pct\": 33.91748003549246, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9173803432521694, \"sortino\": 1.316491169314558}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -59.30111373871274, \"dd_pct\": -70.88501391758679, \"calmar\": -0.22552431460410075, \"cagr_pct\": -15.986294179465904, \"entries\": 119, \"exits\": 120, \"exposure_pct\": 39.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3548849234215621, \"sortino\": -0.501705231816347}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.783079251486297, \"dd_pct\": -17.65366665613356, \"calmar\": 1.9076044748565009, \"cagr_pct\": 33.676213510865374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.35158501440922, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5017383889634341, \"sortino\": 2.682773007938682}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -6.548491927121713, "Sharpe Ratio": 0.14973565653876597, "Sortino Ratio": 0.2130275162300269, "Calmar Ratio": -0.011538882792932302, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.88501391758692, "% In Market": 37.41699867197875, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6159060160652055, "Sub1_Sortino": 1.316491169314558, "Sub1_Trades": 67, "Sub2_Calmar": -0.22552431460410075, "Sub2_Sortino": -0.501705231816347, "Sub2_Trades": 119, "WFO_Score": -0.292415961908229, "WFO_Min_Fold": -0.9196606301963739, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.359357, -0.919661, 0.357983, 0.192529, -0.733573]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.783079251486297, "OOS_Sortino Ratio": 2.682773007938682, "OOS_Calmar Ratio": 1.9076044748565009, "OOS_Max Drawdown %": -17.65366665613356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc4e491c4bb39c28112a01335621f6d8f875354278f972ee4e3375f215f2e61f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -210.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": 360.05, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "c093afb30570149e65ed403e0bfd50eab3c189ed8cd0bd57241ab8d683282ded", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -13.755710076059046, \"dd_pct\": -38.3029480290321, \"calmar\": -0.35935749350970075, \"cagr_pct\": -13.764451397745308, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 28.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.11801524880505647, \"sortino\": -0.1689780296404583}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -42.74986566157399, \"dd_pct\": -46.508168800134364, \"calmar\": -0.9196606301963739, \"cagr_pct\": -42.77173182801091, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.5281641769236713, \"sortino\": -2.068357365637988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 13.22685133062642, \"dd_pct\": -36.97520759225764, \"calmar\": 0.35798272506661094, \"cagr_pct\": 13.236485573780033, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 62.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5594387041945905, \"sortino\": 0.8349538168574693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 4.710525270549892, \"dd_pct\": -32.867884678495805, \"calmar\": 0.19252880504906306, \"cagr_pct\": 6.328014561641206, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 46.167883211678834, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3498621091453445, \"sortino\": 0.5058246012215237}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.857112823105933, \"dd_pct\": -20.265859844614376, \"calmar\": -0.7335732159507442, \"cagr_pct\": -14.866491980220816, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 31.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5457093315925388, \"sortino\": -0.7970411864432436}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.344108949725968, \"dd_pct\": -20.15245610608154, \"calmar\": -1.9228229654400715, \"cagr_pct\": -38.74960541079658, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 30.629139072847682, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6537946849181346, \"sortino\": -1.9819979527389509}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.548491927121713, \"dd_pct\": -70.88501391758692, \"calmar\": -0.011538882792932302, \"cagr_pct\": -0.8179338673704104, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 37.41699867197875, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14973565653876597, \"sortino\": 0.2130275162300269}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 129.61686831654023, \"dd_pct\": -50.1985021411213, \"calmar\": 0.6159060160652055, \"cagr_pct\": 30.917559466178705, \"entries\": 67, \"exits\": 66, \"exposure_pct\": 33.91748003549246, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9173803432521694, \"sortino\": 1.316491169314558}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -59.30111373871274, \"dd_pct\": -70.88501391758679, \"calmar\": -0.22552431460410075, \"cagr_pct\": -15.986294179465904, \"entries\": 119, \"exits\": 120, \"exposure_pct\": 39.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3548849234215621, \"sortino\": -0.501705231816347}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.783079251486297, \"dd_pct\": -17.65366665613356, \"calmar\": 1.9076044748565009, \"cagr_pct\": 33.676213510865374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.35158501440922, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5017383889634341, \"sortino\": 2.682773007938682}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -6.548491927121713, "Sharpe Ratio": 0.14973565653876597, "Sortino Ratio": 0.2130275162300269, "Calmar Ratio": -0.011538882792932302, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.88501391758692, "% In Market": 37.41699867197875, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6159060160652055, "Sub1_Sortino": 1.316491169314558, "Sub1_Trades": 67, "Sub2_Calmar": -0.22552431460410075, "Sub2_Sortino": -0.501705231816347, "Sub2_Trades": 119, "WFO_Score": -0.292415961908229, "WFO_Min_Fold": -0.9196606301963739, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.359357, -0.919661, 0.357983, 0.192529, -0.733573]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.783079251486297, "OOS_Sortino Ratio": 2.682773007938682, "OOS_Calmar Ratio": 1.9076044748565009, "OOS_Max Drawdown %": -17.65366665613356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc4e491c4bb39c28112a01335621f6d8f875354278f972ee4e3375f215f2e61f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -210.0, "i_long_exit_activation_threshold": 260.0, "i_long_exit_activation_confirmation_threshold": 361.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "dbce3433904dc13c4f76305f5ccb20a7356ad74f436fd13adc5d5189221f02b4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -13.755710076059046, \"dd_pct\": -38.3029480290321, \"calmar\": -0.35935749350970075, \"cagr_pct\": -13.764451397745308, \"entries\": 31, \"exits\": 32, \"exposure_pct\": 28.63013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.11801524880505647, \"sortino\": -0.1689780296404583}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -42.74986566157399, \"dd_pct\": -46.508168800134364, \"calmar\": -0.9196606301963739, \"cagr_pct\": -42.77173182801091, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 35.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.5281641769236713, \"sortino\": -2.068357365637988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 13.22685133062642, \"dd_pct\": -36.97520759225764, \"calmar\": 0.35798272506661094, \"cagr_pct\": 13.236485573780033, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 62.054794520547944, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5594387041945905, \"sortino\": 0.8349538168574693}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 4.710525270549892, \"dd_pct\": -32.867884678495805, \"calmar\": 0.19252880504906306, \"cagr_pct\": 6.328014561641206, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 46.167883211678834, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3498621091453445, \"sortino\": 0.5058246012215237}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -14.857112823105933, \"dd_pct\": -20.265859844614376, \"calmar\": -0.7335732159507442, \"cagr_pct\": -14.866491980220816, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 31.027397260273972, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5457093315925388, \"sortino\": -0.7970411864432436}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.344108949725968, \"dd_pct\": -20.15245610608154, \"calmar\": -1.9228229654400715, \"cagr_pct\": -38.74960541079658, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 30.629139072847682, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6537946849181346, \"sortino\": -1.9819979527389509}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.548491927121713, \"dd_pct\": -70.88501391758692, \"calmar\": -0.011538882792932302, \"cagr_pct\": -0.8179338673704104, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 37.41699867197875, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14973565653876597, \"sortino\": 0.2130275162300269}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 129.61686831654023, \"dd_pct\": -50.1985021411213, \"calmar\": 0.6159060160652055, \"cagr_pct\": 30.917559466178705, \"entries\": 67, \"exits\": 66, \"exposure_pct\": 33.91748003549246, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9173803432521694, \"sortino\": 1.316491169314558}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -59.30111373871274, \"dd_pct\": -70.88501391758679, \"calmar\": -0.22552431460410075, \"cagr_pct\": -15.986294179465904, \"entries\": 119, \"exits\": 120, \"exposure_pct\": 39.50928381962865, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.3548849234215621, \"sortino\": -0.501705231816347}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.783079251486297, \"dd_pct\": -17.65366665613356, \"calmar\": 1.9076044748565009, \"cagr_pct\": 33.676213510865374, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.35158501440922, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5017383889634341, \"sortino\": 2.682773007938682}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -6.548491927121713, "Sharpe Ratio": 0.14973565653876597, "Sortino Ratio": 0.2130275162300269, "Calmar Ratio": -0.011538882792932302, "P&L/DD Ratio": 0.0, "Max Drawdown %": -70.88501391758692, "% In Market": 37.41699867197875, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6159060160652055, "Sub1_Sortino": 1.316491169314558, "Sub1_Trades": 67, "Sub2_Calmar": -0.22552431460410075, "Sub2_Sortino": -0.501705231816347, "Sub2_Trades": 119, "WFO_Score": -0.292415961908229, "WFO_Min_Fold": -0.9196606301963739, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.359357, -0.919661, 0.357983, 0.192529, -0.733573]", "OOS_Total Trades": 4, "OOS_Total P&L %": 14.783079251486297, "OOS_Sortino Ratio": 2.682773007938682, "OOS_Calmar Ratio": 1.9076044748565009, "OOS_Max Drawdown %": -17.65366665613356, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc4e491c4bb39c28112a01335621f6d8f875354278f972ee4e3375f215f2e61f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 185.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": -10.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "c9393cc3ac5e64c186fa2150c0b2192eee19cdc5c6b55e411bf07e13ae562c70", "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\": 2.9511553178589445, \"dd_pct\": -4.326685731127922, \"calmar\": 0.6825562100745267, \"cagr_pct\": 2.953206214822207, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41851912640975897, \"sortino\": 0.6772001428976956}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.027759334135463, \"dd_pct\": -9.738491639554825, \"calmar\": 0.8332681163472642, \"cagr_pct\": 8.114774584555429, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6610872906996732, \"sortino\": 0.9722823488638733}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 46.573607946130636, \"dd_pct\": -14.016985714921981, \"calmar\": 3.3253939112457007, \"cagr_pct\": 46.61199895041952, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 25.34246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6332483439678374, \"sortino\": 2.6111090538878337}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.38699520630513, \"dd_pct\": -14.016985714922026, \"calmar\": 0.4263336515922505, \"cagr_pct\": 5.975912704159119, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.079681274900398, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6257376893372532, \"sortino\": 0.9880794625220974}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 0.8699833654570721, \"dd_pct\": -1.5028634117313366, \"calmar\": 0.18706182289709494, \"cagr_pct\": 0.2811283693638112, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.15527950310559005, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19791657423919723, \"sortino\": 0.3292595881664798}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.99506475736398, \"dd_pct\": -14.016985714922026, \"calmar\": 0.6801763364459456, \"cagr_pct\": 9.534021991590816, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 8.023872679045093, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7804619157641375, \"sortino\": 1.2318484008222381}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 61.38699520630513, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -14.016985714922026, "% In Market": 5.079681274900398, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c70dd005d99e03957e6106b61d81a251a91e9b24e57e353214086db78862e976", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 184.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": -10.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "0d5d302ab726b108aa2256733f6bb2a687ca4ce736b0551403d01b97aae5dbe1", "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\": 2.9511553178589445, \"dd_pct\": -4.326685731127922, \"calmar\": 0.6825562100745267, \"cagr_pct\": 2.953206214822207, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41851912640975897, \"sortino\": 0.6772001428976956}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.027759334135463, \"dd_pct\": -9.738491639554825, \"calmar\": 0.8332681163472642, \"cagr_pct\": 8.114774584555429, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6610872906996732, \"sortino\": 0.9722823488638733}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 46.573607946130636, \"dd_pct\": -14.016985714921981, \"calmar\": 3.3253939112457007, \"cagr_pct\": 46.61199895041952, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 25.34246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6332483439678374, \"sortino\": 2.6111090538878337}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.38699520630513, \"dd_pct\": -14.016985714922026, \"calmar\": 0.4263336515922505, \"cagr_pct\": 5.975912704159119, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.079681274900398, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6257376893372532, \"sortino\": 0.9880794625220974}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 0.8699833654570721, \"dd_pct\": -1.5028634117313366, \"calmar\": 0.18706182289709494, \"cagr_pct\": 0.2811283693638112, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.15527950310559005, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19791657423919723, \"sortino\": 0.3292595881664798}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.99506475736398, \"dd_pct\": -14.016985714922026, \"calmar\": 0.6801763364459456, \"cagr_pct\": 9.534021991590816, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 8.023872679045093, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7804619157641375, \"sortino\": 1.2318484008222381}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 61.38699520630513, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -14.016985714922026, "% In Market": 5.079681274900398, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c70dd005d99e03957e6106b61d81a251a91e9b24e57e353214086db78862e976", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 184.95, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": -10.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "91b2116261d61f5320b253bc573b832aa7aaa4b784237e542240cd879c8f8ccd", "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\": 2.9511553178589445, \"dd_pct\": -4.326685731127922, \"calmar\": 0.6825562100745267, \"cagr_pct\": 2.953206214822207, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41851912640975897, \"sortino\": 0.6772001428976956}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.027759334135463, \"dd_pct\": -9.738491639554825, \"calmar\": 0.8332681163472642, \"cagr_pct\": 8.114774584555429, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6610872906996732, \"sortino\": 0.9722823488638733}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 46.573607946130636, \"dd_pct\": -14.016985714921981, \"calmar\": 3.3253939112457007, \"cagr_pct\": 46.61199895041952, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 25.34246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6332483439678374, \"sortino\": 2.6111090538878337}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.38699520630513, \"dd_pct\": -14.016985714922026, \"calmar\": 0.4263336515922505, \"cagr_pct\": 5.975912704159119, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.079681274900398, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6257376893372532, \"sortino\": 0.9880794625220974}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 0.8699833654570721, \"dd_pct\": -1.5028634117313366, \"calmar\": 0.18706182289709494, \"cagr_pct\": 0.2811283693638112, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.15527950310559005, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19791657423919723, \"sortino\": 0.3292595881664798}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.99506475736398, \"dd_pct\": -14.016985714922026, \"calmar\": 0.6801763364459456, \"cagr_pct\": 9.534021991590816, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 8.023872679045093, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7804619157641375, \"sortino\": 1.2318484008222381}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 61.38699520630513, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -14.016985714922026, "% In Market": 5.079681274900398, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c70dd005d99e03957e6106b61d81a251a91e9b24e57e353214086db78862e976", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 185.05, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": -10.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "e1a9d77b81d8c4686b8a01da601217986fe89bc65f761e62d6e6c7aab633e90f", "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\": 2.9511553178589445, \"dd_pct\": -4.326685731127922, \"calmar\": 0.6825562100745267, \"cagr_pct\": 2.953206214822207, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41851912640975897, \"sortino\": 0.6772001428976956}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.027759334135463, \"dd_pct\": -9.738491639554825, \"calmar\": 0.8332681163472642, \"cagr_pct\": 8.114774584555429, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6610872906996732, \"sortino\": 0.9722823488638733}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 46.573607946130636, \"dd_pct\": -14.016985714921981, \"calmar\": 3.3253939112457007, \"cagr_pct\": 46.61199895041952, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 25.34246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6332483439678374, \"sortino\": 2.6111090538878337}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.38699520630513, \"dd_pct\": -14.016985714922026, \"calmar\": 0.4263336515922505, \"cagr_pct\": 5.975912704159119, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.079681274900398, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6257376893372532, \"sortino\": 0.9880794625220974}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 0.8699833654570721, \"dd_pct\": -1.5028634117313366, \"calmar\": 0.18706182289709494, \"cagr_pct\": 0.2811283693638112, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.15527950310559005, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19791657423919723, \"sortino\": 0.3292595881664798}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.99506475736398, \"dd_pct\": -14.016985714922026, \"calmar\": 0.6801763364459456, \"cagr_pct\": 9.534021991590816, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 8.023872679045093, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7804619157641375, \"sortino\": 1.2318484008222381}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 61.38699520630513, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -14.016985714922026, "% In Market": 5.079681274900398, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c70dd005d99e03957e6106b61d81a251a91e9b24e57e353214086db78862e976", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 186.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": -10.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "583ae37792c965c8fa612c49e7689afd3b9a4723870e5b08d209321e11ebcdf7", "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\": 2.9511553178589445, \"dd_pct\": -4.326685731127922, \"calmar\": 0.6825562100745267, \"cagr_pct\": 2.953206214822207, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41851912640975897, \"sortino\": 0.6772001428976956}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.027759334135463, \"dd_pct\": -9.738491639554825, \"calmar\": 0.8332681163472642, \"cagr_pct\": 8.114774584555429, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6610872906996732, \"sortino\": 0.9722823488638733}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 46.573607946130636, \"dd_pct\": -14.016985714921981, \"calmar\": 3.3253939112457007, \"cagr_pct\": 46.61199895041952, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 25.34246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6332483439678374, \"sortino\": 2.6111090538878337}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.38699520630513, \"dd_pct\": -14.016985714922026, \"calmar\": 0.4263336515922505, \"cagr_pct\": 5.975912704159119, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.079681274900398, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6257376893372532, \"sortino\": 0.9880794625220974}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 0.8699833654570721, \"dd_pct\": -1.5028634117313366, \"calmar\": 0.18706182289709494, \"cagr_pct\": 0.2811283693638112, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.15527950310559005, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19791657423919723, \"sortino\": 0.3292595881664798}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.99506475736398, \"dd_pct\": -14.016985714922026, \"calmar\": 0.6801763364459456, \"cagr_pct\": 9.534021991590816, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 8.023872679045093, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7804619157641375, \"sortino\": 1.2318484008222381}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 61.38699520630513, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -14.016985714922026, "% In Market": 5.079681274900398, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c70dd005d99e03957e6106b61d81a251a91e9b24e57e353214086db78862e976", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 185.0, "i_long_exit_activation_threshold": -81.0, "i_long_exit_activation_confirmation_threshold": -10.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "5d91f236f3929a27cef0f0cbad923ba19e323d5dd9223bac6460fc2fc837b33a", "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\": 2.9511553178589445, \"dd_pct\": -4.326685731127922, \"calmar\": 0.6825562100745267, \"cagr_pct\": 2.953206214822207, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41851912640975897, \"sortino\": 0.6772001428976956}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.027759334135463, \"dd_pct\": -9.738491639554825, \"calmar\": 0.8332681163472642, \"cagr_pct\": 8.114774584555429, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6610872906996732, \"sortino\": 0.9722823488638733}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 46.573607946130636, \"dd_pct\": -14.016985714921981, \"calmar\": 3.3253939112457007, \"cagr_pct\": 46.61199895041952, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 25.34246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6332483439678374, \"sortino\": 2.6111090538878337}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.38699520630513, \"dd_pct\": -14.016985714922026, \"calmar\": 0.4263336515922505, \"cagr_pct\": 5.975912704159119, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.079681274900398, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6257376893372532, \"sortino\": 0.9880794625220974}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 0.8699833654570721, \"dd_pct\": -1.5028634117313366, \"calmar\": 0.18706182289709494, \"cagr_pct\": 0.2811283693638112, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.15527950310559005, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19791657423919723, \"sortino\": 0.3292595881664798}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.99506475736398, \"dd_pct\": -14.016985714922026, \"calmar\": 0.6801763364459456, \"cagr_pct\": 9.534021991590816, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 8.023872679045093, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7804619157641375, \"sortino\": 1.2318484008222381}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 61.38699520630513, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -14.016985714922026, "% In Market": 5.079681274900398, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c70dd005d99e03957e6106b61d81a251a91e9b24e57e353214086db78862e976", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 185.0, "i_long_exit_activation_threshold": -80.05, "i_long_exit_activation_confirmation_threshold": -10.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "c49546c56493a3ab2ff092ea000691e842476be95d226f3ce0814b5fa70c9277", "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\": 2.9511553178589445, \"dd_pct\": -4.326685731127922, \"calmar\": 0.6825562100745267, \"cagr_pct\": 2.953206214822207, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41851912640975897, \"sortino\": 0.6772001428976956}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.027759334135463, \"dd_pct\": -9.738491639554825, \"calmar\": 0.8332681163472642, \"cagr_pct\": 8.114774584555429, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6610872906996732, \"sortino\": 0.9722823488638733}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 46.573607946130636, \"dd_pct\": -14.016985714921981, \"calmar\": 3.3253939112457007, \"cagr_pct\": 46.61199895041952, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 25.34246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6332483439678374, \"sortino\": 2.6111090538878337}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.38699520630513, \"dd_pct\": -14.016985714922026, \"calmar\": 0.4263336515922505, \"cagr_pct\": 5.975912704159119, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.079681274900398, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6257376893372532, \"sortino\": 0.9880794625220974}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 0.8699833654570721, \"dd_pct\": -1.5028634117313366, \"calmar\": 0.18706182289709494, \"cagr_pct\": 0.2811283693638112, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.15527950310559005, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19791657423919723, \"sortino\": 0.3292595881664798}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.99506475736398, \"dd_pct\": -14.016985714922026, \"calmar\": 0.6801763364459456, \"cagr_pct\": 9.534021991590816, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 8.023872679045093, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7804619157641375, \"sortino\": 1.2318484008222381}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 61.38699520630513, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -14.016985714922026, "% In Market": 5.079681274900398, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c70dd005d99e03957e6106b61d81a251a91e9b24e57e353214086db78862e976", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 185.0, "i_long_exit_activation_threshold": -79.95, "i_long_exit_activation_confirmation_threshold": -10.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "2d7e7e6a1cf7cd83cfce4b071f77c29ece74634a5cac7e2f2563d3ab4db9e765", "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\": 2.9511553178589445, \"dd_pct\": -4.326685731127922, \"calmar\": 0.6825562100745267, \"cagr_pct\": 2.953206214822207, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41851912640975897, \"sortino\": 0.6772001428976956}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.027759334135463, \"dd_pct\": -9.738491639554825, \"calmar\": 0.8332681163472642, \"cagr_pct\": 8.114774584555429, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6610872906996732, \"sortino\": 0.9722823488638733}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 46.573607946130636, \"dd_pct\": -14.016985714921981, \"calmar\": 3.3253939112457007, \"cagr_pct\": 46.61199895041952, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 25.34246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6332483439678374, \"sortino\": 2.6111090538878337}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.38699520630513, \"dd_pct\": -14.016985714922026, \"calmar\": 0.4263336515922505, \"cagr_pct\": 5.975912704159119, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.079681274900398, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6257376893372532, \"sortino\": 0.9880794625220974}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 0.8699833654570721, \"dd_pct\": -1.5028634117313366, \"calmar\": 0.18706182289709494, \"cagr_pct\": 0.2811283693638112, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.15527950310559005, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19791657423919723, \"sortino\": 0.3292595881664798}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.99506475736398, \"dd_pct\": -14.016985714922026, \"calmar\": 0.6801763364459456, \"cagr_pct\": 9.534021991590816, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 8.023872679045093, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7804619157641375, \"sortino\": 1.2318484008222381}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 61.38699520630513, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -14.016985714922026, "% In Market": 5.079681274900398, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c70dd005d99e03957e6106b61d81a251a91e9b24e57e353214086db78862e976", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 185.0, "i_long_exit_activation_threshold": -79.0, "i_long_exit_activation_confirmation_threshold": -10.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "d3932394007f2f428bf9387466a8f67da45bf1b36999a04bf539489f144361fb", "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\": 2.9511553178589445, \"dd_pct\": -4.326685731127922, \"calmar\": 0.6825562100745267, \"cagr_pct\": 2.953206214822207, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41851912640975897, \"sortino\": 0.6772001428976956}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.027759334135463, \"dd_pct\": -9.738491639554825, \"calmar\": 0.8332681163472642, \"cagr_pct\": 8.114774584555429, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6610872906996732, \"sortino\": 0.9722823488638733}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 46.573607946130636, \"dd_pct\": -14.016985714921981, \"calmar\": 3.3253939112457007, \"cagr_pct\": 46.61199895041952, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 25.34246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6332483439678374, \"sortino\": 2.6111090538878337}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.38699520630513, \"dd_pct\": -14.016985714922026, \"calmar\": 0.4263336515922505, \"cagr_pct\": 5.975912704159119, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.079681274900398, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6257376893372532, \"sortino\": 0.9880794625220974}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 0.8699833654570721, \"dd_pct\": -1.5028634117313366, \"calmar\": 0.18706182289709494, \"cagr_pct\": 0.2811283693638112, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.15527950310559005, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19791657423919723, \"sortino\": 0.3292595881664798}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.99506475736398, \"dd_pct\": -14.016985714922026, \"calmar\": 0.6801763364459456, \"cagr_pct\": 9.534021991590816, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 8.023872679045093, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7804619157641375, \"sortino\": 1.2318484008222381}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 61.38699520630513, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -14.016985714922026, "% In Market": 5.079681274900398, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c70dd005d99e03957e6106b61d81a251a91e9b24e57e353214086db78862e976", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 185.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": -11.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "d38280737def7329e615b21e57bedcec71f11619a248efb763b3906c79769756", "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\": 2.9511553178589445, \"dd_pct\": -4.326685731127922, \"calmar\": 0.6825562100745267, \"cagr_pct\": 2.953206214822207, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41851912640975897, \"sortino\": 0.6772001428976956}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.027759334135463, \"dd_pct\": -9.738491639554825, \"calmar\": 0.8332681163472642, \"cagr_pct\": 8.114774584555429, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6610872906996732, \"sortino\": 0.9722823488638733}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 46.573607946130636, \"dd_pct\": -14.016985714921981, \"calmar\": 3.3253939112457007, \"cagr_pct\": 46.61199895041952, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 25.34246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6332483439678374, \"sortino\": 2.6111090538878337}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.38699520630513, \"dd_pct\": -14.016985714922026, \"calmar\": 0.4263336515922505, \"cagr_pct\": 5.975912704159119, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.079681274900398, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6257376893372532, \"sortino\": 0.9880794625220974}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 0.8699833654570721, \"dd_pct\": -1.5028634117313366, \"calmar\": 0.18706182289709494, \"cagr_pct\": 0.2811283693638112, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.15527950310559005, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19791657423919723, \"sortino\": 0.3292595881664798}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.99506475736398, \"dd_pct\": -14.016985714922026, \"calmar\": 0.6801763364459456, \"cagr_pct\": 9.534021991590816, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 8.023872679045093, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7804619157641375, \"sortino\": 1.2318484008222381}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 61.38699520630513, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -14.016985714922026, "% In Market": 5.079681274900398, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c70dd005d99e03957e6106b61d81a251a91e9b24e57e353214086db78862e976", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 185.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": -10.05, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "cf0f902b020d26fe5fead20ee5bda580186340da8bb6f76024ea398838b0f0fc", "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\": 2.9511553178589445, \"dd_pct\": -4.326685731127922, \"calmar\": 0.6825562100745267, \"cagr_pct\": 2.953206214822207, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41851912640975897, \"sortino\": 0.6772001428976956}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.027759334135463, \"dd_pct\": -9.738491639554825, \"calmar\": 0.8332681163472642, \"cagr_pct\": 8.114774584555429, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6610872906996732, \"sortino\": 0.9722823488638733}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 46.573607946130636, \"dd_pct\": -14.016985714921981, \"calmar\": 3.3253939112457007, \"cagr_pct\": 46.61199895041952, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 25.34246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6332483439678374, \"sortino\": 2.6111090538878337}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.38699520630513, \"dd_pct\": -14.016985714922026, \"calmar\": 0.4263336515922505, \"cagr_pct\": 5.975912704159119, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.079681274900398, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6257376893372532, \"sortino\": 0.9880794625220974}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 0.8699833654570721, \"dd_pct\": -1.5028634117313366, \"calmar\": 0.18706182289709494, \"cagr_pct\": 0.2811283693638112, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.15527950310559005, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19791657423919723, \"sortino\": 0.3292595881664798}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.99506475736398, \"dd_pct\": -14.016985714922026, \"calmar\": 0.6801763364459456, \"cagr_pct\": 9.534021991590816, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 8.023872679045093, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7804619157641375, \"sortino\": 1.2318484008222381}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 61.38699520630513, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -14.016985714922026, "% In Market": 5.079681274900398, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c70dd005d99e03957e6106b61d81a251a91e9b24e57e353214086db78862e976", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 185.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": -9.95, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "3230feb23bae891e00160d644d1af1fe7b3a5ad11d262b1ce29d29885bf1a4eb", "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\": 2.9511553178589445, \"dd_pct\": -4.326685731127922, \"calmar\": 0.6825562100745267, \"cagr_pct\": 2.953206214822207, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41851912640975897, \"sortino\": 0.6772001428976956}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.027759334135463, \"dd_pct\": -9.738491639554825, \"calmar\": 0.8332681163472642, \"cagr_pct\": 8.114774584555429, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6610872906996732, \"sortino\": 0.9722823488638733}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 46.573607946130636, \"dd_pct\": -14.016985714921981, \"calmar\": 3.3253939112457007, \"cagr_pct\": 46.61199895041952, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 25.34246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6332483439678374, \"sortino\": 2.6111090538878337}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.38699520630513, \"dd_pct\": -14.016985714922026, \"calmar\": 0.4263336515922505, \"cagr_pct\": 5.975912704159119, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.079681274900398, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6257376893372532, \"sortino\": 0.9880794625220974}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 0.8699833654570721, \"dd_pct\": -1.5028634117313366, \"calmar\": 0.18706182289709494, \"cagr_pct\": 0.2811283693638112, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.15527950310559005, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19791657423919723, \"sortino\": 0.3292595881664798}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.99506475736398, \"dd_pct\": -14.016985714922026, \"calmar\": 0.6801763364459456, \"cagr_pct\": 9.534021991590816, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 8.023872679045093, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7804619157641375, \"sortino\": 1.2318484008222381}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 61.38699520630513, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -14.016985714922026, "% In Market": 5.079681274900398, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c70dd005d99e03957e6106b61d81a251a91e9b24e57e353214086db78862e976", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 185.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": -9.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "533cb0077344eae7b6906483b58829da12b70eac125daf6dc4d96751dcebd334", "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\": 2.9511553178589445, \"dd_pct\": -4.326685731127922, \"calmar\": 0.6825562100745267, \"cagr_pct\": 2.953206214822207, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 7.465753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41851912640975897, \"sortino\": 0.6772001428976956}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.027759334135463, \"dd_pct\": -9.738491639554825, \"calmar\": 0.8332681163472642, \"cagr_pct\": 8.114774584555429, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6610872906996732, \"sortino\": 0.9722823488638733}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 46.573607946130636, \"dd_pct\": -14.016985714921981, \"calmar\": 3.3253939112457007, \"cagr_pct\": 46.61199895041952, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 25.34246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6332483439678374, \"sortino\": 2.6111090538878337}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.38699520630513, \"dd_pct\": -14.016985714922026, \"calmar\": 0.4263336515922505, \"cagr_pct\": 5.975912704159119, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.079681274900398, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6257376893372532, \"sortino\": 0.9880794625220974}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 0.8699833654570721, \"dd_pct\": -1.5028634117313366, \"calmar\": 0.18706182289709494, \"cagr_pct\": 0.2811283693638112, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.15527950310559005, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19791657423919723, \"sortino\": 0.3292595881664798}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 59.99506475736398, \"dd_pct\": -14.016985714922026, \"calmar\": 0.6801763364459456, \"cagr_pct\": 9.534021991590816, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 8.023872679045093, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7804619157641375, \"sortino\": 1.2318484008222381}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 61.38699520630513, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -14.016985714922026, "% In Market": 5.079681274900398, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c70dd005d99e03957e6106b61d81a251a91e9b24e57e353214086db78862e976", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 40.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": 720.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "bbff58e6aaad04e0fa61c2038f253c923dcdc8a4c802b687881e56e1a27d7b98", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -4.30717648111818, \"dd_pct\": -60.538565252340895, \"calmar\": -0.07119531285110955, \"cagr_pct\": -4.31006209269772, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 83.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3167403567453912, \"sortino\": 0.45074284419817123}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -38.203849889648346, \"dd_pct\": -40.220015168052115, \"calmar\": -0.9503780436447183, \"cagr_pct\": -38.22421933077427, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 31.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2937651176591427, \"sortino\": -1.717021495804592}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 83.05416947420996, \"dd_pct\": -20.802130078094383, \"calmar\": 3.996224946359167, \"cagr_pct\": 83.12999115548914, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 92.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.697200899323046, \"sortino\": 2.621253973698394}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -4.637195868558419, \"dd_pct\": -44.91584089703324, \"calmar\": -0.13655058586117966, \"cagr_pct\": -6.133284388937423, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 73.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08885801056609614, \"sortino\": 0.12275107394163905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.128979696002972, \"dd_pct\": -33.622357368407464, \"calmar\": -0.30145278458531866, \"cagr_pct\": -10.135553253029137, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.15829650486315108, \"sortino\": -0.21949548749397113}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.413485038735757, \"dd_pct\": -41.20832761922587, \"calmar\": -1.4519352705540765, \"cagr_pct\": -59.83182431090174, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.8543046357616, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5996965607285696, \"sortino\": -2.133717191150682}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.34572369175876, \"dd_pct\": -74.77874741153767, \"calmar\": 0.1470160846430177, \"cagr_pct\": 10.993678658953463, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 68.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46041522838464477, \"sortino\": 0.6589298450610517}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 271.4410632005476, \"dd_pct\": -68.28144208864411, \"calmar\": 0.7762223016766312, \"cagr_pct\": 53.00157813984693, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 65.08429458740018, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0289268901228257, \"sortino\": 1.4984862239715173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.37059897059621, \"dd_pct\": -74.77874741153758, \"calmar\": -0.11216220234572402, \"cagr_pct\": -8.387348998332666, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 70.79575596816976, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.059645579575917776, \"sortino\": 0.0841471750169466}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.570589081894127, \"dd_pct\": -27.45854732791565, \"calmar\": 1.4786702263900624, \"cagr_pct\": 40.60213639371128, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.18443804034582, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1294952683231616, \"sortino\": 1.773049216049309}]", "Additional_Threshold_Budget": 0, "Total Trades": 29, "Total P&L %": 136.34572369175876, "Sharpe Ratio": 0.46041522838464477, "Sortino Ratio": 0.6589298450610517, "Calmar Ratio": 0.1470160846430177, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.77874741153767, "% In Market": 68.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.7762223016766312, "Sub1_Sortino": 1.4984862239715173, "Sub1_Trades": 14, "Sub2_Calmar": -0.11216220234572402, "Sub2_Sortino": 0.0841471750169466, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.570589081894127, "OOS_Sortino Ratio": 1.773049216049309, "OOS_Calmar Ratio": 1.4786702263900624, "OOS_Max Drawdown %": -27.45854732791565, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "456b526f972cf5b30ace5385dc40d207d1be191ba177b34c9a4b2f6130c5346f", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 39.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": 720.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "7421123437be21a36ad2f9013b771acdf15aad9ac5da6fb396177c7abc00c3a6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -4.30717648111818, \"dd_pct\": -60.538565252340895, \"calmar\": -0.07119531285110955, \"cagr_pct\": -4.31006209269772, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 83.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3167403567453912, \"sortino\": 0.45074284419817123}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -38.203849889648346, \"dd_pct\": -40.220015168052115, \"calmar\": -0.9503780436447183, \"cagr_pct\": -38.22421933077427, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 31.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2937651176591427, \"sortino\": -1.717021495804592}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 83.05416947420996, \"dd_pct\": -20.802130078094383, \"calmar\": 3.996224946359167, \"cagr_pct\": 83.12999115548914, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 92.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.697200899323046, \"sortino\": 2.621253973698394}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -4.637195868558419, \"dd_pct\": -44.91584089703324, \"calmar\": -0.13655058586117966, \"cagr_pct\": -6.133284388937423, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 73.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08885801056609614, \"sortino\": 0.12275107394163905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.128979696002972, \"dd_pct\": -33.622357368407464, \"calmar\": -0.30145278458531866, \"cagr_pct\": -10.135553253029137, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.15829650486315108, \"sortino\": -0.21949548749397113}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.413485038735757, \"dd_pct\": -41.20832761922587, \"calmar\": -1.4519352705540765, \"cagr_pct\": -59.83182431090174, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.8543046357616, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5996965607285696, \"sortino\": -2.133717191150682}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 70.59685109213676, \"dd_pct\": -77.10520835182089, \"calmar\": 0.08678443404428769, \"cagr_pct\": 6.691531868679661, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 69.15670650730412, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3859151101641595, \"sortino\": 0.5502371942575437}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 168.11010057017808, \"dd_pct\": -77.10520835182089, \"calmar\": 0.48844192503632844, \"cagr_pct\": 37.66141639769059, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 66.41526175687666, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8374939655578462, \"sortino\": 1.2086602792887668}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.37059897059621, \"dd_pct\": -74.77874741153758, \"calmar\": -0.11216220234572402, \"cagr_pct\": -8.387348998332666, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 70.79575596816976, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.059645579575917776, \"sortino\": 0.0841471750169466}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.570589081894127, \"dd_pct\": -27.45854732791565, \"calmar\": 1.4786702263900624, \"cagr_pct\": 40.60213639371128, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.18443804034582, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1294952683231616, \"sortino\": 1.773049216049309}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": 70.59685109213676, "Sharpe Ratio": 0.3859151101641595, "Sortino Ratio": 0.5502371942575437, "Calmar Ratio": 0.08678443404428769, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.10520835182089, "% In Market": 69.15670650730412, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.48844192503632844, "Sub1_Sortino": 1.2086602792887668, "Sub1_Trades": 15, "Sub2_Calmar": -0.11216220234572402, "Sub2_Sortino": 0.0841471750169466, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.570589081894127, "OOS_Sortino Ratio": 1.773049216049309, "OOS_Calmar Ratio": 1.4786702263900624, "OOS_Max Drawdown %": -27.45854732791565, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "456b526f972cf5b30ace5385dc40d207d1be191ba177b34c9a4b2f6130c5346f", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 39.95, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": 720.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "fddf07f26bc8ef7642996a27de5bd5cacb80c79d9c894fe9e4e0659595877b23", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -4.30717648111818, \"dd_pct\": -60.538565252340895, \"calmar\": -0.07119531285110955, \"cagr_pct\": -4.31006209269772, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 83.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3167403567453912, \"sortino\": 0.45074284419817123}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -38.203849889648346, \"dd_pct\": -40.220015168052115, \"calmar\": -0.9503780436447183, \"cagr_pct\": -38.22421933077427, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 31.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2937651176591427, \"sortino\": -1.717021495804592}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 83.05416947420996, \"dd_pct\": -20.802130078094383, \"calmar\": 3.996224946359167, \"cagr_pct\": 83.12999115548914, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 92.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.697200899323046, \"sortino\": 2.621253973698394}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -4.637195868558419, \"dd_pct\": -44.91584089703324, \"calmar\": -0.13655058586117966, \"cagr_pct\": -6.133284388937423, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 73.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08885801056609614, \"sortino\": 0.12275107394163905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.128979696002972, \"dd_pct\": -33.622357368407464, \"calmar\": -0.30145278458531866, \"cagr_pct\": -10.135553253029137, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.15829650486315108, \"sortino\": -0.21949548749397113}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.413485038735757, \"dd_pct\": -41.20832761922587, \"calmar\": -1.4519352705540765, \"cagr_pct\": -59.83182431090174, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.8543046357616, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5996965607285696, \"sortino\": -2.133717191150682}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.34572369175876, \"dd_pct\": -74.77874741153767, \"calmar\": 0.1470160846430177, \"cagr_pct\": 10.993678658953463, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 68.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46041522838464477, \"sortino\": 0.6589298450610517}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 271.4410632005476, \"dd_pct\": -68.28144208864411, \"calmar\": 0.7762223016766312, \"cagr_pct\": 53.00157813984693, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 65.08429458740018, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0289268901228257, \"sortino\": 1.4984862239715173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.37059897059621, \"dd_pct\": -74.77874741153758, \"calmar\": -0.11216220234572402, \"cagr_pct\": -8.387348998332666, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 70.79575596816976, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.059645579575917776, \"sortino\": 0.0841471750169466}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.570589081894127, \"dd_pct\": -27.45854732791565, \"calmar\": 1.4786702263900624, \"cagr_pct\": 40.60213639371128, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.18443804034582, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1294952683231616, \"sortino\": 1.773049216049309}]", "Additional_Threshold_Budget": 0, "Total Trades": 29, "Total P&L %": 136.34572369175876, "Sharpe Ratio": 0.46041522838464477, "Sortino Ratio": 0.6589298450610517, "Calmar Ratio": 0.1470160846430177, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.77874741153767, "% In Market": 68.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.7762223016766312, "Sub1_Sortino": 1.4984862239715173, "Sub1_Trades": 14, "Sub2_Calmar": -0.11216220234572402, "Sub2_Sortino": 0.0841471750169466, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.570589081894127, "OOS_Sortino Ratio": 1.773049216049309, "OOS_Calmar Ratio": 1.4786702263900624, "OOS_Max Drawdown %": -27.45854732791565, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "456b526f972cf5b30ace5385dc40d207d1be191ba177b34c9a4b2f6130c5346f", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 40.05, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": 720.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "84644a6aaec8cb30bed1fccc330618673813bfe5a285e7f07406d53af67ae76f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -4.30717648111818, \"dd_pct\": -60.538565252340895, \"calmar\": -0.07119531285110955, \"cagr_pct\": -4.31006209269772, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 83.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3167403567453912, \"sortino\": 0.45074284419817123}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -38.203849889648346, \"dd_pct\": -40.220015168052115, \"calmar\": -0.9503780436447183, \"cagr_pct\": -38.22421933077427, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 31.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2937651176591427, \"sortino\": -1.717021495804592}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 83.05416947420996, \"dd_pct\": -20.802130078094383, \"calmar\": 3.996224946359167, \"cagr_pct\": 83.12999115548914, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 92.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.697200899323046, \"sortino\": 2.621253973698394}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -4.637195868558419, \"dd_pct\": -44.91584089703324, \"calmar\": -0.13655058586117966, \"cagr_pct\": -6.133284388937423, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 73.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08885801056609614, \"sortino\": 0.12275107394163905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.128979696002972, \"dd_pct\": -33.622357368407464, \"calmar\": -0.30145278458531866, \"cagr_pct\": -10.135553253029137, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.15829650486315108, \"sortino\": -0.21949548749397113}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.413485038735757, \"dd_pct\": -41.20832761922587, \"calmar\": -1.4519352705540765, \"cagr_pct\": -59.83182431090174, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.8543046357616, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5996965607285696, \"sortino\": -2.133717191150682}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.34572369175876, \"dd_pct\": -74.77874741153767, \"calmar\": 0.1470160846430177, \"cagr_pct\": 10.993678658953463, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 68.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46041522838464477, \"sortino\": 0.6589298450610517}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 271.4410632005476, \"dd_pct\": -68.28144208864411, \"calmar\": 0.7762223016766312, \"cagr_pct\": 53.00157813984693, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 65.08429458740018, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0289268901228257, \"sortino\": 1.4984862239715173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.37059897059621, \"dd_pct\": -74.77874741153758, \"calmar\": -0.11216220234572402, \"cagr_pct\": -8.387348998332666, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 70.79575596816976, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.059645579575917776, \"sortino\": 0.0841471750169466}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.570589081894127, \"dd_pct\": -27.45854732791565, \"calmar\": 1.4786702263900624, \"cagr_pct\": 40.60213639371128, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.18443804034582, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1294952683231616, \"sortino\": 1.773049216049309}]", "Additional_Threshold_Budget": 0, "Total Trades": 29, "Total P&L %": 136.34572369175876, "Sharpe Ratio": 0.46041522838464477, "Sortino Ratio": 0.6589298450610517, "Calmar Ratio": 0.1470160846430177, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.77874741153767, "% In Market": 68.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.7762223016766312, "Sub1_Sortino": 1.4984862239715173, "Sub1_Trades": 14, "Sub2_Calmar": -0.11216220234572402, "Sub2_Sortino": 0.0841471750169466, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.570589081894127, "OOS_Sortino Ratio": 1.773049216049309, "OOS_Calmar Ratio": 1.4786702263900624, "OOS_Max Drawdown %": -27.45854732791565, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "456b526f972cf5b30ace5385dc40d207d1be191ba177b34c9a4b2f6130c5346f", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 41.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": 720.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "26cdf02126606b2c70fbbd49ce54f4688b8bc7d586c5cd526b6895f60883ea66", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -12.314611815304733, \"dd_pct\": -61.23880781462081, \"calmar\": -0.20122050837322317, \"cagr_pct\": -12.322504040628111, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 72.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.174327754116004, \"sortino\": 0.24716661525977895}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -38.203849889648346, \"dd_pct\": -40.220015168052115, \"calmar\": -0.9503780436447183, \"cagr_pct\": -38.22421933077427, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 31.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2937651176591427, \"sortino\": -1.717021495804592}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 83.05416947420996, \"dd_pct\": -20.802130078094383, \"calmar\": 3.996224946359167, \"cagr_pct\": 83.12999115548914, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 92.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.697200899323046, \"sortino\": 2.621253973698394}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -4.637195868558419, \"dd_pct\": -44.91584089703324, \"calmar\": -0.13655058586117966, \"cagr_pct\": -6.133284388937423, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 73.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08885801056609614, \"sortino\": 0.12275107394163905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.128979696002972, \"dd_pct\": -33.622357368407464, \"calmar\": -0.30145278458531866, \"cagr_pct\": -10.135553253029137, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.15829650486315108, \"sortino\": -0.21949548749397113}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.413485038735757, \"dd_pct\": -41.20832761922587, \"calmar\": -1.4519352705540765, \"cagr_pct\": -59.83182431090174, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.8543046357616, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5996965607285696, \"sortino\": -2.133717191150682}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 116.56865965100778, \"dd_pct\": -76.88922489274019, \"calmar\": 0.12776403096693958, \"cagr_pct\": 9.82367731022004, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 67.32237715803453, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4390746564288182, \"sortino\": 0.6279212706020526}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 271.4410632005476, \"dd_pct\": -68.28144208864411, \"calmar\": 0.7762223016766312, \"cagr_pct\": 53.00157813984693, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 65.08429458740018, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0289268901228257, \"sortino\": 1.4984862239715173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -41.695014066315515, \"dd_pct\": -76.88922489274023, \"calmar\": -0.12908902583216092, \"cagr_pct\": -9.925555138393772, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 68.66047745358091, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.014600266715481086, \"sortino\": 0.02055675252561189}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.570589081894127, \"dd_pct\": -27.45854732791565, \"calmar\": 1.4786702263900624, \"cagr_pct\": 40.60213639371128, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.18443804034582, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1294952683231616, \"sortino\": 1.773049216049309}]", "Additional_Threshold_Budget": 0, "Total Trades": 29, "Total P&L %": 116.56865965100778, "Sharpe Ratio": 0.4390746564288182, "Sortino Ratio": 0.6279212706020526, "Calmar Ratio": 0.12776403096693958, "P&L/DD Ratio": 0.0, "Max Drawdown %": -76.88922489274019, "% In Market": 67.32237715803453, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.7762223016766312, "Sub1_Sortino": 1.4984862239715173, "Sub1_Trades": 14, "Sub2_Calmar": -0.12908902583216092, "Sub2_Sortino": 0.02055675252561189, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.570589081894127, "OOS_Sortino Ratio": 1.773049216049309, "OOS_Calmar Ratio": 1.4786702263900624, "OOS_Max Drawdown %": -27.45854732791565, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "456b526f972cf5b30ace5385dc40d207d1be191ba177b34c9a4b2f6130c5346f", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 40.0, "i_long_exit_activation_threshold": 319.0, "i_long_exit_activation_confirmation_threshold": 720.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "f94fdff2cc322988168d6747cf28271d2fa5c53aa59d8e7e21e828fae37d64b6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -4.30717648111818, \"dd_pct\": -60.538565252340895, \"calmar\": -0.07119531285110955, \"cagr_pct\": -4.31006209269772, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 83.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3167403567453912, \"sortino\": 0.45074284419817123}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -38.203849889648346, \"dd_pct\": -40.220015168052115, \"calmar\": -0.9503780436447183, \"cagr_pct\": -38.22421933077427, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 31.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2937651176591427, \"sortino\": -1.717021495804592}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 83.05416947420996, \"dd_pct\": -20.802130078094383, \"calmar\": 3.996224946359167, \"cagr_pct\": 83.12999115548914, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 92.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.697200899323046, \"sortino\": 2.621253973698394}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -4.637195868558419, \"dd_pct\": -44.91584089703324, \"calmar\": -0.13655058586117966, \"cagr_pct\": -6.133284388937423, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 73.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08885801056609614, \"sortino\": 0.12275107394163905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.128979696002972, \"dd_pct\": -33.622357368407464, \"calmar\": -0.30145278458531866, \"cagr_pct\": -10.135553253029137, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.15829650486315108, \"sortino\": -0.21949548749397113}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.413485038735757, \"dd_pct\": -41.20832761922587, \"calmar\": -1.4519352705540765, \"cagr_pct\": -59.83182431090174, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.8543046357616, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5996965607285696, \"sortino\": -2.133717191150682}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.34572369175876, \"dd_pct\": -74.77874741153767, \"calmar\": 0.1470160846430177, \"cagr_pct\": 10.993678658953463, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 68.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46041522838464477, \"sortino\": 0.6589298450610517}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 271.4410632005476, \"dd_pct\": -68.28144208864411, \"calmar\": 0.7762223016766312, \"cagr_pct\": 53.00157813984693, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 65.08429458740018, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0289268901228257, \"sortino\": 1.4984862239715173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.37059897059621, \"dd_pct\": -74.77874741153758, \"calmar\": -0.11216220234572402, \"cagr_pct\": -8.387348998332666, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 70.79575596816976, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.059645579575917776, \"sortino\": 0.0841471750169466}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.570589081894127, \"dd_pct\": -27.45854732791565, \"calmar\": 1.4786702263900624, \"cagr_pct\": 40.60213639371128, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.18443804034582, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1294952683231616, \"sortino\": 1.773049216049309}]", "Additional_Threshold_Budget": 0, "Total Trades": 29, "Total P&L %": 136.34572369175876, "Sharpe Ratio": 0.46041522838464477, "Sortino Ratio": 0.6589298450610517, "Calmar Ratio": 0.1470160846430177, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.77874741153767, "% In Market": 68.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.7762223016766312, "Sub1_Sortino": 1.4984862239715173, "Sub1_Trades": 14, "Sub2_Calmar": -0.11216220234572402, "Sub2_Sortino": 0.0841471750169466, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.570589081894127, "OOS_Sortino Ratio": 1.773049216049309, "OOS_Calmar Ratio": 1.4786702263900624, "OOS_Max Drawdown %": -27.45854732791565, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "456b526f972cf5b30ace5385dc40d207d1be191ba177b34c9a4b2f6130c5346f", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 40.0, "i_long_exit_activation_threshold": 319.95, "i_long_exit_activation_confirmation_threshold": 720.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "de7538d900e9ea2a46fdeba09e30bc9863abed2e1f79a52cf96c5d259f27af47", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -4.30717648111818, \"dd_pct\": -60.538565252340895, \"calmar\": -0.07119531285110955, \"cagr_pct\": -4.31006209269772, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 83.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3167403567453912, \"sortino\": 0.45074284419817123}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -38.203849889648346, \"dd_pct\": -40.220015168052115, \"calmar\": -0.9503780436447183, \"cagr_pct\": -38.22421933077427, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 31.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2937651176591427, \"sortino\": -1.717021495804592}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 83.05416947420996, \"dd_pct\": -20.802130078094383, \"calmar\": 3.996224946359167, \"cagr_pct\": 83.12999115548914, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 92.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.697200899323046, \"sortino\": 2.621253973698394}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -4.637195868558419, \"dd_pct\": -44.91584089703324, \"calmar\": -0.13655058586117966, \"cagr_pct\": -6.133284388937423, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 73.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08885801056609614, \"sortino\": 0.12275107394163905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.128979696002972, \"dd_pct\": -33.622357368407464, \"calmar\": -0.30145278458531866, \"cagr_pct\": -10.135553253029137, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.15829650486315108, \"sortino\": -0.21949548749397113}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.413485038735757, \"dd_pct\": -41.20832761922587, \"calmar\": -1.4519352705540765, \"cagr_pct\": -59.83182431090174, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.8543046357616, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5996965607285696, \"sortino\": -2.133717191150682}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.34572369175876, \"dd_pct\": -74.77874741153767, \"calmar\": 0.1470160846430177, \"cagr_pct\": 10.993678658953463, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 68.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46041522838464477, \"sortino\": 0.6589298450610517}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 271.4410632005476, \"dd_pct\": -68.28144208864411, \"calmar\": 0.7762223016766312, \"cagr_pct\": 53.00157813984693, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 65.08429458740018, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0289268901228257, \"sortino\": 1.4984862239715173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.37059897059621, \"dd_pct\": -74.77874741153758, \"calmar\": -0.11216220234572402, \"cagr_pct\": -8.387348998332666, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 70.79575596816976, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.059645579575917776, \"sortino\": 0.0841471750169466}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.570589081894127, \"dd_pct\": -27.45854732791565, \"calmar\": 1.4786702263900624, \"cagr_pct\": 40.60213639371128, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.18443804034582, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1294952683231616, \"sortino\": 1.773049216049309}]", "Additional_Threshold_Budget": 0, "Total Trades": 29, "Total P&L %": 136.34572369175876, "Sharpe Ratio": 0.46041522838464477, "Sortino Ratio": 0.6589298450610517, "Calmar Ratio": 0.1470160846430177, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.77874741153767, "% In Market": 68.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.7762223016766312, "Sub1_Sortino": 1.4984862239715173, "Sub1_Trades": 14, "Sub2_Calmar": -0.11216220234572402, "Sub2_Sortino": 0.0841471750169466, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.570589081894127, "OOS_Sortino Ratio": 1.773049216049309, "OOS_Calmar Ratio": 1.4786702263900624, "OOS_Max Drawdown %": -27.45854732791565, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "456b526f972cf5b30ace5385dc40d207d1be191ba177b34c9a4b2f6130c5346f", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 40.0, "i_long_exit_activation_threshold": 320.05, "i_long_exit_activation_confirmation_threshold": 720.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "ccf16265eb20c44ff35e761e8cb8e1c720b56262a66651087d7e7a3bf78894a8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -4.30717648111818, \"dd_pct\": -60.538565252340895, \"calmar\": -0.07119531285110955, \"cagr_pct\": -4.31006209269772, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 83.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3167403567453912, \"sortino\": 0.45074284419817123}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -38.203849889648346, \"dd_pct\": -40.220015168052115, \"calmar\": -0.9503780436447183, \"cagr_pct\": -38.22421933077427, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 31.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2937651176591427, \"sortino\": -1.717021495804592}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 83.05416947420996, \"dd_pct\": -20.802130078094383, \"calmar\": 3.996224946359167, \"cagr_pct\": 83.12999115548914, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 92.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.697200899323046, \"sortino\": 2.621253973698394}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -4.637195868558419, \"dd_pct\": -44.91584089703324, \"calmar\": -0.13655058586117966, \"cagr_pct\": -6.133284388937423, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 73.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08885801056609614, \"sortino\": 0.12275107394163905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.128979696002972, \"dd_pct\": -33.622357368407464, \"calmar\": -0.30145278458531866, \"cagr_pct\": -10.135553253029137, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.15829650486315108, \"sortino\": -0.21949548749397113}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.413485038735757, \"dd_pct\": -41.20832761922587, \"calmar\": -1.4519352705540765, \"cagr_pct\": -59.83182431090174, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.8543046357616, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5996965607285696, \"sortino\": -2.133717191150682}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.34572369175876, \"dd_pct\": -74.77874741153767, \"calmar\": 0.1470160846430177, \"cagr_pct\": 10.993678658953463, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 68.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46041522838464477, \"sortino\": 0.6589298450610517}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 271.4410632005476, \"dd_pct\": -68.28144208864411, \"calmar\": 0.7762223016766312, \"cagr_pct\": 53.00157813984693, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 65.08429458740018, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0289268901228257, \"sortino\": 1.4984862239715173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.37059897059621, \"dd_pct\": -74.77874741153758, \"calmar\": -0.11216220234572402, \"cagr_pct\": -8.387348998332666, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 70.79575596816976, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.059645579575917776, \"sortino\": 0.0841471750169466}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.570589081894127, \"dd_pct\": -27.45854732791565, \"calmar\": 1.4786702263900624, \"cagr_pct\": 40.60213639371128, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.18443804034582, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1294952683231616, \"sortino\": 1.773049216049309}]", "Additional_Threshold_Budget": 0, "Total Trades": 29, "Total P&L %": 136.34572369175876, "Sharpe Ratio": 0.46041522838464477, "Sortino Ratio": 0.6589298450610517, "Calmar Ratio": 0.1470160846430177, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.77874741153767, "% In Market": 68.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.7762223016766312, "Sub1_Sortino": 1.4984862239715173, "Sub1_Trades": 14, "Sub2_Calmar": -0.11216220234572402, "Sub2_Sortino": 0.0841471750169466, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.570589081894127, "OOS_Sortino Ratio": 1.773049216049309, "OOS_Calmar Ratio": 1.4786702263900624, "OOS_Max Drawdown %": -27.45854732791565, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "456b526f972cf5b30ace5385dc40d207d1be191ba177b34c9a4b2f6130c5346f", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 40.0, "i_long_exit_activation_threshold": 321.0, "i_long_exit_activation_confirmation_threshold": 720.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "9b52263d6641f43b72606f17e5f41d2c11bc5be952f9046314ebdd686ec846c8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -4.30717648111818, \"dd_pct\": -60.538565252340895, \"calmar\": -0.07119531285110955, \"cagr_pct\": -4.31006209269772, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 83.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3167403567453912, \"sortino\": 0.45074284419817123}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -38.203849889648346, \"dd_pct\": -40.220015168052115, \"calmar\": -0.9503780436447183, \"cagr_pct\": -38.22421933077427, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 31.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2937651176591427, \"sortino\": -1.717021495804592}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 83.05416947420996, \"dd_pct\": -20.802130078094383, \"calmar\": 3.996224946359167, \"cagr_pct\": 83.12999115548914, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 92.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.697200899323046, \"sortino\": 2.621253973698394}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -4.637195868558419, \"dd_pct\": -44.91584089703324, \"calmar\": -0.13655058586117966, \"cagr_pct\": -6.133284388937423, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 73.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08885801056609614, \"sortino\": 0.12275107394163905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.128979696002972, \"dd_pct\": -33.622357368407464, \"calmar\": -0.30145278458531866, \"cagr_pct\": -10.135553253029137, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.15829650486315108, \"sortino\": -0.21949548749397113}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.413485038735757, \"dd_pct\": -41.20832761922587, \"calmar\": -1.4519352705540765, \"cagr_pct\": -59.83182431090174, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.8543046357616, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5996965607285696, \"sortino\": -2.133717191150682}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.51760515505373, \"dd_pct\": -74.77874741153772, \"calmar\": 0.14330572278346848, \"cagr_pct\": 10.716222446652836, \"entries\": 28, \"exits\": 27, \"exposure_pct\": 68.72509960159363, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.45563466042005185, \"sortino\": 0.6517923258514087}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 263.8531895783017, \"dd_pct\": -68.28144208864411, \"calmar\": 0.7612836244185732, \"cagr_pct\": 51.981543713769895, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 65.26175687666371, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0165779093112621, \"sortino\": 1.4789118904342198}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.37059897059621, \"dd_pct\": -74.77874741153758, \"calmar\": -0.11216220234572402, \"cagr_pct\": -8.387348998332666, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 70.79575596816976, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.059645579575917776, \"sortino\": 0.0841471750169466}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.570589081894127, \"dd_pct\": -27.45854732791565, \"calmar\": 1.4786702263900624, \"cagr_pct\": 40.60213639371128, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.18443804034582, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1294952683231616, \"sortino\": 1.773049216049309}]", "Additional_Threshold_Budget": 0, "Total Trades": 28, "Total P&L %": 131.51760515505373, "Sharpe Ratio": 0.45563466042005185, "Sortino Ratio": 0.6517923258514087, "Calmar Ratio": 0.14330572278346848, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.77874741153772, "% In Market": 68.72509960159363, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.7612836244185732, "Sub1_Sortino": 1.4789118904342198, "Sub1_Trades": 13, "Sub2_Calmar": -0.11216220234572402, "Sub2_Sortino": 0.0841471750169466, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.570589081894127, "OOS_Sortino Ratio": 1.773049216049309, "OOS_Calmar Ratio": 1.4786702263900624, "OOS_Max Drawdown %": -27.45854732791565, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "456b526f972cf5b30ace5385dc40d207d1be191ba177b34c9a4b2f6130c5346f", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 40.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": 719.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "f5360cf158619197b868479d70bc095fc253333daf5650d03069b7d57a279f71", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -4.30717648111818, \"dd_pct\": -60.538565252340895, \"calmar\": -0.07119531285110955, \"cagr_pct\": -4.31006209269772, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 83.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3167403567453912, \"sortino\": 0.45074284419817123}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -38.203849889648346, \"dd_pct\": -40.220015168052115, \"calmar\": -0.9503780436447183, \"cagr_pct\": -38.22421933077427, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 31.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2937651176591427, \"sortino\": -1.717021495804592}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 83.05416947420996, \"dd_pct\": -20.802130078094383, \"calmar\": 3.996224946359167, \"cagr_pct\": 83.12999115548914, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 92.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.697200899323046, \"sortino\": 2.621253973698394}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -4.637195868558419, \"dd_pct\": -44.91584089703324, \"calmar\": -0.13655058586117966, \"cagr_pct\": -6.133284388937423, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 73.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08885801056609614, \"sortino\": 0.12275107394163905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.128979696002972, \"dd_pct\": -33.622357368407464, \"calmar\": -0.30145278458531866, \"cagr_pct\": -10.135553253029137, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.15829650486315108, \"sortino\": -0.21949548749397113}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.413485038735757, \"dd_pct\": -41.20832761922587, \"calmar\": -1.4519352705540765, \"cagr_pct\": -59.83182431090174, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.8543046357616, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5996965607285696, \"sortino\": -2.133717191150682}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.34572369175876, \"dd_pct\": -74.77874741153767, \"calmar\": 0.1470160846430177, \"cagr_pct\": 10.993678658953463, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 68.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46041522838464477, \"sortino\": 0.6589298450610517}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 271.4410632005476, \"dd_pct\": -68.28144208864411, \"calmar\": 0.7762223016766312, \"cagr_pct\": 53.00157813984693, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 65.08429458740018, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0289268901228257, \"sortino\": 1.4984862239715173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.37059897059621, \"dd_pct\": -74.77874741153758, \"calmar\": -0.11216220234572402, \"cagr_pct\": -8.387348998332666, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 70.79575596816976, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.059645579575917776, \"sortino\": 0.0841471750169466}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.570589081894127, \"dd_pct\": -27.45854732791565, \"calmar\": 1.4786702263900624, \"cagr_pct\": 40.60213639371128, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.18443804034582, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1294952683231616, \"sortino\": 1.773049216049309}]", "Additional_Threshold_Budget": 0, "Total Trades": 29, "Total P&L %": 136.34572369175876, "Sharpe Ratio": 0.46041522838464477, "Sortino Ratio": 0.6589298450610517, "Calmar Ratio": 0.1470160846430177, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.77874741153767, "% In Market": 68.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.7762223016766312, "Sub1_Sortino": 1.4984862239715173, "Sub1_Trades": 14, "Sub2_Calmar": -0.11216220234572402, "Sub2_Sortino": 0.0841471750169466, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.570589081894127, "OOS_Sortino Ratio": 1.773049216049309, "OOS_Calmar Ratio": 1.4786702263900624, "OOS_Max Drawdown %": -27.45854732791565, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "456b526f972cf5b30ace5385dc40d207d1be191ba177b34c9a4b2f6130c5346f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 40.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": 719.95, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "0dca2b1116f101048999781c72cd96ff0839103df3a105e17c4ec772a6b5f0ef", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -4.30717648111818, \"dd_pct\": -60.538565252340895, \"calmar\": -0.07119531285110955, \"cagr_pct\": -4.31006209269772, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 83.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3167403567453912, \"sortino\": 0.45074284419817123}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -38.203849889648346, \"dd_pct\": -40.220015168052115, \"calmar\": -0.9503780436447183, \"cagr_pct\": -38.22421933077427, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 31.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2937651176591427, \"sortino\": -1.717021495804592}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 83.05416947420996, \"dd_pct\": -20.802130078094383, \"calmar\": 3.996224946359167, \"cagr_pct\": 83.12999115548914, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 92.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.697200899323046, \"sortino\": 2.621253973698394}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -4.637195868558419, \"dd_pct\": -44.91584089703324, \"calmar\": -0.13655058586117966, \"cagr_pct\": -6.133284388937423, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 73.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08885801056609614, \"sortino\": 0.12275107394163905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.128979696002972, \"dd_pct\": -33.622357368407464, \"calmar\": -0.30145278458531866, \"cagr_pct\": -10.135553253029137, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.15829650486315108, \"sortino\": -0.21949548749397113}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.413485038735757, \"dd_pct\": -41.20832761922587, \"calmar\": -1.4519352705540765, \"cagr_pct\": -59.83182431090174, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.8543046357616, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5996965607285696, \"sortino\": -2.133717191150682}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.34572369175876, \"dd_pct\": -74.77874741153767, \"calmar\": 0.1470160846430177, \"cagr_pct\": 10.993678658953463, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 68.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46041522838464477, \"sortino\": 0.6589298450610517}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 271.4410632005476, \"dd_pct\": -68.28144208864411, \"calmar\": 0.7762223016766312, \"cagr_pct\": 53.00157813984693, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 65.08429458740018, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0289268901228257, \"sortino\": 1.4984862239715173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.37059897059621, \"dd_pct\": -74.77874741153758, \"calmar\": -0.11216220234572402, \"cagr_pct\": -8.387348998332666, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 70.79575596816976, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.059645579575917776, \"sortino\": 0.0841471750169466}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.570589081894127, \"dd_pct\": -27.45854732791565, \"calmar\": 1.4786702263900624, \"cagr_pct\": 40.60213639371128, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.18443804034582, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1294952683231616, \"sortino\": 1.773049216049309}]", "Additional_Threshold_Budget": 0, "Total Trades": 29, "Total P&L %": 136.34572369175876, "Sharpe Ratio": 0.46041522838464477, "Sortino Ratio": 0.6589298450610517, "Calmar Ratio": 0.1470160846430177, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.77874741153767, "% In Market": 68.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.7762223016766312, "Sub1_Sortino": 1.4984862239715173, "Sub1_Trades": 14, "Sub2_Calmar": -0.11216220234572402, "Sub2_Sortino": 0.0841471750169466, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.570589081894127, "OOS_Sortino Ratio": 1.773049216049309, "OOS_Calmar Ratio": 1.4786702263900624, "OOS_Max Drawdown %": -27.45854732791565, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "456b526f972cf5b30ace5385dc40d207d1be191ba177b34c9a4b2f6130c5346f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 40.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": 720.05, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "b9e9baeefc80eef61fe8e214c3899781bc5fe62dde05515ba42cdc8af3441d25", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -4.30717648111818, \"dd_pct\": -60.538565252340895, \"calmar\": -0.07119531285110955, \"cagr_pct\": -4.31006209269772, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 83.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3167403567453912, \"sortino\": 0.45074284419817123}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -38.203849889648346, \"dd_pct\": -40.220015168052115, \"calmar\": -0.9503780436447183, \"cagr_pct\": -38.22421933077427, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 31.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2937651176591427, \"sortino\": -1.717021495804592}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 83.05416947420996, \"dd_pct\": -20.802130078094383, \"calmar\": 3.996224946359167, \"cagr_pct\": 83.12999115548914, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 92.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.697200899323046, \"sortino\": 2.621253973698394}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -4.637195868558419, \"dd_pct\": -44.91584089703324, \"calmar\": -0.13655058586117966, \"cagr_pct\": -6.133284388937423, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 73.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08885801056609614, \"sortino\": 0.12275107394163905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.128979696002972, \"dd_pct\": -33.622357368407464, \"calmar\": -0.30145278458531866, \"cagr_pct\": -10.135553253029137, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.15829650486315108, \"sortino\": -0.21949548749397113}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.413485038735757, \"dd_pct\": -41.20832761922587, \"calmar\": -1.4519352705540765, \"cagr_pct\": -59.83182431090174, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.8543046357616, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5996965607285696, \"sortino\": -2.133717191150682}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.34572369175876, \"dd_pct\": -74.77874741153767, \"calmar\": 0.1470160846430177, \"cagr_pct\": 10.993678658953463, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 68.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46041522838464477, \"sortino\": 0.6589298450610517}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 271.4410632005476, \"dd_pct\": -68.28144208864411, \"calmar\": 0.7762223016766312, \"cagr_pct\": 53.00157813984693, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 65.08429458740018, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0289268901228257, \"sortino\": 1.4984862239715173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.37059897059621, \"dd_pct\": -74.77874741153758, \"calmar\": -0.11216220234572402, \"cagr_pct\": -8.387348998332666, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 70.79575596816976, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.059645579575917776, \"sortino\": 0.0841471750169466}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.570589081894127, \"dd_pct\": -27.45854732791565, \"calmar\": 1.4786702263900624, \"cagr_pct\": 40.60213639371128, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.18443804034582, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1294952683231616, \"sortino\": 1.773049216049309}]", "Additional_Threshold_Budget": 0, "Total Trades": 29, "Total P&L %": 136.34572369175876, "Sharpe Ratio": 0.46041522838464477, "Sortino Ratio": 0.6589298450610517, "Calmar Ratio": 0.1470160846430177, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.77874741153767, "% In Market": 68.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.7762223016766312, "Sub1_Sortino": 1.4984862239715173, "Sub1_Trades": 14, "Sub2_Calmar": -0.11216220234572402, "Sub2_Sortino": 0.0841471750169466, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.570589081894127, "OOS_Sortino Ratio": 1.773049216049309, "OOS_Calmar Ratio": 1.4786702263900624, "OOS_Max Drawdown %": -27.45854732791565, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "456b526f972cf5b30ace5385dc40d207d1be191ba177b34c9a4b2f6130c5346f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 40.0, "i_long_exit_activation_threshold": 320.0, "i_long_exit_activation_confirmation_threshold": 721.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "f796381ca5b06078abcd1033f4ef0a3de996e8516eea5cbaea0560d1a6c292b2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -4.30717648111818, \"dd_pct\": -60.538565252340895, \"calmar\": -0.07119531285110955, \"cagr_pct\": -4.31006209269772, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 83.4931506849315, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3167403567453912, \"sortino\": 0.45074284419817123}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -38.203849889648346, \"dd_pct\": -40.220015168052115, \"calmar\": -0.9503780436447183, \"cagr_pct\": -38.22421933077427, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 31.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2937651176591427, \"sortino\": -1.717021495804592}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 83.05416947420996, \"dd_pct\": -20.802130078094383, \"calmar\": 3.996224946359167, \"cagr_pct\": 83.12999115548914, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 92.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.697200899323046, \"sortino\": 2.621253973698394}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -4.637195868558419, \"dd_pct\": -44.91584089703324, \"calmar\": -0.13655058586117966, \"cagr_pct\": -6.133284388937423, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 73.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08885801056609614, \"sortino\": 0.12275107394163905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -10.128979696002972, \"dd_pct\": -33.622357368407464, \"calmar\": -0.30145278458531866, \"cagr_pct\": -10.135553253029137, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.15829650486315108, \"sortino\": -0.21949548749397113}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.413485038735757, \"dd_pct\": -41.20832761922587, \"calmar\": -1.4519352705540765, \"cagr_pct\": -59.83182431090174, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 96.8543046357616, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5996965607285696, \"sortino\": -2.133717191150682}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.34572369175876, \"dd_pct\": -74.77874741153767, \"calmar\": 0.1470160846430177, \"cagr_pct\": 10.993678658953463, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 68.65869853917663, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.46041522838464477, \"sortino\": 0.6589298450610517}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 271.4410632005476, \"dd_pct\": -68.28144208864411, \"calmar\": 0.7762223016766312, \"cagr_pct\": 53.00157813984693, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 65.08429458740018, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0289268901228257, \"sortino\": 1.4984862239715173}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.37059897059621, \"dd_pct\": -74.77874741153758, \"calmar\": -0.11216220234572402, \"cagr_pct\": -8.387348998332666, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 70.79575596816976, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.059645579575917776, \"sortino\": 0.0841471750169466}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.570589081894127, \"dd_pct\": -27.45854732791565, \"calmar\": 1.4786702263900624, \"cagr_pct\": 40.60213639371128, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 88.18443804034582, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1294952683231616, \"sortino\": 1.773049216049309}]", "Additional_Threshold_Budget": 0, "Total Trades": 29, "Total P&L %": 136.34572369175876, "Sharpe Ratio": 0.46041522838464477, "Sortino Ratio": 0.6589298450610517, "Calmar Ratio": 0.1470160846430177, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.77874741153767, "% In Market": 68.65869853917663, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.7762223016766312, "Sub1_Sortino": 1.4984862239715173, "Sub1_Trades": 14, "Sub2_Calmar": -0.11216220234572402, "Sub2_Sortino": 0.0841471750169466, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.570589081894127, "OOS_Sortino Ratio": 1.773049216049309, "OOS_Calmar Ratio": 1.4786702263900624, "OOS_Max Drawdown %": -27.45854732791565, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "456b526f972cf5b30ace5385dc40d207d1be191ba177b34c9a4b2f6130c5346f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 540.0, "i_long_exit_activation_threshold": -200.0, "i_long_exit_activation_confirmation_threshold": 120.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "7c3c286272d74572d3631598d6522c2a081793dc21e98309fc1851c3341f73f2", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e78cbc8b373b92f9cc830a373071ed694ad3cffdaae84f62754a7a28e42fc765", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 539.0, "i_long_exit_activation_threshold": -200.0, "i_long_exit_activation_confirmation_threshold": 120.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "b74c5d3e39173a9b2a6e8c9f91d187dff3e8c9d9920852fd81f2bfd2508499e4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e78cbc8b373b92f9cc830a373071ed694ad3cffdaae84f62754a7a28e42fc765", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 539.95, "i_long_exit_activation_threshold": -200.0, "i_long_exit_activation_confirmation_threshold": 120.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "df28abd5281fa60379ce78a622503972b7d0e079d673f44b3b82955a2423f4b9", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e78cbc8b373b92f9cc830a373071ed694ad3cffdaae84f62754a7a28e42fc765", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 540.05, "i_long_exit_activation_threshold": -200.0, "i_long_exit_activation_confirmation_threshold": 120.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "1117f0503822b07dddecc7e027d89f78fbf44b88bce0c476835e13eb1c58dfd7", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e78cbc8b373b92f9cc830a373071ed694ad3cffdaae84f62754a7a28e42fc765", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 541.0, "i_long_exit_activation_threshold": -200.0, "i_long_exit_activation_confirmation_threshold": 120.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "ba4c88fe4e3459f9be838d21ee30ca5516b5638b6d08afa721885ed681b33e7d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e78cbc8b373b92f9cc830a373071ed694ad3cffdaae84f62754a7a28e42fc765", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 540.0, "i_long_exit_activation_threshold": -201.0, "i_long_exit_activation_confirmation_threshold": 120.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "92d304ccd52080e248bc0484e9e46a06ae6f4af694ae8ab8db7beba79486e856", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e78cbc8b373b92f9cc830a373071ed694ad3cffdaae84f62754a7a28e42fc765", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 540.0, "i_long_exit_activation_threshold": -200.05, "i_long_exit_activation_confirmation_threshold": 120.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "2d81a90f133ff522c5939b8ce89cd4764542fcfe8fdbe790a70c4630ab5c973c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e78cbc8b373b92f9cc830a373071ed694ad3cffdaae84f62754a7a28e42fc765", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 540.0, "i_long_exit_activation_threshold": -199.95, "i_long_exit_activation_confirmation_threshold": 120.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "b87697c0af7d176799f4c8af052160bfeca53d1276d3738ac53f825ef41df27c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e78cbc8b373b92f9cc830a373071ed694ad3cffdaae84f62754a7a28e42fc765", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 540.0, "i_long_exit_activation_threshold": -199.0, "i_long_exit_activation_confirmation_threshold": 120.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "3e25fed3af5bca0ca04e420755ac07f6339010d1db4da8079ecb93b3f6a328d0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e78cbc8b373b92f9cc830a373071ed694ad3cffdaae84f62754a7a28e42fc765", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 540.0, "i_long_exit_activation_threshold": -200.0, "i_long_exit_activation_confirmation_threshold": 119.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "45acbe4e811b28a49b60c871de47b041f95843c6a84efd4a28b9f268e21ff771", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e78cbc8b373b92f9cc830a373071ed694ad3cffdaae84f62754a7a28e42fc765", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 540.0, "i_long_exit_activation_threshold": -200.0, "i_long_exit_activation_confirmation_threshold": 119.95, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "9eb05b85a57e0cd5cd4a2f1dcbece36e178b7469a85012e8a846124efcc3c02c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e78cbc8b373b92f9cc830a373071ed694ad3cffdaae84f62754a7a28e42fc765", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 540.0, "i_long_exit_activation_threshold": -200.0, "i_long_exit_activation_confirmation_threshold": 120.05, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "f4d5321853d0754f961c0a5d3058d84af1e0cbec29475f26054eebe39f4dfe8b", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e78cbc8b373b92f9cc830a373071ed694ad3cffdaae84f62754a7a28e42fc765", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 540.0, "i_long_exit_activation_threshold": -200.0, "i_long_exit_activation_confirmation_threshold": 121.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "06bda253105c76b68c9565ed1cdf38c2e6241c07052a135423a19ac0a48810d1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e78cbc8b373b92f9cc830a373071ed694ad3cffdaae84f62754a7a28e42fc765", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "7fcdf2017bdd515e021088686f92734768ff6381cd5efa817172de4f56606de4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 18.117381401193388, \"dd_pct\": -21.330722954896796, \"calmar\": 0.8499877452500942, \"cagr_pct\": 18.130853108987154, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 9.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7348010906349999, \"sortino\": 1.152676407684016}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.415832621971678, \"dd_pct\": -14.528195801738807, \"calmar\": -0.7174036945615709, \"cagr_pct\": -10.422581343481326, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.922837733261196, \"sortino\": -1.2419086891520827}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -0.9210133349279559, \"dd_pct\": -16.69752689865951, \"calmar\": -0.07341511820291925, \"cagr_pct\": -1.2258509109615117, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 10.766423357664232, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.006632338988012282, \"sortino\": 0.010125081907617704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -11.334601662894105, \"dd_pct\": -15.205165685004962, \"calmar\": -0.7459246029506224, \"cagr_pct\": -11.341907176385755, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 4.041095890410959, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.607913957956592, \"sortino\": -2.0381545769327145}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.0311804453176725, \"dd_pct\": -7.374434444015687, \"calmar\": -1.2846590143851506, \"cagr_pct\": -9.473633684497099, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.132450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.906269562684236, \"sortino\": -1.0520756429456175}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -5.217802221820822, \"dd_pct\": -40.12902504371978, \"calmar\": -0.01614130192412088, \"cagr_pct\": -0.6477347091512892, \"entries\": 81, \"exits\": 81, \"exposure_pct\": 5.652390438247012, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.028806784188946753, \"sortino\": 0.043992686870375795}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.72040071527045, \"dd_pct\": -25.10992520701891, \"calmar\": 0.12154872083852, \"cagr_pct\": 3.0520792892640585, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 4.747116237799467, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.28905449152456475, \"sortino\": 0.4692038219652136}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -13.614790722334835, \"dd_pct\": -40.129025043719714, \"calmar\": -0.06967558123027645, \"cagr_pct\": -2.796013144125491, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 6.1936339522546415, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10803431744128461, \"sortino\": -0.1607727760160002}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.518686995330526, \"dd_pct\": -8.19384465131634, \"calmar\": -1.8516801713043283, \"cagr_pct\": -15.172379667590494, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.763688760806916, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2238691898240743, \"sortino\": -2.546633654348156}]", "Additional_Threshold_Budget": 0, "Total Trades": 81, "Total P&L %": -5.217802221820822, "Sharpe Ratio": 0.028806784188946753, "Sortino Ratio": 0.043992686870375795, "Calmar Ratio": -0.01614130192412088, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.12902504371978, "% In Market": 5.652390438247012, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.12154872083852, "Sub1_Sortino": 0.4692038219652136, "Sub1_Trades": 22, "Sub2_Calmar": -0.06967558123027645, "Sub2_Sortino": -0.1607727760160002, "Sub2_Trades": 59, "WFO_Score": 0.01972297749520135, "WFO_Min_Fold": -0.7174036945615709, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.849988, -0.717404, -0.073415]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.518686995330526, "OOS_Sortino Ratio": -2.546633654348156, "OOS_Calmar Ratio": -1.8516801713043283, "OOS_Max Drawdown %": -8.19384465131634, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "17915da480b46d889db9ca73f1e9f2a7d5d83968a3e876da8dbad990d3279f5f", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -56.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "d04ddef7214b1b2494461fe6012c5e246df631f911416dd2909f8c22ac0b4676", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 18.117381401193388, \"dd_pct\": -21.330722954896796, \"calmar\": 0.8499877452500942, \"cagr_pct\": 18.130853108987154, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 9.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7348010906349999, \"sortino\": 1.152676407684016}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -9.98844897474136, \"dd_pct\": -14.120431210262952, \"calmar\": -0.7078350752765883, \"cagr_pct\": -9.994936488654362, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 8.561643835616438, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8649598075801278, \"sortino\": -1.1713682085709887}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -0.9210133349279559, \"dd_pct\": -16.69752689865951, \"calmar\": -0.07341511820291925, \"cagr_pct\": -1.2258509109615117, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 10.766423357664232, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.006632338988012282, \"sortino\": 0.010125081907617704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -11.334601662894105, \"dd_pct\": -15.205165685004962, \"calmar\": -0.7459246029506224, \"cagr_pct\": -11.341907176385755, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 4.041095890410959, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.607913957956592, \"sortino\": -2.0381545769327145}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.0311804453176725, \"dd_pct\": -7.374434444015687, \"calmar\": -1.2846590143851506, \"cagr_pct\": -9.473633684497099, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.132450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.906269562684236, \"sortino\": -1.0520756429456175}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -4.7656200721781, \"dd_pct\": -39.84339560283793, \"calmar\": -0.01481743920347638, \"cagr_pct\": -0.5903770920051091, \"entries\": 82, \"exits\": 82, \"exposure_pct\": 5.702191235059761, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.032859243597525706, \"sortino\": 0.050194472846996074}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.72040071527045, \"dd_pct\": -25.10992520701891, \"calmar\": 0.12154872083852, \"cagr_pct\": 3.0520792892640585, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 4.747116237799467, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.28905449152456475, \"sortino\": 0.4692038219652136}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -13.20266850377314, \"dd_pct\": -39.84339560283795, \"calmar\": -0.06792415403604236, \"cagr_pct\": -2.706328940246138, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 6.273209549071618, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10161397512501728, \"sortino\": -0.15128536095632228}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.518686995330526, \"dd_pct\": -8.19384465131634, \"calmar\": -1.8516801713043283, \"cagr_pct\": -15.172379667590494, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.763688760806916, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2238691898240743, \"sortino\": -2.546633654348156}]", "Additional_Threshold_Budget": 0, "Total Trades": 82, "Total P&L %": -4.7656200721781, "Sharpe Ratio": 0.032859243597525706, "Sortino Ratio": 0.050194472846996074, "Calmar Ratio": -0.01481743920347638, "P&L/DD Ratio": -0.11960878333970759, "Max Drawdown %": -39.84339560283793, "% In Market": 5.702191235059761, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.12154872083852, "Sub1_Sortino": 0.4692038219652136, "Sub1_Trades": 22, "Sub2_Calmar": -0.06792415403604236, "Sub2_Sortino": -0.15128536095632228, "Sub2_Trades": 60, "WFO_Score": 0.022912517256862233, "WFO_Min_Fold": -0.7078350752765883, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.849988, -0.707835, -0.073415]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.518686995330526, "OOS_Sortino Ratio": -2.546633654348156, "OOS_Calmar Ratio": -1.8516801713043283, "OOS_Max Drawdown %": -8.19384465131634, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "17915da480b46d889db9ca73f1e9f2a7d5d83968a3e876da8dbad990d3279f5f", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -55.05, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "4fe82eb12496cc3b3625252467f6db84209149b61ffdcb471286eb2531d47b84", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 18.117381401193388, \"dd_pct\": -21.330722954896796, \"calmar\": 0.8499877452500942, \"cagr_pct\": 18.130853108987154, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 9.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7348010906349999, \"sortino\": 1.152676407684016}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.415832621971678, \"dd_pct\": -14.528195801738807, \"calmar\": -0.7174036945615709, \"cagr_pct\": -10.422581343481326, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.922837733261196, \"sortino\": -1.2419086891520827}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -0.9210133349279559, \"dd_pct\": -16.69752689865951, \"calmar\": -0.07341511820291925, \"cagr_pct\": -1.2258509109615117, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 10.766423357664232, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.006632338988012282, \"sortino\": 0.010125081907617704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -11.334601662894105, \"dd_pct\": -15.205165685004962, \"calmar\": -0.7459246029506224, \"cagr_pct\": -11.341907176385755, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 4.041095890410959, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.607913957956592, \"sortino\": -2.0381545769327145}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.0311804453176725, \"dd_pct\": -7.374434444015687, \"calmar\": -1.2846590143851506, \"cagr_pct\": -9.473633684497099, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.132450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.906269562684236, \"sortino\": -1.0520756429456175}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -5.217802221820822, \"dd_pct\": -40.12902504371978, \"calmar\": -0.01614130192412088, \"cagr_pct\": -0.6477347091512892, \"entries\": 81, \"exits\": 81, \"exposure_pct\": 5.652390438247012, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.028806784188946753, \"sortino\": 0.043992686870375795}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.72040071527045, \"dd_pct\": -25.10992520701891, \"calmar\": 0.12154872083852, \"cagr_pct\": 3.0520792892640585, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 4.747116237799467, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.28905449152456475, \"sortino\": 0.4692038219652136}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -13.614790722334835, \"dd_pct\": -40.129025043719714, \"calmar\": -0.06967558123027645, \"cagr_pct\": -2.796013144125491, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 6.1936339522546415, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10803431744128461, \"sortino\": -0.1607727760160002}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.518686995330526, \"dd_pct\": -8.19384465131634, \"calmar\": -1.8516801713043283, \"cagr_pct\": -15.172379667590494, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.763688760806916, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2238691898240743, \"sortino\": -2.546633654348156}]", "Additional_Threshold_Budget": 0, "Total Trades": 81, "Total P&L %": -5.217802221820822, "Sharpe Ratio": 0.028806784188946753, "Sortino Ratio": 0.043992686870375795, "Calmar Ratio": -0.01614130192412088, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.12902504371978, "% In Market": 5.652390438247012, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.12154872083852, "Sub1_Sortino": 0.4692038219652136, "Sub1_Trades": 22, "Sub2_Calmar": -0.06967558123027645, "Sub2_Sortino": -0.1607727760160002, "Sub2_Trades": 59, "WFO_Score": 0.01972297749520135, "WFO_Min_Fold": -0.7174036945615709, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.849988, -0.717404, -0.073415]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.518686995330526, "OOS_Sortino Ratio": -2.546633654348156, "OOS_Calmar Ratio": -1.8516801713043283, "OOS_Max Drawdown %": -8.19384465131634, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "17915da480b46d889db9ca73f1e9f2a7d5d83968a3e876da8dbad990d3279f5f", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -54.95, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "36af0f40c4dcda2a9bbf858acf6f85f54a9fa3e4fc5f097a967c642c462f1639", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 18.117381401193388, \"dd_pct\": -21.330722954896796, \"calmar\": 0.8499877452500942, \"cagr_pct\": 18.130853108987154, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 9.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7348010906349999, \"sortino\": 1.152676407684016}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.415832621971678, \"dd_pct\": -14.528195801738807, \"calmar\": -0.7174036945615709, \"cagr_pct\": -10.422581343481326, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.922837733261196, \"sortino\": -1.2419086891520827}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -0.9210133349279559, \"dd_pct\": -16.69752689865951, \"calmar\": -0.07341511820291925, \"cagr_pct\": -1.2258509109615117, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 10.766423357664232, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.006632338988012282, \"sortino\": 0.010125081907617704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -11.334601662894105, \"dd_pct\": -15.205165685004962, \"calmar\": -0.7459246029506224, \"cagr_pct\": -11.341907176385755, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 4.041095890410959, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.607913957956592, \"sortino\": -2.0381545769327145}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.0311804453176725, \"dd_pct\": -7.374434444015687, \"calmar\": -1.2846590143851506, \"cagr_pct\": -9.473633684497099, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.132450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.906269562684236, \"sortino\": -1.0520756429456175}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -5.217802221820822, \"dd_pct\": -40.12902504371978, \"calmar\": -0.01614130192412088, \"cagr_pct\": -0.6477347091512892, \"entries\": 81, \"exits\": 81, \"exposure_pct\": 5.652390438247012, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.028806784188946753, \"sortino\": 0.043992686870375795}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.72040071527045, \"dd_pct\": -25.10992520701891, \"calmar\": 0.12154872083852, \"cagr_pct\": 3.0520792892640585, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 4.747116237799467, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.28905449152456475, \"sortino\": 0.4692038219652136}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -13.614790722334835, \"dd_pct\": -40.129025043719714, \"calmar\": -0.06967558123027645, \"cagr_pct\": -2.796013144125491, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 6.1936339522546415, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10803431744128461, \"sortino\": -0.1607727760160002}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.518686995330526, \"dd_pct\": -8.19384465131634, \"calmar\": -1.8516801713043283, \"cagr_pct\": -15.172379667590494, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.763688760806916, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2238691898240743, \"sortino\": -2.546633654348156}]", "Additional_Threshold_Budget": 0, "Total Trades": 81, "Total P&L %": -5.217802221820822, "Sharpe Ratio": 0.028806784188946753, "Sortino Ratio": 0.043992686870375795, "Calmar Ratio": -0.01614130192412088, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.12902504371978, "% In Market": 5.652390438247012, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.12154872083852, "Sub1_Sortino": 0.4692038219652136, "Sub1_Trades": 22, "Sub2_Calmar": -0.06967558123027645, "Sub2_Sortino": -0.1607727760160002, "Sub2_Trades": 59, "WFO_Score": 0.01972297749520135, "WFO_Min_Fold": -0.7174036945615709, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.849988, -0.717404, -0.073415]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.518686995330526, "OOS_Sortino Ratio": -2.546633654348156, "OOS_Calmar Ratio": -1.8516801713043283, "OOS_Max Drawdown %": -8.19384465131634, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "17915da480b46d889db9ca73f1e9f2a7d5d83968a3e876da8dbad990d3279f5f", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -54.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "1629f5e25d14bd3b59ea56f04a73a21b4dcb4506ac7bd7dcc77ed28996d12bb1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 18.117381401193388, \"dd_pct\": -21.330722954896796, \"calmar\": 0.8499877452500942, \"cagr_pct\": 18.130853108987154, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 9.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7348010906349999, \"sortino\": 1.152676407684016}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.415832621971678, \"dd_pct\": -14.528195801738807, \"calmar\": -0.7174036945615709, \"cagr_pct\": -10.422581343481326, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.922837733261196, \"sortino\": -1.2419086891520827}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -0.9210133349279559, \"dd_pct\": -16.69752689865951, \"calmar\": -0.07341511820291925, \"cagr_pct\": -1.2258509109615117, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 10.766423357664232, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.006632338988012282, \"sortino\": 0.010125081907617704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -11.334601662894105, \"dd_pct\": -15.205165685004962, \"calmar\": -0.7459246029506224, \"cagr_pct\": -11.341907176385755, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 4.041095890410959, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.607913957956592, \"sortino\": -2.0381545769327145}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.0311804453176725, \"dd_pct\": -7.374434444015687, \"calmar\": -1.2846590143851506, \"cagr_pct\": -9.473633684497099, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.132450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.906269562684236, \"sortino\": -1.0520756429456175}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -5.217802221820822, \"dd_pct\": -40.12902504371978, \"calmar\": -0.01614130192412088, \"cagr_pct\": -0.6477347091512892, \"entries\": 81, \"exits\": 81, \"exposure_pct\": 5.652390438247012, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.028806784188946753, \"sortino\": 0.043992686870375795}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.72040071527045, \"dd_pct\": -25.10992520701891, \"calmar\": 0.12154872083852, \"cagr_pct\": 3.0520792892640585, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 4.747116237799467, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.28905449152456475, \"sortino\": 0.4692038219652136}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -13.614790722334835, \"dd_pct\": -40.129025043719714, \"calmar\": -0.06967558123027645, \"cagr_pct\": -2.796013144125491, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 6.1936339522546415, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10803431744128461, \"sortino\": -0.1607727760160002}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.518686995330526, \"dd_pct\": -8.19384465131634, \"calmar\": -1.8516801713043283, \"cagr_pct\": -15.172379667590494, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.763688760806916, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2238691898240743, \"sortino\": -2.546633654348156}]", "Additional_Threshold_Budget": 0, "Total Trades": 81, "Total P&L %": -5.217802221820822, "Sharpe Ratio": 0.028806784188946753, "Sortino Ratio": 0.043992686870375795, "Calmar Ratio": -0.01614130192412088, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.12902504371978, "% In Market": 5.652390438247012, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.12154872083852, "Sub1_Sortino": 0.4692038219652136, "Sub1_Trades": 22, "Sub2_Calmar": -0.06967558123027645, "Sub2_Sortino": -0.1607727760160002, "Sub2_Trades": 59, "WFO_Score": 0.01972297749520135, "WFO_Min_Fold": -0.7174036945615709, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.849988, -0.717404, -0.073415]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.518686995330526, "OOS_Sortino Ratio": -2.546633654348156, "OOS_Calmar Ratio": -1.8516801713043283, "OOS_Max Drawdown %": -8.19384465131634, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "17915da480b46d889db9ca73f1e9f2a7d5d83968a3e876da8dbad990d3279f5f", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": -301.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "8ab852f272d8c2b01d81e9e777c0256cd587d29599f60d929bae48ae0ba30db3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 18.117381401193388, \"dd_pct\": -21.330722954896796, \"calmar\": 0.8499877452500942, \"cagr_pct\": 18.130853108987154, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 9.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7348010906349999, \"sortino\": 1.152676407684016}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.415832621971678, \"dd_pct\": -14.528195801738807, \"calmar\": -0.7174036945615709, \"cagr_pct\": -10.422581343481326, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.922837733261196, \"sortino\": -1.2419086891520827}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -2.6471601843151005, \"dd_pct\": -18.148816484170872, \"calmar\": -0.1935715688337303, \"cagr_pct\": -3.513094879316421, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 10.948905109489052, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.13038452521946575, \"sortino\": -0.1948933071152848}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -11.334601662894105, \"dd_pct\": -15.205165685004962, \"calmar\": -0.7459246029506224, \"cagr_pct\": -11.341907176385755, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 4.041095890410959, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.607913957956592, \"sortino\": -2.0381545769327145}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.0311804453176725, \"dd_pct\": -7.374434444015687, \"calmar\": -1.2846590143851506, \"cagr_pct\": -9.473633684497099, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.132450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.906269562684236, \"sortino\": -1.0520756429456175}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.869090729906457, \"dd_pct\": -41.17209278461097, \"calmar\": -0.02086990337362554, \"cagr_pct\": -0.8592575981047762, \"entries\": 81, \"exits\": 81, \"exposure_pct\": 5.668990703851262, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.01459717337595141, \"sortino\": 0.02223599693182707}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.72040071527045, \"dd_pct\": -25.10992520701891, \"calmar\": 0.12154872083852, \"cagr_pct\": 3.0520792892640585, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 4.747116237799467, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.28905449152456475, \"sortino\": 0.4692038219652136}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -15.119787511738359, \"dd_pct\": -41.17209278461085, \"calmar\": -0.07593692531951837, \"cagr_pct\": -3.1264821350332754, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 6.220159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.12932086277508334, \"sortino\": -0.19180660280903766}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.518686995330526, \"dd_pct\": -8.19384465131634, \"calmar\": -1.8516801713043283, \"cagr_pct\": -15.172379667590494, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.763688760806916, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2238691898240743, \"sortino\": -2.546633654348156}]", "Additional_Threshold_Budget": 0, "Total Trades": 81, "Total P&L %": -6.869090729906457, "Sharpe Ratio": 0.01459717337595141, "Sortino Ratio": 0.02223599693182707, "Calmar Ratio": -0.02086990337362554, "P&L/DD Ratio": 0.0, "Max Drawdown %": -41.17209278461097, "% In Market": 5.668990703851262, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.12154872083852, "Sub1_Sortino": 0.4692038219652136, "Sub1_Trades": 22, "Sub2_Calmar": -0.07593692531951837, "Sub2_Sortino": -0.19180660280903766, "Sub2_Trades": 59, "WFO_Score": -0.020329172715069, "WFO_Min_Fold": -0.7174036945615709, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.849988, -0.717404, -0.193572]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.518686995330526, "OOS_Sortino Ratio": -2.546633654348156, "OOS_Calmar Ratio": -1.8516801713043283, "OOS_Max Drawdown %": -8.19384465131634, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "17915da480b46d889db9ca73f1e9f2a7d5d83968a3e876da8dbad990d3279f5f", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": -300.05, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "1a3eed16fb745c5f71ee11ef7eaf00565ec4f9dedae4f3aae97c391f76348453", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 18.117381401193388, \"dd_pct\": -21.330722954896796, \"calmar\": 0.8499877452500942, \"cagr_pct\": 18.130853108987154, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 9.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7348010906349999, \"sortino\": 1.152676407684016}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.415832621971678, \"dd_pct\": -14.528195801738807, \"calmar\": -0.7174036945615709, \"cagr_pct\": -10.422581343481326, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.922837733261196, \"sortino\": -1.2419086891520827}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -0.9210133349279559, \"dd_pct\": -16.69752689865951, \"calmar\": -0.07341511820291925, \"cagr_pct\": -1.2258509109615117, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 10.766423357664232, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.006632338988012282, \"sortino\": 0.010125081907617704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -11.334601662894105, \"dd_pct\": -15.205165685004962, \"calmar\": -0.7459246029506224, \"cagr_pct\": -11.341907176385755, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 4.041095890410959, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.607913957956592, \"sortino\": -2.0381545769327145}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.0311804453176725, \"dd_pct\": -7.374434444015687, \"calmar\": -1.2846590143851506, \"cagr_pct\": -9.473633684497099, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.132450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.906269562684236, \"sortino\": -1.0520756429456175}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -5.217802221820822, \"dd_pct\": -40.12902504371978, \"calmar\": -0.01614130192412088, \"cagr_pct\": -0.6477347091512892, \"entries\": 81, \"exits\": 81, \"exposure_pct\": 5.652390438247012, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.028806784188946753, \"sortino\": 0.043992686870375795}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.72040071527045, \"dd_pct\": -25.10992520701891, \"calmar\": 0.12154872083852, \"cagr_pct\": 3.0520792892640585, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 4.747116237799467, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.28905449152456475, \"sortino\": 0.4692038219652136}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -13.614790722334835, \"dd_pct\": -40.129025043719714, \"calmar\": -0.06967558123027645, \"cagr_pct\": -2.796013144125491, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 6.1936339522546415, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10803431744128461, \"sortino\": -0.1607727760160002}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.518686995330526, \"dd_pct\": -8.19384465131634, \"calmar\": -1.8516801713043283, \"cagr_pct\": -15.172379667590494, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.763688760806916, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2238691898240743, \"sortino\": -2.546633654348156}]", "Additional_Threshold_Budget": 0, "Total Trades": 81, "Total P&L %": -5.217802221820822, "Sharpe Ratio": 0.028806784188946753, "Sortino Ratio": 0.043992686870375795, "Calmar Ratio": -0.01614130192412088, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.12902504371978, "% In Market": 5.652390438247012, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.12154872083852, "Sub1_Sortino": 0.4692038219652136, "Sub1_Trades": 22, "Sub2_Calmar": -0.06967558123027645, "Sub2_Sortino": -0.1607727760160002, "Sub2_Trades": 59, "WFO_Score": 0.01972297749520135, "WFO_Min_Fold": -0.7174036945615709, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.849988, -0.717404, -0.073415]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.518686995330526, "OOS_Sortino Ratio": -2.546633654348156, "OOS_Calmar Ratio": -1.8516801713043283, "OOS_Max Drawdown %": -8.19384465131634, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "17915da480b46d889db9ca73f1e9f2a7d5d83968a3e876da8dbad990d3279f5f", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": -299.95, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "a0775f2deaf19af4d73822da4d196cda21bda98f532f430df695d839b48b1340", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 18.117381401193388, \"dd_pct\": -21.330722954896796, \"calmar\": 0.8499877452500942, \"cagr_pct\": 18.130853108987154, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 9.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7348010906349999, \"sortino\": 1.152676407684016}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.415832621971678, \"dd_pct\": -14.528195801738807, \"calmar\": -0.7174036945615709, \"cagr_pct\": -10.422581343481326, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.922837733261196, \"sortino\": -1.2419086891520827}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -0.9210133349279559, \"dd_pct\": -16.69752689865951, \"calmar\": -0.07341511820291925, \"cagr_pct\": -1.2258509109615117, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 10.766423357664232, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.006632338988012282, \"sortino\": 0.010125081907617704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -11.334601662894105, \"dd_pct\": -15.205165685004962, \"calmar\": -0.7459246029506224, \"cagr_pct\": -11.341907176385755, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 4.041095890410959, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.607913957956592, \"sortino\": -2.0381545769327145}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.0311804453176725, \"dd_pct\": -7.374434444015687, \"calmar\": -1.2846590143851506, \"cagr_pct\": -9.473633684497099, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.132450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.906269562684236, \"sortino\": -1.0520756429456175}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -5.217802221820822, \"dd_pct\": -40.12902504371978, \"calmar\": -0.01614130192412088, \"cagr_pct\": -0.6477347091512892, \"entries\": 81, \"exits\": 81, \"exposure_pct\": 5.652390438247012, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.028806784188946753, \"sortino\": 0.043992686870375795}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.72040071527045, \"dd_pct\": -25.10992520701891, \"calmar\": 0.12154872083852, \"cagr_pct\": 3.0520792892640585, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 4.747116237799467, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.28905449152456475, \"sortino\": 0.4692038219652136}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -13.614790722334835, \"dd_pct\": -40.129025043719714, \"calmar\": -0.06967558123027645, \"cagr_pct\": -2.796013144125491, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 6.1936339522546415, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10803431744128461, \"sortino\": -0.1607727760160002}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.518686995330526, \"dd_pct\": -8.19384465131634, \"calmar\": -1.8516801713043283, \"cagr_pct\": -15.172379667590494, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.763688760806916, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2238691898240743, \"sortino\": -2.546633654348156}]", "Additional_Threshold_Budget": 0, "Total Trades": 81, "Total P&L %": -5.217802221820822, "Sharpe Ratio": 0.028806784188946753, "Sortino Ratio": 0.043992686870375795, "Calmar Ratio": -0.01614130192412088, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.12902504371978, "% In Market": 5.652390438247012, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.12154872083852, "Sub1_Sortino": 0.4692038219652136, "Sub1_Trades": 22, "Sub2_Calmar": -0.06967558123027645, "Sub2_Sortino": -0.1607727760160002, "Sub2_Trades": 59, "WFO_Score": 0.01972297749520135, "WFO_Min_Fold": -0.7174036945615709, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.849988, -0.717404, -0.073415]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.518686995330526, "OOS_Sortino Ratio": -2.546633654348156, "OOS_Calmar Ratio": -1.8516801713043283, "OOS_Max Drawdown %": -8.19384465131634, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "17915da480b46d889db9ca73f1e9f2a7d5d83968a3e876da8dbad990d3279f5f", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": -299.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "e79233b85ebc98835f54462808c79af76a2260f77b3cab02b3e0c3ece7c03041", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 18.117381401193388, \"dd_pct\": -21.330722954896796, \"calmar\": 0.8499877452500942, \"cagr_pct\": 18.130853108987154, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 9.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7348010906349999, \"sortino\": 1.152676407684016}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.3024111759288544, \"dd_pct\": -4.5793913001811575, \"calmar\": -0.7216320013047558, \"cagr_pct\": -3.3046353087073164, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.4794520547945206, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9934374051924774, \"sortino\": -1.0785412184301053}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.415832621971678, \"dd_pct\": -14.528195801738807, \"calmar\": -0.7174036945615709, \"cagr_pct\": -10.422581343481326, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.922837733261196, \"sortino\": -1.2419086891520827}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -0.9210133349279559, \"dd_pct\": -16.69752689865951, \"calmar\": -0.07341511820291925, \"cagr_pct\": -1.2258509109615117, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 10.766423357664232, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.006632338988012282, \"sortino\": 0.010125081907617704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -11.334601662894105, \"dd_pct\": -15.205165685004962, \"calmar\": -0.7459246029506224, \"cagr_pct\": -11.341907176385755, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 4.041095890410959, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.607913957956592, \"sortino\": -2.0381545769327145}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.0311804453176725, \"dd_pct\": -7.374434444015687, \"calmar\": -1.2846590143851506, \"cagr_pct\": -9.473633684497099, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.132450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.906269562684236, \"sortino\": -1.0520756429456175}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -9.433727618924204, \"dd_pct\": -40.213444070023066, \"calmar\": -0.02970159701279861, \"cagr_pct\": -1.194403510264541, \"entries\": 82, \"exits\": 82, \"exposure_pct\": 5.702191235059761, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0075541995423187335, \"sortino\": -0.011455153634744975}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.988056793642626, \"dd_pct\": -30.904532058053558, \"calmar\": 0.051450882237746416, \"cagr_pct\": 1.5900654395315725, \"entries\": 23, \"exits\": 23, \"exposure_pct\": 4.835847382431234, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.18244376768238743, \"sortino\": 0.28799291535234367}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -13.736595240459959, \"dd_pct\": -40.21344407002305, \"calmar\": -0.07019010192320808, \"cagr_pct\": -2.822585737958146, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 6.220159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10989305958511116, \"sortino\": -0.16361452013775515}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.518686995330526, \"dd_pct\": -8.19384465131634, \"calmar\": -1.8516801713043283, \"cagr_pct\": -15.172379667590494, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.763688760806916, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2238691898240743, \"sortino\": -2.546633654348156}]", "Additional_Threshold_Budget": 0, "Total Trades": 82, "Total P&L %": -9.433727618924204, "Sharpe Ratio": -0.0075541995423187335, "Sortino Ratio": -0.011455153634744975, "Calmar Ratio": -0.02970159701279861, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.213444070023066, "% In Market": 5.702191235059761, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.051450882237746416, "Sub1_Sortino": 0.28799291535234367, "Sub1_Trades": 23, "Sub2_Calmar": -0.07019010192320808, "Sub2_Sortino": -0.16361452013775515, "Sub2_Trades": 59, "WFO_Score": 0.01972297749520135, "WFO_Min_Fold": -0.7174036945615709, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.849988, -0.717404, -0.073415]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.518686995330526, "OOS_Sortino Ratio": -2.546633654348156, "OOS_Calmar Ratio": -1.8516801713043283, "OOS_Max Drawdown %": -8.19384465131634, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "17915da480b46d889db9ca73f1e9f2a7d5d83968a3e876da8dbad990d3279f5f", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": -121.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "9351b523d8ee06a918dc896820894617c2a48ccc0aef306d011680f861ab2ab4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 18.117381401193388, \"dd_pct\": -21.330722954896796, \"calmar\": 0.8499877452500942, \"cagr_pct\": 18.130853108987154, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 9.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7348010906349999, \"sortino\": 1.152676407684016}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.415832621971678, \"dd_pct\": -14.528195801738807, \"calmar\": -0.7174036945615709, \"cagr_pct\": -10.422581343481326, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.922837733261196, \"sortino\": -1.2419086891520827}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -0.9210133349279559, \"dd_pct\": -16.69752689865951, \"calmar\": -0.07341511820291925, \"cagr_pct\": -1.2258509109615117, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 10.766423357664232, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.006632338988012282, \"sortino\": 0.010125081907617704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -11.334601662894105, \"dd_pct\": -15.205165685004962, \"calmar\": -0.7459246029506224, \"cagr_pct\": -11.341907176385755, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 4.041095890410959, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.607913957956592, \"sortino\": -2.0381545769327145}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.0311804453176725, \"dd_pct\": -7.374434444015687, \"calmar\": -1.2846590143851506, \"cagr_pct\": -9.473633684497099, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.132450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.906269562684236, \"sortino\": -1.0520756429456175}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -5.217802221820822, \"dd_pct\": -40.12902504371978, \"calmar\": -0.01614130192412088, \"cagr_pct\": -0.6477347091512892, \"entries\": 81, \"exits\": 81, \"exposure_pct\": 5.652390438247012, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.028806784188946753, \"sortino\": 0.043992686870375795}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.72040071527045, \"dd_pct\": -25.10992520701891, \"calmar\": 0.12154872083852, \"cagr_pct\": 3.0520792892640585, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 4.747116237799467, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.28905449152456475, \"sortino\": 0.4692038219652136}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -13.614790722334835, \"dd_pct\": -40.129025043719714, \"calmar\": -0.06967558123027645, \"cagr_pct\": -2.796013144125491, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 6.1936339522546415, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10803431744128461, \"sortino\": -0.1607727760160002}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.518686995330526, \"dd_pct\": -8.19384465131634, \"calmar\": -1.8516801713043283, \"cagr_pct\": -15.172379667590494, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.763688760806916, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2238691898240743, \"sortino\": -2.546633654348156}]", "Additional_Threshold_Budget": 0, "Total Trades": 81, "Total P&L %": -5.217802221820822, "Sharpe Ratio": 0.028806784188946753, "Sortino Ratio": 0.043992686870375795, "Calmar Ratio": -0.01614130192412088, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.12902504371978, "% In Market": 5.652390438247012, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.12154872083852, "Sub1_Sortino": 0.4692038219652136, "Sub1_Trades": 22, "Sub2_Calmar": -0.06967558123027645, "Sub2_Sortino": -0.1607727760160002, "Sub2_Trades": 59, "WFO_Score": 0.01972297749520135, "WFO_Min_Fold": -0.7174036945615709, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.849988, -0.717404, -0.073415]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.518686995330526, "OOS_Sortino Ratio": -2.546633654348156, "OOS_Calmar Ratio": -1.8516801713043283, "OOS_Max Drawdown %": -8.19384465131634, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "17915da480b46d889db9ca73f1e9f2a7d5d83968a3e876da8dbad990d3279f5f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": -120.05, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "aa7ee6ff9b3b29c90bd85a0debff79887826d2352b68203d539c7f955bf9d83b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 18.117381401193388, \"dd_pct\": -21.330722954896796, \"calmar\": 0.8499877452500942, \"cagr_pct\": 18.130853108987154, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 9.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7348010906349999, \"sortino\": 1.152676407684016}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.415832621971678, \"dd_pct\": -14.528195801738807, \"calmar\": -0.7174036945615709, \"cagr_pct\": -10.422581343481326, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.922837733261196, \"sortino\": -1.2419086891520827}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -0.9210133349279559, \"dd_pct\": -16.69752689865951, \"calmar\": -0.07341511820291925, \"cagr_pct\": -1.2258509109615117, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 10.766423357664232, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.006632338988012282, \"sortino\": 0.010125081907617704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -11.334601662894105, \"dd_pct\": -15.205165685004962, \"calmar\": -0.7459246029506224, \"cagr_pct\": -11.341907176385755, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 4.041095890410959, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.607913957956592, \"sortino\": -2.0381545769327145}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.0311804453176725, \"dd_pct\": -7.374434444015687, \"calmar\": -1.2846590143851506, \"cagr_pct\": -9.473633684497099, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.132450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.906269562684236, \"sortino\": -1.0520756429456175}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -5.217802221820822, \"dd_pct\": -40.12902504371978, \"calmar\": -0.01614130192412088, \"cagr_pct\": -0.6477347091512892, \"entries\": 81, \"exits\": 81, \"exposure_pct\": 5.652390438247012, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.028806784188946753, \"sortino\": 0.043992686870375795}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.72040071527045, \"dd_pct\": -25.10992520701891, \"calmar\": 0.12154872083852, \"cagr_pct\": 3.0520792892640585, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 4.747116237799467, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.28905449152456475, \"sortino\": 0.4692038219652136}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -13.614790722334835, \"dd_pct\": -40.129025043719714, \"calmar\": -0.06967558123027645, \"cagr_pct\": -2.796013144125491, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 6.1936339522546415, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10803431744128461, \"sortino\": -0.1607727760160002}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.518686995330526, \"dd_pct\": -8.19384465131634, \"calmar\": -1.8516801713043283, \"cagr_pct\": -15.172379667590494, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.763688760806916, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2238691898240743, \"sortino\": -2.546633654348156}]", "Additional_Threshold_Budget": 0, "Total Trades": 81, "Total P&L %": -5.217802221820822, "Sharpe Ratio": 0.028806784188946753, "Sortino Ratio": 0.043992686870375795, "Calmar Ratio": -0.01614130192412088, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.12902504371978, "% In Market": 5.652390438247012, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.12154872083852, "Sub1_Sortino": 0.4692038219652136, "Sub1_Trades": 22, "Sub2_Calmar": -0.06967558123027645, "Sub2_Sortino": -0.1607727760160002, "Sub2_Trades": 59, "WFO_Score": 0.01972297749520135, "WFO_Min_Fold": -0.7174036945615709, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.849988, -0.717404, -0.073415]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.518686995330526, "OOS_Sortino Ratio": -2.546633654348156, "OOS_Calmar Ratio": -1.8516801713043283, "OOS_Max Drawdown %": -8.19384465131634, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "17915da480b46d889db9ca73f1e9f2a7d5d83968a3e876da8dbad990d3279f5f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": -119.95, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "6cce9b2d22c8353240aa6ca6d6504d7963daf03495f771bcff1629c11483dcdc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 18.117381401193388, \"dd_pct\": -21.330722954896796, \"calmar\": 0.8499877452500942, \"cagr_pct\": 18.130853108987154, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 9.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7348010906349999, \"sortino\": 1.152676407684016}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.415832621971678, \"dd_pct\": -14.528195801738807, \"calmar\": -0.7174036945615709, \"cagr_pct\": -10.422581343481326, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.922837733261196, \"sortino\": -1.2419086891520827}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -0.9210133349279559, \"dd_pct\": -16.69752689865951, \"calmar\": -0.07341511820291925, \"cagr_pct\": -1.2258509109615117, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 10.766423357664232, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.006632338988012282, \"sortino\": 0.010125081907617704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -11.334601662894105, \"dd_pct\": -15.205165685004962, \"calmar\": -0.7459246029506224, \"cagr_pct\": -11.341907176385755, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 4.041095890410959, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.607913957956592, \"sortino\": -2.0381545769327145}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.0311804453176725, \"dd_pct\": -7.374434444015687, \"calmar\": -1.2846590143851506, \"cagr_pct\": -9.473633684497099, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.132450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.906269562684236, \"sortino\": -1.0520756429456175}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -5.217802221820822, \"dd_pct\": -40.12902504371978, \"calmar\": -0.01614130192412088, \"cagr_pct\": -0.6477347091512892, \"entries\": 81, \"exits\": 81, \"exposure_pct\": 5.652390438247012, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.028806784188946753, \"sortino\": 0.043992686870375795}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.72040071527045, \"dd_pct\": -25.10992520701891, \"calmar\": 0.12154872083852, \"cagr_pct\": 3.0520792892640585, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 4.747116237799467, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.28905449152456475, \"sortino\": 0.4692038219652136}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -13.614790722334835, \"dd_pct\": -40.129025043719714, \"calmar\": -0.06967558123027645, \"cagr_pct\": -2.796013144125491, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 6.1936339522546415, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10803431744128461, \"sortino\": -0.1607727760160002}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.518686995330526, \"dd_pct\": -8.19384465131634, \"calmar\": -1.8516801713043283, \"cagr_pct\": -15.172379667590494, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.763688760806916, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2238691898240743, \"sortino\": -2.546633654348156}]", "Additional_Threshold_Budget": 0, "Total Trades": 81, "Total P&L %": -5.217802221820822, "Sharpe Ratio": 0.028806784188946753, "Sortino Ratio": 0.043992686870375795, "Calmar Ratio": -0.01614130192412088, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.12902504371978, "% In Market": 5.652390438247012, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.12154872083852, "Sub1_Sortino": 0.4692038219652136, "Sub1_Trades": 22, "Sub2_Calmar": -0.06967558123027645, "Sub2_Sortino": -0.1607727760160002, "Sub2_Trades": 59, "WFO_Score": 0.01972297749520135, "WFO_Min_Fold": -0.7174036945615709, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.849988, -0.717404, -0.073415]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.518686995330526, "OOS_Sortino Ratio": -2.546633654348156, "OOS_Calmar Ratio": -1.8516801713043283, "OOS_Max Drawdown %": -8.19384465131634, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "17915da480b46d889db9ca73f1e9f2a7d5d83968a3e876da8dbad990d3279f5f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -55.0, "i_long_exit_activation_threshold": -300.0, "i_long_exit_activation_confirmation_threshold": -119.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "f35a5e7cc916a0f2318f7b093b26a556732fdef807f8bc601fec55e35e8347b8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 18.117381401193388, \"dd_pct\": -21.330722954896796, \"calmar\": 0.8499877452500942, \"cagr_pct\": 18.130853108987154, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 9.246575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7348010906349999, \"sortino\": 1.152676407684016}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.415832621971678, \"dd_pct\": -14.528195801738807, \"calmar\": -0.7174036945615709, \"cagr_pct\": -10.422581343481326, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.922837733261196, \"sortino\": -1.2419086891520827}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -0.9210133349279559, \"dd_pct\": -16.69752689865951, \"calmar\": -0.07341511820291925, \"cagr_pct\": -1.2258509109615117, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 10.766423357664232, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.006632338988012282, \"sortino\": 0.010125081907617704}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -11.334601662894105, \"dd_pct\": -15.205165685004962, \"calmar\": -0.7459246029506224, \"cagr_pct\": -11.341907176385755, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 4.041095890410959, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.607913957956592, \"sortino\": -2.0381545769327145}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.0311804453176725, \"dd_pct\": -7.374434444015687, \"calmar\": -1.2846590143851506, \"cagr_pct\": -9.473633684497099, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 5.132450331125828, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.906269562684236, \"sortino\": -1.0520756429456175}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -5.217802221820822, \"dd_pct\": -40.12902504371978, \"calmar\": -0.01614130192412088, \"cagr_pct\": -0.6477347091512892, \"entries\": 81, \"exits\": 81, \"exposure_pct\": 5.652390438247012, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.028806784188946753, \"sortino\": 0.043992686870375795}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.72040071527045, \"dd_pct\": -25.10992520701891, \"calmar\": 0.12154872083852, \"cagr_pct\": 3.0520792892640585, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 4.747116237799467, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.28905449152456475, \"sortino\": 0.4692038219652136}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -13.614790722334835, \"dd_pct\": -40.129025043719714, \"calmar\": -0.06967558123027645, \"cagr_pct\": -2.796013144125491, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 6.1936339522546415, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10803431744128461, \"sortino\": -0.1607727760160002}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.518686995330526, \"dd_pct\": -8.19384465131634, \"calmar\": -1.8516801713043283, \"cagr_pct\": -15.172379667590494, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.763688760806916, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2238691898240743, \"sortino\": -2.546633654348156}]", "Additional_Threshold_Budget": 0, "Total Trades": 81, "Total P&L %": -5.217802221820822, "Sharpe Ratio": 0.028806784188946753, "Sortino Ratio": 0.043992686870375795, "Calmar Ratio": -0.01614130192412088, "P&L/DD Ratio": 0.0, "Max Drawdown %": -40.12902504371978, "% In Market": 5.652390438247012, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.12154872083852, "Sub1_Sortino": 0.4692038219652136, "Sub1_Trades": 22, "Sub2_Calmar": -0.06967558123027645, "Sub2_Sortino": -0.1607727760160002, "Sub2_Trades": 59, "WFO_Score": 0.01972297749520135, "WFO_Min_Fold": -0.7174036945615709, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[0.849988, -0.717404, -0.073415]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.518686995330526, "OOS_Sortino Ratio": -2.546633654348156, "OOS_Calmar Ratio": -1.8516801713043283, "OOS_Max Drawdown %": -8.19384465131634, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "17915da480b46d889db9ca73f1e9f2a7d5d83968a3e876da8dbad990d3279f5f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 555.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "77abd49c9bdb469fb79bcf8a09d3258f4aba7ace372ec07924ae2878e1649d4d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cb4895d4c8bb7612d238f11ba9041e3f7f4cc155baab4a4136c7ee7e0173b9bb", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 554.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "6ca3a1b16f29277eb7a37797ae1481f9ff27ed6b4dea9f92bc830ae860b39ae1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cb4895d4c8bb7612d238f11ba9041e3f7f4cc155baab4a4136c7ee7e0173b9bb", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 554.95, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "ffe0b31e985a615fc19a60bf6432eba0221ad56f6d9bf869111f86dcd50c5011", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cb4895d4c8bb7612d238f11ba9041e3f7f4cc155baab4a4136c7ee7e0173b9bb", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 555.05, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "9026f53f8f44e3a085cc419613722a0bbe8c1c5474431ab462d875c147a939f1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cb4895d4c8bb7612d238f11ba9041e3f7f4cc155baab4a4136c7ee7e0173b9bb", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 556.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "205873cf5e03e8eac77bc77a8455d714e7c2e5d65201ba1bc54a455094f6531e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cb4895d4c8bb7612d238f11ba9041e3f7f4cc155baab4a4136c7ee7e0173b9bb", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 555.0, "i_long_exit_activation_threshold": 539.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "1f1a5adcf87a5ef16f19accfa17002a0fdac7f78984fc26c3f087936a419bddc", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cb4895d4c8bb7612d238f11ba9041e3f7f4cc155baab4a4136c7ee7e0173b9bb", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 555.0, "i_long_exit_activation_threshold": 539.95, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "1e768f6a914d9a95b653a019add7d5dd6324270d9a4220ce1f3ed2fcb44f65c0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cb4895d4c8bb7612d238f11ba9041e3f7f4cc155baab4a4136c7ee7e0173b9bb", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 555.0, "i_long_exit_activation_threshold": 540.05, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "3d60aadafd3b8e07c5314d1469a73a2916459f8950e676fef4f41abcc3192e44", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cb4895d4c8bb7612d238f11ba9041e3f7f4cc155baab4a4136c7ee7e0173b9bb", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 555.0, "i_long_exit_activation_threshold": 541.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "436527692dc5f515bc6dd8d8b40484808347cc41ad3ee19d9f5709f8cd294829", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cb4895d4c8bb7612d238f11ba9041e3f7f4cc155baab4a4136c7ee7e0173b9bb", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 555.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 199.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "17b64839f1c5b4123c0143a8d60ae828a8d60d7d3eebcc9fedac78b508d012b9", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cb4895d4c8bb7612d238f11ba9041e3f7f4cc155baab4a4136c7ee7e0173b9bb", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 555.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 199.95, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "0282e1657230901b0771909c65a5eacac4db79f0f0cb4d0b322402fc02d8dcf2", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cb4895d4c8bb7612d238f11ba9041e3f7f4cc155baab4a4136c7ee7e0173b9bb", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 555.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 200.05, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "e975dd4e5cea2d42bef6af69edc1750c6815288aff3eacf3241e9973222fc038", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cb4895d4c8bb7612d238f11ba9041e3f7f4cc155baab4a4136c7ee7e0173b9bb", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 555.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 201.0, "i_trailing_stop_threshold": 80.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "11957b127aab4ddb98cc586bb8c49525f816bef38f8abe2fd7ce82fb05ef790d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cb4895d4c8bb7612d238f11ba9041e3f7f4cc155baab4a4136c7ee7e0173b9bb", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": -740.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "a20dcfeb48527d3e8e9c7900f586d7f2c16ea650e9414ac4b9ac4c921d7f1dea", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 98, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dba1d873727f4ceddd2359ec5f093e443897a5f2c38c723acbf4789090de999a", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 269.0, "i_long_exit_activation_threshold": -740.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "7216c6e603fae313fb113d110861c8733dd8746ff1b80bc4d0b7c2e32d9ab13b", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 98, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dba1d873727f4ceddd2359ec5f093e443897a5f2c38c723acbf4789090de999a", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 269.95, "i_long_exit_activation_threshold": -740.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "e17fc3ff5ca7c2f163f86052c3e9846af60f59304f5afba1e5cd855c2e3e21b5", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 98, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dba1d873727f4ceddd2359ec5f093e443897a5f2c38c723acbf4789090de999a", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 270.05, "i_long_exit_activation_threshold": -740.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "508ea03e051a32149d53e766f1a26f8140038fe57767e58566a6eefe2431af6b", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 98, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dba1d873727f4ceddd2359ec5f093e443897a5f2c38c723acbf4789090de999a", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 271.0, "i_long_exit_activation_threshold": -740.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "f9894b78caa3fa540e87a361396b3af31c9673480dff62df74c2cb3a6bd09973", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 98, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dba1d873727f4ceddd2359ec5f093e443897a5f2c38c723acbf4789090de999a", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": -741.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "11f783db1ec597a7ef65c01d06ce3a3c83a839f833548094a4cd262e88357b37", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 89, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dba1d873727f4ceddd2359ec5f093e443897a5f2c38c723acbf4789090de999a", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": -740.05, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "bb3e7af399967d4a4b32af0208ffaba44b432a24cbeee8ae8325259bc4a21e51", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 98, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dba1d873727f4ceddd2359ec5f093e443897a5f2c38c723acbf4789090de999a", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": -739.95, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "46486f5b0aecb30e8ae5f76b317a528ca5acd0d379be631b3485fde085fafe32", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 99, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dba1d873727f4ceddd2359ec5f093e443897a5f2c38c723acbf4789090de999a", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": -739.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "9f462e8b29aed61e8a1288f9b1a5bd555a6269370ed37bcecad2eb143ef0c8cb", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 87, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dba1d873727f4ceddd2359ec5f093e443897a5f2c38c723acbf4789090de999a", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": -740.0, "i_long_exit_activation_confirmation_threshold": -731.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "65cd103f7fa410d26e3f3f74a03e38ab3447f2a78f254e39a90db49c19e0cd16", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 109, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dba1d873727f4ceddd2359ec5f093e443897a5f2c38c723acbf4789090de999a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": -740.0, "i_long_exit_activation_confirmation_threshold": -730.05, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "6a986d576e0b2ef90ae5063eef78f28684733f0e15e6639274ec0864d72a74e3", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 98, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dba1d873727f4ceddd2359ec5f093e443897a5f2c38c723acbf4789090de999a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": -740.0, "i_long_exit_activation_confirmation_threshold": -729.95, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "a972f60e7a290b045154bc114c0db9e0d1d1be25636f21b5a411df2d8e3685f4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 100, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dba1d873727f4ceddd2359ec5f093e443897a5f2c38c723acbf4789090de999a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 270.0, "i_long_exit_activation_threshold": -740.0, "i_long_exit_activation_confirmation_threshold": -729.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "6dd2c180959b0254e02a6f26ab24e47dab9fbeea3c1bb11f5d796e613ab0ac0a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 99, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dba1d873727f4ceddd2359ec5f093e443897a5f2c38c723acbf4789090de999a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -10.0, "i_long_exit_activation_threshold": 570.0, "i_long_exit_activation_confirmation_threshold": -110.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "abca1d2e69fde120512a1690669ddb1308a0bc3bfde3973cd60297ab6a5ce0e3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 6.343815140684561, \"dd_pct\": -13.806542511654785, \"calmar\": 0.4598034087912744, \"cagr_pct\": 6.3482953104805135, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 5.7534246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41173773795811897, \"sortino\": 0.7888691165368164}, {\"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\": -3.9212018509940716, \"dd_pct\": -15.723459654840621, \"calmar\": -0.24955285266397026, \"cagr_pct\": -3.9238342106123225, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 24.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15970138035673145, \"sortino\": -0.24349835242035425}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -12.223537245663675, \"dd_pct\": -19.355873728809602, \"calmar\": -0.824203204595047, \"cagr_pct\": -15.953173155021958, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8397236909621671, \"sortino\": -1.1326939460965004}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.511523509248457, \"dd_pct\": -12.511523509248457, \"calmar\": -2.207993250971228, \"cagr_pct\": -27.625359467788446, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.8917749478251515, \"sortino\": -2.902944134998979}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -19.334883003756943, \"dd_pct\": -32.464204407601805, \"calmar\": -0.07922248845318373, \"cagr_pct\": -2.5718950588230305, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 6.880810092961487, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.12893749007077926, \"sortino\": -0.1893070821353472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.8056634269373992, \"dd_pct\": -30.76843502139709, \"calmar\": 0.0292767495219193, \"cagr_pct\": 0.9007997653028923, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.235137533274179, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13433257988386885, \"sortino\": 0.18509167945115185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -21.53631005594292, \"dd_pct\": -32.464204407601784, \"calmar\": -0.14141069191359903, \"cagr_pct\": -4.590785607703479, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2777607305624086, \"sortino\": -0.4234274676904316}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": -19.334883003756943, "Sharpe Ratio": -0.12893749007077926, "Sortino Ratio": -0.1893070821353472, "Calmar Ratio": -0.07922248845318373, "P&L/DD Ratio": -0.595575445527613, "Max Drawdown %": -32.464204407601805, "% In Market": 6.880810092961487, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.0292767495219193, "Sub1_Sortino": 0.18509167945115185, "Sub1_Trades": 10, "Sub2_Calmar": -0.14141069191359903, "Sub2_Sortino": -0.4234274676904316, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6ca1ee6fa91f8d60c2712c92146cde210c60a4e79ce7fe4a9fa96d29ed8b639", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -11.0, "i_long_exit_activation_threshold": 570.0, "i_long_exit_activation_confirmation_threshold": -110.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "dfabe9cce66519d9daee615f61cb00fa29e84287c30dc50373ce9d4b863f029a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 6.065727375211649, \"dd_pct\": -13.806542511654795, \"calmar\": 0.43964704375743646, \"cagr_pct\": 6.070005599760403, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 5.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.39777436954492423, \"sortino\": 0.7579428124632456}, {\"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\": -3.9212018509940716, \"dd_pct\": -15.723459654840621, \"calmar\": -0.24955285266397026, \"cagr_pct\": -3.9238342106123225, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 24.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15970138035673145, \"sortino\": -0.24349835242035425}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -12.223537245663675, \"dd_pct\": -19.355873728809602, \"calmar\": -0.824203204595047, \"cagr_pct\": -15.953173155021958, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8397236909621671, \"sortino\": -1.1326939460965004}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.511523509248457, \"dd_pct\": -12.511523509248457, \"calmar\": -2.207993250971228, \"cagr_pct\": -27.625359467788446, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.8917749478251515, \"sortino\": -2.902944134998979}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1.0538037702431113, \"dd_pct\": -32.464204407601805, \"calmar\": 0.003918212522172944, \"cagr_pct\": 0.12720165223224747, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 6.897410358565736, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07986937196431586, \"sortino\": 0.1266878661069709}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 29.128200735046562, \"dd_pct\": -25.937017047838616, \"calmar\": 0.3330290641868709, \"cagr_pct\": 8.637780515240612, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 5.301685891748003, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6051678722968561, \"sortino\": 1.015950335919405}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -21.741491637762433, \"dd_pct\": -32.464204407601684, \"calmar\": -0.14290139915454342, \"cagr_pct\": -4.6391802322853755, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 7.851458885941645, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.28114507432410013, \"sortino\": -0.42812752323875436}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 31, "Total P&L %": 1.0538037702431113, "Sharpe Ratio": 0.07986937196431586, "Sortino Ratio": 0.1266878661069709, "Calmar Ratio": 0.003918212522172944, "P&L/DD Ratio": 0.03246048346086538, "Max Drawdown %": -32.464204407601805, "% In Market": 6.897410358565736, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3330290641868709, "Sub1_Sortino": 1.015950335919405, "Sub1_Trades": 11, "Sub2_Calmar": -0.14290139915454342, "Sub2_Sortino": -0.42812752323875436, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6ca1ee6fa91f8d60c2712c92146cde210c60a4e79ce7fe4a9fa96d29ed8b639", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -10.05, "i_long_exit_activation_threshold": 570.0, "i_long_exit_activation_confirmation_threshold": -110.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "a5d606b936b3ea1cab1e9ac799ed2dad56df7e3a7367ecfcb0b7db47a04ff53c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 6.343815140684561, \"dd_pct\": -13.806542511654785, \"calmar\": 0.4598034087912744, \"cagr_pct\": 6.3482953104805135, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 5.7534246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41173773795811897, \"sortino\": 0.7888691165368164}, {\"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\": -3.9212018509940716, \"dd_pct\": -15.723459654840621, \"calmar\": -0.24955285266397026, \"cagr_pct\": -3.9238342106123225, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 24.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15970138035673145, \"sortino\": -0.24349835242035425}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -12.223537245663675, \"dd_pct\": -19.355873728809602, \"calmar\": -0.824203204595047, \"cagr_pct\": -15.953173155021958, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8397236909621671, \"sortino\": -1.1326939460965004}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.511523509248457, \"dd_pct\": -12.511523509248457, \"calmar\": -2.207993250971228, \"cagr_pct\": -27.625359467788446, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.8917749478251515, \"sortino\": -2.902944134998979}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -19.334883003756943, \"dd_pct\": -32.464204407601805, \"calmar\": -0.07922248845318373, \"cagr_pct\": -2.5718950588230305, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 6.880810092961487, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.12893749007077926, \"sortino\": -0.1893070821353472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.8056634269373992, \"dd_pct\": -30.76843502139709, \"calmar\": 0.0292767495219193, \"cagr_pct\": 0.9007997653028923, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.235137533274179, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13433257988386885, \"sortino\": 0.18509167945115185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -21.53631005594292, \"dd_pct\": -32.464204407601784, \"calmar\": -0.14141069191359903, \"cagr_pct\": -4.590785607703479, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2777607305624086, \"sortino\": -0.4234274676904316}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": -19.334883003756943, "Sharpe Ratio": -0.12893749007077926, "Sortino Ratio": -0.1893070821353472, "Calmar Ratio": -0.07922248845318373, "P&L/DD Ratio": -0.595575445527613, "Max Drawdown %": -32.464204407601805, "% In Market": 6.880810092961487, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.0292767495219193, "Sub1_Sortino": 0.18509167945115185, "Sub1_Trades": 10, "Sub2_Calmar": -0.14141069191359903, "Sub2_Sortino": -0.4234274676904316, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6ca1ee6fa91f8d60c2712c92146cde210c60a4e79ce7fe4a9fa96d29ed8b639", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -9.95, "i_long_exit_activation_threshold": 570.0, "i_long_exit_activation_confirmation_threshold": -110.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "e0f3cf683d74d5bbde2ddd049becbf147cdbb5dc1082a784c859f32e88a416bd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 6.343815140684561, \"dd_pct\": -13.806542511654785, \"calmar\": 0.4598034087912744, \"cagr_pct\": 6.3482953104805135, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 5.7534246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41173773795811897, \"sortino\": 0.7888691165368164}, {\"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\": -3.9212018509940716, \"dd_pct\": -15.723459654840621, \"calmar\": -0.24955285266397026, \"cagr_pct\": -3.9238342106123225, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 24.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15970138035673145, \"sortino\": -0.24349835242035425}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -12.223537245663675, \"dd_pct\": -19.355873728809602, \"calmar\": -0.824203204595047, \"cagr_pct\": -15.953173155021958, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8397236909621671, \"sortino\": -1.1326939460965004}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.511523509248457, \"dd_pct\": -12.511523509248457, \"calmar\": -2.207993250971228, \"cagr_pct\": -27.625359467788446, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.8917749478251515, \"sortino\": -2.902944134998979}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -19.334883003756943, \"dd_pct\": -32.464204407601805, \"calmar\": -0.07922248845318373, \"cagr_pct\": -2.5718950588230305, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 6.880810092961487, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.12893749007077926, \"sortino\": -0.1893070821353472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.8056634269373992, \"dd_pct\": -30.76843502139709, \"calmar\": 0.0292767495219193, \"cagr_pct\": 0.9007997653028923, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.235137533274179, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13433257988386885, \"sortino\": 0.18509167945115185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -21.53631005594292, \"dd_pct\": -32.464204407601784, \"calmar\": -0.14141069191359903, \"cagr_pct\": -4.590785607703479, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2777607305624086, \"sortino\": -0.4234274676904316}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": -19.334883003756943, "Sharpe Ratio": -0.12893749007077926, "Sortino Ratio": -0.1893070821353472, "Calmar Ratio": -0.07922248845318373, "P&L/DD Ratio": -0.595575445527613, "Max Drawdown %": -32.464204407601805, "% In Market": 6.880810092961487, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.0292767495219193, "Sub1_Sortino": 0.18509167945115185, "Sub1_Trades": 10, "Sub2_Calmar": -0.14141069191359903, "Sub2_Sortino": -0.4234274676904316, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6ca1ee6fa91f8d60c2712c92146cde210c60a4e79ce7fe4a9fa96d29ed8b639", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -9.0, "i_long_exit_activation_threshold": 570.0, "i_long_exit_activation_confirmation_threshold": -110.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "b90594fe519213c7934eab4a27286cd6bdfc21549531245c47faad7a6b57bd9d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 6.343815140684561, \"dd_pct\": -13.806542511654785, \"calmar\": 0.4598034087912744, \"cagr_pct\": 6.3482953104805135, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 5.7534246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41173773795811897, \"sortino\": 0.7888691165368164}, {\"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\": -3.9212018509940716, \"dd_pct\": -15.723459654840621, \"calmar\": -0.24955285266397026, \"cagr_pct\": -3.9238342106123225, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 24.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15970138035673145, \"sortino\": -0.24349835242035425}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -12.223537245663675, \"dd_pct\": -19.355873728809602, \"calmar\": -0.824203204595047, \"cagr_pct\": -15.953173155021958, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8397236909621671, \"sortino\": -1.1326939460965004}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.511523509248457, \"dd_pct\": -12.511523509248457, \"calmar\": -2.207993250971228, \"cagr_pct\": -27.625359467788446, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.8917749478251515, \"sortino\": -2.902944134998979}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -16.695141072148623, \"dd_pct\": -32.46420440760188, \"calmar\": -0.067480879823785, \"cagr_pct\": -2.190713076204174, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 6.880810092961487, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.09951503852191669, \"sortino\": -0.14637197746294583}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.169948147029558, \"dd_pct\": -28.50285267465109, \"calmar\": 0.06874072044944414, \"cagr_pct\": 1.9593066277198818, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.235137533274179, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.21521694169025166, \"sortino\": 0.2979614379293378}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -21.53631005594292, \"dd_pct\": -32.464204407601784, \"calmar\": -0.14141069191359903, \"cagr_pct\": -4.590785607703479, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2777607305624086, \"sortino\": -0.4234274676904316}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": -16.695141072148623, "Sharpe Ratio": -0.09951503852191669, "Sortino Ratio": -0.14637197746294583, "Calmar Ratio": -0.067480879823785, "P&L/DD Ratio": -0.5142630591692324, "Max Drawdown %": -32.46420440760188, "% In Market": 6.880810092961487, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.06874072044944414, "Sub1_Sortino": 0.2979614379293378, "Sub1_Trades": 10, "Sub2_Calmar": -0.14141069191359903, "Sub2_Sortino": -0.4234274676904316, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6ca1ee6fa91f8d60c2712c92146cde210c60a4e79ce7fe4a9fa96d29ed8b639", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -10.0, "i_long_exit_activation_threshold": 569.0, "i_long_exit_activation_confirmation_threshold": -110.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "06d7f2a6c47c553382dc8beb1045cfb1f017dcc9dd314b9771f3eabcb76b6da6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 6.343815140684561, \"dd_pct\": -13.806542511654785, \"calmar\": 0.4598034087912744, \"cagr_pct\": 6.3482953104805135, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 5.7534246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41173773795811897, \"sortino\": 0.7888691165368164}, {\"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\": -3.9212018509940716, \"dd_pct\": -15.723459654840621, \"calmar\": -0.24955285266397026, \"cagr_pct\": -3.9238342106123225, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 24.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15970138035673145, \"sortino\": -0.24349835242035425}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -12.223537245663675, \"dd_pct\": -19.355873728809602, \"calmar\": -0.824203204595047, \"cagr_pct\": -15.953173155021958, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8397236909621671, \"sortino\": -1.1326939460965004}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.511523509248457, \"dd_pct\": -12.511523509248457, \"calmar\": -2.207993250971228, \"cagr_pct\": -27.625359467788446, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.8917749478251515, \"sortino\": -2.902944134998979}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -19.334883003756943, \"dd_pct\": -32.464204407601805, \"calmar\": -0.07922248845318373, \"cagr_pct\": -2.5718950588230305, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 6.880810092961487, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.12893749007077926, \"sortino\": -0.1893070821353472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.8056634269373992, \"dd_pct\": -30.76843502139709, \"calmar\": 0.0292767495219193, \"cagr_pct\": 0.9007997653028923, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.235137533274179, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13433257988386885, \"sortino\": 0.18509167945115185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -21.53631005594292, \"dd_pct\": -32.464204407601784, \"calmar\": -0.14141069191359903, \"cagr_pct\": -4.590785607703479, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2777607305624086, \"sortino\": -0.4234274676904316}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": -19.334883003756943, "Sharpe Ratio": -0.12893749007077926, "Sortino Ratio": -0.1893070821353472, "Calmar Ratio": -0.07922248845318373, "P&L/DD Ratio": -0.595575445527613, "Max Drawdown %": -32.464204407601805, "% In Market": 6.880810092961487, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.0292767495219193, "Sub1_Sortino": 0.18509167945115185, "Sub1_Trades": 10, "Sub2_Calmar": -0.14141069191359903, "Sub2_Sortino": -0.4234274676904316, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6ca1ee6fa91f8d60c2712c92146cde210c60a4e79ce7fe4a9fa96d29ed8b639", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -10.0, "i_long_exit_activation_threshold": 569.95, "i_long_exit_activation_confirmation_threshold": -110.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "7873b0d4e0d66f7d406136aa19fdbfdc2ccf6c2fb0e69ac4750c7894ab9906e4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 6.343815140684561, \"dd_pct\": -13.806542511654785, \"calmar\": 0.4598034087912744, \"cagr_pct\": 6.3482953104805135, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 5.7534246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41173773795811897, \"sortino\": 0.7888691165368164}, {\"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\": -3.9212018509940716, \"dd_pct\": -15.723459654840621, \"calmar\": -0.24955285266397026, \"cagr_pct\": -3.9238342106123225, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 24.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15970138035673145, \"sortino\": -0.24349835242035425}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -12.223537245663675, \"dd_pct\": -19.355873728809602, \"calmar\": -0.824203204595047, \"cagr_pct\": -15.953173155021958, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8397236909621671, \"sortino\": -1.1326939460965004}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.511523509248457, \"dd_pct\": -12.511523509248457, \"calmar\": -2.207993250971228, \"cagr_pct\": -27.625359467788446, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.8917749478251515, \"sortino\": -2.902944134998979}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -19.334883003756943, \"dd_pct\": -32.464204407601805, \"calmar\": -0.07922248845318373, \"cagr_pct\": -2.5718950588230305, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 6.880810092961487, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.12893749007077926, \"sortino\": -0.1893070821353472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.8056634269373992, \"dd_pct\": -30.76843502139709, \"calmar\": 0.0292767495219193, \"cagr_pct\": 0.9007997653028923, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.235137533274179, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13433257988386885, \"sortino\": 0.18509167945115185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -21.53631005594292, \"dd_pct\": -32.464204407601784, \"calmar\": -0.14141069191359903, \"cagr_pct\": -4.590785607703479, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2777607305624086, \"sortino\": -0.4234274676904316}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": -19.334883003756943, "Sharpe Ratio": -0.12893749007077926, "Sortino Ratio": -0.1893070821353472, "Calmar Ratio": -0.07922248845318373, "P&L/DD Ratio": -0.595575445527613, "Max Drawdown %": -32.464204407601805, "% In Market": 6.880810092961487, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.0292767495219193, "Sub1_Sortino": 0.18509167945115185, "Sub1_Trades": 10, "Sub2_Calmar": -0.14141069191359903, "Sub2_Sortino": -0.4234274676904316, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6ca1ee6fa91f8d60c2712c92146cde210c60a4e79ce7fe4a9fa96d29ed8b639", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -10.0, "i_long_exit_activation_threshold": 570.05, "i_long_exit_activation_confirmation_threshold": -110.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "0dd964e277009855b17479cad6743fbda8c815dde27b921ccc4e3712c7b3c00b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 6.343815140684561, \"dd_pct\": -13.806542511654785, \"calmar\": 0.4598034087912744, \"cagr_pct\": 6.3482953104805135, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 5.7534246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41173773795811897, \"sortino\": 0.7888691165368164}, {\"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\": -3.9212018509940716, \"dd_pct\": -15.723459654840621, \"calmar\": -0.24955285266397026, \"cagr_pct\": -3.9238342106123225, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 24.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15970138035673145, \"sortino\": -0.24349835242035425}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -12.223537245663675, \"dd_pct\": -19.355873728809602, \"calmar\": -0.824203204595047, \"cagr_pct\": -15.953173155021958, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8397236909621671, \"sortino\": -1.1326939460965004}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.511523509248457, \"dd_pct\": -12.511523509248457, \"calmar\": -2.207993250971228, \"cagr_pct\": -27.625359467788446, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.8917749478251515, \"sortino\": -2.902944134998979}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -19.334883003756943, \"dd_pct\": -32.464204407601805, \"calmar\": -0.07922248845318373, \"cagr_pct\": -2.5718950588230305, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 6.880810092961487, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.12893749007077926, \"sortino\": -0.1893070821353472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.8056634269373992, \"dd_pct\": -30.76843502139709, \"calmar\": 0.0292767495219193, \"cagr_pct\": 0.9007997653028923, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.235137533274179, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13433257988386885, \"sortino\": 0.18509167945115185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -21.53631005594292, \"dd_pct\": -32.464204407601784, \"calmar\": -0.14141069191359903, \"cagr_pct\": -4.590785607703479, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2777607305624086, \"sortino\": -0.4234274676904316}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": -19.334883003756943, "Sharpe Ratio": -0.12893749007077926, "Sortino Ratio": -0.1893070821353472, "Calmar Ratio": -0.07922248845318373, "P&L/DD Ratio": -0.595575445527613, "Max Drawdown %": -32.464204407601805, "% In Market": 6.880810092961487, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.0292767495219193, "Sub1_Sortino": 0.18509167945115185, "Sub1_Trades": 10, "Sub2_Calmar": -0.14141069191359903, "Sub2_Sortino": -0.4234274676904316, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6ca1ee6fa91f8d60c2712c92146cde210c60a4e79ce7fe4a9fa96d29ed8b639", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -10.0, "i_long_exit_activation_threshold": 571.0, "i_long_exit_activation_confirmation_threshold": -110.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "e7850976a29fb9cfa73aedf6205ccb9d331111414ce4302dbe7d21f2b415a3a2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 6.343815140684561, \"dd_pct\": -13.806542511654785, \"calmar\": 0.4598034087912744, \"cagr_pct\": 6.3482953104805135, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 5.7534246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41173773795811897, \"sortino\": 0.7888691165368164}, {\"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\": -3.9212018509940716, \"dd_pct\": -15.723459654840621, \"calmar\": -0.24955285266397026, \"cagr_pct\": -3.9238342106123225, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 24.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15970138035673145, \"sortino\": -0.24349835242035425}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -12.223537245663675, \"dd_pct\": -19.355873728809602, \"calmar\": -0.824203204595047, \"cagr_pct\": -15.953173155021958, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8397236909621671, \"sortino\": -1.1326939460965004}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.511523509248457, \"dd_pct\": -12.511523509248457, \"calmar\": -2.207993250971228, \"cagr_pct\": -27.625359467788446, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.8917749478251515, \"sortino\": -2.902944134998979}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -19.334883003756943, \"dd_pct\": -32.464204407601805, \"calmar\": -0.07922248845318373, \"cagr_pct\": -2.5718950588230305, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 6.880810092961487, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.12893749007077926, \"sortino\": -0.1893070821353472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.8056634269373992, \"dd_pct\": -30.76843502139709, \"calmar\": 0.0292767495219193, \"cagr_pct\": 0.9007997653028923, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.235137533274179, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13433257988386885, \"sortino\": 0.18509167945115185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -21.53631005594292, \"dd_pct\": -32.464204407601784, \"calmar\": -0.14141069191359903, \"cagr_pct\": -4.590785607703479, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2777607305624086, \"sortino\": -0.4234274676904316}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": -19.334883003756943, "Sharpe Ratio": -0.12893749007077926, "Sortino Ratio": -0.1893070821353472, "Calmar Ratio": -0.07922248845318373, "P&L/DD Ratio": -0.595575445527613, "Max Drawdown %": -32.464204407601805, "% In Market": 6.880810092961487, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.0292767495219193, "Sub1_Sortino": 0.18509167945115185, "Sub1_Trades": 10, "Sub2_Calmar": -0.14141069191359903, "Sub2_Sortino": -0.4234274676904316, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6ca1ee6fa91f8d60c2712c92146cde210c60a4e79ce7fe4a9fa96d29ed8b639", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -10.0, "i_long_exit_activation_threshold": 570.0, "i_long_exit_activation_confirmation_threshold": -111.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "db9a9fecee47a28d57d1d937bc9264f12d30a7b386e5e0776f9fbadf87c3c196", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 6.343815140684561, \"dd_pct\": -13.806542511654785, \"calmar\": 0.4598034087912744, \"cagr_pct\": 6.3482953104805135, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 5.7534246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41173773795811897, \"sortino\": 0.7888691165368164}, {\"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\": -3.9212018509940716, \"dd_pct\": -15.723459654840621, \"calmar\": -0.24955285266397026, \"cagr_pct\": -3.9238342106123225, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 24.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15970138035673145, \"sortino\": -0.24349835242035425}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -12.223537245663675, \"dd_pct\": -19.355873728809602, \"calmar\": -0.824203204595047, \"cagr_pct\": -15.953173155021958, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8397236909621671, \"sortino\": -1.1326939460965004}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.511523509248457, \"dd_pct\": -12.511523509248457, \"calmar\": -2.207993250971228, \"cagr_pct\": -27.625359467788446, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.8917749478251515, \"sortino\": -2.902944134998979}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -19.334883003756943, \"dd_pct\": -32.464204407601805, \"calmar\": -0.07922248845318373, \"cagr_pct\": -2.5718950588230305, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 6.880810092961487, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.12893749007077926, \"sortino\": -0.1893070821353472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.8056634269373992, \"dd_pct\": -30.76843502139709, \"calmar\": 0.0292767495219193, \"cagr_pct\": 0.9007997653028923, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.235137533274179, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13433257988386885, \"sortino\": 0.18509167945115185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -21.53631005594292, \"dd_pct\": -32.464204407601784, \"calmar\": -0.14141069191359903, \"cagr_pct\": -4.590785607703479, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2777607305624086, \"sortino\": -0.4234274676904316}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": -19.334883003756943, "Sharpe Ratio": -0.12893749007077926, "Sortino Ratio": -0.1893070821353472, "Calmar Ratio": -0.07922248845318373, "P&L/DD Ratio": -0.595575445527613, "Max Drawdown %": -32.464204407601805, "% In Market": 6.880810092961487, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.0292767495219193, "Sub1_Sortino": 0.18509167945115185, "Sub1_Trades": 10, "Sub2_Calmar": -0.14141069191359903, "Sub2_Sortino": -0.4234274676904316, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6ca1ee6fa91f8d60c2712c92146cde210c60a4e79ce7fe4a9fa96d29ed8b639", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -10.0, "i_long_exit_activation_threshold": 570.0, "i_long_exit_activation_confirmation_threshold": -110.05, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "f74c7623bfb492961e50079cd7f16cf0a652439b171c89f8f60c2e86af1164c8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 6.343815140684561, \"dd_pct\": -13.806542511654785, \"calmar\": 0.4598034087912744, \"cagr_pct\": 6.3482953104805135, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 5.7534246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41173773795811897, \"sortino\": 0.7888691165368164}, {\"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\": -3.9212018509940716, \"dd_pct\": -15.723459654840621, \"calmar\": -0.24955285266397026, \"cagr_pct\": -3.9238342106123225, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 24.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15970138035673145, \"sortino\": -0.24349835242035425}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -12.223537245663675, \"dd_pct\": -19.355873728809602, \"calmar\": -0.824203204595047, \"cagr_pct\": -15.953173155021958, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8397236909621671, \"sortino\": -1.1326939460965004}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.511523509248457, \"dd_pct\": -12.511523509248457, \"calmar\": -2.207993250971228, \"cagr_pct\": -27.625359467788446, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.8917749478251515, \"sortino\": -2.902944134998979}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -19.334883003756943, \"dd_pct\": -32.464204407601805, \"calmar\": -0.07922248845318373, \"cagr_pct\": -2.5718950588230305, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 6.880810092961487, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.12893749007077926, \"sortino\": -0.1893070821353472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.8056634269373992, \"dd_pct\": -30.76843502139709, \"calmar\": 0.0292767495219193, \"cagr_pct\": 0.9007997653028923, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.235137533274179, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13433257988386885, \"sortino\": 0.18509167945115185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -21.53631005594292, \"dd_pct\": -32.464204407601784, \"calmar\": -0.14141069191359903, \"cagr_pct\": -4.590785607703479, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2777607305624086, \"sortino\": -0.4234274676904316}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": -19.334883003756943, "Sharpe Ratio": -0.12893749007077926, "Sortino Ratio": -0.1893070821353472, "Calmar Ratio": -0.07922248845318373, "P&L/DD Ratio": -0.595575445527613, "Max Drawdown %": -32.464204407601805, "% In Market": 6.880810092961487, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.0292767495219193, "Sub1_Sortino": 0.18509167945115185, "Sub1_Trades": 10, "Sub2_Calmar": -0.14141069191359903, "Sub2_Sortino": -0.4234274676904316, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6ca1ee6fa91f8d60c2712c92146cde210c60a4e79ce7fe4a9fa96d29ed8b639", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -10.0, "i_long_exit_activation_threshold": 570.0, "i_long_exit_activation_confirmation_threshold": -109.95, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "c24125721a2744f66e57e02a5dbfff6390079091d6d17ca4f0dee3f64cb2fa6b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 6.343815140684561, \"dd_pct\": -13.806542511654785, \"calmar\": 0.4598034087912744, \"cagr_pct\": 6.3482953104805135, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 5.7534246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41173773795811897, \"sortino\": 0.7888691165368164}, {\"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\": -3.9212018509940716, \"dd_pct\": -15.723459654840621, \"calmar\": -0.24955285266397026, \"cagr_pct\": -3.9238342106123225, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 24.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15970138035673145, \"sortino\": -0.24349835242035425}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -12.223537245663675, \"dd_pct\": -19.355873728809602, \"calmar\": -0.824203204595047, \"cagr_pct\": -15.953173155021958, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8397236909621671, \"sortino\": -1.1326939460965004}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.511523509248457, \"dd_pct\": -12.511523509248457, \"calmar\": -2.207993250971228, \"cagr_pct\": -27.625359467788446, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.8917749478251515, \"sortino\": -2.902944134998979}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -19.334883003756943, \"dd_pct\": -32.464204407601805, \"calmar\": -0.07922248845318373, \"cagr_pct\": -2.5718950588230305, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 6.880810092961487, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.12893749007077926, \"sortino\": -0.1893070821353472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.8056634269373992, \"dd_pct\": -30.76843502139709, \"calmar\": 0.0292767495219193, \"cagr_pct\": 0.9007997653028923, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.235137533274179, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13433257988386885, \"sortino\": 0.18509167945115185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -21.53631005594292, \"dd_pct\": -32.464204407601784, \"calmar\": -0.14141069191359903, \"cagr_pct\": -4.590785607703479, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2777607305624086, \"sortino\": -0.4234274676904316}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": -19.334883003756943, "Sharpe Ratio": -0.12893749007077926, "Sortino Ratio": -0.1893070821353472, "Calmar Ratio": -0.07922248845318373, "P&L/DD Ratio": -0.595575445527613, "Max Drawdown %": -32.464204407601805, "% In Market": 6.880810092961487, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.0292767495219193, "Sub1_Sortino": 0.18509167945115185, "Sub1_Trades": 10, "Sub2_Calmar": -0.14141069191359903, "Sub2_Sortino": -0.4234274676904316, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6ca1ee6fa91f8d60c2712c92146cde210c60a4e79ce7fe4a9fa96d29ed8b639", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -10.0, "i_long_exit_activation_threshold": 570.0, "i_long_exit_activation_confirmation_threshold": -109.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "ba60b4439a11166a8411dd708d960d9ccca3d930c4387657304b18a3d82b4a5b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 6.343815140684561, \"dd_pct\": -13.806542511654785, \"calmar\": 0.4598034087912744, \"cagr_pct\": 6.3482953104805135, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 5.7534246575342465, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.41173773795811897, \"sortino\": 0.7888691165368164}, {\"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\": -3.9212018509940716, \"dd_pct\": -15.723459654840621, \"calmar\": -0.24955285266397026, \"cagr_pct\": -3.9238342106123225, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 24.93150684931507, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.15970138035673145, \"sortino\": -0.24349835242035425}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -12.223537245663675, \"dd_pct\": -19.355873728809602, \"calmar\": -0.824203204595047, \"cagr_pct\": -15.953173155021958, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 12.317518248175183, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8397236909621671, \"sortino\": -1.1326939460965004}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.511523509248457, \"dd_pct\": -12.511523509248457, \"calmar\": -2.207993250971228, \"cagr_pct\": -27.625359467788446, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 1.6556291390728477, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.8917749478251515, \"sortino\": -2.902944134998979}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -19.334883003756943, \"dd_pct\": -32.464204407601805, \"calmar\": -0.07922248845318373, \"cagr_pct\": -2.5718950588230305, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 6.880810092961487, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.12893749007077926, \"sortino\": -0.1893070821353472}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 2.8056634269373992, \"dd_pct\": -30.76843502139709, \"calmar\": 0.0292767495219193, \"cagr_pct\": 0.9007997653028923, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 5.235137533274179, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13433257988386885, \"sortino\": 0.18509167945115185}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -21.53631005594292, \"dd_pct\": -32.464204407601784, \"calmar\": -0.14141069191359903, \"cagr_pct\": -4.590785607703479, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 7.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2777607305624086, \"sortino\": -0.4234274676904316}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": -19.334883003756943, "Sharpe Ratio": -0.12893749007077926, "Sortino Ratio": -0.1893070821353472, "Calmar Ratio": -0.07922248845318373, "P&L/DD Ratio": -0.595575445527613, "Max Drawdown %": -32.464204407601805, "% In Market": 6.880810092961487, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.0292767495219193, "Sub1_Sortino": 0.18509167945115185, "Sub1_Trades": 10, "Sub2_Calmar": -0.14141069191359903, "Sub2_Sortino": -0.4234274676904316, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d6ca1ee6fa91f8d60c2712c92146cde210c60a4e79ce7fe4a9fa96d29ed8b639", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "d83aeb9c32e265e81e2456ecd741607d9e3525dd609fb9ef3e7169662ab1f602", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -69.66579400816487, \"dd_pct\": -72.1656335611613, \"calmar\": -0.9657029951057472, \"cagr_pct\": -69.69056847371729, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5782683269985052, \"sortino\": -2.1376508236233764}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -42.908105167556506, \"dd_pct\": -51.2893495194211, \"calmar\": -1.447198243623208, \"cagr_pct\": -74.22585654108305, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4249045694442617, \"sortino\": -3.1542409608564945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 287.96897548321374, \"dd_pct\": -85.535581502132, \"calmar\": 0.20890985922511687, \"cagr_pct\": 17.86922629034891, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.12018592297477, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5796258221883829, \"sortino\": 0.8249942094289343}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 103.66247962065228, \"dd_pct\": -85.535581502132, \"calmar\": 0.30310099171459026, \"cagr_pct\": 25.925919580180373, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 98.35847382431233, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6850017709552619, \"sortino\": 0.967848681041767}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.49604826861137, \"dd_pct\": -80.56739558030421, \"calmar\": 0.16508772388494353, \"cagr_pct\": 13.300687955690282, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.57559681697613, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5066802198243509, \"sortino\": 0.7264545695035801}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 287.96897548321374, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.535581502132, "% In Market": 99.12018592297477, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "854ec2064eb8af451df14d068c3fd4284e2d095fb2c3269527dc6f9d3b7df7bf", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -576.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "2f0e565359a80c6b590b35b039fdfa27dd1b6e8eb9d47474ff0653a4b8799cd0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -69.66579400816487, \"dd_pct\": -72.1656335611613, \"calmar\": -0.9657029951057472, \"cagr_pct\": -69.69056847371729, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5782683269985052, \"sortino\": -2.1376508236233764}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -42.908105167556506, \"dd_pct\": -51.2893495194211, \"calmar\": -1.447198243623208, \"cagr_pct\": -74.22585654108305, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4249045694442617, \"sortino\": -3.1542409608564945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 287.96897548321374, \"dd_pct\": -85.535581502132, \"calmar\": 0.20890985922511687, \"cagr_pct\": 17.86922629034891, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.12018592297477, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5796258221883829, \"sortino\": 0.8249942094289343}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 103.66247962065228, \"dd_pct\": -85.535581502132, \"calmar\": 0.30310099171459026, \"cagr_pct\": 25.925919580180373, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 98.35847382431233, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6850017709552619, \"sortino\": 0.967848681041767}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.49604826861137, \"dd_pct\": -80.56739558030421, \"calmar\": 0.16508772388494353, \"cagr_pct\": 13.300687955690282, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.57559681697613, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5066802198243509, \"sortino\": 0.7264545695035801}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 287.96897548321374, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.535581502132, "% In Market": 99.12018592297477, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 39, "source": "diagnostic_center", "Policy": "canonical", "center_id": "854ec2064eb8af451df14d068c3fd4284e2d095fb2c3269527dc6f9d3b7df7bf", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -575.05, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "f1fcd31e8408d7a54cb9a6aff4a987410438cc032287e4895e7b2223f6c1b92a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -69.66579400816487, \"dd_pct\": -72.1656335611613, \"calmar\": -0.9657029951057472, \"cagr_pct\": -69.69056847371729, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5782683269985052, \"sortino\": -2.1376508236233764}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -42.908105167556506, \"dd_pct\": -51.2893495194211, \"calmar\": -1.447198243623208, \"cagr_pct\": -74.22585654108305, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4249045694442617, \"sortino\": -3.1542409608564945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 287.96897548321374, \"dd_pct\": -85.535581502132, \"calmar\": 0.20890985922511687, \"cagr_pct\": 17.86922629034891, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.12018592297477, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5796258221883829, \"sortino\": 0.8249942094289343}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 103.66247962065228, \"dd_pct\": -85.535581502132, \"calmar\": 0.30310099171459026, \"cagr_pct\": 25.925919580180373, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 98.35847382431233, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6850017709552619, \"sortino\": 0.967848681041767}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.49604826861137, \"dd_pct\": -80.56739558030421, \"calmar\": 0.16508772388494353, \"cagr_pct\": 13.300687955690282, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.57559681697613, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5066802198243509, \"sortino\": 0.7264545695035801}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 287.96897548321374, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.535581502132, "% In Market": 99.12018592297477, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "854ec2064eb8af451df14d068c3fd4284e2d095fb2c3269527dc6f9d3b7df7bf", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -574.95, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "1aa5efe67aa961633d0a7cf96706920dfb8541852d5b5c1d9577c951c46f0d65", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -69.66579400816487, \"dd_pct\": -72.1656335611613, \"calmar\": -0.9657029951057472, \"cagr_pct\": -69.69056847371729, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5782683269985052, \"sortino\": -2.1376508236233764}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -42.908105167556506, \"dd_pct\": -51.2893495194211, \"calmar\": -1.447198243623208, \"cagr_pct\": -74.22585654108305, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4249045694442617, \"sortino\": -3.1542409608564945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 287.96897548321374, \"dd_pct\": -85.535581502132, \"calmar\": 0.20890985922511687, \"cagr_pct\": 17.86922629034891, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.12018592297477, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5796258221883829, \"sortino\": 0.8249942094289343}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 103.66247962065228, \"dd_pct\": -85.535581502132, \"calmar\": 0.30310099171459026, \"cagr_pct\": 25.925919580180373, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 98.35847382431233, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6850017709552619, \"sortino\": 0.967848681041767}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.49604826861137, \"dd_pct\": -80.56739558030421, \"calmar\": 0.16508772388494353, \"cagr_pct\": 13.300687955690282, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.57559681697613, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5066802198243509, \"sortino\": 0.7264545695035801}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 287.96897548321374, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.535581502132, "% In Market": 99.12018592297477, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 40, "source": "diagnostic_center", "Policy": "canonical", "center_id": "854ec2064eb8af451df14d068c3fd4284e2d095fb2c3269527dc6f9d3b7df7bf", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -574.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "c17d5ee78286fb7778b8d2a02df5857de8ba075c71b52de55d8324a806a0d38d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -69.66579400816487, \"dd_pct\": -72.1656335611613, \"calmar\": -0.9657029951057472, \"cagr_pct\": -69.69056847371729, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5782683269985052, \"sortino\": -2.1376508236233764}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -42.908105167556506, \"dd_pct\": -51.2893495194211, \"calmar\": -1.447198243623208, \"cagr_pct\": -74.22585654108305, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4249045694442617, \"sortino\": -3.1542409608564945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 287.96897548321374, \"dd_pct\": -85.535581502132, \"calmar\": 0.20890985922511687, \"cagr_pct\": 17.86922629034891, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.12018592297477, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5796258221883829, \"sortino\": 0.8249942094289343}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 103.66247962065228, \"dd_pct\": -85.535581502132, \"calmar\": 0.30310099171459026, \"cagr_pct\": 25.925919580180373, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 98.35847382431233, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6850017709552619, \"sortino\": 0.967848681041767}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.49604826861137, \"dd_pct\": -80.56739558030421, \"calmar\": 0.16508772388494353, \"cagr_pct\": 13.300687955690282, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.57559681697613, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5066802198243509, \"sortino\": 0.7264545695035801}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 287.96897548321374, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.535581502132, "% In Market": 99.12018592297477, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "854ec2064eb8af451df14d068c3fd4284e2d095fb2c3269527dc6f9d3b7df7bf", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 229.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "c16fa2d62ff0861249f6c1d8d8c49d4f584bf41b451e73a5ce458933d002be6b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -69.66579400816487, \"dd_pct\": -72.1656335611613, \"calmar\": -0.9657029951057472, \"cagr_pct\": -69.69056847371729, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5782683269985052, \"sortino\": -2.1376508236233764}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -42.908105167556506, \"dd_pct\": -51.2893495194211, \"calmar\": -1.447198243623208, \"cagr_pct\": -74.22585654108305, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4249045694442617, \"sortino\": -3.1542409608564945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 287.96897548321374, \"dd_pct\": -85.535581502132, \"calmar\": 0.20890985922511687, \"cagr_pct\": 17.86922629034891, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.12018592297477, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5796258221883829, \"sortino\": 0.8249942094289343}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 103.66247962065228, \"dd_pct\": -85.535581502132, \"calmar\": 0.30310099171459026, \"cagr_pct\": 25.925919580180373, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 98.35847382431233, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6850017709552619, \"sortino\": 0.967848681041767}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.49604826861137, \"dd_pct\": -80.56739558030421, \"calmar\": 0.16508772388494353, \"cagr_pct\": 13.300687955690282, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.57559681697613, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5066802198243509, \"sortino\": 0.7264545695035801}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 287.96897548321374, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.535581502132, "% In Market": 99.12018592297477, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "854ec2064eb8af451df14d068c3fd4284e2d095fb2c3269527dc6f9d3b7df7bf", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 229.95, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "fa31c9a48a5b48c930a552543ab287c4fbd1ba430b563552d25809d75a9060b7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -69.66579400816487, \"dd_pct\": -72.1656335611613, \"calmar\": -0.9657029951057472, \"cagr_pct\": -69.69056847371729, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5782683269985052, \"sortino\": -2.1376508236233764}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -42.908105167556506, \"dd_pct\": -51.2893495194211, \"calmar\": -1.447198243623208, \"cagr_pct\": -74.22585654108305, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4249045694442617, \"sortino\": -3.1542409608564945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 287.96897548321374, \"dd_pct\": -85.535581502132, \"calmar\": 0.20890985922511687, \"cagr_pct\": 17.86922629034891, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.12018592297477, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5796258221883829, \"sortino\": 0.8249942094289343}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 103.66247962065228, \"dd_pct\": -85.535581502132, \"calmar\": 0.30310099171459026, \"cagr_pct\": 25.925919580180373, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 98.35847382431233, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6850017709552619, \"sortino\": 0.967848681041767}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.49604826861137, \"dd_pct\": -80.56739558030421, \"calmar\": 0.16508772388494353, \"cagr_pct\": 13.300687955690282, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.57559681697613, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5066802198243509, \"sortino\": 0.7264545695035801}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 287.96897548321374, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.535581502132, "% In Market": 99.12018592297477, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "854ec2064eb8af451df14d068c3fd4284e2d095fb2c3269527dc6f9d3b7df7bf", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 230.05, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "f003d6736af519a36ed4ecfdb7a3811e4533a49e48987fca21dd74f9c45a78f4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -69.66579400816487, \"dd_pct\": -72.1656335611613, \"calmar\": -0.9657029951057472, \"cagr_pct\": -69.69056847371729, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5782683269985052, \"sortino\": -2.1376508236233764}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -42.908105167556506, \"dd_pct\": -51.2893495194211, \"calmar\": -1.447198243623208, \"cagr_pct\": -74.22585654108305, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4249045694442617, \"sortino\": -3.1542409608564945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 287.96897548321374, \"dd_pct\": -85.535581502132, \"calmar\": 0.20890985922511687, \"cagr_pct\": 17.86922629034891, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.12018592297477, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5796258221883829, \"sortino\": 0.8249942094289343}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 103.66247962065228, \"dd_pct\": -85.535581502132, \"calmar\": 0.30310099171459026, \"cagr_pct\": 25.925919580180373, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 98.35847382431233, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6850017709552619, \"sortino\": 0.967848681041767}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.49604826861137, \"dd_pct\": -80.56739558030421, \"calmar\": 0.16508772388494353, \"cagr_pct\": 13.300687955690282, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.57559681697613, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5066802198243509, \"sortino\": 0.7264545695035801}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 287.96897548321374, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.535581502132, "% In Market": 99.12018592297477, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "854ec2064eb8af451df14d068c3fd4284e2d095fb2c3269527dc6f9d3b7df7bf", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 231.0, "i_long_exit_activation_confirmation_threshold": 710.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "5ca263df5e27e85d18be20f1ed0f2be88456f7c7d825d3c06c0a00cbaa0a7737", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -69.66579400816487, \"dd_pct\": -72.1656335611613, \"calmar\": -0.9657029951057472, \"cagr_pct\": -69.69056847371729, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5782683269985052, \"sortino\": -2.1376508236233764}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -42.908105167556506, \"dd_pct\": -51.2893495194211, \"calmar\": -1.447198243623208, \"cagr_pct\": -74.22585654108305, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4249045694442617, \"sortino\": -3.1542409608564945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 287.96897548321374, \"dd_pct\": -85.535581502132, \"calmar\": 0.20890985922511687, \"cagr_pct\": 17.86922629034891, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.12018592297477, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5796258221883829, \"sortino\": 0.8249942094289343}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 103.66247962065228, \"dd_pct\": -85.535581502132, \"calmar\": 0.30310099171459026, \"cagr_pct\": 25.925919580180373, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 98.35847382431233, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6850017709552619, \"sortino\": 0.967848681041767}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.49604826861137, \"dd_pct\": -80.56739558030421, \"calmar\": 0.16508772388494353, \"cagr_pct\": 13.300687955690282, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.57559681697613, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5066802198243509, \"sortino\": 0.7264545695035801}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 287.96897548321374, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.535581502132, "% In Market": 99.12018592297477, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "854ec2064eb8af451df14d068c3fd4284e2d095fb2c3269527dc6f9d3b7df7bf", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 709.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "5c44b50bb0ed40c7b43132ac333cc81852d130d6296809d9c2b54246f4f1265f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -69.66579400816487, \"dd_pct\": -72.1656335611613, \"calmar\": -0.9657029951057472, \"cagr_pct\": -69.69056847371729, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5782683269985052, \"sortino\": -2.1376508236233764}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -42.908105167556506, \"dd_pct\": -51.2893495194211, \"calmar\": -1.447198243623208, \"cagr_pct\": -74.22585654108305, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4249045694442617, \"sortino\": -3.1542409608564945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 287.96897548321374, \"dd_pct\": -85.535581502132, \"calmar\": 0.20890985922511687, \"cagr_pct\": 17.86922629034891, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.12018592297477, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5796258221883829, \"sortino\": 0.8249942094289343}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 103.66247962065228, \"dd_pct\": -85.535581502132, \"calmar\": 0.30310099171459026, \"cagr_pct\": 25.925919580180373, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 98.35847382431233, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6850017709552619, \"sortino\": 0.967848681041767}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.49604826861137, \"dd_pct\": -80.56739558030421, \"calmar\": 0.16508772388494353, \"cagr_pct\": 13.300687955690282, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.57559681697613, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5066802198243509, \"sortino\": 0.7264545695035801}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 287.96897548321374, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.535581502132, "% In Market": 99.12018592297477, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "854ec2064eb8af451df14d068c3fd4284e2d095fb2c3269527dc6f9d3b7df7bf", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 709.95, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "918ef1e63cdaae4d1d800ddd28e9ef4ed5a310cad852fde7d35918e7e8dbc680", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -69.66579400816487, \"dd_pct\": -72.1656335611613, \"calmar\": -0.9657029951057472, \"cagr_pct\": -69.69056847371729, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5782683269985052, \"sortino\": -2.1376508236233764}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -42.908105167556506, \"dd_pct\": -51.2893495194211, \"calmar\": -1.447198243623208, \"cagr_pct\": -74.22585654108305, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4249045694442617, \"sortino\": -3.1542409608564945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 287.96897548321374, \"dd_pct\": -85.535581502132, \"calmar\": 0.20890985922511687, \"cagr_pct\": 17.86922629034891, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.12018592297477, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5796258221883829, \"sortino\": 0.8249942094289343}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 103.66247962065228, \"dd_pct\": -85.535581502132, \"calmar\": 0.30310099171459026, \"cagr_pct\": 25.925919580180373, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 98.35847382431233, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6850017709552619, \"sortino\": 0.967848681041767}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.49604826861137, \"dd_pct\": -80.56739558030421, \"calmar\": 0.16508772388494353, \"cagr_pct\": 13.300687955690282, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.57559681697613, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5066802198243509, \"sortino\": 0.7264545695035801}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 287.96897548321374, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.535581502132, "% In Market": 99.12018592297477, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "854ec2064eb8af451df14d068c3fd4284e2d095fb2c3269527dc6f9d3b7df7bf", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 710.05, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "e66bc15fc2823b33bc2ee83c35130b39699f706c1f56c4811c15e5510e9bcf36", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -69.66579400816487, \"dd_pct\": -72.1656335611613, \"calmar\": -0.9657029951057472, \"cagr_pct\": -69.69056847371729, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5782683269985052, \"sortino\": -2.1376508236233764}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -42.908105167556506, \"dd_pct\": -51.2893495194211, \"calmar\": -1.447198243623208, \"cagr_pct\": -74.22585654108305, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4249045694442617, \"sortino\": -3.1542409608564945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 287.96897548321374, \"dd_pct\": -85.535581502132, \"calmar\": 0.20890985922511687, \"cagr_pct\": 17.86922629034891, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.12018592297477, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5796258221883829, \"sortino\": 0.8249942094289343}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 103.66247962065228, \"dd_pct\": -85.535581502132, \"calmar\": 0.30310099171459026, \"cagr_pct\": 25.925919580180373, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 98.35847382431233, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6850017709552619, \"sortino\": 0.967848681041767}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.49604826861137, \"dd_pct\": -80.56739558030421, \"calmar\": 0.16508772388494353, \"cagr_pct\": 13.300687955690282, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.57559681697613, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5066802198243509, \"sortino\": 0.7264545695035801}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 287.96897548321374, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.535581502132, "% In Market": 99.12018592297477, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "854ec2064eb8af451df14d068c3fd4284e2d095fb2c3269527dc6f9d3b7df7bf", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -575.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": 711.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "007e0b246ae5be4acd40e78313742f62aee15b3e5e97b5a447c01c11833780c3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -69.66579400816487, \"dd_pct\": -72.1656335611613, \"calmar\": -0.9657029951057472, \"cagr_pct\": -69.69056847371729, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.97260273972603, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5782683269985052, \"sortino\": -2.1376508236233764}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -42.908105167556506, \"dd_pct\": -51.2893495194211, \"calmar\": -1.447198243623208, \"cagr_pct\": -74.22585654108305, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 97.18543046357617, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.4249045694442617, \"sortino\": -3.1542409608564945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 287.96897548321374, \"dd_pct\": -85.535581502132, \"calmar\": 0.20890985922511687, \"cagr_pct\": 17.86922629034891, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 99.12018592297477, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5796258221883829, \"sortino\": 0.8249942094289343}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 103.66247962065228, \"dd_pct\": -85.535581502132, \"calmar\": 0.30310099171459026, \"cagr_pct\": 25.925919580180373, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 98.35847382431233, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6850017709552619, \"sortino\": 0.967848681041767}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 90.49604826861137, \"dd_pct\": -80.56739558030421, \"calmar\": 0.16508772388494353, \"cagr_pct\": 13.300687955690282, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.57559681697613, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5066802198243509, \"sortino\": 0.7264545695035801}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 287.96897548321374, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.535581502132, "% In Market": 99.12018592297477, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "854ec2064eb8af451df14d068c3fd4284e2d095fb2c3269527dc6f9d3b7df7bf", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 50.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": -650.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "e3d904f1baa6c1448fbe4058d37e3837029d10ad4c5c105c118a08323aa8543a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -52.90200385084658, \"dd_pct\": -56.84519169356276, \"calmar\": -0.9310600425581459, \"cagr_pct\": -52.926286597434505, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 30.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.498051222485576, \"sortino\": -1.8971119984349667}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -9.937752806460043, \"dd_pct\": -12.876129636770306, \"calmar\": -0.7722980060079725, \"cagr_pct\": -9.944209243577866, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 1.7123287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.251455352970713, \"sortino\": -1.3925329243088356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -1.428615788960974, \"dd_pct\": -13.226126501270342, \"calmar\": -0.1080881288218481, \"cagr_pct\": -1.4295872650833676, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 33.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.02211265333236585, \"sortino\": 0.034119661736447246}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -11.419786268028298, \"dd_pct\": -27.42877703778557, \"calmar\": -0.5441625601583084, \"cagr_pct\": -14.925713534892818, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 40.237226277372265, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.22150473308360644, \"sortino\": -0.3072135490951652}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.2082108761706145, \"dd_pct\": -20.945661234248792, \"calmar\": -0.20104553431273248, \"cagr_pct\": -4.211031654373036, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 18.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10878751811439852, \"sortino\": -0.15248088661788525}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.2813856747945893, \"dd_pct\": -9.577684361498129, \"calmar\": -0.5668755719089671, \"cagr_pct\": -5.429355299987821, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.42384105960265, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2724945239962581, \"sortino\": -0.3459481872474794}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.99596587894261, \"dd_pct\": -69.86021527498154, \"calmar\": -0.10008970342825396, \"cagr_pct\": -6.9922882283068795, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 18.417994687915005, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1446687733628323, \"sortino\": -0.19687568574708736}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.655879194898056, \"dd_pct\": -45.63595579483019, \"calmar\": 0.35357544484108444, \"cagr_pct\": 16.13575337090515, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 10.66992014196983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623007384965315, \"sortino\": 1.1043040949942025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -65.33123487123409, \"dd_pct\": -69.86021527498133, \"calmar\": -0.2656259612999549, \"cagr_pct\": -18.55668683903871, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 23.050397877984086, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5958462516499423, \"sortino\": -0.7918059762554367}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 37, "Total P&L %": -44.99596587894261, "Sharpe Ratio": -0.1446687733628323, "Sortino Ratio": -0.19687568574708736, "Calmar Ratio": -0.10008970342825396, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.86021527498154, "% In Market": 18.417994687915005, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.35357544484108444, "Sub1_Sortino": 1.1043040949942025, "Sub1_Trades": 11, "Sub2_Calmar": -0.2656259612999549, "Sub2_Sortino": -0.7918059762554367, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 79, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35e602ae0ecd1cec05b5f35c88c9a8fe5a3a07c757e4ddbf44f715de9c00dcff", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 49.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": -650.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "1dd921db690ad468a291ef631fc6fd034586f661c8d4102a297385fb47f631e2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -52.90200385084658, \"dd_pct\": -56.84519169356276, \"calmar\": -0.9310600425581459, \"cagr_pct\": -52.926286597434505, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 30.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.498051222485576, \"sortino\": -1.8971119984349667}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -9.937752806460043, \"dd_pct\": -12.876129636770306, \"calmar\": -0.7722980060079725, \"cagr_pct\": -9.944209243577866, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 1.7123287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.251455352970713, \"sortino\": -1.3925329243088356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -1.428615788960974, \"dd_pct\": -13.226126501270342, \"calmar\": -0.1080881288218481, \"cagr_pct\": -1.4295872650833676, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 33.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.02211265333236585, \"sortino\": 0.034119661736447246}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -11.419786268028298, \"dd_pct\": -27.42877703778557, \"calmar\": -0.5441625601583084, \"cagr_pct\": -14.925713534892818, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 40.237226277372265, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.22150473308360644, \"sortino\": -0.3072135490951652}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.2082108761706145, \"dd_pct\": -20.945661234248792, \"calmar\": -0.20104553431273248, \"cagr_pct\": -4.211031654373036, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 18.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10878751811439852, \"sortino\": -0.15248088661788525}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.2813856747945893, \"dd_pct\": -9.577684361498129, \"calmar\": -0.5668755719089671, \"cagr_pct\": -5.429355299987821, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.42384105960265, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2724945239962581, \"sortino\": -0.3459481872474794}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -45.12611518740551, \"dd_pct\": -69.86021527498143, \"calmar\": -0.10047210842301763, \"cagr_pct\": -7.019003123563286, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 18.434594953519255, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.14575630376985232, \"sortino\": -0.19835353658973373}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.280471221814125, \"dd_pct\": -45.76459077354811, \"calmar\": 0.3506340257309578, \"cagr_pct\": 16.04662269885902, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 10.714285714285714, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.758944416874718, \"sortino\": 1.0993877121164934}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -65.33123487123409, \"dd_pct\": -69.86021527498133, \"calmar\": -0.2656259612999549, \"cagr_pct\": -18.55668683903871, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 23.050397877984086, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5958462516499423, \"sortino\": -0.7918059762554367}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 37, "Total P&L %": -45.12611518740551, "Sharpe Ratio": -0.14575630376985232, "Sortino Ratio": -0.19835353658973373, "Calmar Ratio": -0.10047210842301763, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.86021527498143, "% In Market": 18.434594953519255, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3506340257309578, "Sub1_Sortino": 1.0993877121164934, "Sub1_Trades": 11, "Sub2_Calmar": -0.2656259612999549, "Sub2_Sortino": -0.7918059762554367, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 81, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35e602ae0ecd1cec05b5f35c88c9a8fe5a3a07c757e4ddbf44f715de9c00dcff", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 49.95, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": -650.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "40f45d6fc7a66bdec60646ef61b376fb64db2b44583866ceb0d281e2a5e336ba", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -52.90200385084658, \"dd_pct\": -56.84519169356276, \"calmar\": -0.9310600425581459, \"cagr_pct\": -52.926286597434505, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 30.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.498051222485576, \"sortino\": -1.8971119984349667}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -9.937752806460043, \"dd_pct\": -12.876129636770306, \"calmar\": -0.7722980060079725, \"cagr_pct\": -9.944209243577866, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 1.7123287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.251455352970713, \"sortino\": -1.3925329243088356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -1.428615788960974, \"dd_pct\": -13.226126501270342, \"calmar\": -0.1080881288218481, \"cagr_pct\": -1.4295872650833676, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 33.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.02211265333236585, \"sortino\": 0.034119661736447246}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -11.419786268028298, \"dd_pct\": -27.42877703778557, \"calmar\": -0.5441625601583084, \"cagr_pct\": -14.925713534892818, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 40.237226277372265, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.22150473308360644, \"sortino\": -0.3072135490951652}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.2082108761706145, \"dd_pct\": -20.945661234248792, \"calmar\": -0.20104553431273248, \"cagr_pct\": -4.211031654373036, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 18.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10878751811439852, \"sortino\": -0.15248088661788525}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.2813856747945893, \"dd_pct\": -9.577684361498129, \"calmar\": -0.5668755719089671, \"cagr_pct\": -5.429355299987821, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.42384105960265, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2724945239962581, \"sortino\": -0.3459481872474794}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.99596587894261, \"dd_pct\": -69.86021527498154, \"calmar\": -0.10008970342825396, \"cagr_pct\": -6.9922882283068795, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 18.417994687915005, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1446687733628323, \"sortino\": -0.19687568574708736}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.655879194898056, \"dd_pct\": -45.63595579483019, \"calmar\": 0.35357544484108444, \"cagr_pct\": 16.13575337090515, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 10.66992014196983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623007384965315, \"sortino\": 1.1043040949942025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -65.33123487123409, \"dd_pct\": -69.86021527498133, \"calmar\": -0.2656259612999549, \"cagr_pct\": -18.55668683903871, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 23.050397877984086, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5958462516499423, \"sortino\": -0.7918059762554367}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 37, "Total P&L %": -44.99596587894261, "Sharpe Ratio": -0.1446687733628323, "Sortino Ratio": -0.19687568574708736, "Calmar Ratio": -0.10008970342825396, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.86021527498154, "% In Market": 18.417994687915005, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.35357544484108444, "Sub1_Sortino": 1.1043040949942025, "Sub1_Trades": 11, "Sub2_Calmar": -0.2656259612999549, "Sub2_Sortino": -0.7918059762554367, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 79, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35e602ae0ecd1cec05b5f35c88c9a8fe5a3a07c757e4ddbf44f715de9c00dcff", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 50.05, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": -650.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "53e1e352f767a1333a79061b7780defbd73a1c82524db3550326059f4b246bf2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -52.90200385084658, \"dd_pct\": -56.84519169356276, \"calmar\": -0.9310600425581459, \"cagr_pct\": -52.926286597434505, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 30.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.498051222485576, \"sortino\": -1.8971119984349667}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -9.937752806460043, \"dd_pct\": -12.876129636770306, \"calmar\": -0.7722980060079725, \"cagr_pct\": -9.944209243577866, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 1.7123287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.251455352970713, \"sortino\": -1.3925329243088356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -1.428615788960974, \"dd_pct\": -13.226126501270342, \"calmar\": -0.1080881288218481, \"cagr_pct\": -1.4295872650833676, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 33.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.02211265333236585, \"sortino\": 0.034119661736447246}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -11.419786268028298, \"dd_pct\": -27.42877703778557, \"calmar\": -0.5441625601583084, \"cagr_pct\": -14.925713534892818, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 40.237226277372265, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.22150473308360644, \"sortino\": -0.3072135490951652}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.2082108761706145, \"dd_pct\": -20.945661234248792, \"calmar\": -0.20104553431273248, \"cagr_pct\": -4.211031654373036, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 18.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10878751811439852, \"sortino\": -0.15248088661788525}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.2813856747945893, \"dd_pct\": -9.577684361498129, \"calmar\": -0.5668755719089671, \"cagr_pct\": -5.429355299987821, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.42384105960265, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2724945239962581, \"sortino\": -0.3459481872474794}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.99596587894261, \"dd_pct\": -69.86021527498154, \"calmar\": -0.10008970342825396, \"cagr_pct\": -6.9922882283068795, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 18.417994687915005, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1446687733628323, \"sortino\": -0.19687568574708736}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.655879194898056, \"dd_pct\": -45.63595579483019, \"calmar\": 0.35357544484108444, \"cagr_pct\": 16.13575337090515, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 10.66992014196983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623007384965315, \"sortino\": 1.1043040949942025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -65.33123487123409, \"dd_pct\": -69.86021527498133, \"calmar\": -0.2656259612999549, \"cagr_pct\": -18.55668683903871, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 23.050397877984086, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5958462516499423, \"sortino\": -0.7918059762554367}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 37, "Total P&L %": -44.99596587894261, "Sharpe Ratio": -0.1446687733628323, "Sortino Ratio": -0.19687568574708736, "Calmar Ratio": -0.10008970342825396, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.86021527498154, "% In Market": 18.417994687915005, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.35357544484108444, "Sub1_Sortino": 1.1043040949942025, "Sub1_Trades": 11, "Sub2_Calmar": -0.2656259612999549, "Sub2_Sortino": -0.7918059762554367, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 79, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35e602ae0ecd1cec05b5f35c88c9a8fe5a3a07c757e4ddbf44f715de9c00dcff", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 51.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": -650.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "eac462ff1d1c55f8c89274f6423a88af93981e6e12de53b45078f6b7991c0fff", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -52.90200385084658, \"dd_pct\": -56.84519169356276, \"calmar\": -0.9310600425581459, \"cagr_pct\": -52.926286597434505, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 30.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.498051222485576, \"sortino\": -1.8971119984349667}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -9.937752806460043, \"dd_pct\": -12.876129636770306, \"calmar\": -0.7722980060079725, \"cagr_pct\": -9.944209243577866, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 1.7123287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.251455352970713, \"sortino\": -1.3925329243088356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -1.428615788960974, \"dd_pct\": -13.226126501270342, \"calmar\": -0.1080881288218481, \"cagr_pct\": -1.4295872650833676, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 33.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.02211265333236585, \"sortino\": 0.034119661736447246}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -11.419786268028298, \"dd_pct\": -27.42877703778557, \"calmar\": -0.5441625601583084, \"cagr_pct\": -14.925713534892818, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 40.237226277372265, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.22150473308360644, \"sortino\": -0.3072135490951652}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.2082108761706145, \"dd_pct\": -20.945661234248792, \"calmar\": -0.20104553431273248, \"cagr_pct\": -4.211031654373036, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 18.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10878751811439852, \"sortino\": -0.15248088661788525}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.2813856747945893, \"dd_pct\": -9.577684361498129, \"calmar\": -0.5668755719089671, \"cagr_pct\": -5.429355299987821, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.42384105960265, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2724945239962581, \"sortino\": -0.3459481872474794}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.99596587894261, \"dd_pct\": -69.86021527498154, \"calmar\": -0.10008970342825396, \"cagr_pct\": -6.9922882283068795, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 18.417994687915005, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1446687733628323, \"sortino\": -0.19687568574708736}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.655879194898056, \"dd_pct\": -45.63595579483019, \"calmar\": 0.35357544484108444, \"cagr_pct\": 16.13575337090515, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 10.66992014196983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623007384965315, \"sortino\": 1.1043040949942025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -65.33123487123409, \"dd_pct\": -69.86021527498133, \"calmar\": -0.2656259612999549, \"cagr_pct\": -18.55668683903871, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 23.050397877984086, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5958462516499423, \"sortino\": -0.7918059762554367}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 37, "Total P&L %": -44.99596587894261, "Sharpe Ratio": -0.1446687733628323, "Sortino Ratio": -0.19687568574708736, "Calmar Ratio": -0.10008970342825396, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.86021527498154, "% In Market": 18.417994687915005, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.35357544484108444, "Sub1_Sortino": 1.1043040949942025, "Sub1_Trades": 11, "Sub2_Calmar": -0.2656259612999549, "Sub2_Sortino": -0.7918059762554367, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 77, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35e602ae0ecd1cec05b5f35c88c9a8fe5a3a07c757e4ddbf44f715de9c00dcff", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 50.0, "i_long_exit_activation_threshold": -251.0, "i_long_exit_activation_confirmation_threshold": -650.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "5aada3edecaebabe38834480f637f2521069c0b6b31543ea3ec21f93f7551c7f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -52.90200385084658, \"dd_pct\": -56.84519169356276, \"calmar\": -0.9310600425581459, \"cagr_pct\": -52.926286597434505, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 30.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.498051222485576, \"sortino\": -1.8971119984349667}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -9.937752806460043, \"dd_pct\": -12.876129636770306, \"calmar\": -0.7722980060079725, \"cagr_pct\": -9.944209243577866, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 1.7123287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.251455352970713, \"sortino\": -1.3925329243088356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -0.4981515231488154, \"dd_pct\": -12.407024800072596, \"calmar\": -0.04017819574091771, \"cagr_pct\": -0.49849187097973724, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 32.67123287671233, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07039236097976435, \"sortino\": 0.10848600764319773}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -11.419786268028298, \"dd_pct\": -27.42877703778557, \"calmar\": -0.5441625601583084, \"cagr_pct\": -14.925713534892818, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 40.237226277372265, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.22150473308360644, \"sortino\": -0.3072135490951652}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.2082108761706145, \"dd_pct\": -20.945661234248792, \"calmar\": -0.20104553431273248, \"cagr_pct\": -4.211031654373036, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 18.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10878751811439852, \"sortino\": -0.15248088661788525}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.2813856747945893, \"dd_pct\": -9.577684361498129, \"calmar\": -0.5668755719089671, \"cagr_pct\": -5.429355299987821, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.42384105960265, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2724945239962581, \"sortino\": -0.3459481872474794}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.47675547488061, \"dd_pct\": -69.57571087352297, \"calmar\": -0.09897510252206931, \"cagr_pct\": -6.886263116752788, \"entries\": 38, \"exits\": 38, \"exposure_pct\": 18.26859229747676, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.14035519270440633, \"sortino\": -0.19099021166233143}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.655879194898056, \"dd_pct\": -45.63595579483019, \"calmar\": 0.35357544484108444, \"cagr_pct\": 16.13575337090515, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 10.66992014196983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623007384965315, \"sortino\": 1.1043040949942025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -65.00397917374802, \"dd_pct\": -69.57571087352281, \"calmar\": -0.2645791990627329, \"cagr_pct\": -18.408285857136942, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 22.811671087533156, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5894173077362144, \"sortino\": -0.7831757209617903}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 38, "Total P&L %": -44.47675547488061, "Sharpe Ratio": -0.14035519270440633, "Sortino Ratio": -0.19099021166233143, "Calmar Ratio": -0.09897510252206931, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.57571087352297, "% In Market": 18.26859229747676, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.35357544484108444, "Sub1_Sortino": 1.1043040949942025, "Sub1_Trades": 11, "Sub2_Calmar": -0.2645791990627329, "Sub2_Sortino": -0.7831757209617903, "Sub2_Trades": 27, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 88, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35e602ae0ecd1cec05b5f35c88c9a8fe5a3a07c757e4ddbf44f715de9c00dcff", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 50.0, "i_long_exit_activation_threshold": -250.05, "i_long_exit_activation_confirmation_threshold": -650.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "6585d57d075ea51fa149e3c0dfd633804c61da68a75face7553d2f34e141930b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -52.90200385084658, \"dd_pct\": -56.84519169356276, \"calmar\": -0.9310600425581459, \"cagr_pct\": -52.926286597434505, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 30.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.498051222485576, \"sortino\": -1.8971119984349667}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -9.937752806460043, \"dd_pct\": -12.876129636770306, \"calmar\": -0.7722980060079725, \"cagr_pct\": -9.944209243577866, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 1.7123287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.251455352970713, \"sortino\": -1.3925329243088356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -1.428615788960974, \"dd_pct\": -13.226126501270342, \"calmar\": -0.1080881288218481, \"cagr_pct\": -1.4295872650833676, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 33.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.02211265333236585, \"sortino\": 0.034119661736447246}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -11.419786268028298, \"dd_pct\": -27.42877703778557, \"calmar\": -0.5441625601583084, \"cagr_pct\": -14.925713534892818, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 40.237226277372265, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.22150473308360644, \"sortino\": -0.3072135490951652}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.2082108761706145, \"dd_pct\": -20.945661234248792, \"calmar\": -0.20104553431273248, \"cagr_pct\": -4.211031654373036, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 18.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10878751811439852, \"sortino\": -0.15248088661788525}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.2813856747945893, \"dd_pct\": -9.577684361498129, \"calmar\": -0.5668755719089671, \"cagr_pct\": -5.429355299987821, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.42384105960265, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2724945239962581, \"sortino\": -0.3459481872474794}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.99596587894261, \"dd_pct\": -69.86021527498154, \"calmar\": -0.10008970342825396, \"cagr_pct\": -6.9922882283068795, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 18.417994687915005, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1446687733628323, \"sortino\": -0.19687568574708736}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.655879194898056, \"dd_pct\": -45.63595579483019, \"calmar\": 0.35357544484108444, \"cagr_pct\": 16.13575337090515, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 10.66992014196983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623007384965315, \"sortino\": 1.1043040949942025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -65.33123487123409, \"dd_pct\": -69.86021527498133, \"calmar\": -0.2656259612999549, \"cagr_pct\": -18.55668683903871, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 23.050397877984086, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5958462516499423, \"sortino\": -0.7918059762554367}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 37, "Total P&L %": -44.99596587894261, "Sharpe Ratio": -0.1446687733628323, "Sortino Ratio": -0.19687568574708736, "Calmar Ratio": -0.10008970342825396, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.86021527498154, "% In Market": 18.417994687915005, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.35357544484108444, "Sub1_Sortino": 1.1043040949942025, "Sub1_Trades": 11, "Sub2_Calmar": -0.2656259612999549, "Sub2_Sortino": -0.7918059762554367, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 80, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35e602ae0ecd1cec05b5f35c88c9a8fe5a3a07c757e4ddbf44f715de9c00dcff", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 50.0, "i_long_exit_activation_threshold": -249.95, "i_long_exit_activation_confirmation_threshold": -650.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "d72c8fd230f3ffd6954eac91e1ab0bb52f5b050e0e2b13fd5b02d678e5ee6718", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -52.90200385084658, \"dd_pct\": -56.84519169356276, \"calmar\": -0.9310600425581459, \"cagr_pct\": -52.926286597434505, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 30.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.498051222485576, \"sortino\": -1.8971119984349667}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -9.937752806460043, \"dd_pct\": -12.876129636770306, \"calmar\": -0.7722980060079725, \"cagr_pct\": -9.944209243577866, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 1.7123287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.251455352970713, \"sortino\": -1.3925329243088356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -1.428615788960974, \"dd_pct\": -13.226126501270342, \"calmar\": -0.1080881288218481, \"cagr_pct\": -1.4295872650833676, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 33.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.02211265333236585, \"sortino\": 0.034119661736447246}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -11.419786268028298, \"dd_pct\": -27.42877703778557, \"calmar\": -0.5441625601583084, \"cagr_pct\": -14.925713534892818, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 40.237226277372265, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.22150473308360644, \"sortino\": -0.3072135490951652}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.2082108761706145, \"dd_pct\": -20.945661234248792, \"calmar\": -0.20104553431273248, \"cagr_pct\": -4.211031654373036, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 18.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10878751811439852, \"sortino\": -0.15248088661788525}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.2813856747945893, \"dd_pct\": -9.577684361498129, \"calmar\": -0.5668755719089671, \"cagr_pct\": -5.429355299987821, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.42384105960265, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2724945239962581, \"sortino\": -0.3459481872474794}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.99596587894261, \"dd_pct\": -69.86021527498154, \"calmar\": -0.10008970342825396, \"cagr_pct\": -6.9922882283068795, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 18.417994687915005, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1446687733628323, \"sortino\": -0.19687568574708736}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.655879194898056, \"dd_pct\": -45.63595579483019, \"calmar\": 0.35357544484108444, \"cagr_pct\": 16.13575337090515, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 10.66992014196983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623007384965315, \"sortino\": 1.1043040949942025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -65.33123487123409, \"dd_pct\": -69.86021527498133, \"calmar\": -0.2656259612999549, \"cagr_pct\": -18.55668683903871, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 23.050397877984086, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5958462516499423, \"sortino\": -0.7918059762554367}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 37, "Total P&L %": -44.99596587894261, "Sharpe Ratio": -0.1446687733628323, "Sortino Ratio": -0.19687568574708736, "Calmar Ratio": -0.10008970342825396, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.86021527498154, "% In Market": 18.417994687915005, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.35357544484108444, "Sub1_Sortino": 1.1043040949942025, "Sub1_Trades": 11, "Sub2_Calmar": -0.2656259612999549, "Sub2_Sortino": -0.7918059762554367, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 79, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35e602ae0ecd1cec05b5f35c88c9a8fe5a3a07c757e4ddbf44f715de9c00dcff", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 50.0, "i_long_exit_activation_threshold": -249.0, "i_long_exit_activation_confirmation_threshold": -650.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "6d0ae0e81cf70c4d938a3ee047e8ec2a5d3f4d66baa257973d2fa40bade32914", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -52.90200385084658, \"dd_pct\": -56.84519169356276, \"calmar\": -0.9310600425581459, \"cagr_pct\": -52.926286597434505, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 30.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.498051222485576, \"sortino\": -1.8971119984349667}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -9.937752806460043, \"dd_pct\": -12.876129636770306, \"calmar\": -0.7722980060079725, \"cagr_pct\": -9.944209243577866, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 1.7123287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.251455352970713, \"sortino\": -1.3925329243088356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -1.428615788960974, \"dd_pct\": -13.226126501270342, \"calmar\": -0.1080881288218481, \"cagr_pct\": -1.4295872650833676, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 33.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.02211265333236585, \"sortino\": 0.034119661736447246}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -11.419786268028298, \"dd_pct\": -27.42877703778557, \"calmar\": -0.5441625601583084, \"cagr_pct\": -14.925713534892818, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 40.237226277372265, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.22150473308360644, \"sortino\": -0.3072135490951652}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.2082108761706145, \"dd_pct\": -20.945661234248792, \"calmar\": -0.20104553431273248, \"cagr_pct\": -4.211031654373036, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 18.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10878751811439852, \"sortino\": -0.15248088661788525}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.2813856747945893, \"dd_pct\": -9.577684361498129, \"calmar\": -0.5668755719089671, \"cagr_pct\": -5.429355299987821, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.42384105960265, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2724945239962581, \"sortino\": -0.3459481872474794}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.99596587894261, \"dd_pct\": -69.86021527498154, \"calmar\": -0.10008970342825396, \"cagr_pct\": -6.9922882283068795, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 18.417994687915005, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1446687733628323, \"sortino\": -0.19687568574708736}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.655879194898056, \"dd_pct\": -45.63595579483019, \"calmar\": 0.35357544484108444, \"cagr_pct\": 16.13575337090515, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 10.66992014196983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623007384965315, \"sortino\": 1.1043040949942025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -65.33123487123409, \"dd_pct\": -69.86021527498133, \"calmar\": -0.2656259612999549, \"cagr_pct\": -18.55668683903871, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 23.050397877984086, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5958462516499423, \"sortino\": -0.7918059762554367}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 37, "Total P&L %": -44.99596587894261, "Sharpe Ratio": -0.1446687733628323, "Sortino Ratio": -0.19687568574708736, "Calmar Ratio": -0.10008970342825396, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.86021527498154, "% In Market": 18.417994687915005, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.35357544484108444, "Sub1_Sortino": 1.1043040949942025, "Sub1_Trades": 11, "Sub2_Calmar": -0.2656259612999549, "Sub2_Sortino": -0.7918059762554367, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 72, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35e602ae0ecd1cec05b5f35c88c9a8fe5a3a07c757e4ddbf44f715de9c00dcff", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 50.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": -651.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "56282d1cb48ce9899dc4eb4d8cff1e93660709d277cdda2e782394ef8aa4a248", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -52.90200385084658, \"dd_pct\": -56.84519169356276, \"calmar\": -0.9310600425581459, \"cagr_pct\": -52.926286597434505, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 30.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.498051222485576, \"sortino\": -1.8971119984349667}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -9.937752806460043, \"dd_pct\": -12.876129636770306, \"calmar\": -0.7722980060079725, \"cagr_pct\": -9.944209243577866, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 1.7123287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.251455352970713, \"sortino\": -1.3925329243088356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -1.428615788960974, \"dd_pct\": -13.226126501270342, \"calmar\": -0.1080881288218481, \"cagr_pct\": -1.4295872650833676, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 33.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.02211265333236585, \"sortino\": 0.034119661736447246}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -11.419786268028298, \"dd_pct\": -27.42877703778557, \"calmar\": -0.5441625601583084, \"cagr_pct\": -14.925713534892818, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 40.237226277372265, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.22150473308360644, \"sortino\": -0.3072135490951652}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.2082108761706145, \"dd_pct\": -20.945661234248792, \"calmar\": -0.20104553431273248, \"cagr_pct\": -4.211031654373036, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 18.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10878751811439852, \"sortino\": -0.15248088661788525}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.2813856747945893, \"dd_pct\": -9.577684361498129, \"calmar\": -0.5668755719089671, \"cagr_pct\": -5.429355299987821, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.42384105960265, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2724945239962581, \"sortino\": -0.3459481872474794}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.99596587894261, \"dd_pct\": -69.86021527498154, \"calmar\": -0.10008970342825396, \"cagr_pct\": -6.9922882283068795, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 18.417994687915005, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1446687733628323, \"sortino\": -0.19687568574708736}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.655879194898056, \"dd_pct\": -45.63595579483019, \"calmar\": 0.35357544484108444, \"cagr_pct\": 16.13575337090515, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 10.66992014196983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623007384965315, \"sortino\": 1.1043040949942025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -65.33123487123409, \"dd_pct\": -69.86021527498133, \"calmar\": -0.2656259612999549, \"cagr_pct\": -18.55668683903871, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 23.050397877984086, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5958462516499423, \"sortino\": -0.7918059762554367}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 37, "Total P&L %": -44.99596587894261, "Sharpe Ratio": -0.1446687733628323, "Sortino Ratio": -0.19687568574708736, "Calmar Ratio": -0.10008970342825396, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.86021527498154, "% In Market": 18.417994687915005, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.35357544484108444, "Sub1_Sortino": 1.1043040949942025, "Sub1_Trades": 11, "Sub2_Calmar": -0.2656259612999549, "Sub2_Sortino": -0.7918059762554367, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 77, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35e602ae0ecd1cec05b5f35c88c9a8fe5a3a07c757e4ddbf44f715de9c00dcff", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 50.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": -650.05, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "acbf6583d10eef8b5cfcfed21cfe81fa4d571e2a43b9c2e7ea87fe35721b592a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -52.90200385084658, \"dd_pct\": -56.84519169356276, \"calmar\": -0.9310600425581459, \"cagr_pct\": -52.926286597434505, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 30.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.498051222485576, \"sortino\": -1.8971119984349667}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -9.937752806460043, \"dd_pct\": -12.876129636770306, \"calmar\": -0.7722980060079725, \"cagr_pct\": -9.944209243577866, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 1.7123287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.251455352970713, \"sortino\": -1.3925329243088356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -1.428615788960974, \"dd_pct\": -13.226126501270342, \"calmar\": -0.1080881288218481, \"cagr_pct\": -1.4295872650833676, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 33.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.02211265333236585, \"sortino\": 0.034119661736447246}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -11.419786268028298, \"dd_pct\": -27.42877703778557, \"calmar\": -0.5441625601583084, \"cagr_pct\": -14.925713534892818, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 40.237226277372265, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.22150473308360644, \"sortino\": -0.3072135490951652}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.2082108761706145, \"dd_pct\": -20.945661234248792, \"calmar\": -0.20104553431273248, \"cagr_pct\": -4.211031654373036, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 18.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10878751811439852, \"sortino\": -0.15248088661788525}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.2813856747945893, \"dd_pct\": -9.577684361498129, \"calmar\": -0.5668755719089671, \"cagr_pct\": -5.429355299987821, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.42384105960265, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2724945239962581, \"sortino\": -0.3459481872474794}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.99596587894261, \"dd_pct\": -69.86021527498154, \"calmar\": -0.10008970342825396, \"cagr_pct\": -6.9922882283068795, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 18.417994687915005, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1446687733628323, \"sortino\": -0.19687568574708736}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.655879194898056, \"dd_pct\": -45.63595579483019, \"calmar\": 0.35357544484108444, \"cagr_pct\": 16.13575337090515, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 10.66992014196983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623007384965315, \"sortino\": 1.1043040949942025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -65.33123487123409, \"dd_pct\": -69.86021527498133, \"calmar\": -0.2656259612999549, \"cagr_pct\": -18.55668683903871, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 23.050397877984086, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5958462516499423, \"sortino\": -0.7918059762554367}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 37, "Total P&L %": -44.99596587894261, "Sharpe Ratio": -0.1446687733628323, "Sortino Ratio": -0.19687568574708736, "Calmar Ratio": -0.10008970342825396, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.86021527498154, "% In Market": 18.417994687915005, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.35357544484108444, "Sub1_Sortino": 1.1043040949942025, "Sub1_Trades": 11, "Sub2_Calmar": -0.2656259612999549, "Sub2_Sortino": -0.7918059762554367, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 79, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35e602ae0ecd1cec05b5f35c88c9a8fe5a3a07c757e4ddbf44f715de9c00dcff", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 50.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": -649.95, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "5209b7bab5ac57b517aff3b6e484d585710e4ea5bdc8d6e23fedf5e957ed4f5a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -52.90200385084658, \"dd_pct\": -56.84519169356276, \"calmar\": -0.9310600425581459, \"cagr_pct\": -52.926286597434505, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 30.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.498051222485576, \"sortino\": -1.8971119984349667}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -9.937752806460043, \"dd_pct\": -12.876129636770306, \"calmar\": -0.7722980060079725, \"cagr_pct\": -9.944209243577866, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 1.7123287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.251455352970713, \"sortino\": -1.3925329243088356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -1.428615788960974, \"dd_pct\": -13.226126501270342, \"calmar\": -0.1080881288218481, \"cagr_pct\": -1.4295872650833676, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 33.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.02211265333236585, \"sortino\": 0.034119661736447246}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -11.419786268028298, \"dd_pct\": -27.42877703778557, \"calmar\": -0.5441625601583084, \"cagr_pct\": -14.925713534892818, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 40.237226277372265, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.22150473308360644, \"sortino\": -0.3072135490951652}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.2082108761706145, \"dd_pct\": -20.945661234248792, \"calmar\": -0.20104553431273248, \"cagr_pct\": -4.211031654373036, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 18.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10878751811439852, \"sortino\": -0.15248088661788525}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.2813856747945893, \"dd_pct\": -9.577684361498129, \"calmar\": -0.5668755719089671, \"cagr_pct\": -5.429355299987821, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.42384105960265, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2724945239962581, \"sortino\": -0.3459481872474794}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.99596587894261, \"dd_pct\": -69.86021527498154, \"calmar\": -0.10008970342825396, \"cagr_pct\": -6.9922882283068795, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 18.417994687915005, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1446687733628323, \"sortino\": -0.19687568574708736}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.655879194898056, \"dd_pct\": -45.63595579483019, \"calmar\": 0.35357544484108444, \"cagr_pct\": 16.13575337090515, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 10.66992014196983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623007384965315, \"sortino\": 1.1043040949942025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -65.33123487123409, \"dd_pct\": -69.86021527498133, \"calmar\": -0.2656259612999549, \"cagr_pct\": -18.55668683903871, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 23.050397877984086, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5958462516499423, \"sortino\": -0.7918059762554367}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 37, "Total P&L %": -44.99596587894261, "Sharpe Ratio": -0.1446687733628323, "Sortino Ratio": -0.19687568574708736, "Calmar Ratio": -0.10008970342825396, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.86021527498154, "% In Market": 18.417994687915005, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.35357544484108444, "Sub1_Sortino": 1.1043040949942025, "Sub1_Trades": 11, "Sub2_Calmar": -0.2656259612999549, "Sub2_Sortino": -0.7918059762554367, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 78, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35e602ae0ecd1cec05b5f35c88c9a8fe5a3a07c757e4ddbf44f715de9c00dcff", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 50.0, "i_long_exit_activation_threshold": -250.0, "i_long_exit_activation_confirmation_threshold": -649.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "3f3243d69bd3c4aade71bf2ec9c24da481999eb8ad4defc1f81ece987297e593", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -52.90200385084658, \"dd_pct\": -56.84519169356276, \"calmar\": -0.9310600425581459, \"cagr_pct\": -52.926286597434505, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 30.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.498051222485576, \"sortino\": -1.8971119984349667}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -9.937752806460043, \"dd_pct\": -12.876129636770306, \"calmar\": -0.7722980060079725, \"cagr_pct\": -9.944209243577866, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 1.7123287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.251455352970713, \"sortino\": -1.3925329243088356}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": -1.428615788960974, \"dd_pct\": -13.226126501270342, \"calmar\": -0.1080881288218481, \"cagr_pct\": -1.4295872650833676, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 33.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.02211265333236585, \"sortino\": 0.034119661736447246}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -11.419786268028298, \"dd_pct\": -27.42877703778557, \"calmar\": -0.5441625601583084, \"cagr_pct\": -14.925713534892818, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 40.237226277372265, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.22150473308360644, \"sortino\": -0.3072135490951652}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": -4.2082108761706145, \"dd_pct\": -20.945661234248792, \"calmar\": -0.20104553431273248, \"cagr_pct\": -4.211031654373036, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 18.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10878751811439852, \"sortino\": -0.15248088661788525}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.2813856747945893, \"dd_pct\": -9.577684361498129, \"calmar\": -0.5668755719089671, \"cagr_pct\": -5.429355299987821, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 11.42384105960265, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2724945239962581, \"sortino\": -0.3459481872474794}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -44.99596587894261, \"dd_pct\": -69.86021527498154, \"calmar\": -0.10008970342825396, \"cagr_pct\": -6.9922882283068795, \"entries\": 37, \"exits\": 37, \"exposure_pct\": 18.417994687915005, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1446687733628323, \"sortino\": -0.19687568574708736}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 58.655879194898056, \"dd_pct\": -45.63595579483019, \"calmar\": 0.35357544484108444, \"cagr_pct\": 16.13575337090515, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 10.66992014196983, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7623007384965315, \"sortino\": 1.1043040949942025}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -65.33123487123409, \"dd_pct\": -69.86021527498133, \"calmar\": -0.2656259612999549, \"cagr_pct\": -18.55668683903871, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 23.050397877984086, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5958462516499423, \"sortino\": -0.7918059762554367}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 37, "Total P&L %": -44.99596587894261, "Sharpe Ratio": -0.1446687733628323, "Sortino Ratio": -0.19687568574708736, "Calmar Ratio": -0.10008970342825396, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.86021527498154, "% In Market": 18.417994687915005, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.35357544484108444, "Sub1_Sortino": 1.1043040949942025, "Sub1_Trades": 11, "Sub2_Calmar": -0.2656259612999549, "Sub2_Sortino": -0.7918059762554367, "Sub2_Trades": 26, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 91, "source": "diagnostic_center", "Policy": "canonical", "center_id": "35e602ae0ecd1cec05b5f35c88c9a8fe5a3a07c757e4ddbf44f715de9c00dcff", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -240.0, "i_long_exit_activation_threshold": -600.0, "i_long_exit_activation_confirmation_threshold": -210.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "b2601549da6feef087a3414eeefe029400e66e6baf736322c9352df78e9e6f5b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 11.240849821679188, \"dd_pct\": -31.423297182577446, \"calmar\": 0.3579817430701133, \"cagr_pct\": 11.248966698429255, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 30.547945205479454, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4609061300507011, \"sortino\": 0.6751267581816307}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -22.30261487407219, \"dd_pct\": -25.784452839028294, \"calmar\": -0.8654844523979002, \"cagr_pct\": -22.316043045765884, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 6.438356164383562, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.658856401018929, \"sortino\": -2.0304645972439572}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.943648235663883, \"dd_pct\": -22.669406169267404, \"calmar\": -0.4830615118710048, \"cagr_pct\": -10.950717617344194, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.12328767123288, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.30603497758199105, \"sortino\": -0.4434484655592094}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.751142096504736, \"dd_pct\": -36.620055059950175, \"calmar\": -0.6941934597552177, \"cagr_pct\": -25.42140271849338, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 49.63503649635037, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5380165271988461, \"sortino\": -0.7279821747702224}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 2.208351216212323, \"dd_pct\": -25.28112850180565, \"calmar\": 0.08741225205349917, \"cagr_pct\": 2.2098803767967374, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 33.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2174190793010443, \"sortino\": 0.32991105003557286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -24.782081937437816, \"dd_pct\": -28.77272358524513, \"calmar\": -1.7302711578858574, \"cagr_pct\": -49.78461375337181, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 33.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930383938574955, \"sortino\": -2.689377831785239}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -58.668555794758284, \"dd_pct\": -68.68978733199482, \"calmar\": -0.14791574595724602, \"cagr_pct\": -10.160301132856603, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 29.714475431606907, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10859195262894075, \"sortino\": -0.14970842606049098}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.9640992442426, \"dd_pct\": -60.622869438823045, \"calmar\": -0.07258371613877926, \"cagr_pct\": -4.4002331468658085, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 24.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11046768222796922, \"sortino\": 0.14883846188020208}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -52.512188825129805, \"dd_pct\": -62.893349133311084, \"calmar\": -0.21364697649703315, \"cagr_pct\": -13.436973884104214, \"entries\": 128, \"exits\": 128, \"exposure_pct\": 32.69230769230769, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.28053048415665, \"sortino\": -0.39630253795740317}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.471085144681812, \"dd_pct\": -9.3364072772248, \"calmar\": -1.8209321151586655, \"cagr_pct\": -17.000963851299712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 8.93371757925072, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.360886493325933, \"sortino\": -2.682780586412188}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -58.668555794758284, "Sharpe Ratio": -0.10859195262894075, "Sortino Ratio": -0.14970842606049098, "Calmar Ratio": -0.14791574595724602, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.68978733199482, "% In Market": 29.714475431606907, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.07258371613877926, "Sub1_Sortino": 0.14883846188020208, "Sub1_Trades": 58, "Sub2_Calmar": -0.21364697649703315, "Sub2_Sortino": -0.39630253795740317, "Sub2_Trades": 128, "WFO_Score": -0.4924264268776935, "WFO_Min_Fold": -1.7302711578858574, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.357982, -0.483062, -0.694193, 0.087412, -1.730271]", "OOS_Total Trades": 5, "OOS_Total P&L %": -8.471085144681812, "OOS_Sortino Ratio": -2.682780586412188, "OOS_Calmar Ratio": -1.8209321151586655, "OOS_Max Drawdown %": -9.3364072772248, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 79, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1e7016640c00524b76b40bd910b77f9974f678d5de428644e8434c30e6b51278", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -241.0, "i_long_exit_activation_threshold": -600.0, "i_long_exit_activation_confirmation_threshold": -210.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "5774dd18c33f5fa9476f0b91903106ae717560f7039114f73c0093444c1a4cbd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 9.789205647424026, \"dd_pct\": -31.423297182577446, \"calmar\": 0.3117505052688836, \"cagr_pct\": 9.796228773882804, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 30.47945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4329797407222639, \"sortino\": 0.6332963266259356}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -22.30261487407219, \"dd_pct\": -25.784452839028294, \"calmar\": -0.8654844523979002, \"cagr_pct\": -22.316043045765884, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 6.438356164383562, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.658856401018929, \"sortino\": -2.0304645972439572}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.943648235663883, \"dd_pct\": -22.669406169267404, \"calmar\": -0.4830615118710048, \"cagr_pct\": -10.950717617344194, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.12328767123288, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.30603497758199105, \"sortino\": -0.4434484655592094}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.751142096504736, \"dd_pct\": -36.620055059950175, \"calmar\": -0.6941934597552177, \"cagr_pct\": -25.42140271849338, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 49.63503649635037, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5380165271988461, \"sortino\": -0.7279821747702224}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 2.208351216212323, \"dd_pct\": -25.28112850180565, \"calmar\": 0.08741225205349917, \"cagr_pct\": 2.2098803767967374, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 33.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2174190793010443, \"sortino\": 0.32991105003557286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -24.782081937437816, \"dd_pct\": -28.77272358524513, \"calmar\": -1.7302711578858574, \"cagr_pct\": -49.78461375337181, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 33.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930383938574955, \"sortino\": -2.689377831785239}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -59.20791296696872, \"dd_pct\": -69.09837183927854, \"calmar\": -0.1491104625239764, \"cagr_pct\": -10.303290184608528, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 29.706175298804784, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.11308903178118411, \"sortino\": -0.15586216165339067}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.9640992442426, \"dd_pct\": -60.622869438823045, \"calmar\": -0.07258371613877926, \"cagr_pct\": -4.4002331468658085, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 24.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11046768222796922, \"sortino\": 0.14883846188020208}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -53.13188387915564, \"dd_pct\": -62.89334913331106, \"calmar\": -0.21714561517316625, \"cagr_pct\": -13.657014987853552, \"entries\": 128, \"exits\": 128, \"exposure_pct\": 32.679045092838194, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.28870336820544856, \"sortino\": -0.40760546852125046}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.471085144681812, \"dd_pct\": -9.3364072772248, \"calmar\": -1.8209321151586655, \"cagr_pct\": -17.000963851299712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 8.93371757925072, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.360886493325933, \"sortino\": -2.682780586412188}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -59.20791296696872, "Sharpe Ratio": -0.11308903178118411, "Sortino Ratio": -0.15586216165339067, "Calmar Ratio": -0.1491104625239764, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.09837183927854, "% In Market": 29.706175298804784, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.07258371613877926, "Sub1_Sortino": 0.14883846188020208, "Sub1_Trades": 58, "Sub2_Calmar": -0.21714561517316625, "Sub2_Sortino": -0.40760546852125046, "Sub2_Trades": 128, "WFO_Score": -0.5016726744379394, "WFO_Min_Fold": -1.7302711578858574, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.311751, -0.483062, -0.694193, 0.087412, -1.730271]", "OOS_Total Trades": 5, "OOS_Total P&L %": -8.471085144681812, "OOS_Sortino Ratio": -2.682780586412188, "OOS_Calmar Ratio": -1.8209321151586655, "OOS_Max Drawdown %": -9.3364072772248, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 80, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1e7016640c00524b76b40bd910b77f9974f678d5de428644e8434c30e6b51278", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -240.05, "i_long_exit_activation_threshold": -600.0, "i_long_exit_activation_confirmation_threshold": -210.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "072b58d2e9f8fdfbe6fb9caa403148ddfa2237ba69e3fd5478862a9da7921e27", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 11.240849821679188, \"dd_pct\": -31.423297182577446, \"calmar\": 0.3579817430701133, \"cagr_pct\": 11.248966698429255, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 30.547945205479454, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4609061300507011, \"sortino\": 0.6751267581816307}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -22.30261487407219, \"dd_pct\": -25.784452839028294, \"calmar\": -0.8654844523979002, \"cagr_pct\": -22.316043045765884, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 6.438356164383562, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.658856401018929, \"sortino\": -2.0304645972439572}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.943648235663883, \"dd_pct\": -22.669406169267404, \"calmar\": -0.4830615118710048, \"cagr_pct\": -10.950717617344194, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.12328767123288, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.30603497758199105, \"sortino\": -0.4434484655592094}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.751142096504736, \"dd_pct\": -36.620055059950175, \"calmar\": -0.6941934597552177, \"cagr_pct\": -25.42140271849338, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 49.63503649635037, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5380165271988461, \"sortino\": -0.7279821747702224}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 2.208351216212323, \"dd_pct\": -25.28112850180565, \"calmar\": 0.08741225205349917, \"cagr_pct\": 2.2098803767967374, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 33.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2174190793010443, \"sortino\": 0.32991105003557286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -24.782081937437816, \"dd_pct\": -28.77272358524513, \"calmar\": -1.7302711578858574, \"cagr_pct\": -49.78461375337181, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 33.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930383938574955, \"sortino\": -2.689377831785239}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -58.668555794758284, \"dd_pct\": -68.68978733199482, \"calmar\": -0.14791574595724602, \"cagr_pct\": -10.160301132856603, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 29.714475431606907, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10859195262894075, \"sortino\": -0.14970842606049098}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.9640992442426, \"dd_pct\": -60.622869438823045, \"calmar\": -0.07258371613877926, \"cagr_pct\": -4.4002331468658085, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 24.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11046768222796922, \"sortino\": 0.14883846188020208}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -52.512188825129805, \"dd_pct\": -62.893349133311084, \"calmar\": -0.21364697649703315, \"cagr_pct\": -13.436973884104214, \"entries\": 128, \"exits\": 128, \"exposure_pct\": 32.69230769230769, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.28053048415665, \"sortino\": -0.39630253795740317}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.471085144681812, \"dd_pct\": -9.3364072772248, \"calmar\": -1.8209321151586655, \"cagr_pct\": -17.000963851299712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 8.93371757925072, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.360886493325933, \"sortino\": -2.682780586412188}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -58.668555794758284, "Sharpe Ratio": -0.10859195262894075, "Sortino Ratio": -0.14970842606049098, "Calmar Ratio": -0.14791574595724602, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.68978733199482, "% In Market": 29.714475431606907, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.07258371613877926, "Sub1_Sortino": 0.14883846188020208, "Sub1_Trades": 58, "Sub2_Calmar": -0.21364697649703315, "Sub2_Sortino": -0.39630253795740317, "Sub2_Trades": 128, "WFO_Score": -0.4924264268776935, "WFO_Min_Fold": -1.7302711578858574, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.357982, -0.483062, -0.694193, 0.087412, -1.730271]", "OOS_Total Trades": 5, "OOS_Total P&L %": -8.471085144681812, "OOS_Sortino Ratio": -2.682780586412188, "OOS_Calmar Ratio": -1.8209321151586655, "OOS_Max Drawdown %": -9.3364072772248, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 79, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1e7016640c00524b76b40bd910b77f9974f678d5de428644e8434c30e6b51278", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -239.95, "i_long_exit_activation_threshold": -600.0, "i_long_exit_activation_confirmation_threshold": -210.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "17e439a1e22071340e960c927de1dac428331a355b830b7a7cbf8ec6ca7be265", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 11.240849821679188, \"dd_pct\": -31.423297182577446, \"calmar\": 0.3579817430701133, \"cagr_pct\": 11.248966698429255, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 30.547945205479454, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4609061300507011, \"sortino\": 0.6751267581816307}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -22.30261487407219, \"dd_pct\": -25.784452839028294, \"calmar\": -0.8654844523979002, \"cagr_pct\": -22.316043045765884, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 6.438356164383562, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.658856401018929, \"sortino\": -2.0304645972439572}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.943648235663883, \"dd_pct\": -22.669406169267404, \"calmar\": -0.4830615118710048, \"cagr_pct\": -10.950717617344194, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.12328767123288, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.30603497758199105, \"sortino\": -0.4434484655592094}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.751142096504736, \"dd_pct\": -36.620055059950175, \"calmar\": -0.6941934597552177, \"cagr_pct\": -25.42140271849338, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 49.63503649635037, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5380165271988461, \"sortino\": -0.7279821747702224}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 2.208351216212323, \"dd_pct\": -25.28112850180565, \"calmar\": 0.08741225205349917, \"cagr_pct\": 2.2098803767967374, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 33.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2174190793010443, \"sortino\": 0.32991105003557286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -24.782081937437816, \"dd_pct\": -28.77272358524513, \"calmar\": -1.7302711578858574, \"cagr_pct\": -49.78461375337181, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 33.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930383938574955, \"sortino\": -2.689377831785239}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -58.668555794758284, \"dd_pct\": -68.68978733199482, \"calmar\": -0.14791574595724602, \"cagr_pct\": -10.160301132856603, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 29.714475431606907, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10859195262894075, \"sortino\": -0.14970842606049098}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.9640992442426, \"dd_pct\": -60.622869438823045, \"calmar\": -0.07258371613877926, \"cagr_pct\": -4.4002331468658085, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 24.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11046768222796922, \"sortino\": 0.14883846188020208}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -52.512188825129805, \"dd_pct\": -62.893349133311084, \"calmar\": -0.21364697649703315, \"cagr_pct\": -13.436973884104214, \"entries\": 128, \"exits\": 128, \"exposure_pct\": 32.69230769230769, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.28053048415665, \"sortino\": -0.39630253795740317}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.471085144681812, \"dd_pct\": -9.3364072772248, \"calmar\": -1.8209321151586655, \"cagr_pct\": -17.000963851299712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 8.93371757925072, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.360886493325933, \"sortino\": -2.682780586412188}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -58.668555794758284, "Sharpe Ratio": -0.10859195262894075, "Sortino Ratio": -0.14970842606049098, "Calmar Ratio": -0.14791574595724602, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.68978733199482, "% In Market": 29.714475431606907, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.07258371613877926, "Sub1_Sortino": 0.14883846188020208, "Sub1_Trades": 58, "Sub2_Calmar": -0.21364697649703315, "Sub2_Sortino": -0.39630253795740317, "Sub2_Trades": 128, "WFO_Score": -0.4924264268776935, "WFO_Min_Fold": -1.7302711578858574, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.357982, -0.483062, -0.694193, 0.087412, -1.730271]", "OOS_Total Trades": 5, "OOS_Total P&L %": -8.471085144681812, "OOS_Sortino Ratio": -2.682780586412188, "OOS_Calmar Ratio": -1.8209321151586655, "OOS_Max Drawdown %": -9.3364072772248, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 79, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1e7016640c00524b76b40bd910b77f9974f678d5de428644e8434c30e6b51278", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -239.0, "i_long_exit_activation_threshold": -600.0, "i_long_exit_activation_confirmation_threshold": -210.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "3c8735fb5922a80f60d6bae8d3c4e8fd9ff77c3c35e683dd345ce1cbd14373fa", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.958326225690546, \"dd_pct\": -31.423297182577446, \"calmar\": 0.15790211974005963, \"cagr_pct\": 4.961805234350822, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 28.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.33467754271114175, \"sortino\": 0.48730505350023584}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -14.629969525847287, \"dd_pct\": -18.455640270012054, \"calmar\": -0.7932110575672396, \"cagr_pct\": -14.639217936656795, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 5.684931506849315, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1157582615314412, \"sortino\": -1.4269625094333847}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.943648235663883, \"dd_pct\": -22.669406169267404, \"calmar\": -0.4830615118710048, \"cagr_pct\": -10.950717617344194, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.12328767123288, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.30603497758199105, \"sortino\": -0.4434484655592094}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.751142096504736, \"dd_pct\": -36.620055059950175, \"calmar\": -0.6941934597552177, \"cagr_pct\": -25.42140271849338, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 49.63503649635037, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5380165271988461, \"sortino\": -0.7279821747702224}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 1.556619735245346, \"dd_pct\": -26.39823673793702, \"calmar\": 0.05900750833232996, \"cagr_pct\": 1.5576941742726376, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 33.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19454046608704276, \"sortino\": 0.29507690748817755}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -24.782081937437816, \"dd_pct\": -28.77272358524513, \"calmar\": -1.7302711578858574, \"cagr_pct\": -49.78461375337181, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 33.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930383938574955, \"sortino\": -2.689377831785239}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.42505778818923, \"dd_pct\": -67.74778814017901, \"calmar\": -0.1451971360070636, \"cagr_pct\": -9.836784808767304, \"entries\": 184, \"exits\": 184, \"exposure_pct\": 29.37416998671979, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.101578294022766, \"sortino\": -0.1399935339803571}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.9640992442426, \"dd_pct\": -60.622869438823045, \"calmar\": -0.07258371613877926, \"cagr_pct\": -4.4002331468658085, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 24.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11046768222796922, \"sortino\": 0.14883846188020208}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -51.083470335665396, \"dd_pct\": -59.4890296280276, \"calmar\": -0.21749140092557054, \"cagr_pct\": -12.938352393502495, \"entries\": 126, \"exits\": 126, \"exposure_pct\": 32.148541114058354, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2701690471420781, \"sortino\": -0.381638335294699}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.471085144681812, \"dd_pct\": -9.3364072772248, \"calmar\": -1.8209321151586655, \"cagr_pct\": -17.000963851299712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 8.93371757925072, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.360886493325933, \"sortino\": -2.682780586412188}]", "Additional_Threshold_Budget": 0, "Total Trades": 184, "Total P&L %": -57.42505778818923, "Sharpe Ratio": -0.101578294022766, "Sortino Ratio": -0.1399935339803571, "Calmar Ratio": -0.1451971360070636, "P&L/DD Ratio": 0.0, "Max Drawdown %": -67.74778814017901, "% In Market": 29.37416998671979, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.07258371613877926, "Sub1_Sortino": 0.14883846188020208, "Sub1_Trades": 58, "Sub2_Calmar": -0.21749140092557054, "Sub2_Sortino": -0.381638335294699, "Sub2_Trades": 126, "WFO_Score": -0.5381233002879381, "WFO_Min_Fold": -1.7302711578858574, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.157902, -0.483062, -0.694193, 0.059008, -1.730271]", "OOS_Total Trades": 5, "OOS_Total P&L %": -8.471085144681812, "OOS_Sortino Ratio": -2.682780586412188, "OOS_Calmar Ratio": -1.8209321151586655, "OOS_Max Drawdown %": -9.3364072772248, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 78, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1e7016640c00524b76b40bd910b77f9974f678d5de428644e8434c30e6b51278", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -240.0, "i_long_exit_activation_threshold": -601.0, "i_long_exit_activation_confirmation_threshold": -210.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "ca0affa742c904fe28eaa162e6c6914905f4232be0edc98b5b4170d0bc753602", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.088052575251691, \"dd_pct\": -31.423297182577446, \"calmar\": 0.2575735660773613, \"cagr_pct\": 8.093810713225173, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 30.616438356164384, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3999763372443997, \"sortino\": 0.584653333049643}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -22.30261487407219, \"dd_pct\": -25.784452839028294, \"calmar\": -0.8654844523979002, \"cagr_pct\": -22.316043045765884, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 6.438356164383562, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.658856401018929, \"sortino\": -2.0304645972439572}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.448308516332927, \"dd_pct\": -22.23928620718798, \"calmar\": -0.4701174728342444, \"cagr_pct\": -10.45507702936068, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.1917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.28483631798822184, \"sortino\": -0.4129107030055906}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.751142096504736, \"dd_pct\": -36.620055059950175, \"calmar\": -0.6941934597552177, \"cagr_pct\": -25.42140271849338, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 49.63503649635037, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5380165271988461, \"sortino\": -0.7279821747702224}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 2.4895199467589446, \"dd_pct\": -25.28112850180565, \"calmar\": 0.09854173095262336, \"cagr_pct\": 2.4912461630036304, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 33.630136986301366, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2271490783983405, \"sortino\": 0.3446911367727802}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -24.131418873723675, \"dd_pct\": -28.156581061152796, \"calmar\": -1.7305880549308474, \"cagr_pct\": -48.727442852123154, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 35.264900662251655, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.114691512826736, \"sortino\": -2.597062424384502}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -59.31657187608336, \"dd_pct\": -69.18068528411627, \"calmar\": -0.14935234629524002, \"cagr_pct\": -10.33229766549535, \"entries\": 185, \"exits\": 185, \"exposure_pct\": 29.830677290836654, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.11358491106947761, \"sortino\": -0.15654565801430662}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -13.307930396477651, \"dd_pct\": -60.778426904822666, \"calmar\": -0.0744144577536751, \"cagr_pct\": -4.522793681243757, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 24.755989352262645, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10745094419505605, \"sortino\": 0.14476896242268947}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -53.07133823199954, \"dd_pct\": -62.26065300228865, \"calmar\": -0.21900530689270778, \"cagr_pct\": -13.635413418106612, \"entries\": 127, \"exits\": 127, \"exposure_pct\": 32.86472148541114, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2869551333402044, \"sortino\": -0.4051218097411265}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.471085144681812, \"dd_pct\": -9.3364072772248, \"calmar\": -1.8209321151586655, \"cagr_pct\": -17.000963851299712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 8.93371757925072, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.360886493325933, \"sortino\": -2.682780586412188}]", "Additional_Threshold_Budget": 0, "Total Trades": 185, "Total P&L %": -59.31657187608336, "Sharpe Ratio": -0.11358491106947761, "Sortino Ratio": -0.15654565801430662, "Calmar Ratio": -0.14935234629524002, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.18068528411627, "% In Market": 29.830677290836654, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.0744144577536751, "Sub1_Sortino": 0.14476896242268947, "Sub1_Trades": 58, "Sub2_Calmar": -0.21900530689270778, "Sub2_Sortino": -0.4051218097411265, "Sub2_Trades": 127, "WFO_Score": -0.507756738098065, "WFO_Min_Fold": -1.7305880549308474, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.257574, -0.470117, -0.694193, 0.098542, -1.730588]", "OOS_Total Trades": 5, "OOS_Total P&L %": -8.471085144681812, "OOS_Sortino Ratio": -2.682780586412188, "OOS_Calmar Ratio": -1.8209321151586655, "OOS_Max Drawdown %": -9.3364072772248, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 67, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1e7016640c00524b76b40bd910b77f9974f678d5de428644e8434c30e6b51278", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -240.0, "i_long_exit_activation_threshold": -600.05, "i_long_exit_activation_confirmation_threshold": -210.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "f68230fe9c7e93f6988bae151a905c9711ce39983754913d1b16c0e2861c409e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 11.240849821679188, \"dd_pct\": -31.423297182577446, \"calmar\": 0.3579817430701133, \"cagr_pct\": 11.248966698429255, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 30.547945205479454, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4609061300507011, \"sortino\": 0.6751267581816307}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -22.30261487407219, \"dd_pct\": -25.784452839028294, \"calmar\": -0.8654844523979002, \"cagr_pct\": -22.316043045765884, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 6.438356164383562, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.658856401018929, \"sortino\": -2.0304645972439572}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.943648235663883, \"dd_pct\": -22.669406169267404, \"calmar\": -0.4830615118710048, \"cagr_pct\": -10.950717617344194, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.12328767123288, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.30603497758199105, \"sortino\": -0.4434484655592094}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.751142096504736, \"dd_pct\": -36.620055059950175, \"calmar\": -0.6941934597552177, \"cagr_pct\": -25.42140271849338, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 49.63503649635037, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5380165271988461, \"sortino\": -0.7279821747702224}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 2.208351216212323, \"dd_pct\": -25.28112850180565, \"calmar\": 0.08741225205349917, \"cagr_pct\": 2.2098803767967374, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 33.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2174190793010443, \"sortino\": 0.32991105003557286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -24.782081937437816, \"dd_pct\": -28.77272358524513, \"calmar\": -1.7302711578858574, \"cagr_pct\": -49.78461375337181, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 33.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930383938574955, \"sortino\": -2.689377831785239}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -58.668555794758284, \"dd_pct\": -68.68978733199482, \"calmar\": -0.14791574595724602, \"cagr_pct\": -10.160301132856603, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 29.714475431606907, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10859195262894075, \"sortino\": -0.14970842606049098}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.9640992442426, \"dd_pct\": -60.622869438823045, \"calmar\": -0.07258371613877926, \"cagr_pct\": -4.4002331468658085, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 24.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11046768222796922, \"sortino\": 0.14883846188020208}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -52.512188825129805, \"dd_pct\": -62.893349133311084, \"calmar\": -0.21364697649703315, \"cagr_pct\": -13.436973884104214, \"entries\": 128, \"exits\": 128, \"exposure_pct\": 32.69230769230769, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.28053048415665, \"sortino\": -0.39630253795740317}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.471085144681812, \"dd_pct\": -9.3364072772248, \"calmar\": -1.8209321151586655, \"cagr_pct\": -17.000963851299712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 8.93371757925072, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.360886493325933, \"sortino\": -2.682780586412188}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -58.668555794758284, "Sharpe Ratio": -0.10859195262894075, "Sortino Ratio": -0.14970842606049098, "Calmar Ratio": -0.14791574595724602, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.68978733199482, "% In Market": 29.714475431606907, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.07258371613877926, "Sub1_Sortino": 0.14883846188020208, "Sub1_Trades": 58, "Sub2_Calmar": -0.21364697649703315, "Sub2_Sortino": -0.39630253795740317, "Sub2_Trades": 128, "WFO_Score": -0.4924264268776935, "WFO_Min_Fold": -1.7302711578858574, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.357982, -0.483062, -0.694193, 0.087412, -1.730271]", "OOS_Total Trades": 5, "OOS_Total P&L %": -8.471085144681812, "OOS_Sortino Ratio": -2.682780586412188, "OOS_Calmar Ratio": -1.8209321151586655, "OOS_Max Drawdown %": -9.3364072772248, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 79, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1e7016640c00524b76b40bd910b77f9974f678d5de428644e8434c30e6b51278", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -240.0, "i_long_exit_activation_threshold": -599.95, "i_long_exit_activation_confirmation_threshold": -210.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "23874eb854c6d15146860bd62b39bdbd6857f01a66e6a35ede25916e1f6817d4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 11.240849821679188, \"dd_pct\": -31.423297182577446, \"calmar\": 0.3579817430701133, \"cagr_pct\": 11.248966698429255, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 30.547945205479454, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4609061300507011, \"sortino\": 0.6751267581816307}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -22.30261487407219, \"dd_pct\": -25.784452839028294, \"calmar\": -0.8654844523979002, \"cagr_pct\": -22.316043045765884, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 6.438356164383562, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.658856401018929, \"sortino\": -2.0304645972439572}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.943648235663883, \"dd_pct\": -22.669406169267404, \"calmar\": -0.4830615118710048, \"cagr_pct\": -10.950717617344194, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.12328767123288, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.30603497758199105, \"sortino\": -0.4434484655592094}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.751142096504736, \"dd_pct\": -36.620055059950175, \"calmar\": -0.6941934597552177, \"cagr_pct\": -25.42140271849338, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 49.63503649635037, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5380165271988461, \"sortino\": -0.7279821747702224}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 2.208351216212323, \"dd_pct\": -25.28112850180565, \"calmar\": 0.08741225205349917, \"cagr_pct\": 2.2098803767967374, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 33.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2174190793010443, \"sortino\": 0.32991105003557286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -24.782081937437816, \"dd_pct\": -28.77272358524513, \"calmar\": -1.7302711578858574, \"cagr_pct\": -49.78461375337181, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 33.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930383938574955, \"sortino\": -2.689377831785239}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -58.668555794758284, \"dd_pct\": -68.68978733199482, \"calmar\": -0.14791574595724602, \"cagr_pct\": -10.160301132856603, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 29.714475431606907, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10859195262894075, \"sortino\": -0.14970842606049098}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.9640992442426, \"dd_pct\": -60.622869438823045, \"calmar\": -0.07258371613877926, \"cagr_pct\": -4.4002331468658085, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 24.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11046768222796922, \"sortino\": 0.14883846188020208}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -52.512188825129805, \"dd_pct\": -62.893349133311084, \"calmar\": -0.21364697649703315, \"cagr_pct\": -13.436973884104214, \"entries\": 128, \"exits\": 128, \"exposure_pct\": 32.69230769230769, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.28053048415665, \"sortino\": -0.39630253795740317}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.471085144681812, \"dd_pct\": -9.3364072772248, \"calmar\": -1.8209321151586655, \"cagr_pct\": -17.000963851299712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 8.93371757925072, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.360886493325933, \"sortino\": -2.682780586412188}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -58.668555794758284, "Sharpe Ratio": -0.10859195262894075, "Sortino Ratio": -0.14970842606049098, "Calmar Ratio": -0.14791574595724602, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.68978733199482, "% In Market": 29.714475431606907, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.07258371613877926, "Sub1_Sortino": 0.14883846188020208, "Sub1_Trades": 58, "Sub2_Calmar": -0.21364697649703315, "Sub2_Sortino": -0.39630253795740317, "Sub2_Trades": 128, "WFO_Score": -0.4924264268776935, "WFO_Min_Fold": -1.7302711578858574, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.357982, -0.483062, -0.694193, 0.087412, -1.730271]", "OOS_Total Trades": 5, "OOS_Total P&L %": -8.471085144681812, "OOS_Sortino Ratio": -2.682780586412188, "OOS_Calmar Ratio": -1.8209321151586655, "OOS_Max Drawdown %": -9.3364072772248, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 81, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1e7016640c00524b76b40bd910b77f9974f678d5de428644e8434c30e6b51278", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -240.0, "i_long_exit_activation_threshold": -599.0, "i_long_exit_activation_confirmation_threshold": -210.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "bbe20d099e1e55b58dd731697bb1140ac4673619f7c345a089e4427017621c9e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -4.3115615504859655, \"dd_pct\": -31.423297182577446, \"calmar\": -0.13730099703028179, \"cagr_pct\": -4.314450033146728, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 29.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13728883434224626, \"sortino\": 0.19877449252377002}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -22.30261487407219, \"dd_pct\": -25.784452839028294, \"calmar\": -0.8654844523979002, \"cagr_pct\": -22.316043045765884, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 6.438356164383562, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.658856401018929, \"sortino\": -2.0304645972439572}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.943648235663883, \"dd_pct\": -22.669406169267404, \"calmar\": -0.4830615118710048, \"cagr_pct\": -10.950717617344194, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.12328767123288, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.30603497758199105, \"sortino\": -0.4434484655592094}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.751142096504736, \"dd_pct\": -36.620055059950175, \"calmar\": -0.6941934597552177, \"cagr_pct\": -25.42140271849338, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 49.63503649635037, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5380165271988461, \"sortino\": -0.7279821747702224}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 1.1375279740648336, \"dd_pct\": -25.281128501805682, \"calmar\": 0.04502613561985236, \"cagr_pct\": 1.1383115205452174, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 33.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17999713810212878, \"sortino\": 0.2727367397394757}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -24.782081937437816, \"dd_pct\": -28.77272358524513, \"calmar\": -1.7302711578858574, \"cagr_pct\": -49.78461375337181, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 33.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930383938574955, \"sortino\": -2.689377831785239}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -66.23844262116599, \"dd_pct\": -74.42427764476007, \"calmar\": -0.1657716315045478, \"cagr_pct\": -12.33743392871932, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 29.556772908366536, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.1771644310525669, \"sortino\": -0.24356664800185024}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -16.474478030742624, \"dd_pct\": -62.21104905889844, \"calmar\": -0.09109768824301379, \"cagr_pct\": -5.667282752438366, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 24.645075421472935, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07881905771881469, \"sortino\": 0.10612756485050455}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -59.57935181625017, \"dd_pct\": -63.2821105575339, \"calmar\": -0.25438301261622304, \"cagr_pct\": -16.097893928338365, \"entries\": 128, \"exits\": 128, \"exposure_pct\": 32.49336870026525, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3798487028903553, \"sortino\": -0.533966201307062}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.471085144681812, \"dd_pct\": -9.3364072772248, \"calmar\": -1.8209321151586655, \"cagr_pct\": -17.000963851299712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 8.93371757925072, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.360886493325933, \"sortino\": -2.682780586412188}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -66.23844262116599, "Sharpe Ratio": -0.1771644310525669, "Sortino Ratio": -0.24356664800185024, "Calmar Ratio": -0.1657716315045478, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.42427764476007, "% In Market": 29.556772908366536, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.09109768824301379, "Sub1_Sortino": 0.10612756485050455, "Sub1_Trades": 58, "Sub2_Calmar": -0.25438301261622304, "Sub2_Sortino": -0.533966201307062, "Sub2_Trades": 128, "WFO_Score": -0.5999601981845019, "WFO_Min_Fold": -1.7302711578858574, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.137301, -0.483062, -0.694193, 0.045026, -1.730271]", "OOS_Total Trades": 5, "OOS_Total P&L %": -8.471085144681812, "OOS_Sortino Ratio": -2.682780586412188, "OOS_Calmar Ratio": -1.8209321151586655, "OOS_Max Drawdown %": -9.3364072772248, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 82, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1e7016640c00524b76b40bd910b77f9974f678d5de428644e8434c30e6b51278", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -240.0, "i_long_exit_activation_threshold": -600.0, "i_long_exit_activation_confirmation_threshold": -211.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "5379a36dabaa89f0c048ed7eaf338143244d6e91e3cd7f84b47b7ec8c29517a5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 11.240849821679188, \"dd_pct\": -31.423297182577446, \"calmar\": 0.3579817430701133, \"cagr_pct\": 11.248966698429255, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 30.547945205479454, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4609061300507011, \"sortino\": 0.6751267581816307}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -22.30261487407219, \"dd_pct\": -25.784452839028294, \"calmar\": -0.8654844523979002, \"cagr_pct\": -22.316043045765884, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 6.438356164383562, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.658856401018929, \"sortino\": -2.0304645972439572}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.943648235663883, \"dd_pct\": -22.669406169267404, \"calmar\": -0.4830615118710048, \"cagr_pct\": -10.950717617344194, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.12328767123288, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.30603497758199105, \"sortino\": -0.4434484655592094}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.751142096504736, \"dd_pct\": -36.620055059950175, \"calmar\": -0.6941934597552177, \"cagr_pct\": -25.42140271849338, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 49.63503649635037, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5380165271988461, \"sortino\": -0.7279821747702224}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 2.208351216212323, \"dd_pct\": -25.28112850180565, \"calmar\": 0.08741225205349917, \"cagr_pct\": 2.2098803767967374, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 33.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2174190793010443, \"sortino\": 0.32991105003557286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -24.782081937437816, \"dd_pct\": -28.77272358524513, \"calmar\": -1.7302711578858574, \"cagr_pct\": -49.78461375337181, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 33.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930383938574955, \"sortino\": -2.689377831785239}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -58.668555794758284, \"dd_pct\": -68.68978733199482, \"calmar\": -0.14791574595724602, \"cagr_pct\": -10.160301132856603, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 29.714475431606907, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10859195262894075, \"sortino\": -0.14970842606049098}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.9640992442426, \"dd_pct\": -60.622869438823045, \"calmar\": -0.07258371613877926, \"cagr_pct\": -4.4002331468658085, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 24.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11046768222796922, \"sortino\": 0.14883846188020208}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -52.512188825129805, \"dd_pct\": -62.893349133311084, \"calmar\": -0.21364697649703315, \"cagr_pct\": -13.436973884104214, \"entries\": 128, \"exits\": 128, \"exposure_pct\": 32.69230769230769, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.28053048415665, \"sortino\": -0.39630253795740317}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.471085144681812, \"dd_pct\": -9.3364072772248, \"calmar\": -1.8209321151586655, \"cagr_pct\": -17.000963851299712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 8.93371757925072, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.360886493325933, \"sortino\": -2.682780586412188}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -58.668555794758284, "Sharpe Ratio": -0.10859195262894075, "Sortino Ratio": -0.14970842606049098, "Calmar Ratio": -0.14791574595724602, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.68978733199482, "% In Market": 29.714475431606907, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.07258371613877926, "Sub1_Sortino": 0.14883846188020208, "Sub1_Trades": 58, "Sub2_Calmar": -0.21364697649703315, "Sub2_Sortino": -0.39630253795740317, "Sub2_Trades": 128, "WFO_Score": -0.4924264268776935, "WFO_Min_Fold": -1.7302711578858574, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.357982, -0.483062, -0.694193, 0.087412, -1.730271]", "OOS_Total Trades": 5, "OOS_Total P&L %": -8.471085144681812, "OOS_Sortino Ratio": -2.682780586412188, "OOS_Calmar Ratio": -1.8209321151586655, "OOS_Max Drawdown %": -9.3364072772248, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 81, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1e7016640c00524b76b40bd910b77f9974f678d5de428644e8434c30e6b51278", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -240.0, "i_long_exit_activation_threshold": -600.0, "i_long_exit_activation_confirmation_threshold": -210.05, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "bfbb3682afaa28b84810777dcd7f352d6c28d1bf67464aca3361564f7ff10ea8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 11.240849821679188, \"dd_pct\": -31.423297182577446, \"calmar\": 0.3579817430701133, \"cagr_pct\": 11.248966698429255, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 30.547945205479454, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4609061300507011, \"sortino\": 0.6751267581816307}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -22.30261487407219, \"dd_pct\": -25.784452839028294, \"calmar\": -0.8654844523979002, \"cagr_pct\": -22.316043045765884, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 6.438356164383562, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.658856401018929, \"sortino\": -2.0304645972439572}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.943648235663883, \"dd_pct\": -22.669406169267404, \"calmar\": -0.4830615118710048, \"cagr_pct\": -10.950717617344194, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.12328767123288, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.30603497758199105, \"sortino\": -0.4434484655592094}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.751142096504736, \"dd_pct\": -36.620055059950175, \"calmar\": -0.6941934597552177, \"cagr_pct\": -25.42140271849338, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 49.63503649635037, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5380165271988461, \"sortino\": -0.7279821747702224}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 2.208351216212323, \"dd_pct\": -25.28112850180565, \"calmar\": 0.08741225205349917, \"cagr_pct\": 2.2098803767967374, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 33.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2174190793010443, \"sortino\": 0.32991105003557286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -24.782081937437816, \"dd_pct\": -28.77272358524513, \"calmar\": -1.7302711578858574, \"cagr_pct\": -49.78461375337181, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 33.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930383938574955, \"sortino\": -2.689377831785239}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -58.668555794758284, \"dd_pct\": -68.68978733199482, \"calmar\": -0.14791574595724602, \"cagr_pct\": -10.160301132856603, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 29.714475431606907, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10859195262894075, \"sortino\": -0.14970842606049098}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.9640992442426, \"dd_pct\": -60.622869438823045, \"calmar\": -0.07258371613877926, \"cagr_pct\": -4.4002331468658085, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 24.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11046768222796922, \"sortino\": 0.14883846188020208}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -52.512188825129805, \"dd_pct\": -62.893349133311084, \"calmar\": -0.21364697649703315, \"cagr_pct\": -13.436973884104214, \"entries\": 128, \"exits\": 128, \"exposure_pct\": 32.69230769230769, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.28053048415665, \"sortino\": -0.39630253795740317}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.471085144681812, \"dd_pct\": -9.3364072772248, \"calmar\": -1.8209321151586655, \"cagr_pct\": -17.000963851299712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 8.93371757925072, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.360886493325933, \"sortino\": -2.682780586412188}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -58.668555794758284, "Sharpe Ratio": -0.10859195262894075, "Sortino Ratio": -0.14970842606049098, "Calmar Ratio": -0.14791574595724602, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.68978733199482, "% In Market": 29.714475431606907, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.07258371613877926, "Sub1_Sortino": 0.14883846188020208, "Sub1_Trades": 58, "Sub2_Calmar": -0.21364697649703315, "Sub2_Sortino": -0.39630253795740317, "Sub2_Trades": 128, "WFO_Score": -0.4924264268776935, "WFO_Min_Fold": -1.7302711578858574, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.357982, -0.483062, -0.694193, 0.087412, -1.730271]", "OOS_Total Trades": 5, "OOS_Total P&L %": -8.471085144681812, "OOS_Sortino Ratio": -2.682780586412188, "OOS_Calmar Ratio": -1.8209321151586655, "OOS_Max Drawdown %": -9.3364072772248, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 80, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1e7016640c00524b76b40bd910b77f9974f678d5de428644e8434c30e6b51278", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -240.0, "i_long_exit_activation_threshold": -600.0, "i_long_exit_activation_confirmation_threshold": -209.95, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "5f55db685103af27818c94eaebe01d1fc05c651628f1e440518e6200828d747b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 11.240849821679188, \"dd_pct\": -31.423297182577446, \"calmar\": 0.3579817430701133, \"cagr_pct\": 11.248966698429255, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 30.547945205479454, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4609061300507011, \"sortino\": 0.6751267581816307}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -22.30261487407219, \"dd_pct\": -25.784452839028294, \"calmar\": -0.8654844523979002, \"cagr_pct\": -22.316043045765884, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 6.438356164383562, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.658856401018929, \"sortino\": -2.0304645972439572}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.943648235663883, \"dd_pct\": -22.669406169267404, \"calmar\": -0.4830615118710048, \"cagr_pct\": -10.950717617344194, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.12328767123288, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.30603497758199105, \"sortino\": -0.4434484655592094}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.751142096504736, \"dd_pct\": -36.620055059950175, \"calmar\": -0.6941934597552177, \"cagr_pct\": -25.42140271849338, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 49.63503649635037, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5380165271988461, \"sortino\": -0.7279821747702224}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 2.208351216212323, \"dd_pct\": -25.28112850180565, \"calmar\": 0.08741225205349917, \"cagr_pct\": 2.2098803767967374, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 33.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2174190793010443, \"sortino\": 0.32991105003557286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -24.782081937437816, \"dd_pct\": -28.77272358524513, \"calmar\": -1.7302711578858574, \"cagr_pct\": -49.78461375337181, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 33.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930383938574955, \"sortino\": -2.689377831785239}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -58.668555794758284, \"dd_pct\": -68.68978733199482, \"calmar\": -0.14791574595724602, \"cagr_pct\": -10.160301132856603, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 29.714475431606907, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10859195262894075, \"sortino\": -0.14970842606049098}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.9640992442426, \"dd_pct\": -60.622869438823045, \"calmar\": -0.07258371613877926, \"cagr_pct\": -4.4002331468658085, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 24.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11046768222796922, \"sortino\": 0.14883846188020208}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -52.512188825129805, \"dd_pct\": -62.893349133311084, \"calmar\": -0.21364697649703315, \"cagr_pct\": -13.436973884104214, \"entries\": 128, \"exits\": 128, \"exposure_pct\": 32.69230769230769, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.28053048415665, \"sortino\": -0.39630253795740317}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.471085144681812, \"dd_pct\": -9.3364072772248, \"calmar\": -1.8209321151586655, \"cagr_pct\": -17.000963851299712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 8.93371757925072, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.360886493325933, \"sortino\": -2.682780586412188}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -58.668555794758284, "Sharpe Ratio": -0.10859195262894075, "Sortino Ratio": -0.14970842606049098, "Calmar Ratio": -0.14791574595724602, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.68978733199482, "% In Market": 29.714475431606907, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.07258371613877926, "Sub1_Sortino": 0.14883846188020208, "Sub1_Trades": 58, "Sub2_Calmar": -0.21364697649703315, "Sub2_Sortino": -0.39630253795740317, "Sub2_Trades": 128, "WFO_Score": -0.4924264268776935, "WFO_Min_Fold": -1.7302711578858574, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.357982, -0.483062, -0.694193, 0.087412, -1.730271]", "OOS_Total Trades": 5, "OOS_Total P&L %": -8.471085144681812, "OOS_Sortino Ratio": -2.682780586412188, "OOS_Calmar Ratio": -1.8209321151586655, "OOS_Max Drawdown %": -9.3364072772248, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 79, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1e7016640c00524b76b40bd910b77f9974f678d5de428644e8434c30e6b51278", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -240.0, "i_long_exit_activation_threshold": -600.0, "i_long_exit_activation_confirmation_threshold": -209.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "a2cacd0c70ea175cc4e19328ff97a20c0343f4bd889a707315201f702b171789", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 11.240849821679188, \"dd_pct\": -31.423297182577446, \"calmar\": 0.3579817430701133, \"cagr_pct\": 11.248966698429255, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 30.547945205479454, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4609061300507011, \"sortino\": 0.6751267581816307}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -22.30261487407219, \"dd_pct\": -25.784452839028294, \"calmar\": -0.8654844523979002, \"cagr_pct\": -22.316043045765884, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 6.438356164383562, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.658856401018929, \"sortino\": -2.0304645972439572}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -10.943648235663883, \"dd_pct\": -22.669406169267404, \"calmar\": -0.4830615118710048, \"cagr_pct\": -10.950717617344194, \"entries\": 25, \"exits\": 24, \"exposure_pct\": 47.12328767123288, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.30603497758199105, \"sortino\": -0.4434484655592094}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -19.751142096504736, \"dd_pct\": -36.620055059950175, \"calmar\": -0.6941934597552177, \"cagr_pct\": -25.42140271849338, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 49.63503649635037, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.5380165271988461, \"sortino\": -0.7279821747702224}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 2.208351216212323, \"dd_pct\": -25.28112850180565, \"calmar\": 0.08741225205349917, \"cagr_pct\": 2.2098803767967374, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 33.56164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2174190793010443, \"sortino\": 0.32991105003557286}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -24.782081937437816, \"dd_pct\": -28.77272358524513, \"calmar\": -1.7302711578858574, \"cagr_pct\": -49.78461375337181, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 33.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1930383938574955, \"sortino\": -2.689377831785239}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -58.668555794758284, \"dd_pct\": -68.68978733199482, \"calmar\": -0.14791574595724602, \"cagr_pct\": -10.160301132856603, \"entries\": 186, \"exits\": 186, \"exposure_pct\": 29.714475431606907, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.10859195262894075, \"sortino\": -0.14970842606049098}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -12.9640992442426, \"dd_pct\": -60.622869438823045, \"calmar\": -0.07258371613877926, \"cagr_pct\": -4.4002331468658085, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 24.7338065661047, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.11046768222796922, \"sortino\": 0.14883846188020208}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -52.512188825129805, \"dd_pct\": -62.893349133311084, \"calmar\": -0.21364697649703315, \"cagr_pct\": -13.436973884104214, \"entries\": 128, \"exits\": 128, \"exposure_pct\": 32.69230769230769, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.28053048415665, \"sortino\": -0.39630253795740317}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -8.471085144681812, \"dd_pct\": -9.3364072772248, \"calmar\": -1.8209321151586655, \"cagr_pct\": -17.000963851299712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 8.93371757925072, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.360886493325933, \"sortino\": -2.682780586412188}]", "Additional_Threshold_Budget": 0, "Total Trades": 186, "Total P&L %": -58.668555794758284, "Sharpe Ratio": -0.10859195262894075, "Sortino Ratio": -0.14970842606049098, "Calmar Ratio": -0.14791574595724602, "P&L/DD Ratio": 0.0, "Max Drawdown %": -68.68978733199482, "% In Market": 29.714475431606907, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.07258371613877926, "Sub1_Sortino": 0.14883846188020208, "Sub1_Trades": 58, "Sub2_Calmar": -0.21364697649703315, "Sub2_Sortino": -0.39630253795740317, "Sub2_Trades": 128, "WFO_Score": -0.4924264268776935, "WFO_Min_Fold": -1.7302711578858574, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.357982, -0.483062, -0.694193, 0.087412, -1.730271]", "OOS_Total Trades": 5, "OOS_Total P&L %": -8.471085144681812, "OOS_Sortino Ratio": -2.682780586412188, "OOS_Calmar Ratio": -1.8209321151586655, "OOS_Max Drawdown %": -9.3364072772248, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 84, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1e7016640c00524b76b40bd910b77f9974f678d5de428644e8434c30e6b51278", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 180.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "8628378efbf701085b8abfc929b43c2dff081e210eb6bfb8df270219a45b1547", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 564.4926596021505, \"dd_pct\": -77.08431703376036, \"calmar\": 0.3349185853934274, \"cagr_pct\": 25.8169704169655, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 79.3492695883134, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.694820057086721, \"sortino\": 0.9951316107525382}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 187.65587309849852, \"dd_pct\": -58.12591575091567, \"calmar\": 0.7025592822333223, \"cagr_pct\": 40.83690164911788, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 44.809228039041706, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.984213157652605, \"sortino\": 1.396953953807486}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 564.4926596021505, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376036, "% In Market": 79.3492695883134, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6f50cafaa9b2916d4c3eb69dfec2a34fdf318069b5fe1d52a04fe0a6998f834a", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 179.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "35f0dd589e4c7ba371f4f07075850072e3a84aab2b8f3e59c974e55d77cb9d23", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 564.4926596021505, \"dd_pct\": -77.08431703376036, \"calmar\": 0.3349185853934274, \"cagr_pct\": 25.8169704169655, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 79.3492695883134, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.694820057086721, \"sortino\": 0.9951316107525382}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 187.65587309849852, \"dd_pct\": -58.12591575091567, \"calmar\": 0.7025592822333223, \"cagr_pct\": 40.83690164911788, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 44.809228039041706, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.984213157652605, \"sortino\": 1.396953953807486}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 564.4926596021505, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376036, "% In Market": 79.3492695883134, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6f50cafaa9b2916d4c3eb69dfec2a34fdf318069b5fe1d52a04fe0a6998f834a", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 179.95, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "36b2ed453f40cef26b696e1826bac6514b6a0b1272c0f065459dd3ed73fb3325", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 564.4926596021505, \"dd_pct\": -77.08431703376036, \"calmar\": 0.3349185853934274, \"cagr_pct\": 25.8169704169655, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 79.3492695883134, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.694820057086721, \"sortino\": 0.9951316107525382}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 187.65587309849852, \"dd_pct\": -58.12591575091567, \"calmar\": 0.7025592822333223, \"cagr_pct\": 40.83690164911788, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 44.809228039041706, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.984213157652605, \"sortino\": 1.396953953807486}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 564.4926596021505, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376036, "% In Market": 79.3492695883134, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6f50cafaa9b2916d4c3eb69dfec2a34fdf318069b5fe1d52a04fe0a6998f834a", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 180.05, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "3d7c17cecd68a2c26f59e54faeed32818af77225a2611e9ecf0ce7760dec8ad5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 564.4926596021505, \"dd_pct\": -77.08431703376036, \"calmar\": 0.3349185853934274, \"cagr_pct\": 25.8169704169655, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 79.3492695883134, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.694820057086721, \"sortino\": 0.9951316107525382}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 187.65587309849852, \"dd_pct\": -58.12591575091567, \"calmar\": 0.7025592822333223, \"cagr_pct\": 40.83690164911788, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 44.809228039041706, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.984213157652605, \"sortino\": 1.396953953807486}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 564.4926596021505, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376036, "% In Market": 79.3492695883134, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6f50cafaa9b2916d4c3eb69dfec2a34fdf318069b5fe1d52a04fe0a6998f834a", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 181.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "14253cbbdcbc6c5665e42d0b68d004bb13302e38cc2b0c523630b108df6c3753", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 564.4926596021505, \"dd_pct\": -77.08431703376036, \"calmar\": 0.3349185853934274, \"cagr_pct\": 25.8169704169655, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 79.3492695883134, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.694820057086721, \"sortino\": 0.9951316107525382}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 187.65587309849852, \"dd_pct\": -58.12591575091567, \"calmar\": 0.7025592822333223, \"cagr_pct\": 40.83690164911788, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 44.809228039041706, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.984213157652605, \"sortino\": 1.396953953807486}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 564.4926596021505, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376036, "% In Market": 79.3492695883134, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6f50cafaa9b2916d4c3eb69dfec2a34fdf318069b5fe1d52a04fe0a6998f834a", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 180.0, "i_long_exit_activation_threshold": 449.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "655214b4b850fc47d95880ec404a9f3cbb0eed682bd58c0ac5277bb3d53be203", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 564.4926596021505, \"dd_pct\": -77.08431703376036, \"calmar\": 0.3349185853934274, \"cagr_pct\": 25.8169704169655, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 79.3492695883134, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.694820057086721, \"sortino\": 0.9951316107525382}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 187.65587309849852, \"dd_pct\": -58.12591575091567, \"calmar\": 0.7025592822333223, \"cagr_pct\": 40.83690164911788, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 44.809228039041706, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.984213157652605, \"sortino\": 1.396953953807486}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 564.4926596021505, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376036, "% In Market": 79.3492695883134, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6f50cafaa9b2916d4c3eb69dfec2a34fdf318069b5fe1d52a04fe0a6998f834a", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 180.0, "i_long_exit_activation_threshold": 449.95, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "c399a009a70548cbda1e7afb4a55e1fc4547e71678ac4254ffdf1767a6615867", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 564.4926596021505, \"dd_pct\": -77.08431703376036, \"calmar\": 0.3349185853934274, \"cagr_pct\": 25.8169704169655, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 79.3492695883134, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.694820057086721, \"sortino\": 0.9951316107525382}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 187.65587309849852, \"dd_pct\": -58.12591575091567, \"calmar\": 0.7025592822333223, \"cagr_pct\": 40.83690164911788, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 44.809228039041706, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.984213157652605, \"sortino\": 1.396953953807486}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 564.4926596021505, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376036, "% In Market": 79.3492695883134, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6f50cafaa9b2916d4c3eb69dfec2a34fdf318069b5fe1d52a04fe0a6998f834a", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 180.0, "i_long_exit_activation_threshold": 450.05, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "d96193e764185059936e22a2bf1769a96441fe9733fcaf90c33f64d55181413d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 564.4926596021505, \"dd_pct\": -77.08431703376036, \"calmar\": 0.3349185853934274, \"cagr_pct\": 25.8169704169655, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 79.3492695883134, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.694820057086721, \"sortino\": 0.9951316107525382}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 187.65587309849852, \"dd_pct\": -58.12591575091567, \"calmar\": 0.7025592822333223, \"cagr_pct\": 40.83690164911788, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 44.809228039041706, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.984213157652605, \"sortino\": 1.396953953807486}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 564.4926596021505, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376036, "% In Market": 79.3492695883134, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6f50cafaa9b2916d4c3eb69dfec2a34fdf318069b5fe1d52a04fe0a6998f834a", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 180.0, "i_long_exit_activation_threshold": 451.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "203d3dc16a05e3769d42fa58e25868b9256004d1ed7264b4bb2fdb587c99af91", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 564.4926596021505, \"dd_pct\": -77.08431703376036, \"calmar\": 0.3349185853934274, \"cagr_pct\": 25.8169704169655, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 79.3492695883134, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.694820057086721, \"sortino\": 0.9951316107525382}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 187.65587309849852, \"dd_pct\": -58.12591575091567, \"calmar\": 0.7025592822333223, \"cagr_pct\": 40.83690164911788, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 44.809228039041706, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.984213157652605, \"sortino\": 1.396953953807486}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 564.4926596021505, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376036, "% In Market": 79.3492695883134, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6f50cafaa9b2916d4c3eb69dfec2a34fdf318069b5fe1d52a04fe0a6998f834a", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 180.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -21.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "23ef4988fe2ceafa1bf9f9ce405dcb2f31e8e7da0e0e39d782597474850b91c1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 564.4926596021505, \"dd_pct\": -77.08431703376036, \"calmar\": 0.3349185853934274, \"cagr_pct\": 25.8169704169655, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 79.3492695883134, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.694820057086721, \"sortino\": 0.9951316107525382}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 187.65587309849852, \"dd_pct\": -58.12591575091567, \"calmar\": 0.7025592822333223, \"cagr_pct\": 40.83690164911788, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 44.809228039041706, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.984213157652605, \"sortino\": 1.396953953807486}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 564.4926596021505, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376036, "% In Market": 79.3492695883134, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6f50cafaa9b2916d4c3eb69dfec2a34fdf318069b5fe1d52a04fe0a6998f834a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 180.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -20.05, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "b02534d28cfdb3e24706ffbd3798ec3e82f6e1ebca5eb33c50591b9de395afd6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 564.4926596021505, \"dd_pct\": -77.08431703376036, \"calmar\": 0.3349185853934274, \"cagr_pct\": 25.8169704169655, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 79.3492695883134, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.694820057086721, \"sortino\": 0.9951316107525382}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 187.65587309849852, \"dd_pct\": -58.12591575091567, \"calmar\": 0.7025592822333223, \"cagr_pct\": 40.83690164911788, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 44.809228039041706, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.984213157652605, \"sortino\": 1.396953953807486}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 564.4926596021505, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376036, "% In Market": 79.3492695883134, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6f50cafaa9b2916d4c3eb69dfec2a34fdf318069b5fe1d52a04fe0a6998f834a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 180.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -19.95, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "37e6c6eaa2fba24580dd0b3d26c4965282519815bc95d30eaa2bb8ccfa343dae", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 564.4926596021505, \"dd_pct\": -77.08431703376036, \"calmar\": 0.3349185853934274, \"cagr_pct\": 25.8169704169655, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 79.3492695883134, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.694820057086721, \"sortino\": 0.9951316107525382}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 187.65587309849852, \"dd_pct\": -58.12591575091567, \"calmar\": 0.7025592822333223, \"cagr_pct\": 40.83690164911788, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 44.809228039041706, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.984213157652605, \"sortino\": 1.396953953807486}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 564.4926596021505, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376036, "% In Market": 79.3492695883134, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6f50cafaa9b2916d4c3eb69dfec2a34fdf318069b5fe1d52a04fe0a6998f834a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 180.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -19.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "d8787f902d3c48ad214d426c3363a79505009f98ecf1f1de98fe08ba64c9c2d4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 564.4926596021505, \"dd_pct\": -77.08431703376036, \"calmar\": 0.3349185853934274, \"cagr_pct\": 25.8169704169655, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 79.3492695883134, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.694820057086721, \"sortino\": 0.9951316107525382}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 187.65587309849852, \"dd_pct\": -58.12591575091567, \"calmar\": 0.7025592822333223, \"cagr_pct\": 40.83690164911788, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 44.809228039041706, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.984213157652605, \"sortino\": 1.396953953807486}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 564.4926596021505, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376036, "% In Market": 79.3492695883134, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6f50cafaa9b2916d4c3eb69dfec2a34fdf318069b5fe1d52a04fe0a6998f834a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -75.0, "i_long_exit_activation_threshold": -380.0, "i_long_exit_activation_confirmation_threshold": -590.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "05355c96e20cfe4165d22d89cd6ab581d9d0c1ccb8eee0f1b0cf98a5bc5db2c4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 50.933274823583496, \"dd_pct\": -46.72157985703668, \"calmar\": 1.0910555412109522, \"cagr_pct\": 50.97583859714987, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 32.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0402742893249723, \"sortino\": 1.5707192006759179}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.08751366262885, \"dd_pct\": -38.593266647802174, \"calmar\": -0.4948855703400445, \"cagr_pct\": -19.099250776282993, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7602463892760615, \"sortino\": -1.0277153945772357}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.926188418270062, \"dd_pct\": -13.034182842016772, \"calmar\": 2.297764905265875, \"cagr_pct\": 29.949487903204762, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 32.054794520547944, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3020856262863807, \"sortino\": 2.0748198632390493}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.807509042426755, \"dd_pct\": -37.08441602853023, \"calmar\": 0.395314990312883, \"cagr_pct\": 14.660025563077351, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 50.912408759124084, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5433807863217676, \"sortino\": 0.7811587935449186}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.011566251279432, \"dd_pct\": -20.630574501606212, \"calmar\": 0.2915965913630715, \"cagr_pct\": 6.015805202530268, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 17.191780821917806, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4061555371802426, \"sortino\": 0.5954429959574453}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.9248169483090725, \"dd_pct\": -8.20321061641115, \"calmar\": -0.8446164648268124, \"cagr_pct\": -6.928566751062962, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 14.735099337748345, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.39671259513154034, \"sortino\": -0.5091506367922626}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 402.65822140965184, \"dd_pct\": -46.7215798570367, \"calmar\": 0.46294981805493957, \"cagr_pct\": 21.62974689405447, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 25.780212483399733, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7631150976569293, \"sortino\": 1.1247240811044934}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 177.80809045449251, \"dd_pct\": -41.69092147823661, \"calmar\": 0.9415927237093109, \"cagr_pct\": 39.25586830864382, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.957409050576754, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1786827710114782, \"sortino\": 1.7378203634106992}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.93721481880061, \"dd_pct\": -46.72157985703668, \"calmar\": 0.26060956290776127, \"cagr_pct\": 12.17609050490239, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 26.870026525198938, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5149098572647285, \"sortino\": 0.7587537591160626}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.373731789287472, \"dd_pct\": -4.610035348057606, \"calmar\": 8.699931155668605, \"cagr_pct\": 40.106990153299925, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 8.789625360230549, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.576551624287823, \"sortino\": 6.681814912636376}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 402.65822140965184, "Sharpe Ratio": 0.7631150976569293, "Sortino Ratio": 1.1247240811044934, "Calmar Ratio": 0.46294981805493957, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.7215798570367, "% In Market": 25.780212483399733, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9415927237093109, "Sub1_Sortino": 1.7378203634106992, "Sub1_Trades": 15, "Sub2_Calmar": 0.26060956290776127, "Sub2_Sortino": 0.7587537591160626, "Sub2_Trades": 44, "WFO_Score": 1.2613784789299034, "WFO_Min_Fold": 0.395314990312883, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.091056, 2.297765, 0.395315]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.373731789287472, "OOS_Sortino Ratio": 6.681814912636376, "OOS_Calmar Ratio": 8.699931155668605, "OOS_Max Drawdown %": -4.610035348057606, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 9, "Fragile_1.0": 78, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9357bed800bfc8c086c3faf129f011033fb57de711b993c4ffd49760dfc986d0", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -76.0, "i_long_exit_activation_threshold": -380.0, "i_long_exit_activation_confirmation_threshold": -590.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "288d95377b6df4d59ce57da9339a8dc267e27b7411e77548db9174d562272974", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 50.933274823583496, \"dd_pct\": -46.72157985703668, \"calmar\": 1.0910555412109522, \"cagr_pct\": 50.97583859714987, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 32.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0402742893249723, \"sortino\": 1.5707192006759179}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.08751366262885, \"dd_pct\": -38.593266647802174, \"calmar\": -0.4948855703400445, \"cagr_pct\": -19.099250776282993, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7602463892760615, \"sortino\": -1.0277153945772357}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.926188418270062, \"dd_pct\": -13.034182842016772, \"calmar\": 2.297764905265875, \"cagr_pct\": 29.949487903204762, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 32.054794520547944, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3020856262863807, \"sortino\": 2.0748198632390493}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.807509042426755, \"dd_pct\": -37.08441602853023, \"calmar\": 0.395314990312883, \"cagr_pct\": 14.660025563077351, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 50.912408759124084, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5433807863217676, \"sortino\": 0.7811587935449186}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.011566251279432, \"dd_pct\": -20.630574501606212, \"calmar\": 0.2915965913630715, \"cagr_pct\": 6.015805202530268, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 17.191780821917806, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4061555371802426, \"sortino\": 0.5954429959574453}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.9248169483090725, \"dd_pct\": -8.20321061641115, \"calmar\": -0.8446164648268124, \"cagr_pct\": -6.928566751062962, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 14.735099337748345, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.39671259513154034, \"sortino\": -0.5091506367922626}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 402.65822140965184, \"dd_pct\": -46.7215798570367, \"calmar\": 0.46294981805493957, \"cagr_pct\": 21.62974689405447, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 25.780212483399733, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7631150976569293, \"sortino\": 1.1247240811044934}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 177.80809045449251, \"dd_pct\": -41.69092147823661, \"calmar\": 0.9415927237093109, \"cagr_pct\": 39.25586830864382, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.957409050576754, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1786827710114782, \"sortino\": 1.7378203634106992}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.93721481880061, \"dd_pct\": -46.72157985703668, \"calmar\": 0.26060956290776127, \"cagr_pct\": 12.17609050490239, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 26.870026525198938, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5149098572647285, \"sortino\": 0.7587537591160626}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.373731789287472, \"dd_pct\": -4.610035348057606, \"calmar\": 8.699931155668605, \"cagr_pct\": 40.106990153299925, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 8.789625360230549, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.576551624287823, \"sortino\": 6.681814912636376}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 402.65822140965184, "Sharpe Ratio": 0.7631150976569293, "Sortino Ratio": 1.1247240811044934, "Calmar Ratio": 0.46294981805493957, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.7215798570367, "% In Market": 25.780212483399733, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9415927237093109, "Sub1_Sortino": 1.7378203634106992, "Sub1_Trades": 15, "Sub2_Calmar": 0.26060956290776127, "Sub2_Sortino": 0.7587537591160626, "Sub2_Trades": 44, "WFO_Score": 1.2613784789299034, "WFO_Min_Fold": 0.395314990312883, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.091056, 2.297765, 0.395315]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.373731789287472, "OOS_Sortino Ratio": 6.681814912636376, "OOS_Calmar Ratio": 8.699931155668605, "OOS_Max Drawdown %": -4.610035348057606, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 73, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9357bed800bfc8c086c3faf129f011033fb57de711b993c4ffd49760dfc986d0", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -75.05, "i_long_exit_activation_threshold": -380.0, "i_long_exit_activation_confirmation_threshold": -590.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "286ce7ec14a1e1c57ae2ca5476ed7c87b4e23082d1499e8c91974cf81bb52e04", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 50.933274823583496, \"dd_pct\": -46.72157985703668, \"calmar\": 1.0910555412109522, \"cagr_pct\": 50.97583859714987, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 32.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0402742893249723, \"sortino\": 1.5707192006759179}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.08751366262885, \"dd_pct\": -38.593266647802174, \"calmar\": -0.4948855703400445, \"cagr_pct\": -19.099250776282993, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7602463892760615, \"sortino\": -1.0277153945772357}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.926188418270062, \"dd_pct\": -13.034182842016772, \"calmar\": 2.297764905265875, \"cagr_pct\": 29.949487903204762, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 32.054794520547944, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3020856262863807, \"sortino\": 2.0748198632390493}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.807509042426755, \"dd_pct\": -37.08441602853023, \"calmar\": 0.395314990312883, \"cagr_pct\": 14.660025563077351, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 50.912408759124084, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5433807863217676, \"sortino\": 0.7811587935449186}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.011566251279432, \"dd_pct\": -20.630574501606212, \"calmar\": 0.2915965913630715, \"cagr_pct\": 6.015805202530268, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 17.191780821917806, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4061555371802426, \"sortino\": 0.5954429959574453}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.9248169483090725, \"dd_pct\": -8.20321061641115, \"calmar\": -0.8446164648268124, \"cagr_pct\": -6.928566751062962, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 14.735099337748345, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.39671259513154034, \"sortino\": -0.5091506367922626}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 402.65822140965184, \"dd_pct\": -46.7215798570367, \"calmar\": 0.46294981805493957, \"cagr_pct\": 21.62974689405447, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 25.780212483399733, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7631150976569293, \"sortino\": 1.1247240811044934}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 177.80809045449251, \"dd_pct\": -41.69092147823661, \"calmar\": 0.9415927237093109, \"cagr_pct\": 39.25586830864382, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.957409050576754, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1786827710114782, \"sortino\": 1.7378203634106992}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.93721481880061, \"dd_pct\": -46.72157985703668, \"calmar\": 0.26060956290776127, \"cagr_pct\": 12.17609050490239, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 26.870026525198938, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5149098572647285, \"sortino\": 0.7587537591160626}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.373731789287472, \"dd_pct\": -4.610035348057606, \"calmar\": 8.699931155668605, \"cagr_pct\": 40.106990153299925, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 8.789625360230549, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.576551624287823, \"sortino\": 6.681814912636376}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 402.65822140965184, "Sharpe Ratio": 0.7631150976569293, "Sortino Ratio": 1.1247240811044934, "Calmar Ratio": 0.46294981805493957, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.7215798570367, "% In Market": 25.780212483399733, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9415927237093109, "Sub1_Sortino": 1.7378203634106992, "Sub1_Trades": 15, "Sub2_Calmar": 0.26060956290776127, "Sub2_Sortino": 0.7587537591160626, "Sub2_Trades": 44, "WFO_Score": 1.2613784789299034, "WFO_Min_Fold": 0.395314990312883, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.091056, 2.297765, 0.395315]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.373731789287472, "OOS_Sortino Ratio": 6.681814912636376, "OOS_Calmar Ratio": 8.699931155668605, "OOS_Max Drawdown %": -4.610035348057606, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 77, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9357bed800bfc8c086c3faf129f011033fb57de711b993c4ffd49760dfc986d0", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -74.95, "i_long_exit_activation_threshold": -380.0, "i_long_exit_activation_confirmation_threshold": -590.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "4079a9dbd3f3bad3618bc9a2d9276f50d98363107bd908555ad01a368f4694f4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 50.933274823583496, \"dd_pct\": -46.72157985703668, \"calmar\": 1.0910555412109522, \"cagr_pct\": 50.97583859714987, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 32.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0402742893249723, \"sortino\": 1.5707192006759179}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.08751366262885, \"dd_pct\": -38.593266647802174, \"calmar\": -0.4948855703400445, \"cagr_pct\": -19.099250776282993, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7602463892760615, \"sortino\": -1.0277153945772357}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.926188418270062, \"dd_pct\": -13.034182842016772, \"calmar\": 2.297764905265875, \"cagr_pct\": 29.949487903204762, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 32.054794520547944, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3020856262863807, \"sortino\": 2.0748198632390493}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.807509042426755, \"dd_pct\": -37.08441602853023, \"calmar\": 0.395314990312883, \"cagr_pct\": 14.660025563077351, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 50.912408759124084, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5433807863217676, \"sortino\": 0.7811587935449186}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.011566251279432, \"dd_pct\": -20.630574501606212, \"calmar\": 0.2915965913630715, \"cagr_pct\": 6.015805202530268, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 17.191780821917806, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4061555371802426, \"sortino\": 0.5954429959574453}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.9248169483090725, \"dd_pct\": -8.20321061641115, \"calmar\": -0.8446164648268124, \"cagr_pct\": -6.928566751062962, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 14.735099337748345, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.39671259513154034, \"sortino\": -0.5091506367922626}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 402.65822140965184, \"dd_pct\": -46.7215798570367, \"calmar\": 0.46294981805493957, \"cagr_pct\": 21.62974689405447, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 25.780212483399733, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7631150976569293, \"sortino\": 1.1247240811044934}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 177.80809045449251, \"dd_pct\": -41.69092147823661, \"calmar\": 0.9415927237093109, \"cagr_pct\": 39.25586830864382, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.957409050576754, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1786827710114782, \"sortino\": 1.7378203634106992}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.93721481880061, \"dd_pct\": -46.72157985703668, \"calmar\": 0.26060956290776127, \"cagr_pct\": 12.17609050490239, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 26.870026525198938, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5149098572647285, \"sortino\": 0.7587537591160626}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.373731789287472, \"dd_pct\": -4.610035348057606, \"calmar\": 8.699931155668605, \"cagr_pct\": 40.106990153299925, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 8.789625360230549, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.576551624287823, \"sortino\": 6.681814912636376}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 402.65822140965184, "Sharpe Ratio": 0.7631150976569293, "Sortino Ratio": 1.1247240811044934, "Calmar Ratio": 0.46294981805493957, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.7215798570367, "% In Market": 25.780212483399733, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9415927237093109, "Sub1_Sortino": 1.7378203634106992, "Sub1_Trades": 15, "Sub2_Calmar": 0.26060956290776127, "Sub2_Sortino": 0.7587537591160626, "Sub2_Trades": 44, "WFO_Score": 1.2613784789299034, "WFO_Min_Fold": 0.395314990312883, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.091056, 2.297765, 0.395315]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.373731789287472, "OOS_Sortino Ratio": 6.681814912636376, "OOS_Calmar Ratio": 8.699931155668605, "OOS_Max Drawdown %": -4.610035348057606, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 9, "Fragile_1.0": 78, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9357bed800bfc8c086c3faf129f011033fb57de711b993c4ffd49760dfc986d0", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -74.0, "i_long_exit_activation_threshold": -380.0, "i_long_exit_activation_confirmation_threshold": -590.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "de9f76b51a02d0d93f0d56a46083c2b0db3992f5ef08f9a0aa4edd254baa1d21", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 50.933274823583496, \"dd_pct\": -46.72157985703668, \"calmar\": 1.0910555412109522, \"cagr_pct\": 50.97583859714987, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 32.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0402742893249723, \"sortino\": 1.5707192006759179}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.08751366262885, \"dd_pct\": -38.593266647802174, \"calmar\": -0.4948855703400445, \"cagr_pct\": -19.099250776282993, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7602463892760615, \"sortino\": -1.0277153945772357}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.926188418270062, \"dd_pct\": -13.034182842016772, \"calmar\": 2.297764905265875, \"cagr_pct\": 29.949487903204762, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 32.054794520547944, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3020856262863807, \"sortino\": 2.0748198632390493}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 11.95638019541656, \"dd_pct\": -37.08441602853032, \"calmar\": 0.4381214990321734, \"cagr_pct\": 16.247479941152463, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 50.45620437956204, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5782342874720454, \"sortino\": 0.8320184788543761}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.011566251279432, \"dd_pct\": -20.630574501606212, \"calmar\": 0.2915965913630715, \"cagr_pct\": 6.015805202530268, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 17.191780821917806, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4061555371802426, \"sortino\": 0.5954429959574453}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.9248169483090725, \"dd_pct\": -8.20321061641115, \"calmar\": -0.8446164648268124, \"cagr_pct\": -6.928566751062962, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 14.735099337748345, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.39671259513154034, \"sortino\": -0.5091506367922626}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 407.86986758220286, \"dd_pct\": -46.7215798570367, \"calmar\": 0.46620810674355867, \"cagr_pct\": 21.781979289217066, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 25.73871181938911, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7670073213680362, \"sortino\": 1.130612770052768}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 177.80809045449251, \"dd_pct\": -41.69092147823661, \"calmar\": 0.9415927237093109, \"cagr_pct\": 39.25586830864382, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.957409050576754, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1786827710114782, \"sortino\": 1.7378203634106992}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 82.81320272254543, \"dd_pct\": -46.72157985703668, \"calmar\": 0.265413044227006, \"cagr_pct\": 12.400516740951268, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 26.803713527851457, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5210737514388681, \"sortino\": 0.7680023034933342}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.373731789287472, \"dd_pct\": -4.610035348057606, \"calmar\": 8.699931155668605, \"cagr_pct\": 40.106990153299925, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 8.789625360230549, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.576551624287823, \"sortino\": 6.681814912636376}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 407.86986758220286, "Sharpe Ratio": 0.7670073213680362, "Sortino Ratio": 1.130612770052768, "Calmar Ratio": 0.46620810674355867, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.7215798570367, "% In Market": 25.73871181938911, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9415927237093109, "Sub1_Sortino": 1.7378203634106992, "Sub1_Trades": 15, "Sub2_Calmar": 0.265413044227006, "Sub2_Sortino": 0.7680023034933342, "Sub2_Trades": 44, "WFO_Score": 1.2756473151696668, "WFO_Min_Fold": 0.4381214990321734, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.091056, 2.297765, 0.438121]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.373731789287472, "OOS_Sortino Ratio": 6.681814912636376, "OOS_Calmar Ratio": 8.699931155668605, "OOS_Max Drawdown %": -4.610035348057606, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 81, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9357bed800bfc8c086c3faf129f011033fb57de711b993c4ffd49760dfc986d0", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -75.0, "i_long_exit_activation_threshold": -381.0, "i_long_exit_activation_confirmation_threshold": -590.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "711ef36949238e67d673c8e148b5c5031379657d2ab73e1701fa0f1c2c5bd152", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 50.933274823583496, \"dd_pct\": -46.72157985703668, \"calmar\": 1.0910555412109522, \"cagr_pct\": 50.97583859714987, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 32.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0402742893249723, \"sortino\": 1.5707192006759179}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.08751366262885, \"dd_pct\": -38.593266647802174, \"calmar\": -0.4948855703400445, \"cagr_pct\": -19.099250776282993, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7602463892760615, \"sortino\": -1.0277153945772357}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.926188418270062, \"dd_pct\": -13.034182842016772, \"calmar\": 2.297764905265875, \"cagr_pct\": 29.949487903204762, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 32.054794520547944, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3020856262863807, \"sortino\": 2.0748198632390493}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.807509042426755, \"dd_pct\": -37.08441602853023, \"calmar\": 0.395314990312883, \"cagr_pct\": 14.660025563077351, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 50.912408759124084, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5433807863217676, \"sortino\": 0.7811587935449186}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 5.7846864712312485, \"dd_pct\": -20.630574501606212, \"calmar\": 0.280591367597482, \"cagr_pct\": 5.788761113727428, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 17.26027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3947011688019639, \"sortino\": 0.5787667297967692}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.9248169483090725, \"dd_pct\": -8.20321061641115, \"calmar\": -0.8446164648268124, \"cagr_pct\": -6.928566751062962, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 14.735099337748345, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.39671259513154034, \"sortino\": -0.5091506367922626}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 401.58246155866993, \"dd_pct\": -46.7215798570367, \"calmar\": 0.46227356567185274, \"cagr_pct\": 21.598151314334565, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 25.78851261620186, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.76232153751612, \"sortino\": 1.1235639438602771}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 177.80809045449251, \"dd_pct\": -41.69092147823661, \"calmar\": 0.9415927237093109, \"cagr_pct\": 39.25586830864382, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.957409050576754, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1786827710114782, \"sortino\": 1.7378203634106992}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.54998352930807, \"dd_pct\": -46.72157985703668, \"calmar\": 0.25961305857551814, \"cagr_pct\": 12.129532248165612, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 26.883289124668437, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5136399146502681, \"sortino\": 0.7568924163919987}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.373731789287472, \"dd_pct\": -4.610035348057606, \"calmar\": 8.699931155668605, \"cagr_pct\": 40.106990153299925, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 8.789625360230549, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.576551624287823, \"sortino\": 6.681814912636376}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 401.58246155866993, "Sharpe Ratio": 0.76232153751612, "Sortino Ratio": 1.1235639438602771, "Calmar Ratio": 0.46227356567185274, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.7215798570367, "% In Market": 25.78851261620186, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9415927237093109, "Sub1_Sortino": 1.7378203634106992, "Sub1_Trades": 15, "Sub2_Calmar": 0.25961305857551814, "Sub2_Sortino": 0.7568924163919987, "Sub2_Trades": 44, "WFO_Score": 1.2613784789299034, "WFO_Min_Fold": 0.395314990312883, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.091056, 2.297765, 0.395315]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.373731789287472, "OOS_Sortino Ratio": 6.681814912636376, "OOS_Calmar Ratio": 8.699931155668605, "OOS_Max Drawdown %": -4.610035348057606, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 10, "Fragile_1.0": 77, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9357bed800bfc8c086c3faf129f011033fb57de711b993c4ffd49760dfc986d0", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -75.0, "i_long_exit_activation_threshold": -380.05, "i_long_exit_activation_confirmation_threshold": -590.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "8379fc962d613c776af0b92d75e76a3a1dd8059c0020a581d3266fda00a4c030", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 50.933274823583496, \"dd_pct\": -46.72157985703668, \"calmar\": 1.0910555412109522, \"cagr_pct\": 50.97583859714987, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 32.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0402742893249723, \"sortino\": 1.5707192006759179}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.08751366262885, \"dd_pct\": -38.593266647802174, \"calmar\": -0.4948855703400445, \"cagr_pct\": -19.099250776282993, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7602463892760615, \"sortino\": -1.0277153945772357}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.926188418270062, \"dd_pct\": -13.034182842016772, \"calmar\": 2.297764905265875, \"cagr_pct\": 29.949487903204762, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 32.054794520547944, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3020856262863807, \"sortino\": 2.0748198632390493}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.807509042426755, \"dd_pct\": -37.08441602853023, \"calmar\": 0.395314990312883, \"cagr_pct\": 14.660025563077351, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 50.912408759124084, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5433807863217676, \"sortino\": 0.7811587935449186}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.011566251279432, \"dd_pct\": -20.630574501606212, \"calmar\": 0.2915965913630715, \"cagr_pct\": 6.015805202530268, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 17.191780821917806, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4061555371802426, \"sortino\": 0.5954429959574453}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.9248169483090725, \"dd_pct\": -8.20321061641115, \"calmar\": -0.8446164648268124, \"cagr_pct\": -6.928566751062962, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 14.735099337748345, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.39671259513154034, \"sortino\": -0.5091506367922626}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 402.65822140965184, \"dd_pct\": -46.7215798570367, \"calmar\": 0.46294981805493957, \"cagr_pct\": 21.62974689405447, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 25.780212483399733, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7631150976569293, \"sortino\": 1.1247240811044934}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 177.80809045449251, \"dd_pct\": -41.69092147823661, \"calmar\": 0.9415927237093109, \"cagr_pct\": 39.25586830864382, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.957409050576754, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1786827710114782, \"sortino\": 1.7378203634106992}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.93721481880061, \"dd_pct\": -46.72157985703668, \"calmar\": 0.26060956290776127, \"cagr_pct\": 12.17609050490239, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 26.870026525198938, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5149098572647285, \"sortino\": 0.7587537591160626}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.373731789287472, \"dd_pct\": -4.610035348057606, \"calmar\": 8.699931155668605, \"cagr_pct\": 40.106990153299925, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 8.789625360230549, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.576551624287823, \"sortino\": 6.681814912636376}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 402.65822140965184, "Sharpe Ratio": 0.7631150976569293, "Sortino Ratio": 1.1247240811044934, "Calmar Ratio": 0.46294981805493957, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.7215798570367, "% In Market": 25.780212483399733, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9415927237093109, "Sub1_Sortino": 1.7378203634106992, "Sub1_Trades": 15, "Sub2_Calmar": 0.26060956290776127, "Sub2_Sortino": 0.7587537591160626, "Sub2_Trades": 44, "WFO_Score": 1.2613784789299034, "WFO_Min_Fold": 0.395314990312883, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.091056, 2.297765, 0.395315]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.373731789287472, "OOS_Sortino Ratio": 6.681814912636376, "OOS_Calmar Ratio": 8.699931155668605, "OOS_Max Drawdown %": -4.610035348057606, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 9, "Fragile_1.0": 76, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9357bed800bfc8c086c3faf129f011033fb57de711b993c4ffd49760dfc986d0", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -75.0, "i_long_exit_activation_threshold": -379.95, "i_long_exit_activation_confirmation_threshold": -590.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "6c1dcf8db67586b05bfbd4e12def86650436ddb51891fe3b892f329362fc2c78", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 50.933274823583496, \"dd_pct\": -46.72157985703668, \"calmar\": 1.0910555412109522, \"cagr_pct\": 50.97583859714987, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 32.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0402742893249723, \"sortino\": 1.5707192006759179}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.08751366262885, \"dd_pct\": -38.593266647802174, \"calmar\": -0.4948855703400445, \"cagr_pct\": -19.099250776282993, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7602463892760615, \"sortino\": -1.0277153945772357}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.926188418270062, \"dd_pct\": -13.034182842016772, \"calmar\": 2.297764905265875, \"cagr_pct\": 29.949487903204762, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 32.054794520547944, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3020856262863807, \"sortino\": 2.0748198632390493}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.807509042426755, \"dd_pct\": -37.08441602853023, \"calmar\": 0.395314990312883, \"cagr_pct\": 14.660025563077351, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 50.912408759124084, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5433807863217676, \"sortino\": 0.7811587935449186}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.011566251279432, \"dd_pct\": -20.630574501606212, \"calmar\": 0.2915965913630715, \"cagr_pct\": 6.015805202530268, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 17.191780821917806, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4061555371802426, \"sortino\": 0.5954429959574453}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.9248169483090725, \"dd_pct\": -8.20321061641115, \"calmar\": -0.8446164648268124, \"cagr_pct\": -6.928566751062962, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 14.735099337748345, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.39671259513154034, \"sortino\": -0.5091506367922626}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 402.65822140965184, \"dd_pct\": -46.7215798570367, \"calmar\": 0.46294981805493957, \"cagr_pct\": 21.62974689405447, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 25.780212483399733, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7631150976569293, \"sortino\": 1.1247240811044934}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 177.80809045449251, \"dd_pct\": -41.69092147823661, \"calmar\": 0.9415927237093109, \"cagr_pct\": 39.25586830864382, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.957409050576754, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1786827710114782, \"sortino\": 1.7378203634106992}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.93721481880061, \"dd_pct\": -46.72157985703668, \"calmar\": 0.26060956290776127, \"cagr_pct\": 12.17609050490239, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 26.870026525198938, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5149098572647285, \"sortino\": 0.7587537591160626}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.373731789287472, \"dd_pct\": -4.610035348057606, \"calmar\": 8.699931155668605, \"cagr_pct\": 40.106990153299925, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 8.789625360230549, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.576551624287823, \"sortino\": 6.681814912636376}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 402.65822140965184, "Sharpe Ratio": 0.7631150976569293, "Sortino Ratio": 1.1247240811044934, "Calmar Ratio": 0.46294981805493957, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.7215798570367, "% In Market": 25.780212483399733, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9415927237093109, "Sub1_Sortino": 1.7378203634106992, "Sub1_Trades": 15, "Sub2_Calmar": 0.26060956290776127, "Sub2_Sortino": 0.7587537591160626, "Sub2_Trades": 44, "WFO_Score": 1.2613784789299034, "WFO_Min_Fold": 0.395314990312883, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.091056, 2.297765, 0.395315]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.373731789287472, "OOS_Sortino Ratio": 6.681814912636376, "OOS_Calmar Ratio": 8.699931155668605, "OOS_Max Drawdown %": -4.610035348057606, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 9, "Fragile_1.0": 79, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9357bed800bfc8c086c3faf129f011033fb57de711b993c4ffd49760dfc986d0", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -75.0, "i_long_exit_activation_threshold": -379.0, "i_long_exit_activation_confirmation_threshold": -590.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "68150e9e85f9685b9462ecb09753ca241022d9851a05f7437fb7a613e0bf8afa", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 50.933274823583496, \"dd_pct\": -46.72157985703668, \"calmar\": 1.0910555412109522, \"cagr_pct\": 50.97583859714987, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 32.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0402742893249723, \"sortino\": 1.5707192006759179}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.08751366262885, \"dd_pct\": -38.593266647802174, \"calmar\": -0.4948855703400445, \"cagr_pct\": -19.099250776282993, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7602463892760615, \"sortino\": -1.0277153945772357}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.926188418270062, \"dd_pct\": -13.034182842016772, \"calmar\": 2.297764905265875, \"cagr_pct\": 29.949487903204762, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 32.054794520547944, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3020856262863807, \"sortino\": 2.0748198632390493}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.807509042426755, \"dd_pct\": -37.08441602853023, \"calmar\": 0.395314990312883, \"cagr_pct\": 14.660025563077351, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 50.912408759124084, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5433807863217676, \"sortino\": 0.7811587935449186}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.011566251279432, \"dd_pct\": -20.630574501606212, \"calmar\": 0.2915965913630715, \"cagr_pct\": 6.015805202530268, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 17.191780821917806, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4061555371802426, \"sortino\": 0.5954429959574453}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.7201162098975384, \"dd_pct\": -8.009640334286416, \"calmar\": -0.8056707223310825, \"cagr_pct\": -6.453132713736711, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 14.56953642384106, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.362070229390277, \"sortino\": -0.46407464279569605}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 403.71816799802343, \"dd_pct\": -46.7215798570367, \"calmar\": 0.46361488705936843, \"cagr_pct\": 21.660819968655332, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 25.77191235059761, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7638884815238176, \"sortino\": 1.1258337399933969}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 177.80809045449251, \"dd_pct\": -41.69092147823661, \"calmar\": 0.9415927237093109, \"cagr_pct\": 39.25586830864382, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.957409050576754, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1786827710114782, \"sortino\": 1.7378203634106992}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 81.31875395491338, \"dd_pct\": -46.72157985703668, \"calmar\": 0.2615897387242696, \"cagr_pct\": 12.221885867587321, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 26.856763925729442, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5161537864664849, \"sortino\": 0.7605543869480437}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.373731789287472, \"dd_pct\": -4.610035348057606, \"calmar\": 8.699931155668605, \"cagr_pct\": 40.106990153299925, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 8.789625360230549, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.576551624287823, \"sortino\": 6.681814912636376}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 403.71816799802343, "Sharpe Ratio": 0.7638884815238176, "Sortino Ratio": 1.1258337399933969, "Calmar Ratio": 0.46361488705936843, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.7215798570367, "% In Market": 25.77191235059761, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9415927237093109, "Sub1_Sortino": 1.7378203634106992, "Sub1_Trades": 15, "Sub2_Calmar": 0.2615897387242696, "Sub2_Sortino": 0.7605543869480437, "Sub2_Trades": 44, "WFO_Score": 1.2613784789299034, "WFO_Min_Fold": 0.395314990312883, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.091056, 2.297765, 0.395315]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.373731789287472, "OOS_Sortino Ratio": 6.681814912636376, "OOS_Calmar Ratio": 8.699931155668605, "OOS_Max Drawdown %": -4.610035348057606, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 13, "Fragile_1.0": 76, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9357bed800bfc8c086c3faf129f011033fb57de711b993c4ffd49760dfc986d0", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -75.0, "i_long_exit_activation_threshold": -380.0, "i_long_exit_activation_confirmation_threshold": -591.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "152898270562891a6c8563f323db3807e6a575f1e5d472532379c073167200ea", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 50.933274823583496, \"dd_pct\": -46.72157985703668, \"calmar\": 1.0910555412109522, \"cagr_pct\": 50.97583859714987, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 32.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0402742893249723, \"sortino\": 1.5707192006759179}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.08751366262885, \"dd_pct\": -38.593266647802174, \"calmar\": -0.4948855703400445, \"cagr_pct\": -19.099250776282993, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7602463892760615, \"sortino\": -1.0277153945772357}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.926188418270062, \"dd_pct\": -13.034182842016772, \"calmar\": 2.297764905265875, \"cagr_pct\": 29.949487903204762, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 32.054794520547944, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3020856262863807, \"sortino\": 2.0748198632390493}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.807509042426755, \"dd_pct\": -37.08441602853023, \"calmar\": 0.395314990312883, \"cagr_pct\": 14.660025563077351, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 50.912408759124084, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5433807863217676, \"sortino\": 0.7811587935449186}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.011566251279432, \"dd_pct\": -20.630574501606212, \"calmar\": 0.2915965913630715, \"cagr_pct\": 6.015805202530268, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 17.191780821917806, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4061555371802426, \"sortino\": 0.5954429959574453}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.9248169483090725, \"dd_pct\": -8.20321061641115, \"calmar\": -0.8446164648268124, \"cagr_pct\": -6.928566751062962, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 14.735099337748345, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.39671259513154034, \"sortino\": -0.5091506367922626}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 402.65822140965184, \"dd_pct\": -46.7215798570367, \"calmar\": 0.46294981805493957, \"cagr_pct\": 21.62974689405447, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 25.780212483399733, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7631150976569293, \"sortino\": 1.1247240811044934}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 177.80809045449251, \"dd_pct\": -41.69092147823661, \"calmar\": 0.9415927237093109, \"cagr_pct\": 39.25586830864382, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.957409050576754, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1786827710114782, \"sortino\": 1.7378203634106992}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.93721481880061, \"dd_pct\": -46.72157985703668, \"calmar\": 0.26060956290776127, \"cagr_pct\": 12.17609050490239, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 26.870026525198938, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5149098572647285, \"sortino\": 0.7587537591160626}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.373731789287472, \"dd_pct\": -4.610035348057606, \"calmar\": 8.699931155668605, \"cagr_pct\": 40.106990153299925, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 8.789625360230549, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.576551624287823, \"sortino\": 6.681814912636376}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 402.65822140965184, "Sharpe Ratio": 0.7631150976569293, "Sortino Ratio": 1.1247240811044934, "Calmar Ratio": 0.46294981805493957, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.7215798570367, "% In Market": 25.780212483399733, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9415927237093109, "Sub1_Sortino": 1.7378203634106992, "Sub1_Trades": 15, "Sub2_Calmar": 0.26060956290776127, "Sub2_Sortino": 0.7587537591160626, "Sub2_Trades": 44, "WFO_Score": 1.2613784789299034, "WFO_Min_Fold": 0.395314990312883, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.091056, 2.297765, 0.395315]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.373731789287472, "OOS_Sortino Ratio": 6.681814912636376, "OOS_Calmar Ratio": 8.699931155668605, "OOS_Max Drawdown %": -4.610035348057606, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 83, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9357bed800bfc8c086c3faf129f011033fb57de711b993c4ffd49760dfc986d0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -75.0, "i_long_exit_activation_threshold": -380.0, "i_long_exit_activation_confirmation_threshold": -590.05, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "41c9cd173117cc7c6793dec264337fc99c9d3948520b572c6fd602db81babfc5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 50.933274823583496, \"dd_pct\": -46.72157985703668, \"calmar\": 1.0910555412109522, \"cagr_pct\": 50.97583859714987, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 32.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0402742893249723, \"sortino\": 1.5707192006759179}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.08751366262885, \"dd_pct\": -38.593266647802174, \"calmar\": -0.4948855703400445, \"cagr_pct\": -19.099250776282993, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7602463892760615, \"sortino\": -1.0277153945772357}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.926188418270062, \"dd_pct\": -13.034182842016772, \"calmar\": 2.297764905265875, \"cagr_pct\": 29.949487903204762, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 32.054794520547944, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3020856262863807, \"sortino\": 2.0748198632390493}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.807509042426755, \"dd_pct\": -37.08441602853023, \"calmar\": 0.395314990312883, \"cagr_pct\": 14.660025563077351, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 50.912408759124084, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5433807863217676, \"sortino\": 0.7811587935449186}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.011566251279432, \"dd_pct\": -20.630574501606212, \"calmar\": 0.2915965913630715, \"cagr_pct\": 6.015805202530268, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 17.191780821917806, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4061555371802426, \"sortino\": 0.5954429959574453}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.9248169483090725, \"dd_pct\": -8.20321061641115, \"calmar\": -0.8446164648268124, \"cagr_pct\": -6.928566751062962, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 14.735099337748345, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.39671259513154034, \"sortino\": -0.5091506367922626}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 402.65822140965184, \"dd_pct\": -46.7215798570367, \"calmar\": 0.46294981805493957, \"cagr_pct\": 21.62974689405447, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 25.780212483399733, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7631150976569293, \"sortino\": 1.1247240811044934}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 177.80809045449251, \"dd_pct\": -41.69092147823661, \"calmar\": 0.9415927237093109, \"cagr_pct\": 39.25586830864382, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.957409050576754, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1786827710114782, \"sortino\": 1.7378203634106992}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.93721481880061, \"dd_pct\": -46.72157985703668, \"calmar\": 0.26060956290776127, \"cagr_pct\": 12.17609050490239, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 26.870026525198938, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5149098572647285, \"sortino\": 0.7587537591160626}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.373731789287472, \"dd_pct\": -4.610035348057606, \"calmar\": 8.699931155668605, \"cagr_pct\": 40.106990153299925, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 8.789625360230549, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.576551624287823, \"sortino\": 6.681814912636376}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 402.65822140965184, "Sharpe Ratio": 0.7631150976569293, "Sortino Ratio": 1.1247240811044934, "Calmar Ratio": 0.46294981805493957, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.7215798570367, "% In Market": 25.780212483399733, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9415927237093109, "Sub1_Sortino": 1.7378203634106992, "Sub1_Trades": 15, "Sub2_Calmar": 0.26060956290776127, "Sub2_Sortino": 0.7587537591160626, "Sub2_Trades": 44, "WFO_Score": 1.2613784789299034, "WFO_Min_Fold": 0.395314990312883, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.091056, 2.297765, 0.395315]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.373731789287472, "OOS_Sortino Ratio": 6.681814912636376, "OOS_Calmar Ratio": 8.699931155668605, "OOS_Max Drawdown %": -4.610035348057606, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 79, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9357bed800bfc8c086c3faf129f011033fb57de711b993c4ffd49760dfc986d0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -75.0, "i_long_exit_activation_threshold": -380.0, "i_long_exit_activation_confirmation_threshold": -589.95, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "3270d2abe00b6818cca8095e4b60d7a65917088f291472767fb156c707b77d5c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 50.933274823583496, \"dd_pct\": -46.72157985703668, \"calmar\": 1.0910555412109522, \"cagr_pct\": 50.97583859714987, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 32.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0402742893249723, \"sortino\": 1.5707192006759179}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.08751366262885, \"dd_pct\": -38.593266647802174, \"calmar\": -0.4948855703400445, \"cagr_pct\": -19.099250776282993, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7602463892760615, \"sortino\": -1.0277153945772357}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.926188418270062, \"dd_pct\": -13.034182842016772, \"calmar\": 2.297764905265875, \"cagr_pct\": 29.949487903204762, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 32.054794520547944, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3020856262863807, \"sortino\": 2.0748198632390493}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.807509042426755, \"dd_pct\": -37.08441602853023, \"calmar\": 0.395314990312883, \"cagr_pct\": 14.660025563077351, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 50.912408759124084, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5433807863217676, \"sortino\": 0.7811587935449186}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.011566251279432, \"dd_pct\": -20.630574501606212, \"calmar\": 0.2915965913630715, \"cagr_pct\": 6.015805202530268, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 17.191780821917806, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4061555371802426, \"sortino\": 0.5954429959574453}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.9248169483090725, \"dd_pct\": -8.20321061641115, \"calmar\": -0.8446164648268124, \"cagr_pct\": -6.928566751062962, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 14.735099337748345, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.39671259513154034, \"sortino\": -0.5091506367922626}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 402.65822140965184, \"dd_pct\": -46.7215798570367, \"calmar\": 0.46294981805493957, \"cagr_pct\": 21.62974689405447, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 25.780212483399733, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7631150976569293, \"sortino\": 1.1247240811044934}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 177.80809045449251, \"dd_pct\": -41.69092147823661, \"calmar\": 0.9415927237093109, \"cagr_pct\": 39.25586830864382, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.957409050576754, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1786827710114782, \"sortino\": 1.7378203634106992}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.93721481880061, \"dd_pct\": -46.72157985703668, \"calmar\": 0.26060956290776127, \"cagr_pct\": 12.17609050490239, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 26.870026525198938, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5149098572647285, \"sortino\": 0.7587537591160626}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.373731789287472, \"dd_pct\": -4.610035348057606, \"calmar\": 8.699931155668605, \"cagr_pct\": 40.106990153299925, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 8.789625360230549, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.576551624287823, \"sortino\": 6.681814912636376}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 402.65822140965184, "Sharpe Ratio": 0.7631150976569293, "Sortino Ratio": 1.1247240811044934, "Calmar Ratio": 0.46294981805493957, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.7215798570367, "% In Market": 25.780212483399733, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9415927237093109, "Sub1_Sortino": 1.7378203634106992, "Sub1_Trades": 15, "Sub2_Calmar": 0.26060956290776127, "Sub2_Sortino": 0.7587537591160626, "Sub2_Trades": 44, "WFO_Score": 1.2613784789299034, "WFO_Min_Fold": 0.395314990312883, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.091056, 2.297765, 0.395315]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.373731789287472, "OOS_Sortino Ratio": 6.681814912636376, "OOS_Calmar Ratio": 8.699931155668605, "OOS_Max Drawdown %": -4.610035348057606, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 78, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9357bed800bfc8c086c3faf129f011033fb57de711b993c4ffd49760dfc986d0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -75.0, "i_long_exit_activation_threshold": -380.0, "i_long_exit_activation_confirmation_threshold": -589.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "eb3a5c0b953a75e565d54a48137ba1f3098b3f13a199dd8983aedb3579a42da9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 50.933274823583496, \"dd_pct\": -46.72157985703668, \"calmar\": 1.0910555412109522, \"cagr_pct\": 50.97583859714987, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 32.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0402742893249723, \"sortino\": 1.5707192006759179}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -19.08751366262885, \"dd_pct\": -38.593266647802174, \"calmar\": -0.4948855703400445, \"cagr_pct\": -19.099250776282993, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7602463892760615, \"sortino\": -1.0277153945772357}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.926188418270062, \"dd_pct\": -13.034182842016772, \"calmar\": 2.297764905265875, \"cagr_pct\": 29.949487903204762, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 32.054794520547944, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3020856262863807, \"sortino\": 2.0748198632390493}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 10.807509042426755, \"dd_pct\": -37.08441602853023, \"calmar\": 0.395314990312883, \"cagr_pct\": 14.660025563077351, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 50.912408759124084, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5433807863217676, \"sortino\": 0.7811587935449186}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 6.011566251279432, \"dd_pct\": -20.630574501606212, \"calmar\": 0.2915965913630715, \"cagr_pct\": 6.015805202530268, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 17.191780821917806, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4061555371802426, \"sortino\": 0.5954429959574453}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -2.9248169483090725, \"dd_pct\": -8.20321061641115, \"calmar\": -0.8446164648268124, \"cagr_pct\": -6.928566751062962, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 14.735099337748345, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.39671259513154034, \"sortino\": -0.5091506367922626}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 402.65822140965184, \"dd_pct\": -46.7215798570367, \"calmar\": 0.46294981805493957, \"cagr_pct\": 21.62974689405447, \"entries\": 59, \"exits\": 59, \"exposure_pct\": 25.780212483399733, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7631150976569293, \"sortino\": 1.1247240811044934}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 177.80809045449251, \"dd_pct\": -41.69092147823661, \"calmar\": 0.9415927237093109, \"cagr_pct\": 39.25586830864382, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 23.957409050576754, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1786827710114782, \"sortino\": 1.7378203634106992}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 80.93721481880061, \"dd_pct\": -46.72157985703668, \"calmar\": 0.26060956290776127, \"cagr_pct\": 12.17609050490239, \"entries\": 44, \"exits\": 45, \"exposure_pct\": 26.870026525198938, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5149098572647285, \"sortino\": 0.7587537591160626}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.373731789287472, \"dd_pct\": -4.610035348057606, \"calmar\": 8.699931155668605, \"cagr_pct\": 40.106990153299925, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 8.789625360230549, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.576551624287823, \"sortino\": 6.681814912636376}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 402.65822140965184, "Sharpe Ratio": 0.7631150976569293, "Sortino Ratio": 1.1247240811044934, "Calmar Ratio": 0.46294981805493957, "P&L/DD Ratio": 0.0, "Max Drawdown %": -46.7215798570367, "% In Market": 25.780212483399733, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9415927237093109, "Sub1_Sortino": 1.7378203634106992, "Sub1_Trades": 15, "Sub2_Calmar": 0.26060956290776127, "Sub2_Sortino": 0.7587537591160626, "Sub2_Trades": 44, "WFO_Score": 1.2613784789299034, "WFO_Min_Fold": 0.395314990312883, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.091056, 2.297765, 0.395315]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.373731789287472, "OOS_Sortino Ratio": 6.681814912636376, "OOS_Calmar Ratio": 8.699931155668605, "OOS_Max Drawdown %": -4.610035348057606, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 79, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9357bed800bfc8c086c3faf129f011033fb57de711b993c4ffd49760dfc986d0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -475.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "4d956a496cfe7a43f5777d0d71f4b7aae41215d117f902532d50be5f700ef2ae", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 49.853937765076004, \"dd_pct\": -36.645833394108784, \"calmar\": 1.3615588925626374, \"cagr_pct\": 49.89546033311767, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 51.02739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9689538619206771, \"sortino\": 1.4763930882611058}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -64.92604783591263, \"dd_pct\": -71.67340062767691, \"calmar\": -0.906210779413275, \"cagr_pct\": -64.95120824600701, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 53.082191780821915, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7484407204887575, \"sortino\": -2.3239837871059663}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.585786846603526, \"dd_pct\": -23.196579775228045, \"calmar\": 1.8805086666423323, \"cagr_pct\": 43.62136930377658, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 61.57534246575342, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2728335138723799, \"sortino\": 2.0616527254902577}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -13.697167281970856, \"dd_pct\": -41.601961402849554, \"calmar\": -0.4285571921678244, \"cagr_pct\": -17.82881976747941, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 57.75547445255474, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.26658212310700435, \"sortino\": -0.3707151836993378}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 62.390291312746406, \"dd_pct\": -15.748169440721504, \"calmar\": 3.965173640499722, \"cagr_pct\": 62.444226352472164, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 64.31506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6398006816701014, \"sortino\": 2.57504615144224}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -31.101914567498, \"dd_pct\": -33.14206200555162, \"calmar\": -1.7919530966510586, \"cagr_pct\": -59.389020640249626, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 37.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.0879696957416862, \"sortino\": -3.887860774201877}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -62.20215806791784, \"dd_pct\": -90.8227942720237, \"calmar\": -0.12253195084356285, \"cagr_pct\": -11.128694163214629, \"entries\": 256, \"exits\": 256, \"exposure_pct\": 57.071713147410364, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03911133745707181, \"sortino\": 0.055549005589935654}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -48.13069585104209, \"dd_pct\": -90.8227942720237, \"calmar\": -0.21100356247527932, \"cagr_pct\": -19.163933145356392, \"entries\": 96, \"exits\": 95, \"exposure_pct\": 59.006211180124225, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.010080714357953033, \"sortino\": -0.014096399511006115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.128689015116137, \"dd_pct\": -72.90634755089923, \"calmar\": -0.0815840454227609, \"cagr_pct\": -5.947994770200156, \"entries\": 160, \"exits\": 161, \"exposure_pct\": 55.91511936339523, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08277428656919826, \"sortino\": 0.11996020691576653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.1473433237188404, \"dd_pct\": -16.07178375909263, \"calmar\": 0.01931570697987398, \"cagr_pct\": 0.31043786573453075, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 50.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1516083940645167, \"sortino\": 0.22335508372243335}]", "Additional_Threshold_Budget": 0, "Total Trades": 256, "Total P&L %": -62.20215806791784, "Sharpe Ratio": 0.03911133745707181, "Sortino Ratio": 0.055549005589935654, "Calmar Ratio": -0.12253195084356285, "P&L/DD Ratio": 0.0, "Max Drawdown %": -90.8227942720237, "% In Market": 57.071713147410364, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.21100356247527932, "Sub1_Sortino": -0.014096399511006115, "Sub1_Trades": 96, "Sub2_Calmar": -0.0815840454227609, "Sub2_Sortino": 0.11996020691576653, "Sub2_Trades": 160, "WFO_Score": 0.6800866885787556, "WFO_Min_Fold": -1.7919530966510586, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.361559, -0.906211, 1.880509, -0.428557, 3.965174, -1.791953]", "OOS_Total Trades": 8, "OOS_Total P&L %": 0.1473433237188404, "OOS_Sortino Ratio": 0.22335508372243335, "OOS_Calmar Ratio": 0.01931570697987398, "OOS_Max Drawdown %": -16.07178375909263, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 113, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e170e0fe4ae3cef298bbbc960743676a8d4e72287aa8640d78bb921809b9c6b6", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -476.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "0745486c88c7a301c28114f462464ef386ccfc3749aa9f8b21e9f7ae3269e732", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 49.853937765076004, \"dd_pct\": -36.645833394108784, \"calmar\": 1.3615588925626374, \"cagr_pct\": 49.89546033311767, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 51.02739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9689538619206771, \"sortino\": 1.4763930882611058}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -65.89955990742328, \"dd_pct\": -72.45963327989672, \"calmar\": -0.9098124838905711, \"cagr_pct\": -65.92467893618273, \"entries\": 28, \"exits\": 29, \"exposure_pct\": 53.082191780821915, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.799745721835968, \"sortino\": -2.389800969423426}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.41419927309773, \"dd_pct\": -23.196579775228045, \"calmar\": 1.873104662199271, \"cagr_pct\": 43.44962172405697, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 61.438356164383556, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2689298517503258, \"sortino\": 2.0545362668860974}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -14.349942587062559, \"dd_pct\": -42.04367109257156, \"calmar\": -0.443735863620388, \"cagr_pct\": -18.656284702033783, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 57.66423357664233, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.2900257181440478, \"sortino\": -0.40277922652005166}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 60.49264920353772, \"dd_pct\": -15.74816944072156, \"calmar\": 3.844552323898194, \"cagr_pct\": 60.54466142046859, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 64.24657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6032867073906172, \"sortino\": 2.51463125768969}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -31.101914567498, \"dd_pct\": -33.14206200555162, \"calmar\": -1.7919530966510586, \"cagr_pct\": -59.389020640249626, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 37.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.0879696957416862, \"sortino\": -3.887860774201877}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -60.21348713298811, \"dd_pct\": -89.85795184229265, \"calmar\": -0.11767876462019629, \"cagr_pct\": -10.57437276410209, \"entries\": 258, \"exits\": 258, \"exposure_pct\": 57.08001328021248, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.05086257111979773, \"sortino\": 0.07227121394278688}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -42.67743404925229, \"dd_pct\": -89.85795184229265, \"calmar\": -0.18364635605923232, \"cagr_pct\": -16.50208541878303, \"entries\": 97, \"exits\": 96, \"exposure_pct\": 59.117125110913925, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.04008817985297785, \"sortino\": 0.05612796761205368}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.5918843528449, \"dd_pct\": -73.65835854746781, \"calmar\": -0.09274137331076739, \"cagr_pct\": -6.831177327509066, \"entries\": 161, \"exits\": 162, \"exposure_pct\": 55.86206896551724, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.06171861298439664, \"sortino\": 0.08938373138512191}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -2.7339382764782982, \"dd_pct\": -18.46299070897166, \"calmar\": -0.30702421145271713, \"cagr_pct\": -5.668585163480867, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 50.14409221902017, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.062375589163162576, \"sortino\": -0.09076528736672632}]", "Additional_Threshold_Budget": 0, "Total Trades": 258, "Total P&L %": -60.21348713298811, "Sharpe Ratio": 0.05086257111979773, "Sortino Ratio": 0.07227121394278688, "Calmar Ratio": -0.11767876462019629, "P&L/DD Ratio": 0.0, "Max Drawdown %": -89.85795184229265, "% In Market": 57.08001328021248, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.18364635605923232, "Sub1_Sortino": 0.05612796761205368, "Sub1_Trades": 97, "Sub2_Calmar": -0.09274137331076739, "Sub2_Sortino": 0.08938373138512191, "Sub2_Trades": 161, "WFO_Score": 0.6556190724163474, "WFO_Min_Fold": -1.7919530966510586, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.361559, -0.909812, 1.873105, -0.443736, 3.844552, -1.791953]", "OOS_Total Trades": 9, "OOS_Total P&L %": -2.7339382764782982, "OOS_Sortino Ratio": -0.09076528736672632, "OOS_Calmar Ratio": -0.30702421145271713, "OOS_Max Drawdown %": -18.46299070897166, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 9, "Fragile_1.0": 113, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e170e0fe4ae3cef298bbbc960743676a8d4e72287aa8640d78bb921809b9c6b6", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -475.05, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "91777333d71fe6c8d82f610a2c0131d05e3a6eaf0d562c1443187c2c760ab14a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 49.853937765076004, \"dd_pct\": -36.645833394108784, \"calmar\": 1.3615588925626374, \"cagr_pct\": 49.89546033311767, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 51.02739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9689538619206771, \"sortino\": 1.4763930882611058}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -64.92604783591263, \"dd_pct\": -71.67340062767691, \"calmar\": -0.906210779413275, \"cagr_pct\": -64.95120824600701, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 53.082191780821915, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7484407204887575, \"sortino\": -2.3239837871059663}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.585786846603526, \"dd_pct\": -23.196579775228045, \"calmar\": 1.8805086666423323, \"cagr_pct\": 43.62136930377658, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 61.57534246575342, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2728335138723799, \"sortino\": 2.0616527254902577}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -13.697167281970856, \"dd_pct\": -41.601961402849554, \"calmar\": -0.4285571921678244, \"cagr_pct\": -17.82881976747941, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 57.75547445255474, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.26658212310700435, \"sortino\": -0.3707151836993378}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 62.390291312746406, \"dd_pct\": -15.748169440721504, \"calmar\": 3.965173640499722, \"cagr_pct\": 62.444226352472164, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 64.31506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6398006816701014, \"sortino\": 2.57504615144224}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -31.101914567498, \"dd_pct\": -33.14206200555162, \"calmar\": -1.7919530966510586, \"cagr_pct\": -59.389020640249626, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 37.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.0879696957416862, \"sortino\": -3.887860774201877}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -62.20215806791784, \"dd_pct\": -90.8227942720237, \"calmar\": -0.12253195084356285, \"cagr_pct\": -11.128694163214629, \"entries\": 256, \"exits\": 256, \"exposure_pct\": 57.071713147410364, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03911133745707181, \"sortino\": 0.055549005589935654}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -48.13069585104209, \"dd_pct\": -90.8227942720237, \"calmar\": -0.21100356247527932, \"cagr_pct\": -19.163933145356392, \"entries\": 96, \"exits\": 95, \"exposure_pct\": 59.006211180124225, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.010080714357953033, \"sortino\": -0.014096399511006115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.128689015116137, \"dd_pct\": -72.90634755089923, \"calmar\": -0.0815840454227609, \"cagr_pct\": -5.947994770200156, \"entries\": 160, \"exits\": 161, \"exposure_pct\": 55.91511936339523, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08277428656919826, \"sortino\": 0.11996020691576653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.1473433237188404, \"dd_pct\": -16.07178375909263, \"calmar\": 0.01931570697987398, \"cagr_pct\": 0.31043786573453075, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 50.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1516083940645167, \"sortino\": 0.22335508372243335}]", "Additional_Threshold_Budget": 0, "Total Trades": 256, "Total P&L %": -62.20215806791784, "Sharpe Ratio": 0.03911133745707181, "Sortino Ratio": 0.055549005589935654, "Calmar Ratio": -0.12253195084356285, "P&L/DD Ratio": 0.0, "Max Drawdown %": -90.8227942720237, "% In Market": 57.071713147410364, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.21100356247527932, "Sub1_Sortino": -0.014096399511006115, "Sub1_Trades": 96, "Sub2_Calmar": -0.0815840454227609, "Sub2_Sortino": 0.11996020691576653, "Sub2_Trades": 160, "WFO_Score": 0.6800866885787556, "WFO_Min_Fold": -1.7919530966510586, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.361559, -0.906211, 1.880509, -0.428557, 3.965174, -1.791953]", "OOS_Total Trades": 8, "OOS_Total P&L %": 0.1473433237188404, "OOS_Sortino Ratio": 0.22335508372243335, "OOS_Calmar Ratio": 0.01931570697987398, "OOS_Max Drawdown %": -16.07178375909263, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 114, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e170e0fe4ae3cef298bbbc960743676a8d4e72287aa8640d78bb921809b9c6b6", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -474.95, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "3456ee0b34fd14120e0492792bb79c7a6db46dcbc5997bdae276cc29e23bd54d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 49.853937765076004, \"dd_pct\": -36.645833394108784, \"calmar\": 1.3615588925626374, \"cagr_pct\": 49.89546033311767, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 51.02739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9689538619206771, \"sortino\": 1.4763930882611058}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -64.92604783591263, \"dd_pct\": -71.67340062767691, \"calmar\": -0.906210779413275, \"cagr_pct\": -64.95120824600701, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 53.082191780821915, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7484407204887575, \"sortino\": -2.3239837871059663}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.585786846603526, \"dd_pct\": -23.196579775228045, \"calmar\": 1.8805086666423323, \"cagr_pct\": 43.62136930377658, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 61.57534246575342, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2728335138723799, \"sortino\": 2.0616527254902577}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -13.697167281970856, \"dd_pct\": -41.601961402849554, \"calmar\": -0.4285571921678244, \"cagr_pct\": -17.82881976747941, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 57.75547445255474, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.26658212310700435, \"sortino\": -0.3707151836993378}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 62.390291312746406, \"dd_pct\": -15.748169440721504, \"calmar\": 3.965173640499722, \"cagr_pct\": 62.444226352472164, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 64.31506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6398006816701014, \"sortino\": 2.57504615144224}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -31.101914567498, \"dd_pct\": -33.14206200555162, \"calmar\": -1.7919530966510586, \"cagr_pct\": -59.389020640249626, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 37.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.0879696957416862, \"sortino\": -3.887860774201877}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -62.20215806791784, \"dd_pct\": -90.8227942720237, \"calmar\": -0.12253195084356285, \"cagr_pct\": -11.128694163214629, \"entries\": 256, \"exits\": 256, \"exposure_pct\": 57.071713147410364, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03911133745707181, \"sortino\": 0.055549005589935654}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -48.13069585104209, \"dd_pct\": -90.8227942720237, \"calmar\": -0.21100356247527932, \"cagr_pct\": -19.163933145356392, \"entries\": 96, \"exits\": 95, \"exposure_pct\": 59.006211180124225, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.010080714357953033, \"sortino\": -0.014096399511006115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.128689015116137, \"dd_pct\": -72.90634755089923, \"calmar\": -0.0815840454227609, \"cagr_pct\": -5.947994770200156, \"entries\": 160, \"exits\": 161, \"exposure_pct\": 55.91511936339523, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08277428656919826, \"sortino\": 0.11996020691576653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.1473433237188404, \"dd_pct\": -16.07178375909263, \"calmar\": 0.01931570697987398, \"cagr_pct\": 0.31043786573453075, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 50.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1516083940645167, \"sortino\": 0.22335508372243335}]", "Additional_Threshold_Budget": 0, "Total Trades": 256, "Total P&L %": -62.20215806791784, "Sharpe Ratio": 0.03911133745707181, "Sortino Ratio": 0.055549005589935654, "Calmar Ratio": -0.12253195084356285, "P&L/DD Ratio": 0.0, "Max Drawdown %": -90.8227942720237, "% In Market": 57.071713147410364, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.21100356247527932, "Sub1_Sortino": -0.014096399511006115, "Sub1_Trades": 96, "Sub2_Calmar": -0.0815840454227609, "Sub2_Sortino": 0.11996020691576653, "Sub2_Trades": 160, "WFO_Score": 0.6800866885787556, "WFO_Min_Fold": -1.7919530966510586, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.361559, -0.906211, 1.880509, -0.428557, 3.965174, -1.791953]", "OOS_Total Trades": 8, "OOS_Total P&L %": 0.1473433237188404, "OOS_Sortino Ratio": 0.22335508372243335, "OOS_Calmar Ratio": 0.01931570697987398, "OOS_Max Drawdown %": -16.07178375909263, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 113, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e170e0fe4ae3cef298bbbc960743676a8d4e72287aa8640d78bb921809b9c6b6", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -474.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "801869cd0378e119316ed86e6a85f8cc123e43920622a745932c17e9e2a6c8a3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 52.49014902588953, \"dd_pct\": -36.645833394108784, \"calmar\": 1.4335660869872595, \"cagr_pct\": 52.53422398317957, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 51.438356164383556, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.997144456632501, \"sortino\": 1.5191938284664566}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -65.11691223536432, \"dd_pct\": -71.68625531563737, \"calmar\": -0.9087106826878548, \"cagr_pct\": -65.1420660072087, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 53.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7586448884354153, \"sortino\": -2.3378315465011927}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.75653355110156, \"dd_pct\": -23.196579775228045, \"calmar\": 1.8878763936002994, \"cagr_pct\": 43.79227536991916, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 61.64383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2760338238935651, \"sortino\": 2.067455063119984}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -13.83178856136158, \"dd_pct\": -41.601961402849554, \"calmar\": -0.4326632133424133, \"cagr_pct\": -17.99963830190394, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 57.846715328467155, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.27150290825451784, \"sortino\": -0.37751719984867416}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 61.7751258779706, \"dd_pct\": -15.748169440721504, \"calmar\": 3.926071290251136, \"cagr_pct\": 61.82843591522699, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 64.38356164383562, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6271833012264918, \"sortino\": 2.555090223616748}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -28.259188520514257, \"dd_pct\": -29.952544677150208, \"calmar\": -1.843470347664284, \"cagr_pct\": -55.216627949416086, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 33.11258278145696, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.8100944875684983, \"sortino\": -3.5452370981887413}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -59.1812198891003, \"dd_pct\": -90.55611573762802, \"calmar\": -0.11369938442253126, \"cagr_pct\": -10.296174615063801, \"entries\": 256, \"exits\": 256, \"exposure_pct\": 56.92231075697212, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.05647889061149097, \"sortino\": 0.08025708045500507}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -46.62343640622002, \"dd_pct\": -90.55611573762802, \"calmar\": -0.20329938022942798, \"cagr_pct\": -18.410002205444126, \"entries\": 96, \"exits\": 95, \"exposure_pct\": 58.850931677018636, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.0035046215133076393, \"sortino\": 0.004903466689297189}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -23.526773994764728, \"dd_pct\": -72.91864272418735, \"calmar\": -0.06945599094226662, \"cagr_pct\": -5.064636588573532, \"entries\": 160, \"exits\": 161, \"exposure_pct\": 55.769230769230774, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.10386479423422236, \"sortino\": 0.15058403782454344}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.1473433237188404, \"dd_pct\": -16.07178375909263, \"calmar\": 0.01931570697987398, \"cagr_pct\": 0.31043786573453075, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 50.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1516083940645167, \"sortino\": 0.22335508372243335}]", "Additional_Threshold_Budget": 0, "Total Trades": 256, "Total P&L %": -59.1812198891003, "Sharpe Ratio": 0.05647889061149097, "Sortino Ratio": 0.08025708045500507, "Calmar Ratio": -0.11369938442253126, "P&L/DD Ratio": 0.0, "Max Drawdown %": -90.55611573762802, "% In Market": 56.92231075697212, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.20329938022942798, "Sub1_Sortino": 0.004903466689297189, "Sub1_Trades": 96, "Sub2_Calmar": -0.06945599094226662, "Sub2_Sortino": 0.15058403782454344, "Sub2_Trades": 160, "WFO_Score": 0.677111587857357, "WFO_Min_Fold": -1.843470347664284, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.433566, -0.908711, 1.887876, -0.432663, 3.926071, -1.84347]", "OOS_Total Trades": 8, "OOS_Total P&L %": 0.1473433237188404, "OOS_Sortino Ratio": 0.22335508372243335, "OOS_Calmar Ratio": 0.01931570697987398, "OOS_Max Drawdown %": -16.07178375909263, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 8, "Fragile_1.0": 100, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e170e0fe4ae3cef298bbbc960743676a8d4e72287aa8640d78bb921809b9c6b6", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -475.0, "i_long_exit_activation_threshold": -541.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "98b36088e67eec7bbcf94b5e6ce6208f77d73580aea093066a6fcb822689a3c2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 49.853937765076004, \"dd_pct\": -36.645833394108784, \"calmar\": 1.3615588925626374, \"cagr_pct\": 49.89546033311767, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 51.02739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9689538619206771, \"sortino\": 1.4763930882611058}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -64.92604783591263, \"dd_pct\": -71.67340062767691, \"calmar\": -0.906210779413275, \"cagr_pct\": -64.95120824600701, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 53.082191780821915, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7484407204887575, \"sortino\": -2.3239837871059663}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.585786846603526, \"dd_pct\": -23.196579775228045, \"calmar\": 1.8805086666423323, \"cagr_pct\": 43.62136930377658, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 61.57534246575342, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2728335138723799, \"sortino\": 2.0616527254902577}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -13.697167281970856, \"dd_pct\": -41.601961402849554, \"calmar\": -0.4285571921678244, \"cagr_pct\": -17.82881976747941, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 57.75547445255474, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.26658212310700435, \"sortino\": -0.3707151836993378}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 62.390291312746406, \"dd_pct\": -15.748169440721504, \"calmar\": 3.965173640499722, \"cagr_pct\": 62.444226352472164, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 64.31506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6398006816701014, \"sortino\": 2.57504615144224}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -31.101914567498, \"dd_pct\": -33.14206200555162, \"calmar\": -1.7919530966510586, \"cagr_pct\": -59.389020640249626, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 37.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.0879696957416862, \"sortino\": -3.887860774201877}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -62.105237814164596, \"dd_pct\": -90.8227942720237, \"calmar\": -0.12222802983346268, \"cagr_pct\": -11.101091207839357, \"entries\": 256, \"exits\": 256, \"exposure_pct\": 57.08001328021248, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03968523549150241, \"sortino\": 0.056366083434757526}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -47.9976939159275, \"dd_pct\": -90.8227942720237, \"calmar\": -0.2102645560941699, \"cagr_pct\": -19.09681452083918, \"entries\": 96, \"exits\": 95, \"exposure_pct\": 59.02839396628217, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.008824520247260093, \"sortino\": -0.012340531807263124}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.128689015116137, \"dd_pct\": -72.90634755089923, \"calmar\": -0.0815840454227609, \"cagr_pct\": -5.947994770200156, \"entries\": 160, \"exits\": 161, \"exposure_pct\": 55.91511936339523, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08277428656919826, \"sortino\": 0.11996020691576653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.1473433237188404, \"dd_pct\": -16.07178375909263, \"calmar\": 0.01931570697987398, \"cagr_pct\": 0.31043786573453075, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 50.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1516083940645167, \"sortino\": 0.22335508372243335}]", "Additional_Threshold_Budget": 0, "Total Trades": 256, "Total P&L %": -62.105237814164596, "Sharpe Ratio": 0.03968523549150241, "Sortino Ratio": 0.056366083434757526, "Calmar Ratio": -0.12222802983346268, "P&L/DD Ratio": 0.0, "Max Drawdown %": -90.8227942720237, "% In Market": 57.08001328021248, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2102645560941699, "Sub1_Sortino": -0.012340531807263124, "Sub1_Trades": 96, "Sub2_Calmar": -0.0815840454227609, "Sub2_Sortino": 0.11996020691576653, "Sub2_Trades": 160, "WFO_Score": 0.6800866885787556, "WFO_Min_Fold": -1.7919530966510586, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.361559, -0.906211, 1.880509, -0.428557, 3.965174, -1.791953]", "OOS_Total Trades": 8, "OOS_Total P&L %": 0.1473433237188404, "OOS_Sortino Ratio": 0.22335508372243335, "OOS_Calmar Ratio": 0.01931570697987398, "OOS_Max Drawdown %": -16.07178375909263, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 104, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e170e0fe4ae3cef298bbbc960743676a8d4e72287aa8640d78bb921809b9c6b6", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -475.0, "i_long_exit_activation_threshold": -540.05, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "77814cf46c2adc2bea91753f676a160b8fc97a3b89f221ede3184a67ffcd865d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 49.853937765076004, \"dd_pct\": -36.645833394108784, \"calmar\": 1.3615588925626374, \"cagr_pct\": 49.89546033311767, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 51.02739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9689538619206771, \"sortino\": 1.4763930882611058}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -64.92604783591263, \"dd_pct\": -71.67340062767691, \"calmar\": -0.906210779413275, \"cagr_pct\": -64.95120824600701, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 53.082191780821915, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7484407204887575, \"sortino\": -2.3239837871059663}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.585786846603526, \"dd_pct\": -23.196579775228045, \"calmar\": 1.8805086666423323, \"cagr_pct\": 43.62136930377658, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 61.57534246575342, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2728335138723799, \"sortino\": 2.0616527254902577}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -13.697167281970856, \"dd_pct\": -41.601961402849554, \"calmar\": -0.4285571921678244, \"cagr_pct\": -17.82881976747941, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 57.75547445255474, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.26658212310700435, \"sortino\": -0.3707151836993378}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 62.390291312746406, \"dd_pct\": -15.748169440721504, \"calmar\": 3.965173640499722, \"cagr_pct\": 62.444226352472164, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 64.31506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6398006816701014, \"sortino\": 2.57504615144224}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -31.101914567498, \"dd_pct\": -33.14206200555162, \"calmar\": -1.7919530966510586, \"cagr_pct\": -59.389020640249626, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 37.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.0879696957416862, \"sortino\": -3.887860774201877}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -62.20215806791784, \"dd_pct\": -90.8227942720237, \"calmar\": -0.12253195084356285, \"cagr_pct\": -11.128694163214629, \"entries\": 256, \"exits\": 256, \"exposure_pct\": 57.071713147410364, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03911133745707181, \"sortino\": 0.055549005589935654}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -48.13069585104209, \"dd_pct\": -90.8227942720237, \"calmar\": -0.21100356247527932, \"cagr_pct\": -19.163933145356392, \"entries\": 96, \"exits\": 95, \"exposure_pct\": 59.006211180124225, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.010080714357953033, \"sortino\": -0.014096399511006115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.128689015116137, \"dd_pct\": -72.90634755089923, \"calmar\": -0.0815840454227609, \"cagr_pct\": -5.947994770200156, \"entries\": 160, \"exits\": 161, \"exposure_pct\": 55.91511936339523, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08277428656919826, \"sortino\": 0.11996020691576653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.1473433237188404, \"dd_pct\": -16.07178375909263, \"calmar\": 0.01931570697987398, \"cagr_pct\": 0.31043786573453075, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 50.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1516083940645167, \"sortino\": 0.22335508372243335}]", "Additional_Threshold_Budget": 0, "Total Trades": 256, "Total P&L %": -62.20215806791784, "Sharpe Ratio": 0.03911133745707181, "Sortino Ratio": 0.055549005589935654, "Calmar Ratio": -0.12253195084356285, "P&L/DD Ratio": 0.0, "Max Drawdown %": -90.8227942720237, "% In Market": 57.071713147410364, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.21100356247527932, "Sub1_Sortino": -0.014096399511006115, "Sub1_Trades": 96, "Sub2_Calmar": -0.0815840454227609, "Sub2_Sortino": 0.11996020691576653, "Sub2_Trades": 160, "WFO_Score": 0.6800866885787556, "WFO_Min_Fold": -1.7919530966510586, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.361559, -0.906211, 1.880509, -0.428557, 3.965174, -1.791953]", "OOS_Total Trades": 8, "OOS_Total P&L %": 0.1473433237188404, "OOS_Sortino Ratio": 0.22335508372243335, "OOS_Calmar Ratio": 0.01931570697987398, "OOS_Max Drawdown %": -16.07178375909263, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 112, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e170e0fe4ae3cef298bbbc960743676a8d4e72287aa8640d78bb921809b9c6b6", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -475.0, "i_long_exit_activation_threshold": -539.95, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "127ed628dc206ad6ba7462b436d6048f45c1542ef65afe52c5c4c40067c87d1b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 49.853937765076004, \"dd_pct\": -36.645833394108784, \"calmar\": 1.3615588925626374, \"cagr_pct\": 49.89546033311767, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 51.02739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9689538619206771, \"sortino\": 1.4763930882611058}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -64.92604783591263, \"dd_pct\": -71.67340062767691, \"calmar\": -0.906210779413275, \"cagr_pct\": -64.95120824600701, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 53.082191780821915, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7484407204887575, \"sortino\": -2.3239837871059663}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.585786846603526, \"dd_pct\": -23.196579775228045, \"calmar\": 1.8805086666423323, \"cagr_pct\": 43.62136930377658, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 61.57534246575342, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2728335138723799, \"sortino\": 2.0616527254902577}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -13.697167281970856, \"dd_pct\": -41.601961402849554, \"calmar\": -0.4285571921678244, \"cagr_pct\": -17.82881976747941, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 57.75547445255474, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.26658212310700435, \"sortino\": -0.3707151836993378}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 62.390291312746406, \"dd_pct\": -15.748169440721504, \"calmar\": 3.965173640499722, \"cagr_pct\": 62.444226352472164, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 64.31506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6398006816701014, \"sortino\": 2.57504615144224}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -31.101914567498, \"dd_pct\": -33.14206200555162, \"calmar\": -1.7919530966510586, \"cagr_pct\": -59.389020640249626, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 37.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.0879696957416862, \"sortino\": -3.887860774201877}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -62.20215806791784, \"dd_pct\": -90.8227942720237, \"calmar\": -0.12253195084356285, \"cagr_pct\": -11.128694163214629, \"entries\": 256, \"exits\": 256, \"exposure_pct\": 57.071713147410364, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03911133745707181, \"sortino\": 0.055549005589935654}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -48.13069585104209, \"dd_pct\": -90.8227942720237, \"calmar\": -0.21100356247527932, \"cagr_pct\": -19.163933145356392, \"entries\": 96, \"exits\": 95, \"exposure_pct\": 59.006211180124225, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.010080714357953033, \"sortino\": -0.014096399511006115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.128689015116137, \"dd_pct\": -72.90634755089923, \"calmar\": -0.0815840454227609, \"cagr_pct\": -5.947994770200156, \"entries\": 160, \"exits\": 161, \"exposure_pct\": 55.91511936339523, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08277428656919826, \"sortino\": 0.11996020691576653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.1473433237188404, \"dd_pct\": -16.07178375909263, \"calmar\": 0.01931570697987398, \"cagr_pct\": 0.31043786573453075, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 50.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1516083940645167, \"sortino\": 0.22335508372243335}]", "Additional_Threshold_Budget": 0, "Total Trades": 256, "Total P&L %": -62.20215806791784, "Sharpe Ratio": 0.03911133745707181, "Sortino Ratio": 0.055549005589935654, "Calmar Ratio": -0.12253195084356285, "P&L/DD Ratio": 0.0, "Max Drawdown %": -90.8227942720237, "% In Market": 57.071713147410364, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.21100356247527932, "Sub1_Sortino": -0.014096399511006115, "Sub1_Trades": 96, "Sub2_Calmar": -0.0815840454227609, "Sub2_Sortino": 0.11996020691576653, "Sub2_Trades": 160, "WFO_Score": 0.6800866885787556, "WFO_Min_Fold": -1.7919530966510586, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.361559, -0.906211, 1.880509, -0.428557, 3.965174, -1.791953]", "OOS_Total Trades": 8, "OOS_Total P&L %": 0.1473433237188404, "OOS_Sortino Ratio": 0.22335508372243335, "OOS_Calmar Ratio": 0.01931570697987398, "OOS_Max Drawdown %": -16.07178375909263, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 113, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e170e0fe4ae3cef298bbbc960743676a8d4e72287aa8640d78bb921809b9c6b6", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -475.0, "i_long_exit_activation_threshold": -539.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "54d6c8a5c97c6c2dd4d78a07769b1b54bd063369df3226ac8f839bce2936e29e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 49.853937765076004, \"dd_pct\": -36.645833394108784, \"calmar\": 1.3615588925626374, \"cagr_pct\": 49.89546033311767, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 51.02739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9689538619206771, \"sortino\": 1.4763930882611058}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -64.92604783591263, \"dd_pct\": -71.67340062767691, \"calmar\": -0.906210779413275, \"cagr_pct\": -64.95120824600701, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 53.082191780821915, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7484407204887575, \"sortino\": -2.3239837871059663}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.585786846603526, \"dd_pct\": -23.196579775228045, \"calmar\": 1.8805086666423323, \"cagr_pct\": 43.62136930377658, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 61.57534246575342, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2728335138723799, \"sortino\": 2.0616527254902577}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -13.697167281970856, \"dd_pct\": -41.601961402849554, \"calmar\": -0.4285571921678244, \"cagr_pct\": -17.82881976747941, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 57.75547445255474, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.26658212310700435, \"sortino\": -0.3707151836993378}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 62.579040133307615, \"dd_pct\": -15.748169440721583, \"calmar\": 3.9771712830802715, \"cagr_pct\": 62.63316726072018, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 64.45205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6431447994895194, \"sortino\": 2.5801381340511376}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -31.101914567498, \"dd_pct\": -33.14206200555162, \"calmar\": -1.7919530966510586, \"cagr_pct\": -59.389020640249626, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 37.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.0879696957416862, \"sortino\": -3.887860774201877}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -62.15822503456494, \"dd_pct\": -90.8227942720237, \"calmar\": -0.12239410157614548, \"cagr_pct\": -11.116174307559433, \"entries\": 256, \"exits\": 256, \"exposure_pct\": 57.08831341301461, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03938294072886258, \"sortino\": 0.055934705625232305}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -48.13069585104209, \"dd_pct\": -90.8227942720237, \"calmar\": -0.21100356247527932, \"cagr_pct\": -19.163933145356392, \"entries\": 96, \"exits\": 95, \"exposure_pct\": 59.006211180124225, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.010080714357953033, \"sortino\": -0.014096399511006115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.04398953037508, \"dd_pct\": -72.90634755089923, \"calmar\": -0.08129364156593662, \"cagr_pct\": -5.9268224856844025, \"entries\": 160, \"exits\": 161, \"exposure_pct\": 55.94164456233421, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08328788985821953, \"sortino\": 0.1207041977706379}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.1473433237188404, \"dd_pct\": -16.07178375909263, \"calmar\": 0.01931570697987398, \"cagr_pct\": 0.31043786573453075, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 50.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1516083940645167, \"sortino\": 0.22335508372243335}]", "Additional_Threshold_Budget": 0, "Total Trades": 256, "Total P&L %": -62.15822503456494, "Sharpe Ratio": 0.03938294072886258, "Sortino Ratio": 0.055934705625232305, "Calmar Ratio": -0.12239410157614548, "P&L/DD Ratio": 0.0, "Max Drawdown %": -90.8227942720237, "% In Market": 57.08831341301461, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.21100356247527932, "Sub1_Sortino": -0.014096399511006115, "Sub1_Trades": 96, "Sub2_Calmar": -0.08129364156593662, "Sub2_Sortino": 0.1207041977706379, "Sub2_Trades": 160, "WFO_Score": 0.6820862956755139, "WFO_Min_Fold": -1.7919530966510586, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.361559, -0.906211, 1.880509, -0.428557, 3.977171, -1.791953]", "OOS_Total Trades": 8, "OOS_Total P&L %": 0.1473433237188404, "OOS_Sortino Ratio": 0.22335508372243335, "OOS_Calmar Ratio": 0.01931570697987398, "OOS_Max Drawdown %": -16.07178375909263, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 117, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e170e0fe4ae3cef298bbbc960743676a8d4e72287aa8640d78bb921809b9c6b6", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -475.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -731.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "f0eab1e3529523e26dff91adada6d3e1ef00019f3bc3c15b3fe80a7f1d9db5b0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 49.853937765076004, \"dd_pct\": -36.645833394108784, \"calmar\": 1.3615588925626374, \"cagr_pct\": 49.89546033311767, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 51.02739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9689538619206771, \"sortino\": 1.4763930882611058}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -64.92604783591263, \"dd_pct\": -71.67340062767691, \"calmar\": -0.906210779413275, \"cagr_pct\": -64.95120824600701, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 53.082191780821915, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7484407204887575, \"sortino\": -2.3239837871059663}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.585786846603526, \"dd_pct\": -23.196579775228045, \"calmar\": 1.8805086666423323, \"cagr_pct\": 43.62136930377658, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 61.57534246575342, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2728335138723799, \"sortino\": 2.0616527254902577}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -13.697167281970856, \"dd_pct\": -41.601961402849554, \"calmar\": -0.4285571921678244, \"cagr_pct\": -17.82881976747941, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 57.75547445255474, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.26658212310700435, \"sortino\": -0.3707151836993378}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 62.390291312746406, \"dd_pct\": -15.748169440721504, \"calmar\": 3.965173640499722, \"cagr_pct\": 62.444226352472164, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 64.31506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6398006816701014, \"sortino\": 2.57504615144224}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -31.101914567498, \"dd_pct\": -33.14206200555162, \"calmar\": -1.7919530966510586, \"cagr_pct\": -59.389020640249626, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 37.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.0879696957416862, \"sortino\": -3.887860774201877}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -62.20215806791784, \"dd_pct\": -90.8227942720237, \"calmar\": -0.12253195084356285, \"cagr_pct\": -11.128694163214629, \"entries\": 256, \"exits\": 256, \"exposure_pct\": 57.071713147410364, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03911133745707181, \"sortino\": 0.055549005589935654}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -48.13069585104209, \"dd_pct\": -90.8227942720237, \"calmar\": -0.21100356247527932, \"cagr_pct\": -19.163933145356392, \"entries\": 96, \"exits\": 95, \"exposure_pct\": 59.006211180124225, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.010080714357953033, \"sortino\": -0.014096399511006115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.128689015116137, \"dd_pct\": -72.90634755089923, \"calmar\": -0.0815840454227609, \"cagr_pct\": -5.947994770200156, \"entries\": 160, \"exits\": 161, \"exposure_pct\": 55.91511936339523, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08277428656919826, \"sortino\": 0.11996020691576653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.1473433237188404, \"dd_pct\": -16.07178375909263, \"calmar\": 0.01931570697987398, \"cagr_pct\": 0.31043786573453075, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 50.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1516083940645167, \"sortino\": 0.22335508372243335}]", "Additional_Threshold_Budget": 0, "Total Trades": 256, "Total P&L %": -62.20215806791784, "Sharpe Ratio": 0.03911133745707181, "Sortino Ratio": 0.055549005589935654, "Calmar Ratio": -0.12253195084356285, "P&L/DD Ratio": 0.0, "Max Drawdown %": -90.8227942720237, "% In Market": 57.071713147410364, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.21100356247527932, "Sub1_Sortino": -0.014096399511006115, "Sub1_Trades": 96, "Sub2_Calmar": -0.0815840454227609, "Sub2_Sortino": 0.11996020691576653, "Sub2_Trades": 160, "WFO_Score": 0.6800866885787556, "WFO_Min_Fold": -1.7919530966510586, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.361559, -0.906211, 1.880509, -0.428557, 3.965174, -1.791953]", "OOS_Total Trades": 8, "OOS_Total P&L %": 0.1473433237188404, "OOS_Sortino Ratio": 0.22335508372243335, "OOS_Calmar Ratio": 0.01931570697987398, "OOS_Max Drawdown %": -16.07178375909263, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 124, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e170e0fe4ae3cef298bbbc960743676a8d4e72287aa8640d78bb921809b9c6b6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -475.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -730.05, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "e34b1194449134ae47737444a8aa6dfa0f398cc28547a9ebea5942825e47cce7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 49.853937765076004, \"dd_pct\": -36.645833394108784, \"calmar\": 1.3615588925626374, \"cagr_pct\": 49.89546033311767, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 51.02739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9689538619206771, \"sortino\": 1.4763930882611058}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -64.92604783591263, \"dd_pct\": -71.67340062767691, \"calmar\": -0.906210779413275, \"cagr_pct\": -64.95120824600701, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 53.082191780821915, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7484407204887575, \"sortino\": -2.3239837871059663}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.585786846603526, \"dd_pct\": -23.196579775228045, \"calmar\": 1.8805086666423323, \"cagr_pct\": 43.62136930377658, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 61.57534246575342, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2728335138723799, \"sortino\": 2.0616527254902577}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -13.697167281970856, \"dd_pct\": -41.601961402849554, \"calmar\": -0.4285571921678244, \"cagr_pct\": -17.82881976747941, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 57.75547445255474, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.26658212310700435, \"sortino\": -0.3707151836993378}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 62.390291312746406, \"dd_pct\": -15.748169440721504, \"calmar\": 3.965173640499722, \"cagr_pct\": 62.444226352472164, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 64.31506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6398006816701014, \"sortino\": 2.57504615144224}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -31.101914567498, \"dd_pct\": -33.14206200555162, \"calmar\": -1.7919530966510586, \"cagr_pct\": -59.389020640249626, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 37.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.0879696957416862, \"sortino\": -3.887860774201877}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -62.20215806791784, \"dd_pct\": -90.8227942720237, \"calmar\": -0.12253195084356285, \"cagr_pct\": -11.128694163214629, \"entries\": 256, \"exits\": 256, \"exposure_pct\": 57.071713147410364, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03911133745707181, \"sortino\": 0.055549005589935654}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -48.13069585104209, \"dd_pct\": -90.8227942720237, \"calmar\": -0.21100356247527932, \"cagr_pct\": -19.163933145356392, \"entries\": 96, \"exits\": 95, \"exposure_pct\": 59.006211180124225, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.010080714357953033, \"sortino\": -0.014096399511006115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.128689015116137, \"dd_pct\": -72.90634755089923, \"calmar\": -0.0815840454227609, \"cagr_pct\": -5.947994770200156, \"entries\": 160, \"exits\": 161, \"exposure_pct\": 55.91511936339523, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08277428656919826, \"sortino\": 0.11996020691576653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.1473433237188404, \"dd_pct\": -16.07178375909263, \"calmar\": 0.01931570697987398, \"cagr_pct\": 0.31043786573453075, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 50.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1516083940645167, \"sortino\": 0.22335508372243335}]", "Additional_Threshold_Budget": 0, "Total Trades": 256, "Total P&L %": -62.20215806791784, "Sharpe Ratio": 0.03911133745707181, "Sortino Ratio": 0.055549005589935654, "Calmar Ratio": -0.12253195084356285, "P&L/DD Ratio": 0.0, "Max Drawdown %": -90.8227942720237, "% In Market": 57.071713147410364, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.21100356247527932, "Sub1_Sortino": -0.014096399511006115, "Sub1_Trades": 96, "Sub2_Calmar": -0.0815840454227609, "Sub2_Sortino": 0.11996020691576653, "Sub2_Trades": 160, "WFO_Score": 0.6800866885787556, "WFO_Min_Fold": -1.7919530966510586, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.361559, -0.906211, 1.880509, -0.428557, 3.965174, -1.791953]", "OOS_Total Trades": 8, "OOS_Total P&L %": 0.1473433237188404, "OOS_Sortino Ratio": 0.22335508372243335, "OOS_Calmar Ratio": 0.01931570697987398, "OOS_Max Drawdown %": -16.07178375909263, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 113, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e170e0fe4ae3cef298bbbc960743676a8d4e72287aa8640d78bb921809b9c6b6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -475.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -729.95, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "57480623322938ebb57b234e3f1ef84f4bc4f7f559a32cc4d64d437c26500c04", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 49.853937765076004, \"dd_pct\": -36.645833394108784, \"calmar\": 1.3615588925626374, \"cagr_pct\": 49.89546033311767, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 51.02739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9689538619206771, \"sortino\": 1.4763930882611058}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -64.92604783591263, \"dd_pct\": -71.67340062767691, \"calmar\": -0.906210779413275, \"cagr_pct\": -64.95120824600701, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 53.082191780821915, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7484407204887575, \"sortino\": -2.3239837871059663}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.585786846603526, \"dd_pct\": -23.196579775228045, \"calmar\": 1.8805086666423323, \"cagr_pct\": 43.62136930377658, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 61.57534246575342, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2728335138723799, \"sortino\": 2.0616527254902577}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -13.697167281970856, \"dd_pct\": -41.601961402849554, \"calmar\": -0.4285571921678244, \"cagr_pct\": -17.82881976747941, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 57.75547445255474, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.26658212310700435, \"sortino\": -0.3707151836993378}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 62.390291312746406, \"dd_pct\": -15.748169440721504, \"calmar\": 3.965173640499722, \"cagr_pct\": 62.444226352472164, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 64.31506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6398006816701014, \"sortino\": 2.57504615144224}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -31.101914567498, \"dd_pct\": -33.14206200555162, \"calmar\": -1.7919530966510586, \"cagr_pct\": -59.389020640249626, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 37.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.0879696957416862, \"sortino\": -3.887860774201877}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -62.20215806791784, \"dd_pct\": -90.8227942720237, \"calmar\": -0.12253195084356285, \"cagr_pct\": -11.128694163214629, \"entries\": 256, \"exits\": 256, \"exposure_pct\": 57.071713147410364, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03911133745707181, \"sortino\": 0.055549005589935654}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -48.13069585104209, \"dd_pct\": -90.8227942720237, \"calmar\": -0.21100356247527932, \"cagr_pct\": -19.163933145356392, \"entries\": 96, \"exits\": 95, \"exposure_pct\": 59.006211180124225, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.010080714357953033, \"sortino\": -0.014096399511006115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.128689015116137, \"dd_pct\": -72.90634755089923, \"calmar\": -0.0815840454227609, \"cagr_pct\": -5.947994770200156, \"entries\": 160, \"exits\": 161, \"exposure_pct\": 55.91511936339523, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08277428656919826, \"sortino\": 0.11996020691576653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.1473433237188404, \"dd_pct\": -16.07178375909263, \"calmar\": 0.01931570697987398, \"cagr_pct\": 0.31043786573453075, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 50.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1516083940645167, \"sortino\": 0.22335508372243335}]", "Additional_Threshold_Budget": 0, "Total Trades": 256, "Total P&L %": -62.20215806791784, "Sharpe Ratio": 0.03911133745707181, "Sortino Ratio": 0.055549005589935654, "Calmar Ratio": -0.12253195084356285, "P&L/DD Ratio": 0.0, "Max Drawdown %": -90.8227942720237, "% In Market": 57.071713147410364, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.21100356247527932, "Sub1_Sortino": -0.014096399511006115, "Sub1_Trades": 96, "Sub2_Calmar": -0.0815840454227609, "Sub2_Sortino": 0.11996020691576653, "Sub2_Trades": 160, "WFO_Score": 0.6800866885787556, "WFO_Min_Fold": -1.7919530966510586, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.361559, -0.906211, 1.880509, -0.428557, 3.965174, -1.791953]", "OOS_Total Trades": 8, "OOS_Total P&L %": 0.1473433237188404, "OOS_Sortino Ratio": 0.22335508372243335, "OOS_Calmar Ratio": 0.01931570697987398, "OOS_Max Drawdown %": -16.07178375909263, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 115, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e170e0fe4ae3cef298bbbc960743676a8d4e72287aa8640d78bb921809b9c6b6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -475.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -729.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "f28b74d58370464e58d576a36251b0e2f0ecd7ec8f8b38385c46659b50171e7a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 49.853937765076004, \"dd_pct\": -36.645833394108784, \"calmar\": 1.3615588925626374, \"cagr_pct\": 49.89546033311767, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 51.02739726027398, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9689538619206771, \"sortino\": 1.4763930882611058}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -64.92604783591263, \"dd_pct\": -71.67340062767691, \"calmar\": -0.906210779413275, \"cagr_pct\": -64.95120824600701, \"entries\": 27, \"exits\": 28, \"exposure_pct\": 53.082191780821915, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.7484407204887575, \"sortino\": -2.3239837871059663}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 43.585786846603526, \"dd_pct\": -23.196579775228045, \"calmar\": 1.8805086666423323, \"cagr_pct\": 43.62136930377658, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 61.57534246575342, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2728335138723799, \"sortino\": 2.0616527254902577}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -13.697167281970856, \"dd_pct\": -41.601961402849554, \"calmar\": -0.4285571921678244, \"cagr_pct\": -17.82881976747941, \"entries\": 24, \"exits\": 25, \"exposure_pct\": 57.75547445255474, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.26658212310700435, \"sortino\": -0.3707151836993378}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 62.390291312746406, \"dd_pct\": -15.748169440721504, \"calmar\": 3.965173640499722, \"cagr_pct\": 62.444226352472164, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 64.31506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6398006816701014, \"sortino\": 2.57504615144224}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -31.101914567498, \"dd_pct\": -33.14206200555162, \"calmar\": -1.7919530966510586, \"cagr_pct\": -59.389020640249626, \"entries\": 18, \"exits\": 19, \"exposure_pct\": 37.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.0879696957416862, \"sortino\": -3.887860774201877}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -62.20215806791784, \"dd_pct\": -90.8227942720237, \"calmar\": -0.12253195084356285, \"cagr_pct\": -11.128694163214629, \"entries\": 256, \"exits\": 256, \"exposure_pct\": 57.071713147410364, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.03911133745707181, \"sortino\": 0.055549005589935654}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -48.13069585104209, \"dd_pct\": -90.8227942720237, \"calmar\": -0.21100356247527932, \"cagr_pct\": -19.163933145356392, \"entries\": 96, \"exits\": 95, \"exposure_pct\": 59.006211180124225, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.010080714357953033, \"sortino\": -0.014096399511006115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.128689015116137, \"dd_pct\": -72.90634755089923, \"calmar\": -0.0815840454227609, \"cagr_pct\": -5.947994770200156, \"entries\": 160, \"exits\": 161, \"exposure_pct\": 55.91511936339523, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08277428656919826, \"sortino\": 0.11996020691576653}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.1473433237188404, \"dd_pct\": -16.07178375909263, \"calmar\": 0.01931570697987398, \"cagr_pct\": 0.31043786573453075, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 50.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1516083940645167, \"sortino\": 0.22335508372243335}]", "Additional_Threshold_Budget": 0, "Total Trades": 256, "Total P&L %": -62.20215806791784, "Sharpe Ratio": 0.03911133745707181, "Sortino Ratio": 0.055549005589935654, "Calmar Ratio": -0.12253195084356285, "P&L/DD Ratio": 0.0, "Max Drawdown %": -90.8227942720237, "% In Market": 57.071713147410364, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.21100356247527932, "Sub1_Sortino": -0.014096399511006115, "Sub1_Trades": 96, "Sub2_Calmar": -0.0815840454227609, "Sub2_Sortino": 0.11996020691576653, "Sub2_Trades": 160, "WFO_Score": 0.6800866885787556, "WFO_Min_Fold": -1.7919530966510586, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.361559, -0.906211, 1.880509, -0.428557, 3.965174, -1.791953]", "OOS_Total Trades": 8, "OOS_Total P&L %": 0.1473433237188404, "OOS_Sortino Ratio": 0.22335508372243335, "OOS_Calmar Ratio": 0.01931570697987398, "OOS_Max Drawdown %": -16.07178375909263, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 114, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e170e0fe4ae3cef298bbbc960743676a8d4e72287aa8640d78bb921809b9c6b6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -115.0, "i_long_exit_activation_threshold": -270.0, "i_long_exit_activation_confirmation_threshold": -150.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "fedeb59e68cc7aac26ff0a1301bff465da9fbf3947eaa84ec4fbe6b69867bf35", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -2.770170966814789, \"dd_pct\": -15.903153034016404, \"calmar\": -0.17430768564414098, \"cagr_pct\": -2.772041799803998, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01497727277309349, \"sortino\": -0.021427392471943776}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 3.4973772154866856, \"dd_pct\": -7.84076966226136, \"calmar\": 0.4463610420917322, \"cagr_pct\": 3.49981411724822, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 11.164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3656785762254, \"sortino\": 0.5960700322114841}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -10.034293798780048, \"dd_pct\": -17.368309225836242, \"calmar\": -0.756971006776023, \"cagr_pct\": -13.147306520678551, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7605334687020925, \"sortino\": -1.0805619280146903}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -12.681153444865522, \"dd_pct\": -14.116016096779626, \"calmar\": -0.8989266588904458, \"cagr_pct\": -12.689263186721861, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 4.726027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.702822957351552, \"sortino\": -2.0908716942410948}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.6884241836989045, \"dd_pct\": -8.77892254522391, \"calmar\": -1.7562549700644388, \"cagr_pct\": -15.418026351860245, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5495131065985546, \"sortino\": -1.7761519048206236}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.76806192852996, \"dd_pct\": -36.51669309874486, \"calmar\": -0.09718559228404926, \"cagr_pct\": -3.5488964470563733, \"entries\": 111, \"exits\": 111, \"exposure_pct\": 6.258300132802125, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.18849195535738175, \"sortino\": -0.27105104786724804}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.9233137730304124, \"dd_pct\": -26.79355138382856, \"calmar\": 0.046839996428473925, \"cagr_pct\": 1.2550098511246623, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 5.501330967169476, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1580894267865817, \"sortino\": 0.23468287514991928}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.57046664852002, \"dd_pct\": -32.98823593981264, \"calmar\": -0.19132500876362465, \"cagr_pct\": -6.311474530281171, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 6.710875331564986, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.41440857503111783, \"sortino\": -0.583321062849769}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.612401111720935, \"dd_pct\": -8.286874609998574, \"calmar\": -1.8527174107432602, \"cagr_pct\": -15.353236870590623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.475504322766571, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2617260214185033, \"sortino\": -2.588749577021888}]", "Additional_Threshold_Budget": 0, "Total Trades": 111, "Total P&L %": -25.76806192852996, "Sharpe Ratio": -0.18849195535738175, "Sortino Ratio": -0.27105104786724804, "Calmar Ratio": -0.09718559228404926, "P&L/DD Ratio": -0.7056515730723616, "Max Drawdown %": -36.51669309874486, "% In Market": 6.258300132802125, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.046839996428473925, "Sub1_Sortino": 0.23468287514991928, "Sub1_Trades": 32, "Sub2_Calmar": -0.19132500876362465, "Sub2_Sortino": -0.583321062849769, "Sub2_Trades": 79, "WFO_Score": -0.34596107730471937, "WFO_Min_Fold": -0.8989266588904458, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.174308, 0.446361, -0.756971, -0.898927]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.612401111720935, "OOS_Sortino Ratio": -2.588749577021888, "OOS_Calmar Ratio": -1.8527174107432602, "OOS_Max Drawdown %": -8.286874609998574, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1d44b9ffe91818c711944ce7dbb8a996e8fb6a88390990818636ecafb9a5cd7f", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -116.0, "i_long_exit_activation_threshold": -270.0, "i_long_exit_activation_confirmation_threshold": -150.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "90bb3868a8e8ed7473b2faddadd36ee103d5b0a5217cf4196f0ca40fd05acc15", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -2.770170966814789, \"dd_pct\": -15.903153034016404, \"calmar\": -0.17430768564414098, \"cagr_pct\": -2.772041799803998, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01497727277309349, \"sortino\": -0.021427392471943776}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 3.4973772154866856, \"dd_pct\": -7.84076966226136, \"calmar\": 0.4463610420917322, \"cagr_pct\": 3.49981411724822, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 11.164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3656785762254, \"sortino\": 0.5960700322114841}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -10.034293798780048, \"dd_pct\": -17.368309225836242, \"calmar\": -0.756971006776023, \"cagr_pct\": -13.147306520678551, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7605334687020925, \"sortino\": -1.0805619280146903}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -12.681153444865522, \"dd_pct\": -14.116016096779626, \"calmar\": -0.8989266588904458, \"cagr_pct\": -12.689263186721861, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 4.726027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.702822957351552, \"sortino\": -2.0908716942410948}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.6884241836989045, \"dd_pct\": -8.77892254522391, \"calmar\": -1.7562549700644388, \"cagr_pct\": -15.418026351860245, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5495131065985546, \"sortino\": -1.7761519048206236}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.76806192852996, \"dd_pct\": -36.51669309874486, \"calmar\": -0.09718559228404926, \"cagr_pct\": -3.5488964470563733, \"entries\": 111, \"exits\": 111, \"exposure_pct\": 6.258300132802125, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.18849195535738175, \"sortino\": -0.27105104786724804}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.9233137730304124, \"dd_pct\": -26.79355138382856, \"calmar\": 0.046839996428473925, \"cagr_pct\": 1.2550098511246623, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 5.501330967169476, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1580894267865817, \"sortino\": 0.23468287514991928}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.57046664852002, \"dd_pct\": -32.98823593981264, \"calmar\": -0.19132500876362465, \"cagr_pct\": -6.311474530281171, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 6.710875331564986, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.41440857503111783, \"sortino\": -0.583321062849769}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.612401111720935, \"dd_pct\": -8.286874609998574, \"calmar\": -1.8527174107432602, \"cagr_pct\": -15.353236870590623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.475504322766571, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2617260214185033, \"sortino\": -2.588749577021888}]", "Additional_Threshold_Budget": 0, "Total Trades": 111, "Total P&L %": -25.76806192852996, "Sharpe Ratio": -0.18849195535738175, "Sortino Ratio": -0.27105104786724804, "Calmar Ratio": -0.09718559228404926, "P&L/DD Ratio": -0.7056515730723616, "Max Drawdown %": -36.51669309874486, "% In Market": 6.258300132802125, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.046839996428473925, "Sub1_Sortino": 0.23468287514991928, "Sub1_Trades": 32, "Sub2_Calmar": -0.19132500876362465, "Sub2_Sortino": -0.583321062849769, "Sub2_Trades": 79, "WFO_Score": -0.34596107730471937, "WFO_Min_Fold": -0.8989266588904458, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.174308, 0.446361, -0.756971, -0.898927]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.612401111720935, "OOS_Sortino Ratio": -2.588749577021888, "OOS_Calmar Ratio": -1.8527174107432602, "OOS_Max Drawdown %": -8.286874609998574, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 34, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1d44b9ffe91818c711944ce7dbb8a996e8fb6a88390990818636ecafb9a5cd7f", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -115.05, "i_long_exit_activation_threshold": -270.0, "i_long_exit_activation_confirmation_threshold": -150.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "8ef26c474c488abbed622d6e80b94f89df7c42ff770149360da9d97d52fca687", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -2.770170966814789, \"dd_pct\": -15.903153034016404, \"calmar\": -0.17430768564414098, \"cagr_pct\": -2.772041799803998, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01497727277309349, \"sortino\": -0.021427392471943776}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 3.4973772154866856, \"dd_pct\": -7.84076966226136, \"calmar\": 0.4463610420917322, \"cagr_pct\": 3.49981411724822, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 11.164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3656785762254, \"sortino\": 0.5960700322114841}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -10.034293798780048, \"dd_pct\": -17.368309225836242, \"calmar\": -0.756971006776023, \"cagr_pct\": -13.147306520678551, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7605334687020925, \"sortino\": -1.0805619280146903}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -12.681153444865522, \"dd_pct\": -14.116016096779626, \"calmar\": -0.8989266588904458, \"cagr_pct\": -12.689263186721861, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 4.726027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.702822957351552, \"sortino\": -2.0908716942410948}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.6884241836989045, \"dd_pct\": -8.77892254522391, \"calmar\": -1.7562549700644388, \"cagr_pct\": -15.418026351860245, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5495131065985546, \"sortino\": -1.7761519048206236}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.76806192852996, \"dd_pct\": -36.51669309874486, \"calmar\": -0.09718559228404926, \"cagr_pct\": -3.5488964470563733, \"entries\": 111, \"exits\": 111, \"exposure_pct\": 6.258300132802125, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.18849195535738175, \"sortino\": -0.27105104786724804}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.9233137730304124, \"dd_pct\": -26.79355138382856, \"calmar\": 0.046839996428473925, \"cagr_pct\": 1.2550098511246623, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 5.501330967169476, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1580894267865817, \"sortino\": 0.23468287514991928}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.57046664852002, \"dd_pct\": -32.98823593981264, \"calmar\": -0.19132500876362465, \"cagr_pct\": -6.311474530281171, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 6.710875331564986, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.41440857503111783, \"sortino\": -0.583321062849769}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.612401111720935, \"dd_pct\": -8.286874609998574, \"calmar\": -1.8527174107432602, \"cagr_pct\": -15.353236870590623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.475504322766571, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2617260214185033, \"sortino\": -2.588749577021888}]", "Additional_Threshold_Budget": 0, "Total Trades": 111, "Total P&L %": -25.76806192852996, "Sharpe Ratio": -0.18849195535738175, "Sortino Ratio": -0.27105104786724804, "Calmar Ratio": -0.09718559228404926, "P&L/DD Ratio": -0.7056515730723616, "Max Drawdown %": -36.51669309874486, "% In Market": 6.258300132802125, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.046839996428473925, "Sub1_Sortino": 0.23468287514991928, "Sub1_Trades": 32, "Sub2_Calmar": -0.19132500876362465, "Sub2_Sortino": -0.583321062849769, "Sub2_Trades": 79, "WFO_Score": -0.34596107730471937, "WFO_Min_Fold": -0.8989266588904458, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.174308, 0.446361, -0.756971, -0.898927]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.612401111720935, "OOS_Sortino Ratio": -2.588749577021888, "OOS_Calmar Ratio": -1.8527174107432602, "OOS_Max Drawdown %": -8.286874609998574, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1d44b9ffe91818c711944ce7dbb8a996e8fb6a88390990818636ecafb9a5cd7f", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -114.95, "i_long_exit_activation_threshold": -270.0, "i_long_exit_activation_confirmation_threshold": -150.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "662ff923d7ca88150d4f8a0f6afcb9ff3cf4fdf9d5b423d6bdca7948cbd6d890", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -2.770170966814789, \"dd_pct\": -15.903153034016404, \"calmar\": -0.17430768564414098, \"cagr_pct\": -2.772041799803998, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01497727277309349, \"sortino\": -0.021427392471943776}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 3.4973772154866856, \"dd_pct\": -7.84076966226136, \"calmar\": 0.4463610420917322, \"cagr_pct\": 3.49981411724822, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 11.164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3656785762254, \"sortino\": 0.5960700322114841}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -10.034293798780048, \"dd_pct\": -17.368309225836242, \"calmar\": -0.756971006776023, \"cagr_pct\": -13.147306520678551, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7605334687020925, \"sortino\": -1.0805619280146903}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -12.681153444865522, \"dd_pct\": -14.116016096779626, \"calmar\": -0.8989266588904458, \"cagr_pct\": -12.689263186721861, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 4.726027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.702822957351552, \"sortino\": -2.0908716942410948}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.6884241836989045, \"dd_pct\": -8.77892254522391, \"calmar\": -1.7562549700644388, \"cagr_pct\": -15.418026351860245, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5495131065985546, \"sortino\": -1.7761519048206236}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.76806192852996, \"dd_pct\": -36.51669309874486, \"calmar\": -0.09718559228404926, \"cagr_pct\": -3.5488964470563733, \"entries\": 111, \"exits\": 111, \"exposure_pct\": 6.258300132802125, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.18849195535738175, \"sortino\": -0.27105104786724804}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.9233137730304124, \"dd_pct\": -26.79355138382856, \"calmar\": 0.046839996428473925, \"cagr_pct\": 1.2550098511246623, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 5.501330967169476, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1580894267865817, \"sortino\": 0.23468287514991928}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.57046664852002, \"dd_pct\": -32.98823593981264, \"calmar\": -0.19132500876362465, \"cagr_pct\": -6.311474530281171, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 6.710875331564986, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.41440857503111783, \"sortino\": -0.583321062849769}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.612401111720935, \"dd_pct\": -8.286874609998574, \"calmar\": -1.8527174107432602, \"cagr_pct\": -15.353236870590623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.475504322766571, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2617260214185033, \"sortino\": -2.588749577021888}]", "Additional_Threshold_Budget": 0, "Total Trades": 111, "Total P&L %": -25.76806192852996, "Sharpe Ratio": -0.18849195535738175, "Sortino Ratio": -0.27105104786724804, "Calmar Ratio": -0.09718559228404926, "P&L/DD Ratio": -0.7056515730723616, "Max Drawdown %": -36.51669309874486, "% In Market": 6.258300132802125, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.046839996428473925, "Sub1_Sortino": 0.23468287514991928, "Sub1_Trades": 32, "Sub2_Calmar": -0.19132500876362465, "Sub2_Sortino": -0.583321062849769, "Sub2_Trades": 79, "WFO_Score": -0.34596107730471937, "WFO_Min_Fold": -0.8989266588904458, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.174308, 0.446361, -0.756971, -0.898927]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.612401111720935, "OOS_Sortino Ratio": -2.588749577021888, "OOS_Calmar Ratio": -1.8527174107432602, "OOS_Max Drawdown %": -8.286874609998574, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1d44b9ffe91818c711944ce7dbb8a996e8fb6a88390990818636ecafb9a5cd7f", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -114.0, "i_long_exit_activation_threshold": -270.0, "i_long_exit_activation_confirmation_threshold": -150.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "024aeec2b1a8af4df7d9b31ac761fbab8e7af62a0b953a4d9f4d5be2300447ce", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -2.770170966814789, \"dd_pct\": -15.903153034016404, \"calmar\": -0.17430768564414098, \"cagr_pct\": -2.772041799803998, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01497727277309349, \"sortino\": -0.021427392471943776}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 3.4973772154866856, \"dd_pct\": -7.84076966226136, \"calmar\": 0.4463610420917322, \"cagr_pct\": 3.49981411724822, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 11.164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3656785762254, \"sortino\": 0.5960700322114841}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -10.034293798780048, \"dd_pct\": -17.368309225836242, \"calmar\": -0.756971006776023, \"cagr_pct\": -13.147306520678551, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7605334687020925, \"sortino\": -1.0805619280146903}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -12.681153444865522, \"dd_pct\": -14.116016096779626, \"calmar\": -0.8989266588904458, \"cagr_pct\": -12.689263186721861, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 4.726027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.702822957351552, \"sortino\": -2.0908716942410948}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.6884241836989045, \"dd_pct\": -8.77892254522391, \"calmar\": -1.7562549700644388, \"cagr_pct\": -15.418026351860245, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5495131065985546, \"sortino\": -1.7761519048206236}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.76806192852996, \"dd_pct\": -36.51669309874486, \"calmar\": -0.09718559228404926, \"cagr_pct\": -3.5488964470563733, \"entries\": 111, \"exits\": 111, \"exposure_pct\": 6.258300132802125, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.18849195535738175, \"sortino\": -0.27105104786724804}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.9233137730304124, \"dd_pct\": -26.79355138382856, \"calmar\": 0.046839996428473925, \"cagr_pct\": 1.2550098511246623, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 5.501330967169476, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1580894267865817, \"sortino\": 0.23468287514991928}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.57046664852002, \"dd_pct\": -32.98823593981264, \"calmar\": -0.19132500876362465, \"cagr_pct\": -6.311474530281171, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 6.710875331564986, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.41440857503111783, \"sortino\": -0.583321062849769}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.612401111720935, \"dd_pct\": -8.286874609998574, \"calmar\": -1.8527174107432602, \"cagr_pct\": -15.353236870590623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.475504322766571, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2617260214185033, \"sortino\": -2.588749577021888}]", "Additional_Threshold_Budget": 0, "Total Trades": 111, "Total P&L %": -25.76806192852996, "Sharpe Ratio": -0.18849195535738175, "Sortino Ratio": -0.27105104786724804, "Calmar Ratio": -0.09718559228404926, "P&L/DD Ratio": -0.7056515730723616, "Max Drawdown %": -36.51669309874486, "% In Market": 6.258300132802125, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.046839996428473925, "Sub1_Sortino": 0.23468287514991928, "Sub1_Trades": 32, "Sub2_Calmar": -0.19132500876362465, "Sub2_Sortino": -0.583321062849769, "Sub2_Trades": 79, "WFO_Score": -0.34596107730471937, "WFO_Min_Fold": -0.8989266588904458, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.174308, 0.446361, -0.756971, -0.898927]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.612401111720935, "OOS_Sortino Ratio": -2.588749577021888, "OOS_Calmar Ratio": -1.8527174107432602, "OOS_Max Drawdown %": -8.286874609998574, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1d44b9ffe91818c711944ce7dbb8a996e8fb6a88390990818636ecafb9a5cd7f", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -115.0, "i_long_exit_activation_threshold": -271.0, "i_long_exit_activation_confirmation_threshold": -150.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "032c50608c0bbc01c7429587daf35aab13a5812d718bd0b9b724c3a6ad03c3c0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -2.770170966814789, \"dd_pct\": -15.903153034016404, \"calmar\": -0.17430768564414098, \"cagr_pct\": -2.772041799803998, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01497727277309349, \"sortino\": -0.021427392471943776}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 3.4973772154866856, \"dd_pct\": -7.84076966226136, \"calmar\": 0.4463610420917322, \"cagr_pct\": 3.49981411724822, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 11.164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3656785762254, \"sortino\": 0.5960700322114841}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -10.034293798780048, \"dd_pct\": -17.368309225836242, \"calmar\": -0.756971006776023, \"cagr_pct\": -13.147306520678551, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7605334687020925, \"sortino\": -1.0805619280146903}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -12.681153444865522, \"dd_pct\": -14.116016096779626, \"calmar\": -0.8989266588904458, \"cagr_pct\": -12.689263186721861, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 4.726027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.702822957351552, \"sortino\": -2.0908716942410948}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.6884241836989045, \"dd_pct\": -8.77892254522391, \"calmar\": -1.7562549700644388, \"cagr_pct\": -15.418026351860245, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5495131065985546, \"sortino\": -1.7761519048206236}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.63181461888613, \"dd_pct\": -36.51669309874479, \"calmar\": -0.09659818654301537, \"cagr_pct\": -3.5274463318865914, \"entries\": 111, \"exits\": 111, \"exposure_pct\": 6.26660026560425, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.18609810277113298, \"sortino\": -0.2682768837063541}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.1140574378019545, \"dd_pct\": -26.79355138382846, \"calmar\": 0.04908656917798528, \"cagr_pct\": 1.315203513526199, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 5.523513753327418, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1619698430560701, \"sortino\": 0.2418856920557667}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.57046664852002, \"dd_pct\": -32.98823593981264, \"calmar\": -0.19132500876362465, \"cagr_pct\": -6.311474530281171, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 6.710875331564986, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.41440857503111783, \"sortino\": -0.583321062849769}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.612401111720935, \"dd_pct\": -8.286874609998574, \"calmar\": -1.8527174107432602, \"cagr_pct\": -15.353236870590623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.475504322766571, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2617260214185033, \"sortino\": -2.588749577021888}]", "Additional_Threshold_Budget": 0, "Total Trades": 111, "Total P&L %": -25.63181461888613, "Sharpe Ratio": -0.18609810277113298, "Sortino Ratio": -0.2682768837063541, "Calmar Ratio": -0.09659818654301537, "P&L/DD Ratio": -0.7019204764674375, "Max Drawdown %": -36.51669309874479, "% In Market": 6.26660026560425, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.04908656917798528, "Sub1_Sortino": 0.2418856920557667, "Sub1_Trades": 32, "Sub2_Calmar": -0.19132500876362465, "Sub2_Sortino": -0.583321062849769, "Sub2_Trades": 79, "WFO_Score": -0.34596107730471937, "WFO_Min_Fold": -0.8989266588904458, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.174308, 0.446361, -0.756971, -0.898927]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.612401111720935, "OOS_Sortino Ratio": -2.588749577021888, "OOS_Calmar Ratio": -1.8527174107432602, "OOS_Max Drawdown %": -8.286874609998574, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1d44b9ffe91818c711944ce7dbb8a996e8fb6a88390990818636ecafb9a5cd7f", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -115.0, "i_long_exit_activation_threshold": -270.05, "i_long_exit_activation_confirmation_threshold": -150.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "4a176554282de7bacc59a096d0c254f95ba08b590a1235217f2bf96b0d24638c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -2.770170966814789, \"dd_pct\": -15.903153034016404, \"calmar\": -0.17430768564414098, \"cagr_pct\": -2.772041799803998, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01497727277309349, \"sortino\": -0.021427392471943776}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 3.4973772154866856, \"dd_pct\": -7.84076966226136, \"calmar\": 0.4463610420917322, \"cagr_pct\": 3.49981411724822, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 11.164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3656785762254, \"sortino\": 0.5960700322114841}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -10.034293798780048, \"dd_pct\": -17.368309225836242, \"calmar\": -0.756971006776023, \"cagr_pct\": -13.147306520678551, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7605334687020925, \"sortino\": -1.0805619280146903}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -12.681153444865522, \"dd_pct\": -14.116016096779626, \"calmar\": -0.8989266588904458, \"cagr_pct\": -12.689263186721861, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 4.726027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.702822957351552, \"sortino\": -2.0908716942410948}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.6884241836989045, \"dd_pct\": -8.77892254522391, \"calmar\": -1.7562549700644388, \"cagr_pct\": -15.418026351860245, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5495131065985546, \"sortino\": -1.7761519048206236}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.76806192852996, \"dd_pct\": -36.51669309874486, \"calmar\": -0.09718559228404926, \"cagr_pct\": -3.5488964470563733, \"entries\": 111, \"exits\": 111, \"exposure_pct\": 6.258300132802125, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.18849195535738175, \"sortino\": -0.27105104786724804}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.9233137730304124, \"dd_pct\": -26.79355138382856, \"calmar\": 0.046839996428473925, \"cagr_pct\": 1.2550098511246623, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 5.501330967169476, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1580894267865817, \"sortino\": 0.23468287514991928}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.57046664852002, \"dd_pct\": -32.98823593981264, \"calmar\": -0.19132500876362465, \"cagr_pct\": -6.311474530281171, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 6.710875331564986, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.41440857503111783, \"sortino\": -0.583321062849769}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.612401111720935, \"dd_pct\": -8.286874609998574, \"calmar\": -1.8527174107432602, \"cagr_pct\": -15.353236870590623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.475504322766571, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2617260214185033, \"sortino\": -2.588749577021888}]", "Additional_Threshold_Budget": 0, "Total Trades": 111, "Total P&L %": -25.76806192852996, "Sharpe Ratio": -0.18849195535738175, "Sortino Ratio": -0.27105104786724804, "Calmar Ratio": -0.09718559228404926, "P&L/DD Ratio": -0.7056515730723616, "Max Drawdown %": -36.51669309874486, "% In Market": 6.258300132802125, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.046839996428473925, "Sub1_Sortino": 0.23468287514991928, "Sub1_Trades": 32, "Sub2_Calmar": -0.19132500876362465, "Sub2_Sortino": -0.583321062849769, "Sub2_Trades": 79, "WFO_Score": -0.34596107730471937, "WFO_Min_Fold": -0.8989266588904458, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.174308, 0.446361, -0.756971, -0.898927]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.612401111720935, "OOS_Sortino Ratio": -2.588749577021888, "OOS_Calmar Ratio": -1.8527174107432602, "OOS_Max Drawdown %": -8.286874609998574, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1d44b9ffe91818c711944ce7dbb8a996e8fb6a88390990818636ecafb9a5cd7f", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -115.0, "i_long_exit_activation_threshold": -269.95, "i_long_exit_activation_confirmation_threshold": -150.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "34f4ea95eedca80b425ca47f5a5e4fb93cb788f3e59560c1f2007b9de4c26cff", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -2.770170966814789, \"dd_pct\": -15.903153034016404, \"calmar\": -0.17430768564414098, \"cagr_pct\": -2.772041799803998, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01497727277309349, \"sortino\": -0.021427392471943776}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 3.4973772154866856, \"dd_pct\": -7.84076966226136, \"calmar\": 0.4463610420917322, \"cagr_pct\": 3.49981411724822, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 11.164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3656785762254, \"sortino\": 0.5960700322114841}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -10.034293798780048, \"dd_pct\": -17.368309225836242, \"calmar\": -0.756971006776023, \"cagr_pct\": -13.147306520678551, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7605334687020925, \"sortino\": -1.0805619280146903}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -12.681153444865522, \"dd_pct\": -14.116016096779626, \"calmar\": -0.8989266588904458, \"cagr_pct\": -12.689263186721861, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 4.726027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.702822957351552, \"sortino\": -2.0908716942410948}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.6884241836989045, \"dd_pct\": -8.77892254522391, \"calmar\": -1.7562549700644388, \"cagr_pct\": -15.418026351860245, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5495131065985546, \"sortino\": -1.7761519048206236}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.76806192852996, \"dd_pct\": -36.51669309874486, \"calmar\": -0.09718559228404926, \"cagr_pct\": -3.5488964470563733, \"entries\": 111, \"exits\": 111, \"exposure_pct\": 6.258300132802125, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.18849195535738175, \"sortino\": -0.27105104786724804}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.9233137730304124, \"dd_pct\": -26.79355138382856, \"calmar\": 0.046839996428473925, \"cagr_pct\": 1.2550098511246623, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 5.501330967169476, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1580894267865817, \"sortino\": 0.23468287514991928}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.57046664852002, \"dd_pct\": -32.98823593981264, \"calmar\": -0.19132500876362465, \"cagr_pct\": -6.311474530281171, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 6.710875331564986, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.41440857503111783, \"sortino\": -0.583321062849769}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.612401111720935, \"dd_pct\": -8.286874609998574, \"calmar\": -1.8527174107432602, \"cagr_pct\": -15.353236870590623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.475504322766571, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2617260214185033, \"sortino\": -2.588749577021888}]", "Additional_Threshold_Budget": 0, "Total Trades": 111, "Total P&L %": -25.76806192852996, "Sharpe Ratio": -0.18849195535738175, "Sortino Ratio": -0.27105104786724804, "Calmar Ratio": -0.09718559228404926, "P&L/DD Ratio": -0.7056515730723616, "Max Drawdown %": -36.51669309874486, "% In Market": 6.258300132802125, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.046839996428473925, "Sub1_Sortino": 0.23468287514991928, "Sub1_Trades": 32, "Sub2_Calmar": -0.19132500876362465, "Sub2_Sortino": -0.583321062849769, "Sub2_Trades": 79, "WFO_Score": -0.34596107730471937, "WFO_Min_Fold": -0.8989266588904458, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.174308, 0.446361, -0.756971, -0.898927]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.612401111720935, "OOS_Sortino Ratio": -2.588749577021888, "OOS_Calmar Ratio": -1.8527174107432602, "OOS_Max Drawdown %": -8.286874609998574, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1d44b9ffe91818c711944ce7dbb8a996e8fb6a88390990818636ecafb9a5cd7f", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -115.0, "i_long_exit_activation_threshold": -269.0, "i_long_exit_activation_confirmation_threshold": -150.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "671a469a303ba066ec40e6c02295ef4de71dcfb1ee2e86968a2efea2f8e4d9cb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -2.770170966814789, \"dd_pct\": -15.903153034016404, \"calmar\": -0.17430768564414098, \"cagr_pct\": -2.772041799803998, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01497727277309349, \"sortino\": -0.021427392471943776}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 0.04470695786260581, \"dd_pct\": -7.84076966226136, \"calmar\": 0.005705764592285111, \"cagr_pct\": 0.04473758591519415, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 11.027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.05808204633465335, \"sortino\": 0.09221253721304368}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -10.034293798780048, \"dd_pct\": -17.368309225836242, \"calmar\": -0.756971006776023, \"cagr_pct\": -13.147306520678551, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7605334687020925, \"sortino\": -1.0805619280146903}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -12.681153444865522, \"dd_pct\": -14.116016096779626, \"calmar\": -0.8989266588904458, \"cagr_pct\": -12.689263186721861, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 4.726027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.702822957351552, \"sortino\": -2.0908716942410948}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.6884241836989045, \"dd_pct\": -8.77892254522391, \"calmar\": -1.7562549700644388, \"cagr_pct\": -15.418026351860245, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5495131065985546, \"sortino\": -1.7761519048206236}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.244437771480456, \"dd_pct\": -38.63449483914293, \"calmar\": -0.10210877088985001, \"cagr_pct\": -3.9449207819751386, \"entries\": 111, \"exits\": 111, \"exposure_pct\": 6.241699867197875, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2184649729513957, \"sortino\": -0.3135593985842345}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.9233137730304124, \"dd_pct\": -26.79355138382856, \"calmar\": 0.046839996428473925, \"cagr_pct\": 1.2550098511246623, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 5.501330967169476, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1580894267865817, \"sortino\": 0.23468287514991928}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -30.953354330834472, \"dd_pct\": -34.62978561889022, \"calmar\": -0.19998372217363614, \"cagr_pct\": -6.9253934261407215, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 6.684350132625995, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46461848215042056, \"sortino\": -0.6518972162833442}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.612401111720935, \"dd_pct\": -8.286874609998574, \"calmar\": -1.8527174107432602, \"cagr_pct\": -15.353236870590623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.475504322766571, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2617260214185033, \"sortino\": -2.588749577021888}]", "Additional_Threshold_Budget": 0, "Total Trades": 111, "Total P&L %": -28.244437771480456, "Sharpe Ratio": -0.2184649729513957, "Sortino Ratio": -0.3135593985842345, "Calmar Ratio": -0.10210877088985001, "P&L/DD Ratio": -0.7310678679526649, "Max Drawdown %": -38.63449483914293, "% In Market": 6.241699867197875, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.046839996428473925, "Sub1_Sortino": 0.23468287514991928, "Sub1_Trades": 32, "Sub2_Calmar": -0.19998372217363614, "Sub2_Sortino": -0.6518972162833442, "Sub2_Trades": 79, "WFO_Score": -0.45612489667958117, "WFO_Min_Fold": -0.8989266588904458, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.174308, 0.005706, -0.756971, -0.898927]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.612401111720935, "OOS_Sortino Ratio": -2.588749577021888, "OOS_Calmar Ratio": -1.8527174107432602, "OOS_Max Drawdown %": -8.286874609998574, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1d44b9ffe91818c711944ce7dbb8a996e8fb6a88390990818636ecafb9a5cd7f", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -115.0, "i_long_exit_activation_threshold": -270.0, "i_long_exit_activation_confirmation_threshold": -151.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "ca37cc085e2d910a4150056b779f714c9ea1e753315126db71f91f5f215a9049", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -2.770170966814789, \"dd_pct\": -15.903153034016404, \"calmar\": -0.17430768564414098, \"cagr_pct\": -2.772041799803998, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01497727277309349, \"sortino\": -0.021427392471943776}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 3.4973772154866856, \"dd_pct\": -7.84076966226136, \"calmar\": 0.4463610420917322, \"cagr_pct\": 3.49981411724822, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 11.164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3656785762254, \"sortino\": 0.5960700322114841}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -10.034293798780048, \"dd_pct\": -17.368309225836242, \"calmar\": -0.756971006776023, \"cagr_pct\": -13.147306520678551, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7605334687020925, \"sortino\": -1.0805619280146903}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -12.681153444865522, \"dd_pct\": -14.116016096779626, \"calmar\": -0.8989266588904458, \"cagr_pct\": -12.689263186721861, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 4.726027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.702822957351552, \"sortino\": -2.0908716942410948}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.6884241836989045, \"dd_pct\": -8.77892254522391, \"calmar\": -1.7562549700644388, \"cagr_pct\": -15.418026351860245, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5495131065985546, \"sortino\": -1.7761519048206236}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.76806192852996, \"dd_pct\": -36.51669309874486, \"calmar\": -0.09718559228404926, \"cagr_pct\": -3.5488964470563733, \"entries\": 111, \"exits\": 111, \"exposure_pct\": 6.258300132802125, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.18849195535738175, \"sortino\": -0.27105104786724804}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.9233137730304124, \"dd_pct\": -26.79355138382856, \"calmar\": 0.046839996428473925, \"cagr_pct\": 1.2550098511246623, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 5.501330967169476, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1580894267865817, \"sortino\": 0.23468287514991928}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.57046664852002, \"dd_pct\": -32.98823593981264, \"calmar\": -0.19132500876362465, \"cagr_pct\": -6.311474530281171, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 6.710875331564986, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.41440857503111783, \"sortino\": -0.583321062849769}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.612401111720935, \"dd_pct\": -8.286874609998574, \"calmar\": -1.8527174107432602, \"cagr_pct\": -15.353236870590623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.475504322766571, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2617260214185033, \"sortino\": -2.588749577021888}]", "Additional_Threshold_Budget": 0, "Total Trades": 111, "Total P&L %": -25.76806192852996, "Sharpe Ratio": -0.18849195535738175, "Sortino Ratio": -0.27105104786724804, "Calmar Ratio": -0.09718559228404926, "P&L/DD Ratio": -0.7056515730723616, "Max Drawdown %": -36.51669309874486, "% In Market": 6.258300132802125, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.046839996428473925, "Sub1_Sortino": 0.23468287514991928, "Sub1_Trades": 32, "Sub2_Calmar": -0.19132500876362465, "Sub2_Sortino": -0.583321062849769, "Sub2_Trades": 79, "WFO_Score": -0.34596107730471937, "WFO_Min_Fold": -0.8989266588904458, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.174308, 0.446361, -0.756971, -0.898927]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.612401111720935, "OOS_Sortino Ratio": -2.588749577021888, "OOS_Calmar Ratio": -1.8527174107432602, "OOS_Max Drawdown %": -8.286874609998574, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1d44b9ffe91818c711944ce7dbb8a996e8fb6a88390990818636ecafb9a5cd7f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -115.0, "i_long_exit_activation_threshold": -270.0, "i_long_exit_activation_confirmation_threshold": -150.05, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "bfd7965dbe009610cffa5d61664bf6b6a6d83b7b73cd29fa7a4e6f992bad02f1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -2.770170966814789, \"dd_pct\": -15.903153034016404, \"calmar\": -0.17430768564414098, \"cagr_pct\": -2.772041799803998, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01497727277309349, \"sortino\": -0.021427392471943776}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 3.4973772154866856, \"dd_pct\": -7.84076966226136, \"calmar\": 0.4463610420917322, \"cagr_pct\": 3.49981411724822, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 11.164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3656785762254, \"sortino\": 0.5960700322114841}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -10.034293798780048, \"dd_pct\": -17.368309225836242, \"calmar\": -0.756971006776023, \"cagr_pct\": -13.147306520678551, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7605334687020925, \"sortino\": -1.0805619280146903}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -12.681153444865522, \"dd_pct\": -14.116016096779626, \"calmar\": -0.8989266588904458, \"cagr_pct\": -12.689263186721861, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 4.726027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.702822957351552, \"sortino\": -2.0908716942410948}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.6884241836989045, \"dd_pct\": -8.77892254522391, \"calmar\": -1.7562549700644388, \"cagr_pct\": -15.418026351860245, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5495131065985546, \"sortino\": -1.7761519048206236}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.76806192852996, \"dd_pct\": -36.51669309874486, \"calmar\": -0.09718559228404926, \"cagr_pct\": -3.5488964470563733, \"entries\": 111, \"exits\": 111, \"exposure_pct\": 6.258300132802125, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.18849195535738175, \"sortino\": -0.27105104786724804}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.9233137730304124, \"dd_pct\": -26.79355138382856, \"calmar\": 0.046839996428473925, \"cagr_pct\": 1.2550098511246623, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 5.501330967169476, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1580894267865817, \"sortino\": 0.23468287514991928}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.57046664852002, \"dd_pct\": -32.98823593981264, \"calmar\": -0.19132500876362465, \"cagr_pct\": -6.311474530281171, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 6.710875331564986, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.41440857503111783, \"sortino\": -0.583321062849769}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.612401111720935, \"dd_pct\": -8.286874609998574, \"calmar\": -1.8527174107432602, \"cagr_pct\": -15.353236870590623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.475504322766571, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2617260214185033, \"sortino\": -2.588749577021888}]", "Additional_Threshold_Budget": 0, "Total Trades": 111, "Total P&L %": -25.76806192852996, "Sharpe Ratio": -0.18849195535738175, "Sortino Ratio": -0.27105104786724804, "Calmar Ratio": -0.09718559228404926, "P&L/DD Ratio": -0.7056515730723616, "Max Drawdown %": -36.51669309874486, "% In Market": 6.258300132802125, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.046839996428473925, "Sub1_Sortino": 0.23468287514991928, "Sub1_Trades": 32, "Sub2_Calmar": -0.19132500876362465, "Sub2_Sortino": -0.583321062849769, "Sub2_Trades": 79, "WFO_Score": -0.34596107730471937, "WFO_Min_Fold": -0.8989266588904458, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.174308, 0.446361, -0.756971, -0.898927]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.612401111720935, "OOS_Sortino Ratio": -2.588749577021888, "OOS_Calmar Ratio": -1.8527174107432602, "OOS_Max Drawdown %": -8.286874609998574, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1d44b9ffe91818c711944ce7dbb8a996e8fb6a88390990818636ecafb9a5cd7f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -115.0, "i_long_exit_activation_threshold": -270.0, "i_long_exit_activation_confirmation_threshold": -149.95, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "873cd982121f44decee96de4f30452859cf3e522fc98a1f30b0e4c52df59e698", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -2.770170966814789, \"dd_pct\": -15.903153034016404, \"calmar\": -0.17430768564414098, \"cagr_pct\": -2.772041799803998, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01497727277309349, \"sortino\": -0.021427392471943776}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 3.4973772154866856, \"dd_pct\": -7.84076966226136, \"calmar\": 0.4463610420917322, \"cagr_pct\": 3.49981411724822, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 11.164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3656785762254, \"sortino\": 0.5960700322114841}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -10.034293798780048, \"dd_pct\": -17.368309225836242, \"calmar\": -0.756971006776023, \"cagr_pct\": -13.147306520678551, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7605334687020925, \"sortino\": -1.0805619280146903}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -12.681153444865522, \"dd_pct\": -14.116016096779626, \"calmar\": -0.8989266588904458, \"cagr_pct\": -12.689263186721861, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 4.726027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.702822957351552, \"sortino\": -2.0908716942410948}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.6884241836989045, \"dd_pct\": -8.77892254522391, \"calmar\": -1.7562549700644388, \"cagr_pct\": -15.418026351860245, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5495131065985546, \"sortino\": -1.7761519048206236}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.76806192852996, \"dd_pct\": -36.51669309874486, \"calmar\": -0.09718559228404926, \"cagr_pct\": -3.5488964470563733, \"entries\": 111, \"exits\": 111, \"exposure_pct\": 6.258300132802125, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.18849195535738175, \"sortino\": -0.27105104786724804}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.9233137730304124, \"dd_pct\": -26.79355138382856, \"calmar\": 0.046839996428473925, \"cagr_pct\": 1.2550098511246623, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 5.501330967169476, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1580894267865817, \"sortino\": 0.23468287514991928}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.57046664852002, \"dd_pct\": -32.98823593981264, \"calmar\": -0.19132500876362465, \"cagr_pct\": -6.311474530281171, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 6.710875331564986, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.41440857503111783, \"sortino\": -0.583321062849769}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.612401111720935, \"dd_pct\": -8.286874609998574, \"calmar\": -1.8527174107432602, \"cagr_pct\": -15.353236870590623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.475504322766571, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2617260214185033, \"sortino\": -2.588749577021888}]", "Additional_Threshold_Budget": 0, "Total Trades": 111, "Total P&L %": -25.76806192852996, "Sharpe Ratio": -0.18849195535738175, "Sortino Ratio": -0.27105104786724804, "Calmar Ratio": -0.09718559228404926, "P&L/DD Ratio": -0.7056515730723616, "Max Drawdown %": -36.51669309874486, "% In Market": 6.258300132802125, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.046839996428473925, "Sub1_Sortino": 0.23468287514991928, "Sub1_Trades": 32, "Sub2_Calmar": -0.19132500876362465, "Sub2_Sortino": -0.583321062849769, "Sub2_Trades": 79, "WFO_Score": -0.34596107730471937, "WFO_Min_Fold": -0.8989266588904458, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.174308, 0.446361, -0.756971, -0.898927]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.612401111720935, "OOS_Sortino Ratio": -2.588749577021888, "OOS_Calmar Ratio": -1.8527174107432602, "OOS_Max Drawdown %": -8.286874609998574, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1d44b9ffe91818c711944ce7dbb8a996e8fb6a88390990818636ecafb9a5cd7f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -115.0, "i_long_exit_activation_threshold": -270.0, "i_long_exit_activation_confirmation_threshold": -149.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "3681b63a9462c7168375bb898d8478606ee02106ba7b759a09abc3ec02aa12cf", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -2.770170966814789, \"dd_pct\": -15.903153034016404, \"calmar\": -0.17430768564414098, \"cagr_pct\": -2.772041799803998, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 8.150684931506849, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.01497727277309349, \"sortino\": -0.021427392471943776}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -3.165873518466855, \"dd_pct\": -4.444656747397479, \"calmar\": -0.7127675744052069, \"cagr_pct\": -3.168007208906238, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 0.3424657534246575, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.9201211208209149, \"sortino\": -0.9881269254010272}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 3.4973772154866856, \"dd_pct\": -7.84076966226136, \"calmar\": 0.4463610420917322, \"cagr_pct\": 3.49981411724822, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 11.164383561643836, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3656785762254, \"sortino\": 0.5960700322114841}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -10.034293798780048, \"dd_pct\": -17.368309225836242, \"calmar\": -0.756971006776023, \"cagr_pct\": -13.147306520678551, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 11.496350364963504, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7605334687020925, \"sortino\": -1.0805619280146903}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -12.681153444865522, \"dd_pct\": -14.116016096779626, \"calmar\": -0.8989266588904458, \"cagr_pct\": -12.689263186721861, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 4.726027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.702822957351552, \"sortino\": -2.0908716942410948}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -6.6884241836989045, \"dd_pct\": -8.77892254522391, \"calmar\": -1.7562549700644388, \"cagr_pct\": -15.418026351860245, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.9735099337748347, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.5495131065985546, \"sortino\": -1.7761519048206236}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -25.76806192852996, \"dd_pct\": -36.51669309874486, \"calmar\": -0.09718559228404926, \"cagr_pct\": -3.5488964470563733, \"entries\": 111, \"exits\": 111, \"exposure_pct\": 6.258300132802125, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.18849195535738175, \"sortino\": -0.27105104786724804}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 3.9233137730304124, \"dd_pct\": -26.79355138382856, \"calmar\": 0.046839996428473925, \"cagr_pct\": 1.2550098511246623, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 5.501330967169476, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1580894267865817, \"sortino\": 0.23468287514991928}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.57046664852002, \"dd_pct\": -32.98823593981264, \"calmar\": -0.19132500876362465, \"cagr_pct\": -6.311474530281171, \"entries\": 79, \"exits\": 79, \"exposure_pct\": 6.710875331564986, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.41440857503111783, \"sortino\": -0.583321062849769}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -7.612401111720935, \"dd_pct\": -8.286874609998574, \"calmar\": -1.8527174107432602, \"cagr_pct\": -15.353236870590623, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 5.475504322766571, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.2617260214185033, \"sortino\": -2.588749577021888}]", "Additional_Threshold_Budget": 0, "Total Trades": 111, "Total P&L %": -25.76806192852996, "Sharpe Ratio": -0.18849195535738175, "Sortino Ratio": -0.27105104786724804, "Calmar Ratio": -0.09718559228404926, "P&L/DD Ratio": -0.7056515730723616, "Max Drawdown %": -36.51669309874486, "% In Market": 6.258300132802125, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.046839996428473925, "Sub1_Sortino": 0.23468287514991928, "Sub1_Trades": 32, "Sub2_Calmar": -0.19132500876362465, "Sub2_Sortino": -0.583321062849769, "Sub2_Trades": 79, "WFO_Score": -0.34596107730471937, "WFO_Min_Fold": -0.8989266588904458, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[-0.174308, 0.446361, -0.756971, -0.898927]", "OOS_Total Trades": 2, "OOS_Total P&L %": -7.612401111720935, "OOS_Sortino Ratio": -2.588749577021888, "OOS_Calmar Ratio": -1.8527174107432602, "OOS_Max Drawdown %": -8.286874609998574, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1d44b9ffe91818c711944ce7dbb8a996e8fb6a88390990818636ecafb9a5cd7f", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": false, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 25.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "99167bd45d048191d3475f9eae8ef3006c0f4ec4cd1ccfe852087bf1f85fd6c5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 32.783688765260386, \"dd_pct\": -40.396029859819414, \"calmar\": 0.8121956470396003, \"cagr_pct\": 32.809479609827044, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 37.945205479452056, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.775386171834875, \"sortino\": 1.1362392232051493}, {\"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\": 53.56109533681599, \"dd_pct\": -20.080465610039266, \"calmar\": 2.669570376755423, \"cagr_pct\": 53.60621614401684, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 69.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5262668355634534, \"sortino\": 2.374370709398374}, {\"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\": -34.23488351786849, \"dd_pct\": -40.156908346293804, \"calmar\": -1.5865946140733946, \"cagr_pct\": -63.7127345000687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.2376073213134204, \"sortino\": -2.8557545341342494}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.74011948933605, \"dd_pct\": -45.95524933000162, \"calmar\": 0.3958025378491153, \"cagr_pct\": 18.1892043123035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 43.01128818061089, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6422661475578926, \"sortino\": 0.9393013377497971}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.683079346426403, \"dd_pct\": -41.05479384024695, \"calmar\": 0.07406486084821623, \"cagr_pct\": 3.0407175929300956, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 12.422360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2449067732731162, \"sortino\": 0.3637298400585701}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.7149717653896, \"dd_pct\": -45.95524933000165, \"calmar\": 0.6155986101592184, \"cagr_pct\": 28.28998761706936, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.299734748010614, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8002026903802695, \"sortino\": 1.1672395316925679}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 296.74011948933605, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -45.95524933000162, "% In Market": 43.01128818061089, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d97dda774ec46eaa6dde0af8f073e1b16cc3cca613d5dcebc8f6287895a7c48d", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 24.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "8d704a608255ca8e953a4dab347a521bec4883d2a613cefda7bd59580b738892", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 32.783688765260386, \"dd_pct\": -40.396029859819414, \"calmar\": 0.8121956470396003, \"cagr_pct\": 32.809479609827044, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 37.945205479452056, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.775386171834875, \"sortino\": 1.1362392232051493}, {\"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\": 53.56109533681599, \"dd_pct\": -20.080465610039266, \"calmar\": 2.669570376755423, \"cagr_pct\": 53.60621614401684, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 69.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5262668355634534, \"sortino\": 2.374370709398374}, {\"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\": -34.23488351786849, \"dd_pct\": -40.156908346293804, \"calmar\": -1.5865946140733946, \"cagr_pct\": -63.7127345000687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.2376073213134204, \"sortino\": -2.8557545341342494}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.74011948933605, \"dd_pct\": -45.95524933000162, \"calmar\": 0.3958025378491153, \"cagr_pct\": 18.1892043123035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 43.01128818061089, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6422661475578926, \"sortino\": 0.9393013377497971}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.683079346426403, \"dd_pct\": -41.05479384024695, \"calmar\": 0.07406486084821623, \"cagr_pct\": 3.0407175929300956, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 12.422360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2449067732731162, \"sortino\": 0.3637298400585701}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.7149717653896, \"dd_pct\": -45.95524933000165, \"calmar\": 0.6155986101592184, \"cagr_pct\": 28.28998761706936, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.299734748010614, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8002026903802695, \"sortino\": 1.1672395316925679}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 296.74011948933605, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -45.95524933000162, "% In Market": 43.01128818061089, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d97dda774ec46eaa6dde0af8f073e1b16cc3cca613d5dcebc8f6287895a7c48d", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 24.95, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "22fda1479da77c9623606af49129f889c00ae268b704d6173c7b53a12492199f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 32.783688765260386, \"dd_pct\": -40.396029859819414, \"calmar\": 0.8121956470396003, \"cagr_pct\": 32.809479609827044, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 37.945205479452056, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.775386171834875, \"sortino\": 1.1362392232051493}, {\"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\": 53.56109533681599, \"dd_pct\": -20.080465610039266, \"calmar\": 2.669570376755423, \"cagr_pct\": 53.60621614401684, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 69.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5262668355634534, \"sortino\": 2.374370709398374}, {\"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\": -34.23488351786849, \"dd_pct\": -40.156908346293804, \"calmar\": -1.5865946140733946, \"cagr_pct\": -63.7127345000687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.2376073213134204, \"sortino\": -2.8557545341342494}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.74011948933605, \"dd_pct\": -45.95524933000162, \"calmar\": 0.3958025378491153, \"cagr_pct\": 18.1892043123035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 43.01128818061089, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6422661475578926, \"sortino\": 0.9393013377497971}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.683079346426403, \"dd_pct\": -41.05479384024695, \"calmar\": 0.07406486084821623, \"cagr_pct\": 3.0407175929300956, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 12.422360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2449067732731162, \"sortino\": 0.3637298400585701}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.7149717653896, \"dd_pct\": -45.95524933000165, \"calmar\": 0.6155986101592184, \"cagr_pct\": 28.28998761706936, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.299734748010614, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8002026903802695, \"sortino\": 1.1672395316925679}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 296.74011948933605, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -45.95524933000162, "% In Market": 43.01128818061089, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d97dda774ec46eaa6dde0af8f073e1b16cc3cca613d5dcebc8f6287895a7c48d", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 25.05, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "7d0e83c2e0a95b64a0d0ce26a4c7052fa5700ee633cd7f2870e377a3e4ccb19b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 32.783688765260386, \"dd_pct\": -40.396029859819414, \"calmar\": 0.8121956470396003, \"cagr_pct\": 32.809479609827044, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 37.945205479452056, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.775386171834875, \"sortino\": 1.1362392232051493}, {\"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\": 53.56109533681599, \"dd_pct\": -20.080465610039266, \"calmar\": 2.669570376755423, \"cagr_pct\": 53.60621614401684, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 69.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5262668355634534, \"sortino\": 2.374370709398374}, {\"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\": -34.23488351786849, \"dd_pct\": -40.156908346293804, \"calmar\": -1.5865946140733946, \"cagr_pct\": -63.7127345000687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.2376073213134204, \"sortino\": -2.8557545341342494}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.74011948933605, \"dd_pct\": -45.95524933000162, \"calmar\": 0.3958025378491153, \"cagr_pct\": 18.1892043123035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 43.01128818061089, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6422661475578926, \"sortino\": 0.9393013377497971}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.683079346426403, \"dd_pct\": -41.05479384024695, \"calmar\": 0.07406486084821623, \"cagr_pct\": 3.0407175929300956, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 12.422360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2449067732731162, \"sortino\": 0.3637298400585701}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.7149717653896, \"dd_pct\": -45.95524933000165, \"calmar\": 0.6155986101592184, \"cagr_pct\": 28.28998761706936, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.299734748010614, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8002026903802695, \"sortino\": 1.1672395316925679}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 296.74011948933605, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -45.95524933000162, "% In Market": 43.01128818061089, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 58, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d97dda774ec46eaa6dde0af8f073e1b16cc3cca613d5dcebc8f6287895a7c48d", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 26.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "c1a1694754db30bd389f2e736ea2706d15e389fc034492fc216e4be818f17028", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 32.783688765260386, \"dd_pct\": -40.396029859819414, \"calmar\": 0.8121956470396003, \"cagr_pct\": 32.809479609827044, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 37.945205479452056, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.775386171834875, \"sortino\": 1.1362392232051493}, {\"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\": 53.56109533681599, \"dd_pct\": -20.080465610039266, \"calmar\": 2.669570376755423, \"cagr_pct\": 53.60621614401684, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 69.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5262668355634534, \"sortino\": 2.374370709398374}, {\"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\": -34.23488351786849, \"dd_pct\": -40.156908346293804, \"calmar\": -1.5865946140733946, \"cagr_pct\": -63.7127345000687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.2376073213134204, \"sortino\": -2.8557545341342494}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.74011948933605, \"dd_pct\": -45.95524933000162, \"calmar\": 0.3958025378491153, \"cagr_pct\": 18.1892043123035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 43.01128818061089, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6422661475578926, \"sortino\": 0.9393013377497971}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.683079346426403, \"dd_pct\": -41.05479384024695, \"calmar\": 0.07406486084821623, \"cagr_pct\": 3.0407175929300956, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 12.422360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2449067732731162, \"sortino\": 0.3637298400585701}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.7149717653896, \"dd_pct\": -45.95524933000165, \"calmar\": 0.6155986101592184, \"cagr_pct\": 28.28998761706936, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.299734748010614, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8002026903802695, \"sortino\": 1.1672395316925679}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 296.74011948933605, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -45.95524933000162, "% In Market": 43.01128818061089, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d97dda774ec46eaa6dde0af8f073e1b16cc3cca613d5dcebc8f6287895a7c48d", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 25.0, "i_long_exit_activation_threshold": 709.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "addd3f229a422b5aa3b8bf50585d1c6da3e6776303d1b12e1009703d7059237f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 32.783688765260386, \"dd_pct\": -40.396029859819414, \"calmar\": 0.8121956470396003, \"cagr_pct\": 32.809479609827044, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 37.945205479452056, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.775386171834875, \"sortino\": 1.1362392232051493}, {\"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\": 53.56109533681599, \"dd_pct\": -20.080465610039266, \"calmar\": 2.669570376755423, \"cagr_pct\": 53.60621614401684, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 69.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5262668355634534, \"sortino\": 2.374370709398374}, {\"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\": -34.23488351786849, \"dd_pct\": -40.156908346293804, \"calmar\": -1.5865946140733946, \"cagr_pct\": -63.7127345000687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.2376073213134204, \"sortino\": -2.8557545341342494}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.74011948933605, \"dd_pct\": -45.95524933000162, \"calmar\": 0.3958025378491153, \"cagr_pct\": 18.1892043123035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 43.01128818061089, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6422661475578926, \"sortino\": 0.9393013377497971}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.683079346426403, \"dd_pct\": -41.05479384024695, \"calmar\": 0.07406486084821623, \"cagr_pct\": 3.0407175929300956, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 12.422360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2449067732731162, \"sortino\": 0.3637298400585701}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.7149717653896, \"dd_pct\": -45.95524933000165, \"calmar\": 0.6155986101592184, \"cagr_pct\": 28.28998761706936, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.299734748010614, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8002026903802695, \"sortino\": 1.1672395316925679}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 296.74011948933605, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -45.95524933000162, "% In Market": 43.01128818061089, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d97dda774ec46eaa6dde0af8f073e1b16cc3cca613d5dcebc8f6287895a7c48d", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 25.0, "i_long_exit_activation_threshold": 709.95, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "dabfecf9634cdf921b7ef35ce1d2fdd45a4ec98845222a5f3b60303f2c24329f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 32.783688765260386, \"dd_pct\": -40.396029859819414, \"calmar\": 0.8121956470396003, \"cagr_pct\": 32.809479609827044, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 37.945205479452056, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.775386171834875, \"sortino\": 1.1362392232051493}, {\"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\": 53.56109533681599, \"dd_pct\": -20.080465610039266, \"calmar\": 2.669570376755423, \"cagr_pct\": 53.60621614401684, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 69.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5262668355634534, \"sortino\": 2.374370709398374}, {\"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\": -34.23488351786849, \"dd_pct\": -40.156908346293804, \"calmar\": -1.5865946140733946, \"cagr_pct\": -63.7127345000687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.2376073213134204, \"sortino\": -2.8557545341342494}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.74011948933605, \"dd_pct\": -45.95524933000162, \"calmar\": 0.3958025378491153, \"cagr_pct\": 18.1892043123035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 43.01128818061089, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6422661475578926, \"sortino\": 0.9393013377497971}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.683079346426403, \"dd_pct\": -41.05479384024695, \"calmar\": 0.07406486084821623, \"cagr_pct\": 3.0407175929300956, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 12.422360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2449067732731162, \"sortino\": 0.3637298400585701}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.7149717653896, \"dd_pct\": -45.95524933000165, \"calmar\": 0.6155986101592184, \"cagr_pct\": 28.28998761706936, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.299734748010614, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8002026903802695, \"sortino\": 1.1672395316925679}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 296.74011948933605, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -45.95524933000162, "% In Market": 43.01128818061089, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d97dda774ec46eaa6dde0af8f073e1b16cc3cca613d5dcebc8f6287895a7c48d", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 25.0, "i_long_exit_activation_threshold": 710.05, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "4c2cee0fdc6bf3323b1f8638a05ce66f2106fcc6e7776c78dff5da986016454f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 32.783688765260386, \"dd_pct\": -40.396029859819414, \"calmar\": 0.8121956470396003, \"cagr_pct\": 32.809479609827044, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 37.945205479452056, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.775386171834875, \"sortino\": 1.1362392232051493}, {\"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\": 53.56109533681599, \"dd_pct\": -20.080465610039266, \"calmar\": 2.669570376755423, \"cagr_pct\": 53.60621614401684, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 69.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5262668355634534, \"sortino\": 2.374370709398374}, {\"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\": -34.23488351786849, \"dd_pct\": -40.156908346293804, \"calmar\": -1.5865946140733946, \"cagr_pct\": -63.7127345000687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.2376073213134204, \"sortino\": -2.8557545341342494}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.74011948933605, \"dd_pct\": -45.95524933000162, \"calmar\": 0.3958025378491153, \"cagr_pct\": 18.1892043123035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 43.01128818061089, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6422661475578926, \"sortino\": 0.9393013377497971}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.683079346426403, \"dd_pct\": -41.05479384024695, \"calmar\": 0.07406486084821623, \"cagr_pct\": 3.0407175929300956, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 12.422360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2449067732731162, \"sortino\": 0.3637298400585701}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.7149717653896, \"dd_pct\": -45.95524933000165, \"calmar\": 0.6155986101592184, \"cagr_pct\": 28.28998761706936, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.299734748010614, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8002026903802695, \"sortino\": 1.1672395316925679}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 296.74011948933605, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -45.95524933000162, "% In Market": 43.01128818061089, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d97dda774ec46eaa6dde0af8f073e1b16cc3cca613d5dcebc8f6287895a7c48d", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 25.0, "i_long_exit_activation_threshold": 711.0, "i_long_exit_activation_confirmation_threshold": -550.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "c817e56a532aac041c85e961a304ebf4bf6526463fe7d375632c9c87efa41980", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 32.783688765260386, \"dd_pct\": -40.396029859819414, \"calmar\": 0.8121956470396003, \"cagr_pct\": 32.809479609827044, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 37.945205479452056, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.775386171834875, \"sortino\": 1.1362392232051493}, {\"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\": 53.56109533681599, \"dd_pct\": -20.080465610039266, \"calmar\": 2.669570376755423, \"cagr_pct\": 53.60621614401684, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 69.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5262668355634534, \"sortino\": 2.374370709398374}, {\"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\": -34.23488351786849, \"dd_pct\": -40.156908346293804, \"calmar\": -1.5865946140733946, \"cagr_pct\": -63.7127345000687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.2376073213134204, \"sortino\": -2.8557545341342494}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.74011948933605, \"dd_pct\": -45.95524933000162, \"calmar\": 0.3958025378491153, \"cagr_pct\": 18.1892043123035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 43.01128818061089, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6422661475578926, \"sortino\": 0.9393013377497971}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.683079346426403, \"dd_pct\": -41.05479384024695, \"calmar\": 0.07406486084821623, \"cagr_pct\": 3.0407175929300956, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 12.422360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2449067732731162, \"sortino\": 0.3637298400585701}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.7149717653896, \"dd_pct\": -45.95524933000165, \"calmar\": 0.6155986101592184, \"cagr_pct\": 28.28998761706936, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.299734748010614, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8002026903802695, \"sortino\": 1.1672395316925679}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 296.74011948933605, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -45.95524933000162, "% In Market": 43.01128818061089, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d97dda774ec46eaa6dde0af8f073e1b16cc3cca613d5dcebc8f6287895a7c48d", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 25.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": -551.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "d56fced2d98d777ccbc591cabfe9e84abcd07f7380ec29d1bce7ad6e85257e89", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 32.783688765260386, \"dd_pct\": -40.396029859819414, \"calmar\": 0.8121956470396003, \"cagr_pct\": 32.809479609827044, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 37.945205479452056, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.775386171834875, \"sortino\": 1.1362392232051493}, {\"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\": 53.56109533681599, \"dd_pct\": -20.080465610039266, \"calmar\": 2.669570376755423, \"cagr_pct\": 53.60621614401684, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 69.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5262668355634534, \"sortino\": 2.374370709398374}, {\"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\": -34.23488351786849, \"dd_pct\": -40.156908346293804, \"calmar\": -1.5865946140733946, \"cagr_pct\": -63.7127345000687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.2376073213134204, \"sortino\": -2.8557545341342494}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.74011948933605, \"dd_pct\": -45.95524933000162, \"calmar\": 0.3958025378491153, \"cagr_pct\": 18.1892043123035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 43.01128818061089, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6422661475578926, \"sortino\": 0.9393013377497971}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.683079346426403, \"dd_pct\": -41.05479384024695, \"calmar\": 0.07406486084821623, \"cagr_pct\": 3.0407175929300956, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 12.422360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2449067732731162, \"sortino\": 0.3637298400585701}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.7149717653896, \"dd_pct\": -45.95524933000165, \"calmar\": 0.6155986101592184, \"cagr_pct\": 28.28998761706936, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.299734748010614, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8002026903802695, \"sortino\": 1.1672395316925679}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 296.74011948933605, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -45.95524933000162, "% In Market": 43.01128818061089, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 55, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d97dda774ec46eaa6dde0af8f073e1b16cc3cca613d5dcebc8f6287895a7c48d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 25.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": -550.05, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "923979acf751d741245628ac614b7e39032deb566c401e3241214ff73e561133", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 32.783688765260386, \"dd_pct\": -40.396029859819414, \"calmar\": 0.8121956470396003, \"cagr_pct\": 32.809479609827044, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 37.945205479452056, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.775386171834875, \"sortino\": 1.1362392232051493}, {\"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\": 53.56109533681599, \"dd_pct\": -20.080465610039266, \"calmar\": 2.669570376755423, \"cagr_pct\": 53.60621614401684, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 69.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5262668355634534, \"sortino\": 2.374370709398374}, {\"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\": -34.23488351786849, \"dd_pct\": -40.156908346293804, \"calmar\": -1.5865946140733946, \"cagr_pct\": -63.7127345000687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.2376073213134204, \"sortino\": -2.8557545341342494}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.74011948933605, \"dd_pct\": -45.95524933000162, \"calmar\": 0.3958025378491153, \"cagr_pct\": 18.1892043123035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 43.01128818061089, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6422661475578926, \"sortino\": 0.9393013377497971}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.683079346426403, \"dd_pct\": -41.05479384024695, \"calmar\": 0.07406486084821623, \"cagr_pct\": 3.0407175929300956, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 12.422360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2449067732731162, \"sortino\": 0.3637298400585701}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.7149717653896, \"dd_pct\": -45.95524933000165, \"calmar\": 0.6155986101592184, \"cagr_pct\": 28.28998761706936, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.299734748010614, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8002026903802695, \"sortino\": 1.1672395316925679}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 296.74011948933605, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -45.95524933000162, "% In Market": 43.01128818061089, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 56, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d97dda774ec46eaa6dde0af8f073e1b16cc3cca613d5dcebc8f6287895a7c48d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 25.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": -549.95, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "c48b18885fa44b3a66b6f128fac35aa10d9af73959938bdb5c196530a98ac532", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 32.783688765260386, \"dd_pct\": -40.396029859819414, \"calmar\": 0.8121956470396003, \"cagr_pct\": 32.809479609827044, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 37.945205479452056, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.775386171834875, \"sortino\": 1.1362392232051493}, {\"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\": 53.56109533681599, \"dd_pct\": -20.080465610039266, \"calmar\": 2.669570376755423, \"cagr_pct\": 53.60621614401684, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 69.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5262668355634534, \"sortino\": 2.374370709398374}, {\"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\": -34.23488351786849, \"dd_pct\": -40.156908346293804, \"calmar\": -1.5865946140733946, \"cagr_pct\": -63.7127345000687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.2376073213134204, \"sortino\": -2.8557545341342494}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.74011948933605, \"dd_pct\": -45.95524933000162, \"calmar\": 0.3958025378491153, \"cagr_pct\": 18.1892043123035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 43.01128818061089, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6422661475578926, \"sortino\": 0.9393013377497971}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.683079346426403, \"dd_pct\": -41.05479384024695, \"calmar\": 0.07406486084821623, \"cagr_pct\": 3.0407175929300956, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 12.422360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2449067732731162, \"sortino\": 0.3637298400585701}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.7149717653896, \"dd_pct\": -45.95524933000165, \"calmar\": 0.6155986101592184, \"cagr_pct\": 28.28998761706936, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.299734748010614, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8002026903802695, \"sortino\": 1.1672395316925679}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 296.74011948933605, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -45.95524933000162, "% In Market": 43.01128818061089, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d97dda774ec46eaa6dde0af8f073e1b16cc3cca613d5dcebc8f6287895a7c48d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 25.0, "i_long_exit_activation_threshold": 710.0, "i_long_exit_activation_confirmation_threshold": -549.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "0d738fc7515fe19997db91c2b3d192d4784da022aee4332d20c5c9ec2a6eeece", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 32.783688765260386, \"dd_pct\": -40.396029859819414, \"calmar\": 0.8121956470396003, \"cagr_pct\": 32.809479609827044, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 37.945205479452056, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.775386171834875, \"sortino\": 1.1362392232051493}, {\"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\": 53.56109533681599, \"dd_pct\": -20.080465610039266, \"calmar\": 2.669570376755423, \"cagr_pct\": 53.60621614401684, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 69.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.5262668355634534, \"sortino\": 2.374370709398374}, {\"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\": -34.23488351786849, \"dd_pct\": -40.156908346293804, \"calmar\": -1.5865946140733946, \"cagr_pct\": -63.7127345000687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 82.28476821192054, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.2376073213134204, \"sortino\": -2.8557545341342494}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.74011948933605, \"dd_pct\": -45.95524933000162, \"calmar\": 0.3958025378491153, \"cagr_pct\": 18.1892043123035, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 43.01128818061089, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6422661475578926, \"sortino\": 0.9393013377497971}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 9.683079346426403, \"dd_pct\": -41.05479384024695, \"calmar\": 0.07406486084821623, \"cagr_pct\": 3.0407175929300956, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 12.422360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.2449067732731162, \"sortino\": 0.3637298400585701}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 261.7149717653896, \"dd_pct\": -45.95524933000165, \"calmar\": 0.6155986101592184, \"cagr_pct\": 28.28998761706936, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 61.299734748010614, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8002026903802695, \"sortino\": 1.1672395316925679}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 296.74011948933605, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -45.95524933000162, "% In Market": 43.01128818061089, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 42, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d97dda774ec46eaa6dde0af8f073e1b16cc3cca613d5dcebc8f6287895a7c48d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -150.0, "i_long_exit_activation_threshold": -690.0, "i_long_exit_activation_confirmation_threshold": -130.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "f67a08c8374a62910f37a0b37b54c221a796361e1e76baf5e53eaac215dd713e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 99.08107567186607, \"dd_pct\": -44.29221187400907, \"calmar\": 2.239106629982894, \"cagr_pct\": 99.17498526370075, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2694703726554093, \"sortino\": 1.8643535762409569}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -26.492450940964197, \"dd_pct\": -44.93247990290838, \"calmar\": -0.5899506429439832, \"cagr_pct\": -26.50794540778841, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 68.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.43735024763429614, \"sortino\": -0.6110359700963478}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 20.7917822430256, \"dd_pct\": -30.22736892012201, \"calmar\": 0.9473113197187846, \"cagr_pct\": 28.634728743347353, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 79.37956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7725067251742556, \"sortino\": 1.0907688852137922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.453953471888404, \"dd_pct\": -32.131776560310854, \"calmar\": 1.1665681307489022, \"cagr_pct\": 37.483906519603224, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 87.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9565860429060294, \"sortino\": 1.4014373193517349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.336844257937145, \"dd_pct\": -47.529302786960415, \"calmar\": -1.5484680035882605, \"cagr_pct\": -73.59760459846653, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 77.48344370860927, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.945140507117832, \"sortino\": -3.639871742134937}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 43.97166915354158, \"dd_pct\": -86.95000140036969, \"calmar\": 0.051967442281439485, \"cagr_pct\": 4.518569179144794, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 70.3851261620186, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3485686022503922, \"sortino\": 0.4876702144568784}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -59.8314296874887, \"dd_pct\": -86.95000140036969, \"calmar\": -0.29432277259865464, \"cagr_pct\": -25.59136548961371, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 46.495119787045255, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.29674135012248204, \"sortino\": -0.39354062924871225}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.4187040600228, \"dd_pct\": -55.14492678874569, \"calmar\": 0.5088885141577201, \"cagr_pct\": 28.062619856861055, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 84.6684350132626, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7329916321329754, \"sortino\": 1.061607123071527}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.814138508711736, \"dd_pct\": -29.324151804243147, \"calmar\": 0.8229144821457033, \"cagr_pct\": 24.13126919635074, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7938623027618829, \"sortino\": 1.1781826512555325}]", "Additional_Threshold_Budget": 0, "Total Trades": 17, "Total P&L %": 43.97166915354158, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.95000140036969, "% In Market": 70.3851261620186, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.29432277259865464, "Sub1_Sortino": -0.39354062924871225, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 10.814138508711736, "OOS_Sortino Ratio": 1.1781826512555325, "OOS_Calmar Ratio": 0.8229144821457033, "OOS_Max Drawdown %": -29.324151804243147, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c49b9b0bd483faf8bccb99ad6386347d8c898a4266fe364555c28afc484e1361", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -151.0, "i_long_exit_activation_threshold": -690.0, "i_long_exit_activation_confirmation_threshold": -130.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "60aae21d8b3740c94cc1f45e0f4a96253522ce5301e0eaa75d0bfe756d95f1ac", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 99.08107567186607, \"dd_pct\": -44.29221187400907, \"calmar\": 2.239106629982894, \"cagr_pct\": 99.17498526370075, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2694703726554093, \"sortino\": 1.8643535762409569}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -26.492450940964197, \"dd_pct\": -44.93247990290838, \"calmar\": -0.5899506429439832, \"cagr_pct\": -26.50794540778841, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 68.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.43735024763429614, \"sortino\": -0.6110359700963478}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 20.7917822430256, \"dd_pct\": -30.22736892012201, \"calmar\": 0.9473113197187846, \"cagr_pct\": 28.634728743347353, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 79.37956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7725067251742556, \"sortino\": 1.0907688852137922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.453953471888404, \"dd_pct\": -32.131776560310854, \"calmar\": 1.1665681307489022, \"cagr_pct\": 37.483906519603224, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 87.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9565860429060294, \"sortino\": 1.4014373193517349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.336844257937145, \"dd_pct\": -47.529302786960415, \"calmar\": -1.5484680035882605, \"cagr_pct\": -73.59760459846653, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 77.48344370860927, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.945140507117832, \"sortino\": -3.639871742134937}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 43.97166915354158, \"dd_pct\": -86.95000140036969, \"calmar\": 0.051967442281439485, \"cagr_pct\": 4.518569179144794, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 70.3851261620186, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3485686022503922, \"sortino\": 0.4876702144568784}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -59.8314296874887, \"dd_pct\": -86.95000140036969, \"calmar\": -0.29432277259865464, \"cagr_pct\": -25.59136548961371, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 46.495119787045255, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.29674135012248204, \"sortino\": -0.39354062924871225}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.4187040600228, \"dd_pct\": -55.14492678874569, \"calmar\": 0.5088885141577201, \"cagr_pct\": 28.062619856861055, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 84.6684350132626, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7329916321329754, \"sortino\": 1.061607123071527}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.814138508711736, \"dd_pct\": -29.324151804243147, \"calmar\": 0.8229144821457033, \"cagr_pct\": 24.13126919635074, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7938623027618829, \"sortino\": 1.1781826512555325}]", "Additional_Threshold_Budget": 0, "Total Trades": 17, "Total P&L %": 43.97166915354158, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.95000140036969, "% In Market": 70.3851261620186, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.29432277259865464, "Sub1_Sortino": -0.39354062924871225, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 10.814138508711736, "OOS_Sortino Ratio": 1.1781826512555325, "OOS_Calmar Ratio": 0.8229144821457033, "OOS_Max Drawdown %": -29.324151804243147, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c49b9b0bd483faf8bccb99ad6386347d8c898a4266fe364555c28afc484e1361", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -150.05, "i_long_exit_activation_threshold": -690.0, "i_long_exit_activation_confirmation_threshold": -130.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "64563c2c9aa66ebcce8116a951d9a4fbc1009601573900a19fee0c13c9e43c4a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 99.08107567186607, \"dd_pct\": -44.29221187400907, \"calmar\": 2.239106629982894, \"cagr_pct\": 99.17498526370075, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2694703726554093, \"sortino\": 1.8643535762409569}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -26.492450940964197, \"dd_pct\": -44.93247990290838, \"calmar\": -0.5899506429439832, \"cagr_pct\": -26.50794540778841, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 68.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.43735024763429614, \"sortino\": -0.6110359700963478}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 20.7917822430256, \"dd_pct\": -30.22736892012201, \"calmar\": 0.9473113197187846, \"cagr_pct\": 28.634728743347353, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 79.37956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7725067251742556, \"sortino\": 1.0907688852137922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.453953471888404, \"dd_pct\": -32.131776560310854, \"calmar\": 1.1665681307489022, \"cagr_pct\": 37.483906519603224, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 87.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9565860429060294, \"sortino\": 1.4014373193517349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.336844257937145, \"dd_pct\": -47.529302786960415, \"calmar\": -1.5484680035882605, \"cagr_pct\": -73.59760459846653, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 77.48344370860927, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.945140507117832, \"sortino\": -3.639871742134937}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 43.97166915354158, \"dd_pct\": -86.95000140036969, \"calmar\": 0.051967442281439485, \"cagr_pct\": 4.518569179144794, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 70.3851261620186, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3485686022503922, \"sortino\": 0.4876702144568784}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -59.8314296874887, \"dd_pct\": -86.95000140036969, \"calmar\": -0.29432277259865464, \"cagr_pct\": -25.59136548961371, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 46.495119787045255, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.29674135012248204, \"sortino\": -0.39354062924871225}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.4187040600228, \"dd_pct\": -55.14492678874569, \"calmar\": 0.5088885141577201, \"cagr_pct\": 28.062619856861055, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 84.6684350132626, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7329916321329754, \"sortino\": 1.061607123071527}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.814138508711736, \"dd_pct\": -29.324151804243147, \"calmar\": 0.8229144821457033, \"cagr_pct\": 24.13126919635074, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7938623027618829, \"sortino\": 1.1781826512555325}]", "Additional_Threshold_Budget": 0, "Total Trades": 17, "Total P&L %": 43.97166915354158, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.95000140036969, "% In Market": 70.3851261620186, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.29432277259865464, "Sub1_Sortino": -0.39354062924871225, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 10.814138508711736, "OOS_Sortino Ratio": 1.1781826512555325, "OOS_Calmar Ratio": 0.8229144821457033, "OOS_Max Drawdown %": -29.324151804243147, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c49b9b0bd483faf8bccb99ad6386347d8c898a4266fe364555c28afc484e1361", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -149.95, "i_long_exit_activation_threshold": -690.0, "i_long_exit_activation_confirmation_threshold": -130.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "422327c374b196bdd4c9baafb2bc4b16549cac804c72b158ec0af7f82f618e3f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 99.08107567186607, \"dd_pct\": -44.29221187400907, \"calmar\": 2.239106629982894, \"cagr_pct\": 99.17498526370075, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2694703726554093, \"sortino\": 1.8643535762409569}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -26.492450940964197, \"dd_pct\": -44.93247990290838, \"calmar\": -0.5899506429439832, \"cagr_pct\": -26.50794540778841, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 68.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.43735024763429614, \"sortino\": -0.6110359700963478}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 20.7917822430256, \"dd_pct\": -30.22736892012201, \"calmar\": 0.9473113197187846, \"cagr_pct\": 28.634728743347353, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 79.37956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7725067251742556, \"sortino\": 1.0907688852137922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.453953471888404, \"dd_pct\": -32.131776560310854, \"calmar\": 1.1665681307489022, \"cagr_pct\": 37.483906519603224, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 87.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9565860429060294, \"sortino\": 1.4014373193517349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.336844257937145, \"dd_pct\": -47.529302786960415, \"calmar\": -1.5484680035882605, \"cagr_pct\": -73.59760459846653, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 77.48344370860927, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.945140507117832, \"sortino\": -3.639871742134937}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 43.97166915354158, \"dd_pct\": -86.95000140036969, \"calmar\": 0.051967442281439485, \"cagr_pct\": 4.518569179144794, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 70.3851261620186, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3485686022503922, \"sortino\": 0.4876702144568784}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -59.8314296874887, \"dd_pct\": -86.95000140036969, \"calmar\": -0.29432277259865464, \"cagr_pct\": -25.59136548961371, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 46.495119787045255, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.29674135012248204, \"sortino\": -0.39354062924871225}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.4187040600228, \"dd_pct\": -55.14492678874569, \"calmar\": 0.5088885141577201, \"cagr_pct\": 28.062619856861055, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 84.6684350132626, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7329916321329754, \"sortino\": 1.061607123071527}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.814138508711736, \"dd_pct\": -29.324151804243147, \"calmar\": 0.8229144821457033, \"cagr_pct\": 24.13126919635074, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7938623027618829, \"sortino\": 1.1781826512555325}]", "Additional_Threshold_Budget": 0, "Total Trades": 17, "Total P&L %": 43.97166915354158, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.95000140036969, "% In Market": 70.3851261620186, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.29432277259865464, "Sub1_Sortino": -0.39354062924871225, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 10.814138508711736, "OOS_Sortino Ratio": 1.1781826512555325, "OOS_Calmar Ratio": 0.8229144821457033, "OOS_Max Drawdown %": -29.324151804243147, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c49b9b0bd483faf8bccb99ad6386347d8c898a4266fe364555c28afc484e1361", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -149.0, "i_long_exit_activation_threshold": -690.0, "i_long_exit_activation_confirmation_threshold": -130.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "017708aa8e21ad3e941bceb03edcc245ab333a51d07a3a25abab8ebdc5646c06", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 99.08107567186607, \"dd_pct\": -44.29221187400907, \"calmar\": 2.239106629982894, \"cagr_pct\": 99.17498526370075, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2694703726554093, \"sortino\": 1.8643535762409569}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -26.492450940964197, \"dd_pct\": -44.93247990290838, \"calmar\": -0.5899506429439832, \"cagr_pct\": -26.50794540778841, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 68.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.43735024763429614, \"sortino\": -0.6110359700963478}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 20.7917822430256, \"dd_pct\": -30.22736892012201, \"calmar\": 0.9473113197187846, \"cagr_pct\": 28.634728743347353, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 79.37956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7725067251742556, \"sortino\": 1.0907688852137922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.453953471888404, \"dd_pct\": -32.131776560310854, \"calmar\": 1.1665681307489022, \"cagr_pct\": 37.483906519603224, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 87.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9565860429060294, \"sortino\": 1.4014373193517349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.336844257937145, \"dd_pct\": -47.529302786960415, \"calmar\": -1.5484680035882605, \"cagr_pct\": -73.59760459846653, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 77.48344370860927, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.945140507117832, \"sortino\": -3.639871742134937}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 43.97166915354158, \"dd_pct\": -86.95000140036969, \"calmar\": 0.051967442281439485, \"cagr_pct\": 4.518569179144794, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 70.3851261620186, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3485686022503922, \"sortino\": 0.4876702144568784}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -59.8314296874887, \"dd_pct\": -86.95000140036969, \"calmar\": -0.29432277259865464, \"cagr_pct\": -25.59136548961371, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 46.495119787045255, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.29674135012248204, \"sortino\": -0.39354062924871225}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.4187040600228, \"dd_pct\": -55.14492678874569, \"calmar\": 0.5088885141577201, \"cagr_pct\": 28.062619856861055, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 84.6684350132626, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7329916321329754, \"sortino\": 1.061607123071527}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.814138508711736, \"dd_pct\": -29.324151804243147, \"calmar\": 0.8229144821457033, \"cagr_pct\": 24.13126919635074, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7938623027618829, \"sortino\": 1.1781826512555325}]", "Additional_Threshold_Budget": 0, "Total Trades": 17, "Total P&L %": 43.97166915354158, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.95000140036969, "% In Market": 70.3851261620186, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.29432277259865464, "Sub1_Sortino": -0.39354062924871225, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 10.814138508711736, "OOS_Sortino Ratio": 1.1781826512555325, "OOS_Calmar Ratio": 0.8229144821457033, "OOS_Max Drawdown %": -29.324151804243147, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c49b9b0bd483faf8bccb99ad6386347d8c898a4266fe364555c28afc484e1361", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -150.0, "i_long_exit_activation_threshold": -691.0, "i_long_exit_activation_confirmation_threshold": -130.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "60cd7cb7194ab5a7dcba5309d5510d7e38d4caf8ac84be6abe77f4d1a303ace8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 99.08107567186607, \"dd_pct\": -44.29221187400907, \"calmar\": 2.239106629982894, \"cagr_pct\": 99.17498526370075, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2694703726554093, \"sortino\": 1.8643535762409569}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -26.492450940964197, \"dd_pct\": -44.93247990290838, \"calmar\": -0.5899506429439832, \"cagr_pct\": -26.50794540778841, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 68.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.43735024763429614, \"sortino\": -0.6110359700963478}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 20.7917822430256, \"dd_pct\": -30.22736892012201, \"calmar\": 0.9473113197187846, \"cagr_pct\": 28.634728743347353, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 79.37956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7725067251742556, \"sortino\": 1.0907688852137922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.453953471888404, \"dd_pct\": -32.131776560310854, \"calmar\": 1.1665681307489022, \"cagr_pct\": 37.483906519603224, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 87.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9565860429060294, \"sortino\": 1.4014373193517349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.336844257937145, \"dd_pct\": -47.529302786960415, \"calmar\": -1.5484680035882605, \"cagr_pct\": -73.59760459846653, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 77.48344370860927, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.945140507117832, \"sortino\": -3.639871742134937}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 43.97166915354158, \"dd_pct\": -86.95000140036969, \"calmar\": 0.051967442281439485, \"cagr_pct\": 4.518569179144794, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 70.3851261620186, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3485686022503922, \"sortino\": 0.4876702144568784}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -59.8314296874887, \"dd_pct\": -86.95000140036969, \"calmar\": -0.29432277259865464, \"cagr_pct\": -25.59136548961371, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 46.495119787045255, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.29674135012248204, \"sortino\": -0.39354062924871225}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.4187040600228, \"dd_pct\": -55.14492678874569, \"calmar\": 0.5088885141577201, \"cagr_pct\": 28.062619856861055, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 84.6684350132626, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7329916321329754, \"sortino\": 1.061607123071527}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.814138508711736, \"dd_pct\": -29.324151804243147, \"calmar\": 0.8229144821457033, \"cagr_pct\": 24.13126919635074, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7938623027618829, \"sortino\": 1.1781826512555325}]", "Additional_Threshold_Budget": 0, "Total Trades": 17, "Total P&L %": 43.97166915354158, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.95000140036969, "% In Market": 70.3851261620186, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.29432277259865464, "Sub1_Sortino": -0.39354062924871225, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 10.814138508711736, "OOS_Sortino Ratio": 1.1781826512555325, "OOS_Calmar Ratio": 0.8229144821457033, "OOS_Max Drawdown %": -29.324151804243147, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c49b9b0bd483faf8bccb99ad6386347d8c898a4266fe364555c28afc484e1361", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -150.0, "i_long_exit_activation_threshold": -690.05, "i_long_exit_activation_confirmation_threshold": -130.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "cf516025a1763add062931aefcdd5f82c331ac1f96f4fab334e5cb74949d34c6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 99.08107567186607, \"dd_pct\": -44.29221187400907, \"calmar\": 2.239106629982894, \"cagr_pct\": 99.17498526370075, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2694703726554093, \"sortino\": 1.8643535762409569}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -26.492450940964197, \"dd_pct\": -44.93247990290838, \"calmar\": -0.5899506429439832, \"cagr_pct\": -26.50794540778841, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 68.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.43735024763429614, \"sortino\": -0.6110359700963478}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 20.7917822430256, \"dd_pct\": -30.22736892012201, \"calmar\": 0.9473113197187846, \"cagr_pct\": 28.634728743347353, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 79.37956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7725067251742556, \"sortino\": 1.0907688852137922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.453953471888404, \"dd_pct\": -32.131776560310854, \"calmar\": 1.1665681307489022, \"cagr_pct\": 37.483906519603224, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 87.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9565860429060294, \"sortino\": 1.4014373193517349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.336844257937145, \"dd_pct\": -47.529302786960415, \"calmar\": -1.5484680035882605, \"cagr_pct\": -73.59760459846653, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 77.48344370860927, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.945140507117832, \"sortino\": -3.639871742134937}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 43.97166915354158, \"dd_pct\": -86.95000140036969, \"calmar\": 0.051967442281439485, \"cagr_pct\": 4.518569179144794, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 70.3851261620186, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3485686022503922, \"sortino\": 0.4876702144568784}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -59.8314296874887, \"dd_pct\": -86.95000140036969, \"calmar\": -0.29432277259865464, \"cagr_pct\": -25.59136548961371, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 46.495119787045255, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.29674135012248204, \"sortino\": -0.39354062924871225}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.4187040600228, \"dd_pct\": -55.14492678874569, \"calmar\": 0.5088885141577201, \"cagr_pct\": 28.062619856861055, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 84.6684350132626, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7329916321329754, \"sortino\": 1.061607123071527}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.814138508711736, \"dd_pct\": -29.324151804243147, \"calmar\": 0.8229144821457033, \"cagr_pct\": 24.13126919635074, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7938623027618829, \"sortino\": 1.1781826512555325}]", "Additional_Threshold_Budget": 0, "Total Trades": 17, "Total P&L %": 43.97166915354158, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.95000140036969, "% In Market": 70.3851261620186, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.29432277259865464, "Sub1_Sortino": -0.39354062924871225, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 10.814138508711736, "OOS_Sortino Ratio": 1.1781826512555325, "OOS_Calmar Ratio": 0.8229144821457033, "OOS_Max Drawdown %": -29.324151804243147, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c49b9b0bd483faf8bccb99ad6386347d8c898a4266fe364555c28afc484e1361", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -150.0, "i_long_exit_activation_threshold": -689.95, "i_long_exit_activation_confirmation_threshold": -130.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "e7d6d6b626846cd0b9cccf2b527ff21216deee61edba43dda17da617371d015a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 99.08107567186607, \"dd_pct\": -44.29221187400907, \"calmar\": 2.239106629982894, \"cagr_pct\": 99.17498526370075, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2694703726554093, \"sortino\": 1.8643535762409569}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -26.492450940964197, \"dd_pct\": -44.93247990290838, \"calmar\": -0.5899506429439832, \"cagr_pct\": -26.50794540778841, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 68.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.43735024763429614, \"sortino\": -0.6110359700963478}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 20.7917822430256, \"dd_pct\": -30.22736892012201, \"calmar\": 0.9473113197187846, \"cagr_pct\": 28.634728743347353, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 79.37956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7725067251742556, \"sortino\": 1.0907688852137922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.453953471888404, \"dd_pct\": -32.131776560310854, \"calmar\": 1.1665681307489022, \"cagr_pct\": 37.483906519603224, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 87.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9565860429060294, \"sortino\": 1.4014373193517349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.336844257937145, \"dd_pct\": -47.529302786960415, \"calmar\": -1.5484680035882605, \"cagr_pct\": -73.59760459846653, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 77.48344370860927, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.945140507117832, \"sortino\": -3.639871742134937}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 43.97166915354158, \"dd_pct\": -86.95000140036969, \"calmar\": 0.051967442281439485, \"cagr_pct\": 4.518569179144794, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 70.3851261620186, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3485686022503922, \"sortino\": 0.4876702144568784}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -59.8314296874887, \"dd_pct\": -86.95000140036969, \"calmar\": -0.29432277259865464, \"cagr_pct\": -25.59136548961371, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 46.495119787045255, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.29674135012248204, \"sortino\": -0.39354062924871225}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.4187040600228, \"dd_pct\": -55.14492678874569, \"calmar\": 0.5088885141577201, \"cagr_pct\": 28.062619856861055, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 84.6684350132626, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7329916321329754, \"sortino\": 1.061607123071527}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.814138508711736, \"dd_pct\": -29.324151804243147, \"calmar\": 0.8229144821457033, \"cagr_pct\": 24.13126919635074, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7938623027618829, \"sortino\": 1.1781826512555325}]", "Additional_Threshold_Budget": 0, "Total Trades": 17, "Total P&L %": 43.97166915354158, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.95000140036969, "% In Market": 70.3851261620186, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.29432277259865464, "Sub1_Sortino": -0.39354062924871225, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 10.814138508711736, "OOS_Sortino Ratio": 1.1781826512555325, "OOS_Calmar Ratio": 0.8229144821457033, "OOS_Max Drawdown %": -29.324151804243147, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c49b9b0bd483faf8bccb99ad6386347d8c898a4266fe364555c28afc484e1361", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -150.0, "i_long_exit_activation_threshold": -689.0, "i_long_exit_activation_confirmation_threshold": -130.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "12cbc2e5f0fbe9aee35aa19fd40192ddb14993d368c5f69e2726e6bb8ce6b536", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 99.08107567186607, \"dd_pct\": -44.29221187400907, \"calmar\": 2.239106629982894, \"cagr_pct\": 99.17498526370075, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2694703726554093, \"sortino\": 1.8643535762409569}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -26.492450940964197, \"dd_pct\": -44.93247990290838, \"calmar\": -0.5899506429439832, \"cagr_pct\": -26.50794540778841, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 68.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.43735024763429614, \"sortino\": -0.6110359700963478}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 20.7917822430256, \"dd_pct\": -30.22736892012201, \"calmar\": 0.9473113197187846, \"cagr_pct\": 28.634728743347353, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 79.37956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7725067251742556, \"sortino\": 1.0907688852137922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.453953471888404, \"dd_pct\": -32.131776560310854, \"calmar\": 1.1665681307489022, \"cagr_pct\": 37.483906519603224, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 87.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9565860429060294, \"sortino\": 1.4014373193517349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.336844257937145, \"dd_pct\": -47.529302786960415, \"calmar\": -1.5484680035882605, \"cagr_pct\": -73.59760459846653, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 77.48344370860927, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.945140507117832, \"sortino\": -3.639871742134937}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 43.97166915354158, \"dd_pct\": -86.95000140036969, \"calmar\": 0.051967442281439485, \"cagr_pct\": 4.518569179144794, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 70.3851261620186, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3485686022503922, \"sortino\": 0.4876702144568784}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -59.8314296874887, \"dd_pct\": -86.95000140036969, \"calmar\": -0.29432277259865464, \"cagr_pct\": -25.59136548961371, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 46.495119787045255, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.29674135012248204, \"sortino\": -0.39354062924871225}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.4187040600228, \"dd_pct\": -55.14492678874569, \"calmar\": 0.5088885141577201, \"cagr_pct\": 28.062619856861055, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 84.6684350132626, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7329916321329754, \"sortino\": 1.061607123071527}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.814138508711736, \"dd_pct\": -29.324151804243147, \"calmar\": 0.8229144821457033, \"cagr_pct\": 24.13126919635074, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7938623027618829, \"sortino\": 1.1781826512555325}]", "Additional_Threshold_Budget": 0, "Total Trades": 17, "Total P&L %": 43.97166915354158, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.95000140036969, "% In Market": 70.3851261620186, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.29432277259865464, "Sub1_Sortino": -0.39354062924871225, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 10.814138508711736, "OOS_Sortino Ratio": 1.1781826512555325, "OOS_Calmar Ratio": 0.8229144821457033, "OOS_Max Drawdown %": -29.324151804243147, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c49b9b0bd483faf8bccb99ad6386347d8c898a4266fe364555c28afc484e1361", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -150.0, "i_long_exit_activation_threshold": -690.0, "i_long_exit_activation_confirmation_threshold": -131.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "b78a1c270f351f03c3962426db23fa8d8b9c3b5e115270870a8d0647888067f1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 99.08107567186607, \"dd_pct\": -44.29221187400907, \"calmar\": 2.239106629982894, \"cagr_pct\": 99.17498526370075, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2694703726554093, \"sortino\": 1.8643535762409569}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -26.492450940964197, \"dd_pct\": -44.93247990290838, \"calmar\": -0.5899506429439832, \"cagr_pct\": -26.50794540778841, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 68.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.43735024763429614, \"sortino\": -0.6110359700963478}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 20.7917822430256, \"dd_pct\": -30.22736892012201, \"calmar\": 0.9473113197187846, \"cagr_pct\": 28.634728743347353, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 79.37956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7725067251742556, \"sortino\": 1.0907688852137922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.453953471888404, \"dd_pct\": -32.131776560310854, \"calmar\": 1.1665681307489022, \"cagr_pct\": 37.483906519603224, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 87.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9565860429060294, \"sortino\": 1.4014373193517349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.336844257937145, \"dd_pct\": -47.529302786960415, \"calmar\": -1.5484680035882605, \"cagr_pct\": -73.59760459846653, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 77.48344370860927, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.945140507117832, \"sortino\": -3.639871742134937}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 43.97166915354158, \"dd_pct\": -86.95000140036969, \"calmar\": 0.051967442281439485, \"cagr_pct\": 4.518569179144794, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 70.3851261620186, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3485686022503922, \"sortino\": 0.4876702144568784}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -59.8314296874887, \"dd_pct\": -86.95000140036969, \"calmar\": -0.29432277259865464, \"cagr_pct\": -25.59136548961371, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 46.495119787045255, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.29674135012248204, \"sortino\": -0.39354062924871225}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.4187040600228, \"dd_pct\": -55.14492678874569, \"calmar\": 0.5088885141577201, \"cagr_pct\": 28.062619856861055, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 84.6684350132626, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7329916321329754, \"sortino\": 1.061607123071527}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.814138508711736, \"dd_pct\": -29.324151804243147, \"calmar\": 0.8229144821457033, \"cagr_pct\": 24.13126919635074, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7938623027618829, \"sortino\": 1.1781826512555325}]", "Additional_Threshold_Budget": 0, "Total Trades": 17, "Total P&L %": 43.97166915354158, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.95000140036969, "% In Market": 70.3851261620186, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.29432277259865464, "Sub1_Sortino": -0.39354062924871225, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 10.814138508711736, "OOS_Sortino Ratio": 1.1781826512555325, "OOS_Calmar Ratio": 0.8229144821457033, "OOS_Max Drawdown %": -29.324151804243147, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c49b9b0bd483faf8bccb99ad6386347d8c898a4266fe364555c28afc484e1361", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -150.0, "i_long_exit_activation_threshold": -690.0, "i_long_exit_activation_confirmation_threshold": -130.05, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "4ea8f69a1e8343e7d50ed89f256c84912272c1a60c059ee22b05b03da617f9a9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 99.08107567186607, \"dd_pct\": -44.29221187400907, \"calmar\": 2.239106629982894, \"cagr_pct\": 99.17498526370075, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2694703726554093, \"sortino\": 1.8643535762409569}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -26.492450940964197, \"dd_pct\": -44.93247990290838, \"calmar\": -0.5899506429439832, \"cagr_pct\": -26.50794540778841, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 68.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.43735024763429614, \"sortino\": -0.6110359700963478}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 20.7917822430256, \"dd_pct\": -30.22736892012201, \"calmar\": 0.9473113197187846, \"cagr_pct\": 28.634728743347353, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 79.37956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7725067251742556, \"sortino\": 1.0907688852137922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.453953471888404, \"dd_pct\": -32.131776560310854, \"calmar\": 1.1665681307489022, \"cagr_pct\": 37.483906519603224, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 87.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9565860429060294, \"sortino\": 1.4014373193517349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.336844257937145, \"dd_pct\": -47.529302786960415, \"calmar\": -1.5484680035882605, \"cagr_pct\": -73.59760459846653, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 77.48344370860927, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.945140507117832, \"sortino\": -3.639871742134937}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 43.97166915354158, \"dd_pct\": -86.95000140036969, \"calmar\": 0.051967442281439485, \"cagr_pct\": 4.518569179144794, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 70.3851261620186, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3485686022503922, \"sortino\": 0.4876702144568784}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -59.8314296874887, \"dd_pct\": -86.95000140036969, \"calmar\": -0.29432277259865464, \"cagr_pct\": -25.59136548961371, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 46.495119787045255, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.29674135012248204, \"sortino\": -0.39354062924871225}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.4187040600228, \"dd_pct\": -55.14492678874569, \"calmar\": 0.5088885141577201, \"cagr_pct\": 28.062619856861055, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 84.6684350132626, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7329916321329754, \"sortino\": 1.061607123071527}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.814138508711736, \"dd_pct\": -29.324151804243147, \"calmar\": 0.8229144821457033, \"cagr_pct\": 24.13126919635074, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7938623027618829, \"sortino\": 1.1781826512555325}]", "Additional_Threshold_Budget": 0, "Total Trades": 17, "Total P&L %": 43.97166915354158, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.95000140036969, "% In Market": 70.3851261620186, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.29432277259865464, "Sub1_Sortino": -0.39354062924871225, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 10.814138508711736, "OOS_Sortino Ratio": 1.1781826512555325, "OOS_Calmar Ratio": 0.8229144821457033, "OOS_Max Drawdown %": -29.324151804243147, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c49b9b0bd483faf8bccb99ad6386347d8c898a4266fe364555c28afc484e1361", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -150.0, "i_long_exit_activation_threshold": -690.0, "i_long_exit_activation_confirmation_threshold": -129.95, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "dad268d2113f8928d98914c2a57e46b9d4113ebfc022d18aa1a04dc3a70b401d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 99.08107567186607, \"dd_pct\": -44.29221187400907, \"calmar\": 2.239106629982894, \"cagr_pct\": 99.17498526370075, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2694703726554093, \"sortino\": 1.8643535762409569}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -26.492450940964197, \"dd_pct\": -44.93247990290838, \"calmar\": -0.5899506429439832, \"cagr_pct\": -26.50794540778841, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 68.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.43735024763429614, \"sortino\": -0.6110359700963478}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 20.7917822430256, \"dd_pct\": -30.22736892012201, \"calmar\": 0.9473113197187846, \"cagr_pct\": 28.634728743347353, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 79.37956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7725067251742556, \"sortino\": 1.0907688852137922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.453953471888404, \"dd_pct\": -32.131776560310854, \"calmar\": 1.1665681307489022, \"cagr_pct\": 37.483906519603224, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 87.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9565860429060294, \"sortino\": 1.4014373193517349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.336844257937145, \"dd_pct\": -47.529302786960415, \"calmar\": -1.5484680035882605, \"cagr_pct\": -73.59760459846653, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 77.48344370860927, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.945140507117832, \"sortino\": -3.639871742134937}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 43.97166915354158, \"dd_pct\": -86.95000140036969, \"calmar\": 0.051967442281439485, \"cagr_pct\": 4.518569179144794, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 70.3851261620186, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3485686022503922, \"sortino\": 0.4876702144568784}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -59.8314296874887, \"dd_pct\": -86.95000140036969, \"calmar\": -0.29432277259865464, \"cagr_pct\": -25.59136548961371, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 46.495119787045255, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.29674135012248204, \"sortino\": -0.39354062924871225}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.4187040600228, \"dd_pct\": -55.14492678874569, \"calmar\": 0.5088885141577201, \"cagr_pct\": 28.062619856861055, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 84.6684350132626, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7329916321329754, \"sortino\": 1.061607123071527}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.814138508711736, \"dd_pct\": -29.324151804243147, \"calmar\": 0.8229144821457033, \"cagr_pct\": 24.13126919635074, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7938623027618829, \"sortino\": 1.1781826512555325}]", "Additional_Threshold_Budget": 0, "Total Trades": 17, "Total P&L %": 43.97166915354158, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.95000140036969, "% In Market": 70.3851261620186, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.29432277259865464, "Sub1_Sortino": -0.39354062924871225, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 10.814138508711736, "OOS_Sortino Ratio": 1.1781826512555325, "OOS_Calmar Ratio": 0.8229144821457033, "OOS_Max Drawdown %": -29.324151804243147, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c49b9b0bd483faf8bccb99ad6386347d8c898a4266fe364555c28afc484e1361", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -150.0, "i_long_exit_activation_threshold": -690.0, "i_long_exit_activation_confirmation_threshold": -129.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "7bf4cd2875a009c274af1c9592b155dc6a2f7bb6f1c64c160870c30d316db181", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 99.08107567186607, \"dd_pct\": -44.29221187400907, \"calmar\": 2.239106629982894, \"cagr_pct\": 99.17498526370075, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2694703726554093, \"sortino\": 1.8643535762409569}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -26.492450940964197, \"dd_pct\": -44.93247990290838, \"calmar\": -0.5899506429439832, \"cagr_pct\": -26.50794540778841, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 68.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.43735024763429614, \"sortino\": -0.6110359700963478}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 20.7917822430256, \"dd_pct\": -30.22736892012201, \"calmar\": 0.9473113197187846, \"cagr_pct\": 28.634728743347353, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 79.37956204379562, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7725067251742556, \"sortino\": 1.0907688852137922}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.453953471888404, \"dd_pct\": -32.131776560310854, \"calmar\": 1.1665681307489022, \"cagr_pct\": 37.483906519603224, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 87.46575342465754, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9565860429060294, \"sortino\": 1.4014373193517349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.336844257937145, \"dd_pct\": -47.529302786960415, \"calmar\": -1.5484680035882605, \"cagr_pct\": -73.59760459846653, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 77.48344370860927, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.945140507117832, \"sortino\": -3.639871742134937}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 43.97166915354158, \"dd_pct\": -86.95000140036969, \"calmar\": 0.051967442281439485, \"cagr_pct\": 4.518569179144794, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 70.3851261620186, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3485686022503922, \"sortino\": 0.4876702144568784}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -59.8314296874887, \"dd_pct\": -86.95000140036969, \"calmar\": -0.29432277259865464, \"cagr_pct\": -25.59136548961371, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 46.495119787045255, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.29674135012248204, \"sortino\": -0.39354062924871225}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 258.4187040600228, \"dd_pct\": -55.14492678874569, \"calmar\": 0.5088885141577201, \"cagr_pct\": 28.062619856861055, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 84.6684350132626, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7329916321329754, \"sortino\": 1.061607123071527}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.814138508711736, \"dd_pct\": -29.324151804243147, \"calmar\": 0.8229144821457033, \"cagr_pct\": 24.13126919635074, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 87.1757925072046, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7938623027618829, \"sortino\": 1.1781826512555325}]", "Additional_Threshold_Budget": 0, "Total Trades": 17, "Total P&L %": 43.97166915354158, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.95000140036969, "% In Market": 70.3851261620186, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.29432277259865464, "Sub1_Sortino": -0.39354062924871225, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 10.814138508711736, "OOS_Sortino Ratio": 1.1781826512555325, "OOS_Calmar Ratio": 0.8229144821457033, "OOS_Max Drawdown %": -29.324151804243147, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c49b9b0bd483faf8bccb99ad6386347d8c898a4266fe364555c28afc484e1361", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 55.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -390.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "1182b8557778ff53b3b6b36fb041ed00bca6b7478c707aab92ee97f60f497b39", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 10.470055369373, \"dd_pct\": -56.30508369775157, \"calmar\": 0.18608603647253544, \"cagr_pct\": 10.477589858568958, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 83.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5153264394858874, \"sortino\": 0.733142593425717}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72877178689669, \"dd_pct\": -71.21508111163965, \"calmar\": -0.965436806062345, \"cagr_pct\": -68.75366045189223, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7242184684353246, \"sortino\": -2.292722579202697}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -45.24233019142756, \"dd_pct\": -50.17315518648688, \"calmar\": -1.5287322959000422, \"cagr_pct\": -76.7013227207872, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.76821192052981, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.016020821934625, \"sortino\": -3.7200244589824782}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.53981378836444, \"dd_pct\": -85.24478099796539, \"calmar\": -0.07167030586416856, \"cagr_pct\": -6.109519527448244, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 82.44521912350598, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19147762397728707, \"sortino\": 0.26697612961929357}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -54.447614842575696, \"dd_pct\": -83.7205496594073, \"calmar\": -0.2686979448459285, \"cagr_pct\": -22.495539634854243, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 63.975155279503106, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.06527510477487984, \"sortino\": -0.08928629682368863}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 30.53144419583591, \"dd_pct\": -85.2447809979654, \"calmar\": 0.06215499722724961, \"cagr_pct\": 5.2983891265660406, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 93.48806366047745, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.37122933456955565, \"sortino\": 0.5260336720607164}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.53981378836444, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.24478099796539, "% In Market": 82.44521912350598, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "367d3749dfef62e81f08184e120a3bcf3a0470a2260bb56403363d6d0376d67b", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 54.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -390.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "8614864879698be9945da4df3dbbf6f974ae0126ff77324dc6f415709c64d3bc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 10.470055369373, \"dd_pct\": -56.30508369775157, \"calmar\": 0.18608603647253544, \"cagr_pct\": 10.477589858568958, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 83.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5153264394858874, \"sortino\": 0.733142593425717}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72877178689669, \"dd_pct\": -71.21508111163965, \"calmar\": -0.965436806062345, \"cagr_pct\": -68.75366045189223, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7242184684353246, \"sortino\": -2.292722579202697}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -45.24233019142756, \"dd_pct\": -50.17315518648688, \"calmar\": -1.5287322959000422, \"cagr_pct\": -76.7013227207872, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.76821192052981, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.016020821934625, \"sortino\": -3.7200244589824782}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.53981378836444, \"dd_pct\": -85.24478099796539, \"calmar\": -0.07167030586416856, \"cagr_pct\": -6.109519527448244, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 82.44521912350598, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19147762397728707, \"sortino\": 0.26697612961929357}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -54.447614842575696, \"dd_pct\": -83.7205496594073, \"calmar\": -0.2686979448459285, \"cagr_pct\": -22.495539634854243, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 63.975155279503106, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.06527510477487984, \"sortino\": -0.08928629682368863}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 30.53144419583591, \"dd_pct\": -85.2447809979654, \"calmar\": 0.06215499722724961, \"cagr_pct\": 5.2983891265660406, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 93.48806366047745, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.37122933456955565, \"sortino\": 0.5260336720607164}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.53981378836444, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.24478099796539, "% In Market": 82.44521912350598, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "367d3749dfef62e81f08184e120a3bcf3a0470a2260bb56403363d6d0376d67b", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 54.95, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -390.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "77f61b7e0ea0f3fe71cb0ff7d87791eaeb69e629217df50ffff37339e69b99d6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 10.470055369373, \"dd_pct\": -56.30508369775157, \"calmar\": 0.18608603647253544, \"cagr_pct\": 10.477589858568958, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 83.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5153264394858874, \"sortino\": 0.733142593425717}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72877178689669, \"dd_pct\": -71.21508111163965, \"calmar\": -0.965436806062345, \"cagr_pct\": -68.75366045189223, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7242184684353246, \"sortino\": -2.292722579202697}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -45.24233019142756, \"dd_pct\": -50.17315518648688, \"calmar\": -1.5287322959000422, \"cagr_pct\": -76.7013227207872, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.76821192052981, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.016020821934625, \"sortino\": -3.7200244589824782}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.53981378836444, \"dd_pct\": -85.24478099796539, \"calmar\": -0.07167030586416856, \"cagr_pct\": -6.109519527448244, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 82.44521912350598, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19147762397728707, \"sortino\": 0.26697612961929357}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -54.447614842575696, \"dd_pct\": -83.7205496594073, \"calmar\": -0.2686979448459285, \"cagr_pct\": -22.495539634854243, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 63.975155279503106, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.06527510477487984, \"sortino\": -0.08928629682368863}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 30.53144419583591, \"dd_pct\": -85.2447809979654, \"calmar\": 0.06215499722724961, \"cagr_pct\": 5.2983891265660406, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 93.48806366047745, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.37122933456955565, \"sortino\": 0.5260336720607164}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.53981378836444, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.24478099796539, "% In Market": 82.44521912350598, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "367d3749dfef62e81f08184e120a3bcf3a0470a2260bb56403363d6d0376d67b", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 55.05, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -390.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "5b2ebea86f16d77697dfe68328d624c23a5de15591d3cb0e9272c9436ef12ea4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 10.470055369373, \"dd_pct\": -56.30508369775157, \"calmar\": 0.18608603647253544, \"cagr_pct\": 10.477589858568958, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 83.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5153264394858874, \"sortino\": 0.733142593425717}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72877178689669, \"dd_pct\": -71.21508111163965, \"calmar\": -0.965436806062345, \"cagr_pct\": -68.75366045189223, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7242184684353246, \"sortino\": -2.292722579202697}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -45.24233019142756, \"dd_pct\": -50.17315518648688, \"calmar\": -1.5287322959000422, \"cagr_pct\": -76.7013227207872, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.76821192052981, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.016020821934625, \"sortino\": -3.7200244589824782}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.53981378836444, \"dd_pct\": -85.24478099796539, \"calmar\": -0.07167030586416856, \"cagr_pct\": -6.109519527448244, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 82.44521912350598, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19147762397728707, \"sortino\": 0.26697612961929357}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -54.447614842575696, \"dd_pct\": -83.7205496594073, \"calmar\": -0.2686979448459285, \"cagr_pct\": -22.495539634854243, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 63.975155279503106, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.06527510477487984, \"sortino\": -0.08928629682368863}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 30.53144419583591, \"dd_pct\": -85.2447809979654, \"calmar\": 0.06215499722724961, \"cagr_pct\": 5.2983891265660406, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 93.48806366047745, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.37122933456955565, \"sortino\": 0.5260336720607164}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.53981378836444, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.24478099796539, "% In Market": 82.44521912350598, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "367d3749dfef62e81f08184e120a3bcf3a0470a2260bb56403363d6d0376d67b", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 56.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -390.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "6a9d768cecadcdb82312cac3cdb94867d7b00defcbcca42e3951fda2995e17d1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 10.470055369373, \"dd_pct\": -56.30508369775157, \"calmar\": 0.18608603647253544, \"cagr_pct\": 10.477589858568958, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 83.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5153264394858874, \"sortino\": 0.733142593425717}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72877178689669, \"dd_pct\": -71.21508111163965, \"calmar\": -0.965436806062345, \"cagr_pct\": -68.75366045189223, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7242184684353246, \"sortino\": -2.292722579202697}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -45.24233019142756, \"dd_pct\": -50.17315518648688, \"calmar\": -1.5287322959000422, \"cagr_pct\": -76.7013227207872, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.76821192052981, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.016020821934625, \"sortino\": -3.7200244589824782}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.53981378836444, \"dd_pct\": -85.24478099796539, \"calmar\": -0.07167030586416856, \"cagr_pct\": -6.109519527448244, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 82.44521912350598, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19147762397728707, \"sortino\": 0.26697612961929357}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -54.447614842575696, \"dd_pct\": -83.7205496594073, \"calmar\": -0.2686979448459285, \"cagr_pct\": -22.495539634854243, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 63.975155279503106, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.06527510477487984, \"sortino\": -0.08928629682368863}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 30.53144419583591, \"dd_pct\": -85.2447809979654, \"calmar\": 0.06215499722724961, \"cagr_pct\": 5.2983891265660406, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 93.48806366047745, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.37122933456955565, \"sortino\": 0.5260336720607164}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.53981378836444, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.24478099796539, "% In Market": 82.44521912350598, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "367d3749dfef62e81f08184e120a3bcf3a0470a2260bb56403363d6d0376d67b", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 55.0, "i_long_exit_activation_threshold": -541.0, "i_long_exit_activation_confirmation_threshold": -390.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "f312d2767600ce12ec3b0e83f824d974f15022576f1e6d8a6f13123b15406b1a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 10.470055369373, \"dd_pct\": -56.30508369775157, \"calmar\": 0.18608603647253544, \"cagr_pct\": 10.477589858568958, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 83.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5153264394858874, \"sortino\": 0.733142593425717}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72877178689669, \"dd_pct\": -71.21508111163965, \"calmar\": -0.965436806062345, \"cagr_pct\": -68.75366045189223, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7242184684353246, \"sortino\": -2.292722579202697}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -45.24233019142756, \"dd_pct\": -50.17315518648688, \"calmar\": -1.5287322959000422, \"cagr_pct\": -76.7013227207872, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.76821192052981, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.016020821934625, \"sortino\": -3.7200244589824782}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.53981378836444, \"dd_pct\": -85.24478099796539, \"calmar\": -0.07167030586416856, \"cagr_pct\": -6.109519527448244, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 82.44521912350598, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19147762397728707, \"sortino\": 0.26697612961929357}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -54.447614842575696, \"dd_pct\": -83.7205496594073, \"calmar\": -0.2686979448459285, \"cagr_pct\": -22.495539634854243, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 63.975155279503106, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.06527510477487984, \"sortino\": -0.08928629682368863}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 30.53144419583591, \"dd_pct\": -85.2447809979654, \"calmar\": 0.06215499722724961, \"cagr_pct\": 5.2983891265660406, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 93.48806366047745, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.37122933456955565, \"sortino\": 0.5260336720607164}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.53981378836444, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.24478099796539, "% In Market": 82.44521912350598, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "367d3749dfef62e81f08184e120a3bcf3a0470a2260bb56403363d6d0376d67b", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 55.0, "i_long_exit_activation_threshold": -540.05, "i_long_exit_activation_confirmation_threshold": -390.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "6fa2242da9130c437a15a43b408f82deaf9d2fd186c891de55499fa610c94d41", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 10.470055369373, \"dd_pct\": -56.30508369775157, \"calmar\": 0.18608603647253544, \"cagr_pct\": 10.477589858568958, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 83.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5153264394858874, \"sortino\": 0.733142593425717}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72877178689669, \"dd_pct\": -71.21508111163965, \"calmar\": -0.965436806062345, \"cagr_pct\": -68.75366045189223, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7242184684353246, \"sortino\": -2.292722579202697}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -45.24233019142756, \"dd_pct\": -50.17315518648688, \"calmar\": -1.5287322959000422, \"cagr_pct\": -76.7013227207872, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.76821192052981, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.016020821934625, \"sortino\": -3.7200244589824782}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.53981378836444, \"dd_pct\": -85.24478099796539, \"calmar\": -0.07167030586416856, \"cagr_pct\": -6.109519527448244, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 82.44521912350598, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19147762397728707, \"sortino\": 0.26697612961929357}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -54.447614842575696, \"dd_pct\": -83.7205496594073, \"calmar\": -0.2686979448459285, \"cagr_pct\": -22.495539634854243, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 63.975155279503106, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.06527510477487984, \"sortino\": -0.08928629682368863}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 30.53144419583591, \"dd_pct\": -85.2447809979654, \"calmar\": 0.06215499722724961, \"cagr_pct\": 5.2983891265660406, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 93.48806366047745, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.37122933456955565, \"sortino\": 0.5260336720607164}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.53981378836444, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.24478099796539, "% In Market": 82.44521912350598, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "367d3749dfef62e81f08184e120a3bcf3a0470a2260bb56403363d6d0376d67b", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 55.0, "i_long_exit_activation_threshold": -539.95, "i_long_exit_activation_confirmation_threshold": -390.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "98053fa918eccf8bceb508e504dfb8b6e320641ae50f9c124d8020d5e8beacec", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 10.470055369373, \"dd_pct\": -56.30508369775157, \"calmar\": 0.18608603647253544, \"cagr_pct\": 10.477589858568958, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 83.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5153264394858874, \"sortino\": 0.733142593425717}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72877178689669, \"dd_pct\": -71.21508111163965, \"calmar\": -0.965436806062345, \"cagr_pct\": -68.75366045189223, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7242184684353246, \"sortino\": -2.292722579202697}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -45.24233019142756, \"dd_pct\": -50.17315518648688, \"calmar\": -1.5287322959000422, \"cagr_pct\": -76.7013227207872, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.76821192052981, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.016020821934625, \"sortino\": -3.7200244589824782}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.53981378836444, \"dd_pct\": -85.24478099796539, \"calmar\": -0.07167030586416856, \"cagr_pct\": -6.109519527448244, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 82.44521912350598, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19147762397728707, \"sortino\": 0.26697612961929357}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -54.447614842575696, \"dd_pct\": -83.7205496594073, \"calmar\": -0.2686979448459285, \"cagr_pct\": -22.495539634854243, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 63.975155279503106, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.06527510477487984, \"sortino\": -0.08928629682368863}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 30.53144419583591, \"dd_pct\": -85.2447809979654, \"calmar\": 0.06215499722724961, \"cagr_pct\": 5.2983891265660406, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 93.48806366047745, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.37122933456955565, \"sortino\": 0.5260336720607164}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.53981378836444, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.24478099796539, "% In Market": 82.44521912350598, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "367d3749dfef62e81f08184e120a3bcf3a0470a2260bb56403363d6d0376d67b", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 55.0, "i_long_exit_activation_threshold": -539.0, "i_long_exit_activation_confirmation_threshold": -390.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "a3361912a2bab3aa4e76b0576f0818e2eadfb865e83ebb0c4975ee83485403ec", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 10.470055369373, \"dd_pct\": -56.30508369775157, \"calmar\": 0.18608603647253544, \"cagr_pct\": 10.477589858568958, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 83.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5153264394858874, \"sortino\": 0.733142593425717}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72877178689669, \"dd_pct\": -71.21508111163965, \"calmar\": -0.965436806062345, \"cagr_pct\": -68.75366045189223, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7242184684353246, \"sortino\": -2.292722579202697}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -45.24233019142756, \"dd_pct\": -50.17315518648688, \"calmar\": -1.5287322959000422, \"cagr_pct\": -76.7013227207872, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.76821192052981, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.016020821934625, \"sortino\": -3.7200244589824782}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.53981378836444, \"dd_pct\": -85.24478099796539, \"calmar\": -0.07167030586416856, \"cagr_pct\": -6.109519527448244, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 82.44521912350598, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19147762397728707, \"sortino\": 0.26697612961929357}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -54.447614842575696, \"dd_pct\": -83.7205496594073, \"calmar\": -0.2686979448459285, \"cagr_pct\": -22.495539634854243, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 63.975155279503106, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.06527510477487984, \"sortino\": -0.08928629682368863}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 30.53144419583591, \"dd_pct\": -85.2447809979654, \"calmar\": 0.06215499722724961, \"cagr_pct\": 5.2983891265660406, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 93.48806366047745, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.37122933456955565, \"sortino\": 0.5260336720607164}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.53981378836444, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.24478099796539, "% In Market": 82.44521912350598, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "367d3749dfef62e81f08184e120a3bcf3a0470a2260bb56403363d6d0376d67b", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 55.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -391.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "6e6c20ebfbd704f2777580a3e66e342e428d83311c4b0b8c5a0c245d2e8e0614", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 10.470055369373, \"dd_pct\": -56.30508369775157, \"calmar\": 0.18608603647253544, \"cagr_pct\": 10.477589858568958, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 83.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5153264394858874, \"sortino\": 0.733142593425717}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72877178689669, \"dd_pct\": -71.21508111163965, \"calmar\": -0.965436806062345, \"cagr_pct\": -68.75366045189223, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7242184684353246, \"sortino\": -2.292722579202697}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -45.24233019142756, \"dd_pct\": -50.17315518648688, \"calmar\": -1.5287322959000422, \"cagr_pct\": -76.7013227207872, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.76821192052981, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.016020821934625, \"sortino\": -3.7200244589824782}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.53981378836444, \"dd_pct\": -85.24478099796539, \"calmar\": -0.07167030586416856, \"cagr_pct\": -6.109519527448244, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 82.44521912350598, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19147762397728707, \"sortino\": 0.26697612961929357}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -54.447614842575696, \"dd_pct\": -83.7205496594073, \"calmar\": -0.2686979448459285, \"cagr_pct\": -22.495539634854243, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 63.975155279503106, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.06527510477487984, \"sortino\": -0.08928629682368863}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 30.53144419583591, \"dd_pct\": -85.2447809979654, \"calmar\": 0.06215499722724961, \"cagr_pct\": 5.2983891265660406, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 93.48806366047745, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.37122933456955565, \"sortino\": 0.5260336720607164}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.53981378836444, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.24478099796539, "% In Market": 82.44521912350598, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "367d3749dfef62e81f08184e120a3bcf3a0470a2260bb56403363d6d0376d67b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 55.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -390.05, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "4a208b4dc74097464b49ae16f3e03dc1fca0e94a090db91f9db89ad01592b6ba", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 10.470055369373, \"dd_pct\": -56.30508369775157, \"calmar\": 0.18608603647253544, \"cagr_pct\": 10.477589858568958, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 83.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5153264394858874, \"sortino\": 0.733142593425717}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72877178689669, \"dd_pct\": -71.21508111163965, \"calmar\": -0.965436806062345, \"cagr_pct\": -68.75366045189223, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7242184684353246, \"sortino\": -2.292722579202697}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -45.24233019142756, \"dd_pct\": -50.17315518648688, \"calmar\": -1.5287322959000422, \"cagr_pct\": -76.7013227207872, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.76821192052981, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.016020821934625, \"sortino\": -3.7200244589824782}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.53981378836444, \"dd_pct\": -85.24478099796539, \"calmar\": -0.07167030586416856, \"cagr_pct\": -6.109519527448244, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 82.44521912350598, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19147762397728707, \"sortino\": 0.26697612961929357}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -54.447614842575696, \"dd_pct\": -83.7205496594073, \"calmar\": -0.2686979448459285, \"cagr_pct\": -22.495539634854243, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 63.975155279503106, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.06527510477487984, \"sortino\": -0.08928629682368863}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 30.53144419583591, \"dd_pct\": -85.2447809979654, \"calmar\": 0.06215499722724961, \"cagr_pct\": 5.2983891265660406, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 93.48806366047745, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.37122933456955565, \"sortino\": 0.5260336720607164}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.53981378836444, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.24478099796539, "% In Market": 82.44521912350598, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "367d3749dfef62e81f08184e120a3bcf3a0470a2260bb56403363d6d0376d67b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 55.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -389.95, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "0060723e0f2c82a22a8703f38bc545ffb694b702a079cb69e819c3a0e1e7a009", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 10.470055369373, \"dd_pct\": -56.30508369775157, \"calmar\": 0.18608603647253544, \"cagr_pct\": 10.477589858568958, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 83.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5153264394858874, \"sortino\": 0.733142593425717}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72877178689669, \"dd_pct\": -71.21508111163965, \"calmar\": -0.965436806062345, \"cagr_pct\": -68.75366045189223, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7242184684353246, \"sortino\": -2.292722579202697}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -45.24233019142756, \"dd_pct\": -50.17315518648688, \"calmar\": -1.5287322959000422, \"cagr_pct\": -76.7013227207872, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.76821192052981, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.016020821934625, \"sortino\": -3.7200244589824782}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.53981378836444, \"dd_pct\": -85.24478099796539, \"calmar\": -0.07167030586416856, \"cagr_pct\": -6.109519527448244, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 82.44521912350598, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19147762397728707, \"sortino\": 0.26697612961929357}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -54.447614842575696, \"dd_pct\": -83.7205496594073, \"calmar\": -0.2686979448459285, \"cagr_pct\": -22.495539634854243, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 63.975155279503106, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.06527510477487984, \"sortino\": -0.08928629682368863}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 30.53144419583591, \"dd_pct\": -85.2447809979654, \"calmar\": 0.06215499722724961, \"cagr_pct\": 5.2983891265660406, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 93.48806366047745, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.37122933456955565, \"sortino\": 0.5260336720607164}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.53981378836444, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.24478099796539, "% In Market": 82.44521912350598, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "367d3749dfef62e81f08184e120a3bcf3a0470a2260bb56403363d6d0376d67b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 55.0, "i_long_exit_activation_threshold": -540.0, "i_long_exit_activation_confirmation_threshold": -389.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "ca669d14dbf497dc30af575b460bb7539b9d0eacfe009d0c3163929539bdc9d5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 10.470055369373, \"dd_pct\": -56.30508369775157, \"calmar\": 0.18608603647253544, \"cagr_pct\": 10.477589858568958, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 83.08219178082192, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5153264394858874, \"sortino\": 0.733142593425717}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -68.72877178689669, \"dd_pct\": -71.21508111163965, \"calmar\": -0.965436806062345, \"cagr_pct\": -68.75366045189223, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 89.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.7242184684353246, \"sortino\": -2.292722579202697}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -45.24233019142756, \"dd_pct\": -50.17315518648688, \"calmar\": -1.5287322959000422, \"cagr_pct\": -76.7013227207872, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.76821192052981, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.016020821934625, \"sortino\": -3.7200244589824782}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.53981378836444, \"dd_pct\": -85.24478099796539, \"calmar\": -0.07167030586416856, \"cagr_pct\": -6.109519527448244, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 82.44521912350598, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.19147762397728707, \"sortino\": 0.26697612961929357}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -54.447614842575696, \"dd_pct\": -83.7205496594073, \"calmar\": -0.2686979448459285, \"cagr_pct\": -22.495539634854243, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 63.975155279503106, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.06527510477487984, \"sortino\": -0.08928629682368863}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 30.53144419583591, \"dd_pct\": -85.2447809979654, \"calmar\": 0.06215499722724961, \"cagr_pct\": 5.2983891265660406, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 93.48806366047745, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.37122933456955565, \"sortino\": 0.5260336720607164}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 9, "Total P&L %": -40.53981378836444, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.24478099796539, "% In Market": 82.44521912350598, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "367d3749dfef62e81f08184e120a3bcf3a0470a2260bb56403363d6d0376d67b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 335.0, "i_long_exit_activation_threshold": -520.0, "i_long_exit_activation_confirmation_threshold": -170.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "e45e412ca1490d18a8cd1dcaafce357b312d06e1fe2704261e46514ce0478cee", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.70275389233522, \"dd_pct\": -51.108055569436715, \"calmar\": 1.3650341083135267, \"cagr_pct\": 69.76423906186422, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.052234412743772, \"sortino\": 1.5310052040031492}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.58543893711062, \"dd_pct\": -67.16693825035107, \"calmar\": -0.9470526392762668, \"cagr_pct\": -63.610626142101026, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4335471311340724, \"sortino\": -1.9244282715471934}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.64843162919886, \"dd_pct\": -41.40972147895597, \"calmar\": -1.4528918874180001, \"cagr_pct\": -60.16384839701404, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 87.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8707418897304813, \"sortino\": -2.422132067338676}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.9689058193546, \"dd_pct\": -83.67446046566947, \"calmar\": 0.34088389778717304, \"cagr_pct\": 28.523276228776123, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 96.84594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7121610693089644, \"sortino\": 1.0211725683958353}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 171.71586909912838, \"dd_pct\": -83.67446046566947, \"calmar\": 0.4572330180724847, \"cagr_pct\": 38.258726094304855, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 95.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8082904804184466, \"sortino\": 1.1565237319611854}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 191.46950763130627, \"dd_pct\": -76.67221748139855, \"calmar\": 0.3004124043074803, \"cagr_pct\": 23.033285197172958, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 97.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6481218074121403, \"sortino\": 0.9314420390017025}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 691.9689058193546, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.67446046566947, "% In Market": 96.84594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4572330180724847, "Sub1_Sortino": 1.1565237319611854, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64a0e08470105d8db0da66ad55ad0063b15aa99ed92962b266f6044cac642aa5", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 334.0, "i_long_exit_activation_threshold": -520.0, "i_long_exit_activation_confirmation_threshold": -170.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "c867d05ebf22c9ddc7f04b7d3acd37b89eebba264d988dd86610b0712b916939", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.70275389233522, \"dd_pct\": -51.108055569436715, \"calmar\": 1.3650341083135267, \"cagr_pct\": 69.76423906186422, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.052234412743772, \"sortino\": 1.5310052040031492}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.58543893711062, \"dd_pct\": -67.16693825035107, \"calmar\": -0.9470526392762668, \"cagr_pct\": -63.610626142101026, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4335471311340724, \"sortino\": -1.9244282715471934}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.64843162919886, \"dd_pct\": -41.40972147895597, \"calmar\": -1.4528918874180001, \"cagr_pct\": -60.16384839701404, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 87.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8707418897304813, \"sortino\": -2.422132067338676}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 729.3676938801607, \"dd_pct\": -82.90352692454637, \"calmar\": 0.35275246605751565, \"cagr_pct\": 29.24442356749938, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 96.44754316069057, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.721034590833738, \"sortino\": 1.0340849317796328}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 184.54698421807606, \"dd_pct\": -82.90352692454637, \"calmar\": 0.48661120091988996, \"cagr_pct\": 40.34178479724794, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 94.87577639751554, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.828739414859392, \"sortino\": 1.1861880957143525}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 191.46950763130627, \"dd_pct\": -76.67221748139855, \"calmar\": 0.3004124043074803, \"cagr_pct\": 23.033285197172958, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 97.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6481218074121403, \"sortino\": 0.9314420390017025}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 729.3676938801607, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -82.90352692454637, "% In Market": 96.44754316069057, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.48661120091988996, "Sub1_Sortino": 1.1861880957143525, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 27, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64a0e08470105d8db0da66ad55ad0063b15aa99ed92962b266f6044cac642aa5", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 334.95, "i_long_exit_activation_threshold": -520.0, "i_long_exit_activation_confirmation_threshold": -170.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "cc46fa79f828fcfcbdcb790e2adcd8a0e2e6001f80f7a72a1b717c1f37181412", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.70275389233522, \"dd_pct\": -51.108055569436715, \"calmar\": 1.3650341083135267, \"cagr_pct\": 69.76423906186422, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.052234412743772, \"sortino\": 1.5310052040031492}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.58543893711062, \"dd_pct\": -67.16693825035107, \"calmar\": -0.9470526392762668, \"cagr_pct\": -63.610626142101026, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4335471311340724, \"sortino\": -1.9244282715471934}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.64843162919886, \"dd_pct\": -41.40972147895597, \"calmar\": -1.4528918874180001, \"cagr_pct\": -60.16384839701404, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 87.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8707418897304813, \"sortino\": -2.422132067338676}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.9689058193546, \"dd_pct\": -83.67446046566947, \"calmar\": 0.34088389778717304, \"cagr_pct\": 28.523276228776123, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 96.84594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7121610693089644, \"sortino\": 1.0211725683958353}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 171.71586909912838, \"dd_pct\": -83.67446046566947, \"calmar\": 0.4572330180724847, \"cagr_pct\": 38.258726094304855, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 95.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8082904804184466, \"sortino\": 1.1565237319611854}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 191.46950763130627, \"dd_pct\": -76.67221748139855, \"calmar\": 0.3004124043074803, \"cagr_pct\": 23.033285197172958, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 97.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6481218074121403, \"sortino\": 0.9314420390017025}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 691.9689058193546, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.67446046566947, "% In Market": 96.84594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4572330180724847, "Sub1_Sortino": 1.1565237319611854, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64a0e08470105d8db0da66ad55ad0063b15aa99ed92962b266f6044cac642aa5", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 335.05, "i_long_exit_activation_threshold": -520.0, "i_long_exit_activation_confirmation_threshold": -170.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "acb77c1b567004d644b4f2c5e7dd3fce5e89e846a6f8d4aac7debc32033012d2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.70275389233522, \"dd_pct\": -51.108055569436715, \"calmar\": 1.3650341083135267, \"cagr_pct\": 69.76423906186422, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.052234412743772, \"sortino\": 1.5310052040031492}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.58543893711062, \"dd_pct\": -67.16693825035107, \"calmar\": -0.9470526392762668, \"cagr_pct\": -63.610626142101026, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4335471311340724, \"sortino\": -1.9244282715471934}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.64843162919886, \"dd_pct\": -41.40972147895597, \"calmar\": -1.4528918874180001, \"cagr_pct\": -60.16384839701404, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 87.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8707418897304813, \"sortino\": -2.422132067338676}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.9689058193546, \"dd_pct\": -83.67446046566947, \"calmar\": 0.34088389778717304, \"cagr_pct\": 28.523276228776123, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 96.84594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7121610693089644, \"sortino\": 1.0211725683958353}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 171.71586909912838, \"dd_pct\": -83.67446046566947, \"calmar\": 0.4572330180724847, \"cagr_pct\": 38.258726094304855, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 95.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8082904804184466, \"sortino\": 1.1565237319611854}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 191.46950763130627, \"dd_pct\": -76.67221748139855, \"calmar\": 0.3004124043074803, \"cagr_pct\": 23.033285197172958, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 97.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6481218074121403, \"sortino\": 0.9314420390017025}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 691.9689058193546, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.67446046566947, "% In Market": 96.84594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4572330180724847, "Sub1_Sortino": 1.1565237319611854, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64a0e08470105d8db0da66ad55ad0063b15aa99ed92962b266f6044cac642aa5", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 336.0, "i_long_exit_activation_threshold": -520.0, "i_long_exit_activation_confirmation_threshold": -170.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "be793046963dba985a58562487f62b2a5a3a1880fa0eb0cf446467972b332d9c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.70275389233522, \"dd_pct\": -51.108055569436715, \"calmar\": 1.3650341083135267, \"cagr_pct\": 69.76423906186422, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.052234412743772, \"sortino\": 1.5310052040031492}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.58543893711062, \"dd_pct\": -67.16693825035107, \"calmar\": -0.9470526392762668, \"cagr_pct\": -63.610626142101026, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4335471311340724, \"sortino\": -1.9244282715471934}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.64843162919886, \"dd_pct\": -41.40972147895597, \"calmar\": -1.4528918874180001, \"cagr_pct\": -60.16384839701404, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 87.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8707418897304813, \"sortino\": -2.422132067338676}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.9689058193546, \"dd_pct\": -83.67446046566947, \"calmar\": 0.34088389778717304, \"cagr_pct\": 28.523276228776123, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 96.84594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7121610693089644, \"sortino\": 1.0211725683958353}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 171.71586909912838, \"dd_pct\": -83.67446046566947, \"calmar\": 0.4572330180724847, \"cagr_pct\": 38.258726094304855, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 95.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8082904804184466, \"sortino\": 1.1565237319611854}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 191.46950763130627, \"dd_pct\": -76.67221748139855, \"calmar\": 0.3004124043074803, \"cagr_pct\": 23.033285197172958, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 97.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6481218074121403, \"sortino\": 0.9314420390017025}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 691.9689058193546, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.67446046566947, "% In Market": 96.84594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4572330180724847, "Sub1_Sortino": 1.1565237319611854, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64a0e08470105d8db0da66ad55ad0063b15aa99ed92962b266f6044cac642aa5", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 335.0, "i_long_exit_activation_threshold": -521.0, "i_long_exit_activation_confirmation_threshold": -170.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "31944b20a5b4ee0058880f2b7c249121b19e407e151f7a2203703fbfe152691c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.70275389233522, \"dd_pct\": -51.108055569436715, \"calmar\": 1.3650341083135267, \"cagr_pct\": 69.76423906186422, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.052234412743772, \"sortino\": 1.5310052040031492}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.58543893711062, \"dd_pct\": -67.16693825035107, \"calmar\": -0.9470526392762668, \"cagr_pct\": -63.610626142101026, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4335471311340724, \"sortino\": -1.9244282715471934}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.64843162919886, \"dd_pct\": -41.40972147895597, \"calmar\": -1.4528918874180001, \"cagr_pct\": -60.16384839701404, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 87.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8707418897304813, \"sortino\": -2.422132067338676}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.9689058193546, \"dd_pct\": -83.67446046566947, \"calmar\": 0.34088389778717304, \"cagr_pct\": 28.523276228776123, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 96.84594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7121610693089644, \"sortino\": 1.0211725683958353}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 171.71586909912838, \"dd_pct\": -83.67446046566947, \"calmar\": 0.4572330180724847, \"cagr_pct\": 38.258726094304855, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 95.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8082904804184466, \"sortino\": 1.1565237319611854}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 191.46950763130627, \"dd_pct\": -76.67221748139855, \"calmar\": 0.3004124043074803, \"cagr_pct\": 23.033285197172958, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 97.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6481218074121403, \"sortino\": 0.9314420390017025}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 691.9689058193546, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.67446046566947, "% In Market": 96.84594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4572330180724847, "Sub1_Sortino": 1.1565237319611854, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64a0e08470105d8db0da66ad55ad0063b15aa99ed92962b266f6044cac642aa5", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 335.0, "i_long_exit_activation_threshold": -520.05, "i_long_exit_activation_confirmation_threshold": -170.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "5a952c5a13f6a8caa181066488b64ce0d18115dc34da3cc876874a12c674854b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.70275389233522, \"dd_pct\": -51.108055569436715, \"calmar\": 1.3650341083135267, \"cagr_pct\": 69.76423906186422, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.052234412743772, \"sortino\": 1.5310052040031492}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.58543893711062, \"dd_pct\": -67.16693825035107, \"calmar\": -0.9470526392762668, \"cagr_pct\": -63.610626142101026, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4335471311340724, \"sortino\": -1.9244282715471934}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.64843162919886, \"dd_pct\": -41.40972147895597, \"calmar\": -1.4528918874180001, \"cagr_pct\": -60.16384839701404, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 87.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8707418897304813, \"sortino\": -2.422132067338676}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.9689058193546, \"dd_pct\": -83.67446046566947, \"calmar\": 0.34088389778717304, \"cagr_pct\": 28.523276228776123, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 96.84594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7121610693089644, \"sortino\": 1.0211725683958353}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 171.71586909912838, \"dd_pct\": -83.67446046566947, \"calmar\": 0.4572330180724847, \"cagr_pct\": 38.258726094304855, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 95.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8082904804184466, \"sortino\": 1.1565237319611854}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 191.46950763130627, \"dd_pct\": -76.67221748139855, \"calmar\": 0.3004124043074803, \"cagr_pct\": 23.033285197172958, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 97.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6481218074121403, \"sortino\": 0.9314420390017025}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 691.9689058193546, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.67446046566947, "% In Market": 96.84594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4572330180724847, "Sub1_Sortino": 1.1565237319611854, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64a0e08470105d8db0da66ad55ad0063b15aa99ed92962b266f6044cac642aa5", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 335.0, "i_long_exit_activation_threshold": -519.95, "i_long_exit_activation_confirmation_threshold": -170.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "ed1f13ec2d4b4dafca6da5dba04d64d6db13c09bf628a6e306452b948c956fe9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.70275389233522, \"dd_pct\": -51.108055569436715, \"calmar\": 1.3650341083135267, \"cagr_pct\": 69.76423906186422, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.052234412743772, \"sortino\": 1.5310052040031492}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.58543893711062, \"dd_pct\": -67.16693825035107, \"calmar\": -0.9470526392762668, \"cagr_pct\": -63.610626142101026, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4335471311340724, \"sortino\": -1.9244282715471934}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.64843162919886, \"dd_pct\": -41.40972147895597, \"calmar\": -1.4528918874180001, \"cagr_pct\": -60.16384839701404, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 87.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8707418897304813, \"sortino\": -2.422132067338676}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.9689058193546, \"dd_pct\": -83.67446046566947, \"calmar\": 0.34088389778717304, \"cagr_pct\": 28.523276228776123, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 96.84594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7121610693089644, \"sortino\": 1.0211725683958353}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 171.71586909912838, \"dd_pct\": -83.67446046566947, \"calmar\": 0.4572330180724847, \"cagr_pct\": 38.258726094304855, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 95.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8082904804184466, \"sortino\": 1.1565237319611854}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 191.46950763130627, \"dd_pct\": -76.67221748139855, \"calmar\": 0.3004124043074803, \"cagr_pct\": 23.033285197172958, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 97.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6481218074121403, \"sortino\": 0.9314420390017025}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 691.9689058193546, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.67446046566947, "% In Market": 96.84594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4572330180724847, "Sub1_Sortino": 1.1565237319611854, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64a0e08470105d8db0da66ad55ad0063b15aa99ed92962b266f6044cac642aa5", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 335.0, "i_long_exit_activation_threshold": -519.0, "i_long_exit_activation_confirmation_threshold": -170.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "63e482ddbbb7932ee33152fcb9461f850499202696479327b92d4d98a9b06fac", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.70275389233522, \"dd_pct\": -51.108055569436715, \"calmar\": 1.3650341083135267, \"cagr_pct\": 69.76423906186422, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.052234412743772, \"sortino\": 1.5310052040031492}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.58543893711062, \"dd_pct\": -67.16693825035107, \"calmar\": -0.9470526392762668, \"cagr_pct\": -63.610626142101026, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4335471311340724, \"sortino\": -1.9244282715471934}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.64843162919886, \"dd_pct\": -41.40972147895597, \"calmar\": -1.4528918874180001, \"cagr_pct\": -60.16384839701404, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 87.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8707418897304813, \"sortino\": -2.422132067338676}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.9689058193546, \"dd_pct\": -83.67446046566947, \"calmar\": 0.34088389778717304, \"cagr_pct\": 28.523276228776123, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 96.84594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7121610693089644, \"sortino\": 1.0211725683958353}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 171.71586909912838, \"dd_pct\": -83.67446046566947, \"calmar\": 0.4572330180724847, \"cagr_pct\": 38.258726094304855, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 95.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8082904804184466, \"sortino\": 1.1565237319611854}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 191.46950763130627, \"dd_pct\": -76.67221748139855, \"calmar\": 0.3004124043074803, \"cagr_pct\": 23.033285197172958, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 97.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6481218074121403, \"sortino\": 0.9314420390017025}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 691.9689058193546, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.67446046566947, "% In Market": 96.84594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4572330180724847, "Sub1_Sortino": 1.1565237319611854, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64a0e08470105d8db0da66ad55ad0063b15aa99ed92962b266f6044cac642aa5", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 335.0, "i_long_exit_activation_threshold": -520.0, "i_long_exit_activation_confirmation_threshold": -171.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "272b7c4f1b266aefe1907aba1aaf66d466f4e01db9a73c0bc87055aee4d20a80", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.70275389233522, \"dd_pct\": -51.108055569436715, \"calmar\": 1.3650341083135267, \"cagr_pct\": 69.76423906186422, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.052234412743772, \"sortino\": 1.5310052040031492}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.58543893711062, \"dd_pct\": -67.16693825035107, \"calmar\": -0.9470526392762668, \"cagr_pct\": -63.610626142101026, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4335471311340724, \"sortino\": -1.9244282715471934}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.64843162919886, \"dd_pct\": -41.40972147895597, \"calmar\": -1.4528918874180001, \"cagr_pct\": -60.16384839701404, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 87.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8707418897304813, \"sortino\": -2.422132067338676}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.9689058193546, \"dd_pct\": -83.67446046566947, \"calmar\": 0.34088389778717304, \"cagr_pct\": 28.523276228776123, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 96.84594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7121610693089644, \"sortino\": 1.0211725683958353}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 171.71586909912838, \"dd_pct\": -83.67446046566947, \"calmar\": 0.4572330180724847, \"cagr_pct\": 38.258726094304855, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 95.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8082904804184466, \"sortino\": 1.1565237319611854}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 191.46950763130627, \"dd_pct\": -76.67221748139855, \"calmar\": 0.3004124043074803, \"cagr_pct\": 23.033285197172958, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 97.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6481218074121403, \"sortino\": 0.9314420390017025}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 691.9689058193546, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.67446046566947, "% In Market": 96.84594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4572330180724847, "Sub1_Sortino": 1.1565237319611854, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64a0e08470105d8db0da66ad55ad0063b15aa99ed92962b266f6044cac642aa5", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 335.0, "i_long_exit_activation_threshold": -520.0, "i_long_exit_activation_confirmation_threshold": -170.05, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "7532c7022f9ea985398947df9a5a901af28b5b1bba7df42fbbd8a4b718dd1875", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.70275389233522, \"dd_pct\": -51.108055569436715, \"calmar\": 1.3650341083135267, \"cagr_pct\": 69.76423906186422, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.052234412743772, \"sortino\": 1.5310052040031492}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.58543893711062, \"dd_pct\": -67.16693825035107, \"calmar\": -0.9470526392762668, \"cagr_pct\": -63.610626142101026, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4335471311340724, \"sortino\": -1.9244282715471934}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.64843162919886, \"dd_pct\": -41.40972147895597, \"calmar\": -1.4528918874180001, \"cagr_pct\": -60.16384839701404, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 87.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8707418897304813, \"sortino\": -2.422132067338676}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.9689058193546, \"dd_pct\": -83.67446046566947, \"calmar\": 0.34088389778717304, \"cagr_pct\": 28.523276228776123, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 96.84594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7121610693089644, \"sortino\": 1.0211725683958353}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 171.71586909912838, \"dd_pct\": -83.67446046566947, \"calmar\": 0.4572330180724847, \"cagr_pct\": 38.258726094304855, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 95.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8082904804184466, \"sortino\": 1.1565237319611854}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 191.46950763130627, \"dd_pct\": -76.67221748139855, \"calmar\": 0.3004124043074803, \"cagr_pct\": 23.033285197172958, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 97.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6481218074121403, \"sortino\": 0.9314420390017025}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 691.9689058193546, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.67446046566947, "% In Market": 96.84594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4572330180724847, "Sub1_Sortino": 1.1565237319611854, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64a0e08470105d8db0da66ad55ad0063b15aa99ed92962b266f6044cac642aa5", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 335.0, "i_long_exit_activation_threshold": -520.0, "i_long_exit_activation_confirmation_threshold": -169.95, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "8bbfa4e4aebc7aaa72ca9615561f1bbcfae74b8b5ba3217afa415efc6073f255", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.70275389233522, \"dd_pct\": -51.108055569436715, \"calmar\": 1.3650341083135267, \"cagr_pct\": 69.76423906186422, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.052234412743772, \"sortino\": 1.5310052040031492}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.58543893711062, \"dd_pct\": -67.16693825035107, \"calmar\": -0.9470526392762668, \"cagr_pct\": -63.610626142101026, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4335471311340724, \"sortino\": -1.9244282715471934}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.64843162919886, \"dd_pct\": -41.40972147895597, \"calmar\": -1.4528918874180001, \"cagr_pct\": -60.16384839701404, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 87.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8707418897304813, \"sortino\": -2.422132067338676}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.9689058193546, \"dd_pct\": -83.67446046566947, \"calmar\": 0.34088389778717304, \"cagr_pct\": 28.523276228776123, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 96.84594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7121610693089644, \"sortino\": 1.0211725683958353}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 171.71586909912838, \"dd_pct\": -83.67446046566947, \"calmar\": 0.4572330180724847, \"cagr_pct\": 38.258726094304855, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 95.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8082904804184466, \"sortino\": 1.1565237319611854}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 191.46950763130627, \"dd_pct\": -76.67221748139855, \"calmar\": 0.3004124043074803, \"cagr_pct\": 23.033285197172958, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 97.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6481218074121403, \"sortino\": 0.9314420390017025}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 691.9689058193546, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.67446046566947, "% In Market": 96.84594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4572330180724847, "Sub1_Sortino": 1.1565237319611854, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64a0e08470105d8db0da66ad55ad0063b15aa99ed92962b266f6044cac642aa5", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 335.0, "i_long_exit_activation_threshold": -520.0, "i_long_exit_activation_confirmation_threshold": -169.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "3ce52e1bc06f974a3a44501284b24d93723e90a01cdf9160d6c7bf59c94b74af", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 69.70275389233522, \"dd_pct\": -51.108055569436715, \"calmar\": 1.3650341083135267, \"cagr_pct\": 69.76423906186422, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.052234412743772, \"sortino\": 1.5310052040031492}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -63.58543893711062, \"dd_pct\": -67.16693825035107, \"calmar\": -0.9470526392762668, \"cagr_pct\": -63.610626142101026, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 92.6027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4335471311340724, \"sortino\": -1.9244282715471934}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": -31.64843162919886, \"dd_pct\": -41.40972147895597, \"calmar\": -1.4528918874180001, \"cagr_pct\": -60.16384839701404, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 87.25165562913907, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8707418897304813, \"sortino\": -2.422132067338676}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 691.9689058193546, \"dd_pct\": -83.67446046566947, \"calmar\": 0.34088389778717304, \"cagr_pct\": 28.523276228776123, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 96.84594953519256, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7121610693089644, \"sortino\": 1.0211725683958353}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 171.71586909912838, \"dd_pct\": -83.67446046566947, \"calmar\": 0.4572330180724847, \"cagr_pct\": 38.258726094304855, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 95.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8082904804184466, \"sortino\": 1.1565237319611854}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 191.46950763130627, \"dd_pct\": -76.67221748139855, \"calmar\": 0.3004124043074803, \"cagr_pct\": 23.033285197172958, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 97.38726790450929, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6481218074121403, \"sortino\": 0.9314420390017025}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 16, "Total P&L %": 691.9689058193546, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.67446046566947, "% In Market": 96.84594953519256, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4572330180724847, "Sub1_Sortino": 1.1565237319611854, "Sub1_Trades": 10, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "64a0e08470105d8db0da66ad55ad0063b15aa99ed92962b266f6044cac642aa5", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -490.0, "i_long_exit_activation_threshold": 180.0, "i_long_exit_activation_confirmation_threshold": -200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "0a17529be51091f3afc6c15335591dd390c5f91983fd89e36c3bdb879a613254", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "141ce96005b1f7c3eb7720438327aadd9d7cd9dacf6d23647d69b7b7341a8dbc", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -491.0, "i_long_exit_activation_threshold": 180.0, "i_long_exit_activation_confirmation_threshold": -200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "50693ea7bd4f314e1b0c413d33d1643adea3a4c280d753eeb13f6ebb8d70240a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "141ce96005b1f7c3eb7720438327aadd9d7cd9dacf6d23647d69b7b7341a8dbc", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -490.05, "i_long_exit_activation_threshold": 180.0, "i_long_exit_activation_confirmation_threshold": -200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "4339d3ad2d7c81be30dd822ce80d2888965912da93a1fd3c13d8475500acff8f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "141ce96005b1f7c3eb7720438327aadd9d7cd9dacf6d23647d69b7b7341a8dbc", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -489.95, "i_long_exit_activation_threshold": 180.0, "i_long_exit_activation_confirmation_threshold": -200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "a6e93de86b5ee21158d438819b3c37dccd5441da66746efe4d1e8a35d34bbd14", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "141ce96005b1f7c3eb7720438327aadd9d7cd9dacf6d23647d69b7b7341a8dbc", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -489.0, "i_long_exit_activation_threshold": 180.0, "i_long_exit_activation_confirmation_threshold": -200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "2a7ac09c806e73d529ec85959d6920e8bf675f27d194ea605d9719fd2b6d2c06", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "141ce96005b1f7c3eb7720438327aadd9d7cd9dacf6d23647d69b7b7341a8dbc", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -490.0, "i_long_exit_activation_threshold": 179.0, "i_long_exit_activation_confirmation_threshold": -200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "4796a63dc82efca27de5bb296171b72911a4a01b509d74b7c050d39f097ed7b0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "141ce96005b1f7c3eb7720438327aadd9d7cd9dacf6d23647d69b7b7341a8dbc", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -490.0, "i_long_exit_activation_threshold": 179.95, "i_long_exit_activation_confirmation_threshold": -200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "c58f15461fcc66b6081f0322e2bcc6a84aaf60f23b6c50307994a31a86f9eb33", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "141ce96005b1f7c3eb7720438327aadd9d7cd9dacf6d23647d69b7b7341a8dbc", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -490.0, "i_long_exit_activation_threshold": 180.05, "i_long_exit_activation_confirmation_threshold": -200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "853725e1c33ecd2875a1e7d65e15c6c9ff01242416eca65840348e8d596fd3db", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "141ce96005b1f7c3eb7720438327aadd9d7cd9dacf6d23647d69b7b7341a8dbc", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -490.0, "i_long_exit_activation_threshold": 181.0, "i_long_exit_activation_confirmation_threshold": -200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "4869060409a516833640e1976f918398966b6e8f37218fb20467449bac848218", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "141ce96005b1f7c3eb7720438327aadd9d7cd9dacf6d23647d69b7b7341a8dbc", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -490.0, "i_long_exit_activation_threshold": 180.0, "i_long_exit_activation_confirmation_threshold": -201.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "c9aeb023c2aba640524aa0221d5f8198b8adb9b48d9fcd888dbf81dd20e5a706", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "141ce96005b1f7c3eb7720438327aadd9d7cd9dacf6d23647d69b7b7341a8dbc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -490.0, "i_long_exit_activation_threshold": 180.0, "i_long_exit_activation_confirmation_threshold": -200.05, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "b2930c5c4b0f8b916932afcc0d9f9f997e9652f1b0392d80818fe5d42f142ea9", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "141ce96005b1f7c3eb7720438327aadd9d7cd9dacf6d23647d69b7b7341a8dbc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -490.0, "i_long_exit_activation_threshold": 180.0, "i_long_exit_activation_confirmation_threshold": -199.95, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "b46ff8df5c039499991a3fd4e36644db89516a9bf59bca7a0dd7c4beebf7ca11", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "141ce96005b1f7c3eb7720438327aadd9d7cd9dacf6d23647d69b7b7341a8dbc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -490.0, "i_long_exit_activation_threshold": 180.0, "i_long_exit_activation_confirmation_threshold": -199.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "39389cb1474171c98919b5b7afc4c91c59279e073a8915aa901d3a5a5d2bb032", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "141ce96005b1f7c3eb7720438327aadd9d7cd9dacf6d23647d69b7b7341a8dbc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -435.0, "i_long_exit_activation_threshold": -110.0, "i_long_exit_activation_confirmation_threshold": -680.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "4176f177176cce015173398ef0642235df48fa4436ee1fc390224c5f2a15df42", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.630523114709987, \"dd_pct\": -29.049962738298973, \"calmar\": -0.43467541835846674, \"cagr_pct\": -12.627304706567976, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.42335766423358, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11517649262576835, \"sortino\": -0.16006819017835583}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.010893177735900879, \"cagr_pct\": -0.5436758954546503, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.173970783532535, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09268652367394087, \"sortino\": 0.13076459189559778}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.017377659014068052, \"cagr_pct\": -0.8673148051409886, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 37.02917771883289, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.11715973697643633, \"sortino\": 0.1652958572877538}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -4.396049483500719, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.90976082790296, "% In Market": 23.173970783532535, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2b18a8c56942b957599a41541e54c6af26c3b2363d45907f66a4e2f6ab5026ff", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -436.0, "i_long_exit_activation_threshold": -110.0, "i_long_exit_activation_confirmation_threshold": -680.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "a5f4de24c59616a13987f0a02b8b2fd4cf3328c6b5bd9f0301f2f1345d1c43f0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.630523114709987, \"dd_pct\": -29.049962738298973, \"calmar\": -0.43467541835846674, \"cagr_pct\": -12.627304706567976, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.42335766423358, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11517649262576835, \"sortino\": -0.16006819017835583}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.010893177735900879, \"cagr_pct\": -0.5436758954546503, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.173970783532535, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09268652367394087, \"sortino\": 0.13076459189559778}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.017377659014068052, \"cagr_pct\": -0.8673148051409886, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 37.02917771883289, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.11715973697643633, \"sortino\": 0.1652958572877538}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -4.396049483500719, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.90976082790296, "% In Market": 23.173970783532535, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2b18a8c56942b957599a41541e54c6af26c3b2363d45907f66a4e2f6ab5026ff", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -435.05, "i_long_exit_activation_threshold": -110.0, "i_long_exit_activation_confirmation_threshold": -680.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "1b253901ba1ada6cacde08117d9e19c9d040c2e5a64c22d4819a7d2aca1c1b84", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.630523114709987, \"dd_pct\": -29.049962738298973, \"calmar\": -0.43467541835846674, \"cagr_pct\": -12.627304706567976, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.42335766423358, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11517649262576835, \"sortino\": -0.16006819017835583}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.010893177735900879, \"cagr_pct\": -0.5436758954546503, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.173970783532535, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09268652367394087, \"sortino\": 0.13076459189559778}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.017377659014068052, \"cagr_pct\": -0.8673148051409886, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 37.02917771883289, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.11715973697643633, \"sortino\": 0.1652958572877538}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -4.396049483500719, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.90976082790296, "% In Market": 23.173970783532535, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2b18a8c56942b957599a41541e54c6af26c3b2363d45907f66a4e2f6ab5026ff", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -434.95, "i_long_exit_activation_threshold": -110.0, "i_long_exit_activation_confirmation_threshold": -680.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "c3aa8e76e74c7adf53b49083e58ef980659b40d5101ed880f559c236b31be8ff", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.630523114709987, \"dd_pct\": -29.049962738298973, \"calmar\": -0.43467541835846674, \"cagr_pct\": -12.627304706567976, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.42335766423358, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11517649262576835, \"sortino\": -0.16006819017835583}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.010893177735900879, \"cagr_pct\": -0.5436758954546503, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.173970783532535, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09268652367394087, \"sortino\": 0.13076459189559778}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.017377659014068052, \"cagr_pct\": -0.8673148051409886, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 37.02917771883289, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.11715973697643633, \"sortino\": 0.1652958572877538}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -4.396049483500719, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.90976082790296, "% In Market": 23.173970783532535, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2b18a8c56942b957599a41541e54c6af26c3b2363d45907f66a4e2f6ab5026ff", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -434.0, "i_long_exit_activation_threshold": -110.0, "i_long_exit_activation_confirmation_threshold": -680.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "853d138bfdd1e8c3ab9a0f997fd85d48a7bccd39dc9ff46061cbdc6a8e752340", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.630523114709987, \"dd_pct\": -29.049962738298973, \"calmar\": -0.43467541835846674, \"cagr_pct\": -12.627304706567976, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.42335766423358, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11517649262576835, \"sortino\": -0.16006819017835583}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.010893177735900879, \"cagr_pct\": -0.5436758954546503, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.173970783532535, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09268652367394087, \"sortino\": 0.13076459189559778}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.017377659014068052, \"cagr_pct\": -0.8673148051409886, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 37.02917771883289, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.11715973697643633, \"sortino\": 0.1652958572877538}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -4.396049483500719, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.90976082790296, "% In Market": 23.173970783532535, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2b18a8c56942b957599a41541e54c6af26c3b2363d45907f66a4e2f6ab5026ff", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -435.0, "i_long_exit_activation_threshold": -111.0, "i_long_exit_activation_confirmation_threshold": -680.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "c9a0f2af2b18e9fecf6ff6474bd43127eeea85825b6a413855f1d00b25381e7d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.630523114709987, \"dd_pct\": -29.049962738298973, \"calmar\": -0.43467541835846674, \"cagr_pct\": -12.627304706567976, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.42335766423358, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11517649262576835, \"sortino\": -0.16006819017835583}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.010893177735900879, \"cagr_pct\": -0.5436758954546503, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.173970783532535, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09268652367394087, \"sortino\": 0.13076459189559778}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.017377659014068052, \"cagr_pct\": -0.8673148051409886, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 37.02917771883289, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.11715973697643633, \"sortino\": 0.1652958572877538}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -4.396049483500719, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.90976082790296, "% In Market": 23.173970783532535, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 2, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2b18a8c56942b957599a41541e54c6af26c3b2363d45907f66a4e2f6ab5026ff", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -435.0, "i_long_exit_activation_threshold": -110.05, "i_long_exit_activation_confirmation_threshold": -680.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "6883b4eebe9b5e7f336a911fc45e2d60d5fc2aa372dc70d0c331be8906ec60b1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.630523114709987, \"dd_pct\": -29.049962738298973, \"calmar\": -0.43467541835846674, \"cagr_pct\": -12.627304706567976, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.42335766423358, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11517649262576835, \"sortino\": -0.16006819017835583}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.010893177735900879, \"cagr_pct\": -0.5436758954546503, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.173970783532535, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09268652367394087, \"sortino\": 0.13076459189559778}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.017377659014068052, \"cagr_pct\": -0.8673148051409886, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 37.02917771883289, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.11715973697643633, \"sortino\": 0.1652958572877538}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -4.396049483500719, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.90976082790296, "% In Market": 23.173970783532535, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2b18a8c56942b957599a41541e54c6af26c3b2363d45907f66a4e2f6ab5026ff", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -435.0, "i_long_exit_activation_threshold": -109.95, "i_long_exit_activation_confirmation_threshold": -680.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "d1e93801e10827bf5a3b0d64da68d1ab631297ad0392a291a163ce87265403e1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.630523114709987, \"dd_pct\": -29.049962738298973, \"calmar\": -0.43467541835846674, \"cagr_pct\": -12.627304706567976, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.42335766423358, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11517649262576835, \"sortino\": -0.16006819017835583}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.010893177735900879, \"cagr_pct\": -0.5436758954546503, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.173970783532535, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09268652367394087, \"sortino\": 0.13076459189559778}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.017377659014068052, \"cagr_pct\": -0.8673148051409886, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 37.02917771883289, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.11715973697643633, \"sortino\": 0.1652958572877538}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -4.396049483500719, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.90976082790296, "% In Market": 23.173970783532535, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2b18a8c56942b957599a41541e54c6af26c3b2363d45907f66a4e2f6ab5026ff", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -435.0, "i_long_exit_activation_threshold": -109.0, "i_long_exit_activation_confirmation_threshold": -680.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "da272d7864903f7d9ad4c6984ca072a5209ee0db39a424300703e3145c0802ea", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.630523114709987, \"dd_pct\": -29.049962738298973, \"calmar\": -0.43467541835846674, \"cagr_pct\": -12.627304706567976, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.42335766423358, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11517649262576835, \"sortino\": -0.16006819017835583}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.010893177735900879, \"cagr_pct\": -0.5436758954546503, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.173970783532535, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09268652367394087, \"sortino\": 0.13076459189559778}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.017377659014068052, \"cagr_pct\": -0.8673148051409886, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 37.02917771883289, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.11715973697643633, \"sortino\": 0.1652958572877538}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -4.396049483500719, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.90976082790296, "% In Market": 23.173970783532535, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2b18a8c56942b957599a41541e54c6af26c3b2363d45907f66a4e2f6ab5026ff", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -435.0, "i_long_exit_activation_threshold": -110.0, "i_long_exit_activation_confirmation_threshold": -681.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "7dfd0091a3d712c4cbb8b338c3360800e9c73ba1f5f50184486007359e256ba6", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.630523114709987, \"dd_pct\": -29.049962738298973, \"calmar\": -0.43467541835846674, \"cagr_pct\": -12.627304706567976, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.42335766423358, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11517649262576835, \"sortino\": -0.16006819017835583}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.010893177735900879, \"cagr_pct\": -0.5436758954546503, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.173970783532535, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09268652367394087, \"sortino\": 0.13076459189559778}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.017377659014068052, \"cagr_pct\": -0.8673148051409886, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 37.02917771883289, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.11715973697643633, \"sortino\": 0.1652958572877538}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -4.396049483500719, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.90976082790296, "% In Market": 23.173970783532535, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2b18a8c56942b957599a41541e54c6af26c3b2363d45907f66a4e2f6ab5026ff", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -435.0, "i_long_exit_activation_threshold": -110.0, "i_long_exit_activation_confirmation_threshold": -680.05, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "29b719eeb1160c679757b45f800405fb8c4b4179a51942df17f2d4bdc2404aec", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.630523114709987, \"dd_pct\": -29.049962738298973, \"calmar\": -0.43467541835846674, \"cagr_pct\": -12.627304706567976, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.42335766423358, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11517649262576835, \"sortino\": -0.16006819017835583}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.010893177735900879, \"cagr_pct\": -0.5436758954546503, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.173970783532535, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09268652367394087, \"sortino\": 0.13076459189559778}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.017377659014068052, \"cagr_pct\": -0.8673148051409886, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 37.02917771883289, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.11715973697643633, \"sortino\": 0.1652958572877538}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -4.396049483500719, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.90976082790296, "% In Market": 23.173970783532535, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2b18a8c56942b957599a41541e54c6af26c3b2363d45907f66a4e2f6ab5026ff", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -435.0, "i_long_exit_activation_threshold": -110.0, "i_long_exit_activation_confirmation_threshold": -679.95, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "8d64df75f49cc6aed7eba5f1d0f95f1bf9e7c85781d1cc1d59a86f80b2db5c88", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.630523114709987, \"dd_pct\": -29.049962738298973, \"calmar\": -0.43467541835846674, \"cagr_pct\": -12.627304706567976, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.42335766423358, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11517649262576835, \"sortino\": -0.16006819017835583}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.010893177735900879, \"cagr_pct\": -0.5436758954546503, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.173970783532535, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09268652367394087, \"sortino\": 0.13076459189559778}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.017377659014068052, \"cagr_pct\": -0.8673148051409886, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 37.02917771883289, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.11715973697643633, \"sortino\": 0.1652958572877538}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -4.396049483500719, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.90976082790296, "% In Market": 23.173970783532535, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2b18a8c56942b957599a41541e54c6af26c3b2363d45907f66a4e2f6ab5026ff", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -435.0, "i_long_exit_activation_threshold": -110.0, "i_long_exit_activation_confirmation_threshold": -679.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "5f8f2cb6f634af2564f7449131fe684615c087e1aa76788a8a413a6770707f5c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -9.630523114709987, \"dd_pct\": -29.049962738298973, \"calmar\": -0.43467541835846674, \"cagr_pct\": -12.627304706567976, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.42335766423358, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.11517649262576835, \"sortino\": -0.16006819017835583}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.010893177735900879, \"cagr_pct\": -0.5436758954546503, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.173970783532535, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09268652367394087, \"sortino\": 0.13076459189559778}, {\"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\": -4.396049483500719, \"dd_pct\": -49.90976082790296, \"calmar\": -0.017377659014068052, \"cagr_pct\": -0.8673148051409886, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 37.02917771883289, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.11715973697643633, \"sortino\": 0.1652958572877538}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -4.396049483500719, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.90976082790296, "% In Market": 23.173970783532535, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2b18a8c56942b957599a41541e54c6af26c3b2363d45907f66a4e2f6ab5026ff", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -485.0, "i_long_exit_activation_threshold": -200.0, "i_long_exit_activation_confirmation_threshold": -160.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "16e338c11bfa994099b18a60b7dacf0cd6049360b4a9978ffad864506b8eb3c6", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4152cb73c18a57f9f484665d24a88698faef5476167a91483d21282cb2cf8cdd", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -486.0, "i_long_exit_activation_threshold": -200.0, "i_long_exit_activation_confirmation_threshold": -160.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "eb553cf77f664ad969130b19f589177ff6b2b7ee8021cf0356a1d04db6ecc5e0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4152cb73c18a57f9f484665d24a88698faef5476167a91483d21282cb2cf8cdd", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -485.05, "i_long_exit_activation_threshold": -200.0, "i_long_exit_activation_confirmation_threshold": -160.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "02ba0b16f986f2192c2e32de66d447c1d2c86d0a2d48c186125a63dcbb49429d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4152cb73c18a57f9f484665d24a88698faef5476167a91483d21282cb2cf8cdd", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -484.95, "i_long_exit_activation_threshold": -200.0, "i_long_exit_activation_confirmation_threshold": -160.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "12f584181d4c99326cf5dfefe5159fd1a0b649ae8307c828041e4bbf02170fca", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4152cb73c18a57f9f484665d24a88698faef5476167a91483d21282cb2cf8cdd", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -484.0, "i_long_exit_activation_threshold": -200.0, "i_long_exit_activation_confirmation_threshold": -160.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "84202dc124596588da1c327297c33a906f8fb97f0d9b7dd7df7559ffd2a554ea", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4152cb73c18a57f9f484665d24a88698faef5476167a91483d21282cb2cf8cdd", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -485.0, "i_long_exit_activation_threshold": -201.0, "i_long_exit_activation_confirmation_threshold": -160.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "51bc0b396df8dd184c5acee8efaf37f55cffc56b45560f1475a9307b75c91e7e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4152cb73c18a57f9f484665d24a88698faef5476167a91483d21282cb2cf8cdd", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -485.0, "i_long_exit_activation_threshold": -200.05, "i_long_exit_activation_confirmation_threshold": -160.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "77d39faf5cecba4f3faa943de37eb5aaa96d5f93175c64de0cabcb1c57285e51", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4152cb73c18a57f9f484665d24a88698faef5476167a91483d21282cb2cf8cdd", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -485.0, "i_long_exit_activation_threshold": -199.95, "i_long_exit_activation_confirmation_threshold": -160.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "d1ba8db560138213fd633167eb779faa4b0bb6a62d6b3bacf0aed46fcc508a7b", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4152cb73c18a57f9f484665d24a88698faef5476167a91483d21282cb2cf8cdd", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -485.0, "i_long_exit_activation_threshold": -199.0, "i_long_exit_activation_confirmation_threshold": -160.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "0427a2e37fb9341cae73c311b5976e7a32439dbfd7d74de1b4529f800e1d2be8", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4152cb73c18a57f9f484665d24a88698faef5476167a91483d21282cb2cf8cdd", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -485.0, "i_long_exit_activation_threshold": -200.0, "i_long_exit_activation_confirmation_threshold": -161.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "fe2cec9640f7b2971c81c8c23b426a96f9fee68695c566d37c5496dd929dfb59", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4152cb73c18a57f9f484665d24a88698faef5476167a91483d21282cb2cf8cdd", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -485.0, "i_long_exit_activation_threshold": -200.0, "i_long_exit_activation_confirmation_threshold": -160.05, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "716f7e74da6decc16d9e8fd27430664c5b31f3a361ea0be1c185cffb34513dc7", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4152cb73c18a57f9f484665d24a88698faef5476167a91483d21282cb2cf8cdd", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -485.0, "i_long_exit_activation_threshold": -200.0, "i_long_exit_activation_confirmation_threshold": -159.95, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "f9b583352f8da73fe1d3454311dbb99499bd9a95ca87d60fd1493f9e5ecd5209", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4152cb73c18a57f9f484665d24a88698faef5476167a91483d21282cb2cf8cdd", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -485.0, "i_long_exit_activation_threshold": -200.0, "i_long_exit_activation_confirmation_threshold": -159.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "06f97e3c7c7a679d7f5b0058bdcf2dc9c20ad58c6360d776b81972400f55cb82", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4152cb73c18a57f9f484665d24a88698faef5476167a91483d21282cb2cf8cdd", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -300.0, "i_long_exit_activation_threshold": 490.0, "i_long_exit_activation_confirmation_threshold": -70.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "ac2dcc14cdba1709d164fa3c97522cc75cad0b2e69942442a80bd337ec7cebe2", "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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.37837739923698865, \"cagr_pct\": 7.597994352994449, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4091789321473175, \"sortino\": 0.6232377236044052}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.0443907443161836, \"cagr_pct\": 0.8913868146451709, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 6.017596281540505, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1424757942212122, \"sortino\": 0.21695650749354412}, {\"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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.07111977792233433, \"cagr_pct\": 1.4281182547630644, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.615384615384617, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1800959395521191, \"sortino\": 0.27424864315666214}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 7.592601197851834, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -20.080465610039266, "% In Market": 6.017596281540505, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8adb803c6cab450e41c654b2e869aa85b6e2d3ae55cc5ebe9bad4016cd689877", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -301.0, "i_long_exit_activation_threshold": 490.0, "i_long_exit_activation_confirmation_threshold": -70.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "95b9e9f922f93fb1f4b9120415bf19c565e20aa74a66de91fcc9b79bd24903d6", "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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.37837739923698865, \"cagr_pct\": 7.597994352994449, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4091789321473175, \"sortino\": 0.6232377236044052}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.0443907443161836, \"cagr_pct\": 0.8913868146451709, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 6.017596281540505, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1424757942212122, \"sortino\": 0.21695650749354412}, {\"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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.07111977792233433, \"cagr_pct\": 1.4281182547630644, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.615384615384617, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1800959395521191, \"sortino\": 0.27424864315666214}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 7.592601197851834, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -20.080465610039266, "% In Market": 6.017596281540505, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8adb803c6cab450e41c654b2e869aa85b6e2d3ae55cc5ebe9bad4016cd689877", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -300.05, "i_long_exit_activation_threshold": 490.0, "i_long_exit_activation_confirmation_threshold": -70.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "54cd582c4429193d11d4cee0aa075ec37bc107d640ddd73f197febbff8d3cff7", "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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.37837739923698865, \"cagr_pct\": 7.597994352994449, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4091789321473175, \"sortino\": 0.6232377236044052}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.0443907443161836, \"cagr_pct\": 0.8913868146451709, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 6.017596281540505, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1424757942212122, \"sortino\": 0.21695650749354412}, {\"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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.07111977792233433, \"cagr_pct\": 1.4281182547630644, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.615384615384617, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1800959395521191, \"sortino\": 0.27424864315666214}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 7.592601197851834, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -20.080465610039266, "% In Market": 6.017596281540505, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8adb803c6cab450e41c654b2e869aa85b6e2d3ae55cc5ebe9bad4016cd689877", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -299.95, "i_long_exit_activation_threshold": 490.0, "i_long_exit_activation_confirmation_threshold": -70.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "b547defc22513956222b8aeb4dbfdf2c0d0d2b1400a7b4578159bdc011aabf24", "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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.37837739923698865, \"cagr_pct\": 7.597994352994449, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4091789321473175, \"sortino\": 0.6232377236044052}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.0443907443161836, \"cagr_pct\": 0.8913868146451709, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 6.017596281540505, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1424757942212122, \"sortino\": 0.21695650749354412}, {\"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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.07111977792233433, \"cagr_pct\": 1.4281182547630644, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.615384615384617, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1800959395521191, \"sortino\": 0.27424864315666214}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 7.592601197851834, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -20.080465610039266, "% In Market": 6.017596281540505, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8adb803c6cab450e41c654b2e869aa85b6e2d3ae55cc5ebe9bad4016cd689877", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -299.0, "i_long_exit_activation_threshold": 490.0, "i_long_exit_activation_confirmation_threshold": -70.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "b70e6648bceb8a67e015fdc50e7baeee2383e85356e837ccf8be1629640f2209", "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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.37837739923698865, \"cagr_pct\": 7.597994352994449, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4091789321473175, \"sortino\": 0.6232377236044052}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.0443907443161836, \"cagr_pct\": 0.8913868146451709, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 6.017596281540505, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1424757942212122, \"sortino\": 0.21695650749354412}, {\"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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.07111977792233433, \"cagr_pct\": 1.4281182547630644, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.615384615384617, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1800959395521191, \"sortino\": 0.27424864315666214}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 7.592601197851834, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -20.080465610039266, "% In Market": 6.017596281540505, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8adb803c6cab450e41c654b2e869aa85b6e2d3ae55cc5ebe9bad4016cd689877", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -300.0, "i_long_exit_activation_threshold": 489.0, "i_long_exit_activation_confirmation_threshold": -70.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "341fc138ed4d02dae7a2571882c83d63203e01f99ee914034d502df8f10c6a6c", "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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.37837739923698865, \"cagr_pct\": 7.597994352994449, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4091789321473175, \"sortino\": 0.6232377236044052}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.0443907443161836, \"cagr_pct\": 0.8913868146451709, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 6.017596281540505, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1424757942212122, \"sortino\": 0.21695650749354412}, {\"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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.07111977792233433, \"cagr_pct\": 1.4281182547630644, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.615384615384617, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1800959395521191, \"sortino\": 0.27424864315666214}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 7.592601197851834, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -20.080465610039266, "% In Market": 6.017596281540505, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 34, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8adb803c6cab450e41c654b2e869aa85b6e2d3ae55cc5ebe9bad4016cd689877", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -300.0, "i_long_exit_activation_threshold": 489.95, "i_long_exit_activation_confirmation_threshold": -70.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "67fdd205d4ee2672cfaa6b67fb202980b3867f24568a25f85875f44f442862b7", "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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.37837739923698865, \"cagr_pct\": 7.597994352994449, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4091789321473175, \"sortino\": 0.6232377236044052}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.0443907443161836, \"cagr_pct\": 0.8913868146451709, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 6.017596281540505, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1424757942212122, \"sortino\": 0.21695650749354412}, {\"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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.07111977792233433, \"cagr_pct\": 1.4281182547630644, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.615384615384617, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1800959395521191, \"sortino\": 0.27424864315666214}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 7.592601197851834, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -20.080465610039266, "% In Market": 6.017596281540505, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8adb803c6cab450e41c654b2e869aa85b6e2d3ae55cc5ebe9bad4016cd689877", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -300.0, "i_long_exit_activation_threshold": 490.05, "i_long_exit_activation_confirmation_threshold": -70.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "ac414f18c72fa8a1db6b1f35e135a13ed53d1147a5407dd408f15226c3b7006a", "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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.37837739923698865, \"cagr_pct\": 7.597994352994449, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4091789321473175, \"sortino\": 0.6232377236044052}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.0443907443161836, \"cagr_pct\": 0.8913868146451709, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 6.017596281540505, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1424757942212122, \"sortino\": 0.21695650749354412}, {\"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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.07111977792233433, \"cagr_pct\": 1.4281182547630644, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.615384615384617, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1800959395521191, \"sortino\": 0.27424864315666214}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 7.592601197851834, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -20.080465610039266, "% In Market": 6.017596281540505, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8adb803c6cab450e41c654b2e869aa85b6e2d3ae55cc5ebe9bad4016cd689877", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -300.0, "i_long_exit_activation_threshold": 491.0, "i_long_exit_activation_confirmation_threshold": -70.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "c0a1e55bdbf947b5c31be3616ec60017ad316b238d87a9bede065faffb704cd7", "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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.37837739923698865, \"cagr_pct\": 7.597994352994449, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4091789321473175, \"sortino\": 0.6232377236044052}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.0443907443161836, \"cagr_pct\": 0.8913868146451709, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 6.017596281540505, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1424757942212122, \"sortino\": 0.21695650749354412}, {\"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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.07111977792233433, \"cagr_pct\": 1.4281182547630644, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.615384615384617, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1800959395521191, \"sortino\": 0.27424864315666214}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 7.592601197851834, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -20.080465610039266, "% In Market": 6.017596281540505, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 39, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8adb803c6cab450e41c654b2e869aa85b6e2d3ae55cc5ebe9bad4016cd689877", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -300.0, "i_long_exit_activation_threshold": 490.0, "i_long_exit_activation_confirmation_threshold": -71.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "afe92e97155c5ee11a896eb76eb6c4af1410aedf9852c9b377f4f0f7f701301e", "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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.37837739923698865, \"cagr_pct\": 7.597994352994449, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4091789321473175, \"sortino\": 0.6232377236044052}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.0443907443161836, \"cagr_pct\": 0.8913868146451709, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 6.017596281540505, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1424757942212122, \"sortino\": 0.21695650749354412}, {\"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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.07111977792233433, \"cagr_pct\": 1.4281182547630644, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.615384615384617, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1800959395521191, \"sortino\": 0.27424864315666214}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 7.592601197851834, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -20.080465610039266, "% In Market": 6.017596281540505, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 35, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8adb803c6cab450e41c654b2e869aa85b6e2d3ae55cc5ebe9bad4016cd689877", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -300.0, "i_long_exit_activation_threshold": 490.0, "i_long_exit_activation_confirmation_threshold": -70.05, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "e6e0af5e8afaed1c44b35f4ec9be4ffc04819bb131c7d1ca0f1055a475b0bf18", "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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.37837739923698865, \"cagr_pct\": 7.597994352994449, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4091789321473175, \"sortino\": 0.6232377236044052}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.0443907443161836, \"cagr_pct\": 0.8913868146451709, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 6.017596281540505, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1424757942212122, \"sortino\": 0.21695650749354412}, {\"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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.07111977792233433, \"cagr_pct\": 1.4281182547630644, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.615384615384617, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1800959395521191, \"sortino\": 0.27424864315666214}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 7.592601197851834, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -20.080465610039266, "% In Market": 6.017596281540505, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8adb803c6cab450e41c654b2e869aa85b6e2d3ae55cc5ebe9bad4016cd689877", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -300.0, "i_long_exit_activation_threshold": 490.0, "i_long_exit_activation_confirmation_threshold": -69.95, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "53a4b344474179dac3b7cef6e5badecac01b9201c37bada7586e2c6841867095", "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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.37837739923698865, \"cagr_pct\": 7.597994352994449, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4091789321473175, \"sortino\": 0.6232377236044052}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.0443907443161836, \"cagr_pct\": 0.8913868146451709, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 6.017596281540505, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1424757942212122, \"sortino\": 0.21695650749354412}, {\"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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.07111977792233433, \"cagr_pct\": 1.4281182547630644, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.615384615384617, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1800959395521191, \"sortino\": 0.27424864315666214}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 7.592601197851834, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -20.080465610039266, "% In Market": 6.017596281540505, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8adb803c6cab450e41c654b2e869aa85b6e2d3ae55cc5ebe9bad4016cd689877", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -300.0, "i_long_exit_activation_threshold": 490.0, "i_long_exit_activation_confirmation_threshold": -69.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "a48cbeec93eb4ac586a56873841e2105ec23b89a9404c7e1a047340fcd113f2c", "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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.37837739923698865, \"cagr_pct\": 7.597994352994449, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4091789321473175, \"sortino\": 0.6232377236044052}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.0443907443161836, \"cagr_pct\": 0.8913868146451709, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 6.017596281540505, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1424757942212122, \"sortino\": 0.21695650749354412}, {\"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\": 7.592601197851834, \"dd_pct\": -20.080465610039266, \"calmar\": 0.07111977792233433, \"cagr_pct\": 1.4281182547630644, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 9.615384615384617, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1800959395521191, \"sortino\": 0.27424864315666214}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 7.592601197851834, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -20.080465610039266, "% In Market": 6.017596281540505, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "8adb803c6cab450e41c654b2e869aa85b6e2d3ae55cc5ebe9bad4016cd689877", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -315.0, "i_long_exit_activation_threshold": 130.0, "i_long_exit_activation_confirmation_threshold": -200.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "fde06cf7169a3d54d3a809e753d65fa45db09b62887d4e3d73621482e50a3576", "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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.5439926185392556, \"cagr_pct\": -2.7766772086273424, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.9178082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6024992320814191, \"sortino\": -0.7483085859424906}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.06674066594985853, \"cagr_pct\": -0.340661398180737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.23240371845949537, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2097774300155821, \"sortino\": -0.26049517091902785}, {\"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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.10653478866044092, \"cagr_pct\": -0.5437807601024103, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3713527851458886, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2651695806854238, \"sortino\": -0.3292846478713343}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -2.7748032920814736, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.104255304204964, "% In Market": 0.23240371845949537, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37a2e7d1112168d323521495e75eb5c34eaeac8799526406eba6cdaa8c90f586", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -316.0, "i_long_exit_activation_threshold": 130.0, "i_long_exit_activation_confirmation_threshold": -200.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "3cad2da87ee7ecaa2783db87b411fb78a9c531f08847ad829bfd3804a493a7eb", "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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.5439926185392556, \"cagr_pct\": -2.7766772086273424, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.9178082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6024992320814191, \"sortino\": -0.7483085859424906}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.06674066594985853, \"cagr_pct\": -0.340661398180737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.23240371845949537, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2097774300155821, \"sortino\": -0.26049517091902785}, {\"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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.10653478866044092, \"cagr_pct\": -0.5437807601024103, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3713527851458886, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2651695806854238, \"sortino\": -0.3292846478713343}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -2.7748032920814736, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.104255304204964, "% In Market": 0.23240371845949537, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37a2e7d1112168d323521495e75eb5c34eaeac8799526406eba6cdaa8c90f586", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -315.05, "i_long_exit_activation_threshold": 130.0, "i_long_exit_activation_confirmation_threshold": -200.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "83f9a7809de62b83f7b84d4a0eea9c0ec47e657b31bd307dfb2d421b4d5cff48", "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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.5439926185392556, \"cagr_pct\": -2.7766772086273424, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.9178082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6024992320814191, \"sortino\": -0.7483085859424906}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.06674066594985853, \"cagr_pct\": -0.340661398180737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.23240371845949537, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2097774300155821, \"sortino\": -0.26049517091902785}, {\"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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.10653478866044092, \"cagr_pct\": -0.5437807601024103, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3713527851458886, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2651695806854238, \"sortino\": -0.3292846478713343}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -2.7748032920814736, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.104255304204964, "% In Market": 0.23240371845949537, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37a2e7d1112168d323521495e75eb5c34eaeac8799526406eba6cdaa8c90f586", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -314.95, "i_long_exit_activation_threshold": 130.0, "i_long_exit_activation_confirmation_threshold": -200.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "67c5f7f702e39930bc23233794e68ccbdfb5bd574f13199efaa37ce18c640a7f", "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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.5439926185392556, \"cagr_pct\": -2.7766772086273424, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.9178082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6024992320814191, \"sortino\": -0.7483085859424906}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.06674066594985853, \"cagr_pct\": -0.340661398180737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.23240371845949537, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2097774300155821, \"sortino\": -0.26049517091902785}, {\"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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.10653478866044092, \"cagr_pct\": -0.5437807601024103, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3713527851458886, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2651695806854238, \"sortino\": -0.3292846478713343}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -2.7748032920814736, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.104255304204964, "% In Market": 0.23240371845949537, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37a2e7d1112168d323521495e75eb5c34eaeac8799526406eba6cdaa8c90f586", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -314.0, "i_long_exit_activation_threshold": 130.0, "i_long_exit_activation_confirmation_threshold": -200.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "9fa6a50b27e0bb27d2ca974ca0c3396654cf09dd04d4aec3b3b2d98dc5bab26d", "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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.5439926185392556, \"cagr_pct\": -2.7766772086273424, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.9178082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6024992320814191, \"sortino\": -0.7483085859424906}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.06674066594985853, \"cagr_pct\": -0.340661398180737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.23240371845949537, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2097774300155821, \"sortino\": -0.26049517091902785}, {\"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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.10653478866044092, \"cagr_pct\": -0.5437807601024103, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3713527851458886, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2651695806854238, \"sortino\": -0.3292846478713343}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -2.7748032920814736, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.104255304204964, "% In Market": 0.23240371845949537, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37a2e7d1112168d323521495e75eb5c34eaeac8799526406eba6cdaa8c90f586", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -315.0, "i_long_exit_activation_threshold": 129.0, "i_long_exit_activation_confirmation_threshold": -200.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "815358c8fb77ce9659a2a5c696e3ec440fcbd76fb9ee5e5f11307acbeea06c91", "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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.5439926185392556, \"cagr_pct\": -2.7766772086273424, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.9178082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6024992320814191, \"sortino\": -0.7483085859424906}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.06674066594985853, \"cagr_pct\": -0.340661398180737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.23240371845949537, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2097774300155821, \"sortino\": -0.26049517091902785}, {\"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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.10653478866044092, \"cagr_pct\": -0.5437807601024103, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3713527851458886, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2651695806854238, \"sortino\": -0.3292846478713343}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -2.7748032920814736, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.104255304204964, "% In Market": 0.23240371845949537, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37a2e7d1112168d323521495e75eb5c34eaeac8799526406eba6cdaa8c90f586", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -315.0, "i_long_exit_activation_threshold": 129.95, "i_long_exit_activation_confirmation_threshold": -200.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "c4bb9628cd8b5447399bb21a0e4e351005e079d1e8bc94fa513c297c6d721b86", "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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.5439926185392556, \"cagr_pct\": -2.7766772086273424, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.9178082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6024992320814191, \"sortino\": -0.7483085859424906}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.06674066594985853, \"cagr_pct\": -0.340661398180737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.23240371845949537, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2097774300155821, \"sortino\": -0.26049517091902785}, {\"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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.10653478866044092, \"cagr_pct\": -0.5437807601024103, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3713527851458886, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2651695806854238, \"sortino\": -0.3292846478713343}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -2.7748032920814736, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.104255304204964, "% In Market": 0.23240371845949537, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37a2e7d1112168d323521495e75eb5c34eaeac8799526406eba6cdaa8c90f586", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -315.0, "i_long_exit_activation_threshold": 130.05, "i_long_exit_activation_confirmation_threshold": -200.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "5675a13fd8aad58d241f4e99920a992d3e28208d2b3dea82d083a8d5db8f87b6", "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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.5439926185392556, \"cagr_pct\": -2.7766772086273424, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.9178082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6024992320814191, \"sortino\": -0.7483085859424906}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.06674066594985853, \"cagr_pct\": -0.340661398180737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.23240371845949537, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2097774300155821, \"sortino\": -0.26049517091902785}, {\"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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.10653478866044092, \"cagr_pct\": -0.5437807601024103, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3713527851458886, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2651695806854238, \"sortino\": -0.3292846478713343}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -2.7748032920814736, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.104255304204964, "% In Market": 0.23240371845949537, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37a2e7d1112168d323521495e75eb5c34eaeac8799526406eba6cdaa8c90f586", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -315.0, "i_long_exit_activation_threshold": 131.0, "i_long_exit_activation_confirmation_threshold": -200.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "3b2145b15f4237c4e338c2c85d74167e47e059456e34d66387876e7d39cad2ac", "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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.5439926185392556, \"cagr_pct\": -2.7766772086273424, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.9178082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6024992320814191, \"sortino\": -0.7483085859424906}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.06674066594985853, \"cagr_pct\": -0.340661398180737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.23240371845949537, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2097774300155821, \"sortino\": -0.26049517091902785}, {\"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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.10653478866044092, \"cagr_pct\": -0.5437807601024103, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3713527851458886, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2651695806854238, \"sortino\": -0.3292846478713343}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -2.7748032920814736, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.104255304204964, "% In Market": 0.23240371845949537, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37a2e7d1112168d323521495e75eb5c34eaeac8799526406eba6cdaa8c90f586", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -315.0, "i_long_exit_activation_threshold": 130.0, "i_long_exit_activation_confirmation_threshold": -201.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "4619208d31a21daddf27091a4525954742b80d0267aa876e684e7c6a8a9f6ac6", "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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.5439926185392556, \"cagr_pct\": -2.7766772086273424, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.9178082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6024992320814191, \"sortino\": -0.7483085859424906}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.06674066594985853, \"cagr_pct\": -0.340661398180737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.23240371845949537, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2097774300155821, \"sortino\": -0.26049517091902785}, {\"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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.10653478866044092, \"cagr_pct\": -0.5437807601024103, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3713527851458886, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2651695806854238, \"sortino\": -0.3292846478713343}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -2.7748032920814736, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.104255304204964, "% In Market": 0.23240371845949537, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37a2e7d1112168d323521495e75eb5c34eaeac8799526406eba6cdaa8c90f586", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -315.0, "i_long_exit_activation_threshold": 130.0, "i_long_exit_activation_confirmation_threshold": -200.05, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "4865acdd71e8506b6abc6c42ebca4ea23b693723ed4b8fcfae76ab7479018c88", "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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.5439926185392556, \"cagr_pct\": -2.7766772086273424, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.9178082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6024992320814191, \"sortino\": -0.7483085859424906}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.06674066594985853, \"cagr_pct\": -0.340661398180737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.23240371845949537, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2097774300155821, \"sortino\": -0.26049517091902785}, {\"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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.10653478866044092, \"cagr_pct\": -0.5437807601024103, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3713527851458886, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2651695806854238, \"sortino\": -0.3292846478713343}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -2.7748032920814736, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.104255304204964, "% In Market": 0.23240371845949537, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37a2e7d1112168d323521495e75eb5c34eaeac8799526406eba6cdaa8c90f586", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -315.0, "i_long_exit_activation_threshold": 130.0, "i_long_exit_activation_confirmation_threshold": -199.95, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "9d2729d69452e23a675b15bcca038787ee0506ef2995e185851fa9c302a8da1a", "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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.5439926185392556, \"cagr_pct\": -2.7766772086273424, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.9178082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6024992320814191, \"sortino\": -0.7483085859424906}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.06674066594985853, \"cagr_pct\": -0.340661398180737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.23240371845949537, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2097774300155821, \"sortino\": -0.26049517091902785}, {\"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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.10653478866044092, \"cagr_pct\": -0.5437807601024103, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3713527851458886, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2651695806854238, \"sortino\": -0.3292846478713343}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -2.7748032920814736, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.104255304204964, "% In Market": 0.23240371845949537, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37a2e7d1112168d323521495e75eb5c34eaeac8799526406eba6cdaa8c90f586", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -315.0, "i_long_exit_activation_threshold": 130.0, "i_long_exit_activation_confirmation_threshold": -199.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "28314fbf419d6090b5837c7615b72895feec6cf65f714d0472fbdcb8a33c106b", "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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.5439926185392556, \"cagr_pct\": -2.7766772086273424, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 1.9178082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6024992320814191, \"sortino\": -0.7483085859424906}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.06674066594985853, \"cagr_pct\": -0.340661398180737, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.23240371845949537, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2097774300155821, \"sortino\": -0.26049517091902785}, {\"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\": -2.7748032920814736, \"dd_pct\": -5.104255304204964, \"calmar\": -0.10653478866044092, \"cagr_pct\": -0.5437807601024103, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.3713527851458886, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2651695806854238, \"sortino\": -0.3292846478713343}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -2.7748032920814736, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -5.104255304204964, "% In Market": 0.23240371845949537, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37a2e7d1112168d323521495e75eb5c34eaeac8799526406eba6cdaa8c90f586", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -240.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "89ab376f415e6c253e2eba789c59f611411f3c5902219b9df11127e9b0a70b53", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 22.174613529414277, \"dd_pct\": -20.08046561003939, \"calmar\": 1.1051225046610031, \"cagr_pct\": 22.191374449725867, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 66.02739726027397, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7655046840941608, \"sortino\": 1.1585108175463936}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.69268352159334, \"dd_pct\": -28.377158732563313, \"calmar\": 2.9980165724854673, \"cagr_pct\": 85.0751921602755, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 90.96715328467153, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4948275275680225, \"sortino\": 2.1902455849420766}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 77.7870303550468, \"dd_pct\": -29.51024924618593, \"calmar\": 2.6383075608798525, \"cagr_pct\": 77.85711370966129, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4984964330214572, \"sortino\": 2.239007753483765}, {\"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\": 153.06887795491062, \"dd_pct\": -75.97617105589762, \"calmar\": 0.15686083817798743, \"cagr_pct\": 11.91768587338225, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 52.581341301460824, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4757433529481391, \"sortino\": 0.6840227434073662}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 78.87963766001924, \"dd_pct\": -13.366895306746972, \"calmar\": 1.551623949891768, \"cagr_pct\": 20.740394893644478, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 4.059449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4456397487785053, \"sortino\": 2.48943574116392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.47439097338497, \"dd_pct\": -75.97617105589762, \"calmar\": 0.09152641785692604, \"cagr_pct\": 6.953826779231376, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 81.59151193633953, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3964114431930795, \"sortino\": 0.5667766446046759}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 153.06887795491062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.97617105589762, "% In Market": 52.581341301460824, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "62afe51fed4f11449267ffb3a75a61e8a58cf50d8d315d8d4a382fe7e6e2faf6", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -241.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "1d5cfcf2fd91afaf879656ccda6e20731e9a5977623e047d061911873a45a2fd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 22.174613529414277, \"dd_pct\": -20.08046561003939, \"calmar\": 1.1051225046610031, \"cagr_pct\": 22.191374449725867, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 66.02739726027397, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7655046840941608, \"sortino\": 1.1585108175463936}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.69268352159334, \"dd_pct\": -28.377158732563313, \"calmar\": 2.9980165724854673, \"cagr_pct\": 85.0751921602755, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 90.96715328467153, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4948275275680225, \"sortino\": 2.1902455849420766}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 77.7870303550468, \"dd_pct\": -29.51024924618593, \"calmar\": 2.6383075608798525, \"cagr_pct\": 77.85711370966129, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4984964330214572, \"sortino\": 2.239007753483765}, {\"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\": 153.06887795491062, \"dd_pct\": -75.97617105589762, \"calmar\": 0.15686083817798743, \"cagr_pct\": 11.91768587338225, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 52.581341301460824, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4757433529481391, \"sortino\": 0.6840227434073662}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 78.87963766001924, \"dd_pct\": -13.366895306746972, \"calmar\": 1.551623949891768, \"cagr_pct\": 20.740394893644478, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 4.059449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4456397487785053, \"sortino\": 2.48943574116392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.47439097338497, \"dd_pct\": -75.97617105589762, \"calmar\": 0.09152641785692604, \"cagr_pct\": 6.953826779231376, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 81.59151193633953, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3964114431930795, \"sortino\": 0.5667766446046759}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 153.06887795491062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.97617105589762, "% In Market": 52.581341301460824, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "62afe51fed4f11449267ffb3a75a61e8a58cf50d8d315d8d4a382fe7e6e2faf6", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -240.05, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "37be0b0fb03adac9137d00c6ccda3cae73b75ef70c9985558ce97101d7f3b998", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 22.174613529414277, \"dd_pct\": -20.08046561003939, \"calmar\": 1.1051225046610031, \"cagr_pct\": 22.191374449725867, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 66.02739726027397, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7655046840941608, \"sortino\": 1.1585108175463936}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.69268352159334, \"dd_pct\": -28.377158732563313, \"calmar\": 2.9980165724854673, \"cagr_pct\": 85.0751921602755, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 90.96715328467153, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4948275275680225, \"sortino\": 2.1902455849420766}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 77.7870303550468, \"dd_pct\": -29.51024924618593, \"calmar\": 2.6383075608798525, \"cagr_pct\": 77.85711370966129, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4984964330214572, \"sortino\": 2.239007753483765}, {\"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\": 153.06887795491062, \"dd_pct\": -75.97617105589762, \"calmar\": 0.15686083817798743, \"cagr_pct\": 11.91768587338225, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 52.581341301460824, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4757433529481391, \"sortino\": 0.6840227434073662}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 78.87963766001924, \"dd_pct\": -13.366895306746972, \"calmar\": 1.551623949891768, \"cagr_pct\": 20.740394893644478, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 4.059449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4456397487785053, \"sortino\": 2.48943574116392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.47439097338497, \"dd_pct\": -75.97617105589762, \"calmar\": 0.09152641785692604, \"cagr_pct\": 6.953826779231376, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 81.59151193633953, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3964114431930795, \"sortino\": 0.5667766446046759}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 153.06887795491062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.97617105589762, "% In Market": 52.581341301460824, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "62afe51fed4f11449267ffb3a75a61e8a58cf50d8d315d8d4a382fe7e6e2faf6", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -239.95, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "05e5fd76d4a97148f6606e2fa6cdcc122f4ba316560fb24564484251814105c7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 22.174613529414277, \"dd_pct\": -20.08046561003939, \"calmar\": 1.1051225046610031, \"cagr_pct\": 22.191374449725867, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 66.02739726027397, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7655046840941608, \"sortino\": 1.1585108175463936}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.69268352159334, \"dd_pct\": -28.377158732563313, \"calmar\": 2.9980165724854673, \"cagr_pct\": 85.0751921602755, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 90.96715328467153, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4948275275680225, \"sortino\": 2.1902455849420766}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 77.7870303550468, \"dd_pct\": -29.51024924618593, \"calmar\": 2.6383075608798525, \"cagr_pct\": 77.85711370966129, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4984964330214572, \"sortino\": 2.239007753483765}, {\"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\": 153.06887795491062, \"dd_pct\": -75.97617105589762, \"calmar\": 0.15686083817798743, \"cagr_pct\": 11.91768587338225, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 52.581341301460824, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4757433529481391, \"sortino\": 0.6840227434073662}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 78.87963766001924, \"dd_pct\": -13.366895306746972, \"calmar\": 1.551623949891768, \"cagr_pct\": 20.740394893644478, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 4.059449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4456397487785053, \"sortino\": 2.48943574116392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.47439097338497, \"dd_pct\": -75.97617105589762, \"calmar\": 0.09152641785692604, \"cagr_pct\": 6.953826779231376, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 81.59151193633953, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3964114431930795, \"sortino\": 0.5667766446046759}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 153.06887795491062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.97617105589762, "% In Market": 52.581341301460824, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "62afe51fed4f11449267ffb3a75a61e8a58cf50d8d315d8d4a382fe7e6e2faf6", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -239.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "5816400fff7cbccdad4ecfd5169b4545c2fda76d3f41cad6a2b9699835f6f7ba", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 22.174613529414277, \"dd_pct\": -20.08046561003939, \"calmar\": 1.1051225046610031, \"cagr_pct\": 22.191374449725867, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 66.02739726027397, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7655046840941608, \"sortino\": 1.1585108175463936}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 50.087908096045666, \"dd_pct\": -29.049962738298905, \"calmar\": 2.4722958440879577, \"cagr_pct\": 71.82010214880641, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 95.25547445255475, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3195308198258715, \"sortino\": 1.9207461326258}, {\"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\": 142.59279646796702, \"dd_pct\": -75.97617105589762, \"calmar\": 0.1493281152544134, \"cagr_pct\": 11.345378428024107, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 52.97974767596282, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4640444481965973, \"sortino\": 0.6668060208184406}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 78.87963766001924, \"dd_pct\": -13.366895306746972, \"calmar\": 1.551623949891768, \"cagr_pct\": 20.740394893644478, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 4.059449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4456397487785053, \"sortino\": 2.48943574116392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 35.61789348491588, \"dd_pct\": -75.97617105589762, \"calmar\": 0.08004148777029094, \"cagr_pct\": 6.0812457664041615, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 82.22811671087533, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.38204009559225177, \"sortino\": 0.5459180819738371}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 142.59279646796702, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.97617105589762, "% In Market": 52.97974767596282, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "62afe51fed4f11449267ffb3a75a61e8a58cf50d8d315d8d4a382fe7e6e2faf6", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -240.0, "i_long_exit_activation_threshold": -231.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "490b70a8646b6b6ce8d71ac3a394f210b37486b81f6e73a9c21531731d8287e9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 22.174613529414277, \"dd_pct\": -20.08046561003939, \"calmar\": 1.1051225046610031, \"cagr_pct\": 22.191374449725867, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 66.02739726027397, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7655046840941608, \"sortino\": 1.1585108175463936}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.69268352159334, \"dd_pct\": -28.377158732563313, \"calmar\": 2.9980165724854673, \"cagr_pct\": 85.0751921602755, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 90.96715328467153, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4948275275680225, \"sortino\": 2.1902455849420766}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 77.7870303550468, \"dd_pct\": -29.51024924618593, \"calmar\": 2.6383075608798525, \"cagr_pct\": 77.85711370966129, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4984964330214572, \"sortino\": 2.239007753483765}, {\"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\": 153.06887795491062, \"dd_pct\": -75.97617105589762, \"calmar\": 0.15686083817798743, \"cagr_pct\": 11.91768587338225, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 52.581341301460824, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4757433529481391, \"sortino\": 0.6840227434073662}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 78.87963766001924, \"dd_pct\": -13.366895306746972, \"calmar\": 1.551623949891768, \"cagr_pct\": 20.740394893644478, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 4.059449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4456397487785053, \"sortino\": 2.48943574116392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.47439097338497, \"dd_pct\": -75.97617105589762, \"calmar\": 0.09152641785692604, \"cagr_pct\": 6.953826779231376, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 81.59151193633953, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3964114431930795, \"sortino\": 0.5667766446046759}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 153.06887795491062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.97617105589762, "% In Market": 52.581341301460824, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "62afe51fed4f11449267ffb3a75a61e8a58cf50d8d315d8d4a382fe7e6e2faf6", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -240.0, "i_long_exit_activation_threshold": -230.05, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "6e32b872aab15aa8ab027b7b3c67d4cccc61e1fa71457d6149a641a57d76d01a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 22.174613529414277, \"dd_pct\": -20.08046561003939, \"calmar\": 1.1051225046610031, \"cagr_pct\": 22.191374449725867, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 66.02739726027397, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7655046840941608, \"sortino\": 1.1585108175463936}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.69268352159334, \"dd_pct\": -28.377158732563313, \"calmar\": 2.9980165724854673, \"cagr_pct\": 85.0751921602755, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 90.96715328467153, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4948275275680225, \"sortino\": 2.1902455849420766}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 77.7870303550468, \"dd_pct\": -29.51024924618593, \"calmar\": 2.6383075608798525, \"cagr_pct\": 77.85711370966129, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4984964330214572, \"sortino\": 2.239007753483765}, {\"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\": 153.06887795491062, \"dd_pct\": -75.97617105589762, \"calmar\": 0.15686083817798743, \"cagr_pct\": 11.91768587338225, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 52.581341301460824, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4757433529481391, \"sortino\": 0.6840227434073662}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 78.87963766001924, \"dd_pct\": -13.366895306746972, \"calmar\": 1.551623949891768, \"cagr_pct\": 20.740394893644478, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 4.059449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4456397487785053, \"sortino\": 2.48943574116392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.47439097338497, \"dd_pct\": -75.97617105589762, \"calmar\": 0.09152641785692604, \"cagr_pct\": 6.953826779231376, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 81.59151193633953, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3964114431930795, \"sortino\": 0.5667766446046759}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 153.06887795491062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.97617105589762, "% In Market": 52.581341301460824, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "62afe51fed4f11449267ffb3a75a61e8a58cf50d8d315d8d4a382fe7e6e2faf6", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -240.0, "i_long_exit_activation_threshold": -229.95, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "bbca85641c7a6c678436b49e6176669e40cdacde8ad1f824a9ddffce0e57dc59", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 22.174613529414277, \"dd_pct\": -20.08046561003939, \"calmar\": 1.1051225046610031, \"cagr_pct\": 22.191374449725867, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 66.02739726027397, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7655046840941608, \"sortino\": 1.1585108175463936}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.69268352159334, \"dd_pct\": -28.377158732563313, \"calmar\": 2.9980165724854673, \"cagr_pct\": 85.0751921602755, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 90.96715328467153, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4948275275680225, \"sortino\": 2.1902455849420766}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 77.7870303550468, \"dd_pct\": -29.51024924618593, \"calmar\": 2.6383075608798525, \"cagr_pct\": 77.85711370966129, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4984964330214572, \"sortino\": 2.239007753483765}, {\"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\": 153.06887795491062, \"dd_pct\": -75.97617105589762, \"calmar\": 0.15686083817798743, \"cagr_pct\": 11.91768587338225, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 52.581341301460824, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4757433529481391, \"sortino\": 0.6840227434073662}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 78.87963766001924, \"dd_pct\": -13.366895306746972, \"calmar\": 1.551623949891768, \"cagr_pct\": 20.740394893644478, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 4.059449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4456397487785053, \"sortino\": 2.48943574116392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.47439097338497, \"dd_pct\": -75.97617105589762, \"calmar\": 0.09152641785692604, \"cagr_pct\": 6.953826779231376, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 81.59151193633953, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3964114431930795, \"sortino\": 0.5667766446046759}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 153.06887795491062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.97617105589762, "% In Market": 52.581341301460824, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "62afe51fed4f11449267ffb3a75a61e8a58cf50d8d315d8d4a382fe7e6e2faf6", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -240.0, "i_long_exit_activation_threshold": -229.0, "i_long_exit_activation_confirmation_threshold": 190.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "9b0c0e6c3f100ac74b043e9da4c1a404d6aabdb6cfd5d40c2ce6243f4a7136a7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 22.174613529414277, \"dd_pct\": -20.08046561003939, \"calmar\": 1.1051225046610031, \"cagr_pct\": 22.191374449725867, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 66.02739726027397, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7655046840941608, \"sortino\": 1.1585108175463936}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.69268352159334, \"dd_pct\": -28.377158732563313, \"calmar\": 2.9980165724854673, \"cagr_pct\": 85.0751921602755, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 90.96715328467153, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4948275275680225, \"sortino\": 2.1902455849420766}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 77.7870303550468, \"dd_pct\": -29.51024924618593, \"calmar\": 2.6383075608798525, \"cagr_pct\": 77.85711370966129, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4984964330214572, \"sortino\": 2.239007753483765}, {\"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\": 153.06887795491062, \"dd_pct\": -75.97617105589762, \"calmar\": 0.15686083817798743, \"cagr_pct\": 11.91768587338225, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 52.581341301460824, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4757433529481391, \"sortino\": 0.6840227434073662}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 78.87963766001924, \"dd_pct\": -13.366895306746972, \"calmar\": 1.551623949891768, \"cagr_pct\": 20.740394893644478, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 4.059449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4456397487785053, \"sortino\": 2.48943574116392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.47439097338497, \"dd_pct\": -75.97617105589762, \"calmar\": 0.09152641785692604, \"cagr_pct\": 6.953826779231376, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 81.59151193633953, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3964114431930795, \"sortino\": 0.5667766446046759}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 153.06887795491062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.97617105589762, "% In Market": 52.581341301460824, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "62afe51fed4f11449267ffb3a75a61e8a58cf50d8d315d8d4a382fe7e6e2faf6", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -240.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": 189.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "cc5cd412f64f1731c172dcaa197fc3ae7a1179e6b8ba11a98fb4110996e3a748", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 22.174613529414277, \"dd_pct\": -20.08046561003939, \"calmar\": 1.1051225046610031, \"cagr_pct\": 22.191374449725867, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 66.02739726027397, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7655046840941608, \"sortino\": 1.1585108175463936}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.69268352159334, \"dd_pct\": -28.377158732563313, \"calmar\": 2.9980165724854673, \"cagr_pct\": 85.0751921602755, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 90.96715328467153, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4948275275680225, \"sortino\": 2.1902455849420766}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 77.7870303550468, \"dd_pct\": -29.51024924618593, \"calmar\": 2.6383075608798525, \"cagr_pct\": 77.85711370966129, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4984964330214572, \"sortino\": 2.239007753483765}, {\"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\": 153.06887795491062, \"dd_pct\": -75.97617105589762, \"calmar\": 0.15686083817798743, \"cagr_pct\": 11.91768587338225, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 52.581341301460824, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4757433529481391, \"sortino\": 0.6840227434073662}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 78.87963766001924, \"dd_pct\": -13.366895306746972, \"calmar\": 1.551623949891768, \"cagr_pct\": 20.740394893644478, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 4.059449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4456397487785053, \"sortino\": 2.48943574116392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.47439097338497, \"dd_pct\": -75.97617105589762, \"calmar\": 0.09152641785692604, \"cagr_pct\": 6.953826779231376, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 81.59151193633953, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3964114431930795, \"sortino\": 0.5667766446046759}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 153.06887795491062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.97617105589762, "% In Market": 52.581341301460824, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "62afe51fed4f11449267ffb3a75a61e8a58cf50d8d315d8d4a382fe7e6e2faf6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -240.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": 189.95, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "10f9587b7b4be8cea98fa062da14964bff8020782e0194c521815dd604c99ee7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 22.174613529414277, \"dd_pct\": -20.08046561003939, \"calmar\": 1.1051225046610031, \"cagr_pct\": 22.191374449725867, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 66.02739726027397, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7655046840941608, \"sortino\": 1.1585108175463936}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.69268352159334, \"dd_pct\": -28.377158732563313, \"calmar\": 2.9980165724854673, \"cagr_pct\": 85.0751921602755, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 90.96715328467153, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4948275275680225, \"sortino\": 2.1902455849420766}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 77.7870303550468, \"dd_pct\": -29.51024924618593, \"calmar\": 2.6383075608798525, \"cagr_pct\": 77.85711370966129, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4984964330214572, \"sortino\": 2.239007753483765}, {\"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\": 153.06887795491062, \"dd_pct\": -75.97617105589762, \"calmar\": 0.15686083817798743, \"cagr_pct\": 11.91768587338225, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 52.581341301460824, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4757433529481391, \"sortino\": 0.6840227434073662}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 78.87963766001924, \"dd_pct\": -13.366895306746972, \"calmar\": 1.551623949891768, \"cagr_pct\": 20.740394893644478, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 4.059449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4456397487785053, \"sortino\": 2.48943574116392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.47439097338497, \"dd_pct\": -75.97617105589762, \"calmar\": 0.09152641785692604, \"cagr_pct\": 6.953826779231376, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 81.59151193633953, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3964114431930795, \"sortino\": 0.5667766446046759}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 153.06887795491062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.97617105589762, "% In Market": 52.581341301460824, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "62afe51fed4f11449267ffb3a75a61e8a58cf50d8d315d8d4a382fe7e6e2faf6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -240.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": 190.05, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "4615cfdbb35d1d5ad110d9548f760e71af31d72716a6c310452c3094729820e1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 22.174613529414277, \"dd_pct\": -20.08046561003939, \"calmar\": 1.1051225046610031, \"cagr_pct\": 22.191374449725867, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 66.02739726027397, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7655046840941608, \"sortino\": 1.1585108175463936}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.69268352159334, \"dd_pct\": -28.377158732563313, \"calmar\": 2.9980165724854673, \"cagr_pct\": 85.0751921602755, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 90.96715328467153, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4948275275680225, \"sortino\": 2.1902455849420766}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 77.7870303550468, \"dd_pct\": -29.51024924618593, \"calmar\": 2.6383075608798525, \"cagr_pct\": 77.85711370966129, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4984964330214572, \"sortino\": 2.239007753483765}, {\"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\": 153.06887795491062, \"dd_pct\": -75.97617105589762, \"calmar\": 0.15686083817798743, \"cagr_pct\": 11.91768587338225, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 52.581341301460824, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4757433529481391, \"sortino\": 0.6840227434073662}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 78.87963766001924, \"dd_pct\": -13.366895306746972, \"calmar\": 1.551623949891768, \"cagr_pct\": 20.740394893644478, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 4.059449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4456397487785053, \"sortino\": 2.48943574116392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.47439097338497, \"dd_pct\": -75.97617105589762, \"calmar\": 0.09152641785692604, \"cagr_pct\": 6.953826779231376, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 81.59151193633953, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3964114431930795, \"sortino\": 0.5667766446046759}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 153.06887795491062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.97617105589762, "% In Market": 52.581341301460824, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "62afe51fed4f11449267ffb3a75a61e8a58cf50d8d315d8d4a382fe7e6e2faf6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -240.0, "i_long_exit_activation_threshold": -230.0, "i_long_exit_activation_confirmation_threshold": 191.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "131174cf0d65118905cfb989b05d2c3ed63a257a2c6e6f783689ead646e71b15", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -56.14308921379306, \"dd_pct\": -57.707724151862074, \"calmar\": -0.9733158310588472, \"cagr_pct\": -56.16784149138434, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 45.75342465753425, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.5083517487461777, \"sortino\": -2.0002313762893795}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 22.174613529414277, \"dd_pct\": -20.08046561003939, \"calmar\": 1.1051225046610031, \"cagr_pct\": 22.191374449725867, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 66.02739726027397, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7655046840941608, \"sortino\": 1.1585108175463936}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 58.69268352159334, \"dd_pct\": -28.377158732563313, \"calmar\": 2.9980165724854673, \"cagr_pct\": 85.0751921602755, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 90.96715328467153, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4948275275680225, \"sortino\": 2.1902455849420766}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 77.7870303550468, \"dd_pct\": -29.51024924618593, \"calmar\": 2.6383075608798525, \"cagr_pct\": 77.85711370966129, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.93150684931507, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4984964330214572, \"sortino\": 2.239007753483765}, {\"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\": 153.06887795491062, \"dd_pct\": -75.97617105589762, \"calmar\": 0.15686083817798743, \"cagr_pct\": 11.91768587338225, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 52.581341301460824, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4757433529481391, \"sortino\": 0.6840227434073662}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 78.87963766001924, \"dd_pct\": -13.366895306746972, \"calmar\": 1.551623949891768, \"cagr_pct\": 20.740394893644478, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 4.059449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4456397487785053, \"sortino\": 2.48943574116392}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 41.47439097338497, \"dd_pct\": -75.97617105589762, \"calmar\": 0.09152641785692604, \"cagr_pct\": 6.953826779231376, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 81.59151193633953, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.3964114431930795, \"sortino\": 0.5667766446046759}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 153.06887795491062, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.97617105589762, "% In Market": 52.581341301460824, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 4, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "62afe51fed4f11449267ffb3a75a61e8a58cf50d8d315d8d4a382fe7e6e2faf6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -465.0, "i_long_exit_activation_threshold": 40.0, "i_long_exit_activation_confirmation_threshold": 240.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "2d01549dc91ccbdebc597d431ce2d92674fa993d7b01f1f4242d91fc2227a7f6", "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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -1.0006787595299853, \"cagr_pct\": -1.7914267127457897, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.650449302778877, \"sortino\": -1.6494767831800803}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.1222295959008402, \"cagr_pct\": -0.21881683916998051, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0249003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5742435736992991, \"sortino\": -0.5742026012173609}, {\"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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.19518018620809516, \"cagr_pct\": -0.349413831403905, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.03978779840848806, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7259161821958648, \"sortino\": -0.7258334220999252}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -1.7902115895686799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.7902115895686799, "% In Market": 0.0249003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e80b596d42ee37623e9d811e052ecc3308773ed12d2f23a8a7f781e52987ac37", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -466.0, "i_long_exit_activation_threshold": 40.0, "i_long_exit_activation_confirmation_threshold": 240.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "3c969b593e3b16851b7d88da29ab019dcbd60327e2fb56c506d54c262f3bf5d8", "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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -1.0006787595299853, \"cagr_pct\": -1.7914267127457897, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.650449302778877, \"sortino\": -1.6494767831800803}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.1222295959008402, \"cagr_pct\": -0.21881683916998051, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0249003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5742435736992991, \"sortino\": -0.5742026012173609}, {\"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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.19518018620809516, \"cagr_pct\": -0.349413831403905, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.03978779840848806, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7259161821958648, \"sortino\": -0.7258334220999252}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -1.7902115895686799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.7902115895686799, "% In Market": 0.0249003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e80b596d42ee37623e9d811e052ecc3308773ed12d2f23a8a7f781e52987ac37", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -465.05, "i_long_exit_activation_threshold": 40.0, "i_long_exit_activation_confirmation_threshold": 240.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "9ce50b189c62a102b9ca931822d6fd8c3adfb5c5591d47e5001ca19f0000e4a3", "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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -1.0006787595299853, \"cagr_pct\": -1.7914267127457897, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.650449302778877, \"sortino\": -1.6494767831800803}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.1222295959008402, \"cagr_pct\": -0.21881683916998051, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0249003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5742435736992991, \"sortino\": -0.5742026012173609}, {\"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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.19518018620809516, \"cagr_pct\": -0.349413831403905, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.03978779840848806, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7259161821958648, \"sortino\": -0.7258334220999252}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -1.7902115895686799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.7902115895686799, "% In Market": 0.0249003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e80b596d42ee37623e9d811e052ecc3308773ed12d2f23a8a7f781e52987ac37", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -464.95, "i_long_exit_activation_threshold": 40.0, "i_long_exit_activation_confirmation_threshold": 240.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "5bf0d087f4fe06d5f6723b4884de8b5de0988e79889bf9ae2a39350c342c6f77", "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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -1.0006787595299853, \"cagr_pct\": -1.7914267127457897, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.650449302778877, \"sortino\": -1.6494767831800803}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.1222295959008402, \"cagr_pct\": -0.21881683916998051, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0249003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5742435736992991, \"sortino\": -0.5742026012173609}, {\"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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.19518018620809516, \"cagr_pct\": -0.349413831403905, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.03978779840848806, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7259161821958648, \"sortino\": -0.7258334220999252}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -1.7902115895686799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.7902115895686799, "% In Market": 0.0249003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e80b596d42ee37623e9d811e052ecc3308773ed12d2f23a8a7f781e52987ac37", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -464.0, "i_long_exit_activation_threshold": 40.0, "i_long_exit_activation_confirmation_threshold": 240.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "8319eb64f0d8661fdf0e719bc32be561b639adb82b0cba68a24110625fe770fb", "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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -1.0006787595299853, \"cagr_pct\": -1.7914267127457897, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.650449302778877, \"sortino\": -1.6494767831800803}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.1222295959008402, \"cagr_pct\": -0.21881683916998051, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0249003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5742435736992991, \"sortino\": -0.5742026012173609}, {\"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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.19518018620809516, \"cagr_pct\": -0.349413831403905, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.03978779840848806, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7259161821958648, \"sortino\": -0.7258334220999252}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -1.7902115895686799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.7902115895686799, "% In Market": 0.0249003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e80b596d42ee37623e9d811e052ecc3308773ed12d2f23a8a7f781e52987ac37", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -465.0, "i_long_exit_activation_threshold": 39.0, "i_long_exit_activation_confirmation_threshold": 240.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "616d731212403a9fe1813f7972b5f7323b6f566f34e5f8992250aad0d48e6cd8", "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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -1.0006787595299853, \"cagr_pct\": -1.7914267127457897, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.650449302778877, \"sortino\": -1.6494767831800803}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.1222295959008402, \"cagr_pct\": -0.21881683916998051, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0249003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5742435736992991, \"sortino\": -0.5742026012173609}, {\"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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.19518018620809516, \"cagr_pct\": -0.349413831403905, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.03978779840848806, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7259161821958648, \"sortino\": -0.7258334220999252}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -1.7902115895686799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.7902115895686799, "% In Market": 0.0249003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e80b596d42ee37623e9d811e052ecc3308773ed12d2f23a8a7f781e52987ac37", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -465.0, "i_long_exit_activation_threshold": 39.95, "i_long_exit_activation_confirmation_threshold": 240.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "4fa2f14906f6b19910779e12e196cb2db1268ca20ed028b3996c3ebc2a0b1a98", "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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -1.0006787595299853, \"cagr_pct\": -1.7914267127457897, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.650449302778877, \"sortino\": -1.6494767831800803}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.1222295959008402, \"cagr_pct\": -0.21881683916998051, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0249003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5742435736992991, \"sortino\": -0.5742026012173609}, {\"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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.19518018620809516, \"cagr_pct\": -0.349413831403905, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.03978779840848806, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7259161821958648, \"sortino\": -0.7258334220999252}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -1.7902115895686799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.7902115895686799, "% In Market": 0.0249003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e80b596d42ee37623e9d811e052ecc3308773ed12d2f23a8a7f781e52987ac37", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -465.0, "i_long_exit_activation_threshold": 40.05, "i_long_exit_activation_confirmation_threshold": 240.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "d03dfebcc6a209c39139a88eb510056bb4c72392fdf99562c1be0d23c03a5038", "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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -1.0006787595299853, \"cagr_pct\": -1.7914267127457897, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.650449302778877, \"sortino\": -1.6494767831800803}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.1222295959008402, \"cagr_pct\": -0.21881683916998051, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0249003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5742435736992991, \"sortino\": -0.5742026012173609}, {\"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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.19518018620809516, \"cagr_pct\": -0.349413831403905, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.03978779840848806, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7259161821958648, \"sortino\": -0.7258334220999252}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -1.7902115895686799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.7902115895686799, "% In Market": 0.0249003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e80b596d42ee37623e9d811e052ecc3308773ed12d2f23a8a7f781e52987ac37", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -465.0, "i_long_exit_activation_threshold": 41.0, "i_long_exit_activation_confirmation_threshold": 240.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "39adba4657627e5d6e57e2d692bd5198f7b42db227a006dd2147b279c57f652b", "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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -1.0006787595299853, \"cagr_pct\": -1.7914267127457897, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.650449302778877, \"sortino\": -1.6494767831800803}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.1222295959008402, \"cagr_pct\": -0.21881683916998051, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0249003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5742435736992991, \"sortino\": -0.5742026012173609}, {\"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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.19518018620809516, \"cagr_pct\": -0.349413831403905, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.03978779840848806, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7259161821958648, \"sortino\": -0.7258334220999252}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -1.7902115895686799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.7902115895686799, "% In Market": 0.0249003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e80b596d42ee37623e9d811e052ecc3308773ed12d2f23a8a7f781e52987ac37", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -465.0, "i_long_exit_activation_threshold": 40.0, "i_long_exit_activation_confirmation_threshold": 239.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "efb66c3bba5d7be3daa4bad561a38e98a043967fa32b4eefcf918c8889ea7465", "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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -1.0006787595299853, \"cagr_pct\": -1.7914267127457897, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.650449302778877, \"sortino\": -1.6494767831800803}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.1222295959008402, \"cagr_pct\": -0.21881683916998051, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0249003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5742435736992991, \"sortino\": -0.5742026012173609}, {\"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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.19518018620809516, \"cagr_pct\": -0.349413831403905, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.03978779840848806, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7259161821958648, \"sortino\": -0.7258334220999252}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -1.7902115895686799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.7902115895686799, "% In Market": 0.0249003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e80b596d42ee37623e9d811e052ecc3308773ed12d2f23a8a7f781e52987ac37", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -465.0, "i_long_exit_activation_threshold": 40.0, "i_long_exit_activation_confirmation_threshold": 239.95, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "6549beadb5537a352b4f699c1b7168c229d32230dcf3af8bcaa934dd07bbd28a", "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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -1.0006787595299853, \"cagr_pct\": -1.7914267127457897, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.650449302778877, \"sortino\": -1.6494767831800803}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.1222295959008402, \"cagr_pct\": -0.21881683916998051, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0249003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5742435736992991, \"sortino\": -0.5742026012173609}, {\"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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.19518018620809516, \"cagr_pct\": -0.349413831403905, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.03978779840848806, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7259161821958648, \"sortino\": -0.7258334220999252}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -1.7902115895686799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.7902115895686799, "% In Market": 0.0249003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e80b596d42ee37623e9d811e052ecc3308773ed12d2f23a8a7f781e52987ac37", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -465.0, "i_long_exit_activation_threshold": 40.0, "i_long_exit_activation_confirmation_threshold": 240.05, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "625db27bad4e04e3cfea092e5ee1c9c6287b81b42c0b0ea6f1a42c7b23ddc35e", "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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -1.0006787595299853, \"cagr_pct\": -1.7914267127457897, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.650449302778877, \"sortino\": -1.6494767831800803}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.1222295959008402, \"cagr_pct\": -0.21881683916998051, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0249003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5742435736992991, \"sortino\": -0.5742026012173609}, {\"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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.19518018620809516, \"cagr_pct\": -0.349413831403905, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.03978779840848806, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7259161821958648, \"sortino\": -0.7258334220999252}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -1.7902115895686799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.7902115895686799, "% In Market": 0.0249003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e80b596d42ee37623e9d811e052ecc3308773ed12d2f23a8a7f781e52987ac37", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -465.0, "i_long_exit_activation_threshold": 40.0, "i_long_exit_activation_confirmation_threshold": 241.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "51f1ef0fa760ddb831b004b5740aa577a247aedaa2826840621a38a5420b6116", "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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -1.0006787595299853, \"cagr_pct\": -1.7914267127457897, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.2054794520547945, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.650449302778877, \"sortino\": -1.6494767831800803}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.1222295959008402, \"cagr_pct\": -0.21881683916998051, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0249003984063745, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5742435736992991, \"sortino\": -0.5742026012173609}, {\"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\": -1.7902115895686799, \"dd_pct\": -1.7902115895686799, \"calmar\": -0.19518018620809516, \"cagr_pct\": -0.349413831403905, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.03978779840848806, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7259161821958648, \"sortino\": -0.7258334220999252}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -1.7902115895686799, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -1.7902115895686799, "% In Market": 0.0249003984063745, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e80b596d42ee37623e9d811e052ecc3308773ed12d2f23a8a7f781e52987ac37", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": -560.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "804b1d0971553a2f07e51a031fff55b474c2172c312667c953a83fe61fd470f2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 70.17164251755203, \"dd_pct\": -46.16198082413664, \"calmar\": 1.5214602587100552, \"cagr_pct\": 70.23361928725954, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0638346255712963, \"sortino\": 1.5518831440763896}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.5824217967219, \"dd_pct\": -58.26480586569108, \"calmar\": -0.9028889569181017, \"cagr_pct\": -52.60664979310952, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9282791632990168, \"sortino\": -1.2750519439500867}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 106.6342455520294, \"dd_pct\": -20.802130078094304, \"calmar\": 5.131060644664793, \"cagr_pct\": 106.73699096890745, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 90.68493150684932, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0017380780487284, \"sortino\": 3.14740094685292}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 73.05011502585117, \"dd_pct\": -28.377158732563345, \"calmar\": 3.7962091895158596, \"cagr_pct\": 107.7256307529072, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 91.33211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7528953575178379, \"sortino\": 2.608257906893853}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 68.68593547241095, \"dd_pct\": -32.9860553421951, \"calmar\": 2.0841036284529157, \"cagr_pct\": 68.74635762701749, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4021248954422076, \"sortino\": 2.066319238985349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.40471932646372, \"dd_pct\": -46.34395353052191, \"calmar\": -1.4629678798456387, \"cagr_pct\": -67.79971544021244, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.84105960264901, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9920609688105146, \"sortino\": -2.6106877100590187}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1259.9403726103471, \"dd_pct\": -74.16142682171994, \"calmar\": 0.5020434835274237, \"cagr_pct\": 37.23226106494039, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 95.20252324037185, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8168918691848368, \"sortino\": 1.1754252475624605}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 346.37375384207616, \"dd_pct\": -74.16142682171994, \"calmar\": 0.8412824102567577, \"cagr_pct\": 62.39070390465671, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 95.82963620230701, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.029249760064169, \"sortino\": 1.4776981395865243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 204.66405358848343, \"dd_pct\": -70.87280370519704, \"calmar\": 0.3399514674352301, \"cagr_pct\": 24.09331362083075, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6643302927888609, \"sortino\": 0.9580857933228889}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 1259.9403726103471, "Sharpe Ratio": 0.8168918691848368, "Sortino Ratio": 1.1754252475624605, "Calmar Ratio": 0.5020434835274237, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.16142682171994, "% In Market": 95.20252324037185, "Composite": 0.9512724092810466, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8412824102567577, "Sub1_Sortino": 1.4776981395865243, "Sub1_Trades": 17, "Sub2_Calmar": 0.3399514674352301, "Sub2_Sortino": 0.9580857933228889, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "68536223b6fc9ef13b65ebd6996378919b4904530b9b536b34c48b4d53de30f6", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 584.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": -560.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "61f7bb1c27639382b56f443d289d057b5c188e4df13c80177305c44fedc2bdec", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 70.17164251755203, \"dd_pct\": -46.16198082413664, \"calmar\": 1.5214602587100552, \"cagr_pct\": 70.23361928725954, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0638346255712963, \"sortino\": 1.5518831440763896}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.5824217967219, \"dd_pct\": -58.26480586569108, \"calmar\": -0.9028889569181017, \"cagr_pct\": -52.60664979310952, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9282791632990168, \"sortino\": -1.2750519439500867}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 106.6342455520294, \"dd_pct\": -20.802130078094304, \"calmar\": 5.131060644664793, \"cagr_pct\": 106.73699096890745, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 90.68493150684932, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0017380780487284, \"sortino\": 3.14740094685292}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 73.05011502585117, \"dd_pct\": -28.377158732563345, \"calmar\": 3.7962091895158596, \"cagr_pct\": 107.7256307529072, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 91.33211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7528953575178379, \"sortino\": 2.608257906893853}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 68.68593547241095, \"dd_pct\": -32.9860553421951, \"calmar\": 2.0841036284529157, \"cagr_pct\": 68.74635762701749, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4021248954422076, \"sortino\": 2.066319238985349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.40471932646372, \"dd_pct\": -46.34395353052191, \"calmar\": -1.4629678798456387, \"cagr_pct\": -67.79971544021244, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.84105960264901, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9920609688105146, \"sortino\": -2.6106877100590187}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1259.9403726103471, \"dd_pct\": -74.16142682171994, \"calmar\": 0.5020434835274237, \"cagr_pct\": 37.23226106494039, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 95.20252324037185, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8168918691848368, \"sortino\": 1.1754252475624605}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 346.37375384207616, \"dd_pct\": -74.16142682171994, \"calmar\": 0.8412824102567577, \"cagr_pct\": 62.39070390465671, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 95.82963620230701, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.029249760064169, \"sortino\": 1.4776981395865243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 204.66405358848343, \"dd_pct\": -70.87280370519704, \"calmar\": 0.3399514674352301, \"cagr_pct\": 24.09331362083075, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6643302927888609, \"sortino\": 0.9580857933228889}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 1259.9403726103471, "Sharpe Ratio": 0.8168918691848368, "Sortino Ratio": 1.1754252475624605, "Calmar Ratio": 0.5020434835274237, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.16142682171994, "% In Market": 95.20252324037185, "Composite": 0.9512724092810466, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8412824102567577, "Sub1_Sortino": 1.4776981395865243, "Sub1_Trades": 17, "Sub2_Calmar": 0.3399514674352301, "Sub2_Sortino": 0.9580857933228889, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "68536223b6fc9ef13b65ebd6996378919b4904530b9b536b34c48b4d53de30f6", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 584.95, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": -560.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "5e998143ad673053e21d7cb3679e3dd3242d171e1de69b858faebb9c53acd501", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 70.17164251755203, \"dd_pct\": -46.16198082413664, \"calmar\": 1.5214602587100552, \"cagr_pct\": 70.23361928725954, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0638346255712963, \"sortino\": 1.5518831440763896}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.5824217967219, \"dd_pct\": -58.26480586569108, \"calmar\": -0.9028889569181017, \"cagr_pct\": -52.60664979310952, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9282791632990168, \"sortino\": -1.2750519439500867}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 106.6342455520294, \"dd_pct\": -20.802130078094304, \"calmar\": 5.131060644664793, \"cagr_pct\": 106.73699096890745, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 90.68493150684932, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0017380780487284, \"sortino\": 3.14740094685292}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 73.05011502585117, \"dd_pct\": -28.377158732563345, \"calmar\": 3.7962091895158596, \"cagr_pct\": 107.7256307529072, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 91.33211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7528953575178379, \"sortino\": 2.608257906893853}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 68.68593547241095, \"dd_pct\": -32.9860553421951, \"calmar\": 2.0841036284529157, \"cagr_pct\": 68.74635762701749, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4021248954422076, \"sortino\": 2.066319238985349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.40471932646372, \"dd_pct\": -46.34395353052191, \"calmar\": -1.4629678798456387, \"cagr_pct\": -67.79971544021244, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.84105960264901, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9920609688105146, \"sortino\": -2.6106877100590187}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1259.9403726103471, \"dd_pct\": -74.16142682171994, \"calmar\": 0.5020434835274237, \"cagr_pct\": 37.23226106494039, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 95.20252324037185, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8168918691848368, \"sortino\": 1.1754252475624605}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 346.37375384207616, \"dd_pct\": -74.16142682171994, \"calmar\": 0.8412824102567577, \"cagr_pct\": 62.39070390465671, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 95.82963620230701, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.029249760064169, \"sortino\": 1.4776981395865243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 204.66405358848343, \"dd_pct\": -70.87280370519704, \"calmar\": 0.3399514674352301, \"cagr_pct\": 24.09331362083075, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6643302927888609, \"sortino\": 0.9580857933228889}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 1259.9403726103471, "Sharpe Ratio": 0.8168918691848368, "Sortino Ratio": 1.1754252475624605, "Calmar Ratio": 0.5020434835274237, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.16142682171994, "% In Market": 95.20252324037185, "Composite": 0.9512724092810466, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8412824102567577, "Sub1_Sortino": 1.4776981395865243, "Sub1_Trades": 17, "Sub2_Calmar": 0.3399514674352301, "Sub2_Sortino": 0.9580857933228889, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "68536223b6fc9ef13b65ebd6996378919b4904530b9b536b34c48b4d53de30f6", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.05, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": -560.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "fd310240ac749a5b26e36259f3af0f4598fadc751216e503d9b00b499ab4d5c0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 70.17164251755203, \"dd_pct\": -46.16198082413664, \"calmar\": 1.5214602587100552, \"cagr_pct\": 70.23361928725954, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0638346255712963, \"sortino\": 1.5518831440763896}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.5824217967219, \"dd_pct\": -58.26480586569108, \"calmar\": -0.9028889569181017, \"cagr_pct\": -52.60664979310952, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9282791632990168, \"sortino\": -1.2750519439500867}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 106.6342455520294, \"dd_pct\": -20.802130078094304, \"calmar\": 5.131060644664793, \"cagr_pct\": 106.73699096890745, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 90.68493150684932, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0017380780487284, \"sortino\": 3.14740094685292}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 73.05011502585117, \"dd_pct\": -28.377158732563345, \"calmar\": 3.7962091895158596, \"cagr_pct\": 107.7256307529072, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 91.33211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7528953575178379, \"sortino\": 2.608257906893853}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 68.68593547241095, \"dd_pct\": -32.9860553421951, \"calmar\": 2.0841036284529157, \"cagr_pct\": 68.74635762701749, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4021248954422076, \"sortino\": 2.066319238985349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.40471932646372, \"dd_pct\": -46.34395353052191, \"calmar\": -1.4629678798456387, \"cagr_pct\": -67.79971544021244, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.84105960264901, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9920609688105146, \"sortino\": -2.6106877100590187}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1259.9403726103471, \"dd_pct\": -74.16142682171994, \"calmar\": 0.5020434835274237, \"cagr_pct\": 37.23226106494039, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 95.20252324037185, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8168918691848368, \"sortino\": 1.1754252475624605}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 346.37375384207616, \"dd_pct\": -74.16142682171994, \"calmar\": 0.8412824102567577, \"cagr_pct\": 62.39070390465671, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 95.82963620230701, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.029249760064169, \"sortino\": 1.4776981395865243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 204.66405358848343, \"dd_pct\": -70.87280370519704, \"calmar\": 0.3399514674352301, \"cagr_pct\": 24.09331362083075, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6643302927888609, \"sortino\": 0.9580857933228889}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 1259.9403726103471, "Sharpe Ratio": 0.8168918691848368, "Sortino Ratio": 1.1754252475624605, "Calmar Ratio": 0.5020434835274237, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.16142682171994, "% In Market": 95.20252324037185, "Composite": 0.9512724092810466, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8412824102567577, "Sub1_Sortino": 1.4776981395865243, "Sub1_Trades": 17, "Sub2_Calmar": 0.3399514674352301, "Sub2_Sortino": 0.9580857933228889, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "68536223b6fc9ef13b65ebd6996378919b4904530b9b536b34c48b4d53de30f6", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 586.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": -560.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "65b8908f06ac36142d713619608c1bd8059881e1f01f367caa9dd6804e1b4586", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 70.17164251755203, \"dd_pct\": -46.16198082413664, \"calmar\": 1.5214602587100552, \"cagr_pct\": 70.23361928725954, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0638346255712963, \"sortino\": 1.5518831440763896}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.5824217967219, \"dd_pct\": -58.26480586569108, \"calmar\": -0.9028889569181017, \"cagr_pct\": -52.60664979310952, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9282791632990168, \"sortino\": -1.2750519439500867}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 106.6342455520294, \"dd_pct\": -20.802130078094304, \"calmar\": 5.131060644664793, \"cagr_pct\": 106.73699096890745, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 90.68493150684932, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0017380780487284, \"sortino\": 3.14740094685292}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 73.05011502585117, \"dd_pct\": -28.377158732563345, \"calmar\": 3.7962091895158596, \"cagr_pct\": 107.7256307529072, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 91.33211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7528953575178379, \"sortino\": 2.608257906893853}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 68.68593547241095, \"dd_pct\": -32.9860553421951, \"calmar\": 2.0841036284529157, \"cagr_pct\": 68.74635762701749, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4021248954422076, \"sortino\": 2.066319238985349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.40471932646372, \"dd_pct\": -46.34395353052191, \"calmar\": -1.4629678798456387, \"cagr_pct\": -67.79971544021244, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.84105960264901, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9920609688105146, \"sortino\": -2.6106877100590187}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1259.9403726103471, \"dd_pct\": -74.16142682171994, \"calmar\": 0.5020434835274237, \"cagr_pct\": 37.23226106494039, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 95.20252324037185, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8168918691848368, \"sortino\": 1.1754252475624605}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 346.37375384207616, \"dd_pct\": -74.16142682171994, \"calmar\": 0.8412824102567577, \"cagr_pct\": 62.39070390465671, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 95.82963620230701, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.029249760064169, \"sortino\": 1.4776981395865243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 204.66405358848343, \"dd_pct\": -70.87280370519704, \"calmar\": 0.3399514674352301, \"cagr_pct\": 24.09331362083075, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6643302927888609, \"sortino\": 0.9580857933228889}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 1259.9403726103471, "Sharpe Ratio": 0.8168918691848368, "Sortino Ratio": 1.1754252475624605, "Calmar Ratio": 0.5020434835274237, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.16142682171994, "% In Market": 95.20252324037185, "Composite": 0.9512724092810466, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8412824102567577, "Sub1_Sortino": 1.4776981395865243, "Sub1_Trades": 17, "Sub2_Calmar": 0.3399514674352301, "Sub2_Sortino": 0.9580857933228889, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 52, "source": "diagnostic_center", "Policy": "canonical", "center_id": "68536223b6fc9ef13b65ebd6996378919b4904530b9b536b34c48b4d53de30f6", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": -81.0, "i_long_exit_activation_confirmation_threshold": -560.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "cf52f938dd47ed910ad556d89a19a790dc7cf5a0317723f3ea3a645785d830f6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 70.17164251755203, \"dd_pct\": -46.16198082413664, \"calmar\": 1.5214602587100552, \"cagr_pct\": 70.23361928725954, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0638346255712963, \"sortino\": 1.5518831440763896}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.5824217967219, \"dd_pct\": -58.26480586569108, \"calmar\": -0.9028889569181017, \"cagr_pct\": -52.60664979310952, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9282791632990168, \"sortino\": -1.2750519439500867}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 106.6342455520294, \"dd_pct\": -20.802130078094304, \"calmar\": 5.131060644664793, \"cagr_pct\": 106.73699096890745, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 90.68493150684932, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0017380780487284, \"sortino\": 3.14740094685292}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 73.05011502585117, \"dd_pct\": -28.377158732563345, \"calmar\": 3.7962091895158596, \"cagr_pct\": 107.7256307529072, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 91.33211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7528953575178379, \"sortino\": 2.608257906893853}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 68.68593547241095, \"dd_pct\": -32.9860553421951, \"calmar\": 2.0841036284529157, \"cagr_pct\": 68.74635762701749, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4021248954422076, \"sortino\": 2.066319238985349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.40471932646372, \"dd_pct\": -46.34395353052191, \"calmar\": -1.4629678798456387, \"cagr_pct\": -67.79971544021244, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.84105960264901, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9920609688105146, \"sortino\": -2.6106877100590187}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1259.9403726103471, \"dd_pct\": -74.16142682171994, \"calmar\": 0.5020434835274237, \"cagr_pct\": 37.23226106494039, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 95.20252324037185, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8168918691848368, \"sortino\": 1.1754252475624605}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 346.37375384207616, \"dd_pct\": -74.16142682171994, \"calmar\": 0.8412824102567577, \"cagr_pct\": 62.39070390465671, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 95.82963620230701, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.029249760064169, \"sortino\": 1.4776981395865243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 204.66405358848343, \"dd_pct\": -70.87280370519704, \"calmar\": 0.3399514674352301, \"cagr_pct\": 24.09331362083075, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6643302927888609, \"sortino\": 0.9580857933228889}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 1259.9403726103471, "Sharpe Ratio": 0.8168918691848368, "Sortino Ratio": 1.1754252475624605, "Calmar Ratio": 0.5020434835274237, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.16142682171994, "% In Market": 95.20252324037185, "Composite": 0.9512724092810466, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8412824102567577, "Sub1_Sortino": 1.4776981395865243, "Sub1_Trades": 17, "Sub2_Calmar": 0.3399514674352301, "Sub2_Sortino": 0.9580857933228889, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "68536223b6fc9ef13b65ebd6996378919b4904530b9b536b34c48b4d53de30f6", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": -80.05, "i_long_exit_activation_confirmation_threshold": -560.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "9e8bfebe9ff22249363f309829751d7dfbdf063e15eca1747235d4236ce2b1ac", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 70.17164251755203, \"dd_pct\": -46.16198082413664, \"calmar\": 1.5214602587100552, \"cagr_pct\": 70.23361928725954, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0638346255712963, \"sortino\": 1.5518831440763896}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.5824217967219, \"dd_pct\": -58.26480586569108, \"calmar\": -0.9028889569181017, \"cagr_pct\": -52.60664979310952, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9282791632990168, \"sortino\": -1.2750519439500867}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 106.6342455520294, \"dd_pct\": -20.802130078094304, \"calmar\": 5.131060644664793, \"cagr_pct\": 106.73699096890745, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 90.68493150684932, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0017380780487284, \"sortino\": 3.14740094685292}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 73.05011502585117, \"dd_pct\": -28.377158732563345, \"calmar\": 3.7962091895158596, \"cagr_pct\": 107.7256307529072, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 91.33211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7528953575178379, \"sortino\": 2.608257906893853}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 68.68593547241095, \"dd_pct\": -32.9860553421951, \"calmar\": 2.0841036284529157, \"cagr_pct\": 68.74635762701749, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4021248954422076, \"sortino\": 2.066319238985349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.40471932646372, \"dd_pct\": -46.34395353052191, \"calmar\": -1.4629678798456387, \"cagr_pct\": -67.79971544021244, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.84105960264901, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9920609688105146, \"sortino\": -2.6106877100590187}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1259.9403726103471, \"dd_pct\": -74.16142682171994, \"calmar\": 0.5020434835274237, \"cagr_pct\": 37.23226106494039, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 95.20252324037185, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8168918691848368, \"sortino\": 1.1754252475624605}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 346.37375384207616, \"dd_pct\": -74.16142682171994, \"calmar\": 0.8412824102567577, \"cagr_pct\": 62.39070390465671, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 95.82963620230701, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.029249760064169, \"sortino\": 1.4776981395865243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 204.66405358848343, \"dd_pct\": -70.87280370519704, \"calmar\": 0.3399514674352301, \"cagr_pct\": 24.09331362083075, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6643302927888609, \"sortino\": 0.9580857933228889}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 1259.9403726103471, "Sharpe Ratio": 0.8168918691848368, "Sortino Ratio": 1.1754252475624605, "Calmar Ratio": 0.5020434835274237, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.16142682171994, "% In Market": 95.20252324037185, "Composite": 0.9512724092810466, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8412824102567577, "Sub1_Sortino": 1.4776981395865243, "Sub1_Trades": 17, "Sub2_Calmar": 0.3399514674352301, "Sub2_Sortino": 0.9580857933228889, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "68536223b6fc9ef13b65ebd6996378919b4904530b9b536b34c48b4d53de30f6", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": -79.95, "i_long_exit_activation_confirmation_threshold": -560.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "9756391a63099631d2700b8a613c54e31d4d5ce436cd09c1008659ddab67f971", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 70.17164251755203, \"dd_pct\": -46.16198082413664, \"calmar\": 1.5214602587100552, \"cagr_pct\": 70.23361928725954, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0638346255712963, \"sortino\": 1.5518831440763896}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.5824217967219, \"dd_pct\": -58.26480586569108, \"calmar\": -0.9028889569181017, \"cagr_pct\": -52.60664979310952, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9282791632990168, \"sortino\": -1.2750519439500867}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 106.6342455520294, \"dd_pct\": -20.802130078094304, \"calmar\": 5.131060644664793, \"cagr_pct\": 106.73699096890745, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 90.68493150684932, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0017380780487284, \"sortino\": 3.14740094685292}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 73.05011502585117, \"dd_pct\": -28.377158732563345, \"calmar\": 3.7962091895158596, \"cagr_pct\": 107.7256307529072, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 91.33211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7528953575178379, \"sortino\": 2.608257906893853}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 68.68593547241095, \"dd_pct\": -32.9860553421951, \"calmar\": 2.0841036284529157, \"cagr_pct\": 68.74635762701749, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4021248954422076, \"sortino\": 2.066319238985349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.40471932646372, \"dd_pct\": -46.34395353052191, \"calmar\": -1.4629678798456387, \"cagr_pct\": -67.79971544021244, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.84105960264901, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9920609688105146, \"sortino\": -2.6106877100590187}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1259.9403726103471, \"dd_pct\": -74.16142682171994, \"calmar\": 0.5020434835274237, \"cagr_pct\": 37.23226106494039, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 95.20252324037185, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8168918691848368, \"sortino\": 1.1754252475624605}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 346.37375384207616, \"dd_pct\": -74.16142682171994, \"calmar\": 0.8412824102567577, \"cagr_pct\": 62.39070390465671, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 95.82963620230701, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.029249760064169, \"sortino\": 1.4776981395865243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 204.66405358848343, \"dd_pct\": -70.87280370519704, \"calmar\": 0.3399514674352301, \"cagr_pct\": 24.09331362083075, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6643302927888609, \"sortino\": 0.9580857933228889}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 1259.9403726103471, "Sharpe Ratio": 0.8168918691848368, "Sortino Ratio": 1.1754252475624605, "Calmar Ratio": 0.5020434835274237, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.16142682171994, "% In Market": 95.20252324037185, "Composite": 0.9512724092810466, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8412824102567577, "Sub1_Sortino": 1.4776981395865243, "Sub1_Trades": 17, "Sub2_Calmar": 0.3399514674352301, "Sub2_Sortino": 0.9580857933228889, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "68536223b6fc9ef13b65ebd6996378919b4904530b9b536b34c48b4d53de30f6", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": -79.0, "i_long_exit_activation_confirmation_threshold": -560.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "c38086bc1572fc9e423d1191470ca35db77b590cb9877ef2bcfbfb35c546be14", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 70.17164251755203, \"dd_pct\": -46.16198082413664, \"calmar\": 1.5214602587100552, \"cagr_pct\": 70.23361928725954, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0638346255712963, \"sortino\": 1.5518831440763896}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.5824217967219, \"dd_pct\": -58.26480586569108, \"calmar\": -0.9028889569181017, \"cagr_pct\": -52.60664979310952, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9282791632990168, \"sortino\": -1.2750519439500867}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 106.6342455520294, \"dd_pct\": -20.802130078094304, \"calmar\": 5.131060644664793, \"cagr_pct\": 106.73699096890745, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 90.68493150684932, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0017380780487284, \"sortino\": 3.14740094685292}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 73.05011502585117, \"dd_pct\": -28.377158732563345, \"calmar\": 3.7962091895158596, \"cagr_pct\": 107.7256307529072, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 91.33211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7528953575178379, \"sortino\": 2.608257906893853}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 68.68593547241095, \"dd_pct\": -32.9860553421951, \"calmar\": 2.0841036284529157, \"cagr_pct\": 68.74635762701749, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4021248954422076, \"sortino\": 2.066319238985349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.40471932646372, \"dd_pct\": -46.34395353052191, \"calmar\": -1.4629678798456387, \"cagr_pct\": -67.79971544021244, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.84105960264901, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9920609688105146, \"sortino\": -2.6106877100590187}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1259.9403726103471, \"dd_pct\": -74.16142682171994, \"calmar\": 0.5020434835274237, \"cagr_pct\": 37.23226106494039, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 95.20252324037185, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8168918691848368, \"sortino\": 1.1754252475624605}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 346.37375384207616, \"dd_pct\": -74.16142682171994, \"calmar\": 0.8412824102567577, \"cagr_pct\": 62.39070390465671, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 95.82963620230701, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.029249760064169, \"sortino\": 1.4776981395865243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 204.66405358848343, \"dd_pct\": -70.87280370519704, \"calmar\": 0.3399514674352301, \"cagr_pct\": 24.09331362083075, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6643302927888609, \"sortino\": 0.9580857933228889}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 1259.9403726103471, "Sharpe Ratio": 0.8168918691848368, "Sortino Ratio": 1.1754252475624605, "Calmar Ratio": 0.5020434835274237, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.16142682171994, "% In Market": 95.20252324037185, "Composite": 0.9512724092810466, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8412824102567577, "Sub1_Sortino": 1.4776981395865243, "Sub1_Trades": 17, "Sub2_Calmar": 0.3399514674352301, "Sub2_Sortino": 0.9580857933228889, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 40, "source": "diagnostic_center", "Policy": "canonical", "center_id": "68536223b6fc9ef13b65ebd6996378919b4904530b9b536b34c48b4d53de30f6", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": -561.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "469625ae16cf524488355490dbf38b240507a7ecbf07c22a928b82b118db47a1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 70.17164251755203, \"dd_pct\": -46.16198082413664, \"calmar\": 1.5214602587100552, \"cagr_pct\": 70.23361928725954, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0638346255712963, \"sortino\": 1.5518831440763896}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.5824217967219, \"dd_pct\": -58.26480586569108, \"calmar\": -0.9028889569181017, \"cagr_pct\": -52.60664979310952, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9282791632990168, \"sortino\": -1.2750519439500867}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 106.6342455520294, \"dd_pct\": -20.802130078094304, \"calmar\": 5.131060644664793, \"cagr_pct\": 106.73699096890745, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 90.68493150684932, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0017380780487284, \"sortino\": 3.14740094685292}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 73.05011502585117, \"dd_pct\": -28.377158732563345, \"calmar\": 3.7962091895158596, \"cagr_pct\": 107.7256307529072, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 91.33211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7528953575178379, \"sortino\": 2.608257906893853}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 68.68593547241095, \"dd_pct\": -32.9860553421951, \"calmar\": 2.0841036284529157, \"cagr_pct\": 68.74635762701749, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4021248954422076, \"sortino\": 2.066319238985349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.40471932646372, \"dd_pct\": -46.34395353052191, \"calmar\": -1.4629678798456387, \"cagr_pct\": -67.79971544021244, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.84105960264901, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9920609688105146, \"sortino\": -2.6106877100590187}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1259.9403726103471, \"dd_pct\": -74.16142682171994, \"calmar\": 0.5020434835274237, \"cagr_pct\": 37.23226106494039, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 95.20252324037185, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8168918691848368, \"sortino\": 1.1754252475624605}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 346.37375384207616, \"dd_pct\": -74.16142682171994, \"calmar\": 0.8412824102567577, \"cagr_pct\": 62.39070390465671, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 95.82963620230701, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.029249760064169, \"sortino\": 1.4776981395865243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 204.66405358848343, \"dd_pct\": -70.87280370519704, \"calmar\": 0.3399514674352301, \"cagr_pct\": 24.09331362083075, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6643302927888609, \"sortino\": 0.9580857933228889}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 1259.9403726103471, "Sharpe Ratio": 0.8168918691848368, "Sortino Ratio": 1.1754252475624605, "Calmar Ratio": 0.5020434835274237, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.16142682171994, "% In Market": 95.20252324037185, "Composite": 0.9512724092810466, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8412824102567577, "Sub1_Sortino": 1.4776981395865243, "Sub1_Trades": 17, "Sub2_Calmar": 0.3399514674352301, "Sub2_Sortino": 0.9580857933228889, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "68536223b6fc9ef13b65ebd6996378919b4904530b9b536b34c48b4d53de30f6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": -560.05, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "59ba6a50d5e094de1b9710eb977be79d7691e5ec69594d69ae66680de16a9448", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 70.17164251755203, \"dd_pct\": -46.16198082413664, \"calmar\": 1.5214602587100552, \"cagr_pct\": 70.23361928725954, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0638346255712963, \"sortino\": 1.5518831440763896}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.5824217967219, \"dd_pct\": -58.26480586569108, \"calmar\": -0.9028889569181017, \"cagr_pct\": -52.60664979310952, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9282791632990168, \"sortino\": -1.2750519439500867}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 106.6342455520294, \"dd_pct\": -20.802130078094304, \"calmar\": 5.131060644664793, \"cagr_pct\": 106.73699096890745, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 90.68493150684932, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0017380780487284, \"sortino\": 3.14740094685292}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 73.05011502585117, \"dd_pct\": -28.377158732563345, \"calmar\": 3.7962091895158596, \"cagr_pct\": 107.7256307529072, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 91.33211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7528953575178379, \"sortino\": 2.608257906893853}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 68.68593547241095, \"dd_pct\": -32.9860553421951, \"calmar\": 2.0841036284529157, \"cagr_pct\": 68.74635762701749, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4021248954422076, \"sortino\": 2.066319238985349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.40471932646372, \"dd_pct\": -46.34395353052191, \"calmar\": -1.4629678798456387, \"cagr_pct\": -67.79971544021244, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.84105960264901, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9920609688105146, \"sortino\": -2.6106877100590187}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1259.9403726103471, \"dd_pct\": -74.16142682171994, \"calmar\": 0.5020434835274237, \"cagr_pct\": 37.23226106494039, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 95.20252324037185, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8168918691848368, \"sortino\": 1.1754252475624605}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 346.37375384207616, \"dd_pct\": -74.16142682171994, \"calmar\": 0.8412824102567577, \"cagr_pct\": 62.39070390465671, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 95.82963620230701, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.029249760064169, \"sortino\": 1.4776981395865243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 204.66405358848343, \"dd_pct\": -70.87280370519704, \"calmar\": 0.3399514674352301, \"cagr_pct\": 24.09331362083075, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6643302927888609, \"sortino\": 0.9580857933228889}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 1259.9403726103471, "Sharpe Ratio": 0.8168918691848368, "Sortino Ratio": 1.1754252475624605, "Calmar Ratio": 0.5020434835274237, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.16142682171994, "% In Market": 95.20252324037185, "Composite": 0.9512724092810466, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8412824102567577, "Sub1_Sortino": 1.4776981395865243, "Sub1_Trades": 17, "Sub2_Calmar": 0.3399514674352301, "Sub2_Sortino": 0.9580857933228889, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "68536223b6fc9ef13b65ebd6996378919b4904530b9b536b34c48b4d53de30f6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": -559.95, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "e41646fbee6e81f67395755034a2dccf5dfe19be444df874922c15bb50b7986c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 70.17164251755203, \"dd_pct\": -46.16198082413664, \"calmar\": 1.5214602587100552, \"cagr_pct\": 70.23361928725954, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0638346255712963, \"sortino\": 1.5518831440763896}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.5824217967219, \"dd_pct\": -58.26480586569108, \"calmar\": -0.9028889569181017, \"cagr_pct\": -52.60664979310952, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9282791632990168, \"sortino\": -1.2750519439500867}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 106.6342455520294, \"dd_pct\": -20.802130078094304, \"calmar\": 5.131060644664793, \"cagr_pct\": 106.73699096890745, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 90.68493150684932, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0017380780487284, \"sortino\": 3.14740094685292}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 73.05011502585117, \"dd_pct\": -28.377158732563345, \"calmar\": 3.7962091895158596, \"cagr_pct\": 107.7256307529072, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 91.33211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7528953575178379, \"sortino\": 2.608257906893853}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 68.68593547241095, \"dd_pct\": -32.9860553421951, \"calmar\": 2.0841036284529157, \"cagr_pct\": 68.74635762701749, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4021248954422076, \"sortino\": 2.066319238985349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.40471932646372, \"dd_pct\": -46.34395353052191, \"calmar\": -1.4629678798456387, \"cagr_pct\": -67.79971544021244, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.84105960264901, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9920609688105146, \"sortino\": -2.6106877100590187}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1259.9403726103471, \"dd_pct\": -74.16142682171994, \"calmar\": 0.5020434835274237, \"cagr_pct\": 37.23226106494039, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 95.20252324037185, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8168918691848368, \"sortino\": 1.1754252475624605}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 346.37375384207616, \"dd_pct\": -74.16142682171994, \"calmar\": 0.8412824102567577, \"cagr_pct\": 62.39070390465671, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 95.82963620230701, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.029249760064169, \"sortino\": 1.4776981395865243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 204.66405358848343, \"dd_pct\": -70.87280370519704, \"calmar\": 0.3399514674352301, \"cagr_pct\": 24.09331362083075, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6643302927888609, \"sortino\": 0.9580857933228889}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 1259.9403726103471, "Sharpe Ratio": 0.8168918691848368, "Sortino Ratio": 1.1754252475624605, "Calmar Ratio": 0.5020434835274237, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.16142682171994, "% In Market": 95.20252324037185, "Composite": 0.9512724092810466, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8412824102567577, "Sub1_Sortino": 1.4776981395865243, "Sub1_Trades": 17, "Sub2_Calmar": 0.3399514674352301, "Sub2_Sortino": 0.9580857933228889, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "68536223b6fc9ef13b65ebd6996378919b4904530b9b536b34c48b4d53de30f6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": -80.0, "i_long_exit_activation_confirmation_threshold": -559.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "0757bfab1cbd802ee7f2a16500f0748b7de4380a3e7970d862b345c75d25db1a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 70.17164251755203, \"dd_pct\": -46.16198082413664, \"calmar\": 1.5214602587100552, \"cagr_pct\": 70.23361928725954, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0638346255712963, \"sortino\": 1.5518831440763896}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -52.5824217967219, \"dd_pct\": -58.26480586569108, \"calmar\": -0.9028889569181017, \"cagr_pct\": -52.60664979310952, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 97.46575342465754, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.9282791632990168, \"sortino\": -1.2750519439500867}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 106.6342455520294, \"dd_pct\": -20.802130078094304, \"calmar\": 5.131060644664793, \"cagr_pct\": 106.73699096890745, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 90.68493150684932, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.0017380780487284, \"sortino\": 3.14740094685292}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 73.05011502585117, \"dd_pct\": -28.377158732563345, \"calmar\": 3.7962091895158596, \"cagr_pct\": 107.7256307529072, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 91.33211678832117, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7528953575178379, \"sortino\": 2.608257906893853}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 68.68593547241095, \"dd_pct\": -32.9860553421951, \"calmar\": 2.0841036284529157, \"cagr_pct\": 68.74635762701749, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 96.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4021248954422076, \"sortino\": 2.066319238985349}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -37.40471932646372, \"dd_pct\": -46.34395353052191, \"calmar\": -1.4629678798456387, \"cagr_pct\": -67.79971544021244, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.84105960264901, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9920609688105146, \"sortino\": -2.6106877100590187}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1259.9403726103471, \"dd_pct\": -74.16142682171994, \"calmar\": 0.5020434835274237, \"cagr_pct\": 37.23226106494039, \"entries\": 42, \"exits\": 41, \"exposure_pct\": 95.20252324037185, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8168918691848368, \"sortino\": 1.1754252475624605}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 346.37375384207616, \"dd_pct\": -74.16142682171994, \"calmar\": 0.8412824102567577, \"cagr_pct\": 62.39070390465671, \"entries\": 17, \"exits\": 16, \"exposure_pct\": 95.82963620230701, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.029249760064169, \"sortino\": 1.4776981395865243}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 204.66405358848343, \"dd_pct\": -70.87280370519704, \"calmar\": 0.3399514674352301, \"cagr_pct\": 24.09331362083075, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 94.82758620689656, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6643302927888609, \"sortino\": 0.9580857933228889}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 42, "Total P&L %": 1259.9403726103471, "Sharpe Ratio": 0.8168918691848368, "Sortino Ratio": 1.1754252475624605, "Calmar Ratio": 0.5020434835274237, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.16142682171994, "% In Market": 95.20252324037185, "Composite": 0.9512724092810466, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8412824102567577, "Sub1_Sortino": 1.4776981395865243, "Sub1_Trades": 17, "Sub2_Calmar": 0.3399514674352301, "Sub2_Sortino": 0.9580857933228889, "Sub2_Trades": 25, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "68536223b6fc9ef13b65ebd6996378919b4904530b9b536b34c48b4d53de30f6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 475.0, "i_long_exit_activation_threshold": -50.0, "i_long_exit_activation_confirmation_threshold": -350.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "7b71f2604cc69d5e7a08a9a09c8e229883a26208d312c85b92f3988695b27af9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 23.951463293396635, \"dd_pct\": -54.39547497567112, \"calmar\": 0.44065602863530123, \"cagr_pct\": 23.969693978510147, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 89.17808219178082, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6646291546131928, \"sortino\": 0.9537147593766202}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -53.070970797100856, \"dd_pct\": -62.22217213964868, \"calmar\": -0.8533177172265966, \"cagr_pct\": -53.09528189108534, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 50.821917808219176, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2338477896171482, \"sortino\": -1.6652870822640808}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 20.775008773002757, \"dd_pct\": -23.106132866454466, \"calmar\": 0.8997881452428429, \"cagr_pct\": 20.790624435641757, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 77.8082191780822, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6951031520952575, \"sortino\": 1.0424958144335617}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 24.547868011206255, \"dd_pct\": -31.454458662258023, \"calmar\": 1.0807441146242873, \"cagr_pct\": 33.99422107792829, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 83.3941605839416, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8696238138385481, \"sortino\": 1.2633663132449773}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 33.140041354686645, \"dd_pct\": -39.8905708294979, \"calmar\": 0.8314282091407738, \"cagr_pct\": 33.166145866372624, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.86729133513692, \"sortino\": 1.280833354906409}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.65421283755656, \"dd_pct\": -49.97754523003064, \"calmar\": -1.4796191021041318, \"cagr_pct\": -73.94773059862658, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50331125827815, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.35417573325671, \"sortino\": -3.0646437169646776}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.39311313891041, \"dd_pct\": -77.35639253315573, \"calmar\": 0.07725799598635318, \"cagr_pct\": 5.976399863845306, \"entries\": 64, \"exits\": 63, \"exposure_pct\": 74.78419654714476, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3892089212154716, \"sortino\": 0.5525963716635295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 141.5840117844856, \"dd_pct\": -73.47958879334455, \"calmar\": 0.45034306116206824, \"cagr_pct\": 33.09102295012479, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 64.773735581189, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7694024084425383, \"sortino\": 1.0922259080491152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -33.19379376691196, \"dd_pct\": -77.3563925331557, \"calmar\": -0.0971916597419127, \"cagr_pct\": -7.518396181944305, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 80.76923076923077, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1181146355992446, \"sortino\": 0.1677208629368799}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.499747112897808, \"dd_pct\": -29.324151804243193, \"calmar\": 0.9596071468431329, \"cagr_pct\": 28.139665646464717, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.56772334293949, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8277112772666512, \"sortino\": 1.2494147412941368}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 61.39311313891041, "Sharpe Ratio": 0.3892089212154716, "Sortino Ratio": 0.5525963716635295, "Calmar Ratio": 0.07725799598635318, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.35639253315573, "% In Market": 74.78419654714476, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.45034306116206824, "Sub1_Sortino": 1.0922259080491152, "Sub1_Trades": 18, "Sub2_Calmar": -0.0971916597419127, "Sub2_Sortino": 0.1677208629368799, "Sub2_Trades": 46, "WFO_Score": 0.8070627628341439, "WFO_Min_Fold": 0.44065602863530123, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.440656, 0.899788, 1.080744]", "OOS_Total Trades": 1, "OOS_Total P&L %": 12.499747112897808, "OOS_Sortino Ratio": 1.2494147412941368, "OOS_Calmar Ratio": 0.9596071468431329, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b281ebd61346496edc345de8c349551fc5f248c7f621669ecd2530690b477d56", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 474.0, "i_long_exit_activation_threshold": -50.0, "i_long_exit_activation_confirmation_threshold": -350.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "b78dd2c50172c6828b4383a03fce7a8da6af63ce4830e8240ca09daf2d55db1d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 23.951463293396635, \"dd_pct\": -54.39547497567112, \"calmar\": 0.44065602863530123, \"cagr_pct\": 23.969693978510147, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 89.17808219178082, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6646291546131928, \"sortino\": 0.9537147593766202}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -53.070970797100856, \"dd_pct\": -62.22217213964868, \"calmar\": -0.8533177172265966, \"cagr_pct\": -53.09528189108534, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 50.821917808219176, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2338477896171482, \"sortino\": -1.6652870822640808}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 20.775008773002757, \"dd_pct\": -23.106132866454466, \"calmar\": 0.8997881452428429, \"cagr_pct\": 20.790624435641757, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 77.8082191780822, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6951031520952575, \"sortino\": 1.0424958144335617}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 24.547868011206255, \"dd_pct\": -31.454458662258023, \"calmar\": 1.0807441146242873, \"cagr_pct\": 33.99422107792829, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 83.3941605839416, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8696238138385481, \"sortino\": 1.2633663132449773}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 33.140041354686645, \"dd_pct\": -39.8905708294979, \"calmar\": 0.8314282091407738, \"cagr_pct\": 33.166145866372624, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.86729133513692, \"sortino\": 1.280833354906409}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.65421283755656, \"dd_pct\": -49.97754523003064, \"calmar\": -1.4796191021041318, \"cagr_pct\": -73.94773059862658, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50331125827815, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.35417573325671, \"sortino\": -3.0646437169646776}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.39311313891041, \"dd_pct\": -77.35639253315573, \"calmar\": 0.07725799598635318, \"cagr_pct\": 5.976399863845306, \"entries\": 64, \"exits\": 63, \"exposure_pct\": 74.78419654714476, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3892089212154716, \"sortino\": 0.5525963716635295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 141.5840117844856, \"dd_pct\": -73.47958879334455, \"calmar\": 0.45034306116206824, \"cagr_pct\": 33.09102295012479, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 64.773735581189, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7694024084425383, \"sortino\": 1.0922259080491152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -33.19379376691196, \"dd_pct\": -77.3563925331557, \"calmar\": -0.0971916597419127, \"cagr_pct\": -7.518396181944305, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 80.76923076923077, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1181146355992446, \"sortino\": 0.1677208629368799}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.499747112897808, \"dd_pct\": -29.324151804243193, \"calmar\": 0.9596071468431329, \"cagr_pct\": 28.139665646464717, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.56772334293949, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8277112772666512, \"sortino\": 1.2494147412941368}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 61.39311313891041, "Sharpe Ratio": 0.3892089212154716, "Sortino Ratio": 0.5525963716635295, "Calmar Ratio": 0.07725799598635318, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.35639253315573, "% In Market": 74.78419654714476, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.45034306116206824, "Sub1_Sortino": 1.0922259080491152, "Sub1_Trades": 18, "Sub2_Calmar": -0.0971916597419127, "Sub2_Sortino": 0.1677208629368799, "Sub2_Trades": 46, "WFO_Score": 0.8070627628341439, "WFO_Min_Fold": 0.44065602863530123, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.440656, 0.899788, 1.080744]", "OOS_Total Trades": 1, "OOS_Total P&L %": 12.499747112897808, "OOS_Sortino Ratio": 1.2494147412941368, "OOS_Calmar Ratio": 0.9596071468431329, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b281ebd61346496edc345de8c349551fc5f248c7f621669ecd2530690b477d56", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 474.95, "i_long_exit_activation_threshold": -50.0, "i_long_exit_activation_confirmation_threshold": -350.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "d59e7975f4ae743bbf47dd60927506f24fee865ea05f5232f8e06d2a567799dd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 23.951463293396635, \"dd_pct\": -54.39547497567112, \"calmar\": 0.44065602863530123, \"cagr_pct\": 23.969693978510147, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 89.17808219178082, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6646291546131928, \"sortino\": 0.9537147593766202}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -53.070970797100856, \"dd_pct\": -62.22217213964868, \"calmar\": -0.8533177172265966, \"cagr_pct\": -53.09528189108534, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 50.821917808219176, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2338477896171482, \"sortino\": -1.6652870822640808}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 20.775008773002757, \"dd_pct\": -23.106132866454466, \"calmar\": 0.8997881452428429, \"cagr_pct\": 20.790624435641757, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 77.8082191780822, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6951031520952575, \"sortino\": 1.0424958144335617}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 24.547868011206255, \"dd_pct\": -31.454458662258023, \"calmar\": 1.0807441146242873, \"cagr_pct\": 33.99422107792829, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 83.3941605839416, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8696238138385481, \"sortino\": 1.2633663132449773}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 33.140041354686645, \"dd_pct\": -39.8905708294979, \"calmar\": 0.8314282091407738, \"cagr_pct\": 33.166145866372624, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.86729133513692, \"sortino\": 1.280833354906409}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.65421283755656, \"dd_pct\": -49.97754523003064, \"calmar\": -1.4796191021041318, \"cagr_pct\": -73.94773059862658, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50331125827815, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.35417573325671, \"sortino\": -3.0646437169646776}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.39311313891041, \"dd_pct\": -77.35639253315573, \"calmar\": 0.07725799598635318, \"cagr_pct\": 5.976399863845306, \"entries\": 64, \"exits\": 63, \"exposure_pct\": 74.78419654714476, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3892089212154716, \"sortino\": 0.5525963716635295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 141.5840117844856, \"dd_pct\": -73.47958879334455, \"calmar\": 0.45034306116206824, \"cagr_pct\": 33.09102295012479, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 64.773735581189, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7694024084425383, \"sortino\": 1.0922259080491152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -33.19379376691196, \"dd_pct\": -77.3563925331557, \"calmar\": -0.0971916597419127, \"cagr_pct\": -7.518396181944305, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 80.76923076923077, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1181146355992446, \"sortino\": 0.1677208629368799}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.499747112897808, \"dd_pct\": -29.324151804243193, \"calmar\": 0.9596071468431329, \"cagr_pct\": 28.139665646464717, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.56772334293949, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8277112772666512, \"sortino\": 1.2494147412941368}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 61.39311313891041, "Sharpe Ratio": 0.3892089212154716, "Sortino Ratio": 0.5525963716635295, "Calmar Ratio": 0.07725799598635318, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.35639253315573, "% In Market": 74.78419654714476, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.45034306116206824, "Sub1_Sortino": 1.0922259080491152, "Sub1_Trades": 18, "Sub2_Calmar": -0.0971916597419127, "Sub2_Sortino": 0.1677208629368799, "Sub2_Trades": 46, "WFO_Score": 0.8070627628341439, "WFO_Min_Fold": 0.44065602863530123, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.440656, 0.899788, 1.080744]", "OOS_Total Trades": 1, "OOS_Total P&L %": 12.499747112897808, "OOS_Sortino Ratio": 1.2494147412941368, "OOS_Calmar Ratio": 0.9596071468431329, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 34, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b281ebd61346496edc345de8c349551fc5f248c7f621669ecd2530690b477d56", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 475.05, "i_long_exit_activation_threshold": -50.0, "i_long_exit_activation_confirmation_threshold": -350.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "2d1d4d6dcc4d869bea04c4f087585404838136472dccf8803304c61cf822f4eb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 23.951463293396635, \"dd_pct\": -54.39547497567112, \"calmar\": 0.44065602863530123, \"cagr_pct\": 23.969693978510147, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 89.17808219178082, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6646291546131928, \"sortino\": 0.9537147593766202}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -53.070970797100856, \"dd_pct\": -62.22217213964868, \"calmar\": -0.8533177172265966, \"cagr_pct\": -53.09528189108534, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 50.821917808219176, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2338477896171482, \"sortino\": -1.6652870822640808}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 20.775008773002757, \"dd_pct\": -23.106132866454466, \"calmar\": 0.8997881452428429, \"cagr_pct\": 20.790624435641757, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 77.8082191780822, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6951031520952575, \"sortino\": 1.0424958144335617}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 24.547868011206255, \"dd_pct\": -31.454458662258023, \"calmar\": 1.0807441146242873, \"cagr_pct\": 33.99422107792829, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 83.3941605839416, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8696238138385481, \"sortino\": 1.2633663132449773}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 33.140041354686645, \"dd_pct\": -39.8905708294979, \"calmar\": 0.8314282091407738, \"cagr_pct\": 33.166145866372624, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.86729133513692, \"sortino\": 1.280833354906409}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.65421283755656, \"dd_pct\": -49.97754523003064, \"calmar\": -1.4796191021041318, \"cagr_pct\": -73.94773059862658, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50331125827815, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.35417573325671, \"sortino\": -3.0646437169646776}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.39311313891041, \"dd_pct\": -77.35639253315573, \"calmar\": 0.07725799598635318, \"cagr_pct\": 5.976399863845306, \"entries\": 64, \"exits\": 63, \"exposure_pct\": 74.78419654714476, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3892089212154716, \"sortino\": 0.5525963716635295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 141.5840117844856, \"dd_pct\": -73.47958879334455, \"calmar\": 0.45034306116206824, \"cagr_pct\": 33.09102295012479, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 64.773735581189, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7694024084425383, \"sortino\": 1.0922259080491152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -33.19379376691196, \"dd_pct\": -77.3563925331557, \"calmar\": -0.0971916597419127, \"cagr_pct\": -7.518396181944305, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 80.76923076923077, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1181146355992446, \"sortino\": 0.1677208629368799}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.499747112897808, \"dd_pct\": -29.324151804243193, \"calmar\": 0.9596071468431329, \"cagr_pct\": 28.139665646464717, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.56772334293949, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8277112772666512, \"sortino\": 1.2494147412941368}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 61.39311313891041, "Sharpe Ratio": 0.3892089212154716, "Sortino Ratio": 0.5525963716635295, "Calmar Ratio": 0.07725799598635318, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.35639253315573, "% In Market": 74.78419654714476, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.45034306116206824, "Sub1_Sortino": 1.0922259080491152, "Sub1_Trades": 18, "Sub2_Calmar": -0.0971916597419127, "Sub2_Sortino": 0.1677208629368799, "Sub2_Trades": 46, "WFO_Score": 0.8070627628341439, "WFO_Min_Fold": 0.44065602863530123, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.440656, 0.899788, 1.080744]", "OOS_Total Trades": 1, "OOS_Total P&L %": 12.499747112897808, "OOS_Sortino Ratio": 1.2494147412941368, "OOS_Calmar Ratio": 0.9596071468431329, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b281ebd61346496edc345de8c349551fc5f248c7f621669ecd2530690b477d56", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 476.0, "i_long_exit_activation_threshold": -50.0, "i_long_exit_activation_confirmation_threshold": -350.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "b9db5b816506988def910360b29d7bfd782ab4a5be0e036cbfbd9baef18fc408", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 23.951463293396635, \"dd_pct\": -54.39547497567112, \"calmar\": 0.44065602863530123, \"cagr_pct\": 23.969693978510147, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 89.17808219178082, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6646291546131928, \"sortino\": 0.9537147593766202}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -53.070970797100856, \"dd_pct\": -62.22217213964868, \"calmar\": -0.8533177172265966, \"cagr_pct\": -53.09528189108534, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 50.821917808219176, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2338477896171482, \"sortino\": -1.6652870822640808}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 20.775008773002757, \"dd_pct\": -23.106132866454466, \"calmar\": 0.8997881452428429, \"cagr_pct\": 20.790624435641757, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 77.8082191780822, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6951031520952575, \"sortino\": 1.0424958144335617}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 24.547868011206255, \"dd_pct\": -31.454458662258023, \"calmar\": 1.0807441146242873, \"cagr_pct\": 33.99422107792829, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 83.3941605839416, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8696238138385481, \"sortino\": 1.2633663132449773}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 30.989038707444916, \"dd_pct\": -40.86169521818219, \"calmar\": 0.7589812343452257, \"cagr_pct\": 31.013259874134324, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 95.61643835616438, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8300156567311668, \"sortino\": 1.2242333965542194}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.65421283755656, \"dd_pct\": -49.97754523003064, \"calmar\": -1.4796191021041318, \"cagr_pct\": -73.94773059862658, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50331125827815, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.35417573325671, \"sortino\": -3.0646437169646776}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 58.785655532047045, \"dd_pct\": -77.35639253315573, \"calmar\": 0.07455476158127339, \"cagr_pct\": 5.767287402096823, \"entries\": 64, \"exits\": 63, \"exposure_pct\": 74.79249667994688, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3857831523105017, \"sortino\": 0.5476893029929752}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 141.5840117844856, \"dd_pct\": -73.47958879334455, \"calmar\": 0.45034306116206824, \"cagr_pct\": 33.09102295012479, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 64.773735581189, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7694024084425383, \"sortino\": 1.0922259080491152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -34.273110890426885, \"dd_pct\": -77.3563925331557, \"calmar\": -0.10095884684809779, \"cagr_pct\": -7.809812186476202, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 80.78249336870027, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.11223470313895817, \"sortino\": 0.15934777924526758}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.499747112897808, \"dd_pct\": -29.324151804243193, \"calmar\": 0.9596071468431329, \"cagr_pct\": 28.139665646464717, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.56772334293949, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8277112772666512, \"sortino\": 1.2494147412941368}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 58.785655532047045, "Sharpe Ratio": 0.3857831523105017, "Sortino Ratio": 0.5476893029929752, "Calmar Ratio": 0.07455476158127339, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.35639253315573, "% In Market": 74.79249667994688, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.45034306116206824, "Sub1_Sortino": 1.0922259080491152, "Sub1_Trades": 18, "Sub2_Calmar": -0.10095884684809779, "Sub2_Sortino": 0.15934777924526758, "Sub2_Trades": 46, "WFO_Score": 0.8070627628341439, "WFO_Min_Fold": 0.44065602863530123, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.440656, 0.899788, 1.080744]", "OOS_Total Trades": 1, "OOS_Total P&L %": 12.499747112897808, "OOS_Sortino Ratio": 1.2494147412941368, "OOS_Calmar Ratio": 0.9596071468431329, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b281ebd61346496edc345de8c349551fc5f248c7f621669ecd2530690b477d56", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 475.0, "i_long_exit_activation_threshold": -51.0, "i_long_exit_activation_confirmation_threshold": -350.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "06bac922f097c795cc004d46fd6b969023bf72782b5c5949bcc2a61242e7d382", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 23.951463293396635, \"dd_pct\": -54.39547497567112, \"calmar\": 0.44065602863530123, \"cagr_pct\": 23.969693978510147, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 89.17808219178082, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6646291546131928, \"sortino\": 0.9537147593766202}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -53.070970797100856, \"dd_pct\": -62.22217213964868, \"calmar\": -0.8533177172265966, \"cagr_pct\": -53.09528189108534, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 50.821917808219176, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2338477896171482, \"sortino\": -1.6652870822640808}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 20.775008773002757, \"dd_pct\": -23.106132866454466, \"calmar\": 0.8997881452428429, \"cagr_pct\": 20.790624435641757, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 77.8082191780822, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6951031520952575, \"sortino\": 1.0424958144335617}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 24.547868011206255, \"dd_pct\": -31.454458662258023, \"calmar\": 1.0807441146242873, \"cagr_pct\": 33.99422107792829, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 83.3941605839416, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8696238138385481, \"sortino\": 1.2633663132449773}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 33.140041354686645, \"dd_pct\": -39.8905708294979, \"calmar\": 0.8314282091407738, \"cagr_pct\": 33.166145866372624, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.86729133513692, \"sortino\": 1.280833354906409}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.65421283755656, \"dd_pct\": -49.97754523003064, \"calmar\": -1.4796191021041318, \"cagr_pct\": -73.94773059862658, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50331125827815, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.35417573325671, \"sortino\": -3.0646437169646776}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.39311313891041, \"dd_pct\": -77.35639253315573, \"calmar\": 0.07725799598635318, \"cagr_pct\": 5.976399863845306, \"entries\": 64, \"exits\": 63, \"exposure_pct\": 74.78419654714476, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3892089212154716, \"sortino\": 0.5525963716635295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 141.5840117844856, \"dd_pct\": -73.47958879334455, \"calmar\": 0.45034306116206824, \"cagr_pct\": 33.09102295012479, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 64.773735581189, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7694024084425383, \"sortino\": 1.0922259080491152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -33.19379376691196, \"dd_pct\": -77.3563925331557, \"calmar\": -0.0971916597419127, \"cagr_pct\": -7.518396181944305, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 80.76923076923077, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1181146355992446, \"sortino\": 0.1677208629368799}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.499747112897808, \"dd_pct\": -29.324151804243193, \"calmar\": 0.9596071468431329, \"cagr_pct\": 28.139665646464717, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.56772334293949, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8277112772666512, \"sortino\": 1.2494147412941368}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 61.39311313891041, "Sharpe Ratio": 0.3892089212154716, "Sortino Ratio": 0.5525963716635295, "Calmar Ratio": 0.07725799598635318, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.35639253315573, "% In Market": 74.78419654714476, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.45034306116206824, "Sub1_Sortino": 1.0922259080491152, "Sub1_Trades": 18, "Sub2_Calmar": -0.0971916597419127, "Sub2_Sortino": 0.1677208629368799, "Sub2_Trades": 46, "WFO_Score": 0.8070627628341439, "WFO_Min_Fold": 0.44065602863530123, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.440656, 0.899788, 1.080744]", "OOS_Total Trades": 1, "OOS_Total P&L %": 12.499747112897808, "OOS_Sortino Ratio": 1.2494147412941368, "OOS_Calmar Ratio": 0.9596071468431329, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b281ebd61346496edc345de8c349551fc5f248c7f621669ecd2530690b477d56", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 475.0, "i_long_exit_activation_threshold": -50.05, "i_long_exit_activation_confirmation_threshold": -350.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "bbb2ae23540157bc9fb4831bed1345f627a0618cd80fef1de89f729055d035eb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 23.951463293396635, \"dd_pct\": -54.39547497567112, \"calmar\": 0.44065602863530123, \"cagr_pct\": 23.969693978510147, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 89.17808219178082, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6646291546131928, \"sortino\": 0.9537147593766202}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -53.070970797100856, \"dd_pct\": -62.22217213964868, \"calmar\": -0.8533177172265966, \"cagr_pct\": -53.09528189108534, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 50.821917808219176, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2338477896171482, \"sortino\": -1.6652870822640808}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 20.775008773002757, \"dd_pct\": -23.106132866454466, \"calmar\": 0.8997881452428429, \"cagr_pct\": 20.790624435641757, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 77.8082191780822, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6951031520952575, \"sortino\": 1.0424958144335617}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 24.547868011206255, \"dd_pct\": -31.454458662258023, \"calmar\": 1.0807441146242873, \"cagr_pct\": 33.99422107792829, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 83.3941605839416, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8696238138385481, \"sortino\": 1.2633663132449773}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 33.140041354686645, \"dd_pct\": -39.8905708294979, \"calmar\": 0.8314282091407738, \"cagr_pct\": 33.166145866372624, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.86729133513692, \"sortino\": 1.280833354906409}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.65421283755656, \"dd_pct\": -49.97754523003064, \"calmar\": -1.4796191021041318, \"cagr_pct\": -73.94773059862658, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50331125827815, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.35417573325671, \"sortino\": -3.0646437169646776}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.39311313891041, \"dd_pct\": -77.35639253315573, \"calmar\": 0.07725799598635318, \"cagr_pct\": 5.976399863845306, \"entries\": 64, \"exits\": 63, \"exposure_pct\": 74.78419654714476, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3892089212154716, \"sortino\": 0.5525963716635295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 141.5840117844856, \"dd_pct\": -73.47958879334455, \"calmar\": 0.45034306116206824, \"cagr_pct\": 33.09102295012479, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 64.773735581189, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7694024084425383, \"sortino\": 1.0922259080491152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -33.19379376691196, \"dd_pct\": -77.3563925331557, \"calmar\": -0.0971916597419127, \"cagr_pct\": -7.518396181944305, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 80.76923076923077, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1181146355992446, \"sortino\": 0.1677208629368799}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.499747112897808, \"dd_pct\": -29.324151804243193, \"calmar\": 0.9596071468431329, \"cagr_pct\": 28.139665646464717, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.56772334293949, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8277112772666512, \"sortino\": 1.2494147412941368}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 61.39311313891041, "Sharpe Ratio": 0.3892089212154716, "Sortino Ratio": 0.5525963716635295, "Calmar Ratio": 0.07725799598635318, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.35639253315573, "% In Market": 74.78419654714476, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.45034306116206824, "Sub1_Sortino": 1.0922259080491152, "Sub1_Trades": 18, "Sub2_Calmar": -0.0971916597419127, "Sub2_Sortino": 0.1677208629368799, "Sub2_Trades": 46, "WFO_Score": 0.8070627628341439, "WFO_Min_Fold": 0.44065602863530123, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.440656, 0.899788, 1.080744]", "OOS_Total Trades": 1, "OOS_Total P&L %": 12.499747112897808, "OOS_Sortino Ratio": 1.2494147412941368, "OOS_Calmar Ratio": 0.9596071468431329, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b281ebd61346496edc345de8c349551fc5f248c7f621669ecd2530690b477d56", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 475.0, "i_long_exit_activation_threshold": -49.95, "i_long_exit_activation_confirmation_threshold": -350.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "c9b70fe03587fcd45bc420f5ac4c2f64620d7ee318c8084546597a4ceef8ebbd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 23.951463293396635, \"dd_pct\": -54.39547497567112, \"calmar\": 0.44065602863530123, \"cagr_pct\": 23.969693978510147, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 89.17808219178082, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6646291546131928, \"sortino\": 0.9537147593766202}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -53.070970797100856, \"dd_pct\": -62.22217213964868, \"calmar\": -0.8533177172265966, \"cagr_pct\": -53.09528189108534, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 50.821917808219176, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2338477896171482, \"sortino\": -1.6652870822640808}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 20.775008773002757, \"dd_pct\": -23.106132866454466, \"calmar\": 0.8997881452428429, \"cagr_pct\": 20.790624435641757, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 77.8082191780822, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6951031520952575, \"sortino\": 1.0424958144335617}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 24.547868011206255, \"dd_pct\": -31.454458662258023, \"calmar\": 1.0807441146242873, \"cagr_pct\": 33.99422107792829, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 83.3941605839416, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8696238138385481, \"sortino\": 1.2633663132449773}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 33.140041354686645, \"dd_pct\": -39.8905708294979, \"calmar\": 0.8314282091407738, \"cagr_pct\": 33.166145866372624, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.86729133513692, \"sortino\": 1.280833354906409}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.65421283755656, \"dd_pct\": -49.97754523003064, \"calmar\": -1.4796191021041318, \"cagr_pct\": -73.94773059862658, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50331125827815, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.35417573325671, \"sortino\": -3.0646437169646776}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.39311313891041, \"dd_pct\": -77.35639253315573, \"calmar\": 0.07725799598635318, \"cagr_pct\": 5.976399863845306, \"entries\": 64, \"exits\": 63, \"exposure_pct\": 74.78419654714476, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3892089212154716, \"sortino\": 0.5525963716635295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 141.5840117844856, \"dd_pct\": -73.47958879334455, \"calmar\": 0.45034306116206824, \"cagr_pct\": 33.09102295012479, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 64.773735581189, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7694024084425383, \"sortino\": 1.0922259080491152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -33.19379376691196, \"dd_pct\": -77.3563925331557, \"calmar\": -0.0971916597419127, \"cagr_pct\": -7.518396181944305, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 80.76923076923077, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1181146355992446, \"sortino\": 0.1677208629368799}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.499747112897808, \"dd_pct\": -29.324151804243193, \"calmar\": 0.9596071468431329, \"cagr_pct\": 28.139665646464717, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.56772334293949, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8277112772666512, \"sortino\": 1.2494147412941368}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 61.39311313891041, "Sharpe Ratio": 0.3892089212154716, "Sortino Ratio": 0.5525963716635295, "Calmar Ratio": 0.07725799598635318, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.35639253315573, "% In Market": 74.78419654714476, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.45034306116206824, "Sub1_Sortino": 1.0922259080491152, "Sub1_Trades": 18, "Sub2_Calmar": -0.0971916597419127, "Sub2_Sortino": 0.1677208629368799, "Sub2_Trades": 46, "WFO_Score": 0.8070627628341439, "WFO_Min_Fold": 0.44065602863530123, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.440656, 0.899788, 1.080744]", "OOS_Total Trades": 1, "OOS_Total P&L %": 12.499747112897808, "OOS_Sortino Ratio": 1.2494147412941368, "OOS_Calmar Ratio": 0.9596071468431329, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b281ebd61346496edc345de8c349551fc5f248c7f621669ecd2530690b477d56", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 475.0, "i_long_exit_activation_threshold": -49.0, "i_long_exit_activation_confirmation_threshold": -350.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "67ac462698ac4c700315955d7726bae78d2e408893dd729e97dfc39c8e8f54de", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 23.951463293396635, \"dd_pct\": -54.39547497567112, \"calmar\": 0.44065602863530123, \"cagr_pct\": 23.969693978510147, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 89.17808219178082, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6646291546131928, \"sortino\": 0.9537147593766202}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -53.070970797100856, \"dd_pct\": -62.22217213964868, \"calmar\": -0.8533177172265966, \"cagr_pct\": -53.09528189108534, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 50.821917808219176, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2338477896171482, \"sortino\": -1.6652870822640808}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 20.775008773002757, \"dd_pct\": -23.106132866454466, \"calmar\": 0.8997881452428429, \"cagr_pct\": 20.790624435641757, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 77.8082191780822, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6951031520952575, \"sortino\": 1.0424958144335617}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 24.547868011206255, \"dd_pct\": -31.454458662258023, \"calmar\": 1.0807441146242873, \"cagr_pct\": 33.99422107792829, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 83.3941605839416, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8696238138385481, \"sortino\": 1.2633663132449773}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 33.140041354686645, \"dd_pct\": -39.8905708294979, \"calmar\": 0.8314282091407738, \"cagr_pct\": 33.166145866372624, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.86729133513692, \"sortino\": 1.280833354906409}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.65421283755656, \"dd_pct\": -49.97754523003064, \"calmar\": -1.4796191021041318, \"cagr_pct\": -73.94773059862658, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50331125827815, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.35417573325671, \"sortino\": -3.0646437169646776}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.39311313891041, \"dd_pct\": -77.35639253315573, \"calmar\": 0.07725799598635318, \"cagr_pct\": 5.976399863845306, \"entries\": 64, \"exits\": 63, \"exposure_pct\": 74.78419654714476, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3892089212154716, \"sortino\": 0.5525963716635295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 141.5840117844856, \"dd_pct\": -73.47958879334455, \"calmar\": 0.45034306116206824, \"cagr_pct\": 33.09102295012479, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 64.773735581189, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7694024084425383, \"sortino\": 1.0922259080491152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -33.19379376691196, \"dd_pct\": -77.3563925331557, \"calmar\": -0.0971916597419127, \"cagr_pct\": -7.518396181944305, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 80.76923076923077, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1181146355992446, \"sortino\": 0.1677208629368799}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.499747112897808, \"dd_pct\": -29.324151804243193, \"calmar\": 0.9596071468431329, \"cagr_pct\": 28.139665646464717, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.56772334293949, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8277112772666512, \"sortino\": 1.2494147412941368}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 61.39311313891041, "Sharpe Ratio": 0.3892089212154716, "Sortino Ratio": 0.5525963716635295, "Calmar Ratio": 0.07725799598635318, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.35639253315573, "% In Market": 74.78419654714476, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.45034306116206824, "Sub1_Sortino": 1.0922259080491152, "Sub1_Trades": 18, "Sub2_Calmar": -0.0971916597419127, "Sub2_Sortino": 0.1677208629368799, "Sub2_Trades": 46, "WFO_Score": 0.8070627628341439, "WFO_Min_Fold": 0.44065602863530123, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.440656, 0.899788, 1.080744]", "OOS_Total Trades": 1, "OOS_Total P&L %": 12.499747112897808, "OOS_Sortino Ratio": 1.2494147412941368, "OOS_Calmar Ratio": 0.9596071468431329, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b281ebd61346496edc345de8c349551fc5f248c7f621669ecd2530690b477d56", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 475.0, "i_long_exit_activation_threshold": -50.0, "i_long_exit_activation_confirmation_threshold": -351.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "aa8a61eeee87aa51e71927f975b96fd1f823fb690bf2277a797712270835a6c9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 23.951463293396635, \"dd_pct\": -54.39547497567112, \"calmar\": 0.44065602863530123, \"cagr_pct\": 23.969693978510147, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 89.17808219178082, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6646291546131928, \"sortino\": 0.9537147593766202}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -53.070970797100856, \"dd_pct\": -62.22217213964868, \"calmar\": -0.8533177172265966, \"cagr_pct\": -53.09528189108534, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 50.821917808219176, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2338477896171482, \"sortino\": -1.6652870822640808}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 20.775008773002757, \"dd_pct\": -23.106132866454466, \"calmar\": 0.8997881452428429, \"cagr_pct\": 20.790624435641757, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 77.8082191780822, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6951031520952575, \"sortino\": 1.0424958144335617}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 24.547868011206255, \"dd_pct\": -31.454458662258023, \"calmar\": 1.0807441146242873, \"cagr_pct\": 33.99422107792829, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 83.3941605839416, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8696238138385481, \"sortino\": 1.2633663132449773}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 33.140041354686645, \"dd_pct\": -39.8905708294979, \"calmar\": 0.8314282091407738, \"cagr_pct\": 33.166145866372624, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.86729133513692, \"sortino\": 1.280833354906409}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.65421283755656, \"dd_pct\": -49.97754523003064, \"calmar\": -1.4796191021041318, \"cagr_pct\": -73.94773059862658, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50331125827815, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.35417573325671, \"sortino\": -3.0646437169646776}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.39311313891041, \"dd_pct\": -77.35639253315573, \"calmar\": 0.07725799598635318, \"cagr_pct\": 5.976399863845306, \"entries\": 64, \"exits\": 63, \"exposure_pct\": 74.78419654714476, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3892089212154716, \"sortino\": 0.5525963716635295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 141.5840117844856, \"dd_pct\": -73.47958879334455, \"calmar\": 0.45034306116206824, \"cagr_pct\": 33.09102295012479, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 64.773735581189, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7694024084425383, \"sortino\": 1.0922259080491152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -33.19379376691196, \"dd_pct\": -77.3563925331557, \"calmar\": -0.0971916597419127, \"cagr_pct\": -7.518396181944305, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 80.76923076923077, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1181146355992446, \"sortino\": 0.1677208629368799}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.499747112897808, \"dd_pct\": -29.324151804243193, \"calmar\": 0.9596071468431329, \"cagr_pct\": 28.139665646464717, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.56772334293949, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8277112772666512, \"sortino\": 1.2494147412941368}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 61.39311313891041, "Sharpe Ratio": 0.3892089212154716, "Sortino Ratio": 0.5525963716635295, "Calmar Ratio": 0.07725799598635318, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.35639253315573, "% In Market": 74.78419654714476, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.45034306116206824, "Sub1_Sortino": 1.0922259080491152, "Sub1_Trades": 18, "Sub2_Calmar": -0.0971916597419127, "Sub2_Sortino": 0.1677208629368799, "Sub2_Trades": 46, "WFO_Score": 0.8070627628341439, "WFO_Min_Fold": 0.44065602863530123, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.440656, 0.899788, 1.080744]", "OOS_Total Trades": 1, "OOS_Total P&L %": 12.499747112897808, "OOS_Sortino Ratio": 1.2494147412941368, "OOS_Calmar Ratio": 0.9596071468431329, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 34, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b281ebd61346496edc345de8c349551fc5f248c7f621669ecd2530690b477d56", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 475.0, "i_long_exit_activation_threshold": -50.0, "i_long_exit_activation_confirmation_threshold": -350.05, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "0c4d1283bd1dc63ef1dccd191527be5e84c662c72b65c5d7e7b6f6f7f542f2b0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 23.951463293396635, \"dd_pct\": -54.39547497567112, \"calmar\": 0.44065602863530123, \"cagr_pct\": 23.969693978510147, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 89.17808219178082, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6646291546131928, \"sortino\": 0.9537147593766202}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -53.070970797100856, \"dd_pct\": -62.22217213964868, \"calmar\": -0.8533177172265966, \"cagr_pct\": -53.09528189108534, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 50.821917808219176, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2338477896171482, \"sortino\": -1.6652870822640808}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 20.775008773002757, \"dd_pct\": -23.106132866454466, \"calmar\": 0.8997881452428429, \"cagr_pct\": 20.790624435641757, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 77.8082191780822, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6951031520952575, \"sortino\": 1.0424958144335617}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 24.547868011206255, \"dd_pct\": -31.454458662258023, \"calmar\": 1.0807441146242873, \"cagr_pct\": 33.99422107792829, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 83.3941605839416, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8696238138385481, \"sortino\": 1.2633663132449773}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 33.140041354686645, \"dd_pct\": -39.8905708294979, \"calmar\": 0.8314282091407738, \"cagr_pct\": 33.166145866372624, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.86729133513692, \"sortino\": 1.280833354906409}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.65421283755656, \"dd_pct\": -49.97754523003064, \"calmar\": -1.4796191021041318, \"cagr_pct\": -73.94773059862658, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50331125827815, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.35417573325671, \"sortino\": -3.0646437169646776}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.39311313891041, \"dd_pct\": -77.35639253315573, \"calmar\": 0.07725799598635318, \"cagr_pct\": 5.976399863845306, \"entries\": 64, \"exits\": 63, \"exposure_pct\": 74.78419654714476, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3892089212154716, \"sortino\": 0.5525963716635295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 141.5840117844856, \"dd_pct\": -73.47958879334455, \"calmar\": 0.45034306116206824, \"cagr_pct\": 33.09102295012479, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 64.773735581189, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7694024084425383, \"sortino\": 1.0922259080491152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -33.19379376691196, \"dd_pct\": -77.3563925331557, \"calmar\": -0.0971916597419127, \"cagr_pct\": -7.518396181944305, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 80.76923076923077, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1181146355992446, \"sortino\": 0.1677208629368799}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.499747112897808, \"dd_pct\": -29.324151804243193, \"calmar\": 0.9596071468431329, \"cagr_pct\": 28.139665646464717, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.56772334293949, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8277112772666512, \"sortino\": 1.2494147412941368}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 61.39311313891041, "Sharpe Ratio": 0.3892089212154716, "Sortino Ratio": 0.5525963716635295, "Calmar Ratio": 0.07725799598635318, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.35639253315573, "% In Market": 74.78419654714476, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.45034306116206824, "Sub1_Sortino": 1.0922259080491152, "Sub1_Trades": 18, "Sub2_Calmar": -0.0971916597419127, "Sub2_Sortino": 0.1677208629368799, "Sub2_Trades": 46, "WFO_Score": 0.8070627628341439, "WFO_Min_Fold": 0.44065602863530123, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.440656, 0.899788, 1.080744]", "OOS_Total Trades": 1, "OOS_Total P&L %": 12.499747112897808, "OOS_Sortino Ratio": 1.2494147412941368, "OOS_Calmar Ratio": 0.9596071468431329, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b281ebd61346496edc345de8c349551fc5f248c7f621669ecd2530690b477d56", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 475.0, "i_long_exit_activation_threshold": -50.0, "i_long_exit_activation_confirmation_threshold": -349.95, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "22a8020a4601e5d5ec91ca29a7f370fc62ed362f87cbd8375a85434390d77a80", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 23.951463293396635, \"dd_pct\": -54.39547497567112, \"calmar\": 0.44065602863530123, \"cagr_pct\": 23.969693978510147, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 89.17808219178082, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6646291546131928, \"sortino\": 0.9537147593766202}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -53.070970797100856, \"dd_pct\": -62.22217213964868, \"calmar\": -0.8533177172265966, \"cagr_pct\": -53.09528189108534, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 50.821917808219176, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2338477896171482, \"sortino\": -1.6652870822640808}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 20.775008773002757, \"dd_pct\": -23.106132866454466, \"calmar\": 0.8997881452428429, \"cagr_pct\": 20.790624435641757, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 77.8082191780822, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6951031520952575, \"sortino\": 1.0424958144335617}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 24.547868011206255, \"dd_pct\": -31.454458662258023, \"calmar\": 1.0807441146242873, \"cagr_pct\": 33.99422107792829, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 83.3941605839416, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8696238138385481, \"sortino\": 1.2633663132449773}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 33.140041354686645, \"dd_pct\": -39.8905708294979, \"calmar\": 0.8314282091407738, \"cagr_pct\": 33.166145866372624, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.86729133513692, \"sortino\": 1.280833354906409}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.65421283755656, \"dd_pct\": -49.97754523003064, \"calmar\": -1.4796191021041318, \"cagr_pct\": -73.94773059862658, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50331125827815, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.35417573325671, \"sortino\": -3.0646437169646776}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.39311313891041, \"dd_pct\": -77.35639253315573, \"calmar\": 0.07725799598635318, \"cagr_pct\": 5.976399863845306, \"entries\": 64, \"exits\": 63, \"exposure_pct\": 74.78419654714476, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3892089212154716, \"sortino\": 0.5525963716635295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 141.5840117844856, \"dd_pct\": -73.47958879334455, \"calmar\": 0.45034306116206824, \"cagr_pct\": 33.09102295012479, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 64.773735581189, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7694024084425383, \"sortino\": 1.0922259080491152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -33.19379376691196, \"dd_pct\": -77.3563925331557, \"calmar\": -0.0971916597419127, \"cagr_pct\": -7.518396181944305, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 80.76923076923077, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1181146355992446, \"sortino\": 0.1677208629368799}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.499747112897808, \"dd_pct\": -29.324151804243193, \"calmar\": 0.9596071468431329, \"cagr_pct\": 28.139665646464717, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.56772334293949, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8277112772666512, \"sortino\": 1.2494147412941368}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 61.39311313891041, "Sharpe Ratio": 0.3892089212154716, "Sortino Ratio": 0.5525963716635295, "Calmar Ratio": 0.07725799598635318, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.35639253315573, "% In Market": 74.78419654714476, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.45034306116206824, "Sub1_Sortino": 1.0922259080491152, "Sub1_Trades": 18, "Sub2_Calmar": -0.0971916597419127, "Sub2_Sortino": 0.1677208629368799, "Sub2_Trades": 46, "WFO_Score": 0.8070627628341439, "WFO_Min_Fold": 0.44065602863530123, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.440656, 0.899788, 1.080744]", "OOS_Total Trades": 1, "OOS_Total P&L %": 12.499747112897808, "OOS_Sortino Ratio": 1.2494147412941368, "OOS_Calmar Ratio": 0.9596071468431329, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b281ebd61346496edc345de8c349551fc5f248c7f621669ecd2530690b477d56", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 475.0, "i_long_exit_activation_threshold": -50.0, "i_long_exit_activation_confirmation_threshold": -349.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "ce4d9c5d164e75d7becafb5c57e816c5fefc404ec81c8015865e47d578d13fdf", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 23.951463293396635, \"dd_pct\": -54.39547497567112, \"calmar\": 0.44065602863530123, \"cagr_pct\": 23.969693978510147, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 89.17808219178082, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6646291546131928, \"sortino\": 0.9537147593766202}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -53.070970797100856, \"dd_pct\": -62.22217213964868, \"calmar\": -0.8533177172265966, \"cagr_pct\": -53.09528189108534, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 50.821917808219176, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.2338477896171482, \"sortino\": -1.6652870822640808}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 20.775008773002757, \"dd_pct\": -23.106132866454466, \"calmar\": 0.8997881452428429, \"cagr_pct\": 20.790624435641757, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 77.8082191780822, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6951031520952575, \"sortino\": 1.0424958144335617}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 24.547868011206255, \"dd_pct\": -31.454458662258023, \"calmar\": 1.0807441146242873, \"cagr_pct\": 33.99422107792829, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 83.3941605839416, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8696238138385481, \"sortino\": 1.2633663132449773}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 33.140041354686645, \"dd_pct\": -39.8905708294979, \"calmar\": 0.8314282091407738, \"cagr_pct\": 33.166145866372624, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 95.54794520547945, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.86729133513692, \"sortino\": 1.280833354906409}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -42.65421283755656, \"dd_pct\": -49.97754523003064, \"calmar\": -1.4796191021041318, \"cagr_pct\": -73.94773059862658, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.50331125827815, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.35417573325671, \"sortino\": -3.0646437169646776}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 61.39311313891041, \"dd_pct\": -77.35639253315573, \"calmar\": 0.07725799598635318, \"cagr_pct\": 5.976399863845306, \"entries\": 64, \"exits\": 63, \"exposure_pct\": 74.78419654714476, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3892089212154716, \"sortino\": 0.5525963716635295}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 141.5840117844856, \"dd_pct\": -73.47958879334455, \"calmar\": 0.45034306116206824, \"cagr_pct\": 33.09102295012479, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 64.773735581189, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7694024084425383, \"sortino\": 1.0922259080491152}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -33.19379376691196, \"dd_pct\": -77.3563925331557, \"calmar\": -0.0971916597419127, \"cagr_pct\": -7.518396181944305, \"entries\": 46, \"exits\": 45, \"exposure_pct\": 80.76923076923077, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.1181146355992446, \"sortino\": 0.1677208629368799}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 12.499747112897808, \"dd_pct\": -29.324151804243193, \"calmar\": 0.9596071468431329, \"cagr_pct\": 28.139665646464717, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.56772334293949, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8277112772666512, \"sortino\": 1.2494147412941368}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 61.39311313891041, "Sharpe Ratio": 0.3892089212154716, "Sortino Ratio": 0.5525963716635295, "Calmar Ratio": 0.07725799598635318, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.35639253315573, "% In Market": 74.78419654714476, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.45034306116206824, "Sub1_Sortino": 1.0922259080491152, "Sub1_Trades": 18, "Sub2_Calmar": -0.0971916597419127, "Sub2_Sortino": 0.1677208629368799, "Sub2_Trades": 46, "WFO_Score": 0.8070627628341439, "WFO_Min_Fold": 0.44065602863530123, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.440656, 0.899788, 1.080744]", "OOS_Total Trades": 1, "OOS_Total P&L %": 12.499747112897808, "OOS_Sortino Ratio": 1.2494147412941368, "OOS_Calmar Ratio": 0.9596071468431329, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b281ebd61346496edc345de8c349551fc5f248c7f621669ecd2530690b477d56", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -200.0, "i_long_exit_activation_threshold": 90.0, "i_long_exit_activation_confirmation_threshold": 320.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "4573a21dc860f5d9b16d1c7d80b56fc81fb3975a933a3373cd709bb6339c2167", "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\": 22.290448397300988, \"dd_pct\": -19.001943855293867, \"calmar\": 1.173948558428385, \"cagr_pct\": 22.307304596259346, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 21.575342465753426, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9818969109395084, \"sortino\": 1.5352016669800912}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.077130020710131, \"dd_pct\": -10.391710623385519, \"calmar\": 0.7873475391329657, \"cagr_pct\": 8.181887786704486, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.39051094890511, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4968883477830709, \"sortino\": 0.7625317249389244}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.1687161530583896, \"cagr_pct\": 3.205934867896686, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.286852589641434, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36421978559485085, \"sortino\": 0.5656200684441766}, {\"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\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.2721605196568398, \"cagr_pct\": 5.171578914146873, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 5.251989389920424, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46040110055304284, \"sortino\": 0.7149844828582043}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 7, "Total P&L %": 29.722197949314342, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.001943855293867, "% In Market": 3.286852589641434, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dc418bc5d622fc6aeace9e65a7929515a15872e9f68ef039bfce8d49524cbe58", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -201.0, "i_long_exit_activation_threshold": 90.0, "i_long_exit_activation_confirmation_threshold": 320.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "a5dbfc2734a6c004590f99a2ec22b2d7784a5f3893bb857f0c6b460f2e047aea", "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\": -0.9635904822665742, \"dd_pct\": -11.174104215939519, \"calmar\": -0.08629302759804448, \"cagr_pct\": -0.9642472834894941, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.058434878769105005, \"sortino\": -0.08414377395041714}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.077130020710131, \"dd_pct\": -10.391710623385519, \"calmar\": 0.7873475391329657, \"cagr_pct\": 8.181887786704486, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.39051094890511, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4968883477830709, \"sortino\": 0.7625317249389244}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 5.054980891969008, \"dd_pct\": -11.174104215939519, \"calmar\": 0.05367708470469792, \"cagr_pct\": 0.5997933384981076, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.6351261620185922, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.12209622005989917, \"sortino\": 0.184485385082113}, {\"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\": 5.054980891969008, \"dd_pct\": -11.174104215939519, \"calmar\": 0.08592309449730882, \"cagr_pct\": 0.9601136124689481, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 2.612732095490716, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15433505269846023, \"sortino\": 0.23320280698429524}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 6, "Total P&L %": 5.054980891969008, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -11.174104215939519, "% In Market": 1.6351261620185922, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dc418bc5d622fc6aeace9e65a7929515a15872e9f68ef039bfce8d49524cbe58", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -200.05, "i_long_exit_activation_threshold": 90.0, "i_long_exit_activation_confirmation_threshold": 320.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "0f8843c6075f1455e273754db73648dd896433fd87a9e5d6ca782d8003bf8ba4", "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\": 22.290448397300988, \"dd_pct\": -19.001943855293867, \"calmar\": 1.173948558428385, \"cagr_pct\": 22.307304596259346, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 21.575342465753426, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9818969109395084, \"sortino\": 1.5352016669800912}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.077130020710131, \"dd_pct\": -10.391710623385519, \"calmar\": 0.7873475391329657, \"cagr_pct\": 8.181887786704486, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.39051094890511, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4968883477830709, \"sortino\": 0.7625317249389244}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.1687161530583896, \"cagr_pct\": 3.205934867896686, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.286852589641434, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36421978559485085, \"sortino\": 0.5656200684441766}, {\"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\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.2721605196568398, \"cagr_pct\": 5.171578914146873, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 5.251989389920424, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46040110055304284, \"sortino\": 0.7149844828582043}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 7, "Total P&L %": 29.722197949314342, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.001943855293867, "% In Market": 3.286852589641434, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dc418bc5d622fc6aeace9e65a7929515a15872e9f68ef039bfce8d49524cbe58", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -199.95, "i_long_exit_activation_threshold": 90.0, "i_long_exit_activation_confirmation_threshold": 320.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "830aecca70ab57304da80a7b3e1a317209da7b4106d3abb8a2214c7427d93513", "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\": 22.290448397300988, \"dd_pct\": -19.001943855293867, \"calmar\": 1.173948558428385, \"cagr_pct\": 22.307304596259346, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 21.575342465753426, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9818969109395084, \"sortino\": 1.5352016669800912}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.077130020710131, \"dd_pct\": -10.391710623385519, \"calmar\": 0.7873475391329657, \"cagr_pct\": 8.181887786704486, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.39051094890511, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4968883477830709, \"sortino\": 0.7625317249389244}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.1687161530583896, \"cagr_pct\": 3.205934867896686, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.286852589641434, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36421978559485085, \"sortino\": 0.5656200684441766}, {\"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\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.2721605196568398, \"cagr_pct\": 5.171578914146873, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 5.251989389920424, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46040110055304284, \"sortino\": 0.7149844828582043}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 7, "Total P&L %": 29.722197949314342, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.001943855293867, "% In Market": 3.286852589641434, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dc418bc5d622fc6aeace9e65a7929515a15872e9f68ef039bfce8d49524cbe58", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -199.0, "i_long_exit_activation_threshold": 90.0, "i_long_exit_activation_confirmation_threshold": 320.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "e1a7d6981eacf43d9060eb827517ee6a388444e6d89f9278daa4372627461a1c", "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\": 22.290448397300988, \"dd_pct\": -19.001943855293867, \"calmar\": 1.173948558428385, \"cagr_pct\": 22.307304596259346, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 21.575342465753426, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9818969109395084, \"sortino\": 1.5352016669800912}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.077130020710131, \"dd_pct\": -10.391710623385519, \"calmar\": 0.7873475391329657, \"cagr_pct\": 8.181887786704486, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.39051094890511, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4968883477830709, \"sortino\": 0.7625317249389244}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.1687161530583896, \"cagr_pct\": 3.205934867896686, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.286852589641434, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36421978559485085, \"sortino\": 0.5656200684441766}, {\"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\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.2721605196568398, \"cagr_pct\": 5.171578914146873, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 5.251989389920424, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46040110055304284, \"sortino\": 0.7149844828582043}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 7, "Total P&L %": 29.722197949314342, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.001943855293867, "% In Market": 3.286852589641434, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 29, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dc418bc5d622fc6aeace9e65a7929515a15872e9f68ef039bfce8d49524cbe58", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -200.0, "i_long_exit_activation_threshold": 89.0, "i_long_exit_activation_confirmation_threshold": 320.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "f2af4158971d1252d4c7e8380896edaaaf011c6ffe09d59386f651dfe520c0a1", "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\": 22.290448397300988, \"dd_pct\": -19.001943855293867, \"calmar\": 1.173948558428385, \"cagr_pct\": 22.307304596259346, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 21.575342465753426, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9818969109395084, \"sortino\": 1.5352016669800912}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.077130020710131, \"dd_pct\": -10.391710623385519, \"calmar\": 0.7873475391329657, \"cagr_pct\": 8.181887786704486, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.39051094890511, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4968883477830709, \"sortino\": 0.7625317249389244}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.1687161530583896, \"cagr_pct\": 3.205934867896686, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.286852589641434, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36421978559485085, \"sortino\": 0.5656200684441766}, {\"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\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.2721605196568398, \"cagr_pct\": 5.171578914146873, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 5.251989389920424, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46040110055304284, \"sortino\": 0.7149844828582043}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 7, "Total P&L %": 29.722197949314342, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.001943855293867, "% In Market": 3.286852589641434, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dc418bc5d622fc6aeace9e65a7929515a15872e9f68ef039bfce8d49524cbe58", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -200.0, "i_long_exit_activation_threshold": 89.95, "i_long_exit_activation_confirmation_threshold": 320.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "a149149cd69a0c0dcff9573dceaf238772ba96ce796bf75ef8d4feebe2319b01", "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\": 22.290448397300988, \"dd_pct\": -19.001943855293867, \"calmar\": 1.173948558428385, \"cagr_pct\": 22.307304596259346, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 21.575342465753426, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9818969109395084, \"sortino\": 1.5352016669800912}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.077130020710131, \"dd_pct\": -10.391710623385519, \"calmar\": 0.7873475391329657, \"cagr_pct\": 8.181887786704486, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.39051094890511, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4968883477830709, \"sortino\": 0.7625317249389244}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.1687161530583896, \"cagr_pct\": 3.205934867896686, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.286852589641434, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36421978559485085, \"sortino\": 0.5656200684441766}, {\"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\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.2721605196568398, \"cagr_pct\": 5.171578914146873, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 5.251989389920424, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46040110055304284, \"sortino\": 0.7149844828582043}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 7, "Total P&L %": 29.722197949314342, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.001943855293867, "% In Market": 3.286852589641434, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dc418bc5d622fc6aeace9e65a7929515a15872e9f68ef039bfce8d49524cbe58", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -200.0, "i_long_exit_activation_threshold": 90.05, "i_long_exit_activation_confirmation_threshold": 320.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "b84f53162ddda397d12a1feff1a36439d1e4e097b529dd41f2d4acd2037d9840", "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\": 22.290448397300988, \"dd_pct\": -19.001943855293867, \"calmar\": 1.173948558428385, \"cagr_pct\": 22.307304596259346, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 21.575342465753426, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9818969109395084, \"sortino\": 1.5352016669800912}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.077130020710131, \"dd_pct\": -10.391710623385519, \"calmar\": 0.7873475391329657, \"cagr_pct\": 8.181887786704486, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.39051094890511, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4968883477830709, \"sortino\": 0.7625317249389244}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.1687161530583896, \"cagr_pct\": 3.205934867896686, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.286852589641434, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36421978559485085, \"sortino\": 0.5656200684441766}, {\"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\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.2721605196568398, \"cagr_pct\": 5.171578914146873, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 5.251989389920424, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46040110055304284, \"sortino\": 0.7149844828582043}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 7, "Total P&L %": 29.722197949314342, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.001943855293867, "% In Market": 3.286852589641434, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dc418bc5d622fc6aeace9e65a7929515a15872e9f68ef039bfce8d49524cbe58", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -200.0, "i_long_exit_activation_threshold": 91.0, "i_long_exit_activation_confirmation_threshold": 320.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "cc10049b9b0162a5515a7267f2958b499848c054b6336320a11b410078018fcb", "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\": 22.290448397300988, \"dd_pct\": -19.001943855293867, \"calmar\": 1.173948558428385, \"cagr_pct\": 22.307304596259346, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 21.575342465753426, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9818969109395084, \"sortino\": 1.5352016669800912}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.077130020710131, \"dd_pct\": -10.391710623385519, \"calmar\": 0.7873475391329657, \"cagr_pct\": 8.181887786704486, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.39051094890511, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4968883477830709, \"sortino\": 0.7625317249389244}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.1687161530583896, \"cagr_pct\": 3.205934867896686, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.286852589641434, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36421978559485085, \"sortino\": 0.5656200684441766}, {\"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\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.2721605196568398, \"cagr_pct\": 5.171578914146873, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 5.251989389920424, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46040110055304284, \"sortino\": 0.7149844828582043}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 7, "Total P&L %": 29.722197949314342, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.001943855293867, "% In Market": 3.286852589641434, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 34, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dc418bc5d622fc6aeace9e65a7929515a15872e9f68ef039bfce8d49524cbe58", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -200.0, "i_long_exit_activation_threshold": 90.0, "i_long_exit_activation_confirmation_threshold": 319.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "696c75820dfb1948ebc2b9ca39c74adc798242f725c5b340120f23fb6170f63d", "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\": 22.290448397300988, \"dd_pct\": -19.001943855293867, \"calmar\": 1.173948558428385, \"cagr_pct\": 22.307304596259346, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 21.575342465753426, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9818969109395084, \"sortino\": 1.5352016669800912}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.077130020710131, \"dd_pct\": -10.391710623385519, \"calmar\": 0.7873475391329657, \"cagr_pct\": 8.181887786704486, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.39051094890511, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4968883477830709, \"sortino\": 0.7625317249389244}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.1687161530583896, \"cagr_pct\": 3.205934867896686, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.286852589641434, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36421978559485085, \"sortino\": 0.5656200684441766}, {\"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\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.2721605196568398, \"cagr_pct\": 5.171578914146873, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 5.251989389920424, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46040110055304284, \"sortino\": 0.7149844828582043}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 7, "Total P&L %": 29.722197949314342, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.001943855293867, "% In Market": 3.286852589641434, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 32, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dc418bc5d622fc6aeace9e65a7929515a15872e9f68ef039bfce8d49524cbe58", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -200.0, "i_long_exit_activation_threshold": 90.0, "i_long_exit_activation_confirmation_threshold": 319.95, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "40b200c8d869df10c4c5b6a970f811ff3827771e8688c24f6dc042278e87e0bf", "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\": 22.290448397300988, \"dd_pct\": -19.001943855293867, \"calmar\": 1.173948558428385, \"cagr_pct\": 22.307304596259346, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 21.575342465753426, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9818969109395084, \"sortino\": 1.5352016669800912}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.077130020710131, \"dd_pct\": -10.391710623385519, \"calmar\": 0.7873475391329657, \"cagr_pct\": 8.181887786704486, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.39051094890511, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4968883477830709, \"sortino\": 0.7625317249389244}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.1687161530583896, \"cagr_pct\": 3.205934867896686, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.286852589641434, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36421978559485085, \"sortino\": 0.5656200684441766}, {\"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\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.2721605196568398, \"cagr_pct\": 5.171578914146873, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 5.251989389920424, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46040110055304284, \"sortino\": 0.7149844828582043}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 7, "Total P&L %": 29.722197949314342, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.001943855293867, "% In Market": 3.286852589641434, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dc418bc5d622fc6aeace9e65a7929515a15872e9f68ef039bfce8d49524cbe58", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -200.0, "i_long_exit_activation_threshold": 90.0, "i_long_exit_activation_confirmation_threshold": 320.05, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "c58be08941e9bc6205b36fd61dcbe8be0efc02422a4347dc30527a9b643f6511", "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\": 22.290448397300988, \"dd_pct\": -19.001943855293867, \"calmar\": 1.173948558428385, \"cagr_pct\": 22.307304596259346, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 21.575342465753426, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9818969109395084, \"sortino\": 1.5352016669800912}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.077130020710131, \"dd_pct\": -10.391710623385519, \"calmar\": 0.7873475391329657, \"cagr_pct\": 8.181887786704486, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.39051094890511, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4968883477830709, \"sortino\": 0.7625317249389244}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.1687161530583896, \"cagr_pct\": 3.205934867896686, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.286852589641434, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36421978559485085, \"sortino\": 0.5656200684441766}, {\"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\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.2721605196568398, \"cagr_pct\": 5.171578914146873, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 5.251989389920424, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46040110055304284, \"sortino\": 0.7149844828582043}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 7, "Total P&L %": 29.722197949314342, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.001943855293867, "% In Market": 3.286852589641434, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 30, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dc418bc5d622fc6aeace9e65a7929515a15872e9f68ef039bfce8d49524cbe58", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -200.0, "i_long_exit_activation_threshold": 90.0, "i_long_exit_activation_confirmation_threshold": 321.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "a3134675da4bb0eb624ef6e688ffacf640d8d8310424cd1ef7eae8253f6b27b3", "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\": 22.290448397300988, \"dd_pct\": -19.001943855293867, \"calmar\": 1.173948558428385, \"cagr_pct\": 22.307304596259346, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 21.575342465753426, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9818969109395084, \"sortino\": 1.5352016669800912}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 6.077130020710131, \"dd_pct\": -10.391710623385519, \"calmar\": 0.7873475391329657, \"cagr_pct\": 8.181887786704486, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 7.39051094890511, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4968883477830709, \"sortino\": 0.7625317249389244}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.1687161530583896, \"cagr_pct\": 3.205934867896686, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 3.286852589641434, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.36421978559485085, \"sortino\": 0.5656200684441766}, {\"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\": 29.722197949314342, \"dd_pct\": -19.001943855293867, \"calmar\": 0.2721605196568398, \"cagr_pct\": 5.171578914146873, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 5.251989389920424, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46040110055304284, \"sortino\": 0.7149844828582043}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 7, "Total P&L %": 29.722197949314342, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.001943855293867, "% In Market": 3.286852589641434, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "dc418bc5d622fc6aeace9e65a7929515a15872e9f68ef039bfce8d49524cbe58", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": -450.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "c30b1691238a93ac9aa70076341e3d9c55a39ffbc8835487a9baafdc1d5fa366", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 474.2806856963553, \"dd_pct\": -84.11536994554874, \"calmar\": 0.28069114977436405, \"cagr_pct\": 23.61043990371206, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85889774236387, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6521124645542206, \"sortino\": 0.932980544610376}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 148.60351677397676, \"dd_pct\": -84.11536994554874, \"calmar\": 0.40815616898397605, \"cagr_pct\": 34.33220714964505, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7702790161546034, \"sortino\": 1.0975685708834522}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 474.2806856963553, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.85889774236387, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3ffa388c737a5c532a9f4f85165f5a5d0c63a4adb773112e4794f2bfc53e0366", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 584.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": -450.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "511ce451947ac7a129669a558c598c669ac2fc2308bd3cec56c9377f4fb4d12e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 474.2806856963553, \"dd_pct\": -84.11536994554874, \"calmar\": 0.28069114977436405, \"cagr_pct\": 23.61043990371206, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85889774236387, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6521124645542206, \"sortino\": 0.932980544610376}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 148.60351677397676, \"dd_pct\": -84.11536994554874, \"calmar\": 0.40815616898397605, \"cagr_pct\": 34.33220714964505, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7702790161546034, \"sortino\": 1.0975685708834522}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 474.2806856963553, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.85889774236387, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3ffa388c737a5c532a9f4f85165f5a5d0c63a4adb773112e4794f2bfc53e0366", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 584.95, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": -450.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "d0c81871ec40cced793b4f0506309e7f10b2675fb46355c55c8d8113ebf9ba15", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 474.2806856963553, \"dd_pct\": -84.11536994554874, \"calmar\": 0.28069114977436405, \"cagr_pct\": 23.61043990371206, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85889774236387, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6521124645542206, \"sortino\": 0.932980544610376}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 148.60351677397676, \"dd_pct\": -84.11536994554874, \"calmar\": 0.40815616898397605, \"cagr_pct\": 34.33220714964505, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7702790161546034, \"sortino\": 1.0975685708834522}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 474.2806856963553, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.85889774236387, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3ffa388c737a5c532a9f4f85165f5a5d0c63a4adb773112e4794f2bfc53e0366", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.05, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": -450.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "6ec00cf377f5b857de9783a1a4a010a63f3cf745c90501e23f413414ee36e128", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 474.2806856963553, \"dd_pct\": -84.11536994554874, \"calmar\": 0.28069114977436405, \"cagr_pct\": 23.61043990371206, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85889774236387, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6521124645542206, \"sortino\": 0.932980544610376}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 148.60351677397676, \"dd_pct\": -84.11536994554874, \"calmar\": 0.40815616898397605, \"cagr_pct\": 34.33220714964505, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7702790161546034, \"sortino\": 1.0975685708834522}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 474.2806856963553, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.85889774236387, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3ffa388c737a5c532a9f4f85165f5a5d0c63a4adb773112e4794f2bfc53e0366", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 586.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": -450.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "37f29ef58913e70ba97dfcb4c94a5eb5a3ecfead93bf8da1679cdbdb436f3a7d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 474.2806856963553, \"dd_pct\": -84.11536994554874, \"calmar\": 0.28069114977436405, \"cagr_pct\": 23.61043990371206, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85889774236387, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6521124645542206, \"sortino\": 0.932980544610376}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 148.60351677397676, \"dd_pct\": -84.11536994554874, \"calmar\": 0.40815616898397605, \"cagr_pct\": 34.33220714964505, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7702790161546034, \"sortino\": 1.0975685708834522}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 474.2806856963553, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.85889774236387, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 68, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3ffa388c737a5c532a9f4f85165f5a5d0c63a4adb773112e4794f2bfc53e0366", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 409.0, "i_long_exit_activation_confirmation_threshold": -450.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "2f3eae98804a2217bd63f308769eb058a93a14834d64015b837aafc7111f6e3d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 474.2806856963553, \"dd_pct\": -84.11536994554874, \"calmar\": 0.28069114977436405, \"cagr_pct\": 23.61043990371206, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85889774236387, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6521124645542206, \"sortino\": 0.932980544610376}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 148.60351677397676, \"dd_pct\": -84.11536994554874, \"calmar\": 0.40815616898397605, \"cagr_pct\": 34.33220714964505, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7702790161546034, \"sortino\": 1.0975685708834522}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 474.2806856963553, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.85889774236387, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3ffa388c737a5c532a9f4f85165f5a5d0c63a4adb773112e4794f2bfc53e0366", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 409.95, "i_long_exit_activation_confirmation_threshold": -450.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "ba9063c2fdddaa28d7b3ee6424bf73647e423c71b597134f99fe3039a49cf612", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 474.2806856963553, \"dd_pct\": -84.11536994554874, \"calmar\": 0.28069114977436405, \"cagr_pct\": 23.61043990371206, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85889774236387, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6521124645542206, \"sortino\": 0.932980544610376}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 148.60351677397676, \"dd_pct\": -84.11536994554874, \"calmar\": 0.40815616898397605, \"cagr_pct\": 34.33220714964505, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7702790161546034, \"sortino\": 1.0975685708834522}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 474.2806856963553, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.85889774236387, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3ffa388c737a5c532a9f4f85165f5a5d0c63a4adb773112e4794f2bfc53e0366", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 410.05, "i_long_exit_activation_confirmation_threshold": -450.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "d0dd475ee488605fbac3e37c631cd3cc7b3befeecc0d538be776725df206eaa7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 474.2806856963553, \"dd_pct\": -84.11536994554874, \"calmar\": 0.28069114977436405, \"cagr_pct\": 23.61043990371206, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85889774236387, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6521124645542206, \"sortino\": 0.932980544610376}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 148.60351677397676, \"dd_pct\": -84.11536994554874, \"calmar\": 0.40815616898397605, \"cagr_pct\": 34.33220714964505, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7702790161546034, \"sortino\": 1.0975685708834522}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 474.2806856963553, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.85889774236387, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3ffa388c737a5c532a9f4f85165f5a5d0c63a4adb773112e4794f2bfc53e0366", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 411.0, "i_long_exit_activation_confirmation_threshold": -450.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "e1f4fd2575539cc7784c48df82b1bfe1d4d092c801338c8d7126b869ca2885f8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 474.2806856963553, \"dd_pct\": -84.11536994554874, \"calmar\": 0.28069114977436405, \"cagr_pct\": 23.61043990371206, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85889774236387, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6521124645542206, \"sortino\": 0.932980544610376}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 148.60351677397676, \"dd_pct\": -84.11536994554874, \"calmar\": 0.40815616898397605, \"cagr_pct\": 34.33220714964505, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7702790161546034, \"sortino\": 1.0975685708834522}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 474.2806856963553, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.85889774236387, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3ffa388c737a5c532a9f4f85165f5a5d0c63a4adb773112e4794f2bfc53e0366", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": -451.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "26f597569405fa452be2c544802d2c66d0e8122c722e6d52c528075c40656f39", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 474.2806856963553, \"dd_pct\": -84.11536994554874, \"calmar\": 0.28069114977436405, \"cagr_pct\": 23.61043990371206, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85889774236387, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6521124645542206, \"sortino\": 0.932980544610376}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 148.60351677397676, \"dd_pct\": -84.11536994554874, \"calmar\": 0.40815616898397605, \"cagr_pct\": 34.33220714964505, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7702790161546034, \"sortino\": 1.0975685708834522}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 474.2806856963553, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.85889774236387, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3ffa388c737a5c532a9f4f85165f5a5d0c63a4adb773112e4794f2bfc53e0366", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": -450.05, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "f6a4f25e5969900c8fb863a920187e74196eb8f6702bc62d6e4495816317f3dc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 474.2806856963553, \"dd_pct\": -84.11536994554874, \"calmar\": 0.28069114977436405, \"cagr_pct\": 23.61043990371206, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85889774236387, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6521124645542206, \"sortino\": 0.932980544610376}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 148.60351677397676, \"dd_pct\": -84.11536994554874, \"calmar\": 0.40815616898397605, \"cagr_pct\": 34.33220714964505, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7702790161546034, \"sortino\": 1.0975685708834522}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 474.2806856963553, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.85889774236387, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3ffa388c737a5c532a9f4f85165f5a5d0c63a4adb773112e4794f2bfc53e0366", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": -449.95, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "3a31a40f39854aab23069ab53b4ed4c7c6eb5255b7d1a6cd94b6d98bde6eefeb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 474.2806856963553, \"dd_pct\": -84.11536994554874, \"calmar\": 0.28069114977436405, \"cagr_pct\": 23.61043990371206, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85889774236387, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6521124645542206, \"sortino\": 0.932980544610376}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 148.60351677397676, \"dd_pct\": -84.11536994554874, \"calmar\": 0.40815616898397605, \"cagr_pct\": 34.33220714964505, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7702790161546034, \"sortino\": 1.0975685708834522}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 474.2806856963553, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.85889774236387, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3ffa388c737a5c532a9f4f85165f5a5d0c63a4adb773112e4794f2bfc53e0366", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": -449.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "2c755f28a4fb5b61872febbdd82106bcf3e0f27924bd883847c6acaf6b2acbfe", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 474.2806856963553, \"dd_pct\": -84.11536994554874, \"calmar\": 0.28069114977436405, \"cagr_pct\": 23.61043990371206, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85889774236387, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6521124645542206, \"sortino\": 0.932980544610376}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 148.60351677397676, \"dd_pct\": -84.11536994554874, \"calmar\": 0.40815616898397605, \"cagr_pct\": 34.33220714964505, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.622892635315, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7702790161546034, \"sortino\": 1.0975685708834522}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 474.2806856963553, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554874, "% In Market": 99.85889774236387, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3ffa388c737a5c532a9f4f85165f5a5d0c63a4adb773112e4794f2bfc53e0366", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 565.0, "i_long_exit_activation_threshold": -730.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "0e4f1aaace1b913f5e0357b0f03bc9054e9ecff1c0f0fb21529d24fcb78e3f6e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 510.2817761934884, \"dd_pct\": -84.11536994554871, \"calmar\": 0.2915663825100081, \"cagr_pct\": 24.52521412851469, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.94189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6631423099098976, \"sortino\": 0.9489613066076719}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 164.18822635624747, \"dd_pct\": -84.11536994554871, \"calmar\": 0.43993797540264423, \"cagr_pct\": 37.005545554089124, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84472049689441, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7955531734790282, \"sortino\": 1.1340570212989096}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 510.2817761934884, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 99.94189907038512, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "65bfb1ce032f194cff42b36d635967f3c6ff58970d5058a5f966032b39f42dc6", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 564.0, "i_long_exit_activation_threshold": -730.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "fbb8fdd9c583e55b7220ac1579087c4a67b036a1944aff713a38181b9d635aa0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 510.2817761934884, \"dd_pct\": -84.11536994554871, \"calmar\": 0.2915663825100081, \"cagr_pct\": 24.52521412851469, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.94189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6631423099098976, \"sortino\": 0.9489613066076719}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 164.18822635624747, \"dd_pct\": -84.11536994554871, \"calmar\": 0.43993797540264423, \"cagr_pct\": 37.005545554089124, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84472049689441, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7955531734790282, \"sortino\": 1.1340570212989096}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 510.2817761934884, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 99.94189907038512, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 54, "source": "diagnostic_center", "Policy": "canonical", "center_id": "65bfb1ce032f194cff42b36d635967f3c6ff58970d5058a5f966032b39f42dc6", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 564.95, "i_long_exit_activation_threshold": -730.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "d38da620e4cacd69abe02c89d3e60f71b94c3daaded6adab7aad4c64470f100c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 510.2817761934884, \"dd_pct\": -84.11536994554871, \"calmar\": 0.2915663825100081, \"cagr_pct\": 24.52521412851469, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.94189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6631423099098976, \"sortino\": 0.9489613066076719}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 164.18822635624747, \"dd_pct\": -84.11536994554871, \"calmar\": 0.43993797540264423, \"cagr_pct\": 37.005545554089124, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84472049689441, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7955531734790282, \"sortino\": 1.1340570212989096}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 510.2817761934884, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 99.94189907038512, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "65bfb1ce032f194cff42b36d635967f3c6ff58970d5058a5f966032b39f42dc6", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 565.05, "i_long_exit_activation_threshold": -730.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "43477b9695fb431370bd30c13eb884ef37b6c8297842d19d355ce0d6522c078f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 510.2817761934884, \"dd_pct\": -84.11536994554871, \"calmar\": 0.2915663825100081, \"cagr_pct\": 24.52521412851469, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.94189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6631423099098976, \"sortino\": 0.9489613066076719}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 164.18822635624747, \"dd_pct\": -84.11536994554871, \"calmar\": 0.43993797540264423, \"cagr_pct\": 37.005545554089124, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84472049689441, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7955531734790282, \"sortino\": 1.1340570212989096}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 510.2817761934884, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 99.94189907038512, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 56, "source": "diagnostic_center", "Policy": "canonical", "center_id": "65bfb1ce032f194cff42b36d635967f3c6ff58970d5058a5f966032b39f42dc6", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 566.0, "i_long_exit_activation_threshold": -730.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "fcc132b5a8e4ce803b1f50f02d383f93fcd2329b61e7afd2c8f16952d3ed116a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 510.2817761934884, \"dd_pct\": -84.11536994554871, \"calmar\": 0.2915663825100081, \"cagr_pct\": 24.52521412851469, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.94189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6631423099098976, \"sortino\": 0.9489613066076719}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 164.18822635624747, \"dd_pct\": -84.11536994554871, \"calmar\": 0.43993797540264423, \"cagr_pct\": 37.005545554089124, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84472049689441, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7955531734790282, \"sortino\": 1.1340570212989096}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 510.2817761934884, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 99.94189907038512, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 49, "source": "diagnostic_center", "Policy": "canonical", "center_id": "65bfb1ce032f194cff42b36d635967f3c6ff58970d5058a5f966032b39f42dc6", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 565.0, "i_long_exit_activation_threshold": -731.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "a3d15dc6e9e1945df46950a1d8db6d636e81312cc30e40a24a5af7594e02a7d5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 510.2817761934884, \"dd_pct\": -84.11536994554871, \"calmar\": 0.2915663825100081, \"cagr_pct\": 24.52521412851469, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.94189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6631423099098976, \"sortino\": 0.9489613066076719}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 164.18822635624747, \"dd_pct\": -84.11536994554871, \"calmar\": 0.43993797540264423, \"cagr_pct\": 37.005545554089124, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84472049689441, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7955531734790282, \"sortino\": 1.1340570212989096}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 510.2817761934884, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 99.94189907038512, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "65bfb1ce032f194cff42b36d635967f3c6ff58970d5058a5f966032b39f42dc6", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 565.0, "i_long_exit_activation_threshold": -730.05, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "4a6db1a30d50440c8bca5348ec6f90a9485ca29c6be0cd2061739b671c317e0e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 510.2817761934884, \"dd_pct\": -84.11536994554871, \"calmar\": 0.2915663825100081, \"cagr_pct\": 24.52521412851469, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.94189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6631423099098976, \"sortino\": 0.9489613066076719}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 164.18822635624747, \"dd_pct\": -84.11536994554871, \"calmar\": 0.43993797540264423, \"cagr_pct\": 37.005545554089124, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84472049689441, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7955531734790282, \"sortino\": 1.1340570212989096}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 510.2817761934884, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 99.94189907038512, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "65bfb1ce032f194cff42b36d635967f3c6ff58970d5058a5f966032b39f42dc6", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 565.0, "i_long_exit_activation_threshold": -729.95, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "771c79b2aeec0afd5fef3a3e576133ce966ebe675792ec82deda8b681fed47c0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 510.2817761934884, \"dd_pct\": -84.11536994554871, \"calmar\": 0.2915663825100081, \"cagr_pct\": 24.52521412851469, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.94189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6631423099098976, \"sortino\": 0.9489613066076719}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 164.18822635624747, \"dd_pct\": -84.11536994554871, \"calmar\": 0.43993797540264423, \"cagr_pct\": 37.005545554089124, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84472049689441, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7955531734790282, \"sortino\": 1.1340570212989096}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 510.2817761934884, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 99.94189907038512, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "65bfb1ce032f194cff42b36d635967f3c6ff58970d5058a5f966032b39f42dc6", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 565.0, "i_long_exit_activation_threshold": -729.0, "i_long_exit_activation_confirmation_threshold": 470.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "43e871ff5c129e488edd0e4438768c88b882c869ea4432c26d8339f68e8c728f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 510.2817761934884, \"dd_pct\": -84.11536994554871, \"calmar\": 0.2915663825100081, \"cagr_pct\": 24.52521412851469, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.94189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6631423099098976, \"sortino\": 0.9489613066076719}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 164.18822635624747, \"dd_pct\": -84.11536994554871, \"calmar\": 0.43993797540264423, \"cagr_pct\": 37.005545554089124, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84472049689441, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7955531734790282, \"sortino\": 1.1340570212989096}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 510.2817761934884, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 99.94189907038512, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "65bfb1ce032f194cff42b36d635967f3c6ff58970d5058a5f966032b39f42dc6", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 565.0, "i_long_exit_activation_threshold": -730.0, "i_long_exit_activation_confirmation_threshold": 469.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "a26c313ad55b9f6c4c9d518fc114b3ad3bd46522e9f6edcd6ff6606cb19de267", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 510.2817761934884, \"dd_pct\": -84.11536994554871, \"calmar\": 0.2915663825100081, \"cagr_pct\": 24.52521412851469, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.94189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6631423099098976, \"sortino\": 0.9489613066076719}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 164.18822635624747, \"dd_pct\": -84.11536994554871, \"calmar\": 0.43993797540264423, \"cagr_pct\": 37.005545554089124, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84472049689441, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7955531734790282, \"sortino\": 1.1340570212989096}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 510.2817761934884, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 99.94189907038512, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 68, "source": "diagnostic_center", "Policy": "canonical", "center_id": "65bfb1ce032f194cff42b36d635967f3c6ff58970d5058a5f966032b39f42dc6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 565.0, "i_long_exit_activation_threshold": -730.0, "i_long_exit_activation_confirmation_threshold": 469.95, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "f0e3f14acc2b7a93a240eb271512e5c4d9308b3ef880f4d1404fb424a24574f1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 510.2817761934884, \"dd_pct\": -84.11536994554871, \"calmar\": 0.2915663825100081, \"cagr_pct\": 24.52521412851469, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.94189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6631423099098976, \"sortino\": 0.9489613066076719}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 164.18822635624747, \"dd_pct\": -84.11536994554871, \"calmar\": 0.43993797540264423, \"cagr_pct\": 37.005545554089124, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84472049689441, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7955531734790282, \"sortino\": 1.1340570212989096}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 510.2817761934884, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 99.94189907038512, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 54, "source": "diagnostic_center", "Policy": "canonical", "center_id": "65bfb1ce032f194cff42b36d635967f3c6ff58970d5058a5f966032b39f42dc6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 565.0, "i_long_exit_activation_threshold": -730.0, "i_long_exit_activation_confirmation_threshold": 470.05, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "ae5eed42ca667b80bde3f494f465a46c4ba3a76b6b0f0b72a965bd420010237b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 510.2817761934884, \"dd_pct\": -84.11536994554871, \"calmar\": 0.2915663825100081, \"cagr_pct\": 24.52521412851469, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.94189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6631423099098976, \"sortino\": 0.9489613066076719}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 164.18822635624747, \"dd_pct\": -84.11536994554871, \"calmar\": 0.43993797540264423, \"cagr_pct\": 37.005545554089124, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84472049689441, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7955531734790282, \"sortino\": 1.1340570212989096}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 510.2817761934884, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 99.94189907038512, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "65bfb1ce032f194cff42b36d635967f3c6ff58970d5058a5f966032b39f42dc6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 565.0, "i_long_exit_activation_threshold": -730.0, "i_long_exit_activation_confirmation_threshold": 471.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "cbbcdbd3a214a7a4eb22f31537324dd4e5ddfb77e61132a77377a515aab71acb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 510.2817761934884, \"dd_pct\": -84.11536994554871, \"calmar\": 0.2915663825100081, \"cagr_pct\": 24.52521412851469, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.94189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6631423099098976, \"sortino\": 0.9489613066076719}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 164.18822635624747, \"dd_pct\": -84.11536994554871, \"calmar\": 0.43993797540264423, \"cagr_pct\": 37.005545554089124, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84472049689441, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7955531734790282, \"sortino\": 1.1340570212989096}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 510.2817761934884, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554871, "% In Market": 99.94189907038512, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 63, "source": "diagnostic_center", "Policy": "canonical", "center_id": "65bfb1ce032f194cff42b36d635967f3c6ff58970d5058a5f966032b39f42dc6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "fb52942bc62b1150dc54f3dfe2ac38c9681b8289e74616486084350526dbe438", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.83528459644384, \"dd_pct\": -56.83194149651427, \"calmar\": 0.8776189569400565, \"cagr_pct\": 49.87678921704917, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.17808219178082, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9050904688929055, \"sortino\": 1.3170172715902582}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.905114844864, \"dd_pct\": -47.68655236988657, \"calmar\": -0.879214767012667, \"cagr_pct\": -41.926721031527165, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 44.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9862601773646307, \"sortino\": -1.3237059169973202}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 78.83844281628602, \"dd_pct\": -20.80213007809433, \"calmar\": 3.793345339956315, \"cagr_pct\": 78.9096631929042, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6498075147240077, \"sortino\": 2.549689665043692}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 299.6838185320347, \"dd_pct\": -81.0013637026724, \"calmar\": 0.22586286593202062, \"cagr_pct\": 18.29520015028754, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 77.76394422310757, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5816020831045335, \"sortino\": 0.8198078904211634}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 65.29323939039371, \"dd_pct\": -81.0013637026724, \"calmar\": 0.21837412208943557, \"cagr_pct\": 17.688601686618156, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 65.59449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5754699075666713, \"sortino\": 0.7912121161369143}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 141.80288317058714, \"dd_pct\": -67.34890233756956, \"calmar\": 0.27705521251334164, \"cagr_pct\": 18.659364449675625, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 85.03978779840848, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5869030000607173, \"sortino\": 0.8433719677621097}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.345258100697455, \"dd_pct\": -29.324151804243225, \"calmar\": -0.09585878462762278, \"cagr_pct\": -2.8109775521906673, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.57060518731988, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.05338018806696228, \"sortino\": 0.07704449237664164}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 299.6838185320347, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.0013637026724, "% In Market": 77.76394422310757, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -1.345258100697455, "OOS_Sortino Ratio": 0.07704449237664164, "OOS_Calmar Ratio": -0.09585878462762278, "OOS_Max Drawdown %": -29.324151804243225, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "658fe606b56f5d300e7fb7d919df885932f005f86df09db47d6ac461d0fd5a2c", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 319.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "cc662b331973d8a6728e4443125ca872c09e99e272c1bb118412e46db57e8c33", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.83528459644384, \"dd_pct\": -56.83194149651427, \"calmar\": 0.8776189569400565, \"cagr_pct\": 49.87678921704917, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.17808219178082, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9050904688929055, \"sortino\": 1.3170172715902582}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.905114844864, \"dd_pct\": -47.68655236988657, \"calmar\": -0.879214767012667, \"cagr_pct\": -41.926721031527165, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 44.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9862601773646307, \"sortino\": -1.3237059169973202}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 78.83844281628602, \"dd_pct\": -20.80213007809433, \"calmar\": 3.793345339956315, \"cagr_pct\": 78.9096631929042, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6498075147240077, \"sortino\": 2.549689665043692}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 299.6838185320347, \"dd_pct\": -81.0013637026724, \"calmar\": 0.22586286593202062, \"cagr_pct\": 18.29520015028754, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 77.76394422310757, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5816020831045335, \"sortino\": 0.8198078904211634}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 65.29323939039371, \"dd_pct\": -81.0013637026724, \"calmar\": 0.21837412208943557, \"cagr_pct\": 17.688601686618156, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 65.59449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5754699075666713, \"sortino\": 0.7912121161369143}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 141.80288317058714, \"dd_pct\": -67.34890233756956, \"calmar\": 0.27705521251334164, \"cagr_pct\": 18.659364449675625, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 85.03978779840848, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5869030000607173, \"sortino\": 0.8433719677621097}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.345258100697455, \"dd_pct\": -29.324151804243225, \"calmar\": -0.09585878462762278, \"cagr_pct\": -2.8109775521906673, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.57060518731988, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.05338018806696228, \"sortino\": 0.07704449237664164}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 299.6838185320347, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.0013637026724, "% In Market": 77.76394422310757, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -1.345258100697455, "OOS_Sortino Ratio": 0.07704449237664164, "OOS_Calmar Ratio": -0.09585878462762278, "OOS_Max Drawdown %": -29.324151804243225, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "658fe606b56f5d300e7fb7d919df885932f005f86df09db47d6ac461d0fd5a2c", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 319.95, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "93da86e85c6be6cfadec1e7fea7ee497c30b53c7687afd2a192d1ca1d6f18b8e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.83528459644384, \"dd_pct\": -56.83194149651427, \"calmar\": 0.8776189569400565, \"cagr_pct\": 49.87678921704917, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.17808219178082, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9050904688929055, \"sortino\": 1.3170172715902582}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.905114844864, \"dd_pct\": -47.68655236988657, \"calmar\": -0.879214767012667, \"cagr_pct\": -41.926721031527165, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 44.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9862601773646307, \"sortino\": -1.3237059169973202}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 78.83844281628602, \"dd_pct\": -20.80213007809433, \"calmar\": 3.793345339956315, \"cagr_pct\": 78.9096631929042, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6498075147240077, \"sortino\": 2.549689665043692}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 299.6838185320347, \"dd_pct\": -81.0013637026724, \"calmar\": 0.22586286593202062, \"cagr_pct\": 18.29520015028754, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 77.76394422310757, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5816020831045335, \"sortino\": 0.8198078904211634}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 65.29323939039371, \"dd_pct\": -81.0013637026724, \"calmar\": 0.21837412208943557, \"cagr_pct\": 17.688601686618156, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 65.59449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5754699075666713, \"sortino\": 0.7912121161369143}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 141.80288317058714, \"dd_pct\": -67.34890233756956, \"calmar\": 0.27705521251334164, \"cagr_pct\": 18.659364449675625, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 85.03978779840848, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5869030000607173, \"sortino\": 0.8433719677621097}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.345258100697455, \"dd_pct\": -29.324151804243225, \"calmar\": -0.09585878462762278, \"cagr_pct\": -2.8109775521906673, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.57060518731988, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.05338018806696228, \"sortino\": 0.07704449237664164}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 299.6838185320347, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.0013637026724, "% In Market": 77.76394422310757, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -1.345258100697455, "OOS_Sortino Ratio": 0.07704449237664164, "OOS_Calmar Ratio": -0.09585878462762278, "OOS_Max Drawdown %": -29.324151804243225, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "658fe606b56f5d300e7fb7d919df885932f005f86df09db47d6ac461d0fd5a2c", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 320.05, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "c36ce16cff85c1ef314abc10e09ce04c723fa643c85ea55406096122b7a86261", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.83528459644384, \"dd_pct\": -56.83194149651427, \"calmar\": 0.8776189569400565, \"cagr_pct\": 49.87678921704917, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.17808219178082, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9050904688929055, \"sortino\": 1.3170172715902582}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.905114844864, \"dd_pct\": -47.68655236988657, \"calmar\": -0.879214767012667, \"cagr_pct\": -41.926721031527165, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 44.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9862601773646307, \"sortino\": -1.3237059169973202}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 78.83844281628602, \"dd_pct\": -20.80213007809433, \"calmar\": 3.793345339956315, \"cagr_pct\": 78.9096631929042, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6498075147240077, \"sortino\": 2.549689665043692}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 299.6838185320347, \"dd_pct\": -81.0013637026724, \"calmar\": 0.22586286593202062, \"cagr_pct\": 18.29520015028754, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 77.76394422310757, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5816020831045335, \"sortino\": 0.8198078904211634}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 65.29323939039371, \"dd_pct\": -81.0013637026724, \"calmar\": 0.21837412208943557, \"cagr_pct\": 17.688601686618156, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 65.59449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5754699075666713, \"sortino\": 0.7912121161369143}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 141.80288317058714, \"dd_pct\": -67.34890233756956, \"calmar\": 0.27705521251334164, \"cagr_pct\": 18.659364449675625, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 85.03978779840848, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5869030000607173, \"sortino\": 0.8433719677621097}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.345258100697455, \"dd_pct\": -29.324151804243225, \"calmar\": -0.09585878462762278, \"cagr_pct\": -2.8109775521906673, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.57060518731988, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.05338018806696228, \"sortino\": 0.07704449237664164}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 299.6838185320347, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.0013637026724, "% In Market": 77.76394422310757, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -1.345258100697455, "OOS_Sortino Ratio": 0.07704449237664164, "OOS_Calmar Ratio": -0.09585878462762278, "OOS_Max Drawdown %": -29.324151804243225, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "658fe606b56f5d300e7fb7d919df885932f005f86df09db47d6ac461d0fd5a2c", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 321.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "01ed809e83dc8c050b20fac160589500c716b1dad2f1e7d08f55165cbcfd1544", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.83528459644384, \"dd_pct\": -56.83194149651427, \"calmar\": 0.8776189569400565, \"cagr_pct\": 49.87678921704917, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.17808219178082, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9050904688929055, \"sortino\": 1.3170172715902582}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.905114844864, \"dd_pct\": -47.68655236988657, \"calmar\": -0.879214767012667, \"cagr_pct\": -41.926721031527165, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 44.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9862601773646307, \"sortino\": -1.3237059169973202}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 78.83844281628602, \"dd_pct\": -20.80213007809433, \"calmar\": 3.793345339956315, \"cagr_pct\": 78.9096631929042, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6498075147240077, \"sortino\": 2.549689665043692}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 299.6838185320347, \"dd_pct\": -81.0013637026724, \"calmar\": 0.22586286593202062, \"cagr_pct\": 18.29520015028754, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 77.76394422310757, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5816020831045335, \"sortino\": 0.8198078904211634}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 65.29323939039371, \"dd_pct\": -81.0013637026724, \"calmar\": 0.21837412208943557, \"cagr_pct\": 17.688601686618156, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 65.59449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5754699075666713, \"sortino\": 0.7912121161369143}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 141.80288317058714, \"dd_pct\": -67.34890233756956, \"calmar\": 0.27705521251334164, \"cagr_pct\": 18.659364449675625, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 85.03978779840848, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5869030000607173, \"sortino\": 0.8433719677621097}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.345258100697455, \"dd_pct\": -29.324151804243225, \"calmar\": -0.09585878462762278, \"cagr_pct\": -2.8109775521906673, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.57060518731988, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.05338018806696228, \"sortino\": 0.07704449237664164}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 299.6838185320347, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.0013637026724, "% In Market": 77.76394422310757, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -1.345258100697455, "OOS_Sortino Ratio": 0.07704449237664164, "OOS_Calmar Ratio": -0.09585878462762278, "OOS_Max Drawdown %": -29.324151804243225, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "658fe606b56f5d300e7fb7d919df885932f005f86df09db47d6ac461d0fd5a2c", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": -511.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "0d896f57a83253cc26b364d75681b7e40b5fa7a82970b96eb892b962f9093f78", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.83528459644384, \"dd_pct\": -56.83194149651427, \"calmar\": 0.8776189569400565, \"cagr_pct\": 49.87678921704917, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.17808219178082, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9050904688929055, \"sortino\": 1.3170172715902582}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.905114844864, \"dd_pct\": -47.68655236988657, \"calmar\": -0.879214767012667, \"cagr_pct\": -41.926721031527165, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 44.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9862601773646307, \"sortino\": -1.3237059169973202}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 78.83844281628602, \"dd_pct\": -20.80213007809433, \"calmar\": 3.793345339956315, \"cagr_pct\": 78.9096631929042, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6498075147240077, \"sortino\": 2.549689665043692}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 299.6838185320347, \"dd_pct\": -81.0013637026724, \"calmar\": 0.22586286593202062, \"cagr_pct\": 18.29520015028754, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 77.76394422310757, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5816020831045335, \"sortino\": 0.8198078904211634}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 65.29323939039371, \"dd_pct\": -81.0013637026724, \"calmar\": 0.21837412208943557, \"cagr_pct\": 17.688601686618156, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 65.59449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5754699075666713, \"sortino\": 0.7912121161369143}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 141.80288317058714, \"dd_pct\": -67.34890233756956, \"calmar\": 0.27705521251334164, \"cagr_pct\": 18.659364449675625, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 85.03978779840848, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5869030000607173, \"sortino\": 0.8433719677621097}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.345258100697455, \"dd_pct\": -29.324151804243225, \"calmar\": -0.09585878462762278, \"cagr_pct\": -2.8109775521906673, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.57060518731988, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.05338018806696228, \"sortino\": 0.07704449237664164}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 299.6838185320347, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.0013637026724, "% In Market": 77.76394422310757, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -1.345258100697455, "OOS_Sortino Ratio": 0.07704449237664164, "OOS_Calmar Ratio": -0.09585878462762278, "OOS_Max Drawdown %": -29.324151804243225, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "658fe606b56f5d300e7fb7d919df885932f005f86df09db47d6ac461d0fd5a2c", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": -510.05, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "9c68f03b6ed9388bef03179b2ac6fbf01f2e9d8f593d11f2f711fbc70e4dabc1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.83528459644384, \"dd_pct\": -56.83194149651427, \"calmar\": 0.8776189569400565, \"cagr_pct\": 49.87678921704917, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.17808219178082, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9050904688929055, \"sortino\": 1.3170172715902582}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.905114844864, \"dd_pct\": -47.68655236988657, \"calmar\": -0.879214767012667, \"cagr_pct\": -41.926721031527165, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 44.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9862601773646307, \"sortino\": -1.3237059169973202}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 78.83844281628602, \"dd_pct\": -20.80213007809433, \"calmar\": 3.793345339956315, \"cagr_pct\": 78.9096631929042, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6498075147240077, \"sortino\": 2.549689665043692}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 299.6838185320347, \"dd_pct\": -81.0013637026724, \"calmar\": 0.22586286593202062, \"cagr_pct\": 18.29520015028754, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 77.76394422310757, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5816020831045335, \"sortino\": 0.8198078904211634}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 65.29323939039371, \"dd_pct\": -81.0013637026724, \"calmar\": 0.21837412208943557, \"cagr_pct\": 17.688601686618156, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 65.59449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5754699075666713, \"sortino\": 0.7912121161369143}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 141.80288317058714, \"dd_pct\": -67.34890233756956, \"calmar\": 0.27705521251334164, \"cagr_pct\": 18.659364449675625, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 85.03978779840848, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5869030000607173, \"sortino\": 0.8433719677621097}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.345258100697455, \"dd_pct\": -29.324151804243225, \"calmar\": -0.09585878462762278, \"cagr_pct\": -2.8109775521906673, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.57060518731988, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.05338018806696228, \"sortino\": 0.07704449237664164}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 299.6838185320347, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.0013637026724, "% In Market": 77.76394422310757, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -1.345258100697455, "OOS_Sortino Ratio": 0.07704449237664164, "OOS_Calmar Ratio": -0.09585878462762278, "OOS_Max Drawdown %": -29.324151804243225, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "658fe606b56f5d300e7fb7d919df885932f005f86df09db47d6ac461d0fd5a2c", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": -509.95, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "72754d94e71c9b200670b732be2d3a7de778430467538d6e3ae4f6a1756280b1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.83528459644384, \"dd_pct\": -56.83194149651427, \"calmar\": 0.8776189569400565, \"cagr_pct\": 49.87678921704917, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.17808219178082, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9050904688929055, \"sortino\": 1.3170172715902582}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.905114844864, \"dd_pct\": -47.68655236988657, \"calmar\": -0.879214767012667, \"cagr_pct\": -41.926721031527165, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 44.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9862601773646307, \"sortino\": -1.3237059169973202}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 78.83844281628602, \"dd_pct\": -20.80213007809433, \"calmar\": 3.793345339956315, \"cagr_pct\": 78.9096631929042, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6498075147240077, \"sortino\": 2.549689665043692}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 299.6838185320347, \"dd_pct\": -81.0013637026724, \"calmar\": 0.22586286593202062, \"cagr_pct\": 18.29520015028754, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 77.76394422310757, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5816020831045335, \"sortino\": 0.8198078904211634}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 65.29323939039371, \"dd_pct\": -81.0013637026724, \"calmar\": 0.21837412208943557, \"cagr_pct\": 17.688601686618156, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 65.59449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5754699075666713, \"sortino\": 0.7912121161369143}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 141.80288317058714, \"dd_pct\": -67.34890233756956, \"calmar\": 0.27705521251334164, \"cagr_pct\": 18.659364449675625, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 85.03978779840848, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5869030000607173, \"sortino\": 0.8433719677621097}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.345258100697455, \"dd_pct\": -29.324151804243225, \"calmar\": -0.09585878462762278, \"cagr_pct\": -2.8109775521906673, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.57060518731988, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.05338018806696228, \"sortino\": 0.07704449237664164}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 299.6838185320347, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.0013637026724, "% In Market": 77.76394422310757, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -1.345258100697455, "OOS_Sortino Ratio": 0.07704449237664164, "OOS_Calmar Ratio": -0.09585878462762278, "OOS_Max Drawdown %": -29.324151804243225, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "658fe606b56f5d300e7fb7d919df885932f005f86df09db47d6ac461d0fd5a2c", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": -509.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "feebc35ada712c57416d399fa6da40e47602be338bf0291e1bca7aab79d3b8f3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.83528459644384, \"dd_pct\": -56.83194149651427, \"calmar\": 0.8776189569400565, \"cagr_pct\": 49.87678921704917, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.17808219178082, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9050904688929055, \"sortino\": 1.3170172715902582}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.905114844864, \"dd_pct\": -47.68655236988657, \"calmar\": -0.879214767012667, \"cagr_pct\": -41.926721031527165, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 44.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9862601773646307, \"sortino\": -1.3237059169973202}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 78.83844281628602, \"dd_pct\": -20.80213007809433, \"calmar\": 3.793345339956315, \"cagr_pct\": 78.9096631929042, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6498075147240077, \"sortino\": 2.549689665043692}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 299.6838185320347, \"dd_pct\": -81.0013637026724, \"calmar\": 0.22586286593202062, \"cagr_pct\": 18.29520015028754, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 77.76394422310757, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5816020831045335, \"sortino\": 0.8198078904211634}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 65.29323939039371, \"dd_pct\": -81.0013637026724, \"calmar\": 0.21837412208943557, \"cagr_pct\": 17.688601686618156, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 65.59449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5754699075666713, \"sortino\": 0.7912121161369143}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 141.80288317058714, \"dd_pct\": -67.34890233756956, \"calmar\": 0.27705521251334164, \"cagr_pct\": 18.659364449675625, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 85.03978779840848, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5869030000607173, \"sortino\": 0.8433719677621097}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.345258100697455, \"dd_pct\": -29.324151804243225, \"calmar\": -0.09585878462762278, \"cagr_pct\": -2.8109775521906673, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.57060518731988, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.05338018806696228, \"sortino\": 0.07704449237664164}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 299.6838185320347, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.0013637026724, "% In Market": 77.76394422310757, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -1.345258100697455, "OOS_Sortino Ratio": 0.07704449237664164, "OOS_Calmar Ratio": -0.09585878462762278, "OOS_Max Drawdown %": -29.324151804243225, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "658fe606b56f5d300e7fb7d919df885932f005f86df09db47d6ac461d0fd5a2c", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": -721.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "e153b99e0b0d2211cae774aa9d14b35007c40ec983f6174b23fe0673de90548d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.83528459644384, \"dd_pct\": -56.83194149651427, \"calmar\": 0.8776189569400565, \"cagr_pct\": 49.87678921704917, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.17808219178082, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9050904688929055, \"sortino\": 1.3170172715902582}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.905114844864, \"dd_pct\": -47.68655236988657, \"calmar\": -0.879214767012667, \"cagr_pct\": -41.926721031527165, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 44.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9862601773646307, \"sortino\": -1.3237059169973202}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 78.83844281628602, \"dd_pct\": -20.80213007809433, \"calmar\": 3.793345339956315, \"cagr_pct\": 78.9096631929042, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6498075147240077, \"sortino\": 2.549689665043692}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 299.6838185320347, \"dd_pct\": -81.0013637026724, \"calmar\": 0.22586286593202062, \"cagr_pct\": 18.29520015028754, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 77.76394422310757, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5816020831045335, \"sortino\": 0.8198078904211634}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 65.29323939039371, \"dd_pct\": -81.0013637026724, \"calmar\": 0.21837412208943557, \"cagr_pct\": 17.688601686618156, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 65.59449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5754699075666713, \"sortino\": 0.7912121161369143}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 141.80288317058714, \"dd_pct\": -67.34890233756956, \"calmar\": 0.27705521251334164, \"cagr_pct\": 18.659364449675625, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 85.03978779840848, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5869030000607173, \"sortino\": 0.8433719677621097}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.345258100697455, \"dd_pct\": -29.324151804243225, \"calmar\": -0.09585878462762278, \"cagr_pct\": -2.8109775521906673, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.57060518731988, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.05338018806696228, \"sortino\": 0.07704449237664164}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 299.6838185320347, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.0013637026724, "% In Market": 77.76394422310757, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -1.345258100697455, "OOS_Sortino Ratio": 0.07704449237664164, "OOS_Calmar Ratio": -0.09585878462762278, "OOS_Max Drawdown %": -29.324151804243225, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "658fe606b56f5d300e7fb7d919df885932f005f86df09db47d6ac461d0fd5a2c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": -720.05, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "2738e248d61519717d0f2d3e4ba8185a57ec00c0b7a4cc67f07582d780d903c4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.83528459644384, \"dd_pct\": -56.83194149651427, \"calmar\": 0.8776189569400565, \"cagr_pct\": 49.87678921704917, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.17808219178082, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9050904688929055, \"sortino\": 1.3170172715902582}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.905114844864, \"dd_pct\": -47.68655236988657, \"calmar\": -0.879214767012667, \"cagr_pct\": -41.926721031527165, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 44.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9862601773646307, \"sortino\": -1.3237059169973202}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 78.83844281628602, \"dd_pct\": -20.80213007809433, \"calmar\": 3.793345339956315, \"cagr_pct\": 78.9096631929042, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6498075147240077, \"sortino\": 2.549689665043692}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 299.6838185320347, \"dd_pct\": -81.0013637026724, \"calmar\": 0.22586286593202062, \"cagr_pct\": 18.29520015028754, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 77.76394422310757, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5816020831045335, \"sortino\": 0.8198078904211634}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 65.29323939039371, \"dd_pct\": -81.0013637026724, \"calmar\": 0.21837412208943557, \"cagr_pct\": 17.688601686618156, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 65.59449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5754699075666713, \"sortino\": 0.7912121161369143}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 141.80288317058714, \"dd_pct\": -67.34890233756956, \"calmar\": 0.27705521251334164, \"cagr_pct\": 18.659364449675625, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 85.03978779840848, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5869030000607173, \"sortino\": 0.8433719677621097}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.345258100697455, \"dd_pct\": -29.324151804243225, \"calmar\": -0.09585878462762278, \"cagr_pct\": -2.8109775521906673, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.57060518731988, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.05338018806696228, \"sortino\": 0.07704449237664164}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 299.6838185320347, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.0013637026724, "% In Market": 77.76394422310757, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -1.345258100697455, "OOS_Sortino Ratio": 0.07704449237664164, "OOS_Calmar Ratio": -0.09585878462762278, "OOS_Max Drawdown %": -29.324151804243225, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "658fe606b56f5d300e7fb7d919df885932f005f86df09db47d6ac461d0fd5a2c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": -719.95, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "7aa30c303d6021e339ee2ec5042735d60a5bdabd3e056e3c000a913adb68c809", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.83528459644384, \"dd_pct\": -56.83194149651427, \"calmar\": 0.8776189569400565, \"cagr_pct\": 49.87678921704917, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.17808219178082, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9050904688929055, \"sortino\": 1.3170172715902582}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.905114844864, \"dd_pct\": -47.68655236988657, \"calmar\": -0.879214767012667, \"cagr_pct\": -41.926721031527165, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 44.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9862601773646307, \"sortino\": -1.3237059169973202}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 78.83844281628602, \"dd_pct\": -20.80213007809433, \"calmar\": 3.793345339956315, \"cagr_pct\": 78.9096631929042, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6498075147240077, \"sortino\": 2.549689665043692}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 299.6838185320347, \"dd_pct\": -81.0013637026724, \"calmar\": 0.22586286593202062, \"cagr_pct\": 18.29520015028754, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 77.76394422310757, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5816020831045335, \"sortino\": 0.8198078904211634}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 65.29323939039371, \"dd_pct\": -81.0013637026724, \"calmar\": 0.21837412208943557, \"cagr_pct\": 17.688601686618156, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 65.59449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5754699075666713, \"sortino\": 0.7912121161369143}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 141.80288317058714, \"dd_pct\": -67.34890233756956, \"calmar\": 0.27705521251334164, \"cagr_pct\": 18.659364449675625, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 85.03978779840848, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5869030000607173, \"sortino\": 0.8433719677621097}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.345258100697455, \"dd_pct\": -29.324151804243225, \"calmar\": -0.09585878462762278, \"cagr_pct\": -2.8109775521906673, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.57060518731988, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.05338018806696228, \"sortino\": 0.07704449237664164}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 299.6838185320347, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.0013637026724, "% In Market": 77.76394422310757, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -1.345258100697455, "OOS_Sortino Ratio": 0.07704449237664164, "OOS_Calmar Ratio": -0.09585878462762278, "OOS_Max Drawdown %": -29.324151804243225, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "658fe606b56f5d300e7fb7d919df885932f005f86df09db47d6ac461d0fd5a2c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 320.0, "i_long_exit_activation_threshold": -510.0, "i_long_exit_activation_confirmation_threshold": -719.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "26c94c826e5bfe564906a7a9a9db9b8f3cfb447f7596dc776000484927a5251c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 49.83528459644384, \"dd_pct\": -56.83194149651427, \"calmar\": 0.8776189569400565, \"cagr_pct\": 49.87678921704917, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.17808219178082, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9050904688929055, \"sortino\": 1.3170172715902582}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -41.905114844864, \"dd_pct\": -47.68655236988657, \"calmar\": -0.879214767012667, \"cagr_pct\": -41.926721031527165, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 44.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9862601773646307, \"sortino\": -1.3237059169973202}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 78.83844281628602, \"dd_pct\": -20.80213007809433, \"calmar\": 3.793345339956315, \"cagr_pct\": 78.9096631929042, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.6498075147240077, \"sortino\": 2.549689665043692}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 299.6838185320347, \"dd_pct\": -81.0013637026724, \"calmar\": 0.22586286593202062, \"cagr_pct\": 18.29520015028754, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 77.76394422310757, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5816020831045335, \"sortino\": 0.8198078904211634}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 65.29323939039371, \"dd_pct\": -81.0013637026724, \"calmar\": 0.21837412208943557, \"cagr_pct\": 17.688601686618156, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 65.59449866903283, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5754699075666713, \"sortino\": 0.7912121161369143}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 141.80288317058714, \"dd_pct\": -67.34890233756956, \"calmar\": 0.27705521251334164, \"cagr_pct\": 18.659364449675625, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 85.03978779840848, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5869030000607173, \"sortino\": 0.8433719677621097}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.345258100697455, \"dd_pct\": -29.324151804243225, \"calmar\": -0.09585878462762278, \"cagr_pct\": -2.8109775521906673, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 66.57060518731988, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.05338018806696228, \"sortino\": 0.07704449237664164}]", "Additional_Threshold_Budget": 0, "Total Trades": 8, "Total P&L %": 299.6838185320347, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -81.0013637026724, "% In Market": 77.76394422310757, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 5, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 3, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": -1.345258100697455, "OOS_Sortino Ratio": 0.07704449237664164, "OOS_Calmar Ratio": -0.09585878462762278, "OOS_Max Drawdown %": -29.324151804243225, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "658fe606b56f5d300e7fb7d919df885932f005f86df09db47d6ac461d0fd5a2c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -385.0, "i_long_exit_activation_threshold": -330.0, "i_long_exit_activation_confirmation_threshold": 420.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "dc5ba7e677b924d253c89a4bac12ab7963fc72691d175c32e577992dba87b076", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -1.2267517594009263, \"cagr_pct\": -8.026342864676042, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.421805688674473, \"sortino\": -1.4284049945308799}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.11588899045976245, \"cagr_pct\": -0.7582339006593007, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.04150066401062417, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.42874101884041466, \"sortino\": -0.4308232749249605}, {\"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\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.18475630723167624, \"cagr_pct\": -1.208816255521027, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0663129973474801, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5419664476792324, \"sortino\": -0.5445916324588506}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -6.083613602533844, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -6.542760426604676, "% In Market": 0.04150066401062417, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc88f4cbbbd9a24aec4cb318115c57dbfb3efe63fea0062b339df684103dab6a", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -386.0, "i_long_exit_activation_threshold": -330.0, "i_long_exit_activation_confirmation_threshold": 420.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "bf977f282ce781308c0dfb89958c2d3185bf0e1a34363b242777f1259b989af4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -1.2267517594009263, \"cagr_pct\": -8.026342864676042, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.421805688674473, \"sortino\": -1.4284049945308799}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.11588899045976245, \"cagr_pct\": -0.7582339006593007, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.04150066401062417, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.42874101884041466, \"sortino\": -0.4308232749249605}, {\"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\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.18475630723167624, \"cagr_pct\": -1.208816255521027, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0663129973474801, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5419664476792324, \"sortino\": -0.5445916324588506}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -6.083613602533844, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -6.542760426604676, "% In Market": 0.04150066401062417, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc88f4cbbbd9a24aec4cb318115c57dbfb3efe63fea0062b339df684103dab6a", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -385.05, "i_long_exit_activation_threshold": -330.0, "i_long_exit_activation_confirmation_threshold": 420.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "1551fa9fb809df4bdb74e593129a326e375d952e17934778c76f0e01ea9bbcfb", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -1.2267517594009263, \"cagr_pct\": -8.026342864676042, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.421805688674473, \"sortino\": -1.4284049945308799}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.11588899045976245, \"cagr_pct\": -0.7582339006593007, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.04150066401062417, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.42874101884041466, \"sortino\": -0.4308232749249605}, {\"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\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.18475630723167624, \"cagr_pct\": -1.208816255521027, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0663129973474801, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5419664476792324, \"sortino\": -0.5445916324588506}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -6.083613602533844, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -6.542760426604676, "% In Market": 0.04150066401062417, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc88f4cbbbd9a24aec4cb318115c57dbfb3efe63fea0062b339df684103dab6a", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -384.95, "i_long_exit_activation_threshold": -330.0, "i_long_exit_activation_confirmation_threshold": 420.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "6a405cccbe06114ac8bfff64eeab4aab8ad0b81784288da6493d37bc07474e03", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -1.2267517594009263, \"cagr_pct\": -8.026342864676042, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.421805688674473, \"sortino\": -1.4284049945308799}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.11588899045976245, \"cagr_pct\": -0.7582339006593007, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.04150066401062417, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.42874101884041466, \"sortino\": -0.4308232749249605}, {\"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\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.18475630723167624, \"cagr_pct\": -1.208816255521027, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0663129973474801, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5419664476792324, \"sortino\": -0.5445916324588506}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -6.083613602533844, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -6.542760426604676, "% In Market": 0.04150066401062417, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc88f4cbbbd9a24aec4cb318115c57dbfb3efe63fea0062b339df684103dab6a", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -384.0, "i_long_exit_activation_threshold": -330.0, "i_long_exit_activation_confirmation_threshold": 420.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "d7cba894509ba8a3745cad3831101bc1a072853a2d75a7d7bf860aaa001877ef", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -1.2267517594009263, \"cagr_pct\": -8.026342864676042, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.421805688674473, \"sortino\": -1.4284049945308799}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.11588899045976245, \"cagr_pct\": -0.7582339006593007, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.04150066401062417, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.42874101884041466, \"sortino\": -0.4308232749249605}, {\"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\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.18475630723167624, \"cagr_pct\": -1.208816255521027, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0663129973474801, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5419664476792324, \"sortino\": -0.5445916324588506}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -6.083613602533844, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -6.542760426604676, "% In Market": 0.04150066401062417, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc88f4cbbbd9a24aec4cb318115c57dbfb3efe63fea0062b339df684103dab6a", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -385.0, "i_long_exit_activation_threshold": -331.0, "i_long_exit_activation_confirmation_threshold": 420.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "b1d36ce89c9fc39ad0d9ed5e21abfc5380f0519cb61447a4c133183be52b1c22", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -1.2267517594009263, \"cagr_pct\": -8.026342864676042, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.421805688674473, \"sortino\": -1.4284049945308799}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.11588899045976245, \"cagr_pct\": -0.7582339006593007, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.04150066401062417, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.42874101884041466, \"sortino\": -0.4308232749249605}, {\"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\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.18475630723167624, \"cagr_pct\": -1.208816255521027, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0663129973474801, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5419664476792324, \"sortino\": -0.5445916324588506}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -6.083613602533844, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -6.542760426604676, "% In Market": 0.04150066401062417, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc88f4cbbbd9a24aec4cb318115c57dbfb3efe63fea0062b339df684103dab6a", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -385.0, "i_long_exit_activation_threshold": -330.05, "i_long_exit_activation_confirmation_threshold": 420.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "28f38e17bafc9b492621c5e6f26bf43cde9238f1998580277afa12720d1cb42f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -1.2267517594009263, \"cagr_pct\": -8.026342864676042, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.421805688674473, \"sortino\": -1.4284049945308799}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.11588899045976245, \"cagr_pct\": -0.7582339006593007, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.04150066401062417, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.42874101884041466, \"sortino\": -0.4308232749249605}, {\"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\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.18475630723167624, \"cagr_pct\": -1.208816255521027, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0663129973474801, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5419664476792324, \"sortino\": -0.5445916324588506}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -6.083613602533844, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -6.542760426604676, "% In Market": 0.04150066401062417, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc88f4cbbbd9a24aec4cb318115c57dbfb3efe63fea0062b339df684103dab6a", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -385.0, "i_long_exit_activation_threshold": -329.95, "i_long_exit_activation_confirmation_threshold": 420.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "bccb94a0e77f4e9ffbf3ab86282e286d67f877b4a9fc4d54e67c8acd52c1175c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -1.2267517594009263, \"cagr_pct\": -8.026342864676042, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.421805688674473, \"sortino\": -1.4284049945308799}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.11588899045976245, \"cagr_pct\": -0.7582339006593007, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.04150066401062417, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.42874101884041466, \"sortino\": -0.4308232749249605}, {\"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\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.18475630723167624, \"cagr_pct\": -1.208816255521027, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0663129973474801, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5419664476792324, \"sortino\": -0.5445916324588506}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -6.083613602533844, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -6.542760426604676, "% In Market": 0.04150066401062417, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc88f4cbbbd9a24aec4cb318115c57dbfb3efe63fea0062b339df684103dab6a", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -385.0, "i_long_exit_activation_threshold": -329.0, "i_long_exit_activation_confirmation_threshold": 420.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "7449ad44b7729367716def97d7bbdc3f86affd887a78e288aeea7ac5b36e781d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -1.2267517594009263, \"cagr_pct\": -8.026342864676042, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.421805688674473, \"sortino\": -1.4284049945308799}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.11588899045976245, \"cagr_pct\": -0.7582339006593007, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.04150066401062417, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.42874101884041466, \"sortino\": -0.4308232749249605}, {\"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\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.18475630723167624, \"cagr_pct\": -1.208816255521027, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0663129973474801, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5419664476792324, \"sortino\": -0.5445916324588506}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -6.083613602533844, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -6.542760426604676, "% In Market": 0.04150066401062417, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc88f4cbbbd9a24aec4cb318115c57dbfb3efe63fea0062b339df684103dab6a", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -385.0, "i_long_exit_activation_threshold": -330.0, "i_long_exit_activation_confirmation_threshold": 419.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "76f0c63a4c94d46cecfadaa27c2c160a9779364561e9583adcddc893f060323d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -1.2267517594009263, \"cagr_pct\": -8.026342864676042, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.421805688674473, \"sortino\": -1.4284049945308799}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.11588899045976245, \"cagr_pct\": -0.7582339006593007, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.04150066401062417, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.42874101884041466, \"sortino\": -0.4308232749249605}, {\"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\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.18475630723167624, \"cagr_pct\": -1.208816255521027, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0663129973474801, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5419664476792324, \"sortino\": -0.5445916324588506}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -6.083613602533844, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -6.542760426604676, "% In Market": 0.04150066401062417, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc88f4cbbbd9a24aec4cb318115c57dbfb3efe63fea0062b339df684103dab6a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -385.0, "i_long_exit_activation_threshold": -330.0, "i_long_exit_activation_confirmation_threshold": 419.95, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "3551c557a48b506405c57f017f9dbe80b6bb67404515b28fa00531a8747cb1e8", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -1.2267517594009263, \"cagr_pct\": -8.026342864676042, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.421805688674473, \"sortino\": -1.4284049945308799}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.11588899045976245, \"cagr_pct\": -0.7582339006593007, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.04150066401062417, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.42874101884041466, \"sortino\": -0.4308232749249605}, {\"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\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.18475630723167624, \"cagr_pct\": -1.208816255521027, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0663129973474801, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5419664476792324, \"sortino\": -0.5445916324588506}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -6.083613602533844, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -6.542760426604676, "% In Market": 0.04150066401062417, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc88f4cbbbd9a24aec4cb318115c57dbfb3efe63fea0062b339df684103dab6a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -385.0, "i_long_exit_activation_threshold": -330.0, "i_long_exit_activation_confirmation_threshold": 420.05, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "c6e5fd9240cfe382a1015e35f6b5745d96ea8b1ff007056f2ca17cddf6fbff9f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -1.2267517594009263, \"cagr_pct\": -8.026342864676042, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.421805688674473, \"sortino\": -1.4284049945308799}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.11588899045976245, \"cagr_pct\": -0.7582339006593007, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.04150066401062417, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.42874101884041466, \"sortino\": -0.4308232749249605}, {\"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\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.18475630723167624, \"cagr_pct\": -1.208816255521027, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0663129973474801, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5419664476792324, \"sortino\": -0.5445916324588506}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -6.083613602533844, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -6.542760426604676, "% In Market": 0.04150066401062417, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc88f4cbbbd9a24aec4cb318115c57dbfb3efe63fea0062b339df684103dab6a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": -385.0, "i_long_exit_activation_threshold": -330.0, "i_long_exit_activation_confirmation_threshold": 421.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "1fbdd1cb109cb7794d9b83117efa1d6524a86c68ddf90e5abe6774a2d595dc59", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -1.2267517594009263, \"cagr_pct\": -8.026342864676042, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.45620437956204374, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.421805688674473, \"sortino\": -1.4284049945308799}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.11588899045976245, \"cagr_pct\": -0.7582339006593007, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.04150066401062417, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.42874101884041466, \"sortino\": -0.4308232749249605}, {\"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\": -6.083613602533844, \"dd_pct\": -6.542760426604676, \"calmar\": -0.18475630723167624, \"cagr_pct\": -1.208816255521027, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.0663129973474801, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5419664476792324, \"sortino\": -0.5445916324588506}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": -6.083613602533844, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -6.542760426604676, "% In Market": 0.04150066401062417, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cc88f4cbbbd9a24aec4cb318115c57dbfb3efe63fea0062b339df684103dab6a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 210.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": 680.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "f285849067f3ac2a7b55718cca71ef2a619f040be08f222bb152dbcf045dcc0e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 62.541458227250146, \"dd_pct\": -43.17801382846774, \"calmar\": 1.4497088111704195, \"cagr_pct\": 62.59554709596791, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.091352989528977, \"sortino\": 1.660642375954984}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -62.19786909906803, \"dd_pct\": -69.22812185458591, \"calmar\": -0.8988117368528821, \"cagr_pct\": -62.22304844318332, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 59.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7881847245707203, \"sortino\": -2.3633344455301515}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 84.92389796091145, \"dd_pct\": -25.170240033397395, \"calmar\": 3.3770747386278206, \"cagr_pct\": 85.00178178198502, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 66.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8825458658351057, \"sortino\": 3.062217373732985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -4.823208615554709, \"dd_pct\": -36.38897696689647, \"calmar\": -0.17525294569677743, \"cagr_pct\": -6.377275404340792, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 69.34306569343066, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0688989763340188, \"sortino\": 0.09620629675754339}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 26.507551799797913, \"dd_pct\": -15.95982592535561, \"calmar\": 1.6621689674684021, \"cagr_pct\": 26.527927379323767, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9010292445208722, \"sortino\": 1.365717080706312}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -33.40891244430517, \"dd_pct\": -37.94203108781255, \"calmar\": -1.6498985229637142, \"cagr_pct\": -62.60050105002526, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 46.85430463576159, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.642004771290877, \"sortino\": -3.363141098296837}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.44408878730699, \"dd_pct\": -87.45341848814816, \"calmar\": -0.06748033621099303, \"cagr_pct\": -5.9013860823809114, \"entries\": 194, \"exits\": 194, \"exposure_pct\": 54.233067729083665, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1412480570918109, \"sortino\": 0.20036561001457884}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -33.53095298166867, \"dd_pct\": -87.45341848814816, \"calmar\": -0.141770066180324, \"cagr_pct\": -12.398276926760337, \"entries\": 68, \"exits\": 67, \"exposure_pct\": 49.11268855368235, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09265205406338961, \"sortino\": 0.12905543702900843}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -8.896074294562373, \"dd_pct\": -69.23227575132714, \"calmar\": -0.025842157441962346, \"cagr_pct\": -1.7891113700311478, \"entries\": 126, \"exits\": 127, \"exposure_pct\": 57.294429708222815, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18387051382059894, \"sortino\": 0.26640551365196363}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -25.867969029531313, \"dd_pct\": -35.25518110000102, \"calmar\": -1.3259820494019436, \"cagr_pct\": -46.74773728701602, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 59.798270893371765, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.17346914725019, \"sortino\": -2.9330691473825}]", "Additional_Threshold_Budget": 0, "Total Trades": 194, "Total P&L %": -39.44408878730699, "Sharpe Ratio": 0.1412480570918109, "Sortino Ratio": 0.20036561001457884, "Calmar Ratio": -0.06748033621099303, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.45341848814816, "% In Market": 54.233067729083665, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.141770066180324, "Sub1_Sortino": 0.12905543702900843, "Sub1_Trades": 68, "Sub2_Calmar": -0.025842157441962346, "Sub2_Sortino": 0.26640551365196363, "Sub2_Trades": 126, "WFO_Score": 0.6274982186255448, "WFO_Min_Fold": -1.6498985229637142, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.449709, -0.898812, 3.377075, -0.175253, 1.662169, -1.649899]", "OOS_Total Trades": 12, "OOS_Total P&L %": -25.867969029531313, "OOS_Sortino Ratio": -2.9330691473825, "OOS_Calmar Ratio": -1.3259820494019436, "OOS_Max Drawdown %": -35.25518110000102, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 91, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c0ac97d1fb9f9bc885168a97c745b2863914de47f287b8635c6fb67da0f26ad7", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 209.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": 680.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "750f2d4e11b1dd4753c84336455deb47c73755fe6a581bce17c756041f36b7af", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 95.72009473740086, \"dd_pct\": -40.68359935341041, \"calmar\": 2.3550063628351783, \"cagr_pct\": 95.81013534031865, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 45.34246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4146843373708209, \"sortino\": 2.210065501171088}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -62.19786909906803, \"dd_pct\": -69.22812185458591, \"calmar\": -0.8988117368528821, \"cagr_pct\": -62.22304844318332, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 59.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7881847245707203, \"sortino\": -2.3633344455301515}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 84.92389796091145, \"dd_pct\": -25.170240033397395, \"calmar\": 3.3770747386278206, \"cagr_pct\": 85.00178178198502, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 66.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8825458658351057, \"sortino\": 3.062217373732985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -4.823208615554709, \"dd_pct\": -36.38897696689647, \"calmar\": -0.17525294569677743, \"cagr_pct\": -6.377275404340792, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 69.34306569343066, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0688989763340188, \"sortino\": 0.09620629675754339}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 26.507551799797913, \"dd_pct\": -15.95982592535561, \"calmar\": 1.6621689674684021, \"cagr_pct\": 26.527927379323767, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9010292445208722, \"sortino\": 1.365717080706312}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -33.40891244430517, \"dd_pct\": -37.94203108781255, \"calmar\": -1.6498985229637142, \"cagr_pct\": -62.60050105002526, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 46.85430463576159, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.642004771290877, \"sortino\": -3.363141098296837}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.083165066185323, \"dd_pct\": -87.45341848814816, \"calmar\": -0.04296845000681034, \"cagr_pct\": -3.7577378402326578, \"entries\": 194, \"exits\": 194, \"exposure_pct\": 54.091965471447544, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1830916070463636, \"sortino\": 0.26052137779491447}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -33.53095298166867, \"dd_pct\": -87.45341848814816, \"calmar\": -0.141770066180324, \"cagr_pct\": -12.398276926760337, \"entries\": 68, \"exits\": 67, \"exposure_pct\": 49.11268855368235, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09265205406338961, \"sortino\": 0.12905543702900843}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 9.700436826941704, \"dd_pct\": -69.2322757513271, \"calmar\": 0.026145901408718912, \"cagr_pct\": 1.8101402560954394, \"entries\": 126, \"exits\": 127, \"exposure_pct\": 57.068965517241374, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.2618421606005793, \"sortino\": 0.38217898070616785}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -25.867969029531313, \"dd_pct\": -35.25518110000102, \"calmar\": -1.3259820494019436, \"cagr_pct\": -46.74773728701602, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 59.798270893371765, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.17346914725019, \"sortino\": -2.9330691473825}]", "Additional_Threshold_Budget": 0, "Total Trades": 194, "Total P&L %": -27.083165066185323, "Sharpe Ratio": 0.1830916070463636, "Sortino Ratio": 0.26052137779491447, "Calmar Ratio": -0.04296845000681034, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.45341848814816, "% In Market": 54.091965471447544, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.141770066180324, "Sub1_Sortino": 0.12905543702900843, "Sub1_Trades": 68, "Sub2_Calmar": 0.026145901408718912, "Sub2_Sortino": 0.38217898070616785, "Sub2_Trades": 126, "WFO_Score": 0.7783811439030045, "WFO_Min_Fold": -1.6498985229637142, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[2.355006, -0.898812, 3.377075, -0.175253, 1.662169, -1.649899]", "OOS_Total Trades": 12, "OOS_Total P&L %": -25.867969029531313, "OOS_Sortino Ratio": -2.9330691473825, "OOS_Calmar Ratio": -1.3259820494019436, "OOS_Max Drawdown %": -35.25518110000102, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 87, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c0ac97d1fb9f9bc885168a97c745b2863914de47f287b8635c6fb67da0f26ad7", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 209.95, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": 680.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "69323fb510594b5de361f97904584d0d8a406ec50a216d64f5994f0c717ee7b2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 95.72009473740086, \"dd_pct\": -40.68359935341041, \"calmar\": 2.3550063628351783, \"cagr_pct\": 95.81013534031865, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 45.34246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4146843373708209, \"sortino\": 2.210065501171088}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -62.19786909906803, \"dd_pct\": -69.22812185458591, \"calmar\": -0.8988117368528821, \"cagr_pct\": -62.22304844318332, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 59.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7881847245707203, \"sortino\": -2.3633344455301515}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 84.92389796091145, \"dd_pct\": -25.170240033397395, \"calmar\": 3.3770747386278206, \"cagr_pct\": 85.00178178198502, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 66.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8825458658351057, \"sortino\": 3.062217373732985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -4.823208615554709, \"dd_pct\": -36.38897696689647, \"calmar\": -0.17525294569677743, \"cagr_pct\": -6.377275404340792, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 69.34306569343066, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0688989763340188, \"sortino\": 0.09620629675754339}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 26.507551799797913, \"dd_pct\": -15.95982592535561, \"calmar\": 1.6621689674684021, \"cagr_pct\": 26.527927379323767, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9010292445208722, \"sortino\": 1.365717080706312}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -33.40891244430517, \"dd_pct\": -37.94203108781255, \"calmar\": -1.6498985229637142, \"cagr_pct\": -62.60050105002526, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 46.85430463576159, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.642004771290877, \"sortino\": -3.363141098296837}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -27.083165066185323, \"dd_pct\": -87.45341848814816, \"calmar\": -0.04296845000681034, \"cagr_pct\": -3.7577378402326578, \"entries\": 194, \"exits\": 194, \"exposure_pct\": 54.091965471447544, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1830916070463636, \"sortino\": 0.26052137779491447}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -33.53095298166867, \"dd_pct\": -87.45341848814816, \"calmar\": -0.141770066180324, \"cagr_pct\": -12.398276926760337, \"entries\": 68, \"exits\": 67, \"exposure_pct\": 49.11268855368235, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09265205406338961, \"sortino\": 0.12905543702900843}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 9.700436826941704, \"dd_pct\": -69.2322757513271, \"calmar\": 0.026145901408718912, \"cagr_pct\": 1.8101402560954394, \"entries\": 126, \"exits\": 127, \"exposure_pct\": 57.068965517241374, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.2618421606005793, \"sortino\": 0.38217898070616785}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -25.867969029531313, \"dd_pct\": -35.25518110000102, \"calmar\": -1.3259820494019436, \"cagr_pct\": -46.74773728701602, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 59.798270893371765, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.17346914725019, \"sortino\": -2.9330691473825}]", "Additional_Threshold_Budget": 0, "Total Trades": 194, "Total P&L %": -27.083165066185323, "Sharpe Ratio": 0.1830916070463636, "Sortino Ratio": 0.26052137779491447, "Calmar Ratio": -0.04296845000681034, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.45341848814816, "% In Market": 54.091965471447544, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.141770066180324, "Sub1_Sortino": 0.12905543702900843, "Sub1_Trades": 68, "Sub2_Calmar": 0.026145901408718912, "Sub2_Sortino": 0.38217898070616785, "Sub2_Trades": 126, "WFO_Score": 0.7783811439030045, "WFO_Min_Fold": -1.6498985229637142, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[2.355006, -0.898812, 3.377075, -0.175253, 1.662169, -1.649899]", "OOS_Total Trades": 12, "OOS_Total P&L %": -25.867969029531313, "OOS_Sortino Ratio": -2.9330691473825, "OOS_Calmar Ratio": -1.3259820494019436, "OOS_Max Drawdown %": -35.25518110000102, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 91, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c0ac97d1fb9f9bc885168a97c745b2863914de47f287b8635c6fb67da0f26ad7", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 210.05, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": 680.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "c2fb90bdac305e2c49930849a0642bf130b717ec9c19a00a502abb5d4a119be0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 62.541458227250146, \"dd_pct\": -43.17801382846774, \"calmar\": 1.4497088111704195, \"cagr_pct\": 62.59554709596791, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.091352989528977, \"sortino\": 1.660642375954984}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -62.19786909906803, \"dd_pct\": -69.22812185458591, \"calmar\": -0.8988117368528821, \"cagr_pct\": -62.22304844318332, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 59.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7881847245707203, \"sortino\": -2.3633344455301515}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 84.92389796091145, \"dd_pct\": -25.170240033397395, \"calmar\": 3.3770747386278206, \"cagr_pct\": 85.00178178198502, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 66.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8825458658351057, \"sortino\": 3.062217373732985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -4.823208615554709, \"dd_pct\": -36.38897696689647, \"calmar\": -0.17525294569677743, \"cagr_pct\": -6.377275404340792, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 69.34306569343066, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0688989763340188, \"sortino\": 0.09620629675754339}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 26.507551799797913, \"dd_pct\": -15.95982592535561, \"calmar\": 1.6621689674684021, \"cagr_pct\": 26.527927379323767, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9010292445208722, \"sortino\": 1.365717080706312}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -33.40891244430517, \"dd_pct\": -37.94203108781255, \"calmar\": -1.6498985229637142, \"cagr_pct\": -62.60050105002526, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 46.85430463576159, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.642004771290877, \"sortino\": -3.363141098296837}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.44408878730699, \"dd_pct\": -87.45341848814816, \"calmar\": -0.06748033621099303, \"cagr_pct\": -5.9013860823809114, \"entries\": 194, \"exits\": 194, \"exposure_pct\": 54.233067729083665, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1412480570918109, \"sortino\": 0.20036561001457884}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -33.53095298166867, \"dd_pct\": -87.45341848814816, \"calmar\": -0.141770066180324, \"cagr_pct\": -12.398276926760337, \"entries\": 68, \"exits\": 67, \"exposure_pct\": 49.11268855368235, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09265205406338961, \"sortino\": 0.12905543702900843}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -8.896074294562373, \"dd_pct\": -69.23227575132714, \"calmar\": -0.025842157441962346, \"cagr_pct\": -1.7891113700311478, \"entries\": 126, \"exits\": 127, \"exposure_pct\": 57.294429708222815, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18387051382059894, \"sortino\": 0.26640551365196363}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -25.867969029531313, \"dd_pct\": -35.25518110000102, \"calmar\": -1.3259820494019436, \"cagr_pct\": -46.74773728701602, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 59.798270893371765, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.17346914725019, \"sortino\": -2.9330691473825}]", "Additional_Threshold_Budget": 0, "Total Trades": 194, "Total P&L %": -39.44408878730699, "Sharpe Ratio": 0.1412480570918109, "Sortino Ratio": 0.20036561001457884, "Calmar Ratio": -0.06748033621099303, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.45341848814816, "% In Market": 54.233067729083665, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.141770066180324, "Sub1_Sortino": 0.12905543702900843, "Sub1_Trades": 68, "Sub2_Calmar": -0.025842157441962346, "Sub2_Sortino": 0.26640551365196363, "Sub2_Trades": 126, "WFO_Score": 0.6274982186255448, "WFO_Min_Fold": -1.6498985229637142, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.449709, -0.898812, 3.377075, -0.175253, 1.662169, -1.649899]", "OOS_Total Trades": 12, "OOS_Total P&L %": -25.867969029531313, "OOS_Sortino Ratio": -2.9330691473825, "OOS_Calmar Ratio": -1.3259820494019436, "OOS_Max Drawdown %": -35.25518110000102, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 91, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c0ac97d1fb9f9bc885168a97c745b2863914de47f287b8635c6fb67da0f26ad7", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 211.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": 680.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "7d0db74c509b93fb896e49708a25b675f441874384ed6c7ac78d0783cc609c1e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 56.9191491450455, \"dd_pct\": -43.489426144601886, \"calmar\": 1.3099180054262887, \"cagr_pct\": 56.96758235247079, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 46.917808219178085, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0358181617499258, \"sortino\": 1.5700029007864296}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -62.19786909906803, \"dd_pct\": -69.22812185458591, \"calmar\": -0.8988117368528821, \"cagr_pct\": -62.22304844318332, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 59.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7881847245707203, \"sortino\": -2.3633344455301515}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 84.92389796091145, \"dd_pct\": -25.170240033397395, \"calmar\": 3.3770747386278206, \"cagr_pct\": 85.00178178198502, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 66.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8825458658351057, \"sortino\": 3.062217373732985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -4.823208615554709, \"dd_pct\": -36.38897696689647, \"calmar\": -0.17525294569677743, \"cagr_pct\": -6.377275404340792, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 69.34306569343066, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0688989763340188, \"sortino\": 0.09620629675754339}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 26.507551799797913, \"dd_pct\": -15.95982592535561, \"calmar\": 1.6621689674684021, \"cagr_pct\": 26.527927379323767, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9010292445208722, \"sortino\": 1.365717080706312}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -33.40891244430517, \"dd_pct\": -37.94203108781255, \"calmar\": -1.6498985229637142, \"cagr_pct\": -62.60050105002526, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 46.85430463576159, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.642004771290877, \"sortino\": -3.363141098296837}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -46.05985111320338, \"dd_pct\": -88.42371482499367, \"calmar\": -0.08156538681195191, \"cagr_pct\": -7.212314503050335, \"entries\": 195, \"exits\": 195, \"exposure_pct\": 54.43227091633466, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1145058747942993, \"sortino\": 0.16221534987403552}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -38.6713709333296, \"dd_pct\": -88.42371482499367, \"calmar\": -0.16572364757023458, \"cagr_pct\": -14.653900552508178, \"entries\": 69, \"exits\": 68, \"exposure_pct\": 49.51197870452529, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.05168049541751021, \"sortino\": 0.07190576085416744}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -12.047359108323786, \"dd_pct\": -69.23227575132715, \"calmar\": -0.03548537173867815, \"cagr_pct\": -2.4567330413505175, \"entries\": 126, \"exits\": 127, \"exposure_pct\": 57.37400530503979, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.16841724033279176, \"sortino\": 0.24367046933057415}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -25.867969029531313, \"dd_pct\": -35.25518110000102, \"calmar\": -1.3259820494019436, \"cagr_pct\": -46.74773728701602, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 59.798270893371765, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.17346914725019, \"sortino\": -2.9330691473825}]", "Additional_Threshold_Budget": 0, "Total Trades": 195, "Total P&L %": -46.05985111320338, "Sharpe Ratio": 0.1145058747942993, "Sortino Ratio": 0.16221534987403552, "Calmar Ratio": -0.08156538681195191, "P&L/DD Ratio": 0.0, "Max Drawdown %": -88.42371482499367, "% In Market": 54.43227091633466, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.16572364757023458, "Sub1_Sortino": 0.07190576085416744, "Sub1_Trades": 69, "Sub2_Calmar": -0.03548537173867815, "Sub2_Sortino": 0.24367046933057415, "Sub2_Trades": 126, "WFO_Score": 0.6041997510015228, "WFO_Min_Fold": -1.6498985229637142, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.309918, -0.898812, 3.377075, -0.175253, 1.662169, -1.649899]", "OOS_Total Trades": 12, "OOS_Total P&L %": -25.867969029531313, "OOS_Sortino Ratio": -2.9330691473825, "OOS_Calmar Ratio": -1.3259820494019436, "OOS_Max Drawdown %": -35.25518110000102, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 91, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c0ac97d1fb9f9bc885168a97c745b2863914de47f287b8635c6fb67da0f26ad7", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 210.0, "i_long_exit_activation_threshold": 589.0, "i_long_exit_activation_confirmation_threshold": 680.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "c46ffd11c704484dd0e9c230e3717f5e49a82cfe75aaf0817fe238dad412c1da", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 62.541458227250146, \"dd_pct\": -43.17801382846774, \"calmar\": 1.4497088111704195, \"cagr_pct\": 62.59554709596791, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.091352989528977, \"sortino\": 1.660642375954984}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -62.19786909906803, \"dd_pct\": -69.22812185458591, \"calmar\": -0.8988117368528821, \"cagr_pct\": -62.22304844318332, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 59.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7881847245707203, \"sortino\": -2.3633344455301515}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 84.92389796091145, \"dd_pct\": -25.170240033397395, \"calmar\": 3.3770747386278206, \"cagr_pct\": 85.00178178198502, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 66.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8825458658351057, \"sortino\": 3.062217373732985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -4.823208615554709, \"dd_pct\": -36.38897696689647, \"calmar\": -0.17525294569677743, \"cagr_pct\": -6.377275404340792, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 69.34306569343066, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0688989763340188, \"sortino\": 0.09620629675754339}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 26.507551799797913, \"dd_pct\": -15.95982592535561, \"calmar\": 1.6621689674684021, \"cagr_pct\": 26.527927379323767, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9010292445208722, \"sortino\": 1.365717080706312}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -33.40891244430517, \"dd_pct\": -37.94203108781255, \"calmar\": -1.6498985229637142, \"cagr_pct\": -62.60050105002526, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 46.85430463576159, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.642004771290877, \"sortino\": -3.363141098296837}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -41.73665194172147, \"dd_pct\": -87.92841473396308, \"calmar\": -0.07211259942262718, \"cagr_pct\": -6.340746549576909, \"entries\": 194, \"exits\": 194, \"exposure_pct\": 53.98406374501992, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13172078721150665, \"sortino\": 0.18687169320993766}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -36.04737929004431, \"dd_pct\": -87.92841473396308, \"calmar\": -0.15338803938557907, \"cagr_pct\": -13.48716714232466, \"entries\": 68, \"exits\": 67, \"exposure_pct\": 48.4472049689441, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07098969123066771, \"sortino\": 0.09889409287236907}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -8.896074294562373, \"dd_pct\": -69.23227575132714, \"calmar\": -0.025842157441962346, \"cagr_pct\": -1.7891113700311478, \"entries\": 126, \"exits\": 127, \"exposure_pct\": 57.294429708222815, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18387051382059894, \"sortino\": 0.26640551365196363}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -25.867969029531313, \"dd_pct\": -35.25518110000102, \"calmar\": -1.3259820494019436, \"cagr_pct\": -46.74773728701602, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 59.798270893371765, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.17346914725019, \"sortino\": -2.9330691473825}]", "Additional_Threshold_Budget": 0, "Total Trades": 194, "Total P&L %": -41.73665194172147, "Sharpe Ratio": 0.13172078721150665, "Sortino Ratio": 0.18687169320993766, "Calmar Ratio": -0.07211259942262718, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.92841473396308, "% In Market": 53.98406374501992, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.15338803938557907, "Sub1_Sortino": 0.09889409287236907, "Sub1_Trades": 68, "Sub2_Calmar": -0.025842157441962346, "Sub2_Sortino": 0.26640551365196363, "Sub2_Trades": 126, "WFO_Score": 0.6274982186255448, "WFO_Min_Fold": -1.6498985229637142, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.449709, -0.898812, 3.377075, -0.175253, 1.662169, -1.649899]", "OOS_Total Trades": 12, "OOS_Total P&L %": -25.867969029531313, "OOS_Sortino Ratio": -2.9330691473825, "OOS_Calmar Ratio": -1.3259820494019436, "OOS_Max Drawdown %": -35.25518110000102, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 90, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c0ac97d1fb9f9bc885168a97c745b2863914de47f287b8635c6fb67da0f26ad7", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 210.0, "i_long_exit_activation_threshold": 589.95, "i_long_exit_activation_confirmation_threshold": 680.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "73c349b42616c367c03b0139ad93cc49c78e940636434805272065591e8e569c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 62.541458227250146, \"dd_pct\": -43.17801382846774, \"calmar\": 1.4497088111704195, \"cagr_pct\": 62.59554709596791, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.091352989528977, \"sortino\": 1.660642375954984}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -62.19786909906803, \"dd_pct\": -69.22812185458591, \"calmar\": -0.8988117368528821, \"cagr_pct\": -62.22304844318332, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 59.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7881847245707203, \"sortino\": -2.3633344455301515}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 84.92389796091145, \"dd_pct\": -25.170240033397395, \"calmar\": 3.3770747386278206, \"cagr_pct\": 85.00178178198502, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 66.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8825458658351057, \"sortino\": 3.062217373732985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -4.823208615554709, \"dd_pct\": -36.38897696689647, \"calmar\": -0.17525294569677743, \"cagr_pct\": -6.377275404340792, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 69.34306569343066, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0688989763340188, \"sortino\": 0.09620629675754339}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 26.507551799797913, \"dd_pct\": -15.95982592535561, \"calmar\": 1.6621689674684021, \"cagr_pct\": 26.527927379323767, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9010292445208722, \"sortino\": 1.365717080706312}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -33.40891244430517, \"dd_pct\": -37.94203108781255, \"calmar\": -1.6498985229637142, \"cagr_pct\": -62.60050105002526, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 46.85430463576159, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.642004771290877, \"sortino\": -3.363141098296837}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.44408878730699, \"dd_pct\": -87.45341848814816, \"calmar\": -0.06748033621099303, \"cagr_pct\": -5.9013860823809114, \"entries\": 194, \"exits\": 194, \"exposure_pct\": 54.233067729083665, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1412480570918109, \"sortino\": 0.20036561001457884}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -33.53095298166867, \"dd_pct\": -87.45341848814816, \"calmar\": -0.141770066180324, \"cagr_pct\": -12.398276926760337, \"entries\": 68, \"exits\": 67, \"exposure_pct\": 49.11268855368235, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09265205406338961, \"sortino\": 0.12905543702900843}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -8.896074294562373, \"dd_pct\": -69.23227575132714, \"calmar\": -0.025842157441962346, \"cagr_pct\": -1.7891113700311478, \"entries\": 126, \"exits\": 127, \"exposure_pct\": 57.294429708222815, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18387051382059894, \"sortino\": 0.26640551365196363}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -25.867969029531313, \"dd_pct\": -35.25518110000102, \"calmar\": -1.3259820494019436, \"cagr_pct\": -46.74773728701602, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 59.798270893371765, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.17346914725019, \"sortino\": -2.9330691473825}]", "Additional_Threshold_Budget": 0, "Total Trades": 194, "Total P&L %": -39.44408878730699, "Sharpe Ratio": 0.1412480570918109, "Sortino Ratio": 0.20036561001457884, "Calmar Ratio": -0.06748033621099303, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.45341848814816, "% In Market": 54.233067729083665, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.141770066180324, "Sub1_Sortino": 0.12905543702900843, "Sub1_Trades": 68, "Sub2_Calmar": -0.025842157441962346, "Sub2_Sortino": 0.26640551365196363, "Sub2_Trades": 126, "WFO_Score": 0.6274982186255448, "WFO_Min_Fold": -1.6498985229637142, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.449709, -0.898812, 3.377075, -0.175253, 1.662169, -1.649899]", "OOS_Total Trades": 12, "OOS_Total P&L %": -25.867969029531313, "OOS_Sortino Ratio": -2.9330691473825, "OOS_Calmar Ratio": -1.3259820494019436, "OOS_Max Drawdown %": -35.25518110000102, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 92, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c0ac97d1fb9f9bc885168a97c745b2863914de47f287b8635c6fb67da0f26ad7", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 210.0, "i_long_exit_activation_threshold": 590.05, "i_long_exit_activation_confirmation_threshold": 680.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "6be50704ffb8a0941ceb2eb08fe49e488f18b8b4cd9b0aef6387e029bb41be39", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 62.541458227250146, \"dd_pct\": -43.17801382846774, \"calmar\": 1.4497088111704195, \"cagr_pct\": 62.59554709596791, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.091352989528977, \"sortino\": 1.660642375954984}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -62.19786909906803, \"dd_pct\": -69.22812185458591, \"calmar\": -0.8988117368528821, \"cagr_pct\": -62.22304844318332, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 59.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7881847245707203, \"sortino\": -2.3633344455301515}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 84.92389796091145, \"dd_pct\": -25.170240033397395, \"calmar\": 3.3770747386278206, \"cagr_pct\": 85.00178178198502, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 66.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8825458658351057, \"sortino\": 3.062217373732985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -4.823208615554709, \"dd_pct\": -36.38897696689647, \"calmar\": -0.17525294569677743, \"cagr_pct\": -6.377275404340792, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 69.34306569343066, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0688989763340188, \"sortino\": 0.09620629675754339}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 26.507551799797913, \"dd_pct\": -15.95982592535561, \"calmar\": 1.6621689674684021, \"cagr_pct\": 26.527927379323767, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9010292445208722, \"sortino\": 1.365717080706312}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -33.40891244430517, \"dd_pct\": -37.94203108781255, \"calmar\": -1.6498985229637142, \"cagr_pct\": -62.60050105002526, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 46.85430463576159, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.642004771290877, \"sortino\": -3.363141098296837}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -36.70190812458676, \"dd_pct\": -86.8852659739501, \"calmar\": -0.062089482829642446, \"cagr_pct\": -5.3946612298384915, \"entries\": 194, \"exits\": 194, \"exposure_pct\": 54.34926958831341, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15173698504731367, \"sortino\": 0.2152884764376407}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -30.521005121039046, \"dd_pct\": -86.8852659739501, \"calmar\": -0.12812105040505503, \"cagr_pct\": -11.131831541305074, \"entries\": 68, \"exits\": 67, \"exposure_pct\": 49.423247559893525, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.11631855588658636, \"sortino\": 0.16208373751258964}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -8.896074294562373, \"dd_pct\": -69.23227575132714, \"calmar\": -0.025842157441962346, \"cagr_pct\": -1.7891113700311478, \"entries\": 126, \"exits\": 127, \"exposure_pct\": 57.294429708222815, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18387051382059894, \"sortino\": 0.26640551365196363}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -25.867969029531313, \"dd_pct\": -35.25518110000102, \"calmar\": -1.3259820494019436, \"cagr_pct\": -46.74773728701602, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 59.798270893371765, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.17346914725019, \"sortino\": -2.9330691473825}]", "Additional_Threshold_Budget": 0, "Total Trades": 194, "Total P&L %": -36.70190812458676, "Sharpe Ratio": 0.15173698504731367, "Sortino Ratio": 0.2152884764376407, "Calmar Ratio": -0.062089482829642446, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.8852659739501, "% In Market": 54.34926958831341, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.12812105040505503, "Sub1_Sortino": 0.16208373751258964, "Sub1_Trades": 68, "Sub2_Calmar": -0.025842157441962346, "Sub2_Sortino": 0.26640551365196363, "Sub2_Trades": 126, "WFO_Score": 0.6274982186255448, "WFO_Min_Fold": -1.6498985229637142, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.449709, -0.898812, 3.377075, -0.175253, 1.662169, -1.649899]", "OOS_Total Trades": 12, "OOS_Total P&L %": -25.867969029531313, "OOS_Sortino Ratio": -2.9330691473825, "OOS_Calmar Ratio": -1.3259820494019436, "OOS_Max Drawdown %": -35.25518110000102, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 8, "Fragile_1.0": 92, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c0ac97d1fb9f9bc885168a97c745b2863914de47f287b8635c6fb67da0f26ad7", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 210.0, "i_long_exit_activation_threshold": 591.0, "i_long_exit_activation_confirmation_threshold": 680.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "35da3c15c92cdf6881bf0fb4da627cadf2035c15f23647389f0ce28a2f16bf18", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 62.541458227250146, \"dd_pct\": -43.17801382846774, \"calmar\": 1.4497088111704195, \"cagr_pct\": 62.59554709596791, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.091352989528977, \"sortino\": 1.660642375954984}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -61.681810687657524, \"dd_pct\": -68.80803742618541, \"calmar\": -0.8967989852127748, \"cagr_pct\": -61.706978138285706, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 59.589041095890416, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7609956125145376, \"sortino\": -2.3283794333084074}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 84.92389796091145, \"dd_pct\": -25.170240033397395, \"calmar\": 3.3770747386278206, \"cagr_pct\": 85.00178178198502, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 66.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8825458658351057, \"sortino\": 3.062217373732985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -2.2830062889937053, \"dd_pct\": -36.38897696689637, \"calmar\": -0.08331329236058964, \"cagr_pct\": -3.0316854767457997, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 68.88686131386861, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.1476073467079055, \"sortino\": 0.20694229911272188}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 26.507551799797913, \"dd_pct\": -15.95982592535561, \"calmar\": 1.6621689674684021, \"cagr_pct\": 26.527927379323767, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9010292445208722, \"sortino\": 1.365717080706312}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -33.40891244430517, \"dd_pct\": -37.94203108781255, \"calmar\": -1.6498985229637142, \"cagr_pct\": -62.60050105002526, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 46.85430463576159, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.642004771290877, \"sortino\": -3.363141098296837}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -34.12534509636753, \"dd_pct\": -86.8852659739501, \"calmar\": -0.05680851777921723, \"cagr_pct\": -4.9358231768331615, \"entries\": 193, \"exits\": 193, \"exposure_pct\": 54.29946879150066, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16097361084036377, \"sortino\": 0.22846996705426198}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -30.521005121039046, \"dd_pct\": -86.8852659739501, \"calmar\": -0.12812105040505503, \"cagr_pct\": -11.131831541305074, \"entries\": 68, \"exits\": 67, \"exposure_pct\": 49.423247559893525, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.11631855588658636, \"sortino\": 0.16208373751258964}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -5.1876685631507495, \"dd_pct\": -68.81224803013612, \"calmar\": -0.014923204790499075, \"cagr_pct\": -1.0268992694483379, \"entries\": 125, \"exits\": 126, \"exposure_pct\": 57.214854111405835, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.20088303999529775, \"sortino\": 0.29127888746111263}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -25.25362757363404, \"dd_pct\": -34.71863265010524, \"calmar\": -1.3195924408079407, \"cagr_pct\": -45.81444520026663, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 59.51008645533141, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.1152131104177365, \"sortino\": -2.860236619710916}]", "Additional_Threshold_Budget": 0, "Total Trades": 193, "Total P&L %": -34.12534509636753, "Sharpe Ratio": 0.16097361084036377, "Sortino Ratio": 0.22846996705426198, "Calmar Ratio": -0.05680851777921723, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.8852659739501, "% In Market": 54.29946879150066, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.12812105040505503, "Sub1_Sortino": 0.16208373751258964, "Sub1_Trades": 68, "Sub2_Calmar": -0.014923204790499075, "Sub2_Sortino": 0.29127888746111263, "Sub2_Trades": 125, "WFO_Score": 0.6431569527882606, "WFO_Min_Fold": -1.6498985229637142, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.449709, -0.896799, 3.377075, -0.083313, 1.662169, -1.649899]", "OOS_Total Trades": 12, "OOS_Total P&L %": -25.25362757363404, "OOS_Sortino Ratio": -2.860236619710916, "OOS_Calmar Ratio": -1.3195924408079407, "OOS_Max Drawdown %": -34.71863265010524, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 93, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c0ac97d1fb9f9bc885168a97c745b2863914de47f287b8635c6fb67da0f26ad7", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 210.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": 679.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "e3fb861127e0168c3ef13fca09b080034eef973e7a70ee1a866dd4c2c1be4181", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 62.541458227250146, \"dd_pct\": -43.17801382846774, \"calmar\": 1.4497088111704195, \"cagr_pct\": 62.59554709596791, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.091352989528977, \"sortino\": 1.660642375954984}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -62.19786909906803, \"dd_pct\": -69.22812185458591, \"calmar\": -0.8988117368528821, \"cagr_pct\": -62.22304844318332, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 59.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7881847245707203, \"sortino\": -2.3633344455301515}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 84.92389796091145, \"dd_pct\": -25.170240033397395, \"calmar\": 3.3770747386278206, \"cagr_pct\": 85.00178178198502, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 66.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8825458658351057, \"sortino\": 3.062217373732985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -4.823208615554709, \"dd_pct\": -36.38897696689647, \"calmar\": -0.17525294569677743, \"cagr_pct\": -6.377275404340792, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 69.34306569343066, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0688989763340188, \"sortino\": 0.09620629675754339}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 26.507551799797913, \"dd_pct\": -15.95982592535561, \"calmar\": 1.6621689674684021, \"cagr_pct\": 26.527927379323767, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9010292445208722, \"sortino\": 1.365717080706312}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -33.40891244430517, \"dd_pct\": -37.94203108781255, \"calmar\": -1.6498985229637142, \"cagr_pct\": -62.60050105002526, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 46.85430463576159, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.642004771290877, \"sortino\": -3.363141098296837}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.44408878730699, \"dd_pct\": -87.45341848814816, \"calmar\": -0.06748033621099303, \"cagr_pct\": -5.9013860823809114, \"entries\": 194, \"exits\": 194, \"exposure_pct\": 54.233067729083665, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1412480570918109, \"sortino\": 0.20036561001457884}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -33.53095298166867, \"dd_pct\": -87.45341848814816, \"calmar\": -0.141770066180324, \"cagr_pct\": -12.398276926760337, \"entries\": 68, \"exits\": 67, \"exposure_pct\": 49.11268855368235, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09265205406338961, \"sortino\": 0.12905543702900843}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -8.896074294562373, \"dd_pct\": -69.23227575132714, \"calmar\": -0.025842157441962346, \"cagr_pct\": -1.7891113700311478, \"entries\": 126, \"exits\": 127, \"exposure_pct\": 57.294429708222815, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18387051382059894, \"sortino\": 0.26640551365196363}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -25.867969029531313, \"dd_pct\": -35.25518110000102, \"calmar\": -1.3259820494019436, \"cagr_pct\": -46.74773728701602, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 59.798270893371765, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.17346914725019, \"sortino\": -2.9330691473825}]", "Additional_Threshold_Budget": 0, "Total Trades": 194, "Total P&L %": -39.44408878730699, "Sharpe Ratio": 0.1412480570918109, "Sortino Ratio": 0.20036561001457884, "Calmar Ratio": -0.06748033621099303, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.45341848814816, "% In Market": 54.233067729083665, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.141770066180324, "Sub1_Sortino": 0.12905543702900843, "Sub1_Trades": 68, "Sub2_Calmar": -0.025842157441962346, "Sub2_Sortino": 0.26640551365196363, "Sub2_Trades": 126, "WFO_Score": 0.6274982186255448, "WFO_Min_Fold": -1.6498985229637142, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.449709, -0.898812, 3.377075, -0.175253, 1.662169, -1.649899]", "OOS_Total Trades": 12, "OOS_Total P&L %": -25.867969029531313, "OOS_Sortino Ratio": -2.9330691473825, "OOS_Calmar Ratio": -1.3259820494019436, "OOS_Max Drawdown %": -35.25518110000102, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 97, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c0ac97d1fb9f9bc885168a97c745b2863914de47f287b8635c6fb67da0f26ad7", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 210.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": 679.95, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "0c557c942fca948ddff027332ba46b0433ac9f05b11c4a5f18d19a303f1ca5e4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 62.541458227250146, \"dd_pct\": -43.17801382846774, \"calmar\": 1.4497088111704195, \"cagr_pct\": 62.59554709596791, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.091352989528977, \"sortino\": 1.660642375954984}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -62.19786909906803, \"dd_pct\": -69.22812185458591, \"calmar\": -0.8988117368528821, \"cagr_pct\": -62.22304844318332, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 59.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7881847245707203, \"sortino\": -2.3633344455301515}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 84.92389796091145, \"dd_pct\": -25.170240033397395, \"calmar\": 3.3770747386278206, \"cagr_pct\": 85.00178178198502, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 66.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8825458658351057, \"sortino\": 3.062217373732985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -4.823208615554709, \"dd_pct\": -36.38897696689647, \"calmar\": -0.17525294569677743, \"cagr_pct\": -6.377275404340792, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 69.34306569343066, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0688989763340188, \"sortino\": 0.09620629675754339}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 26.507551799797913, \"dd_pct\": -15.95982592535561, \"calmar\": 1.6621689674684021, \"cagr_pct\": 26.527927379323767, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9010292445208722, \"sortino\": 1.365717080706312}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -33.40891244430517, \"dd_pct\": -37.94203108781255, \"calmar\": -1.6498985229637142, \"cagr_pct\": -62.60050105002526, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 46.85430463576159, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.642004771290877, \"sortino\": -3.363141098296837}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.44408878730699, \"dd_pct\": -87.45341848814816, \"calmar\": -0.06748033621099303, \"cagr_pct\": -5.9013860823809114, \"entries\": 194, \"exits\": 194, \"exposure_pct\": 54.233067729083665, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1412480570918109, \"sortino\": 0.20036561001457884}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -33.53095298166867, \"dd_pct\": -87.45341848814816, \"calmar\": -0.141770066180324, \"cagr_pct\": -12.398276926760337, \"entries\": 68, \"exits\": 67, \"exposure_pct\": 49.11268855368235, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09265205406338961, \"sortino\": 0.12905543702900843}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -8.896074294562373, \"dd_pct\": -69.23227575132714, \"calmar\": -0.025842157441962346, \"cagr_pct\": -1.7891113700311478, \"entries\": 126, \"exits\": 127, \"exposure_pct\": 57.294429708222815, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18387051382059894, \"sortino\": 0.26640551365196363}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -25.867969029531313, \"dd_pct\": -35.25518110000102, \"calmar\": -1.3259820494019436, \"cagr_pct\": -46.74773728701602, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 59.798270893371765, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.17346914725019, \"sortino\": -2.9330691473825}]", "Additional_Threshold_Budget": 0, "Total Trades": 194, "Total P&L %": -39.44408878730699, "Sharpe Ratio": 0.1412480570918109, "Sortino Ratio": 0.20036561001457884, "Calmar Ratio": -0.06748033621099303, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.45341848814816, "% In Market": 54.233067729083665, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.141770066180324, "Sub1_Sortino": 0.12905543702900843, "Sub1_Trades": 68, "Sub2_Calmar": -0.025842157441962346, "Sub2_Sortino": 0.26640551365196363, "Sub2_Trades": 126, "WFO_Score": 0.6274982186255448, "WFO_Min_Fold": -1.6498985229637142, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.449709, -0.898812, 3.377075, -0.175253, 1.662169, -1.649899]", "OOS_Total Trades": 12, "OOS_Total P&L %": -25.867969029531313, "OOS_Sortino Ratio": -2.9330691473825, "OOS_Calmar Ratio": -1.3259820494019436, "OOS_Max Drawdown %": -35.25518110000102, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 93, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c0ac97d1fb9f9bc885168a97c745b2863914de47f287b8635c6fb67da0f26ad7", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 210.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": 680.05, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "6a9057909baf482befe8209a2dd7c4b9bde641e982643b3eaf43b94afc171b9b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 62.541458227250146, \"dd_pct\": -43.17801382846774, \"calmar\": 1.4497088111704195, \"cagr_pct\": 62.59554709596791, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.091352989528977, \"sortino\": 1.660642375954984}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -62.19786909906803, \"dd_pct\": -69.22812185458591, \"calmar\": -0.8988117368528821, \"cagr_pct\": -62.22304844318332, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 59.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7881847245707203, \"sortino\": -2.3633344455301515}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 84.92389796091145, \"dd_pct\": -25.170240033397395, \"calmar\": 3.3770747386278206, \"cagr_pct\": 85.00178178198502, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 66.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8825458658351057, \"sortino\": 3.062217373732985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -4.823208615554709, \"dd_pct\": -36.38897696689647, \"calmar\": -0.17525294569677743, \"cagr_pct\": -6.377275404340792, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 69.34306569343066, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0688989763340188, \"sortino\": 0.09620629675754339}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 26.507551799797913, \"dd_pct\": -15.95982592535561, \"calmar\": 1.6621689674684021, \"cagr_pct\": 26.527927379323767, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9010292445208722, \"sortino\": 1.365717080706312}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -33.40891244430517, \"dd_pct\": -37.94203108781255, \"calmar\": -1.6498985229637142, \"cagr_pct\": -62.60050105002526, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 46.85430463576159, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.642004771290877, \"sortino\": -3.363141098296837}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.44408878730699, \"dd_pct\": -87.45341848814816, \"calmar\": -0.06748033621099303, \"cagr_pct\": -5.9013860823809114, \"entries\": 194, \"exits\": 194, \"exposure_pct\": 54.233067729083665, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1412480570918109, \"sortino\": 0.20036561001457884}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -33.53095298166867, \"dd_pct\": -87.45341848814816, \"calmar\": -0.141770066180324, \"cagr_pct\": -12.398276926760337, \"entries\": 68, \"exits\": 67, \"exposure_pct\": 49.11268855368235, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09265205406338961, \"sortino\": 0.12905543702900843}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -8.896074294562373, \"dd_pct\": -69.23227575132714, \"calmar\": -0.025842157441962346, \"cagr_pct\": -1.7891113700311478, \"entries\": 126, \"exits\": 127, \"exposure_pct\": 57.294429708222815, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18387051382059894, \"sortino\": 0.26640551365196363}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -25.867969029531313, \"dd_pct\": -35.25518110000102, \"calmar\": -1.3259820494019436, \"cagr_pct\": -46.74773728701602, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 59.798270893371765, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.17346914725019, \"sortino\": -2.9330691473825}]", "Additional_Threshold_Budget": 0, "Total Trades": 194, "Total P&L %": -39.44408878730699, "Sharpe Ratio": 0.1412480570918109, "Sortino Ratio": 0.20036561001457884, "Calmar Ratio": -0.06748033621099303, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.45341848814816, "% In Market": 54.233067729083665, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.141770066180324, "Sub1_Sortino": 0.12905543702900843, "Sub1_Trades": 68, "Sub2_Calmar": -0.025842157441962346, "Sub2_Sortino": 0.26640551365196363, "Sub2_Trades": 126, "WFO_Score": 0.6274982186255448, "WFO_Min_Fold": -1.6498985229637142, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.449709, -0.898812, 3.377075, -0.175253, 1.662169, -1.649899]", "OOS_Total Trades": 12, "OOS_Total P&L %": -25.867969029531313, "OOS_Sortino Ratio": -2.9330691473825, "OOS_Calmar Ratio": -1.3259820494019436, "OOS_Max Drawdown %": -35.25518110000102, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 95, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c0ac97d1fb9f9bc885168a97c745b2863914de47f287b8635c6fb67da0f26ad7", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 210.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": 681.0, "i_trailing_stop_threshold": 75.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "7594457ab7b8c0d04f105faf8e6b9f139a133d6747f333e619b8d611f4e2e0c5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 62.541458227250146, \"dd_pct\": -43.17801382846774, \"calmar\": 1.4497088111704195, \"cagr_pct\": 62.59554709596791, \"entries\": 29, \"exits\": 30, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.091352989528977, \"sortino\": 1.660642375954984}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -62.19786909906803, \"dd_pct\": -69.22812185458591, \"calmar\": -0.8988117368528821, \"cagr_pct\": -62.22304844318332, \"entries\": 23, \"exits\": 22, \"exposure_pct\": 59.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.7881847245707203, \"sortino\": -2.3633344455301515}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 84.92389796091145, \"dd_pct\": -25.170240033397395, \"calmar\": 3.3770747386278206, \"cagr_pct\": 85.00178178198502, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 66.57534246575342, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.8825458658351057, \"sortino\": 3.062217373732985}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -4.823208615554709, \"dd_pct\": -36.38897696689647, \"calmar\": -0.17525294569677743, \"cagr_pct\": -6.377275404340792, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 69.34306569343066, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.0688989763340188, \"sortino\": 0.09620629675754339}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 26.507551799797913, \"dd_pct\": -15.95982592535561, \"calmar\": 1.6621689674684021, \"cagr_pct\": 26.527927379323767, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9010292445208722, \"sortino\": 1.365717080706312}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -33.40891244430517, \"dd_pct\": -37.94203108781255, \"calmar\": -1.6498985229637142, \"cagr_pct\": -62.60050105002526, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 46.85430463576159, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.642004771290877, \"sortino\": -3.363141098296837}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.44408878730699, \"dd_pct\": -87.45341848814816, \"calmar\": -0.06748033621099303, \"cagr_pct\": -5.9013860823809114, \"entries\": 194, \"exits\": 194, \"exposure_pct\": 54.233067729083665, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1412480570918109, \"sortino\": 0.20036561001457884}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -33.53095298166867, \"dd_pct\": -87.45341848814816, \"calmar\": -0.141770066180324, \"cagr_pct\": -12.398276926760337, \"entries\": 68, \"exits\": 67, \"exposure_pct\": 49.11268855368235, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09265205406338961, \"sortino\": 0.12905543702900843}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -8.896074294562373, \"dd_pct\": -69.23227575132714, \"calmar\": -0.025842157441962346, \"cagr_pct\": -1.7891113700311478, \"entries\": 126, \"exits\": 127, \"exposure_pct\": 57.294429708222815, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.18387051382059894, \"sortino\": 0.26640551365196363}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -25.867969029531313, \"dd_pct\": -35.25518110000102, \"calmar\": -1.3259820494019436, \"cagr_pct\": -46.74773728701602, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 59.798270893371765, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.17346914725019, \"sortino\": -2.9330691473825}]", "Additional_Threshold_Budget": 0, "Total Trades": 194, "Total P&L %": -39.44408878730699, "Sharpe Ratio": 0.1412480570918109, "Sortino Ratio": 0.20036561001457884, "Calmar Ratio": -0.06748033621099303, "P&L/DD Ratio": 0.0, "Max Drawdown %": -87.45341848814816, "% In Market": 54.233067729083665, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.141770066180324, "Sub1_Sortino": 0.12905543702900843, "Sub1_Trades": 68, "Sub2_Calmar": -0.025842157441962346, "Sub2_Sortino": 0.26640551365196363, "Sub2_Trades": 126, "WFO_Score": 0.6274982186255448, "WFO_Min_Fold": -1.6498985229637142, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[1.449709, -0.898812, 3.377075, -0.175253, 1.662169, -1.649899]", "OOS_Total Trades": 12, "OOS_Total P&L %": -25.867969029531313, "OOS_Sortino Ratio": -2.9330691473825, "OOS_Calmar Ratio": -1.3259820494019436, "OOS_Max Drawdown %": -35.25518110000102, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 100, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c0ac97d1fb9f9bc885168a97c745b2863914de47f287b8635c6fb67da0f26ad7", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "a4cb67cd9d0436de7a49ab1d3cb3e0dddd49c9720b09648d9d597404a3fd0518", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -39.2508654347859, \"dd_pct\": -59.811789359981084, \"calmar\": -0.6565862844293324, \"cagr_pct\": -39.27160054093986, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 63.082191780821915, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.4342650118019421, \"sortino\": -0.5933277009845229}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -66.07423085314636, \"dd_pct\": -69.67395242783867, \"calmar\": -0.94869514582277, \"cagr_pct\": -66.09934045857715, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9244931760939954, \"sortino\": -2.548590315758687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 91.80919463390593, \"dd_pct\": -19.39838798795822, \"calmar\": 4.737238121827006, \"cagr_pct\": 91.89478307854675, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 46.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.2842022131377466, \"sortino\": 3.920685959974088}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 2.1739751294128196, \"dd_pct\": -44.17808232571253, \"calmar\": 0.06583383744749738, \"cagr_pct\": 2.908412690573116, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 53.558394160583944, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2707763955730769, \"sortino\": 0.3819129637400232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -2.1608939701248, \"dd_pct\": -29.057932932852705, \"calmar\": -0.07441540734419982, \"cagr_pct\": -2.162357915778673, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10258618398484222, \"sortino\": 0.15010136913961594}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -22.276522660590835, \"dd_pct\": -29.665032255963688, \"calmar\": -1.5385954794293022, \"cagr_pct\": -45.64248452615016, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 48.675496688741724, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3853745255648149, \"sortino\": -1.8559635812183881}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.30759941528035, \"dd_pct\": -95.64929251944014, \"calmar\": -0.23957401767157385, \"cagr_pct\": -22.915085296325888, \"entries\": 183, \"exits\": 182, \"exposure_pct\": 53.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2901763257605718, \"sortino\": -0.39828236499440794}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -61.932051101948694, \"dd_pct\": -89.49850225157483, \"calmar\": -0.3002891899893712, \"cagr_pct\": -26.87543274638732, \"entries\": 69, \"exits\": 69, \"exposure_pct\": 52.0851818988465, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3107766072605448, \"sortino\": -0.41990843968960384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.28544635795129, \"dd_pct\": -84.35817971618188, \"calmar\": -0.24236602416669048, \"cagr_pct\": -20.445556623750154, \"entries\": 114, \"exits\": 113, \"exposure_pct\": 54.21750663129974, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2772867306459708, \"sortino\": -0.3858164588917808}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.29614271427345074, \"dd_pct\": -12.066561329220015, \"calmar\": -0.051581866982789874, \"cagr_pct\": -0.622415761423503, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 43.51585014409222, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08608001926981698, \"sortino\": 0.13130549015251866}]", "Additional_Threshold_Budget": 0, "Total Trades": 183, "Total P&L %": -88.30759941528035, "Sharpe Ratio": -0.2901763257605718, "Sortino Ratio": -0.39828236499440794, "Calmar Ratio": -0.23957401767157385, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.64929251944014, "% In Market": 53.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3002891899893712, "Sub1_Sortino": -0.41990843968960384, "Sub1_Trades": 69, "Sub2_Calmar": -0.24236602416669048, "Sub2_Sortino": -0.3858164588917808, "Sub2_Trades": 114, "WFO_Score": 0.2641299403748164, "WFO_Min_Fold": -1.5385954794293022, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.656586, -0.948695, 4.737238, 0.065834, -0.074415, -1.538595]", "OOS_Total Trades": 10, "OOS_Total P&L %": -0.29614271427345074, "OOS_Sortino Ratio": 0.13130549015251866, "OOS_Calmar Ratio": -0.051581866982789874, "OOS_Max Drawdown %": -12.066561329220015, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d19d2db06b9bbe4d84065e6b461cbe1f877cbd9b244198144ef0d5e731c248f5", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 584.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "2c8aa49cbcb1321795099a38529e93669d9d157a348494350946a268af35c083", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -39.2508654347859, \"dd_pct\": -59.811789359981084, \"calmar\": -0.6565862844293324, \"cagr_pct\": -39.27160054093986, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 63.082191780821915, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.4342650118019421, \"sortino\": -0.5933277009845229}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -66.07423085314636, \"dd_pct\": -69.67395242783867, \"calmar\": -0.94869514582277, \"cagr_pct\": -66.09934045857715, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9244931760939954, \"sortino\": -2.548590315758687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 91.80919463390593, \"dd_pct\": -19.39838798795822, \"calmar\": 4.737238121827006, \"cagr_pct\": 91.89478307854675, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 46.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.2842022131377466, \"sortino\": 3.920685959974088}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -0.2722640084466099, \"dd_pct\": -40.80878760269782, \"calmar\": -0.008889537127003796, \"cagr_pct\": -0.36277123250219445, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 46.441605839416056, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17848811333746242, \"sortino\": 0.2501144463777289}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -2.1608939701248, \"dd_pct\": -29.057932932852705, \"calmar\": -0.07441540734419982, \"cagr_pct\": -2.162357915778673, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10258618398484222, \"sortino\": 0.15010136913961594}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -23.869165291034477, \"dd_pct\": -31.106275904274238, \"calmar\": -1.5526669601368794, \"cagr_pct\": -48.29768684946854, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 49.503311258278146, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.5077549737920792, \"sortino\": -2.0177909118764945}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -87.59665002299408, \"dd_pct\": -95.17262365393275, \"calmar\": -0.2349555348705523, \"cagr_pct\": -22.361334695643546, \"entries\": 181, \"exits\": 180, \"exposure_pct\": 52.43193891102258, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.28111493010710775, \"sortino\": -0.38596009094120703}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -57.76127977463963, \"dd_pct\": -88.3479452352189, \"calmar\": -0.2758366147395714, \"cagr_pct\": -24.36959813287983, \"entries\": 68, \"exits\": 68, \"exposure_pct\": 51.06477373558119, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2557222926215554, \"sortino\": -0.3460387820830869}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -70.63511888895037, \"dd_pct\": -84.35817971618188, \"calmar\": -0.25054186360053005, \"cagr_pct\": -21.13525555604064, \"entries\": 113, \"exits\": 112, \"exposure_pct\": 53.24933687002652, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.3005575006562991, \"sortino\": -0.41783033273286696}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.29614271427345074, \"dd_pct\": -12.066561329220015, \"calmar\": -0.051581866982789874, \"cagr_pct\": -0.622415761423503, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 43.51585014409222, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08608001926981698, \"sortino\": 0.13130549015251866}]", "Additional_Threshold_Budget": 0, "Total Trades": 181, "Total P&L %": -87.59665002299408, "Sharpe Ratio": -0.28111493010710775, "Sortino Ratio": -0.38596009094120703, "Calmar Ratio": -0.2349555348705523, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.17262365393275, "% In Market": 52.43193891102258, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2758366147395714, "Sub1_Sortino": -0.3460387820830869, "Sub1_Trades": 68, "Sub2_Calmar": -0.25054186360053005, "Sub2_Sortino": -0.41783033273286696, "Sub2_Trades": 113, "WFO_Score": 0.2493307978278034, "WFO_Min_Fold": -1.5526669601368794, "WFO_Neg_Folds": 5, "WFO_Fold_Calmars": "[-0.656586, -0.948695, 4.737238, -0.00889, -0.074415, -1.552667]", "OOS_Total Trades": 10, "OOS_Total P&L %": -0.29614271427345074, "OOS_Sortino Ratio": 0.13130549015251866, "OOS_Calmar Ratio": -0.051581866982789874, "OOS_Max Drawdown %": -12.066561329220015, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 55, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d19d2db06b9bbe4d84065e6b461cbe1f877cbd9b244198144ef0d5e731c248f5", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 584.95, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "53433c386257af4517cbdcfee87364ec37fe275eacd4a013082437d952e28a2d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -39.2508654347859, \"dd_pct\": -59.811789359981084, \"calmar\": -0.6565862844293324, \"cagr_pct\": -39.27160054093986, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 63.082191780821915, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.4342650118019421, \"sortino\": -0.5933277009845229}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -66.07423085314636, \"dd_pct\": -69.67395242783867, \"calmar\": -0.94869514582277, \"cagr_pct\": -66.09934045857715, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9244931760939954, \"sortino\": -2.548590315758687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 91.80919463390593, \"dd_pct\": -19.39838798795822, \"calmar\": 4.737238121827006, \"cagr_pct\": 91.89478307854675, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 46.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.2842022131377466, \"sortino\": 3.920685959974088}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 2.1739751294128196, \"dd_pct\": -44.17808232571253, \"calmar\": 0.06583383744749738, \"cagr_pct\": 2.908412690573116, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 53.558394160583944, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2707763955730769, \"sortino\": 0.3819129637400232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -2.1608939701248, \"dd_pct\": -29.057932932852705, \"calmar\": -0.07441540734419982, \"cagr_pct\": -2.162357915778673, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10258618398484222, \"sortino\": 0.15010136913961594}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -22.276522660590835, \"dd_pct\": -29.665032255963688, \"calmar\": -1.5385954794293022, \"cagr_pct\": -45.64248452615016, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 48.675496688741724, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3853745255648149, \"sortino\": -1.8559635812183881}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.30759941528035, \"dd_pct\": -95.64929251944014, \"calmar\": -0.23957401767157385, \"cagr_pct\": -22.915085296325888, \"entries\": 183, \"exits\": 182, \"exposure_pct\": 53.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2901763257605718, \"sortino\": -0.39828236499440794}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -61.932051101948694, \"dd_pct\": -89.49850225157483, \"calmar\": -0.3002891899893712, \"cagr_pct\": -26.87543274638732, \"entries\": 69, \"exits\": 69, \"exposure_pct\": 52.0851818988465, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3107766072605448, \"sortino\": -0.41990843968960384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.28544635795129, \"dd_pct\": -84.35817971618188, \"calmar\": -0.24236602416669048, \"cagr_pct\": -20.445556623750154, \"entries\": 114, \"exits\": 113, \"exposure_pct\": 54.21750663129974, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2772867306459708, \"sortino\": -0.3858164588917808}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.29614271427345074, \"dd_pct\": -12.066561329220015, \"calmar\": -0.051581866982789874, \"cagr_pct\": -0.622415761423503, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 43.51585014409222, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08608001926981698, \"sortino\": 0.13130549015251866}]", "Additional_Threshold_Budget": 0, "Total Trades": 183, "Total P&L %": -88.30759941528035, "Sharpe Ratio": -0.2901763257605718, "Sortino Ratio": -0.39828236499440794, "Calmar Ratio": -0.23957401767157385, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.64929251944014, "% In Market": 53.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3002891899893712, "Sub1_Sortino": -0.41990843968960384, "Sub1_Trades": 69, "Sub2_Calmar": -0.24236602416669048, "Sub2_Sortino": -0.3858164588917808, "Sub2_Trades": 114, "WFO_Score": 0.2641299403748164, "WFO_Min_Fold": -1.5385954794293022, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.656586, -0.948695, 4.737238, 0.065834, -0.074415, -1.538595]", "OOS_Total Trades": 10, "OOS_Total P&L %": -0.29614271427345074, "OOS_Sortino Ratio": 0.13130549015251866, "OOS_Calmar Ratio": -0.051581866982789874, "OOS_Max Drawdown %": -12.066561329220015, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d19d2db06b9bbe4d84065e6b461cbe1f877cbd9b244198144ef0d5e731c248f5", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.05, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "be38b2a129d3f8356c0611438f633a0250b09bb2a07597d3a5b1370c184274b4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -39.2508654347859, \"dd_pct\": -59.811789359981084, \"calmar\": -0.6565862844293324, \"cagr_pct\": -39.27160054093986, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 63.082191780821915, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.4342650118019421, \"sortino\": -0.5933277009845229}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -66.07423085314636, \"dd_pct\": -69.67395242783867, \"calmar\": -0.94869514582277, \"cagr_pct\": -66.09934045857715, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9244931760939954, \"sortino\": -2.548590315758687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 91.80919463390593, \"dd_pct\": -19.39838798795822, \"calmar\": 4.737238121827006, \"cagr_pct\": 91.89478307854675, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 46.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.2842022131377466, \"sortino\": 3.920685959974088}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 2.1739751294128196, \"dd_pct\": -44.17808232571253, \"calmar\": 0.06583383744749738, \"cagr_pct\": 2.908412690573116, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 53.558394160583944, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2707763955730769, \"sortino\": 0.3819129637400232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -2.1608939701248, \"dd_pct\": -29.057932932852705, \"calmar\": -0.07441540734419982, \"cagr_pct\": -2.162357915778673, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10258618398484222, \"sortino\": 0.15010136913961594}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -22.276522660590835, \"dd_pct\": -29.665032255963688, \"calmar\": -1.5385954794293022, \"cagr_pct\": -45.64248452615016, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 48.675496688741724, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3853745255648149, \"sortino\": -1.8559635812183881}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.30759941528035, \"dd_pct\": -95.64929251944014, \"calmar\": -0.23957401767157385, \"cagr_pct\": -22.915085296325888, \"entries\": 183, \"exits\": 182, \"exposure_pct\": 53.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2901763257605718, \"sortino\": -0.39828236499440794}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -61.932051101948694, \"dd_pct\": -89.49850225157483, \"calmar\": -0.3002891899893712, \"cagr_pct\": -26.87543274638732, \"entries\": 69, \"exits\": 69, \"exposure_pct\": 52.0851818988465, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3107766072605448, \"sortino\": -0.41990843968960384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.28544635795129, \"dd_pct\": -84.35817971618188, \"calmar\": -0.24236602416669048, \"cagr_pct\": -20.445556623750154, \"entries\": 114, \"exits\": 113, \"exposure_pct\": 54.21750663129974, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2772867306459708, \"sortino\": -0.3858164588917808}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.29614271427345074, \"dd_pct\": -12.066561329220015, \"calmar\": -0.051581866982789874, \"cagr_pct\": -0.622415761423503, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 43.51585014409222, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08608001926981698, \"sortino\": 0.13130549015251866}]", "Additional_Threshold_Budget": 0, "Total Trades": 183, "Total P&L %": -88.30759941528035, "Sharpe Ratio": -0.2901763257605718, "Sortino Ratio": -0.39828236499440794, "Calmar Ratio": -0.23957401767157385, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.64929251944014, "% In Market": 53.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3002891899893712, "Sub1_Sortino": -0.41990843968960384, "Sub1_Trades": 69, "Sub2_Calmar": -0.24236602416669048, "Sub2_Sortino": -0.3858164588917808, "Sub2_Trades": 114, "WFO_Score": 0.2641299403748164, "WFO_Min_Fold": -1.5385954794293022, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.656586, -0.948695, 4.737238, 0.065834, -0.074415, -1.538595]", "OOS_Total Trades": 10, "OOS_Total P&L %": -0.29614271427345074, "OOS_Sortino Ratio": 0.13130549015251866, "OOS_Calmar Ratio": -0.051581866982789874, "OOS_Max Drawdown %": -12.066561329220015, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d19d2db06b9bbe4d84065e6b461cbe1f877cbd9b244198144ef0d5e731c248f5", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 586.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "d90c12c40d6448f11d08ff127e4ab5f38ef8b6f774b79a576350993aee0f0086", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -37.75604527583473, \"dd_pct\": -58.822900417828585, \"calmar\": -0.642203195217852, \"cagr_pct\": -37.776254600311034, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 62.671232876712324, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.39899075794612365, \"sortino\": -0.5455239111553355}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -66.07423085314636, \"dd_pct\": -69.67395242783867, \"calmar\": -0.94869514582277, \"cagr_pct\": -66.09934045857715, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9244931760939954, \"sortino\": -2.548590315758687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 91.80919463390593, \"dd_pct\": -19.39838798795822, \"calmar\": 4.737238121827006, \"cagr_pct\": 91.89478307854675, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 46.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.2842022131377466, \"sortino\": 3.920685959974088}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 2.1739751294128196, \"dd_pct\": -44.17808232571253, \"calmar\": 0.06583383744749738, \"cagr_pct\": 2.908412690573116, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 53.558394160583944, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2707763955730769, \"sortino\": 0.3819129637400232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -3.8388674361175323, \"dd_pct\": -29.057932932852705, \"calmar\": -0.13219954923644486, \"cagr_pct\": -3.841445635465974, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 53.6986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.051111115021179244, \"sortino\": 0.07476177430350948}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -22.276522660590835, \"dd_pct\": -29.665032255963688, \"calmar\": -1.5385954794293022, \"cagr_pct\": -45.64248452615016, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 48.675496688741724, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3853745255648149, \"sortino\": -1.8559635812183881}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -87.97510805833568, \"dd_pct\": -95.44749651357856, \"calmar\": -0.23732976942474657, \"cagr_pct\": -22.6525323397369, \"entries\": 182, \"exits\": 181, \"exposure_pct\": 53.04614873837982, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2836627826881556, \"sortino\": -0.3894476412143837}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -61.12299527347875, \"dd_pct\": -89.2753145515025, \"calmar\": -0.2954381647635208, \"cagr_pct\": -26.37533508978194, \"entries\": 68, \"exits\": 68, \"exposure_pct\": 51.35314995563442, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2984473377804037, \"sortino\": -0.4033545530023429}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.06939712497689, \"dd_pct\": -83.97329014614458, \"calmar\": -0.2421892980690878, \"cagr_pct\": -20.337432197046603, \"entries\": 114, \"exits\": 113, \"exposure_pct\": 54.05835543766578, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2748546711049999, \"sortino\": -0.3825433163214914}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.29614271427345074, \"dd_pct\": -12.066561329220015, \"calmar\": -0.051581866982789874, \"cagr_pct\": -0.622415761423503, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 43.51585014409222, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08608001926981698, \"sortino\": 0.13130549015251866}]", "Additional_Threshold_Budget": 0, "Total Trades": 182, "Total P&L %": -87.97510805833568, "Sharpe Ratio": -0.2836627826881556, "Sortino Ratio": -0.3894476412143837, "Calmar Ratio": -0.23732976942474657, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.44749651357856, "% In Market": 53.04614873837982, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.2954381647635208, "Sub1_Sortino": -0.4033545530023429, "Sub1_Trades": 68, "Sub2_Calmar": -0.2421892980690878, "Sub2_Sortino": -0.3825433163214914, "Sub2_Trades": 114, "WFO_Score": 0.256896431594689, "WFO_Min_Fold": -1.5385954794293022, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.642203, -0.948695, 4.737238, 0.065834, -0.1322, -1.538595]", "OOS_Total Trades": 10, "OOS_Total P&L %": -0.29614271427345074, "OOS_Sortino Ratio": 0.13130549015251866, "OOS_Calmar Ratio": -0.051581866982789874, "OOS_Max Drawdown %": -12.066561329220015, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 70, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d19d2db06b9bbe4d84065e6b461cbe1f877cbd9b244198144ef0d5e731c248f5", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 419.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "62d5c3e4991352e55806fff3376b49c21f044963c376615fd63da71d5db94009", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -31.25101084504538, \"dd_pct\": -58.76978933236971, \"calmar\": -0.5320531743335124, \"cagr_pct\": -31.268652969199103, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.3091584944857397, \"sortino\": -0.4223609008762691}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -66.07423085314636, \"dd_pct\": -69.67395242783867, \"calmar\": -0.94869514582277, \"cagr_pct\": -66.09934045857715, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9244931760939954, \"sortino\": -2.548590315758687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 62.10321483680899, \"dd_pct\": -19.398387987958177, \"calmar\": 3.2042280033184976, \"cagr_pct\": 62.156858010252755, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 46.71232876712329, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.7778683003708184, \"sortino\": 2.9515219706697415}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 2.1739751294128196, \"dd_pct\": -44.17808232571253, \"calmar\": 0.06583383744749738, \"cagr_pct\": 2.908412690573116, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 53.558394160583944, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2707763955730769, \"sortino\": 0.3819129637400232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -2.460964946406763, \"dd_pct\": -29.057932932852705, \"calmar\": -0.08474896053805746, \"cagr_pct\": -2.462629611443854, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 54.17808219178082, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.09334832595417346, \"sortino\": 0.13665495875664235}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -22.276522660590835, \"dd_pct\": -29.665032255963688, \"calmar\": -1.5385954794293022, \"cagr_pct\": -45.64248452615016, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 48.675496688741724, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3853745255648149, \"sortino\": -1.8559635812183881}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.85145752971766, \"dd_pct\": -95.53823656511416, \"calmar\": -0.24449934183568023, \"cagr_pct\": -23.35903596031193, \"entries\": 184, \"exits\": 183, \"exposure_pct\": 52.86354581673307, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.31484982379456916, \"sortino\": -0.43152159140940316}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -61.932051101948694, \"dd_pct\": -89.49850225157483, \"calmar\": -0.3002891899893712, \"cagr_pct\": -26.87543274638732, \"entries\": 69, \"exits\": 69, \"exposure_pct\": 52.0851818988465, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3107766072605448, \"sortino\": -0.41990843968960384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -70.71409731020971, \"dd_pct\": -85.47618461097206, \"calmar\": -0.2477462032225022, \"cagr_pct\": -21.176400203313996, \"entries\": 115, \"exits\": 114, \"exposure_pct\": 53.328912466843505, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.320422818249507, \"sortino\": -0.4449631031986879}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.29614271427345074, \"dd_pct\": -12.066561329220015, \"calmar\": -0.051581866982789874, \"cagr_pct\": -0.622415761423503, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 43.51585014409222, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08608001926981698, \"sortino\": 0.13130549015251866}]", "Additional_Threshold_Budget": 0, "Total Trades": 184, "Total P&L %": -88.85145752971766, "Sharpe Ratio": -0.31484982379456916, "Sortino Ratio": -0.43152159140940316, "Calmar Ratio": -0.24449934183568023, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.53823656511416, "% In Market": 52.86354581673307, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3002891899893712, "Sub1_Sortino": -0.41990843968960384, "Sub1_Trades": 69, "Sub2_Calmar": -0.2477462032225022, "Sub2_Sortino": -0.4449631031986879, "Sub2_Trades": 115, "WFO_Score": 0.027661513440392138, "WFO_Min_Fold": -1.5385954794293022, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.532053, -0.948695, 3.204228, 0.065834, -0.084749, -1.538595]", "OOS_Total Trades": 10, "OOS_Total P&L %": -0.29614271427345074, "OOS_Sortino Ratio": 0.13130549015251866, "OOS_Calmar Ratio": -0.051581866982789874, "OOS_Max Drawdown %": -12.066561329220015, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 61, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d19d2db06b9bbe4d84065e6b461cbe1f877cbd9b244198144ef0d5e731c248f5", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 419.95, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "21e073755c6864fa4f94eb891410128fc264cf5d44dab95e683fd364402c62d7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -39.2508654347859, \"dd_pct\": -59.811789359981084, \"calmar\": -0.6565862844293324, \"cagr_pct\": -39.27160054093986, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 63.082191780821915, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.4342650118019421, \"sortino\": -0.5933277009845229}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -66.07423085314636, \"dd_pct\": -69.67395242783867, \"calmar\": -0.94869514582277, \"cagr_pct\": -66.09934045857715, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9244931760939954, \"sortino\": -2.548590315758687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 91.80919463390593, \"dd_pct\": -19.39838798795822, \"calmar\": 4.737238121827006, \"cagr_pct\": 91.89478307854675, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 46.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.2842022131377466, \"sortino\": 3.920685959974088}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 2.1739751294128196, \"dd_pct\": -44.17808232571253, \"calmar\": 0.06583383744749738, \"cagr_pct\": 2.908412690573116, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 53.558394160583944, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2707763955730769, \"sortino\": 0.3819129637400232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -2.1608939701248, \"dd_pct\": -29.057932932852705, \"calmar\": -0.07441540734419982, \"cagr_pct\": -2.162357915778673, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10258618398484222, \"sortino\": 0.15010136913961594}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -22.276522660590835, \"dd_pct\": -29.665032255963688, \"calmar\": -1.5385954794293022, \"cagr_pct\": -45.64248452615016, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 48.675496688741724, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3853745255648149, \"sortino\": -1.8559635812183881}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.30759941528035, \"dd_pct\": -95.64929251944014, \"calmar\": -0.23957401767157385, \"cagr_pct\": -22.915085296325888, \"entries\": 183, \"exits\": 182, \"exposure_pct\": 53.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2901763257605718, \"sortino\": -0.39828236499440794}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -61.932051101948694, \"dd_pct\": -89.49850225157483, \"calmar\": -0.3002891899893712, \"cagr_pct\": -26.87543274638732, \"entries\": 69, \"exits\": 69, \"exposure_pct\": 52.0851818988465, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3107766072605448, \"sortino\": -0.41990843968960384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.28544635795129, \"dd_pct\": -84.35817971618188, \"calmar\": -0.24236602416669048, \"cagr_pct\": -20.445556623750154, \"entries\": 114, \"exits\": 113, \"exposure_pct\": 54.21750663129974, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2772867306459708, \"sortino\": -0.3858164588917808}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.29614271427345074, \"dd_pct\": -12.066561329220015, \"calmar\": -0.051581866982789874, \"cagr_pct\": -0.622415761423503, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 43.51585014409222, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08608001926981698, \"sortino\": 0.13130549015251866}]", "Additional_Threshold_Budget": 0, "Total Trades": 183, "Total P&L %": -88.30759941528035, "Sharpe Ratio": -0.2901763257605718, "Sortino Ratio": -0.39828236499440794, "Calmar Ratio": -0.23957401767157385, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.64929251944014, "% In Market": 53.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3002891899893712, "Sub1_Sortino": -0.41990843968960384, "Sub1_Trades": 69, "Sub2_Calmar": -0.24236602416669048, "Sub2_Sortino": -0.3858164588917808, "Sub2_Trades": 114, "WFO_Score": 0.2641299403748164, "WFO_Min_Fold": -1.5385954794293022, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.656586, -0.948695, 4.737238, 0.065834, -0.074415, -1.538595]", "OOS_Total Trades": 10, "OOS_Total P&L %": -0.29614271427345074, "OOS_Sortino Ratio": 0.13130549015251866, "OOS_Calmar Ratio": -0.051581866982789874, "OOS_Max Drawdown %": -12.066561329220015, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d19d2db06b9bbe4d84065e6b461cbe1f877cbd9b244198144ef0d5e731c248f5", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 420.05, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "25b6da8ba00dd2286702addc677fd2cbfcfecd1181f848f8d59ae0e40aad429f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -39.2508654347859, \"dd_pct\": -59.811789359981084, \"calmar\": -0.6565862844293324, \"cagr_pct\": -39.27160054093986, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 63.082191780821915, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.4342650118019421, \"sortino\": -0.5933277009845229}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -66.07423085314636, \"dd_pct\": -69.67395242783867, \"calmar\": -0.94869514582277, \"cagr_pct\": -66.09934045857715, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9244931760939954, \"sortino\": -2.548590315758687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 91.80919463390593, \"dd_pct\": -19.39838798795822, \"calmar\": 4.737238121827006, \"cagr_pct\": 91.89478307854675, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 46.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.2842022131377466, \"sortino\": 3.920685959974088}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 2.1739751294128196, \"dd_pct\": -44.17808232571253, \"calmar\": 0.06583383744749738, \"cagr_pct\": 2.908412690573116, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 53.558394160583944, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2707763955730769, \"sortino\": 0.3819129637400232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -2.1608939701248, \"dd_pct\": -29.057932932852705, \"calmar\": -0.07441540734419982, \"cagr_pct\": -2.162357915778673, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10258618398484222, \"sortino\": 0.15010136913961594}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -22.276522660590835, \"dd_pct\": -29.665032255963688, \"calmar\": -1.5385954794293022, \"cagr_pct\": -45.64248452615016, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 48.675496688741724, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3853745255648149, \"sortino\": -1.8559635812183881}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.30759941528035, \"dd_pct\": -95.64929251944014, \"calmar\": -0.23957401767157385, \"cagr_pct\": -22.915085296325888, \"entries\": 183, \"exits\": 182, \"exposure_pct\": 53.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2901763257605718, \"sortino\": -0.39828236499440794}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -61.932051101948694, \"dd_pct\": -89.49850225157483, \"calmar\": -0.3002891899893712, \"cagr_pct\": -26.87543274638732, \"entries\": 69, \"exits\": 69, \"exposure_pct\": 52.0851818988465, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3107766072605448, \"sortino\": -0.41990843968960384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.28544635795129, \"dd_pct\": -84.35817971618188, \"calmar\": -0.24236602416669048, \"cagr_pct\": -20.445556623750154, \"entries\": 114, \"exits\": 113, \"exposure_pct\": 54.21750663129974, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2772867306459708, \"sortino\": -0.3858164588917808}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.29614271427345074, \"dd_pct\": -12.066561329220015, \"calmar\": -0.051581866982789874, \"cagr_pct\": -0.622415761423503, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 43.51585014409222, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08608001926981698, \"sortino\": 0.13130549015251866}]", "Additional_Threshold_Budget": 0, "Total Trades": 183, "Total P&L %": -88.30759941528035, "Sharpe Ratio": -0.2901763257605718, "Sortino Ratio": -0.39828236499440794, "Calmar Ratio": -0.23957401767157385, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.64929251944014, "% In Market": 53.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3002891899893712, "Sub1_Sortino": -0.41990843968960384, "Sub1_Trades": 69, "Sub2_Calmar": -0.24236602416669048, "Sub2_Sortino": -0.3858164588917808, "Sub2_Trades": 114, "WFO_Score": 0.2641299403748164, "WFO_Min_Fold": -1.5385954794293022, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.656586, -0.948695, 4.737238, 0.065834, -0.074415, -1.538595]", "OOS_Total Trades": 10, "OOS_Total P&L %": -0.29614271427345074, "OOS_Sortino Ratio": 0.13130549015251866, "OOS_Calmar Ratio": -0.051581866982789874, "OOS_Max Drawdown %": -12.066561329220015, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d19d2db06b9bbe4d84065e6b461cbe1f877cbd9b244198144ef0d5e731c248f5", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 421.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "92e747a2c3b2f00b2a6bb39c694d742728c28adad19cf04d67f4891f03e104df", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -39.2508654347859, \"dd_pct\": -59.811789359981084, \"calmar\": -0.6565862844293324, \"cagr_pct\": -39.27160054093986, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 63.082191780821915, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.4342650118019421, \"sortino\": -0.5933277009845229}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -66.07423085314636, \"dd_pct\": -69.67395242783867, \"calmar\": -0.94869514582277, \"cagr_pct\": -66.09934045857715, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9244931760939954, \"sortino\": -2.548590315758687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 91.80919463390593, \"dd_pct\": -19.39838798795822, \"calmar\": 4.737238121827006, \"cagr_pct\": 91.89478307854675, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 46.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.2842022131377466, \"sortino\": 3.920685959974088}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 2.1739751294128196, \"dd_pct\": -44.17808232571253, \"calmar\": 0.06583383744749738, \"cagr_pct\": 2.908412690573116, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 53.558394160583944, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2707763955730769, \"sortino\": 0.3819129637400232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -2.1608939701248, \"dd_pct\": -29.057932932852705, \"calmar\": -0.07441540734419982, \"cagr_pct\": -2.162357915778673, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10258618398484222, \"sortino\": 0.15010136913961594}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -22.276522660590835, \"dd_pct\": -29.665032255963688, \"calmar\": -1.5385954794293022, \"cagr_pct\": -45.64248452615016, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 48.675496688741724, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3853745255648149, \"sortino\": -1.8559635812183881}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.30759941528035, \"dd_pct\": -95.64929251944014, \"calmar\": -0.23957401767157385, \"cagr_pct\": -22.915085296325888, \"entries\": 183, \"exits\": 182, \"exposure_pct\": 53.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2901763257605718, \"sortino\": -0.39828236499440794}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -61.932051101948694, \"dd_pct\": -89.49850225157483, \"calmar\": -0.3002891899893712, \"cagr_pct\": -26.87543274638732, \"entries\": 69, \"exits\": 69, \"exposure_pct\": 52.0851818988465, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3107766072605448, \"sortino\": -0.41990843968960384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.28544635795129, \"dd_pct\": -84.35817971618188, \"calmar\": -0.24236602416669048, \"cagr_pct\": -20.445556623750154, \"entries\": 114, \"exits\": 113, \"exposure_pct\": 54.21750663129974, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2772867306459708, \"sortino\": -0.3858164588917808}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.29614271427345074, \"dd_pct\": -12.066561329220015, \"calmar\": -0.051581866982789874, \"cagr_pct\": -0.622415761423503, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 43.51585014409222, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08608001926981698, \"sortino\": 0.13130549015251866}]", "Additional_Threshold_Budget": 0, "Total Trades": 183, "Total P&L %": -88.30759941528035, "Sharpe Ratio": -0.2901763257605718, "Sortino Ratio": -0.39828236499440794, "Calmar Ratio": -0.23957401767157385, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.64929251944014, "% In Market": 53.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3002891899893712, "Sub1_Sortino": -0.41990843968960384, "Sub1_Trades": 69, "Sub2_Calmar": -0.24236602416669048, "Sub2_Sortino": -0.3858164588917808, "Sub2_Trades": 114, "WFO_Score": 0.2641299403748164, "WFO_Min_Fold": -1.5385954794293022, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.656586, -0.948695, 4.737238, 0.065834, -0.074415, -1.538595]", "OOS_Total Trades": 10, "OOS_Total P&L %": -0.29614271427345074, "OOS_Sortino Ratio": 0.13130549015251866, "OOS_Calmar Ratio": -0.051581866982789874, "OOS_Max Drawdown %": -12.066561329220015, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 60, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d19d2db06b9bbe4d84065e6b461cbe1f877cbd9b244198144ef0d5e731c248f5", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -21.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "1c42315d8b675c47143c8c892814346e410928f2e65ac9046eb20669f03e5fa8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -39.2508654347859, \"dd_pct\": -59.811789359981084, \"calmar\": -0.6565862844293324, \"cagr_pct\": -39.27160054093986, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 63.082191780821915, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.4342650118019421, \"sortino\": -0.5933277009845229}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -66.07423085314636, \"dd_pct\": -69.67395242783867, \"calmar\": -0.94869514582277, \"cagr_pct\": -66.09934045857715, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9244931760939954, \"sortino\": -2.548590315758687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 91.80919463390593, \"dd_pct\": -19.39838798795822, \"calmar\": 4.737238121827006, \"cagr_pct\": 91.89478307854675, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 46.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.2842022131377466, \"sortino\": 3.920685959974088}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 2.1739751294128196, \"dd_pct\": -44.17808232571253, \"calmar\": 0.06583383744749738, \"cagr_pct\": 2.908412690573116, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 53.558394160583944, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2707763955730769, \"sortino\": 0.3819129637400232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -2.1608939701248, \"dd_pct\": -29.057932932852705, \"calmar\": -0.07441540734419982, \"cagr_pct\": -2.162357915778673, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10258618398484222, \"sortino\": 0.15010136913961594}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -22.276522660590835, \"dd_pct\": -29.665032255963688, \"calmar\": -1.5385954794293022, \"cagr_pct\": -45.64248452615016, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 48.675496688741724, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3853745255648149, \"sortino\": -1.8559635812183881}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.30759941528035, \"dd_pct\": -95.64929251944014, \"calmar\": -0.23957401767157385, \"cagr_pct\": -22.915085296325888, \"entries\": 183, \"exits\": 182, \"exposure_pct\": 53.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2901763257605718, \"sortino\": -0.39828236499440794}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -61.932051101948694, \"dd_pct\": -89.49850225157483, \"calmar\": -0.3002891899893712, \"cagr_pct\": -26.87543274638732, \"entries\": 69, \"exits\": 69, \"exposure_pct\": 52.0851818988465, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3107766072605448, \"sortino\": -0.41990843968960384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.28544635795129, \"dd_pct\": -84.35817971618188, \"calmar\": -0.24236602416669048, \"cagr_pct\": -20.445556623750154, \"entries\": 114, \"exits\": 113, \"exposure_pct\": 54.21750663129974, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2772867306459708, \"sortino\": -0.3858164588917808}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.29614271427345074, \"dd_pct\": -12.066561329220015, \"calmar\": -0.051581866982789874, \"cagr_pct\": -0.622415761423503, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 43.51585014409222, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08608001926981698, \"sortino\": 0.13130549015251866}]", "Additional_Threshold_Budget": 0, "Total Trades": 183, "Total P&L %": -88.30759941528035, "Sharpe Ratio": -0.2901763257605718, "Sortino Ratio": -0.39828236499440794, "Calmar Ratio": -0.23957401767157385, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.64929251944014, "% In Market": 53.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3002891899893712, "Sub1_Sortino": -0.41990843968960384, "Sub1_Trades": 69, "Sub2_Calmar": -0.24236602416669048, "Sub2_Sortino": -0.3858164588917808, "Sub2_Trades": 114, "WFO_Score": 0.2641299403748164, "WFO_Min_Fold": -1.5385954794293022, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.656586, -0.948695, 4.737238, 0.065834, -0.074415, -1.538595]", "OOS_Total Trades": 10, "OOS_Total P&L %": -0.29614271427345074, "OOS_Sortino Ratio": 0.13130549015251866, "OOS_Calmar Ratio": -0.051581866982789874, "OOS_Max Drawdown %": -12.066561329220015, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 61, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d19d2db06b9bbe4d84065e6b461cbe1f877cbd9b244198144ef0d5e731c248f5", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -20.05, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "7a40de1c4239b5680cd23fcb1662fa6c554a2a437f7bdb00aea46a4a067123c9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -39.2508654347859, \"dd_pct\": -59.811789359981084, \"calmar\": -0.6565862844293324, \"cagr_pct\": -39.27160054093986, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 63.082191780821915, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.4342650118019421, \"sortino\": -0.5933277009845229}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -66.07423085314636, \"dd_pct\": -69.67395242783867, \"calmar\": -0.94869514582277, \"cagr_pct\": -66.09934045857715, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9244931760939954, \"sortino\": -2.548590315758687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 91.80919463390593, \"dd_pct\": -19.39838798795822, \"calmar\": 4.737238121827006, \"cagr_pct\": 91.89478307854675, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 46.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.2842022131377466, \"sortino\": 3.920685959974088}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 2.1739751294128196, \"dd_pct\": -44.17808232571253, \"calmar\": 0.06583383744749738, \"cagr_pct\": 2.908412690573116, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 53.558394160583944, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2707763955730769, \"sortino\": 0.3819129637400232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -2.1608939701248, \"dd_pct\": -29.057932932852705, \"calmar\": -0.07441540734419982, \"cagr_pct\": -2.162357915778673, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10258618398484222, \"sortino\": 0.15010136913961594}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -22.276522660590835, \"dd_pct\": -29.665032255963688, \"calmar\": -1.5385954794293022, \"cagr_pct\": -45.64248452615016, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 48.675496688741724, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3853745255648149, \"sortino\": -1.8559635812183881}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.30759941528035, \"dd_pct\": -95.64929251944014, \"calmar\": -0.23957401767157385, \"cagr_pct\": -22.915085296325888, \"entries\": 183, \"exits\": 182, \"exposure_pct\": 53.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2901763257605718, \"sortino\": -0.39828236499440794}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -61.932051101948694, \"dd_pct\": -89.49850225157483, \"calmar\": -0.3002891899893712, \"cagr_pct\": -26.87543274638732, \"entries\": 69, \"exits\": 69, \"exposure_pct\": 52.0851818988465, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3107766072605448, \"sortino\": -0.41990843968960384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.28544635795129, \"dd_pct\": -84.35817971618188, \"calmar\": -0.24236602416669048, \"cagr_pct\": -20.445556623750154, \"entries\": 114, \"exits\": 113, \"exposure_pct\": 54.21750663129974, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2772867306459708, \"sortino\": -0.3858164588917808}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.29614271427345074, \"dd_pct\": -12.066561329220015, \"calmar\": -0.051581866982789874, \"cagr_pct\": -0.622415761423503, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 43.51585014409222, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08608001926981698, \"sortino\": 0.13130549015251866}]", "Additional_Threshold_Budget": 0, "Total Trades": 183, "Total P&L %": -88.30759941528035, "Sharpe Ratio": -0.2901763257605718, "Sortino Ratio": -0.39828236499440794, "Calmar Ratio": -0.23957401767157385, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.64929251944014, "% In Market": 53.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3002891899893712, "Sub1_Sortino": -0.41990843968960384, "Sub1_Trades": 69, "Sub2_Calmar": -0.24236602416669048, "Sub2_Sortino": -0.3858164588917808, "Sub2_Trades": 114, "WFO_Score": 0.2641299403748164, "WFO_Min_Fold": -1.5385954794293022, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.656586, -0.948695, 4.737238, 0.065834, -0.074415, -1.538595]", "OOS_Total Trades": 10, "OOS_Total P&L %": -0.29614271427345074, "OOS_Sortino Ratio": 0.13130549015251866, "OOS_Calmar Ratio": -0.051581866982789874, "OOS_Max Drawdown %": -12.066561329220015, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d19d2db06b9bbe4d84065e6b461cbe1f877cbd9b244198144ef0d5e731c248f5", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -19.95, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "6c43c80202ca6911ddb373918ebc5d08325c8c620659cd54e4767672b06dfbaa", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -39.2508654347859, \"dd_pct\": -59.811789359981084, \"calmar\": -0.6565862844293324, \"cagr_pct\": -39.27160054093986, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 63.082191780821915, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.4342650118019421, \"sortino\": -0.5933277009845229}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -66.07423085314636, \"dd_pct\": -69.67395242783867, \"calmar\": -0.94869514582277, \"cagr_pct\": -66.09934045857715, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9244931760939954, \"sortino\": -2.548590315758687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 91.80919463390593, \"dd_pct\": -19.39838798795822, \"calmar\": 4.737238121827006, \"cagr_pct\": 91.89478307854675, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 46.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.2842022131377466, \"sortino\": 3.920685959974088}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 2.1739751294128196, \"dd_pct\": -44.17808232571253, \"calmar\": 0.06583383744749738, \"cagr_pct\": 2.908412690573116, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 53.558394160583944, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2707763955730769, \"sortino\": 0.3819129637400232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -2.1608939701248, \"dd_pct\": -29.057932932852705, \"calmar\": -0.07441540734419982, \"cagr_pct\": -2.162357915778673, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10258618398484222, \"sortino\": 0.15010136913961594}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -22.276522660590835, \"dd_pct\": -29.665032255963688, \"calmar\": -1.5385954794293022, \"cagr_pct\": -45.64248452615016, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 48.675496688741724, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3853745255648149, \"sortino\": -1.8559635812183881}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.30759941528035, \"dd_pct\": -95.64929251944014, \"calmar\": -0.23957401767157385, \"cagr_pct\": -22.915085296325888, \"entries\": 183, \"exits\": 182, \"exposure_pct\": 53.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2901763257605718, \"sortino\": -0.39828236499440794}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -61.932051101948694, \"dd_pct\": -89.49850225157483, \"calmar\": -0.3002891899893712, \"cagr_pct\": -26.87543274638732, \"entries\": 69, \"exits\": 69, \"exposure_pct\": 52.0851818988465, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3107766072605448, \"sortino\": -0.41990843968960384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.28544635795129, \"dd_pct\": -84.35817971618188, \"calmar\": -0.24236602416669048, \"cagr_pct\": -20.445556623750154, \"entries\": 114, \"exits\": 113, \"exposure_pct\": 54.21750663129974, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2772867306459708, \"sortino\": -0.3858164588917808}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.29614271427345074, \"dd_pct\": -12.066561329220015, \"calmar\": -0.051581866982789874, \"cagr_pct\": -0.622415761423503, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 43.51585014409222, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08608001926981698, \"sortino\": 0.13130549015251866}]", "Additional_Threshold_Budget": 0, "Total Trades": 183, "Total P&L %": -88.30759941528035, "Sharpe Ratio": -0.2901763257605718, "Sortino Ratio": -0.39828236499440794, "Calmar Ratio": -0.23957401767157385, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.64929251944014, "% In Market": 53.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3002891899893712, "Sub1_Sortino": -0.41990843968960384, "Sub1_Trades": 69, "Sub2_Calmar": -0.24236602416669048, "Sub2_Sortino": -0.3858164588917808, "Sub2_Trades": 114, "WFO_Score": 0.2641299403748164, "WFO_Min_Fold": -1.5385954794293022, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.656586, -0.948695, 4.737238, 0.065834, -0.074415, -1.538595]", "OOS_Total Trades": 10, "OOS_Total P&L %": -0.29614271427345074, "OOS_Sortino Ratio": 0.13130549015251866, "OOS_Calmar Ratio": -0.051581866982789874, "OOS_Max Drawdown %": -12.066561329220015, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 58, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d19d2db06b9bbe4d84065e6b461cbe1f877cbd9b244198144ef0d5e731c248f5", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -19.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "b9bd27372343228fb764ec7a223460c8094d28c31f0ca2251ab3afaea9d6cd3c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -39.2508654347859, \"dd_pct\": -59.811789359981084, \"calmar\": -0.6565862844293324, \"cagr_pct\": -39.27160054093986, \"entries\": 29, \"exits\": 28, \"exposure_pct\": 63.082191780821915, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.4342650118019421, \"sortino\": -0.5933277009845229}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -66.07423085314636, \"dd_pct\": -69.67395242783867, \"calmar\": -0.94869514582277, \"cagr_pct\": -66.09934045857715, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9244931760939954, \"sortino\": -2.548590315758687}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 91.80919463390593, \"dd_pct\": -19.39838798795822, \"calmar\": 4.737238121827006, \"cagr_pct\": 91.89478307854675, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 46.986301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.2842022131377466, \"sortino\": 3.920685959974088}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 2.1739751294128196, \"dd_pct\": -44.17808232571253, \"calmar\": 0.06583383744749738, \"cagr_pct\": 2.908412690573116, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 53.558394160583944, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2707763955730769, \"sortino\": 0.3819129637400232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -2.1608939701248, \"dd_pct\": -29.057932932852705, \"calmar\": -0.07441540734419982, \"cagr_pct\": -2.162357915778673, \"entries\": 18, \"exits\": 17, \"exposure_pct\": 54.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.10258618398484222, \"sortino\": 0.15010136913961594}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -22.276522660590835, \"dd_pct\": -29.665032255963688, \"calmar\": -1.5385954794293022, \"cagr_pct\": -45.64248452615016, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 48.675496688741724, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.3853745255648149, \"sortino\": -1.8559635812183881}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.30759941528035, \"dd_pct\": -95.64929251944014, \"calmar\": -0.23957401767157385, \"cagr_pct\": -22.915085296325888, \"entries\": 183, \"exits\": 182, \"exposure_pct\": 53.41965471447543, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2901763257605718, \"sortino\": -0.39828236499440794}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -61.932051101948694, \"dd_pct\": -89.49850225157483, \"calmar\": -0.3002891899893712, \"cagr_pct\": -26.87543274638732, \"entries\": 69, \"exits\": 69, \"exposure_pct\": 52.0851818988465, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3107766072605448, \"sortino\": -0.41990843968960384}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.28544635795129, \"dd_pct\": -84.35817971618188, \"calmar\": -0.24236602416669048, \"cagr_pct\": -20.445556623750154, \"entries\": 114, \"exits\": 113, \"exposure_pct\": 54.21750663129974, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2772867306459708, \"sortino\": -0.3858164588917808}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -0.29614271427345074, \"dd_pct\": -12.066561329220015, \"calmar\": -0.051581866982789874, \"cagr_pct\": -0.622415761423503, \"entries\": 10, \"exits\": 11, \"exposure_pct\": 43.51585014409222, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.08608001926981698, \"sortino\": 0.13130549015251866}]", "Additional_Threshold_Budget": 0, "Total Trades": 183, "Total P&L %": -88.30759941528035, "Sharpe Ratio": -0.2901763257605718, "Sortino Ratio": -0.39828236499440794, "Calmar Ratio": -0.23957401767157385, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.64929251944014, "% In Market": 53.41965471447543, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.3002891899893712, "Sub1_Sortino": -0.41990843968960384, "Sub1_Trades": 69, "Sub2_Calmar": -0.24236602416669048, "Sub2_Sortino": -0.3858164588917808, "Sub2_Trades": 114, "WFO_Score": 0.2641299403748164, "WFO_Min_Fold": -1.5385954794293022, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.656586, -0.948695, 4.737238, 0.065834, -0.074415, -1.538595]", "OOS_Total Trades": 10, "OOS_Total P&L %": -0.29614271427345074, "OOS_Sortino Ratio": 0.13130549015251866, "OOS_Calmar Ratio": -0.051581866982789874, "OOS_Max Drawdown %": -12.066561329220015, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d19d2db06b9bbe4d84065e6b461cbe1f877cbd9b244198144ef0d5e731c248f5", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 60.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 640.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "46ded5fcc12a0bd98c41301ffaead6e25f31991f8654620fb7884f603bc24633", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.789953370340205, \"dd_pct\": -22.74980645056708, \"calmar\": 0.21069680629386184, \"cagr_pct\": 4.793311562937981, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 7.260273972602739, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30635498899819624, \"sortino\": 0.47584287677157816}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -40.20516463566914, \"dd_pct\": -40.20516463566914, \"calmar\": -1.000523754233426, \"cagr_pct\": -40.226222260852666, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 10.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.850161780631067, \"sortino\": -3.344364850696121}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -26.497676619819423, \"dd_pct\": -31.49407434943058, \"calmar\": -0.8418464143228891, \"cagr_pct\": -26.513173563486607, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 17.945205479452056, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6113467876534378, \"sortino\": -2.3582190508175596}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -25.430708249946655, \"dd_pct\": -39.221573867414385, \"calmar\": -0.8253928964235384, \"cagr_pct\": -32.37320845671492, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 21.350364963503647, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3070544426909085, \"sortino\": -1.7238371835663164}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 18.018766790993233, \"dd_pct\": -10.129444180984404, \"calmar\": 1.7801726733989784, \"cagr_pct\": 18.032159727708734, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1628579437175457, \"sortino\": 2.2203936207807673}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.772919772074148, \"dd_pct\": -3.9495199369231737, \"calmar\": 3.681570429931815, \"cagr_pct\": 14.540435812202524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3821729749920375, \"sortino\": 3.2590186784608486}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.21677623419061, \"dd_pct\": -80.25202729924413, \"calmar\": -0.12190858147658404, \"cagr_pct\": -9.78341080867095, \"entries\": 146, \"exits\": 146, \"exposure_pct\": 12.549800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.31777983310618746, \"sortino\": -0.44568463588042856}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.20620603685123085, \"dd_pct\": -42.32269156379468, \"calmar\": -0.001580146307311726, \"cagr_pct\": -0.06687604479002329, \"entries\": 46, \"exits\": 46, \"exposure_pct\": 12.33362910381544, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13906746619856633, \"sortino\": 0.19105127962123455}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.1283723498798, \"dd_pct\": -71.96454296552032, \"calmar\": -0.21031674050549107, \"cagr_pct\": -15.135348108475602, \"entries\": 100, \"exits\": 100, \"exposure_pct\": 12.679045092838196, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6875617234501102, \"sortino\": -0.9866608670456026}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.221606444559431, \"dd_pct\": -3.967546795542376, \"calmar\": -0.6438128150851155, \"cagr_pct\": -2.554357471420066, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.899135446685879, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.44427107551011774, \"sortino\": -0.5916048856479654}]", "Additional_Threshold_Budget": 0, "Total Trades": 146, "Total P&L %": -57.21677623419061, "Sharpe Ratio": -0.31777983310618746, "Sortino Ratio": -0.44568463588042856, "Calmar Ratio": -0.12190858147658404, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.25202729924413, "% In Market": 12.549800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.001580146307311726, "Sub1_Sortino": 0.19105127962123455, "Sub1_Trades": 46, "Sub2_Calmar": -0.21031674050549107, "Sub2_Sortino": -0.9866608670456026, "Sub2_Trades": 100, "WFO_Score": -0.13537871705740262, "WFO_Min_Fold": -1.000523754233426, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.210697, -1.000524, -0.841846, -0.825393, 1.780173]", "OOS_Total Trades": 2, "OOS_Total P&L %": -1.221606444559431, "OOS_Sortino Ratio": -0.5916048856479654, "OOS_Calmar Ratio": -0.6438128150851155, "OOS_Max Drawdown %": -3.967546795542376, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 78, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f4ed43aa791dc5acb9c43996e862bf184244075f4c4497bc19a26a74310a1ea", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 59.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 640.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "55367afb0e5270565267acf70d8cd8726d96d8886033bb7cde78886341466e65", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.789953370340205, \"dd_pct\": -22.74980645056708, \"calmar\": 0.21069680629386184, \"cagr_pct\": 4.793311562937981, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 7.260273972602739, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30635498899819624, \"sortino\": 0.47584287677157816}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -35.25438352930498, \"dd_pct\": -35.25438352930498, \"calmar\": -1.000546730825273, \"cagr_pct\": -35.27365818750645, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 9.04109589041096, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.620327980830251, \"sortino\": -3.0740742848272116}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -26.497676619819423, \"dd_pct\": -31.49407434943058, \"calmar\": -0.8418464143228891, \"cagr_pct\": -26.513173563486607, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 17.945205479452056, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6113467876534378, \"sortino\": -2.3582190508175596}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -25.430708249946655, \"dd_pct\": -39.221573867414385, \"calmar\": -0.8253928964235384, \"cagr_pct\": -32.37320845671492, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 21.350364963503647, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3070544426909085, \"sortino\": -1.7238371835663164}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 18.018766790993233, \"dd_pct\": -10.129444180984404, \"calmar\": 1.7801726733989784, \"cagr_pct\": 18.032159727708734, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1628579437175457, \"sortino\": 2.2203936207807673}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.772919772074148, \"dd_pct\": -3.9495199369231737, \"calmar\": 3.681570429931815, \"cagr_pct\": 14.540435812202524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3821729749920375, \"sortino\": 3.2590186784608486}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -58.56595046007443, \"dd_pct\": -80.87478204832894, \"calmar\": -0.12529598177578072, \"cagr_pct\": -10.13328521764766, \"entries\": 144, \"exits\": 144, \"exposure_pct\": 12.367197875166003, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.34000495343960263, \"sortino\": -0.47559501915456914}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -10.743323236906699, \"dd_pct\": -46.528577546933484, \"calmar\": -0.07772437029454766, \"cagr_pct\": -3.616404390536434, \"entries\": 45, \"exits\": 45, \"exposure_pct\": 12.267080745341614, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0058316584014298485, \"sortino\": 0.007937409929955485}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -53.57876739025285, \"dd_pct\": -69.64331555266942, \"calmar\": -0.19839886105986382, \"cagr_pct\": -13.81715448608231, \"entries\": 99, \"exits\": 99, \"exposure_pct\": 12.427055702917771, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6222383141796595, \"sortino\": -0.8976820053558183}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.221606444559431, \"dd_pct\": -3.967546795542376, \"calmar\": -0.6438128150851155, \"cagr_pct\": -2.554357471420066, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.899135446685879, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.44427107551011774, \"sortino\": -0.5916048856479654}]", "Additional_Threshold_Budget": 0, "Total Trades": 144, "Total P&L %": -58.56595046007443, "Sharpe Ratio": -0.34000495343960263, "Sortino Ratio": -0.47559501915456914, "Calmar Ratio": -0.12529598177578072, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.87478204832894, "% In Market": 12.367197875166003, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.07772437029454766, "Sub1_Sortino": 0.007937409929955485, "Sub1_Trades": 45, "Sub2_Calmar": -0.19839886105986382, "Sub2_Sortino": -0.8976820053558183, "Sub2_Trades": 99, "WFO_Score": -0.135383312375772, "WFO_Min_Fold": -1.000546730825273, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.210697, -1.000547, -0.841846, -0.825393, 1.780173]", "OOS_Total Trades": 2, "OOS_Total P&L %": -1.221606444559431, "OOS_Sortino Ratio": -0.5916048856479654, "OOS_Calmar Ratio": -0.6438128150851155, "OOS_Max Drawdown %": -3.967546795542376, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 81, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f4ed43aa791dc5acb9c43996e862bf184244075f4c4497bc19a26a74310a1ea", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 59.95, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 640.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "03022b51607525cdfe2dddd0cf61a98c25e7cae964446ee8abbdff9661c73c91", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.789953370340205, \"dd_pct\": -22.74980645056708, \"calmar\": 0.21069680629386184, \"cagr_pct\": 4.793311562937981, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 7.260273972602739, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30635498899819624, \"sortino\": 0.47584287677157816}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -40.20516463566914, \"dd_pct\": -40.20516463566914, \"calmar\": -1.000523754233426, \"cagr_pct\": -40.226222260852666, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 10.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.850161780631067, \"sortino\": -3.344364850696121}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -26.497676619819423, \"dd_pct\": -31.49407434943058, \"calmar\": -0.8418464143228891, \"cagr_pct\": -26.513173563486607, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 17.945205479452056, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6113467876534378, \"sortino\": -2.3582190508175596}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -25.430708249946655, \"dd_pct\": -39.221573867414385, \"calmar\": -0.8253928964235384, \"cagr_pct\": -32.37320845671492, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 21.350364963503647, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3070544426909085, \"sortino\": -1.7238371835663164}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 18.018766790993233, \"dd_pct\": -10.129444180984404, \"calmar\": 1.7801726733989784, \"cagr_pct\": 18.032159727708734, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1628579437175457, \"sortino\": 2.2203936207807673}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.772919772074148, \"dd_pct\": -3.9495199369231737, \"calmar\": 3.681570429931815, \"cagr_pct\": 14.540435812202524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3821729749920375, \"sortino\": 3.2590186784608486}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.21677623419061, \"dd_pct\": -80.25202729924413, \"calmar\": -0.12190858147658404, \"cagr_pct\": -9.78341080867095, \"entries\": 146, \"exits\": 146, \"exposure_pct\": 12.549800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.31777983310618746, \"sortino\": -0.44568463588042856}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.20620603685123085, \"dd_pct\": -42.32269156379468, \"calmar\": -0.001580146307311726, \"cagr_pct\": -0.06687604479002329, \"entries\": 46, \"exits\": 46, \"exposure_pct\": 12.33362910381544, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13906746619856633, \"sortino\": 0.19105127962123455}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.1283723498798, \"dd_pct\": -71.96454296552032, \"calmar\": -0.21031674050549107, \"cagr_pct\": -15.135348108475602, \"entries\": 100, \"exits\": 100, \"exposure_pct\": 12.679045092838196, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6875617234501102, \"sortino\": -0.9866608670456026}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.221606444559431, \"dd_pct\": -3.967546795542376, \"calmar\": -0.6438128150851155, \"cagr_pct\": -2.554357471420066, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.899135446685879, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.44427107551011774, \"sortino\": -0.5916048856479654}]", "Additional_Threshold_Budget": 0, "Total Trades": 146, "Total P&L %": -57.21677623419061, "Sharpe Ratio": -0.31777983310618746, "Sortino Ratio": -0.44568463588042856, "Calmar Ratio": -0.12190858147658404, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.25202729924413, "% In Market": 12.549800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.001580146307311726, "Sub1_Sortino": 0.19105127962123455, "Sub1_Trades": 46, "Sub2_Calmar": -0.21031674050549107, "Sub2_Sortino": -0.9866608670456026, "Sub2_Trades": 100, "WFO_Score": -0.13537871705740262, "WFO_Min_Fold": -1.000523754233426, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.210697, -1.000524, -0.841846, -0.825393, 1.780173]", "OOS_Total Trades": 2, "OOS_Total P&L %": -1.221606444559431, "OOS_Sortino Ratio": -0.5916048856479654, "OOS_Calmar Ratio": -0.6438128150851155, "OOS_Max Drawdown %": -3.967546795542376, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 78, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f4ed43aa791dc5acb9c43996e862bf184244075f4c4497bc19a26a74310a1ea", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 60.05, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 640.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "cac3626093be9d625226034319b54089e1ea4496e98873bdd5f97391068f7982", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.789953370340205, \"dd_pct\": -22.74980645056708, \"calmar\": 0.21069680629386184, \"cagr_pct\": 4.793311562937981, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 7.260273972602739, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30635498899819624, \"sortino\": 0.47584287677157816}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -40.20516463566914, \"dd_pct\": -40.20516463566914, \"calmar\": -1.000523754233426, \"cagr_pct\": -40.226222260852666, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 10.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.850161780631067, \"sortino\": -3.344364850696121}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -26.497676619819423, \"dd_pct\": -31.49407434943058, \"calmar\": -0.8418464143228891, \"cagr_pct\": -26.513173563486607, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 17.945205479452056, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6113467876534378, \"sortino\": -2.3582190508175596}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -25.430708249946655, \"dd_pct\": -39.221573867414385, \"calmar\": -0.8253928964235384, \"cagr_pct\": -32.37320845671492, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 21.350364963503647, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3070544426909085, \"sortino\": -1.7238371835663164}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 18.018766790993233, \"dd_pct\": -10.129444180984404, \"calmar\": 1.7801726733989784, \"cagr_pct\": 18.032159727708734, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1628579437175457, \"sortino\": 2.2203936207807673}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.772919772074148, \"dd_pct\": -3.9495199369231737, \"calmar\": 3.681570429931815, \"cagr_pct\": 14.540435812202524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3821729749920375, \"sortino\": 3.2590186784608486}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.21677623419061, \"dd_pct\": -80.25202729924413, \"calmar\": -0.12190858147658404, \"cagr_pct\": -9.78341080867095, \"entries\": 146, \"exits\": 146, \"exposure_pct\": 12.549800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.31777983310618746, \"sortino\": -0.44568463588042856}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.20620603685123085, \"dd_pct\": -42.32269156379468, \"calmar\": -0.001580146307311726, \"cagr_pct\": -0.06687604479002329, \"entries\": 46, \"exits\": 46, \"exposure_pct\": 12.33362910381544, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13906746619856633, \"sortino\": 0.19105127962123455}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.1283723498798, \"dd_pct\": -71.96454296552032, \"calmar\": -0.21031674050549107, \"cagr_pct\": -15.135348108475602, \"entries\": 100, \"exits\": 100, \"exposure_pct\": 12.679045092838196, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6875617234501102, \"sortino\": -0.9866608670456026}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.221606444559431, \"dd_pct\": -3.967546795542376, \"calmar\": -0.6438128150851155, \"cagr_pct\": -2.554357471420066, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.899135446685879, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.44427107551011774, \"sortino\": -0.5916048856479654}]", "Additional_Threshold_Budget": 0, "Total Trades": 146, "Total P&L %": -57.21677623419061, "Sharpe Ratio": -0.31777983310618746, "Sortino Ratio": -0.44568463588042856, "Calmar Ratio": -0.12190858147658404, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.25202729924413, "% In Market": 12.549800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.001580146307311726, "Sub1_Sortino": 0.19105127962123455, "Sub1_Trades": 46, "Sub2_Calmar": -0.21031674050549107, "Sub2_Sortino": -0.9866608670456026, "Sub2_Trades": 100, "WFO_Score": -0.13537871705740262, "WFO_Min_Fold": -1.000523754233426, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.210697, -1.000524, -0.841846, -0.825393, 1.780173]", "OOS_Total Trades": 2, "OOS_Total P&L %": -1.221606444559431, "OOS_Sortino Ratio": -0.5916048856479654, "OOS_Calmar Ratio": -0.6438128150851155, "OOS_Max Drawdown %": -3.967546795542376, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 77, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f4ed43aa791dc5acb9c43996e862bf184244075f4c4497bc19a26a74310a1ea", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 61.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 640.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "b066e6705b1f934092972d23ade4af5ae3fb4dcfd7b88c4776257f6554e1b5c2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.789953370340205, \"dd_pct\": -22.74980645056708, \"calmar\": 0.21069680629386184, \"cagr_pct\": 4.793311562937981, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 7.260273972602739, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30635498899819624, \"sortino\": 0.47584287677157816}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -40.20516463566914, \"dd_pct\": -40.20516463566914, \"calmar\": -1.000523754233426, \"cagr_pct\": -40.226222260852666, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 10.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.850161780631067, \"sortino\": -3.344364850696121}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -26.497676619819423, \"dd_pct\": -31.49407434943058, \"calmar\": -0.8418464143228891, \"cagr_pct\": -26.513173563486607, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 17.945205479452056, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6113467876534378, \"sortino\": -2.3582190508175596}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -25.430708249946655, \"dd_pct\": -39.221573867414385, \"calmar\": -0.8253928964235384, \"cagr_pct\": -32.37320845671492, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 21.350364963503647, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3070544426909085, \"sortino\": -1.7238371835663164}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 18.018766790993233, \"dd_pct\": -10.129444180984404, \"calmar\": 1.7801726733989784, \"cagr_pct\": 18.032159727708734, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1628579437175457, \"sortino\": 2.2203936207807673}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.772919772074148, \"dd_pct\": -3.9495199369231737, \"calmar\": 3.681570429931815, \"cagr_pct\": 14.540435812202524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3821729749920375, \"sortino\": 3.2590186784608486}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.21677623419061, \"dd_pct\": -80.25202729924413, \"calmar\": -0.12190858147658404, \"cagr_pct\": -9.78341080867095, \"entries\": 146, \"exits\": 146, \"exposure_pct\": 12.549800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.31777983310618746, \"sortino\": -0.44568463588042856}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.20620603685123085, \"dd_pct\": -42.32269156379468, \"calmar\": -0.001580146307311726, \"cagr_pct\": -0.06687604479002329, \"entries\": 46, \"exits\": 46, \"exposure_pct\": 12.33362910381544, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13906746619856633, \"sortino\": 0.19105127962123455}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.1283723498798, \"dd_pct\": -71.96454296552032, \"calmar\": -0.21031674050549107, \"cagr_pct\": -15.135348108475602, \"entries\": 100, \"exits\": 100, \"exposure_pct\": 12.679045092838196, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6875617234501102, \"sortino\": -0.9866608670456026}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.221606444559431, \"dd_pct\": -3.967546795542376, \"calmar\": -0.6438128150851155, \"cagr_pct\": -2.554357471420066, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.899135446685879, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.44427107551011774, \"sortino\": -0.5916048856479654}]", "Additional_Threshold_Budget": 0, "Total Trades": 146, "Total P&L %": -57.21677623419061, "Sharpe Ratio": -0.31777983310618746, "Sortino Ratio": -0.44568463588042856, "Calmar Ratio": -0.12190858147658404, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.25202729924413, "% In Market": 12.549800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.001580146307311726, "Sub1_Sortino": 0.19105127962123455, "Sub1_Trades": 46, "Sub2_Calmar": -0.21031674050549107, "Sub2_Sortino": -0.9866608670456026, "Sub2_Trades": 100, "WFO_Score": -0.13537871705740262, "WFO_Min_Fold": -1.000523754233426, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.210697, -1.000524, -0.841846, -0.825393, 1.780173]", "OOS_Total Trades": 2, "OOS_Total P&L %": -1.221606444559431, "OOS_Sortino Ratio": -0.5916048856479654, "OOS_Calmar Ratio": -0.6438128150851155, "OOS_Max Drawdown %": -3.967546795542376, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 76, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f4ed43aa791dc5acb9c43996e862bf184244075f4c4497bc19a26a74310a1ea", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 60.0, "i_long_exit_activation_threshold": 369.0, "i_long_exit_activation_confirmation_threshold": 640.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "6a59aa6e7b9758deb4eea0c3c7a249dc795952efe1be303a664af95d32957523", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.789953370340205, \"dd_pct\": -22.74980645056708, \"calmar\": 0.21069680629386184, \"cagr_pct\": 4.793311562937981, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 7.260273972602739, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30635498899819624, \"sortino\": 0.47584287677157816}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -40.20516463566914, \"dd_pct\": -40.20516463566914, \"calmar\": -1.000523754233426, \"cagr_pct\": -40.226222260852666, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 10.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.850161780631067, \"sortino\": -3.344364850696121}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -26.497676619819423, \"dd_pct\": -31.49407434943058, \"calmar\": -0.8418464143228891, \"cagr_pct\": -26.513173563486607, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 17.945205479452056, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6113467876534378, \"sortino\": -2.3582190508175596}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -25.430708249946655, \"dd_pct\": -39.221573867414385, \"calmar\": -0.8253928964235384, \"cagr_pct\": -32.37320845671492, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 21.350364963503647, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3070544426909085, \"sortino\": -1.7238371835663164}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 18.018766790993233, \"dd_pct\": -10.129444180984404, \"calmar\": 1.7801726733989784, \"cagr_pct\": 18.032159727708734, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1628579437175457, \"sortino\": 2.2203936207807673}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.772919772074148, \"dd_pct\": -3.9495199369231737, \"calmar\": 3.681570429931815, \"cagr_pct\": 14.540435812202524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3821729749920375, \"sortino\": 3.2590186784608486}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -54.75340706971795, \"dd_pct\": -80.25202729924416, \"calmar\": -0.11425113975754807, \"cagr_pct\": -9.168885586792507, \"entries\": 146, \"exits\": 146, \"exposure_pct\": 12.591301460823374, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2868116144551466, \"sortino\": -0.40384919877439646}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 5.539713349686881, \"dd_pct\": -42.32269156379472, \"calmar\": 0.041650452658554236, \"cagr_pct\": 1.7627592613604248, \"entries\": 46, \"exits\": 46, \"exposure_pct\": 12.444543034605147, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.205196576025795, \"sortino\": 0.2840685503735674}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.1283723498798, \"dd_pct\": -71.96454296552032, \"calmar\": -0.21031674050549107, \"cagr_pct\": -15.135348108475602, \"entries\": 100, \"exits\": 100, \"exposure_pct\": 12.679045092838196, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6875617234501102, \"sortino\": -0.9866608670456026}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.221606444559431, \"dd_pct\": -3.967546795542376, \"calmar\": -0.6438128150851155, \"cagr_pct\": -2.554357471420066, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.899135446685879, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.44427107551011774, \"sortino\": -0.5916048856479654}]", "Additional_Threshold_Budget": 0, "Total Trades": 146, "Total P&L %": -54.75340706971795, "Sharpe Ratio": -0.2868116144551466, "Sortino Ratio": -0.40384919877439646, "Calmar Ratio": -0.11425113975754807, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.25202729924416, "% In Market": 12.591301460823374, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.041650452658554236, "Sub1_Sortino": 0.2840685503735674, "Sub1_Trades": 46, "Sub2_Calmar": -0.21031674050549107, "Sub2_Sortino": -0.9866608670456026, "Sub2_Trades": 100, "WFO_Score": -0.13537871705740262, "WFO_Min_Fold": -1.000523754233426, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.210697, -1.000524, -0.841846, -0.825393, 1.780173]", "OOS_Total Trades": 2, "OOS_Total P&L %": -1.221606444559431, "OOS_Sortino Ratio": -0.5916048856479654, "OOS_Calmar Ratio": -0.6438128150851155, "OOS_Max Drawdown %": -3.967546795542376, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 72, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f4ed43aa791dc5acb9c43996e862bf184244075f4c4497bc19a26a74310a1ea", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 60.0, "i_long_exit_activation_threshold": 369.95, "i_long_exit_activation_confirmation_threshold": 640.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "e7cd286847f18cd396f5275863329e6e9ff7b03243e6e45913991a57111dec63", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.789953370340205, \"dd_pct\": -22.74980645056708, \"calmar\": 0.21069680629386184, \"cagr_pct\": 4.793311562937981, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 7.260273972602739, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30635498899819624, \"sortino\": 0.47584287677157816}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -40.20516463566914, \"dd_pct\": -40.20516463566914, \"calmar\": -1.000523754233426, \"cagr_pct\": -40.226222260852666, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 10.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.850161780631067, \"sortino\": -3.344364850696121}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -26.497676619819423, \"dd_pct\": -31.49407434943058, \"calmar\": -0.8418464143228891, \"cagr_pct\": -26.513173563486607, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 17.945205479452056, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6113467876534378, \"sortino\": -2.3582190508175596}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -25.430708249946655, \"dd_pct\": -39.221573867414385, \"calmar\": -0.8253928964235384, \"cagr_pct\": -32.37320845671492, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 21.350364963503647, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3070544426909085, \"sortino\": -1.7238371835663164}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 18.018766790993233, \"dd_pct\": -10.129444180984404, \"calmar\": 1.7801726733989784, \"cagr_pct\": 18.032159727708734, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1628579437175457, \"sortino\": 2.2203936207807673}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.772919772074148, \"dd_pct\": -3.9495199369231737, \"calmar\": 3.681570429931815, \"cagr_pct\": 14.540435812202524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3821729749920375, \"sortino\": 3.2590186784608486}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.21677623419061, \"dd_pct\": -80.25202729924413, \"calmar\": -0.12190858147658404, \"cagr_pct\": -9.78341080867095, \"entries\": 146, \"exits\": 146, \"exposure_pct\": 12.549800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.31777983310618746, \"sortino\": -0.44568463588042856}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.20620603685123085, \"dd_pct\": -42.32269156379468, \"calmar\": -0.001580146307311726, \"cagr_pct\": -0.06687604479002329, \"entries\": 46, \"exits\": 46, \"exposure_pct\": 12.33362910381544, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13906746619856633, \"sortino\": 0.19105127962123455}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.1283723498798, \"dd_pct\": -71.96454296552032, \"calmar\": -0.21031674050549107, \"cagr_pct\": -15.135348108475602, \"entries\": 100, \"exits\": 100, \"exposure_pct\": 12.679045092838196, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6875617234501102, \"sortino\": -0.9866608670456026}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.221606444559431, \"dd_pct\": -3.967546795542376, \"calmar\": -0.6438128150851155, \"cagr_pct\": -2.554357471420066, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.899135446685879, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.44427107551011774, \"sortino\": -0.5916048856479654}]", "Additional_Threshold_Budget": 0, "Total Trades": 146, "Total P&L %": -57.21677623419061, "Sharpe Ratio": -0.31777983310618746, "Sortino Ratio": -0.44568463588042856, "Calmar Ratio": -0.12190858147658404, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.25202729924413, "% In Market": 12.549800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.001580146307311726, "Sub1_Sortino": 0.19105127962123455, "Sub1_Trades": 46, "Sub2_Calmar": -0.21031674050549107, "Sub2_Sortino": -0.9866608670456026, "Sub2_Trades": 100, "WFO_Score": -0.13537871705740262, "WFO_Min_Fold": -1.000523754233426, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.210697, -1.000524, -0.841846, -0.825393, 1.780173]", "OOS_Total Trades": 2, "OOS_Total P&L %": -1.221606444559431, "OOS_Sortino Ratio": -0.5916048856479654, "OOS_Calmar Ratio": -0.6438128150851155, "OOS_Max Drawdown %": -3.967546795542376, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 77, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f4ed43aa791dc5acb9c43996e862bf184244075f4c4497bc19a26a74310a1ea", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 60.0, "i_long_exit_activation_threshold": 370.05, "i_long_exit_activation_confirmation_threshold": 640.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "93387d4e722095b2006cf2118342c5e4a2b9c587918345ce920e372de89c3454", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.789953370340205, \"dd_pct\": -22.74980645056708, \"calmar\": 0.21069680629386184, \"cagr_pct\": 4.793311562937981, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 7.260273972602739, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30635498899819624, \"sortino\": 0.47584287677157816}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -40.20516463566914, \"dd_pct\": -40.20516463566914, \"calmar\": -1.000523754233426, \"cagr_pct\": -40.226222260852666, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 10.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.850161780631067, \"sortino\": -3.344364850696121}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -26.497676619819423, \"dd_pct\": -31.49407434943058, \"calmar\": -0.8418464143228891, \"cagr_pct\": -26.513173563486607, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 17.945205479452056, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6113467876534378, \"sortino\": -2.3582190508175596}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -25.430708249946655, \"dd_pct\": -39.221573867414385, \"calmar\": -0.8253928964235384, \"cagr_pct\": -32.37320845671492, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 21.350364963503647, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3070544426909085, \"sortino\": -1.7238371835663164}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 18.018766790993233, \"dd_pct\": -10.129444180984404, \"calmar\": 1.7801726733989784, \"cagr_pct\": 18.032159727708734, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1628579437175457, \"sortino\": 2.2203936207807673}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.772919772074148, \"dd_pct\": -3.9495199369231737, \"calmar\": 3.681570429931815, \"cagr_pct\": 14.540435812202524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3821729749920375, \"sortino\": 3.2590186784608486}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.21677623419061, \"dd_pct\": -80.25202729924413, \"calmar\": -0.12190858147658404, \"cagr_pct\": -9.78341080867095, \"entries\": 146, \"exits\": 146, \"exposure_pct\": 12.549800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.31777983310618746, \"sortino\": -0.44568463588042856}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.20620603685123085, \"dd_pct\": -42.32269156379468, \"calmar\": -0.001580146307311726, \"cagr_pct\": -0.06687604479002329, \"entries\": 46, \"exits\": 46, \"exposure_pct\": 12.33362910381544, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13906746619856633, \"sortino\": 0.19105127962123455}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.1283723498798, \"dd_pct\": -71.96454296552032, \"calmar\": -0.21031674050549107, \"cagr_pct\": -15.135348108475602, \"entries\": 100, \"exits\": 100, \"exposure_pct\": 12.679045092838196, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6875617234501102, \"sortino\": -0.9866608670456026}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.221606444559431, \"dd_pct\": -3.967546795542376, \"calmar\": -0.6438128150851155, \"cagr_pct\": -2.554357471420066, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.899135446685879, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.44427107551011774, \"sortino\": -0.5916048856479654}]", "Additional_Threshold_Budget": 0, "Total Trades": 146, "Total P&L %": -57.21677623419061, "Sharpe Ratio": -0.31777983310618746, "Sortino Ratio": -0.44568463588042856, "Calmar Ratio": -0.12190858147658404, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.25202729924413, "% In Market": 12.549800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.001580146307311726, "Sub1_Sortino": 0.19105127962123455, "Sub1_Trades": 46, "Sub2_Calmar": -0.21031674050549107, "Sub2_Sortino": -0.9866608670456026, "Sub2_Trades": 100, "WFO_Score": -0.13537871705740262, "WFO_Min_Fold": -1.000523754233426, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.210697, -1.000524, -0.841846, -0.825393, 1.780173]", "OOS_Total Trades": 2, "OOS_Total P&L %": -1.221606444559431, "OOS_Sortino Ratio": -0.5916048856479654, "OOS_Calmar Ratio": -0.6438128150851155, "OOS_Max Drawdown %": -3.967546795542376, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 8, "Fragile_1.0": 79, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f4ed43aa791dc5acb9c43996e862bf184244075f4c4497bc19a26a74310a1ea", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 60.0, "i_long_exit_activation_threshold": 371.0, "i_long_exit_activation_confirmation_threshold": 640.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "68a7abd8096102548f15f58977e22afd5f690381f1a4b2041df988adbc108b5d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.789953370340205, \"dd_pct\": -22.74980645056708, \"calmar\": 0.21069680629386184, \"cagr_pct\": 4.793311562937981, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 7.260273972602739, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30635498899819624, \"sortino\": 0.47584287677157816}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -40.36260320168942, \"dd_pct\": -40.36260320168942, \"calmar\": -1.0005230048049587, \"cagr_pct\": -40.38371303710454, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 8.835616438356164, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -3.6162319209134393, \"sortino\": -4.0350121106564085}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -25.60625558381234, \"dd_pct\": -31.49407434943058, \"calmar\": -0.8135284772638612, \"cagr_pct\": -25.621326348327088, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 17.80821917808219, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.5549313627194643, \"sortino\": -2.272907886880812}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -25.430708249946655, \"dd_pct\": -39.221573867414385, \"calmar\": -0.8253928964235384, \"cagr_pct\": -32.37320845671492, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 21.350364963503647, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3070544426909085, \"sortino\": -1.7238371835663164}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 18.49728253301293, \"dd_pct\": -9.76505742392213, \"calmar\": 1.8956425365000609, \"cagr_pct\": 18.511058224152496, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 12.945205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1900023485239857, \"sortino\": 2.2792911192241805}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.772919772074148, \"dd_pct\": -3.9495199369231737, \"calmar\": 3.681570429931815, \"cagr_pct\": 14.540435812202524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3821729749920375, \"sortino\": 3.2590186784608486}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -58.97395957963092, \"dd_pct\": -80.06515455544795, \"calmar\": -0.12790912640229068, \"cagr_pct\": -10.24106397445173, \"entries\": 145, \"exits\": 145, \"exposure_pct\": 12.400398406374503, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3373559567929652, \"sortino\": -0.46848087001145033}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -5.584791158309798, \"dd_pct\": -42.32269156379465, \"calmar\": -0.04359946618799226, \"cagr_pct\": -1.8452467598204898, \"entries\": 47, \"exits\": 47, \"exposure_pct\": 12.422360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08066643610241184, \"sortino\": 0.10869211263125911}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -56.547212124310335, \"dd_pct\": -71.6992467318764, \"calmar\": -0.20800281726490172, \"cagr_pct\": -14.913645316001588, \"entries\": 98, \"exits\": 98, \"exposure_pct\": 12.387267904509283, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6984855906625389, \"sortino\": -1.0078848045086028}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.221606444559431, \"dd_pct\": -3.967546795542376, \"calmar\": -0.6438128150851155, \"cagr_pct\": -2.554357471420066, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.899135446685879, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.44427107551011774, \"sortino\": -0.5916048856479654}]", "Additional_Threshold_Budget": 0, "Total Trades": 145, "Total P&L %": -58.97395957963092, "Sharpe Ratio": -0.3373559567929652, "Sortino Ratio": -0.46848087001145033, "Calmar Ratio": -0.12790912640229068, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.06515455544795, "% In Market": 12.400398406374503, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.04359946618799226, "Sub1_Sortino": 0.10869211263125911, "Sub1_Trades": 47, "Sub2_Calmar": -0.20800281726490172, "Sub2_Sortino": -1.0078848045086028, "Sub2_Trades": 98, "WFO_Score": -0.10662100713968714, "WFO_Min_Fold": -1.0005230048049587, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.210697, -1.000523, -0.813528, -0.825393, 1.895643]", "OOS_Total Trades": 2, "OOS_Total P&L %": -1.221606444559431, "OOS_Sortino Ratio": -0.5916048856479654, "OOS_Calmar Ratio": -0.6438128150851155, "OOS_Max Drawdown %": -3.967546795542376, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 83, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f4ed43aa791dc5acb9c43996e862bf184244075f4c4497bc19a26a74310a1ea", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 60.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 639.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "6786e765f3b8d8e808b84d440fdbfc755043107df147b75254ae4a5e93d7bbd5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.789953370340205, \"dd_pct\": -22.74980645056708, \"calmar\": 0.21069680629386184, \"cagr_pct\": 4.793311562937981, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 7.260273972602739, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30635498899819624, \"sortino\": 0.47584287677157816}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -40.20516463566914, \"dd_pct\": -40.20516463566914, \"calmar\": -1.000523754233426, \"cagr_pct\": -40.226222260852666, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 10.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.850161780631067, \"sortino\": -3.344364850696121}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -26.497676619819423, \"dd_pct\": -31.49407434943058, \"calmar\": -0.8418464143228891, \"cagr_pct\": -26.513173563486607, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 17.945205479452056, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6113467876534378, \"sortino\": -2.3582190508175596}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -25.430708249946655, \"dd_pct\": -39.221573867414385, \"calmar\": -0.8253928964235384, \"cagr_pct\": -32.37320845671492, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 21.350364963503647, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3070544426909085, \"sortino\": -1.7238371835663164}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 18.018766790993233, \"dd_pct\": -10.129444180984404, \"calmar\": 1.7801726733989784, \"cagr_pct\": 18.032159727708734, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1628579437175457, \"sortino\": 2.2203936207807673}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.772919772074148, \"dd_pct\": -3.9495199369231737, \"calmar\": 3.681570429931815, \"cagr_pct\": 14.540435812202524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3821729749920375, \"sortino\": 3.2590186784608486}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.21677623419061, \"dd_pct\": -80.25202729924413, \"calmar\": -0.12190858147658404, \"cagr_pct\": -9.78341080867095, \"entries\": 146, \"exits\": 146, \"exposure_pct\": 12.549800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.31777983310618746, \"sortino\": -0.44568463588042856}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.20620603685123085, \"dd_pct\": -42.32269156379468, \"calmar\": -0.001580146307311726, \"cagr_pct\": -0.06687604479002329, \"entries\": 46, \"exits\": 46, \"exposure_pct\": 12.33362910381544, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13906746619856633, \"sortino\": 0.19105127962123455}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.1283723498798, \"dd_pct\": -71.96454296552032, \"calmar\": -0.21031674050549107, \"cagr_pct\": -15.135348108475602, \"entries\": 100, \"exits\": 100, \"exposure_pct\": 12.679045092838196, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6875617234501102, \"sortino\": -0.9866608670456026}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.221606444559431, \"dd_pct\": -3.967546795542376, \"calmar\": -0.6438128150851155, \"cagr_pct\": -2.554357471420066, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.899135446685879, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.44427107551011774, \"sortino\": -0.5916048856479654}]", "Additional_Threshold_Budget": 0, "Total Trades": 146, "Total P&L %": -57.21677623419061, "Sharpe Ratio": -0.31777983310618746, "Sortino Ratio": -0.44568463588042856, "Calmar Ratio": -0.12190858147658404, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.25202729924413, "% In Market": 12.549800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.001580146307311726, "Sub1_Sortino": 0.19105127962123455, "Sub1_Trades": 46, "Sub2_Calmar": -0.21031674050549107, "Sub2_Sortino": -0.9866608670456026, "Sub2_Trades": 100, "WFO_Score": -0.13537871705740262, "WFO_Min_Fold": -1.000523754233426, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.210697, -1.000524, -0.841846, -0.825393, 1.780173]", "OOS_Total Trades": 2, "OOS_Total P&L %": -1.221606444559431, "OOS_Sortino Ratio": -0.5916048856479654, "OOS_Calmar Ratio": -0.6438128150851155, "OOS_Max Drawdown %": -3.967546795542376, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 76, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f4ed43aa791dc5acb9c43996e862bf184244075f4c4497bc19a26a74310a1ea", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 60.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 639.95, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "673a3fd998bcaf7c0a4002e27178a56cf991df0c71067941bea4084c6d5d3d48", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.789953370340205, \"dd_pct\": -22.74980645056708, \"calmar\": 0.21069680629386184, \"cagr_pct\": 4.793311562937981, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 7.260273972602739, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30635498899819624, \"sortino\": 0.47584287677157816}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -40.20516463566914, \"dd_pct\": -40.20516463566914, \"calmar\": -1.000523754233426, \"cagr_pct\": -40.226222260852666, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 10.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.850161780631067, \"sortino\": -3.344364850696121}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -26.497676619819423, \"dd_pct\": -31.49407434943058, \"calmar\": -0.8418464143228891, \"cagr_pct\": -26.513173563486607, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 17.945205479452056, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6113467876534378, \"sortino\": -2.3582190508175596}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -25.430708249946655, \"dd_pct\": -39.221573867414385, \"calmar\": -0.8253928964235384, \"cagr_pct\": -32.37320845671492, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 21.350364963503647, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3070544426909085, \"sortino\": -1.7238371835663164}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 18.018766790993233, \"dd_pct\": -10.129444180984404, \"calmar\": 1.7801726733989784, \"cagr_pct\": 18.032159727708734, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1628579437175457, \"sortino\": 2.2203936207807673}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.772919772074148, \"dd_pct\": -3.9495199369231737, \"calmar\": 3.681570429931815, \"cagr_pct\": 14.540435812202524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3821729749920375, \"sortino\": 3.2590186784608486}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.21677623419061, \"dd_pct\": -80.25202729924413, \"calmar\": -0.12190858147658404, \"cagr_pct\": -9.78341080867095, \"entries\": 146, \"exits\": 146, \"exposure_pct\": 12.549800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.31777983310618746, \"sortino\": -0.44568463588042856}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.20620603685123085, \"dd_pct\": -42.32269156379468, \"calmar\": -0.001580146307311726, \"cagr_pct\": -0.06687604479002329, \"entries\": 46, \"exits\": 46, \"exposure_pct\": 12.33362910381544, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13906746619856633, \"sortino\": 0.19105127962123455}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.1283723498798, \"dd_pct\": -71.96454296552032, \"calmar\": -0.21031674050549107, \"cagr_pct\": -15.135348108475602, \"entries\": 100, \"exits\": 100, \"exposure_pct\": 12.679045092838196, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6875617234501102, \"sortino\": -0.9866608670456026}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.221606444559431, \"dd_pct\": -3.967546795542376, \"calmar\": -0.6438128150851155, \"cagr_pct\": -2.554357471420066, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.899135446685879, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.44427107551011774, \"sortino\": -0.5916048856479654}]", "Additional_Threshold_Budget": 0, "Total Trades": 146, "Total P&L %": -57.21677623419061, "Sharpe Ratio": -0.31777983310618746, "Sortino Ratio": -0.44568463588042856, "Calmar Ratio": -0.12190858147658404, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.25202729924413, "% In Market": 12.549800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.001580146307311726, "Sub1_Sortino": 0.19105127962123455, "Sub1_Trades": 46, "Sub2_Calmar": -0.21031674050549107, "Sub2_Sortino": -0.9866608670456026, "Sub2_Trades": 100, "WFO_Score": -0.13537871705740262, "WFO_Min_Fold": -1.000523754233426, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.210697, -1.000524, -0.841846, -0.825393, 1.780173]", "OOS_Total Trades": 2, "OOS_Total P&L %": -1.221606444559431, "OOS_Sortino Ratio": -0.5916048856479654, "OOS_Calmar Ratio": -0.6438128150851155, "OOS_Max Drawdown %": -3.967546795542376, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 78, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f4ed43aa791dc5acb9c43996e862bf184244075f4c4497bc19a26a74310a1ea", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 60.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 640.05, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "a09597d7cad9e11bf884c10f88b80e6de8776066b93187cf1945f397615fef37", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.789953370340205, \"dd_pct\": -22.74980645056708, \"calmar\": 0.21069680629386184, \"cagr_pct\": 4.793311562937981, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 7.260273972602739, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30635498899819624, \"sortino\": 0.47584287677157816}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -40.20516463566914, \"dd_pct\": -40.20516463566914, \"calmar\": -1.000523754233426, \"cagr_pct\": -40.226222260852666, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 10.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.850161780631067, \"sortino\": -3.344364850696121}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -26.497676619819423, \"dd_pct\": -31.49407434943058, \"calmar\": -0.8418464143228891, \"cagr_pct\": -26.513173563486607, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 17.945205479452056, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6113467876534378, \"sortino\": -2.3582190508175596}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -25.430708249946655, \"dd_pct\": -39.221573867414385, \"calmar\": -0.8253928964235384, \"cagr_pct\": -32.37320845671492, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 21.350364963503647, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3070544426909085, \"sortino\": -1.7238371835663164}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 18.018766790993233, \"dd_pct\": -10.129444180984404, \"calmar\": 1.7801726733989784, \"cagr_pct\": 18.032159727708734, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1628579437175457, \"sortino\": 2.2203936207807673}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.772919772074148, \"dd_pct\": -3.9495199369231737, \"calmar\": 3.681570429931815, \"cagr_pct\": 14.540435812202524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3821729749920375, \"sortino\": 3.2590186784608486}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.21677623419061, \"dd_pct\": -80.25202729924413, \"calmar\": -0.12190858147658404, \"cagr_pct\": -9.78341080867095, \"entries\": 146, \"exits\": 146, \"exposure_pct\": 12.549800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.31777983310618746, \"sortino\": -0.44568463588042856}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.20620603685123085, \"dd_pct\": -42.32269156379468, \"calmar\": -0.001580146307311726, \"cagr_pct\": -0.06687604479002329, \"entries\": 46, \"exits\": 46, \"exposure_pct\": 12.33362910381544, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13906746619856633, \"sortino\": 0.19105127962123455}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.1283723498798, \"dd_pct\": -71.96454296552032, \"calmar\": -0.21031674050549107, \"cagr_pct\": -15.135348108475602, \"entries\": 100, \"exits\": 100, \"exposure_pct\": 12.679045092838196, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6875617234501102, \"sortino\": -0.9866608670456026}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.221606444559431, \"dd_pct\": -3.967546795542376, \"calmar\": -0.6438128150851155, \"cagr_pct\": -2.554357471420066, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.899135446685879, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.44427107551011774, \"sortino\": -0.5916048856479654}]", "Additional_Threshold_Budget": 0, "Total Trades": 146, "Total P&L %": -57.21677623419061, "Sharpe Ratio": -0.31777983310618746, "Sortino Ratio": -0.44568463588042856, "Calmar Ratio": -0.12190858147658404, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.25202729924413, "% In Market": 12.549800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.001580146307311726, "Sub1_Sortino": 0.19105127962123455, "Sub1_Trades": 46, "Sub2_Calmar": -0.21031674050549107, "Sub2_Sortino": -0.9866608670456026, "Sub2_Trades": 100, "WFO_Score": -0.13537871705740262, "WFO_Min_Fold": -1.000523754233426, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.210697, -1.000524, -0.841846, -0.825393, 1.780173]", "OOS_Total Trades": 2, "OOS_Total P&L %": -1.221606444559431, "OOS_Sortino Ratio": -0.5916048856479654, "OOS_Calmar Ratio": -0.6438128150851155, "OOS_Max Drawdown %": -3.967546795542376, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 77, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f4ed43aa791dc5acb9c43996e862bf184244075f4c4497bc19a26a74310a1ea", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 60.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 641.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "7ddb27da3cc4220c952747de4923dad6bfc3ae94b6a9931841e1dd5a993e9b34", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.789953370340205, \"dd_pct\": -22.74980645056708, \"calmar\": 0.21069680629386184, \"cagr_pct\": 4.793311562937981, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 7.260273972602739, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30635498899819624, \"sortino\": 0.47584287677157816}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -40.20516463566914, \"dd_pct\": -40.20516463566914, \"calmar\": -1.000523754233426, \"cagr_pct\": -40.226222260852666, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 10.342465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.850161780631067, \"sortino\": -3.344364850696121}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -26.497676619819423, \"dd_pct\": -31.49407434943058, \"calmar\": -0.8418464143228891, \"cagr_pct\": -26.513173563486607, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 17.945205479452056, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.6113467876534378, \"sortino\": -2.3582190508175596}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -25.430708249946655, \"dd_pct\": -39.221573867414385, \"calmar\": -0.8253928964235384, \"cagr_pct\": -32.37320845671492, \"entries\": 26, \"exits\": 27, \"exposure_pct\": 21.350364963503647, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.3070544426909085, \"sortino\": -1.7238371835663164}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 18.018766790993233, \"dd_pct\": -10.129444180984404, \"calmar\": 1.7801726733989784, \"cagr_pct\": 18.032159727708734, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 12.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1628579437175457, \"sortino\": 2.2203936207807673}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.772919772074148, \"dd_pct\": -3.9495199369231737, \"calmar\": 3.681570429931815, \"cagr_pct\": 14.540435812202524, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 2.6490066225165565, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.3821729749920375, \"sortino\": 3.2590186784608486}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.21677623419061, \"dd_pct\": -80.25202729924413, \"calmar\": -0.12190858147658404, \"cagr_pct\": -9.78341080867095, \"entries\": 146, \"exits\": 146, \"exposure_pct\": 12.549800796812749, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.31777983310618746, \"sortino\": -0.44568463588042856}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -0.20620603685123085, \"dd_pct\": -42.32269156379468, \"calmar\": -0.001580146307311726, \"cagr_pct\": -0.06687604479002329, \"entries\": 46, \"exits\": 46, \"exposure_pct\": 12.33362910381544, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13906746619856633, \"sortino\": 0.19105127962123455}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -57.1283723498798, \"dd_pct\": -71.96454296552032, \"calmar\": -0.21031674050549107, \"cagr_pct\": -15.135348108475602, \"entries\": 100, \"exits\": 100, \"exposure_pct\": 12.679045092838196, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.6875617234501102, \"sortino\": -0.9866608670456026}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -1.221606444559431, \"dd_pct\": -3.967546795542376, \"calmar\": -0.6438128150851155, \"cagr_pct\": -2.554357471420066, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 4.899135446685879, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.44427107551011774, \"sortino\": -0.5916048856479654}]", "Additional_Threshold_Budget": 0, "Total Trades": 146, "Total P&L %": -57.21677623419061, "Sharpe Ratio": -0.31777983310618746, "Sortino Ratio": -0.44568463588042856, "Calmar Ratio": -0.12190858147658404, "P&L/DD Ratio": 0.0, "Max Drawdown %": -80.25202729924413, "% In Market": 12.549800796812749, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.001580146307311726, "Sub1_Sortino": 0.19105127962123455, "Sub1_Trades": 46, "Sub2_Calmar": -0.21031674050549107, "Sub2_Sortino": -0.9866608670456026, "Sub2_Trades": 100, "WFO_Score": -0.13537871705740262, "WFO_Min_Fold": -1.000523754233426, "WFO_Neg_Folds": 3, "WFO_Fold_Calmars": "[0.210697, -1.000524, -0.841846, -0.825393, 1.780173]", "OOS_Total Trades": 2, "OOS_Total P&L %": -1.221606444559431, "OOS_Sortino Ratio": -0.5916048856479654, "OOS_Calmar Ratio": -0.6438128150851155, "OOS_Max Drawdown %": -3.967546795542376, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 75, "source": "diagnostic_center", "Policy": "canonical", "center_id": "1f4ed43aa791dc5acb9c43996e862bf184244075f4c4497bc19a26a74310a1ea", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -80.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": 70.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "c7521f84c3e0c1ad3b5df984f5c56400ba5f7146fc6d444f10eb05391137763d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 130.19805673922016, \"dd_pct\": -24.97154063614798, \"calmar\": 5.219123505258493, \"cagr_pct\": 130.32955469663753, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 42.12328767123288, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.8805559075395573, \"sortino\": 2.893154317830892}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -47.05623726401171, \"dd_pct\": -57.26330456480666, \"calmar\": -0.8221546694638912, \"cagr_pct\": -47.079293236888745, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4484053162318398, \"sortino\": -1.876572803933965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.139669497242938, \"dd_pct\": -18.5598783398745, \"calmar\": 1.5712544139499234, \"cagr_pct\": 29.16229076390139, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 68.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9539768445416866, \"sortino\": 1.421254639404389}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 32.697086290242616, \"dd_pct\": -16.591687107240837, \"calmar\": 2.7608290956398367, \"cagr_pct\": 45.80681251142286, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.21897810218978, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4273527732788134, \"sortino\": 2.1710134748045906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 41.755812025953, \"dd_pct\": -26.12421829586371, \"calmar\": 1.5996534261310165, \"cagr_pct\": 41.78969530197297, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 66.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1440565499946644, \"sortino\": 1.75192028296561}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.438315521147064, \"dd_pct\": -39.42985739749986, \"calmar\": -1.518316191130389, \"cagr_pct\": -59.86699090058638, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 74.83443708609272, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8378709840402168, \"sortino\": -2.4353115932794456}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 100.59072363199829, \"dd_pct\": -64.74643495431489, \"calmar\": 0.1360340401909395, \"cagr_pct\": 8.807719134795322, \"entries\": 56, \"exits\": 55, \"exposure_pct\": 46.505644090305445, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41132624226796155, \"sortino\": 0.5918964680670651}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.1786055959994934, \"dd_pct\": -59.015819038949836, \"calmar\": -0.006498366908290067, \"cagr_pct\": -0.3835064455083465, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 40.52795031055901, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24041736992549947, \"sortino\": 0.34303061278651453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 102.9830937336767, \"dd_pct\": -64.74643495431498, \"calmar\": 0.22708859377857676, \"cagr_pct\": 14.703176865951479, \"entries\": 36, \"exits\": 36, \"exposure_pct\": 50.07957559681697, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.54538863368978, \"sortino\": 0.791392437755131}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 56, "Total P&L %": 100.59072363199829, "Sharpe Ratio": 0.41132624226796155, "Sortino Ratio": 0.5918964680670651, "Calmar Ratio": 0.1360340401909395, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.74643495431489, "% In Market": 46.505644090305445, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006498366908290067, "Sub1_Sortino": 0.34303061278651453, "Sub1_Trades": 20, "Sub2_Calmar": 0.22708859377857676, "Sub2_Sortino": 0.791392437755131, "Sub2_Trades": 36, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.571254]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7b4ba0afe84c5dfae1a3e3f49cf40dbcd9e154b8248b5851765627e28524335", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -81.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": 70.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "812a1a7101588d0257b066abdd28d8b79914341024c298c3196126654da5bc6a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 130.19805673922016, \"dd_pct\": -24.97154063614798, \"calmar\": 5.219123505258493, \"cagr_pct\": 130.32955469663753, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 42.12328767123288, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.8805559075395573, \"sortino\": 2.893154317830892}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -47.05623726401171, \"dd_pct\": -57.26330456480666, \"calmar\": -0.8221546694638912, \"cagr_pct\": -47.079293236888745, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4484053162318398, \"sortino\": -1.876572803933965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.139669497242938, \"dd_pct\": -18.5598783398745, \"calmar\": 1.5712544139499234, \"cagr_pct\": 29.16229076390139, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 68.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9539768445416866, \"sortino\": 1.421254639404389}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 32.697086290242616, \"dd_pct\": -16.591687107240837, \"calmar\": 2.7608290956398367, \"cagr_pct\": 45.80681251142286, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.21897810218978, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4273527732788134, \"sortino\": 2.1710134748045906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 41.755812025953, \"dd_pct\": -26.12421829586371, \"calmar\": 1.5996534261310165, \"cagr_pct\": 41.78969530197297, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 66.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1440565499946644, \"sortino\": 1.75192028296561}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.438315521147064, \"dd_pct\": -39.42985739749986, \"calmar\": -1.518316191130389, \"cagr_pct\": -59.86699090058638, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 74.83443708609272, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8378709840402168, \"sortino\": -2.4353115932794456}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 104.40470954884672, \"dd_pct\": -64.7464349543149, \"calmar\": 0.13987683299079814, \"cagr_pct\": 9.056526268854281, \"entries\": 56, \"exits\": 55, \"exposure_pct\": 46.57204515272244, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41659381528905715, \"sortino\": 0.599577819246545}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 0.7003616848188177, \"dd_pct\": -59.015819038949836, \"calmar\": 0.003837029239077658, \"cagr_pct\": 0.22644542322056643, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 40.70541259982254, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.25296823922135747, \"sortino\": 0.36106776790445094}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 102.9830937336767, \"dd_pct\": -64.74643495431498, \"calmar\": 0.22708859377857676, \"cagr_pct\": 14.703176865951479, \"entries\": 36, \"exits\": 36, \"exposure_pct\": 50.07957559681697, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.54538863368978, \"sortino\": 0.791392437755131}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 56, "Total P&L %": 104.40470954884672, "Sharpe Ratio": 0.41659381528905715, "Sortino Ratio": 0.599577819246545, "Calmar Ratio": 0.13987683299079814, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.7464349543149, "% In Market": 46.57204515272244, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.003837029239077658, "Sub1_Sortino": 0.36106776790445094, "Sub1_Trades": 20, "Sub2_Calmar": 0.22708859377857676, "Sub2_Sortino": 0.791392437755131, "Sub2_Trades": 36, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.571254]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7b4ba0afe84c5dfae1a3e3f49cf40dbcd9e154b8248b5851765627e28524335", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -80.05, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": 70.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "6d747c599124bbee8cc2f99e8d1d7e5b6595da8c6660a452a279b6a351898488", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 130.19805673922016, \"dd_pct\": -24.97154063614798, \"calmar\": 5.219123505258493, \"cagr_pct\": 130.32955469663753, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 42.12328767123288, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.8805559075395573, \"sortino\": 2.893154317830892}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -47.05623726401171, \"dd_pct\": -57.26330456480666, \"calmar\": -0.8221546694638912, \"cagr_pct\": -47.079293236888745, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4484053162318398, \"sortino\": -1.876572803933965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.139669497242938, \"dd_pct\": -18.5598783398745, \"calmar\": 1.5712544139499234, \"cagr_pct\": 29.16229076390139, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 68.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9539768445416866, \"sortino\": 1.421254639404389}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 32.697086290242616, \"dd_pct\": -16.591687107240837, \"calmar\": 2.7608290956398367, \"cagr_pct\": 45.80681251142286, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.21897810218978, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4273527732788134, \"sortino\": 2.1710134748045906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 41.755812025953, \"dd_pct\": -26.12421829586371, \"calmar\": 1.5996534261310165, \"cagr_pct\": 41.78969530197297, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 66.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1440565499946644, \"sortino\": 1.75192028296561}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.438315521147064, \"dd_pct\": -39.42985739749986, \"calmar\": -1.518316191130389, \"cagr_pct\": -59.86699090058638, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 74.83443708609272, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8378709840402168, \"sortino\": -2.4353115932794456}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 100.59072363199829, \"dd_pct\": -64.74643495431489, \"calmar\": 0.1360340401909395, \"cagr_pct\": 8.807719134795322, \"entries\": 56, \"exits\": 55, \"exposure_pct\": 46.505644090305445, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41132624226796155, \"sortino\": 0.5918964680670651}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.1786055959994934, \"dd_pct\": -59.015819038949836, \"calmar\": -0.006498366908290067, \"cagr_pct\": -0.3835064455083465, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 40.52795031055901, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24041736992549947, \"sortino\": 0.34303061278651453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 102.9830937336767, \"dd_pct\": -64.74643495431498, \"calmar\": 0.22708859377857676, \"cagr_pct\": 14.703176865951479, \"entries\": 36, \"exits\": 36, \"exposure_pct\": 50.07957559681697, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.54538863368978, \"sortino\": 0.791392437755131}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 56, "Total P&L %": 100.59072363199829, "Sharpe Ratio": 0.41132624226796155, "Sortino Ratio": 0.5918964680670651, "Calmar Ratio": 0.1360340401909395, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.74643495431489, "% In Market": 46.505644090305445, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006498366908290067, "Sub1_Sortino": 0.34303061278651453, "Sub1_Trades": 20, "Sub2_Calmar": 0.22708859377857676, "Sub2_Sortino": 0.791392437755131, "Sub2_Trades": 36, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.571254]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7b4ba0afe84c5dfae1a3e3f49cf40dbcd9e154b8248b5851765627e28524335", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -79.95, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": 70.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "070dac2525d39273c685704990205853b43bdb84ae6945f517ed3a51e651b739", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 130.19805673922016, \"dd_pct\": -24.97154063614798, \"calmar\": 5.219123505258493, \"cagr_pct\": 130.32955469663753, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 42.12328767123288, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.8805559075395573, \"sortino\": 2.893154317830892}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -47.05623726401171, \"dd_pct\": -57.26330456480666, \"calmar\": -0.8221546694638912, \"cagr_pct\": -47.079293236888745, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4484053162318398, \"sortino\": -1.876572803933965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.139669497242938, \"dd_pct\": -18.5598783398745, \"calmar\": 1.5712544139499234, \"cagr_pct\": 29.16229076390139, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 68.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9539768445416866, \"sortino\": 1.421254639404389}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 32.697086290242616, \"dd_pct\": -16.591687107240837, \"calmar\": 2.7608290956398367, \"cagr_pct\": 45.80681251142286, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.21897810218978, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4273527732788134, \"sortino\": 2.1710134748045906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 41.755812025953, \"dd_pct\": -26.12421829586371, \"calmar\": 1.5996534261310165, \"cagr_pct\": 41.78969530197297, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 66.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1440565499946644, \"sortino\": 1.75192028296561}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.438315521147064, \"dd_pct\": -39.42985739749986, \"calmar\": -1.518316191130389, \"cagr_pct\": -59.86699090058638, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 74.83443708609272, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8378709840402168, \"sortino\": -2.4353115932794456}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 100.59072363199829, \"dd_pct\": -64.74643495431489, \"calmar\": 0.1360340401909395, \"cagr_pct\": 8.807719134795322, \"entries\": 56, \"exits\": 55, \"exposure_pct\": 46.505644090305445, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41132624226796155, \"sortino\": 0.5918964680670651}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.1786055959994934, \"dd_pct\": -59.015819038949836, \"calmar\": -0.006498366908290067, \"cagr_pct\": -0.3835064455083465, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 40.52795031055901, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24041736992549947, \"sortino\": 0.34303061278651453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 102.9830937336767, \"dd_pct\": -64.74643495431498, \"calmar\": 0.22708859377857676, \"cagr_pct\": 14.703176865951479, \"entries\": 36, \"exits\": 36, \"exposure_pct\": 50.07957559681697, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.54538863368978, \"sortino\": 0.791392437755131}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 56, "Total P&L %": 100.59072363199829, "Sharpe Ratio": 0.41132624226796155, "Sortino Ratio": 0.5918964680670651, "Calmar Ratio": 0.1360340401909395, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.74643495431489, "% In Market": 46.505644090305445, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006498366908290067, "Sub1_Sortino": 0.34303061278651453, "Sub1_Trades": 20, "Sub2_Calmar": 0.22708859377857676, "Sub2_Sortino": 0.791392437755131, "Sub2_Trades": 36, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.571254]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7b4ba0afe84c5dfae1a3e3f49cf40dbcd9e154b8248b5851765627e28524335", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -79.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": 70.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "5d038ee6c9675f540438796860f38c015e3130a5b5689a48f94ee79a0020d8ba", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 130.19805673922016, \"dd_pct\": -24.97154063614798, \"calmar\": 5.219123505258493, \"cagr_pct\": 130.32955469663753, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 42.12328767123288, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.8805559075395573, \"sortino\": 2.893154317830892}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -47.05623726401171, \"dd_pct\": -57.26330456480666, \"calmar\": -0.8221546694638912, \"cagr_pct\": -47.079293236888745, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4484053162318398, \"sortino\": -1.876572803933965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.139669497242938, \"dd_pct\": -18.5598783398745, \"calmar\": 1.5712544139499234, \"cagr_pct\": 29.16229076390139, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 68.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9539768445416866, \"sortino\": 1.421254639404389}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 32.697086290242616, \"dd_pct\": -16.591687107240837, \"calmar\": 2.7608290956398367, \"cagr_pct\": 45.80681251142286, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.21897810218978, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4273527732788134, \"sortino\": 2.1710134748045906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 41.755812025953, \"dd_pct\": -26.12421829586371, \"calmar\": 1.5996534261310165, \"cagr_pct\": 41.78969530197297, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 66.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1440565499946644, \"sortino\": 1.75192028296561}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.438315521147064, \"dd_pct\": -39.42985739749986, \"calmar\": -1.518316191130389, \"cagr_pct\": -59.86699090058638, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 74.83443708609272, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8378709840402168, \"sortino\": -2.4353115932794456}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 100.59072363199829, \"dd_pct\": -64.74643495431489, \"calmar\": 0.1360340401909395, \"cagr_pct\": 8.807719134795322, \"entries\": 56, \"exits\": 55, \"exposure_pct\": 46.505644090305445, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41132624226796155, \"sortino\": 0.5918964680670651}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.1786055959994934, \"dd_pct\": -59.015819038949836, \"calmar\": -0.006498366908290067, \"cagr_pct\": -0.3835064455083465, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 40.52795031055901, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24041736992549947, \"sortino\": 0.34303061278651453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 102.9830937336767, \"dd_pct\": -64.74643495431498, \"calmar\": 0.22708859377857676, \"cagr_pct\": 14.703176865951479, \"entries\": 36, \"exits\": 36, \"exposure_pct\": 50.07957559681697, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.54538863368978, \"sortino\": 0.791392437755131}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 56, "Total P&L %": 100.59072363199829, "Sharpe Ratio": 0.41132624226796155, "Sortino Ratio": 0.5918964680670651, "Calmar Ratio": 0.1360340401909395, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.74643495431489, "% In Market": 46.505644090305445, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006498366908290067, "Sub1_Sortino": 0.34303061278651453, "Sub1_Trades": 20, "Sub2_Calmar": 0.22708859377857676, "Sub2_Sortino": 0.791392437755131, "Sub2_Trades": 36, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.571254]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7b4ba0afe84c5dfae1a3e3f49cf40dbcd9e154b8248b5851765627e28524335", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -80.0, "i_long_exit_activation_threshold": 69.0, "i_long_exit_activation_confirmation_threshold": 70.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "513732457fbf30fd6ae14000b508be028bf0adcf90c5e12e69b2af1dad7e4a8e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 130.19805673922016, \"dd_pct\": -24.97154063614798, \"calmar\": 5.219123505258493, \"cagr_pct\": 130.32955469663753, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 42.12328767123288, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.8805559075395573, \"sortino\": 2.893154317830892}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -47.05623726401171, \"dd_pct\": -57.26330456480666, \"calmar\": -0.8221546694638912, \"cagr_pct\": -47.079293236888745, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4484053162318398, \"sortino\": -1.876572803933965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.139669497242938, \"dd_pct\": -18.5598783398745, \"calmar\": 1.5712544139499234, \"cagr_pct\": 29.16229076390139, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 68.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9539768445416866, \"sortino\": 1.421254639404389}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 32.697086290242616, \"dd_pct\": -16.591687107240837, \"calmar\": 2.7608290956398367, \"cagr_pct\": 45.80681251142286, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.21897810218978, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4273527732788134, \"sortino\": 2.1710134748045906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 41.65089953587619, \"dd_pct\": -26.12421829586371, \"calmar\": 1.5956338067078342, \"cagr_pct\": 41.68468588669546, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 66.64383561643835, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1419262524777156, \"sortino\": 1.7484112993887606}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.438315521147064, \"dd_pct\": -39.42985739749986, \"calmar\": -1.518316191130389, \"cagr_pct\": -59.86699090058638, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 74.83443708609272, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8378709840402168, \"sortino\": -2.4353115932794456}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 95.2641822740817, \"dd_pct\": -64.74643495431489, \"calmar\": 0.13055838504803724, \"cagr_pct\": 8.453189985253141, \"entries\": 57, \"exits\": 56, \"exposure_pct\": 46.44754316069057, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4038098002816373, \"sortino\": 0.5810326218910552}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -3.731488482583023, \"dd_pct\": -60.0745757467166, \"calmar\": -0.02038993562424776, \"cagr_pct\": -1.224916732129547, \"entries\": 21, \"exits\": 20, \"exposure_pct\": 40.4170363797693, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.22330072633855352, \"sortino\": 0.31856082623931964}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 102.83286735845559, \"dd_pct\": -64.74643495431498, \"calmar\": 0.2268344646866928, \"cagr_pct\": 14.686722913233814, \"entries\": 36, \"exits\": 36, \"exposure_pct\": 50.05305039787798, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5450204830172276, \"sortino\": 0.7908430338745827}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 57, "Total P&L %": 95.2641822740817, "Sharpe Ratio": 0.4038098002816373, "Sortino Ratio": 0.5810326218910552, "Calmar Ratio": 0.13055838504803724, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.74643495431489, "% In Market": 46.44754316069057, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.02038993562424776, "Sub1_Sortino": 0.31856082623931964, "Sub1_Trades": 21, "Sub2_Calmar": 0.2268344646866928, "Sub2_Sortino": 0.7908430338745827, "Sub2_Trades": 36, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.571254]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7b4ba0afe84c5dfae1a3e3f49cf40dbcd9e154b8248b5851765627e28524335", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -80.0, "i_long_exit_activation_threshold": 69.95, "i_long_exit_activation_confirmation_threshold": 70.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "9cf49a8c88943ca1ef277a277ebc7fbc503c60c9946167fffcd5fe5aa604947f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 130.19805673922016, \"dd_pct\": -24.97154063614798, \"calmar\": 5.219123505258493, \"cagr_pct\": 130.32955469663753, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 42.12328767123288, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.8805559075395573, \"sortino\": 2.893154317830892}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -47.05623726401171, \"dd_pct\": -57.26330456480666, \"calmar\": -0.8221546694638912, \"cagr_pct\": -47.079293236888745, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4484053162318398, \"sortino\": -1.876572803933965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.139669497242938, \"dd_pct\": -18.5598783398745, \"calmar\": 1.5712544139499234, \"cagr_pct\": 29.16229076390139, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 68.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9539768445416866, \"sortino\": 1.421254639404389}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 32.697086290242616, \"dd_pct\": -16.591687107240837, \"calmar\": 2.7608290956398367, \"cagr_pct\": 45.80681251142286, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.21897810218978, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4273527732788134, \"sortino\": 2.1710134748045906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 41.755812025953, \"dd_pct\": -26.12421829586371, \"calmar\": 1.5996534261310165, \"cagr_pct\": 41.78969530197297, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 66.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1440565499946644, \"sortino\": 1.75192028296561}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.438315521147064, \"dd_pct\": -39.42985739749986, \"calmar\": -1.518316191130389, \"cagr_pct\": -59.86699090058638, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 74.83443708609272, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8378709840402168, \"sortino\": -2.4353115932794456}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 100.59072363199829, \"dd_pct\": -64.74643495431489, \"calmar\": 0.1360340401909395, \"cagr_pct\": 8.807719134795322, \"entries\": 56, \"exits\": 55, \"exposure_pct\": 46.505644090305445, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41132624226796155, \"sortino\": 0.5918964680670651}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.1786055959994934, \"dd_pct\": -59.015819038949836, \"calmar\": -0.006498366908290067, \"cagr_pct\": -0.3835064455083465, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 40.52795031055901, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24041736992549947, \"sortino\": 0.34303061278651453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 102.9830937336767, \"dd_pct\": -64.74643495431498, \"calmar\": 0.22708859377857676, \"cagr_pct\": 14.703176865951479, \"entries\": 36, \"exits\": 36, \"exposure_pct\": 50.07957559681697, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.54538863368978, \"sortino\": 0.791392437755131}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 56, "Total P&L %": 100.59072363199829, "Sharpe Ratio": 0.41132624226796155, "Sortino Ratio": 0.5918964680670651, "Calmar Ratio": 0.1360340401909395, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.74643495431489, "% In Market": 46.505644090305445, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006498366908290067, "Sub1_Sortino": 0.34303061278651453, "Sub1_Trades": 20, "Sub2_Calmar": 0.22708859377857676, "Sub2_Sortino": 0.791392437755131, "Sub2_Trades": 36, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.571254]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7b4ba0afe84c5dfae1a3e3f49cf40dbcd9e154b8248b5851765627e28524335", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -80.0, "i_long_exit_activation_threshold": 70.05, "i_long_exit_activation_confirmation_threshold": 70.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "e050c019050341aeeb4e9cd7b1d2c75da1461a884a17b489136a0cfd2653d57c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 130.19805673922016, \"dd_pct\": -24.97154063614798, \"calmar\": 5.219123505258493, \"cagr_pct\": 130.32955469663753, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 42.12328767123288, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.8805559075395573, \"sortino\": 2.893154317830892}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -47.05623726401171, \"dd_pct\": -57.26330456480666, \"calmar\": -0.8221546694638912, \"cagr_pct\": -47.079293236888745, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4484053162318398, \"sortino\": -1.876572803933965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.139669497242938, \"dd_pct\": -18.5598783398745, \"calmar\": 1.5712544139499234, \"cagr_pct\": 29.16229076390139, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 68.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9539768445416866, \"sortino\": 1.421254639404389}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 32.697086290242616, \"dd_pct\": -16.591687107240837, \"calmar\": 2.7608290956398367, \"cagr_pct\": 45.80681251142286, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.21897810218978, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4273527732788134, \"sortino\": 2.1710134748045906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 41.755812025953, \"dd_pct\": -26.12421829586371, \"calmar\": 1.5996534261310165, \"cagr_pct\": 41.78969530197297, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 66.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1440565499946644, \"sortino\": 1.75192028296561}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.438315521147064, \"dd_pct\": -39.42985739749986, \"calmar\": -1.518316191130389, \"cagr_pct\": -59.86699090058638, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 74.83443708609272, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8378709840402168, \"sortino\": -2.4353115932794456}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 100.59072363199829, \"dd_pct\": -64.74643495431489, \"calmar\": 0.1360340401909395, \"cagr_pct\": 8.807719134795322, \"entries\": 56, \"exits\": 55, \"exposure_pct\": 46.505644090305445, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41132624226796155, \"sortino\": 0.5918964680670651}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.1786055959994934, \"dd_pct\": -59.015819038949836, \"calmar\": -0.006498366908290067, \"cagr_pct\": -0.3835064455083465, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 40.52795031055901, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24041736992549947, \"sortino\": 0.34303061278651453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 102.9830937336767, \"dd_pct\": -64.74643495431498, \"calmar\": 0.22708859377857676, \"cagr_pct\": 14.703176865951479, \"entries\": 36, \"exits\": 36, \"exposure_pct\": 50.07957559681697, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.54538863368978, \"sortino\": 0.791392437755131}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 56, "Total P&L %": 100.59072363199829, "Sharpe Ratio": 0.41132624226796155, "Sortino Ratio": 0.5918964680670651, "Calmar Ratio": 0.1360340401909395, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.74643495431489, "% In Market": 46.505644090305445, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006498366908290067, "Sub1_Sortino": 0.34303061278651453, "Sub1_Trades": 20, "Sub2_Calmar": 0.22708859377857676, "Sub2_Sortino": 0.791392437755131, "Sub2_Trades": 36, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.571254]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7b4ba0afe84c5dfae1a3e3f49cf40dbcd9e154b8248b5851765627e28524335", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -80.0, "i_long_exit_activation_threshold": 71.0, "i_long_exit_activation_confirmation_threshold": 70.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "2918f6a3715d486192409cc98026be7d8fce16f4dd7e6ef39a7fdda9b5326813", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 130.19805673922016, \"dd_pct\": -24.97154063614798, \"calmar\": 5.219123505258493, \"cagr_pct\": 130.32955469663753, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 42.12328767123288, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.8805559075395573, \"sortino\": 2.893154317830892}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -47.05623726401171, \"dd_pct\": -57.26330456480666, \"calmar\": -0.8221546694638912, \"cagr_pct\": -47.079293236888745, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4484053162318398, \"sortino\": -1.876572803933965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.139669497242938, \"dd_pct\": -18.5598783398745, \"calmar\": 1.5712544139499234, \"cagr_pct\": 29.16229076390139, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 68.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9539768445416866, \"sortino\": 1.421254639404389}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 32.697086290242616, \"dd_pct\": -16.591687107240837, \"calmar\": 2.7608290956398367, \"cagr_pct\": 45.80681251142286, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.21897810218978, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4273527732788134, \"sortino\": 2.1710134748045906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 41.755812025953, \"dd_pct\": -26.12421829586371, \"calmar\": 1.5996534261310165, \"cagr_pct\": 41.78969530197297, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 66.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1440565499946644, \"sortino\": 1.75192028296561}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.438315521147064, \"dd_pct\": -39.42985739749986, \"calmar\": -1.518316191130389, \"cagr_pct\": -59.86699090058638, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 74.83443708609272, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8378709840402168, \"sortino\": -2.4353115932794456}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 100.59072363199829, \"dd_pct\": -64.74643495431489, \"calmar\": 0.1360340401909395, \"cagr_pct\": 8.807719134795322, \"entries\": 56, \"exits\": 55, \"exposure_pct\": 46.505644090305445, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41132624226796155, \"sortino\": 0.5918964680670651}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.1786055959994934, \"dd_pct\": -59.015819038949836, \"calmar\": -0.006498366908290067, \"cagr_pct\": -0.3835064455083465, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 40.52795031055901, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24041736992549947, \"sortino\": 0.34303061278651453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 102.9830937336767, \"dd_pct\": -64.74643495431498, \"calmar\": 0.22708859377857676, \"cagr_pct\": 14.703176865951479, \"entries\": 36, \"exits\": 36, \"exposure_pct\": 50.07957559681697, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.54538863368978, \"sortino\": 0.791392437755131}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 56, "Total P&L %": 100.59072363199829, "Sharpe Ratio": 0.41132624226796155, "Sortino Ratio": 0.5918964680670651, "Calmar Ratio": 0.1360340401909395, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.74643495431489, "% In Market": 46.505644090305445, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006498366908290067, "Sub1_Sortino": 0.34303061278651453, "Sub1_Trades": 20, "Sub2_Calmar": 0.22708859377857676, "Sub2_Sortino": 0.791392437755131, "Sub2_Trades": 36, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.571254]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7b4ba0afe84c5dfae1a3e3f49cf40dbcd9e154b8248b5851765627e28524335", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -80.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": 69.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "454267bccc25bae1dcec5f3b7489f0f92505eb169895595765d04f5624514b56", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 130.19805673922016, \"dd_pct\": -24.97154063614798, \"calmar\": 5.219123505258493, \"cagr_pct\": 130.32955469663753, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 42.12328767123288, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.8805559075395573, \"sortino\": 2.893154317830892}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -47.05623726401171, \"dd_pct\": -57.26330456480666, \"calmar\": -0.8221546694638912, \"cagr_pct\": -47.079293236888745, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4484053162318398, \"sortino\": -1.876572803933965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.139669497242938, \"dd_pct\": -18.5598783398745, \"calmar\": 1.5712544139499234, \"cagr_pct\": 29.16229076390139, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 68.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9539768445416866, \"sortino\": 1.421254639404389}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 32.697086290242616, \"dd_pct\": -16.591687107240837, \"calmar\": 2.7608290956398367, \"cagr_pct\": 45.80681251142286, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.21897810218978, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4273527732788134, \"sortino\": 2.1710134748045906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 41.755812025953, \"dd_pct\": -26.12421829586371, \"calmar\": 1.5996534261310165, \"cagr_pct\": 41.78969530197297, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 66.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1440565499946644, \"sortino\": 1.75192028296561}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.438315521147064, \"dd_pct\": -39.42985739749986, \"calmar\": -1.518316191130389, \"cagr_pct\": -59.86699090058638, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 74.83443708609272, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8378709840402168, \"sortino\": -2.4353115932794456}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 100.59072363199829, \"dd_pct\": -64.74643495431489, \"calmar\": 0.1360340401909395, \"cagr_pct\": 8.807719134795322, \"entries\": 56, \"exits\": 55, \"exposure_pct\": 46.505644090305445, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41132624226796155, \"sortino\": 0.5918964680670651}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.1786055959994934, \"dd_pct\": -59.015819038949836, \"calmar\": -0.006498366908290067, \"cagr_pct\": -0.3835064455083465, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 40.52795031055901, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24041736992549947, \"sortino\": 0.34303061278651453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 102.9830937336767, \"dd_pct\": -64.74643495431498, \"calmar\": 0.22708859377857676, \"cagr_pct\": 14.703176865951479, \"entries\": 36, \"exits\": 36, \"exposure_pct\": 50.07957559681697, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.54538863368978, \"sortino\": 0.791392437755131}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 56, "Total P&L %": 100.59072363199829, "Sharpe Ratio": 0.41132624226796155, "Sortino Ratio": 0.5918964680670651, "Calmar Ratio": 0.1360340401909395, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.74643495431489, "% In Market": 46.505644090305445, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006498366908290067, "Sub1_Sortino": 0.34303061278651453, "Sub1_Trades": 20, "Sub2_Calmar": 0.22708859377857676, "Sub2_Sortino": 0.791392437755131, "Sub2_Trades": 36, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.571254]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7b4ba0afe84c5dfae1a3e3f49cf40dbcd9e154b8248b5851765627e28524335", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -80.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": 69.95, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "c7cd2627ad26d9ecf730a1fcdccebcbbb27233c2ec2e28073ac0f7a361ff1a77", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 130.19805673922016, \"dd_pct\": -24.97154063614798, \"calmar\": 5.219123505258493, \"cagr_pct\": 130.32955469663753, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 42.12328767123288, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.8805559075395573, \"sortino\": 2.893154317830892}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -47.05623726401171, \"dd_pct\": -57.26330456480666, \"calmar\": -0.8221546694638912, \"cagr_pct\": -47.079293236888745, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4484053162318398, \"sortino\": -1.876572803933965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.139669497242938, \"dd_pct\": -18.5598783398745, \"calmar\": 1.5712544139499234, \"cagr_pct\": 29.16229076390139, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 68.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9539768445416866, \"sortino\": 1.421254639404389}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 32.697086290242616, \"dd_pct\": -16.591687107240837, \"calmar\": 2.7608290956398367, \"cagr_pct\": 45.80681251142286, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.21897810218978, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4273527732788134, \"sortino\": 2.1710134748045906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 41.755812025953, \"dd_pct\": -26.12421829586371, \"calmar\": 1.5996534261310165, \"cagr_pct\": 41.78969530197297, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 66.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1440565499946644, \"sortino\": 1.75192028296561}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.438315521147064, \"dd_pct\": -39.42985739749986, \"calmar\": -1.518316191130389, \"cagr_pct\": -59.86699090058638, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 74.83443708609272, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8378709840402168, \"sortino\": -2.4353115932794456}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 100.59072363199829, \"dd_pct\": -64.74643495431489, \"calmar\": 0.1360340401909395, \"cagr_pct\": 8.807719134795322, \"entries\": 56, \"exits\": 55, \"exposure_pct\": 46.505644090305445, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41132624226796155, \"sortino\": 0.5918964680670651}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.1786055959994934, \"dd_pct\": -59.015819038949836, \"calmar\": -0.006498366908290067, \"cagr_pct\": -0.3835064455083465, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 40.52795031055901, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24041736992549947, \"sortino\": 0.34303061278651453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 102.9830937336767, \"dd_pct\": -64.74643495431498, \"calmar\": 0.22708859377857676, \"cagr_pct\": 14.703176865951479, \"entries\": 36, \"exits\": 36, \"exposure_pct\": 50.07957559681697, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.54538863368978, \"sortino\": 0.791392437755131}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 56, "Total P&L %": 100.59072363199829, "Sharpe Ratio": 0.41132624226796155, "Sortino Ratio": 0.5918964680670651, "Calmar Ratio": 0.1360340401909395, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.74643495431489, "% In Market": 46.505644090305445, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006498366908290067, "Sub1_Sortino": 0.34303061278651453, "Sub1_Trades": 20, "Sub2_Calmar": 0.22708859377857676, "Sub2_Sortino": 0.791392437755131, "Sub2_Trades": 36, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.571254]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7b4ba0afe84c5dfae1a3e3f49cf40dbcd9e154b8248b5851765627e28524335", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -80.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": 70.05, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "cb4b632cac82329c47d3f482e874a6d5858f81fe91646365bff2273584361304", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 130.19805673922016, \"dd_pct\": -24.97154063614798, \"calmar\": 5.219123505258493, \"cagr_pct\": 130.32955469663753, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 42.12328767123288, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.8805559075395573, \"sortino\": 2.893154317830892}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -47.05623726401171, \"dd_pct\": -57.26330456480666, \"calmar\": -0.8221546694638912, \"cagr_pct\": -47.079293236888745, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4484053162318398, \"sortino\": -1.876572803933965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.139669497242938, \"dd_pct\": -18.5598783398745, \"calmar\": 1.5712544139499234, \"cagr_pct\": 29.16229076390139, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 68.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9539768445416866, \"sortino\": 1.421254639404389}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 32.697086290242616, \"dd_pct\": -16.591687107240837, \"calmar\": 2.7608290956398367, \"cagr_pct\": 45.80681251142286, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.21897810218978, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4273527732788134, \"sortino\": 2.1710134748045906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 41.755812025953, \"dd_pct\": -26.12421829586371, \"calmar\": 1.5996534261310165, \"cagr_pct\": 41.78969530197297, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 66.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1440565499946644, \"sortino\": 1.75192028296561}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.438315521147064, \"dd_pct\": -39.42985739749986, \"calmar\": -1.518316191130389, \"cagr_pct\": -59.86699090058638, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 74.83443708609272, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8378709840402168, \"sortino\": -2.4353115932794456}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 100.59072363199829, \"dd_pct\": -64.74643495431489, \"calmar\": 0.1360340401909395, \"cagr_pct\": 8.807719134795322, \"entries\": 56, \"exits\": 55, \"exposure_pct\": 46.505644090305445, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41132624226796155, \"sortino\": 0.5918964680670651}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.1786055959994934, \"dd_pct\": -59.015819038949836, \"calmar\": -0.006498366908290067, \"cagr_pct\": -0.3835064455083465, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 40.52795031055901, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24041736992549947, \"sortino\": 0.34303061278651453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 102.9830937336767, \"dd_pct\": -64.74643495431498, \"calmar\": 0.22708859377857676, \"cagr_pct\": 14.703176865951479, \"entries\": 36, \"exits\": 36, \"exposure_pct\": 50.07957559681697, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.54538863368978, \"sortino\": 0.791392437755131}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 56, "Total P&L %": 100.59072363199829, "Sharpe Ratio": 0.41132624226796155, "Sortino Ratio": 0.5918964680670651, "Calmar Ratio": 0.1360340401909395, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.74643495431489, "% In Market": 46.505644090305445, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006498366908290067, "Sub1_Sortino": 0.34303061278651453, "Sub1_Trades": 20, "Sub2_Calmar": 0.22708859377857676, "Sub2_Sortino": 0.791392437755131, "Sub2_Trades": 36, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.571254]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7b4ba0afe84c5dfae1a3e3f49cf40dbcd9e154b8248b5851765627e28524335", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -80.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": 71.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "8cfbbdf3611469771d24497a189988198e16507c397d516cd0df350d4491bbc9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 130.19805673922016, \"dd_pct\": -24.97154063614798, \"calmar\": 5.219123505258493, \"cagr_pct\": 130.32955469663753, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 42.12328767123288, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.8805559075395573, \"sortino\": 2.893154317830892}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -47.05623726401171, \"dd_pct\": -57.26330456480666, \"calmar\": -0.8221546694638912, \"cagr_pct\": -47.079293236888745, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 23.904109589041095, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4484053162318398, \"sortino\": -1.876572803933965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 29.139669497242938, \"dd_pct\": -18.5598783398745, \"calmar\": 1.5712544139499234, \"cagr_pct\": 29.16229076390139, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 68.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9539768445416866, \"sortino\": 1.421254639404389}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 32.697086290242616, \"dd_pct\": -16.591687107240837, \"calmar\": 2.7608290956398367, \"cagr_pct\": 45.80681251142286, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 35.21897810218978, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4273527732788134, \"sortino\": 2.1710134748045906}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 41.755812025953, \"dd_pct\": -26.12421829586371, \"calmar\": 1.5996534261310165, \"cagr_pct\": 41.78969530197297, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 66.78082191780823, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1440565499946644, \"sortino\": 1.75192028296561}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.438315521147064, \"dd_pct\": -39.42985739749986, \"calmar\": -1.518316191130389, \"cagr_pct\": -59.86699090058638, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 74.83443708609272, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8378709840402168, \"sortino\": -2.4353115932794456}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 100.59072363199829, \"dd_pct\": -64.74643495431489, \"calmar\": 0.1360340401909395, \"cagr_pct\": 8.807719134795322, \"entries\": 56, \"exits\": 55, \"exposure_pct\": 46.505644090305445, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.41132624226796155, \"sortino\": 0.5918964680670651}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -1.1786055959994934, \"dd_pct\": -59.015819038949836, \"calmar\": -0.006498366908290067, \"cagr_pct\": -0.3835064455083465, \"entries\": 20, \"exits\": 19, \"exposure_pct\": 40.52795031055901, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.24041736992549947, \"sortino\": 0.34303061278651453}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 102.9830937336767, \"dd_pct\": -64.74643495431498, \"calmar\": 0.22708859377857676, \"cagr_pct\": 14.703176865951479, \"entries\": 36, \"exits\": 36, \"exposure_pct\": 50.07957559681697, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.54538863368978, \"sortino\": 0.791392437755131}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 56, "Total P&L %": 100.59072363199829, "Sharpe Ratio": 0.41132624226796155, "Sortino Ratio": 0.5918964680670651, "Calmar Ratio": 0.1360340401909395, "P&L/DD Ratio": 0.0, "Max Drawdown %": -64.74643495431489, "% In Market": 46.505644090305445, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.006498366908290067, "Sub1_Sortino": 0.34303061278651453, "Sub1_Trades": 20, "Sub2_Calmar": 0.22708859377857676, "Sub2_Sortino": 0.791392437755131, "Sub2_Trades": 36, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.571254]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7b4ba0afe84c5dfae1a3e3f49cf40dbcd9e154b8248b5851765627e28524335", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -300.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "2999da180f95227fd7a03b2b410aadc4c2f6ebd0bb60777103c9ab3f917fe815", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 23.56690708249589, \"dd_pct\": -45.42029347920843, \"calmar\": 0.5192572829614629, \"cagr_pct\": 23.584818183326018, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 38.76712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6515271793492229, \"sortino\": 0.9465839246856366}, {\"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\": 50.52131612880273, \"dd_pct\": -8.191724940146095, \"calmar\": 6.172507285167371, \"cagr_pct\": 50.56348187113902, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1537281889152107, \"sortino\": 3.6484277974929404}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 138.25134780391005, \"dd_pct\": -71.57874695326014, \"calmar\": 0.1550993823086405, \"cagr_pct\": 11.101819438877133, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 41.66666666666667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46435717482801875, \"sortino\": 0.645108117936115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -17.531787334708703, \"dd_pct\": -71.57874695326014, \"calmar\": -0.08460542958085528, \"cagr_pct\": -6.05595063483991, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 23.203194321206745, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.03934051093550318, \"sortino\": 0.05099651368673663}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 188.90082627458818, \"dd_pct\": -48.28225758299048, \"calmar\": 0.47268788930271693, \"cagr_pct\": 22.822438427673873, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 52.70557029177719, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7006224766821454, \"sortino\": 1.012853084801408}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 138.25134780391005, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.57874695326014, "% In Market": 41.66666666666667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7ecb6ae62bc2463524b37a048410f02dc96efaffdd636c59837b622d05294bc", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 109.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -300.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "6e972c4377840b0749f018524cd8c264e249fd41d7a3da9eb182dfba0f492eb8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 23.56690708249589, \"dd_pct\": -45.42029347920843, \"calmar\": 0.5192572829614629, \"cagr_pct\": 23.584818183326018, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 38.76712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6515271793492229, \"sortino\": 0.9465839246856366}, {\"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\": 50.52131612880273, \"dd_pct\": -8.191724940146095, \"calmar\": 6.172507285167371, \"cagr_pct\": 50.56348187113902, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1537281889152107, \"sortino\": 3.6484277974929404}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 138.25134780391005, \"dd_pct\": -71.57874695326014, \"calmar\": 0.1550993823086405, \"cagr_pct\": 11.101819438877133, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 41.66666666666667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46435717482801875, \"sortino\": 0.645108117936115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -17.531787334708703, \"dd_pct\": -71.57874695326014, \"calmar\": -0.08460542958085528, \"cagr_pct\": -6.05595063483991, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 23.203194321206745, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.03934051093550318, \"sortino\": 0.05099651368673663}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 188.90082627458818, \"dd_pct\": -48.28225758299048, \"calmar\": 0.47268788930271693, \"cagr_pct\": 22.822438427673873, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 52.70557029177719, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7006224766821454, \"sortino\": 1.012853084801408}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 138.25134780391005, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.57874695326014, "% In Market": 41.66666666666667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 42, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7ecb6ae62bc2463524b37a048410f02dc96efaffdd636c59837b622d05294bc", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 109.95, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -300.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "014e5c3e58520055532d974ad77c33e7aa35cae45c734665b368e09a5ceb39ab", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 23.56690708249589, \"dd_pct\": -45.42029347920843, \"calmar\": 0.5192572829614629, \"cagr_pct\": 23.584818183326018, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 38.76712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6515271793492229, \"sortino\": 0.9465839246856366}, {\"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\": 50.52131612880273, \"dd_pct\": -8.191724940146095, \"calmar\": 6.172507285167371, \"cagr_pct\": 50.56348187113902, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1537281889152107, \"sortino\": 3.6484277974929404}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 138.25134780391005, \"dd_pct\": -71.57874695326014, \"calmar\": 0.1550993823086405, \"cagr_pct\": 11.101819438877133, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 41.66666666666667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46435717482801875, \"sortino\": 0.645108117936115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -17.531787334708703, \"dd_pct\": -71.57874695326014, \"calmar\": -0.08460542958085528, \"cagr_pct\": -6.05595063483991, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 23.203194321206745, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.03934051093550318, \"sortino\": 0.05099651368673663}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 188.90082627458818, \"dd_pct\": -48.28225758299048, \"calmar\": 0.47268788930271693, \"cagr_pct\": 22.822438427673873, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 52.70557029177719, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7006224766821454, \"sortino\": 1.012853084801408}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 138.25134780391005, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.57874695326014, "% In Market": 41.66666666666667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7ecb6ae62bc2463524b37a048410f02dc96efaffdd636c59837b622d05294bc", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 110.05, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -300.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "0da7925ad918c5bf9f1bf66fef940d03a0cea615d1d548c8b457b4369857b231", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 23.56690708249589, \"dd_pct\": -45.42029347920843, \"calmar\": 0.5192572829614629, \"cagr_pct\": 23.584818183326018, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 38.76712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6515271793492229, \"sortino\": 0.9465839246856366}, {\"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\": 50.52131612880273, \"dd_pct\": -8.191724940146095, \"calmar\": 6.172507285167371, \"cagr_pct\": 50.56348187113902, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1537281889152107, \"sortino\": 3.6484277974929404}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 138.25134780391005, \"dd_pct\": -71.57874695326014, \"calmar\": 0.1550993823086405, \"cagr_pct\": 11.101819438877133, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 41.66666666666667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46435717482801875, \"sortino\": 0.645108117936115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -17.531787334708703, \"dd_pct\": -71.57874695326014, \"calmar\": -0.08460542958085528, \"cagr_pct\": -6.05595063483991, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 23.203194321206745, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.03934051093550318, \"sortino\": 0.05099651368673663}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 188.90082627458818, \"dd_pct\": -48.28225758299048, \"calmar\": 0.47268788930271693, \"cagr_pct\": 22.822438427673873, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 52.70557029177719, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7006224766821454, \"sortino\": 1.012853084801408}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 138.25134780391005, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.57874695326014, "% In Market": 41.66666666666667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7ecb6ae62bc2463524b37a048410f02dc96efaffdd636c59837b622d05294bc", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 111.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -300.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "540edd614f99422cda0776a573b9432cda7c697ec00bf6c6f25b03d92519d1c6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 23.56690708249589, \"dd_pct\": -45.42029347920843, \"calmar\": 0.5192572829614629, \"cagr_pct\": 23.584818183326018, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 38.76712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6515271793492229, \"sortino\": 0.9465839246856366}, {\"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\": 50.52131612880273, \"dd_pct\": -8.191724940146095, \"calmar\": 6.172507285167371, \"cagr_pct\": 50.56348187113902, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1537281889152107, \"sortino\": 3.6484277974929404}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 136.13856755793427, \"dd_pct\": -71.57874695326016, \"calmar\": 0.15342370823061688, \"cagr_pct\": 10.981876788070144, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 41.67496679946879, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46169892095157966, \"sortino\": 0.6413808907801475}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -18.263104123664963, \"dd_pct\": -71.57874695326016, \"calmar\": -0.08838877965085307, \"cagr_pct\": -6.326758092135883, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 23.225377107364682, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.031983597245238395, \"sortino\": 0.04145537377888032}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 188.90082627458818, \"dd_pct\": -48.28225758299048, \"calmar\": 0.47268788930271693, \"cagr_pct\": 22.822438427673873, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 52.70557029177719, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7006224766821454, \"sortino\": 1.012853084801408}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 136.13856755793427, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.57874695326016, "% In Market": 41.67496679946879, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7ecb6ae62bc2463524b37a048410f02dc96efaffdd636c59837b622d05294bc", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": 449.0, "i_long_exit_activation_confirmation_threshold": -300.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "0acb13bd37309445ad692c26618f4fd903bf9de84db0b42e2f40e279754fc5e9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 23.56690708249589, \"dd_pct\": -45.42029347920843, \"calmar\": 0.5192572829614629, \"cagr_pct\": 23.584818183326018, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 38.76712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6515271793492229, \"sortino\": 0.9465839246856366}, {\"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\": 50.52131612880273, \"dd_pct\": -8.191724940146095, \"calmar\": 6.172507285167371, \"cagr_pct\": 50.56348187113902, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1537281889152107, \"sortino\": 3.6484277974929404}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 138.25134780391005, \"dd_pct\": -71.57874695326014, \"calmar\": 0.1550993823086405, \"cagr_pct\": 11.101819438877133, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 41.66666666666667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46435717482801875, \"sortino\": 0.645108117936115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -17.531787334708703, \"dd_pct\": -71.57874695326014, \"calmar\": -0.08460542958085528, \"cagr_pct\": -6.05595063483991, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 23.203194321206745, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.03934051093550318, \"sortino\": 0.05099651368673663}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 188.90082627458818, \"dd_pct\": -48.28225758299048, \"calmar\": 0.47268788930271693, \"cagr_pct\": 22.822438427673873, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 52.70557029177719, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7006224766821454, \"sortino\": 1.012853084801408}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 138.25134780391005, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.57874695326014, "% In Market": 41.66666666666667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7ecb6ae62bc2463524b37a048410f02dc96efaffdd636c59837b622d05294bc", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": 449.95, "i_long_exit_activation_confirmation_threshold": -300.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "25f1a9a1aed8498e5f7a691a27f7cd71a8a73060852b183b9034401419f5af3c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 23.56690708249589, \"dd_pct\": -45.42029347920843, \"calmar\": 0.5192572829614629, \"cagr_pct\": 23.584818183326018, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 38.76712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6515271793492229, \"sortino\": 0.9465839246856366}, {\"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\": 50.52131612880273, \"dd_pct\": -8.191724940146095, \"calmar\": 6.172507285167371, \"cagr_pct\": 50.56348187113902, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1537281889152107, \"sortino\": 3.6484277974929404}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 138.25134780391005, \"dd_pct\": -71.57874695326014, \"calmar\": 0.1550993823086405, \"cagr_pct\": 11.101819438877133, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 41.66666666666667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46435717482801875, \"sortino\": 0.645108117936115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -17.531787334708703, \"dd_pct\": -71.57874695326014, \"calmar\": -0.08460542958085528, \"cagr_pct\": -6.05595063483991, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 23.203194321206745, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.03934051093550318, \"sortino\": 0.05099651368673663}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 188.90082627458818, \"dd_pct\": -48.28225758299048, \"calmar\": 0.47268788930271693, \"cagr_pct\": 22.822438427673873, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 52.70557029177719, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7006224766821454, \"sortino\": 1.012853084801408}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 138.25134780391005, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.57874695326014, "% In Market": 41.66666666666667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7ecb6ae62bc2463524b37a048410f02dc96efaffdd636c59837b622d05294bc", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": 450.05, "i_long_exit_activation_confirmation_threshold": -300.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "0f7aaedcd69d7bd14e20c76d8eb75d897b02bc3b46f7000b5d794272248986b5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 23.56690708249589, \"dd_pct\": -45.42029347920843, \"calmar\": 0.5192572829614629, \"cagr_pct\": 23.584818183326018, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 38.76712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6515271793492229, \"sortino\": 0.9465839246856366}, {\"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\": 50.52131612880273, \"dd_pct\": -8.191724940146095, \"calmar\": 6.172507285167371, \"cagr_pct\": 50.56348187113902, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1537281889152107, \"sortino\": 3.6484277974929404}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 138.25134780391005, \"dd_pct\": -71.57874695326014, \"calmar\": 0.1550993823086405, \"cagr_pct\": 11.101819438877133, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 41.66666666666667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46435717482801875, \"sortino\": 0.645108117936115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -17.531787334708703, \"dd_pct\": -71.57874695326014, \"calmar\": -0.08460542958085528, \"cagr_pct\": -6.05595063483991, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 23.203194321206745, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.03934051093550318, \"sortino\": 0.05099651368673663}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 188.90082627458818, \"dd_pct\": -48.28225758299048, \"calmar\": 0.47268788930271693, \"cagr_pct\": 22.822438427673873, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 52.70557029177719, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7006224766821454, \"sortino\": 1.012853084801408}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 138.25134780391005, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.57874695326014, "% In Market": 41.66666666666667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7ecb6ae62bc2463524b37a048410f02dc96efaffdd636c59837b622d05294bc", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": 451.0, "i_long_exit_activation_confirmation_threshold": -300.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "efa7fbc995be7f3203eb9116da7fb2c980ca4709b157be88eff831ed5f6687ac", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 23.56690708249589, \"dd_pct\": -45.42029347920843, \"calmar\": 0.5192572829614629, \"cagr_pct\": 23.584818183326018, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 38.76712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6515271793492229, \"sortino\": 0.9465839246856366}, {\"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\": 50.52131612880273, \"dd_pct\": -8.191724940146095, \"calmar\": 6.172507285167371, \"cagr_pct\": 50.56348187113902, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1537281889152107, \"sortino\": 3.6484277974929404}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 138.25134780391005, \"dd_pct\": -71.57874695326014, \"calmar\": 0.1550993823086405, \"cagr_pct\": 11.101819438877133, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 41.66666666666667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46435717482801875, \"sortino\": 0.645108117936115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -17.531787334708703, \"dd_pct\": -71.57874695326014, \"calmar\": -0.08460542958085528, \"cagr_pct\": -6.05595063483991, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 23.203194321206745, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.03934051093550318, \"sortino\": 0.05099651368673663}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 188.90082627458818, \"dd_pct\": -48.28225758299048, \"calmar\": 0.47268788930271693, \"cagr_pct\": 22.822438427673873, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 52.70557029177719, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7006224766821454, \"sortino\": 1.012853084801408}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 138.25134780391005, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.57874695326014, "% In Market": 41.66666666666667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7ecb6ae62bc2463524b37a048410f02dc96efaffdd636c59837b622d05294bc", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -301.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "f8aa67c2eab559cd404cdc2b616e7e828761d200273d3fa51e7ecc3c8c541649", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 23.56690708249589, \"dd_pct\": -45.42029347920843, \"calmar\": 0.5192572829614629, \"cagr_pct\": 23.584818183326018, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 38.76712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6515271793492229, \"sortino\": 0.9465839246856366}, {\"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\": 50.52131612880273, \"dd_pct\": -8.191724940146095, \"calmar\": 6.172507285167371, \"cagr_pct\": 50.56348187113902, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1537281889152107, \"sortino\": 3.6484277974929404}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 138.25134780391005, \"dd_pct\": -71.57874695326014, \"calmar\": 0.1550993823086405, \"cagr_pct\": 11.101819438877133, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 41.66666666666667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46435717482801875, \"sortino\": 0.645108117936115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -17.531787334708703, \"dd_pct\": -71.57874695326014, \"calmar\": -0.08460542958085528, \"cagr_pct\": -6.05595063483991, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 23.203194321206745, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.03934051093550318, \"sortino\": 0.05099651368673663}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 188.90082627458818, \"dd_pct\": -48.28225758299048, \"calmar\": 0.47268788930271693, \"cagr_pct\": 22.822438427673873, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 52.70557029177719, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7006224766821454, \"sortino\": 1.012853084801408}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 138.25134780391005, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.57874695326014, "% In Market": 41.66666666666667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 35, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7ecb6ae62bc2463524b37a048410f02dc96efaffdd636c59837b622d05294bc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -300.05, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "9b7145f7c3567e6d60675524e1d3797f05320abe62241c641afd6a158ae58d07", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 23.56690708249589, \"dd_pct\": -45.42029347920843, \"calmar\": 0.5192572829614629, \"cagr_pct\": 23.584818183326018, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 38.76712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6515271793492229, \"sortino\": 0.9465839246856366}, {\"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\": 50.52131612880273, \"dd_pct\": -8.191724940146095, \"calmar\": 6.172507285167371, \"cagr_pct\": 50.56348187113902, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1537281889152107, \"sortino\": 3.6484277974929404}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 138.25134780391005, \"dd_pct\": -71.57874695326014, \"calmar\": 0.1550993823086405, \"cagr_pct\": 11.101819438877133, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 41.66666666666667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46435717482801875, \"sortino\": 0.645108117936115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -17.531787334708703, \"dd_pct\": -71.57874695326014, \"calmar\": -0.08460542958085528, \"cagr_pct\": -6.05595063483991, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 23.203194321206745, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.03934051093550318, \"sortino\": 0.05099651368673663}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 188.90082627458818, \"dd_pct\": -48.28225758299048, \"calmar\": 0.47268788930271693, \"cagr_pct\": 22.822438427673873, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 52.70557029177719, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7006224766821454, \"sortino\": 1.012853084801408}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 138.25134780391005, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.57874695326014, "% In Market": 41.66666666666667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 40, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7ecb6ae62bc2463524b37a048410f02dc96efaffdd636c59837b622d05294bc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -299.95, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "38b06922063e3ee25004d6f9f26524c043cfc70986d65d651d4a8bb36305788f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 23.56690708249589, \"dd_pct\": -45.42029347920843, \"calmar\": 0.5192572829614629, \"cagr_pct\": 23.584818183326018, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 38.76712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6515271793492229, \"sortino\": 0.9465839246856366}, {\"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\": 50.52131612880273, \"dd_pct\": -8.191724940146095, \"calmar\": 6.172507285167371, \"cagr_pct\": 50.56348187113902, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1537281889152107, \"sortino\": 3.6484277974929404}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 138.25134780391005, \"dd_pct\": -71.57874695326014, \"calmar\": 0.1550993823086405, \"cagr_pct\": 11.101819438877133, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 41.66666666666667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46435717482801875, \"sortino\": 0.645108117936115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -17.531787334708703, \"dd_pct\": -71.57874695326014, \"calmar\": -0.08460542958085528, \"cagr_pct\": -6.05595063483991, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 23.203194321206745, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.03934051093550318, \"sortino\": 0.05099651368673663}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 188.90082627458818, \"dd_pct\": -48.28225758299048, \"calmar\": 0.47268788930271693, \"cagr_pct\": 22.822438427673873, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 52.70557029177719, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7006224766821454, \"sortino\": 1.012853084801408}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 138.25134780391005, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.57874695326014, "% In Market": 41.66666666666667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7ecb6ae62bc2463524b37a048410f02dc96efaffdd636c59837b622d05294bc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -299.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "49cec7d6dfefc38a8f9783af690202e2e4236f0d892affee39bdbb6664909d54", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 23.56690708249589, \"dd_pct\": -45.42029347920843, \"calmar\": 0.5192572829614629, \"cagr_pct\": 23.584818183326018, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 38.76712328767123, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6515271793492229, \"sortino\": 0.9465839246856366}, {\"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\": 50.52131612880273, \"dd_pct\": -8.191724940146095, \"calmar\": 6.172507285167371, \"cagr_pct\": 50.56348187113902, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 23.356164383561644, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1537281889152107, \"sortino\": 3.6484277974929404}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 138.25134780391005, \"dd_pct\": -71.57874695326014, \"calmar\": 0.1550993823086405, \"cagr_pct\": 11.101819438877133, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 41.66666666666667, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.46435717482801875, \"sortino\": 0.645108117936115}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -17.531787334708703, \"dd_pct\": -71.57874695326014, \"calmar\": -0.08460542958085528, \"cagr_pct\": -6.05595063483991, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 23.203194321206745, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.03934051093550318, \"sortino\": 0.05099651368673663}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 188.90082627458818, \"dd_pct\": -48.28225758299048, \"calmar\": 0.47268788930271693, \"cagr_pct\": 22.822438427673873, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 52.70557029177719, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7006224766821454, \"sortino\": 1.012853084801408}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 138.25134780391005, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.57874695326014, "% In Market": 41.66666666666667, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b7ecb6ae62bc2463524b37a048410f02dc96efaffdd636c59837b622d05294bc", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -330.0, "i_long_exit_activation_threshold": 470.0, "i_long_exit_activation_confirmation_threshold": -150.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "9398917ae711151e5eaabab9d03517c975d4fe3a3bb615a319bfc3d4d8338ab4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -57.88609962023297, \"dd_pct\": -65.06905700379448, \"calmar\": -0.8899934923574125, \"cagr_pct\": -57.91103728721061, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 77.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.247249829396433, \"sortino\": -1.6829312483010184}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 152.43101679539714, \"dd_pct\": -20.802130078094283, \"calmar\": 7.335362530046426, \"cagr_pct\": 152.59116552000452, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.407360778624739, \"sortino\": 3.8251772475214616}, {\"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\": -32.59732342496587, \"dd_pct\": -42.223102004457914, \"calmar\": -1.456273858942677, \"cagr_pct\": -61.488399692562204, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.52980132450331, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8169393077020097, \"sortino\": -2.369795604175987}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2420.670842164587, \"dd_pct\": -71.68307789929685, \"calmar\": 0.6681553993584991, \"cagr_pct\": 47.895435541051086, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 86.03917662682603, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9545707396288686, \"sortino\": 1.381754437174902}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 756.7247087985177, \"dd_pct\": -63.21575451069592, \"calmar\": 1.5913321807331924, \"cagr_pct\": 100.59726448219988, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 70.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4155697009655674, \"sortino\": 2.071634092264115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 194.2217980031932, \"dd_pct\": -71.6830778992968, \"calmar\": 0.32444961721012544, \"cagr_pct\": 23.257547184870447, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.06631299734748, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6514167852726392, \"sortino\": 0.9355035522173586}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 2420.670842164587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.68307789929685, "% In Market": 86.03917662682603, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 43, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d45a2fb26adc00b76f1ef032908901683377cdd19091bf0a2abbcf6c67d9b30", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -331.0, "i_long_exit_activation_threshold": 470.0, "i_long_exit_activation_confirmation_threshold": -150.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "f090d790a54253cc1b750f46771d6d48d698eb6e7a4ca5f58f6acadcb0489b77", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -57.88609962023297, \"dd_pct\": -65.06905700379448, \"calmar\": -0.8899934923574125, \"cagr_pct\": -57.91103728721061, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 77.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.247249829396433, \"sortino\": -1.6829312483010184}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 152.43101679539714, \"dd_pct\": -20.802130078094283, \"calmar\": 7.335362530046426, \"cagr_pct\": 152.59116552000452, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.407360778624739, \"sortino\": 3.8251772475214616}, {\"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\": -32.59732342496587, \"dd_pct\": -42.223102004457914, \"calmar\": -1.456273858942677, \"cagr_pct\": -61.488399692562204, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.52980132450331, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8169393077020097, \"sortino\": -2.369795604175987}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2420.670842164587, \"dd_pct\": -71.68307789929685, \"calmar\": 0.6681553993584991, \"cagr_pct\": 47.895435541051086, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 86.03917662682603, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9545707396288686, \"sortino\": 1.381754437174902}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 756.7247087985177, \"dd_pct\": -63.21575451069592, \"calmar\": 1.5913321807331924, \"cagr_pct\": 100.59726448219988, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 70.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4155697009655674, \"sortino\": 2.071634092264115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 194.2217980031932, \"dd_pct\": -71.6830778992968, \"calmar\": 0.32444961721012544, \"cagr_pct\": 23.257547184870447, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.06631299734748, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6514167852726392, \"sortino\": 0.9355035522173586}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 2420.670842164587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.68307789929685, "% In Market": 86.03917662682603, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d45a2fb26adc00b76f1ef032908901683377cdd19091bf0a2abbcf6c67d9b30", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -330.05, "i_long_exit_activation_threshold": 470.0, "i_long_exit_activation_confirmation_threshold": -150.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "2099a9c8de6d72b317d1eadffba3a3dc7ccf4b2596c9ca5cee79965d1b04b57e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -57.88609962023297, \"dd_pct\": -65.06905700379448, \"calmar\": -0.8899934923574125, \"cagr_pct\": -57.91103728721061, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 77.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.247249829396433, \"sortino\": -1.6829312483010184}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 152.43101679539714, \"dd_pct\": -20.802130078094283, \"calmar\": 7.335362530046426, \"cagr_pct\": 152.59116552000452, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.407360778624739, \"sortino\": 3.8251772475214616}, {\"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\": -32.59732342496587, \"dd_pct\": -42.223102004457914, \"calmar\": -1.456273858942677, \"cagr_pct\": -61.488399692562204, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.52980132450331, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8169393077020097, \"sortino\": -2.369795604175987}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2420.670842164587, \"dd_pct\": -71.68307789929685, \"calmar\": 0.6681553993584991, \"cagr_pct\": 47.895435541051086, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 86.03917662682603, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9545707396288686, \"sortino\": 1.381754437174902}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 756.7247087985177, \"dd_pct\": -63.21575451069592, \"calmar\": 1.5913321807331924, \"cagr_pct\": 100.59726448219988, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 70.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4155697009655674, \"sortino\": 2.071634092264115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 194.2217980031932, \"dd_pct\": -71.6830778992968, \"calmar\": 0.32444961721012544, \"cagr_pct\": 23.257547184870447, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.06631299734748, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6514167852726392, \"sortino\": 0.9355035522173586}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 2420.670842164587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.68307789929685, "% In Market": 86.03917662682603, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 43, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d45a2fb26adc00b76f1ef032908901683377cdd19091bf0a2abbcf6c67d9b30", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -329.95, "i_long_exit_activation_threshold": 470.0, "i_long_exit_activation_confirmation_threshold": -150.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "83451f23bf5ca82b1fe6a0ded488c7a50e422dd55645658d857349df4a30fce4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -57.88609962023297, \"dd_pct\": -65.06905700379448, \"calmar\": -0.8899934923574125, \"cagr_pct\": -57.91103728721061, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 77.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.247249829396433, \"sortino\": -1.6829312483010184}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 152.43101679539714, \"dd_pct\": -20.802130078094283, \"calmar\": 7.335362530046426, \"cagr_pct\": 152.59116552000452, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.407360778624739, \"sortino\": 3.8251772475214616}, {\"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\": -32.59732342496587, \"dd_pct\": -42.223102004457914, \"calmar\": -1.456273858942677, \"cagr_pct\": -61.488399692562204, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.52980132450331, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8169393077020097, \"sortino\": -2.369795604175987}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2420.670842164587, \"dd_pct\": -71.68307789929685, \"calmar\": 0.6681553993584991, \"cagr_pct\": 47.895435541051086, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 86.03917662682603, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9545707396288686, \"sortino\": 1.381754437174902}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 756.7247087985177, \"dd_pct\": -63.21575451069592, \"calmar\": 1.5913321807331924, \"cagr_pct\": 100.59726448219988, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 70.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4155697009655674, \"sortino\": 2.071634092264115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 194.2217980031932, \"dd_pct\": -71.6830778992968, \"calmar\": 0.32444961721012544, \"cagr_pct\": 23.257547184870447, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.06631299734748, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6514167852726392, \"sortino\": 0.9355035522173586}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 2420.670842164587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.68307789929685, "% In Market": 86.03917662682603, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 42, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d45a2fb26adc00b76f1ef032908901683377cdd19091bf0a2abbcf6c67d9b30", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -329.0, "i_long_exit_activation_threshold": 470.0, "i_long_exit_activation_confirmation_threshold": -150.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "3c09c5e45548724d09bd4aec2cfd195ccf0978b5aec77c2f466b566a5b4ab6bf", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -57.88609962023297, \"dd_pct\": -65.06905700379448, \"calmar\": -0.8899934923574125, \"cagr_pct\": -57.91103728721061, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 77.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.247249829396433, \"sortino\": -1.6829312483010184}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 152.43101679539714, \"dd_pct\": -20.802130078094283, \"calmar\": 7.335362530046426, \"cagr_pct\": 152.59116552000452, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.407360778624739, \"sortino\": 3.8251772475214616}, {\"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\": -32.59732342496587, \"dd_pct\": -42.223102004457914, \"calmar\": -1.456273858942677, \"cagr_pct\": -61.488399692562204, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.52980132450331, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8169393077020097, \"sortino\": -2.369795604175987}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2420.670842164587, \"dd_pct\": -71.68307789929685, \"calmar\": 0.6681553993584991, \"cagr_pct\": 47.895435541051086, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 86.03917662682603, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9545707396288686, \"sortino\": 1.381754437174902}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 756.7247087985177, \"dd_pct\": -63.21575451069592, \"calmar\": 1.5913321807331924, \"cagr_pct\": 100.59726448219988, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 70.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4155697009655674, \"sortino\": 2.071634092264115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 194.2217980031932, \"dd_pct\": -71.6830778992968, \"calmar\": 0.32444961721012544, \"cagr_pct\": 23.257547184870447, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.06631299734748, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6514167852726392, \"sortino\": 0.9355035522173586}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 2420.670842164587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.68307789929685, "% In Market": 86.03917662682603, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d45a2fb26adc00b76f1ef032908901683377cdd19091bf0a2abbcf6c67d9b30", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -330.0, "i_long_exit_activation_threshold": 469.0, "i_long_exit_activation_confirmation_threshold": -150.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "0ac74ec83c434fc164f01c744b1317c4d8334ccca9d6233d251e5cbb50ab2c6f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -57.88609962023297, \"dd_pct\": -65.06905700379448, \"calmar\": -0.8899934923574125, \"cagr_pct\": -57.91103728721061, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 77.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.247249829396433, \"sortino\": -1.6829312483010184}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 152.43101679539714, \"dd_pct\": -20.802130078094283, \"calmar\": 7.335362530046426, \"cagr_pct\": 152.59116552000452, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.407360778624739, \"sortino\": 3.8251772475214616}, {\"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\": -32.59732342496587, \"dd_pct\": -42.223102004457914, \"calmar\": -1.456273858942677, \"cagr_pct\": -61.488399692562204, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.52980132450331, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8169393077020097, \"sortino\": -2.369795604175987}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2420.670842164587, \"dd_pct\": -71.68307789929685, \"calmar\": 0.6681553993584991, \"cagr_pct\": 47.895435541051086, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 86.03917662682603, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9545707396288686, \"sortino\": 1.381754437174902}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 756.7247087985177, \"dd_pct\": -63.21575451069592, \"calmar\": 1.5913321807331924, \"cagr_pct\": 100.59726448219988, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 70.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4155697009655674, \"sortino\": 2.071634092264115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 194.2217980031932, \"dd_pct\": -71.6830778992968, \"calmar\": 0.32444961721012544, \"cagr_pct\": 23.257547184870447, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.06631299734748, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6514167852726392, \"sortino\": 0.9355035522173586}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 2420.670842164587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.68307789929685, "% In Market": 86.03917662682603, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 43, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d45a2fb26adc00b76f1ef032908901683377cdd19091bf0a2abbcf6c67d9b30", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -330.0, "i_long_exit_activation_threshold": 469.95, "i_long_exit_activation_confirmation_threshold": -150.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "e0f48010e6411f079ebc5695ab5ce02aefbfb8574576e2565725004627b7b324", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -57.88609962023297, \"dd_pct\": -65.06905700379448, \"calmar\": -0.8899934923574125, \"cagr_pct\": -57.91103728721061, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 77.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.247249829396433, \"sortino\": -1.6829312483010184}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 152.43101679539714, \"dd_pct\": -20.802130078094283, \"calmar\": 7.335362530046426, \"cagr_pct\": 152.59116552000452, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.407360778624739, \"sortino\": 3.8251772475214616}, {\"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\": -32.59732342496587, \"dd_pct\": -42.223102004457914, \"calmar\": -1.456273858942677, \"cagr_pct\": -61.488399692562204, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.52980132450331, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8169393077020097, \"sortino\": -2.369795604175987}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2420.670842164587, \"dd_pct\": -71.68307789929685, \"calmar\": 0.6681553993584991, \"cagr_pct\": 47.895435541051086, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 86.03917662682603, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9545707396288686, \"sortino\": 1.381754437174902}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 756.7247087985177, \"dd_pct\": -63.21575451069592, \"calmar\": 1.5913321807331924, \"cagr_pct\": 100.59726448219988, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 70.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4155697009655674, \"sortino\": 2.071634092264115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 194.2217980031932, \"dd_pct\": -71.6830778992968, \"calmar\": 0.32444961721012544, \"cagr_pct\": 23.257547184870447, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.06631299734748, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6514167852726392, \"sortino\": 0.9355035522173586}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 2420.670842164587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.68307789929685, "% In Market": 86.03917662682603, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 43, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d45a2fb26adc00b76f1ef032908901683377cdd19091bf0a2abbcf6c67d9b30", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -330.0, "i_long_exit_activation_threshold": 470.05, "i_long_exit_activation_confirmation_threshold": -150.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "5e60e5a9575fb913b9f5b548408b12eef22b106fec3ca2e23d18896e96dbbbfd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -57.88609962023297, \"dd_pct\": -65.06905700379448, \"calmar\": -0.8899934923574125, \"cagr_pct\": -57.91103728721061, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 77.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.247249829396433, \"sortino\": -1.6829312483010184}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 152.43101679539714, \"dd_pct\": -20.802130078094283, \"calmar\": 7.335362530046426, \"cagr_pct\": 152.59116552000452, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.407360778624739, \"sortino\": 3.8251772475214616}, {\"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\": -32.59732342496587, \"dd_pct\": -42.223102004457914, \"calmar\": -1.456273858942677, \"cagr_pct\": -61.488399692562204, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.52980132450331, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8169393077020097, \"sortino\": -2.369795604175987}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2420.670842164587, \"dd_pct\": -71.68307789929685, \"calmar\": 0.6681553993584991, \"cagr_pct\": 47.895435541051086, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 86.03917662682603, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9545707396288686, \"sortino\": 1.381754437174902}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 756.7247087985177, \"dd_pct\": -63.21575451069592, \"calmar\": 1.5913321807331924, \"cagr_pct\": 100.59726448219988, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 70.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4155697009655674, \"sortino\": 2.071634092264115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 194.2217980031932, \"dd_pct\": -71.6830778992968, \"calmar\": 0.32444961721012544, \"cagr_pct\": 23.257547184870447, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.06631299734748, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6514167852726392, \"sortino\": 0.9355035522173586}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 2420.670842164587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.68307789929685, "% In Market": 86.03917662682603, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 43, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d45a2fb26adc00b76f1ef032908901683377cdd19091bf0a2abbcf6c67d9b30", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -330.0, "i_long_exit_activation_threshold": 471.0, "i_long_exit_activation_confirmation_threshold": -150.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "f7e640d6b329480f994c643be621df589439c12e075b389cfa4a00a470f2f0c7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -57.88609962023297, \"dd_pct\": -65.06905700379448, \"calmar\": -0.8899934923574125, \"cagr_pct\": -57.91103728721061, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 77.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.247249829396433, \"sortino\": -1.6829312483010184}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 152.43101679539714, \"dd_pct\": -20.802130078094283, \"calmar\": 7.335362530046426, \"cagr_pct\": 152.59116552000452, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.407360778624739, \"sortino\": 3.8251772475214616}, {\"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\": -32.59732342496587, \"dd_pct\": -42.223102004457914, \"calmar\": -1.456273858942677, \"cagr_pct\": -61.488399692562204, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.52980132450331, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8169393077020097, \"sortino\": -2.369795604175987}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2420.670842164587, \"dd_pct\": -71.68307789929685, \"calmar\": 0.6681553993584991, \"cagr_pct\": 47.895435541051086, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 86.03917662682603, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9545707396288686, \"sortino\": 1.381754437174902}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 756.7247087985177, \"dd_pct\": -63.21575451069592, \"calmar\": 1.5913321807331924, \"cagr_pct\": 100.59726448219988, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 70.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4155697009655674, \"sortino\": 2.071634092264115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 194.2217980031932, \"dd_pct\": -71.6830778992968, \"calmar\": 0.32444961721012544, \"cagr_pct\": 23.257547184870447, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.06631299734748, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6514167852726392, \"sortino\": 0.9355035522173586}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 2420.670842164587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.68307789929685, "% In Market": 86.03917662682603, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 42, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d45a2fb26adc00b76f1ef032908901683377cdd19091bf0a2abbcf6c67d9b30", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -330.0, "i_long_exit_activation_threshold": 470.0, "i_long_exit_activation_confirmation_threshold": -151.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "4c563ba051727a8292ff07d4e3b7fc5c65c948034afc6eb62780b5f258dc5638", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -57.88609962023297, \"dd_pct\": -65.06905700379448, \"calmar\": -0.8899934923574125, \"cagr_pct\": -57.91103728721061, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 77.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.247249829396433, \"sortino\": -1.6829312483010184}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 152.43101679539714, \"dd_pct\": -20.802130078094283, \"calmar\": 7.335362530046426, \"cagr_pct\": 152.59116552000452, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.407360778624739, \"sortino\": 3.8251772475214616}, {\"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\": -32.59732342496587, \"dd_pct\": -42.223102004457914, \"calmar\": -1.456273858942677, \"cagr_pct\": -61.488399692562204, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.52980132450331, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8169393077020097, \"sortino\": -2.369795604175987}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2420.670842164587, \"dd_pct\": -71.68307789929685, \"calmar\": 0.6681553993584991, \"cagr_pct\": 47.895435541051086, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 86.03917662682603, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9545707396288686, \"sortino\": 1.381754437174902}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 756.7247087985177, \"dd_pct\": -63.21575451069592, \"calmar\": 1.5913321807331924, \"cagr_pct\": 100.59726448219988, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 70.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4155697009655674, \"sortino\": 2.071634092264115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 194.2217980031932, \"dd_pct\": -71.6830778992968, \"calmar\": 0.32444961721012544, \"cagr_pct\": 23.257547184870447, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.06631299734748, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6514167852726392, \"sortino\": 0.9355035522173586}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 2420.670842164587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.68307789929685, "% In Market": 86.03917662682603, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d45a2fb26adc00b76f1ef032908901683377cdd19091bf0a2abbcf6c67d9b30", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -330.0, "i_long_exit_activation_threshold": 470.0, "i_long_exit_activation_confirmation_threshold": -150.05, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "ba442f3d15f763052188cd08c24cb6b6904cdff26593a7ded090ab8fb05fd2a9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -57.88609962023297, \"dd_pct\": -65.06905700379448, \"calmar\": -0.8899934923574125, \"cagr_pct\": -57.91103728721061, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 77.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.247249829396433, \"sortino\": -1.6829312483010184}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 152.43101679539714, \"dd_pct\": -20.802130078094283, \"calmar\": 7.335362530046426, \"cagr_pct\": 152.59116552000452, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.407360778624739, \"sortino\": 3.8251772475214616}, {\"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\": -32.59732342496587, \"dd_pct\": -42.223102004457914, \"calmar\": -1.456273858942677, \"cagr_pct\": -61.488399692562204, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.52980132450331, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8169393077020097, \"sortino\": -2.369795604175987}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2420.670842164587, \"dd_pct\": -71.68307789929685, \"calmar\": 0.6681553993584991, \"cagr_pct\": 47.895435541051086, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 86.03917662682603, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9545707396288686, \"sortino\": 1.381754437174902}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 756.7247087985177, \"dd_pct\": -63.21575451069592, \"calmar\": 1.5913321807331924, \"cagr_pct\": 100.59726448219988, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 70.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4155697009655674, \"sortino\": 2.071634092264115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 194.2217980031932, \"dd_pct\": -71.6830778992968, \"calmar\": 0.32444961721012544, \"cagr_pct\": 23.257547184870447, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.06631299734748, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6514167852726392, \"sortino\": 0.9355035522173586}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 2420.670842164587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.68307789929685, "% In Market": 86.03917662682603, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 44, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d45a2fb26adc00b76f1ef032908901683377cdd19091bf0a2abbcf6c67d9b30", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -330.0, "i_long_exit_activation_threshold": 470.0, "i_long_exit_activation_confirmation_threshold": -149.95, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "844c7d64c9ed21d325a108d0a62ae6fd8fb608aa391cfc723bfc43497ed4e304", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -57.88609962023297, \"dd_pct\": -65.06905700379448, \"calmar\": -0.8899934923574125, \"cagr_pct\": -57.91103728721061, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 77.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.247249829396433, \"sortino\": -1.6829312483010184}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 152.43101679539714, \"dd_pct\": -20.802130078094283, \"calmar\": 7.335362530046426, \"cagr_pct\": 152.59116552000452, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.407360778624739, \"sortino\": 3.8251772475214616}, {\"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\": -32.59732342496587, \"dd_pct\": -42.223102004457914, \"calmar\": -1.456273858942677, \"cagr_pct\": -61.488399692562204, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.52980132450331, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8169393077020097, \"sortino\": -2.369795604175987}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2420.670842164587, \"dd_pct\": -71.68307789929685, \"calmar\": 0.6681553993584991, \"cagr_pct\": 47.895435541051086, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 86.03917662682603, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9545707396288686, \"sortino\": 1.381754437174902}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 756.7247087985177, \"dd_pct\": -63.21575451069592, \"calmar\": 1.5913321807331924, \"cagr_pct\": 100.59726448219988, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 70.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4155697009655674, \"sortino\": 2.071634092264115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 194.2217980031932, \"dd_pct\": -71.6830778992968, \"calmar\": 0.32444961721012544, \"cagr_pct\": 23.257547184870447, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.06631299734748, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6514167852726392, \"sortino\": 0.9355035522173586}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 2420.670842164587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.68307789929685, "% In Market": 86.03917662682603, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 43, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d45a2fb26adc00b76f1ef032908901683377cdd19091bf0a2abbcf6c67d9b30", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -330.0, "i_long_exit_activation_threshold": 470.0, "i_long_exit_activation_confirmation_threshold": -149.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "ef61a705ccb4805c8a7d23972933d6077e1f084cd0bf31bed148fb7fe61bd00e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 52.22450110256764, \"dd_pct\": -56.14360004081762, \"calmar\": 0.9309755234056315, \"cagr_pct\": 52.26831743387662, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.52054794520548, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9207842124325281, \"sortino\": 1.3311656469706885}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -57.88609962023297, \"dd_pct\": -65.06905700379448, \"calmar\": -0.8899934923574125, \"cagr_pct\": -57.91103728721061, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 77.67123287671232, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.247249829396433, \"sortino\": -1.6829312483010184}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 152.43101679539714, \"dd_pct\": -20.802130078094283, \"calmar\": 7.335362530046426, \"cagr_pct\": 152.59116552000452, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.407360778624739, \"sortino\": 3.8251772475214616}, {\"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\": -32.59732342496587, \"dd_pct\": -42.223102004457914, \"calmar\": -1.456273858942677, \"cagr_pct\": -61.488399692562204, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 95.52980132450331, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.8169393077020097, \"sortino\": -2.369795604175987}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2420.670842164587, \"dd_pct\": -71.68307789929685, \"calmar\": 0.6681553993584991, \"cagr_pct\": 47.895435541051086, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 86.03917662682603, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9545707396288686, \"sortino\": 1.381754437174902}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 756.7247087985177, \"dd_pct\": -63.21575451069592, \"calmar\": 1.5913321807331924, \"cagr_pct\": 100.59726448219988, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 70.9405501330967, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4155697009655674, \"sortino\": 2.071634092264115}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 194.2217980031932, \"dd_pct\": -71.6830778992968, \"calmar\": 0.32444961721012544, \"cagr_pct\": 23.257547184870447, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 95.06631299734748, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6514167852726392, \"sortino\": 0.9355035522173586}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 2420.670842164587, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -71.68307789929685, "% In Market": 86.03917662682603, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 42, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4d45a2fb26adc00b76f1ef032908901683377cdd19091bf0a2abbcf6c67d9b30", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "8540b1115a0149d96a3ab52b5de5028266cfaebabcece27e926ff73f869bea03", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 20.418681652111403, \"dd_pct\": -19.625203917136357, \"calmar\": 1.0412124938417275, \"cagr_pct\": 20.434007512713986, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 11.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7593941541746897, \"sortino\": 1.2362236332533274}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 4.219057691916861, \"dd_pct\": -10.888727125927744, \"calmar\": 0.38774115386850666, \"cagr_pct\": 4.222007619966531, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.4383561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38995431907913275, \"sortino\": 0.6207702110003875}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.6330014129285595, \"dd_pct\": -18.51566408027847, \"calmar\": -0.14230010101686677, \"cagr_pct\": -2.634780869017998, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 38.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.021860354374422603, \"sortino\": 0.03165666591094853}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.09979735780665, \"dd_pct\": -26.78816277457331, \"calmar\": 1.1916280488917022, \"cagr_pct\": 31.921526140458116, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 28.01094890510949, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1338158460604792, \"sortino\": 1.6883485273093874}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 24.593512009884712, \"dd_pct\": -18.212243691255903, \"calmar\": 1.3514138349051652, \"cagr_pct\": 24.61227808902754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9766015075725282, \"sortino\": 1.4745716909671231}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.587616094539188, \"dd_pct\": -18.63903279963546, \"calmar\": -1.2723493927626364, \"cagr_pct\": -23.715362064299036, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 18.543046357615893, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.293696433161139, \"sortino\": -1.5933296458173867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.86902938663279, \"dd_pct\": -30.81431539235554, \"calmar\": 0.30729421863323747, \"cagr_pct\": 9.469060971212038, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 17.85358565737052, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.49779086568835884, \"sortino\": 0.7351450268841497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 25.837350587267327, \"dd_pct\": -26.595702975987113, \"calmar\": 0.29074800256787503, \"cagr_pct\": 7.7326475171567415, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 11.002661934338953, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4440460072710416, \"sortino\": 0.6300231485351742}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 67.57268680763866, \"dd_pct\": -30.814315392355685, \"calmar\": 0.341418073646242, \"cagr_pct\": 10.520564201985822, \"entries\": 56, \"exits\": 57, \"exposure_pct\": 21.949602122015914, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5277841432859737, \"sortino\": 0.796102723253921}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": 110.86902938663279, "Sharpe Ratio": 0.49779086568835884, "Sortino Ratio": 0.7351450268841497, "Calmar Ratio": 0.30729421863323747, "P&L/DD Ratio": 3.5979715263814476, "Max Drawdown %": -30.81431539235554, "% In Market": 17.85358565737052, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.29074800256787503, "Sub1_Sortino": 0.6300231485351742, "Sub1_Trades": 30, "Sub2_Calmar": 0.341418073646242, "Sub2_Sortino": 0.796102723253921, "Sub2_Trades": 56, "WFO_Score": 0.7501087425766754, "WFO_Min_Fold": -0.14230010101686677, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.041212, -0.1423, 1.351414]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 35, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ec09233ee59e61bd692483134042839e3c81ed2eedf5270a88780a562ac8b070", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -86.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "e614147571bea3b742a7fdd2e7ab935f7d8172bab5332a1c4f73615e0f1842f8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 20.418681652111403, \"dd_pct\": -19.625203917136357, \"calmar\": 1.0412124938417275, \"cagr_pct\": 20.434007512713986, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 11.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7593941541746897, \"sortino\": 1.2362236332533274}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 4.219057691916861, \"dd_pct\": -10.888727125927744, \"calmar\": 0.38774115386850666, \"cagr_pct\": 4.222007619966531, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.4383561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38995431907913275, \"sortino\": 0.6207702110003875}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.6330014129285595, \"dd_pct\": -18.51566408027847, \"calmar\": -0.14230010101686677, \"cagr_pct\": -2.634780869017998, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 38.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.021860354374422603, \"sortino\": 0.03165666591094853}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 31.869287509463472, \"dd_pct\": -21.572634403986868, \"calmar\": 2.067229034862594, \"cagr_pct\": 44.59557619839736, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 29.105839416058394, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.436426815292728, \"sortino\": 2.167823716283981}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 24.593512009884712, \"dd_pct\": -18.212243691255903, \"calmar\": 1.3514138349051652, \"cagr_pct\": 24.61227808902754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9766015075725282, \"sortino\": 1.4745716909671231}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.587616094539188, \"dd_pct\": -18.63903279963546, \"calmar\": -1.2723493927626364, \"cagr_pct\": -23.715362064299036, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 18.543046357615893, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.293696433161139, \"sortino\": -1.5933296458173867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 140.9484600251006, \"dd_pct\": -30.814315392355674, \"calmar\": 0.3652063553255359, \"cagr_pct\": 11.253583816293776, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 18.102589641434264, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5638781816593004, \"sortino\": 0.8350069513056011}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 34.225367033080815, \"dd_pct\": -23.205835028980935, \"calmar\": 0.4313331820194853, \"cagr_pct\": 10.009446664469582, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 11.401952085181899, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5352231917943682, \"sortino\": 0.7618012784438436}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 79.51037523757876, \"dd_pct\": -30.814315392355685, \"calmar\": 0.38956363979515435, \"cagr_pct\": 12.00413686204193, \"entries\": 56, \"exits\": 57, \"exposure_pct\": 22.108753315649867, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5803141258779285, \"sortino\": 0.8775538665352705}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": 140.9484600251006, "Sharpe Ratio": 0.5638781816593004, "Sortino Ratio": 0.8350069513056011, "Calmar Ratio": 0.3652063553255359, "P&L/DD Ratio": 4.5741227163549665, "Max Drawdown %": -30.814315392355674, "% In Market": 18.102589641434264, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4313331820194853, "Sub1_Sortino": 0.7618012784438436, "Sub1_Trades": 30, "Sub2_Calmar": 0.38956363979515435, "Sub2_Sortino": 0.8775538665352705, "Sub2_Trades": 56, "WFO_Score": 0.7501087425766754, "WFO_Min_Fold": -0.14230010101686677, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.041212, -0.1423, 1.351414]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 40, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ec09233ee59e61bd692483134042839e3c81ed2eedf5270a88780a562ac8b070", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -85.05, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "5dfab9789b0d37037fe3924207767cc3f7924fe0a42340cc470897c7c89be6fa", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 20.418681652111403, \"dd_pct\": -19.625203917136357, \"calmar\": 1.0412124938417275, \"cagr_pct\": 20.434007512713986, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 11.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7593941541746897, \"sortino\": 1.2362236332533274}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 4.219057691916861, \"dd_pct\": -10.888727125927744, \"calmar\": 0.38774115386850666, \"cagr_pct\": 4.222007619966531, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.4383561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38995431907913275, \"sortino\": 0.6207702110003875}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.6330014129285595, \"dd_pct\": -18.51566408027847, \"calmar\": -0.14230010101686677, \"cagr_pct\": -2.634780869017998, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 38.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.021860354374422603, \"sortino\": 0.03165666591094853}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.09979735780665, \"dd_pct\": -26.78816277457331, \"calmar\": 1.1916280488917022, \"cagr_pct\": 31.921526140458116, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 28.01094890510949, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1338158460604792, \"sortino\": 1.6883485273093874}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 24.593512009884712, \"dd_pct\": -18.212243691255903, \"calmar\": 1.3514138349051652, \"cagr_pct\": 24.61227808902754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9766015075725282, \"sortino\": 1.4745716909671231}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.587616094539188, \"dd_pct\": -18.63903279963546, \"calmar\": -1.2723493927626364, \"cagr_pct\": -23.715362064299036, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 18.543046357615893, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.293696433161139, \"sortino\": -1.5933296458173867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.86902938663279, \"dd_pct\": -30.81431539235554, \"calmar\": 0.30729421863323747, \"cagr_pct\": 9.469060971212038, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 17.85358565737052, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.49779086568835884, \"sortino\": 0.7351450268841497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 25.837350587267327, \"dd_pct\": -26.595702975987113, \"calmar\": 0.29074800256787503, \"cagr_pct\": 7.7326475171567415, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 11.002661934338953, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4440460072710416, \"sortino\": 0.6300231485351742}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 67.57268680763866, \"dd_pct\": -30.814315392355685, \"calmar\": 0.341418073646242, \"cagr_pct\": 10.520564201985822, \"entries\": 56, \"exits\": 57, \"exposure_pct\": 21.949602122015914, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5277841432859737, \"sortino\": 0.796102723253921}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": 110.86902938663279, "Sharpe Ratio": 0.49779086568835884, "Sortino Ratio": 0.7351450268841497, "Calmar Ratio": 0.30729421863323747, "P&L/DD Ratio": 3.5979715263814476, "Max Drawdown %": -30.81431539235554, "% In Market": 17.85358565737052, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.29074800256787503, "Sub1_Sortino": 0.6300231485351742, "Sub1_Trades": 30, "Sub2_Calmar": 0.341418073646242, "Sub2_Sortino": 0.796102723253921, "Sub2_Trades": 56, "WFO_Score": 0.7501087425766754, "WFO_Min_Fold": -0.14230010101686677, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.041212, -0.1423, 1.351414]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 35, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ec09233ee59e61bd692483134042839e3c81ed2eedf5270a88780a562ac8b070", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -84.95, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "6c4f61faa2d15cb109b579cf092907f3323f0297a00f98459b123c5c2e0c6950", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 20.418681652111403, \"dd_pct\": -19.625203917136357, \"calmar\": 1.0412124938417275, \"cagr_pct\": 20.434007512713986, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 11.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7593941541746897, \"sortino\": 1.2362236332533274}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 4.219057691916861, \"dd_pct\": -10.888727125927744, \"calmar\": 0.38774115386850666, \"cagr_pct\": 4.222007619966531, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.4383561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38995431907913275, \"sortino\": 0.6207702110003875}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.6330014129285595, \"dd_pct\": -18.51566408027847, \"calmar\": -0.14230010101686677, \"cagr_pct\": -2.634780869017998, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 38.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.021860354374422603, \"sortino\": 0.03165666591094853}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.09979735780665, \"dd_pct\": -26.78816277457331, \"calmar\": 1.1916280488917022, \"cagr_pct\": 31.921526140458116, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 28.01094890510949, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1338158460604792, \"sortino\": 1.6883485273093874}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 24.593512009884712, \"dd_pct\": -18.212243691255903, \"calmar\": 1.3514138349051652, \"cagr_pct\": 24.61227808902754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9766015075725282, \"sortino\": 1.4745716909671231}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.587616094539188, \"dd_pct\": -18.63903279963546, \"calmar\": -1.2723493927626364, \"cagr_pct\": -23.715362064299036, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 18.543046357615893, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.293696433161139, \"sortino\": -1.5933296458173867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.86902938663279, \"dd_pct\": -30.81431539235554, \"calmar\": 0.30729421863323747, \"cagr_pct\": 9.469060971212038, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 17.85358565737052, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.49779086568835884, \"sortino\": 0.7351450268841497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 25.837350587267327, \"dd_pct\": -26.595702975987113, \"calmar\": 0.29074800256787503, \"cagr_pct\": 7.7326475171567415, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 11.002661934338953, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4440460072710416, \"sortino\": 0.6300231485351742}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 67.57268680763866, \"dd_pct\": -30.814315392355685, \"calmar\": 0.341418073646242, \"cagr_pct\": 10.520564201985822, \"entries\": 56, \"exits\": 57, \"exposure_pct\": 21.949602122015914, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5277841432859737, \"sortino\": 0.796102723253921}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": 110.86902938663279, "Sharpe Ratio": 0.49779086568835884, "Sortino Ratio": 0.7351450268841497, "Calmar Ratio": 0.30729421863323747, "P&L/DD Ratio": 3.5979715263814476, "Max Drawdown %": -30.81431539235554, "% In Market": 17.85358565737052, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.29074800256787503, "Sub1_Sortino": 0.6300231485351742, "Sub1_Trades": 30, "Sub2_Calmar": 0.341418073646242, "Sub2_Sortino": 0.796102723253921, "Sub2_Trades": 56, "WFO_Score": 0.7501087425766754, "WFO_Min_Fold": -0.14230010101686677, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.041212, -0.1423, 1.351414]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 35, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ec09233ee59e61bd692483134042839e3c81ed2eedf5270a88780a562ac8b070", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -84.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "0ac12e1addd80d494248d4cf1393d311948ef31fe23f38b3c4164a01e20dff51", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 20.418681652111403, \"dd_pct\": -19.625203917136357, \"calmar\": 1.0412124938417275, \"cagr_pct\": 20.434007512713986, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 11.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7593941541746897, \"sortino\": 1.2362236332533274}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 4.219057691916861, \"dd_pct\": -10.888727125927744, \"calmar\": 0.38774115386850666, \"cagr_pct\": 4.222007619966531, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.4383561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38995431907913275, \"sortino\": 0.6207702110003875}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.6330014129285595, \"dd_pct\": -18.51566408027847, \"calmar\": -0.14230010101686677, \"cagr_pct\": -2.634780869017998, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 38.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.021860354374422603, \"sortino\": 0.03165666591094853}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.09979735780665, \"dd_pct\": -26.78816277457331, \"calmar\": 1.1916280488917022, \"cagr_pct\": 31.921526140458116, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 28.01094890510949, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1338158460604792, \"sortino\": 1.6883485273093874}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 24.593512009884712, \"dd_pct\": -18.212243691255903, \"calmar\": 1.3514138349051652, \"cagr_pct\": 24.61227808902754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9766015075725282, \"sortino\": 1.4745716909671231}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.587616094539188, \"dd_pct\": -18.63903279963546, \"calmar\": -1.2723493927626364, \"cagr_pct\": -23.715362064299036, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 18.543046357615893, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.293696433161139, \"sortino\": -1.5933296458173867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.86902938663279, \"dd_pct\": -30.81431539235554, \"calmar\": 0.30729421863323747, \"cagr_pct\": 9.469060971212038, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 17.85358565737052, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.49779086568835884, \"sortino\": 0.7351450268841497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 25.837350587267327, \"dd_pct\": -26.595702975987113, \"calmar\": 0.29074800256787503, \"cagr_pct\": 7.7326475171567415, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 11.002661934338953, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4440460072710416, \"sortino\": 0.6300231485351742}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 67.57268680763866, \"dd_pct\": -30.814315392355685, \"calmar\": 0.341418073646242, \"cagr_pct\": 10.520564201985822, \"entries\": 56, \"exits\": 57, \"exposure_pct\": 21.949602122015914, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5277841432859737, \"sortino\": 0.796102723253921}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": 110.86902938663279, "Sharpe Ratio": 0.49779086568835884, "Sortino Ratio": 0.7351450268841497, "Calmar Ratio": 0.30729421863323747, "P&L/DD Ratio": 3.5979715263814476, "Max Drawdown %": -30.81431539235554, "% In Market": 17.85358565737052, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.29074800256787503, "Sub1_Sortino": 0.6300231485351742, "Sub1_Trades": 30, "Sub2_Calmar": 0.341418073646242, "Sub2_Sortino": 0.796102723253921, "Sub2_Trades": 56, "WFO_Score": 0.7501087425766754, "WFO_Min_Fold": -0.14230010101686677, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.041212, -0.1423, 1.351414]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 35, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ec09233ee59e61bd692483134042839e3c81ed2eedf5270a88780a562ac8b070", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 229.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "4bf0eca34b50d1ae23b2f1e73bc7dc3f40fd4aa7c3a1a1a8d86b3e06684f45a3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 20.418681652111403, \"dd_pct\": -19.625203917136357, \"calmar\": 1.0412124938417275, \"cagr_pct\": 20.434007512713986, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 11.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7593941541746897, \"sortino\": 1.2362236332533274}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 4.219057691916861, \"dd_pct\": -10.888727125927744, \"calmar\": 0.38774115386850666, \"cagr_pct\": 4.222007619966531, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.4383561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38995431907913275, \"sortino\": 0.6207702110003875}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.6330014129285595, \"dd_pct\": -18.51566408027847, \"calmar\": -0.14230010101686677, \"cagr_pct\": -2.634780869017998, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 38.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.021860354374422603, \"sortino\": 0.03165666591094853}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.09979735780665, \"dd_pct\": -26.78816277457331, \"calmar\": 1.1916280488917022, \"cagr_pct\": 31.921526140458116, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 28.01094890510949, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1338158460604792, \"sortino\": 1.6883485273093874}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 24.593512009884712, \"dd_pct\": -18.212243691255903, \"calmar\": 1.3514138349051652, \"cagr_pct\": 24.61227808902754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9766015075725282, \"sortino\": 1.4745716909671231}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.587616094539188, \"dd_pct\": -18.63903279963546, \"calmar\": -1.2723493927626364, \"cagr_pct\": -23.715362064299036, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 18.543046357615893, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.293696433161139, \"sortino\": -1.5933296458173867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.86902938663279, \"dd_pct\": -30.81431539235554, \"calmar\": 0.30729421863323747, \"cagr_pct\": 9.469060971212038, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 17.85358565737052, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.49779086568835884, \"sortino\": 0.7351450268841497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 25.837350587267327, \"dd_pct\": -26.595702975987113, \"calmar\": 0.29074800256787503, \"cagr_pct\": 7.7326475171567415, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 11.002661934338953, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4440460072710416, \"sortino\": 0.6300231485351742}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 67.57268680763866, \"dd_pct\": -30.814315392355685, \"calmar\": 0.341418073646242, \"cagr_pct\": 10.520564201985822, \"entries\": 56, \"exits\": 57, \"exposure_pct\": 21.949602122015914, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5277841432859737, \"sortino\": 0.796102723253921}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": 110.86902938663279, "Sharpe Ratio": 0.49779086568835884, "Sortino Ratio": 0.7351450268841497, "Calmar Ratio": 0.30729421863323747, "P&L/DD Ratio": 3.5979715263814476, "Max Drawdown %": -30.81431539235554, "% In Market": 17.85358565737052, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.29074800256787503, "Sub1_Sortino": 0.6300231485351742, "Sub1_Trades": 30, "Sub2_Calmar": 0.341418073646242, "Sub2_Sortino": 0.796102723253921, "Sub2_Trades": 56, "WFO_Score": 0.7501087425766754, "WFO_Min_Fold": -0.14230010101686677, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.041212, -0.1423, 1.351414]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 34, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ec09233ee59e61bd692483134042839e3c81ed2eedf5270a88780a562ac8b070", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 229.95, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "28f04f24cb4f35e7f01f0d102f0f132cf05105fd9da66f5ebe528266e09aab7c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 20.418681652111403, \"dd_pct\": -19.625203917136357, \"calmar\": 1.0412124938417275, \"cagr_pct\": 20.434007512713986, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 11.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7593941541746897, \"sortino\": 1.2362236332533274}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 4.219057691916861, \"dd_pct\": -10.888727125927744, \"calmar\": 0.38774115386850666, \"cagr_pct\": 4.222007619966531, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.4383561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38995431907913275, \"sortino\": 0.6207702110003875}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.6330014129285595, \"dd_pct\": -18.51566408027847, \"calmar\": -0.14230010101686677, \"cagr_pct\": -2.634780869017998, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 38.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.021860354374422603, \"sortino\": 0.03165666591094853}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.09979735780665, \"dd_pct\": -26.78816277457331, \"calmar\": 1.1916280488917022, \"cagr_pct\": 31.921526140458116, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 28.01094890510949, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1338158460604792, \"sortino\": 1.6883485273093874}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 24.593512009884712, \"dd_pct\": -18.212243691255903, \"calmar\": 1.3514138349051652, \"cagr_pct\": 24.61227808902754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9766015075725282, \"sortino\": 1.4745716909671231}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.587616094539188, \"dd_pct\": -18.63903279963546, \"calmar\": -1.2723493927626364, \"cagr_pct\": -23.715362064299036, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 18.543046357615893, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.293696433161139, \"sortino\": -1.5933296458173867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.86902938663279, \"dd_pct\": -30.81431539235554, \"calmar\": 0.30729421863323747, \"cagr_pct\": 9.469060971212038, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 17.85358565737052, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.49779086568835884, \"sortino\": 0.7351450268841497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 25.837350587267327, \"dd_pct\": -26.595702975987113, \"calmar\": 0.29074800256787503, \"cagr_pct\": 7.7326475171567415, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 11.002661934338953, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4440460072710416, \"sortino\": 0.6300231485351742}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 67.57268680763866, \"dd_pct\": -30.814315392355685, \"calmar\": 0.341418073646242, \"cagr_pct\": 10.520564201985822, \"entries\": 56, \"exits\": 57, \"exposure_pct\": 21.949602122015914, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5277841432859737, \"sortino\": 0.796102723253921}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": 110.86902938663279, "Sharpe Ratio": 0.49779086568835884, "Sortino Ratio": 0.7351450268841497, "Calmar Ratio": 0.30729421863323747, "P&L/DD Ratio": 3.5979715263814476, "Max Drawdown %": -30.81431539235554, "% In Market": 17.85358565737052, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.29074800256787503, "Sub1_Sortino": 0.6300231485351742, "Sub1_Trades": 30, "Sub2_Calmar": 0.341418073646242, "Sub2_Sortino": 0.796102723253921, "Sub2_Trades": 56, "WFO_Score": 0.7501087425766754, "WFO_Min_Fold": -0.14230010101686677, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.041212, -0.1423, 1.351414]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 35, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ec09233ee59e61bd692483134042839e3c81ed2eedf5270a88780a562ac8b070", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 230.05, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "842da3366247601634805e7c0f4cde159d0eb794b108ee164f3bfc7980e616ca", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 20.418681652111403, \"dd_pct\": -19.625203917136357, \"calmar\": 1.0412124938417275, \"cagr_pct\": 20.434007512713986, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 11.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7593941541746897, \"sortino\": 1.2362236332533274}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 4.219057691916861, \"dd_pct\": -10.888727125927744, \"calmar\": 0.38774115386850666, \"cagr_pct\": 4.222007619966531, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.4383561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38995431907913275, \"sortino\": 0.6207702110003875}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.6330014129285595, \"dd_pct\": -18.51566408027847, \"calmar\": -0.14230010101686677, \"cagr_pct\": -2.634780869017998, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 38.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.021860354374422603, \"sortino\": 0.03165666591094853}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.09979735780665, \"dd_pct\": -26.78816277457331, \"calmar\": 1.1916280488917022, \"cagr_pct\": 31.921526140458116, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 28.01094890510949, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1338158460604792, \"sortino\": 1.6883485273093874}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 24.593512009884712, \"dd_pct\": -18.212243691255903, \"calmar\": 1.3514138349051652, \"cagr_pct\": 24.61227808902754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9766015075725282, \"sortino\": 1.4745716909671231}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.587616094539188, \"dd_pct\": -18.63903279963546, \"calmar\": -1.2723493927626364, \"cagr_pct\": -23.715362064299036, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 18.543046357615893, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.293696433161139, \"sortino\": -1.5933296458173867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.86902938663279, \"dd_pct\": -30.81431539235554, \"calmar\": 0.30729421863323747, \"cagr_pct\": 9.469060971212038, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 17.85358565737052, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.49779086568835884, \"sortino\": 0.7351450268841497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 25.837350587267327, \"dd_pct\": -26.595702975987113, \"calmar\": 0.29074800256787503, \"cagr_pct\": 7.7326475171567415, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 11.002661934338953, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4440460072710416, \"sortino\": 0.6300231485351742}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 67.57268680763866, \"dd_pct\": -30.814315392355685, \"calmar\": 0.341418073646242, \"cagr_pct\": 10.520564201985822, \"entries\": 56, \"exits\": 57, \"exposure_pct\": 21.949602122015914, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5277841432859737, \"sortino\": 0.796102723253921}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": 110.86902938663279, "Sharpe Ratio": 0.49779086568835884, "Sortino Ratio": 0.7351450268841497, "Calmar Ratio": 0.30729421863323747, "P&L/DD Ratio": 3.5979715263814476, "Max Drawdown %": -30.81431539235554, "% In Market": 17.85358565737052, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.29074800256787503, "Sub1_Sortino": 0.6300231485351742, "Sub1_Trades": 30, "Sub2_Calmar": 0.341418073646242, "Sub2_Sortino": 0.796102723253921, "Sub2_Trades": 56, "WFO_Score": 0.7501087425766754, "WFO_Min_Fold": -0.14230010101686677, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.041212, -0.1423, 1.351414]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 35, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ec09233ee59e61bd692483134042839e3c81ed2eedf5270a88780a562ac8b070", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 231.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "57e715c8abb872b3f58ba14c147b2f25a24282fc1a01ae44ef69eb0b80b28dac", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 20.418681652111403, \"dd_pct\": -19.625203917136357, \"calmar\": 1.0412124938417275, \"cagr_pct\": 20.434007512713986, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 11.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7593941541746897, \"sortino\": 1.2362236332533274}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 4.219057691916861, \"dd_pct\": -10.888727125927744, \"calmar\": 0.38774115386850666, \"cagr_pct\": 4.222007619966531, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.4383561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38995431907913275, \"sortino\": 0.6207702110003875}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.6330014129285595, \"dd_pct\": -18.51566408027847, \"calmar\": -0.14230010101686677, \"cagr_pct\": -2.634780869017998, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 38.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.021860354374422603, \"sortino\": 0.03165666591094853}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.09979735780665, \"dd_pct\": -26.78816277457331, \"calmar\": 1.1916280488917022, \"cagr_pct\": 31.921526140458116, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 28.01094890510949, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1338158460604792, \"sortino\": 1.6883485273093874}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 24.593512009884712, \"dd_pct\": -18.212243691255903, \"calmar\": 1.3514138349051652, \"cagr_pct\": 24.61227808902754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9766015075725282, \"sortino\": 1.4745716909671231}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.587616094539188, \"dd_pct\": -18.63903279963546, \"calmar\": -1.2723493927626364, \"cagr_pct\": -23.715362064299036, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 18.543046357615893, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.293696433161139, \"sortino\": -1.5933296458173867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.86902938663279, \"dd_pct\": -30.81431539235554, \"calmar\": 0.30729421863323747, \"cagr_pct\": 9.469060971212038, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 17.85358565737052, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.49779086568835884, \"sortino\": 0.7351450268841497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 25.837350587267327, \"dd_pct\": -26.595702975987113, \"calmar\": 0.29074800256787503, \"cagr_pct\": 7.7326475171567415, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 11.002661934338953, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4440460072710416, \"sortino\": 0.6300231485351742}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 67.57268680763866, \"dd_pct\": -30.814315392355685, \"calmar\": 0.341418073646242, \"cagr_pct\": 10.520564201985822, \"entries\": 56, \"exits\": 57, \"exposure_pct\": 21.949602122015914, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5277841432859737, \"sortino\": 0.796102723253921}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": 110.86902938663279, "Sharpe Ratio": 0.49779086568835884, "Sortino Ratio": 0.7351450268841497, "Calmar Ratio": 0.30729421863323747, "P&L/DD Ratio": 3.5979715263814476, "Max Drawdown %": -30.81431539235554, "% In Market": 17.85358565737052, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.29074800256787503, "Sub1_Sortino": 0.6300231485351742, "Sub1_Trades": 30, "Sub2_Calmar": 0.341418073646242, "Sub2_Sortino": 0.796102723253921, "Sub2_Trades": 56, "WFO_Score": 0.7501087425766754, "WFO_Min_Fold": -0.14230010101686677, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.041212, -0.1423, 1.351414]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 35, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ec09233ee59e61bd692483134042839e3c81ed2eedf5270a88780a562ac8b070", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": -721.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "dc91752336959199225da8826bf903cf7bcce9f878913f26816d930aad5cd419", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 20.418681652111403, \"dd_pct\": -19.625203917136357, \"calmar\": 1.0412124938417275, \"cagr_pct\": 20.434007512713986, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 11.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7593941541746897, \"sortino\": 1.2362236332533274}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 4.219057691916861, \"dd_pct\": -10.888727125927744, \"calmar\": 0.38774115386850666, \"cagr_pct\": 4.222007619966531, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.4383561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38995431907913275, \"sortino\": 0.6207702110003875}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.6330014129285595, \"dd_pct\": -18.51566408027847, \"calmar\": -0.14230010101686677, \"cagr_pct\": -2.634780869017998, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 38.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.021860354374422603, \"sortino\": 0.03165666591094853}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.09979735780665, \"dd_pct\": -26.78816277457331, \"calmar\": 1.1916280488917022, \"cagr_pct\": 31.921526140458116, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 28.01094890510949, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1338158460604792, \"sortino\": 1.6883485273093874}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 24.593512009884712, \"dd_pct\": -18.212243691255903, \"calmar\": 1.3514138349051652, \"cagr_pct\": 24.61227808902754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9766015075725282, \"sortino\": 1.4745716909671231}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.587616094539188, \"dd_pct\": -18.63903279963546, \"calmar\": -1.2723493927626364, \"cagr_pct\": -23.715362064299036, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 18.543046357615893, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.293696433161139, \"sortino\": -1.5933296458173867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.86902938663279, \"dd_pct\": -30.81431539235554, \"calmar\": 0.30729421863323747, \"cagr_pct\": 9.469060971212038, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 17.85358565737052, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.49779086568835884, \"sortino\": 0.7351450268841497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 25.837350587267327, \"dd_pct\": -26.595702975987113, \"calmar\": 0.29074800256787503, \"cagr_pct\": 7.7326475171567415, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 11.002661934338953, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4440460072710416, \"sortino\": 0.6300231485351742}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 67.57268680763866, \"dd_pct\": -30.814315392355685, \"calmar\": 0.341418073646242, \"cagr_pct\": 10.520564201985822, \"entries\": 56, \"exits\": 57, \"exposure_pct\": 21.949602122015914, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5277841432859737, \"sortino\": 0.796102723253921}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": 110.86902938663279, "Sharpe Ratio": 0.49779086568835884, "Sortino Ratio": 0.7351450268841497, "Calmar Ratio": 0.30729421863323747, "P&L/DD Ratio": 3.5979715263814476, "Max Drawdown %": -30.81431539235554, "% In Market": 17.85358565737052, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.29074800256787503, "Sub1_Sortino": 0.6300231485351742, "Sub1_Trades": 30, "Sub2_Calmar": 0.341418073646242, "Sub2_Sortino": 0.796102723253921, "Sub2_Trades": 56, "WFO_Score": 0.7501087425766754, "WFO_Min_Fold": -0.14230010101686677, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.041212, -0.1423, 1.351414]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ec09233ee59e61bd692483134042839e3c81ed2eedf5270a88780a562ac8b070", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": -720.05, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "8b98fe1bd7b21cb000a874664d05c7b5f162292631a2dd250c140c66b16e9ce7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 20.418681652111403, \"dd_pct\": -19.625203917136357, \"calmar\": 1.0412124938417275, \"cagr_pct\": 20.434007512713986, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 11.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7593941541746897, \"sortino\": 1.2362236332533274}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 4.219057691916861, \"dd_pct\": -10.888727125927744, \"calmar\": 0.38774115386850666, \"cagr_pct\": 4.222007619966531, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.4383561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38995431907913275, \"sortino\": 0.6207702110003875}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.6330014129285595, \"dd_pct\": -18.51566408027847, \"calmar\": -0.14230010101686677, \"cagr_pct\": -2.634780869017998, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 38.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.021860354374422603, \"sortino\": 0.03165666591094853}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.09979735780665, \"dd_pct\": -26.78816277457331, \"calmar\": 1.1916280488917022, \"cagr_pct\": 31.921526140458116, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 28.01094890510949, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1338158460604792, \"sortino\": 1.6883485273093874}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 24.593512009884712, \"dd_pct\": -18.212243691255903, \"calmar\": 1.3514138349051652, \"cagr_pct\": 24.61227808902754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9766015075725282, \"sortino\": 1.4745716909671231}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.587616094539188, \"dd_pct\": -18.63903279963546, \"calmar\": -1.2723493927626364, \"cagr_pct\": -23.715362064299036, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 18.543046357615893, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.293696433161139, \"sortino\": -1.5933296458173867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.86902938663279, \"dd_pct\": -30.81431539235554, \"calmar\": 0.30729421863323747, \"cagr_pct\": 9.469060971212038, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 17.85358565737052, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.49779086568835884, \"sortino\": 0.7351450268841497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 25.837350587267327, \"dd_pct\": -26.595702975987113, \"calmar\": 0.29074800256787503, \"cagr_pct\": 7.7326475171567415, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 11.002661934338953, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4440460072710416, \"sortino\": 0.6300231485351742}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 67.57268680763866, \"dd_pct\": -30.814315392355685, \"calmar\": 0.341418073646242, \"cagr_pct\": 10.520564201985822, \"entries\": 56, \"exits\": 57, \"exposure_pct\": 21.949602122015914, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5277841432859737, \"sortino\": 0.796102723253921}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": 110.86902938663279, "Sharpe Ratio": 0.49779086568835884, "Sortino Ratio": 0.7351450268841497, "Calmar Ratio": 0.30729421863323747, "P&L/DD Ratio": 3.5979715263814476, "Max Drawdown %": -30.81431539235554, "% In Market": 17.85358565737052, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.29074800256787503, "Sub1_Sortino": 0.6300231485351742, "Sub1_Trades": 30, "Sub2_Calmar": 0.341418073646242, "Sub2_Sortino": 0.796102723253921, "Sub2_Trades": 56, "WFO_Score": 0.7501087425766754, "WFO_Min_Fold": -0.14230010101686677, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.041212, -0.1423, 1.351414]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 35, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ec09233ee59e61bd692483134042839e3c81ed2eedf5270a88780a562ac8b070", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": -719.95, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "f49ab47bc4612244a28107d1d2d0d6317e83af94d179b2ec4325544de882ae35", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 20.418681652111403, \"dd_pct\": -19.625203917136357, \"calmar\": 1.0412124938417275, \"cagr_pct\": 20.434007512713986, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 11.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7593941541746897, \"sortino\": 1.2362236332533274}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 4.219057691916861, \"dd_pct\": -10.888727125927744, \"calmar\": 0.38774115386850666, \"cagr_pct\": 4.222007619966531, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.4383561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38995431907913275, \"sortino\": 0.6207702110003875}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.6330014129285595, \"dd_pct\": -18.51566408027847, \"calmar\": -0.14230010101686677, \"cagr_pct\": -2.634780869017998, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 38.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.021860354374422603, \"sortino\": 0.03165666591094853}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.09979735780665, \"dd_pct\": -26.78816277457331, \"calmar\": 1.1916280488917022, \"cagr_pct\": 31.921526140458116, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 28.01094890510949, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1338158460604792, \"sortino\": 1.6883485273093874}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 24.593512009884712, \"dd_pct\": -18.212243691255903, \"calmar\": 1.3514138349051652, \"cagr_pct\": 24.61227808902754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9766015075725282, \"sortino\": 1.4745716909671231}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.587616094539188, \"dd_pct\": -18.63903279963546, \"calmar\": -1.2723493927626364, \"cagr_pct\": -23.715362064299036, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 18.543046357615893, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.293696433161139, \"sortino\": -1.5933296458173867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.86902938663279, \"dd_pct\": -30.81431539235554, \"calmar\": 0.30729421863323747, \"cagr_pct\": 9.469060971212038, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 17.85358565737052, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.49779086568835884, \"sortino\": 0.7351450268841497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 25.837350587267327, \"dd_pct\": -26.595702975987113, \"calmar\": 0.29074800256787503, \"cagr_pct\": 7.7326475171567415, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 11.002661934338953, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4440460072710416, \"sortino\": 0.6300231485351742}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 67.57268680763866, \"dd_pct\": -30.814315392355685, \"calmar\": 0.341418073646242, \"cagr_pct\": 10.520564201985822, \"entries\": 56, \"exits\": 57, \"exposure_pct\": 21.949602122015914, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5277841432859737, \"sortino\": 0.796102723253921}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": 110.86902938663279, "Sharpe Ratio": 0.49779086568835884, "Sortino Ratio": 0.7351450268841497, "Calmar Ratio": 0.30729421863323747, "P&L/DD Ratio": 3.5979715263814476, "Max Drawdown %": -30.81431539235554, "% In Market": 17.85358565737052, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.29074800256787503, "Sub1_Sortino": 0.6300231485351742, "Sub1_Trades": 30, "Sub2_Calmar": 0.341418073646242, "Sub2_Sortino": 0.796102723253921, "Sub2_Trades": 56, "WFO_Score": 0.7501087425766754, "WFO_Min_Fold": -0.14230010101686677, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.041212, -0.1423, 1.351414]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ec09233ee59e61bd692483134042839e3c81ed2eedf5270a88780a562ac8b070", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 230.0, "i_long_exit_activation_confirmation_threshold": -719.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "81e1584e8de0c27674a9f343c27148ffba4ad786599edebec3810ba90a3bfc52", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 20.418681652111403, \"dd_pct\": -19.625203917136357, \"calmar\": 1.0412124938417275, \"cagr_pct\": 20.434007512713986, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 11.78082191780822, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7593941541746897, \"sortino\": 1.2362236332533274}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 4.219057691916861, \"dd_pct\": -10.888727125927744, \"calmar\": 0.38774115386850666, \"cagr_pct\": 4.222007619966531, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 1.4383561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.38995431907913275, \"sortino\": 0.6207702110003875}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.6330014129285595, \"dd_pct\": -18.51566408027847, \"calmar\": -0.14230010101686677, \"cagr_pct\": -2.634780869017998, \"entries\": 17, \"exits\": 17, \"exposure_pct\": 38.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.021860354374422603, \"sortino\": 0.03165666591094853}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 23.09979735780665, \"dd_pct\": -26.78816277457331, \"calmar\": 1.1916280488917022, \"cagr_pct\": 31.921526140458116, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 28.01094890510949, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1338158460604792, \"sortino\": 1.6883485273093874}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 24.593512009884712, \"dd_pct\": -18.212243691255903, \"calmar\": 1.3514138349051652, \"cagr_pct\": 24.61227808902754, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9766015075725282, \"sortino\": 1.4745716909671231}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -10.587616094539188, \"dd_pct\": -18.63903279963546, \"calmar\": -1.2723493927626364, \"cagr_pct\": -23.715362064299036, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 18.543046357615893, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.293696433161139, \"sortino\": -1.5933296458173867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 110.86902938663279, \"dd_pct\": -30.81431539235554, \"calmar\": 0.30729421863323747, \"cagr_pct\": 9.469060971212038, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 17.85358565737052, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.49779086568835884, \"sortino\": 0.7351450268841497}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 25.837350587267327, \"dd_pct\": -26.595702975987113, \"calmar\": 0.29074800256787503, \"cagr_pct\": 7.7326475171567415, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 11.002661934338953, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4440460072710416, \"sortino\": 0.6300231485351742}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 67.57268680763866, \"dd_pct\": -30.814315392355685, \"calmar\": 0.341418073646242, \"cagr_pct\": 10.520564201985822, \"entries\": 56, \"exits\": 57, \"exposure_pct\": 21.949602122015914, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5277841432859737, \"sortino\": 0.796102723253921}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": 110.86902938663279, "Sharpe Ratio": 0.49779086568835884, "Sortino Ratio": 0.7351450268841497, "Calmar Ratio": 0.30729421863323747, "P&L/DD Ratio": 3.5979715263814476, "Max Drawdown %": -30.81431539235554, "% In Market": 17.85358565737052, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.29074800256787503, "Sub1_Sortino": 0.6300231485351742, "Sub1_Trades": 30, "Sub2_Calmar": 0.341418073646242, "Sub2_Sortino": 0.796102723253921, "Sub2_Trades": 56, "WFO_Score": 0.7501087425766754, "WFO_Min_Fold": -0.14230010101686677, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[1.041212, -0.1423, 1.351414]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 34, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ec09233ee59e61bd692483134042839e3c81ed2eedf5270a88780a562ac8b070", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -45.0, "i_long_exit_activation_threshold": -680.0, "i_long_exit_activation_confirmation_threshold": 240.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "4f4c090f855df687aa6af9083b0684621b34b41b70083cbb4126f530d0ce735f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 202.83676375907217, \"dd_pct\": -26.4277888701668, \"calmar\": 7.683831628088488, \"cagr_pct\": 203.0666799810326, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2012802407786105, \"sortino\": 3.5261527158881334}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -23.979402569609178, \"dd_pct\": -35.480495067355854, \"calmar\": -0.676249773272903, \"cagr_pct\": -23.99367674490975, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 14.452054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8575790270876926, \"sortino\": -1.119201078574667}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 87.65686921655875, \"dd_pct\": -11.608867572788418, \"calmar\": 7.557825084222473, \"cagr_pct\": 87.73779054103716, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 50.890410958904106, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.284766644095734, \"sortino\": 3.708150018014801}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.947779114510329, \"dd_pct\": -35.69539873310816, \"calmar\": 0.6108519308326178, \"cagr_pct\": 21.804603237959302, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 63.138686131386855, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6657732085753728, \"sortino\": 0.9417619196018294}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 26.913588259032473, \"dd_pct\": -14.016985714922047, \"calmar\": 1.9215477836404724, \"cagr_pct\": 26.934307833828626, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.616438356164384, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.214358825076917, \"sortino\": 1.8824208967834197}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 650.6707946531876, \"dd_pct\": -65.39994962614719, \"calmar\": 0.42341481264859493, \"cagr_pct\": 27.69130741818266, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 30.0796812749004, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8292888667063197, \"sortino\": 1.1727886760307509}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 18.079531327960762, \"dd_pct\": -65.39994962614719, \"calmar\": 0.08461300920282518, \"cagr_pct\": 5.533686539581495, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 23.75776397515528, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.34343739632720743, \"sortino\": 0.44903953342364}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 535.7332098212964, \"dd_pct\": -46.248930864902114, \"calmar\": 0.931971818752174, \"cagr_pct\": 43.10270021350638, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 33.85941644562334, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1600042073510972, \"sortino\": 1.758490120112272}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 650.6707946531876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.39994962614719, "% In Market": 30.0796812749004, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a4f81e5d03832c0b8fa4bf4a6f7194ef5df356b7862a07784487a44ec574b2d", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -46.0, "i_long_exit_activation_threshold": -680.0, "i_long_exit_activation_confirmation_threshold": 240.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "ae54bc08b834d101de12c5e83ec433120faf292d0fcac973f1b51ae06de87b1e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 202.83676375907217, \"dd_pct\": -26.4277888701668, \"calmar\": 7.683831628088488, \"cagr_pct\": 203.0666799810326, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2012802407786105, \"sortino\": 3.5261527158881334}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -23.979402569609178, \"dd_pct\": -35.480495067355854, \"calmar\": -0.676249773272903, \"cagr_pct\": -23.99367674490975, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 14.452054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8575790270876926, \"sortino\": -1.119201078574667}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 87.65686921655875, \"dd_pct\": -11.608867572788418, \"calmar\": 7.557825084222473, \"cagr_pct\": 87.73779054103716, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 50.890410958904106, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.284766644095734, \"sortino\": 3.708150018014801}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.947779114510329, \"dd_pct\": -35.69539873310816, \"calmar\": 0.6108519308326178, \"cagr_pct\": 21.804603237959302, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 63.138686131386855, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6657732085753728, \"sortino\": 0.9417619196018294}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 26.913588259032473, \"dd_pct\": -14.016985714922047, \"calmar\": 1.9215477836404724, \"cagr_pct\": 26.934307833828626, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.616438356164384, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.214358825076917, \"sortino\": 1.8824208967834197}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 650.6707946531876, \"dd_pct\": -65.39994962614719, \"calmar\": 0.42341481264859493, \"cagr_pct\": 27.69130741818266, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 30.0796812749004, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8292888667063197, \"sortino\": 1.1727886760307509}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 18.079531327960762, \"dd_pct\": -65.39994962614719, \"calmar\": 0.08461300920282518, \"cagr_pct\": 5.533686539581495, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 23.75776397515528, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.34343739632720743, \"sortino\": 0.44903953342364}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 535.7332098212964, \"dd_pct\": -46.248930864902114, \"calmar\": 0.931971818752174, \"cagr_pct\": 43.10270021350638, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 33.85941644562334, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1600042073510972, \"sortino\": 1.758490120112272}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 650.6707946531876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.39994962614719, "% In Market": 30.0796812749004, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a4f81e5d03832c0b8fa4bf4a6f7194ef5df356b7862a07784487a44ec574b2d", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -45.05, "i_long_exit_activation_threshold": -680.0, "i_long_exit_activation_confirmation_threshold": 240.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "d8d81de3fd56355a060b8976f354d2e3a9316f0fd5a2fc7b4baffd310dba5c74", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 202.83676375907217, \"dd_pct\": -26.4277888701668, \"calmar\": 7.683831628088488, \"cagr_pct\": 203.0666799810326, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2012802407786105, \"sortino\": 3.5261527158881334}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -23.979402569609178, \"dd_pct\": -35.480495067355854, \"calmar\": -0.676249773272903, \"cagr_pct\": -23.99367674490975, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 14.452054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8575790270876926, \"sortino\": -1.119201078574667}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 87.65686921655875, \"dd_pct\": -11.608867572788418, \"calmar\": 7.557825084222473, \"cagr_pct\": 87.73779054103716, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 50.890410958904106, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.284766644095734, \"sortino\": 3.708150018014801}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.947779114510329, \"dd_pct\": -35.69539873310816, \"calmar\": 0.6108519308326178, \"cagr_pct\": 21.804603237959302, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 63.138686131386855, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6657732085753728, \"sortino\": 0.9417619196018294}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 26.913588259032473, \"dd_pct\": -14.016985714922047, \"calmar\": 1.9215477836404724, \"cagr_pct\": 26.934307833828626, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.616438356164384, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.214358825076917, \"sortino\": 1.8824208967834197}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 650.6707946531876, \"dd_pct\": -65.39994962614719, \"calmar\": 0.42341481264859493, \"cagr_pct\": 27.69130741818266, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 30.0796812749004, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8292888667063197, \"sortino\": 1.1727886760307509}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 18.079531327960762, \"dd_pct\": -65.39994962614719, \"calmar\": 0.08461300920282518, \"cagr_pct\": 5.533686539581495, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 23.75776397515528, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.34343739632720743, \"sortino\": 0.44903953342364}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 535.7332098212964, \"dd_pct\": -46.248930864902114, \"calmar\": 0.931971818752174, \"cagr_pct\": 43.10270021350638, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 33.85941644562334, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1600042073510972, \"sortino\": 1.758490120112272}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 650.6707946531876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.39994962614719, "% In Market": 30.0796812749004, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 35, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a4f81e5d03832c0b8fa4bf4a6f7194ef5df356b7862a07784487a44ec574b2d", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -44.95, "i_long_exit_activation_threshold": -680.0, "i_long_exit_activation_confirmation_threshold": 240.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "9f70b60fc20e54744d413c993e6c7b033c4259d71fbb3b47e449e3dcd9c631ed", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 202.83676375907217, \"dd_pct\": -26.4277888701668, \"calmar\": 7.683831628088488, \"cagr_pct\": 203.0666799810326, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2012802407786105, \"sortino\": 3.5261527158881334}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -23.979402569609178, \"dd_pct\": -35.480495067355854, \"calmar\": -0.676249773272903, \"cagr_pct\": -23.99367674490975, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 14.452054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8575790270876926, \"sortino\": -1.119201078574667}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 87.65686921655875, \"dd_pct\": -11.608867572788418, \"calmar\": 7.557825084222473, \"cagr_pct\": 87.73779054103716, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 50.890410958904106, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.284766644095734, \"sortino\": 3.708150018014801}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.947779114510329, \"dd_pct\": -35.69539873310816, \"calmar\": 0.6108519308326178, \"cagr_pct\": 21.804603237959302, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 63.138686131386855, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6657732085753728, \"sortino\": 0.9417619196018294}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 26.913588259032473, \"dd_pct\": -14.016985714922047, \"calmar\": 1.9215477836404724, \"cagr_pct\": 26.934307833828626, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.616438356164384, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.214358825076917, \"sortino\": 1.8824208967834197}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 650.6707946531876, \"dd_pct\": -65.39994962614719, \"calmar\": 0.42341481264859493, \"cagr_pct\": 27.69130741818266, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 30.0796812749004, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8292888667063197, \"sortino\": 1.1727886760307509}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 18.079531327960762, \"dd_pct\": -65.39994962614719, \"calmar\": 0.08461300920282518, \"cagr_pct\": 5.533686539581495, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 23.75776397515528, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.34343739632720743, \"sortino\": 0.44903953342364}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 535.7332098212964, \"dd_pct\": -46.248930864902114, \"calmar\": 0.931971818752174, \"cagr_pct\": 43.10270021350638, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 33.85941644562334, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1600042073510972, \"sortino\": 1.758490120112272}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 650.6707946531876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.39994962614719, "% In Market": 30.0796812749004, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a4f81e5d03832c0b8fa4bf4a6f7194ef5df356b7862a07784487a44ec574b2d", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -44.0, "i_long_exit_activation_threshold": -680.0, "i_long_exit_activation_confirmation_threshold": 240.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "14bb5efb126a97af618a036a34e130592611567795473287f2c69ae27addfa94", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 202.83676375907217, \"dd_pct\": -26.4277888701668, \"calmar\": 7.683831628088488, \"cagr_pct\": 203.0666799810326, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2012802407786105, \"sortino\": 3.5261527158881334}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -23.979402569609178, \"dd_pct\": -35.480495067355854, \"calmar\": -0.676249773272903, \"cagr_pct\": -23.99367674490975, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 14.452054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8575790270876926, \"sortino\": -1.119201078574667}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 87.65686921655875, \"dd_pct\": -11.608867572788418, \"calmar\": 7.557825084222473, \"cagr_pct\": 87.73779054103716, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 50.890410958904106, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.284766644095734, \"sortino\": 3.708150018014801}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 8.234123435762397, \"dd_pct\": -35.6953987331082, \"calmar\": 0.3116412617177031, \"cagr_pct\": 11.124159098702341, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 62.5, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.46018059123537325, \"sortino\": 0.6467645073636786}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 26.913588259032473, \"dd_pct\": -14.016985714922047, \"calmar\": 1.9215477836404724, \"cagr_pct\": 26.934307833828626, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.616438356164384, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.214358825076917, \"sortino\": 1.8824208967834197}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 600.7309330856102, \"dd_pct\": -65.39994962614719, \"calmar\": 0.4071829333183109, \"cagr_pct\": 26.629743327644384, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 30.021580345285525, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8082733256290211, \"sortino\": 1.142190740496917}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 18.079531327960762, \"dd_pct\": -65.39994962614719, \"calmar\": 0.08461300920282518, \"cagr_pct\": 5.533686539581495, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 23.75776397515528, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.34343739632720743, \"sortino\": 0.44903953342364}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 493.4397987567891, \"dd_pct\": -46.248930864902114, \"calmar\": 0.8909709788819191, \"cagr_pct\": 41.20645520494404, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 33.766578249336874, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1256937094898571, \"sortino\": 1.7045262916065116}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 600.7309330856102, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.39994962614719, "% In Market": 30.021580345285525, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a4f81e5d03832c0b8fa4bf4a6f7194ef5df356b7862a07784487a44ec574b2d", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -45.0, "i_long_exit_activation_threshold": -681.0, "i_long_exit_activation_confirmation_threshold": 240.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "7e88431275b1f9f3644b6ff57bac125bed6a65f91e0103765022b060df279a05", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 202.83676375907217, \"dd_pct\": -26.4277888701668, \"calmar\": 7.683831628088488, \"cagr_pct\": 203.0666799810326, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2012802407786105, \"sortino\": 3.5261527158881334}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -23.979402569609178, \"dd_pct\": -35.480495067355854, \"calmar\": -0.676249773272903, \"cagr_pct\": -23.99367674490975, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 14.452054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8575790270876926, \"sortino\": -1.119201078574667}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 87.65686921655875, \"dd_pct\": -11.608867572788418, \"calmar\": 7.557825084222473, \"cagr_pct\": 87.73779054103716, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 50.890410958904106, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.284766644095734, \"sortino\": 3.708150018014801}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.947779114510329, \"dd_pct\": -35.69539873310816, \"calmar\": 0.6108519308326178, \"cagr_pct\": 21.804603237959302, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 63.138686131386855, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6657732085753728, \"sortino\": 0.9417619196018294}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 26.913588259032473, \"dd_pct\": -14.016985714922047, \"calmar\": 1.9215477836404724, \"cagr_pct\": 26.934307833828626, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.616438356164384, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.214358825076917, \"sortino\": 1.8824208967834197}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 770.7971265474041, \"dd_pct\": -65.3999496261472, \"calmar\": 0.45887901217150884, \"cagr_pct\": 30.010664280512866, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 30.49468791500664, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8653796620061632, \"sortino\": 1.227927299034847}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 36.97524576263407, \"dd_pct\": -65.3999496261472, \"calmar\": 0.1641418827117772, \"cagr_pct\": 10.734870860891192, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 24.866903283052352, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.45783670343764316, \"sortino\": 0.6066327383306489}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 535.7332098212964, \"dd_pct\": -46.248930864902114, \"calmar\": 0.931971818752174, \"cagr_pct\": 43.10270021350638, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 33.85941644562334, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1600042073510972, \"sortino\": 1.758490120112272}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 770.7971265474041, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.3999496261472, "% In Market": 30.49468791500664, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a4f81e5d03832c0b8fa4bf4a6f7194ef5df356b7862a07784487a44ec574b2d", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -45.0, "i_long_exit_activation_threshold": -680.05, "i_long_exit_activation_confirmation_threshold": 240.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "75ae0d93274431c95db85c6aa09ca2130b3142ad1df6531cf0de13f75e007d31", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 202.83676375907217, \"dd_pct\": -26.4277888701668, \"calmar\": 7.683831628088488, \"cagr_pct\": 203.0666799810326, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2012802407786105, \"sortino\": 3.5261527158881334}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -23.979402569609178, \"dd_pct\": -35.480495067355854, \"calmar\": -0.676249773272903, \"cagr_pct\": -23.99367674490975, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 14.452054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8575790270876926, \"sortino\": -1.119201078574667}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 87.65686921655875, \"dd_pct\": -11.608867572788418, \"calmar\": 7.557825084222473, \"cagr_pct\": 87.73779054103716, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 50.890410958904106, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.284766644095734, \"sortino\": 3.708150018014801}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.947779114510329, \"dd_pct\": -35.69539873310816, \"calmar\": 0.6108519308326178, \"cagr_pct\": 21.804603237959302, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 63.138686131386855, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6657732085753728, \"sortino\": 0.9417619196018294}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 26.913588259032473, \"dd_pct\": -14.016985714922047, \"calmar\": 1.9215477836404724, \"cagr_pct\": 26.934307833828626, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.616438356164384, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.214358825076917, \"sortino\": 1.8824208967834197}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 650.6707946531876, \"dd_pct\": -65.39994962614719, \"calmar\": 0.42341481264859493, \"cagr_pct\": 27.69130741818266, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 30.0796812749004, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8292888667063197, \"sortino\": 1.1727886760307509}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 18.079531327960762, \"dd_pct\": -65.39994962614719, \"calmar\": 0.08461300920282518, \"cagr_pct\": 5.533686539581495, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 23.75776397515528, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.34343739632720743, \"sortino\": 0.44903953342364}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 535.7332098212964, \"dd_pct\": -46.248930864902114, \"calmar\": 0.931971818752174, \"cagr_pct\": 43.10270021350638, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 33.85941644562334, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1600042073510972, \"sortino\": 1.758490120112272}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 650.6707946531876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.39994962614719, "% In Market": 30.0796812749004, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 40, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a4f81e5d03832c0b8fa4bf4a6f7194ef5df356b7862a07784487a44ec574b2d", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -45.0, "i_long_exit_activation_threshold": -679.95, "i_long_exit_activation_confirmation_threshold": 240.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "64b96587379a80c3f11bd97f21592f72957b72ec2fe0cbe5693ccb9dd7347905", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 202.83676375907217, \"dd_pct\": -26.4277888701668, \"calmar\": 7.683831628088488, \"cagr_pct\": 203.0666799810326, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2012802407786105, \"sortino\": 3.5261527158881334}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -23.979402569609178, \"dd_pct\": -35.480495067355854, \"calmar\": -0.676249773272903, \"cagr_pct\": -23.99367674490975, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 14.452054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8575790270876926, \"sortino\": -1.119201078574667}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 87.65686921655875, \"dd_pct\": -11.608867572788418, \"calmar\": 7.557825084222473, \"cagr_pct\": 87.73779054103716, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 50.890410958904106, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.284766644095734, \"sortino\": 3.708150018014801}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.947779114510329, \"dd_pct\": -35.69539873310816, \"calmar\": 0.6108519308326178, \"cagr_pct\": 21.804603237959302, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 63.138686131386855, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6657732085753728, \"sortino\": 0.9417619196018294}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 26.913588259032473, \"dd_pct\": -14.016985714922047, \"calmar\": 1.9215477836404724, \"cagr_pct\": 26.934307833828626, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.616438356164384, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.214358825076917, \"sortino\": 1.8824208967834197}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 650.6707946531876, \"dd_pct\": -65.39994962614719, \"calmar\": 0.42341481264859493, \"cagr_pct\": 27.69130741818266, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 30.0796812749004, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8292888667063197, \"sortino\": 1.1727886760307509}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 18.079531327960762, \"dd_pct\": -65.39994962614719, \"calmar\": 0.08461300920282518, \"cagr_pct\": 5.533686539581495, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 23.75776397515528, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.34343739632720743, \"sortino\": 0.44903953342364}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 535.7332098212964, \"dd_pct\": -46.248930864902114, \"calmar\": 0.931971818752174, \"cagr_pct\": 43.10270021350638, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 33.85941644562334, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1600042073510972, \"sortino\": 1.758490120112272}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 650.6707946531876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.39994962614719, "% In Market": 30.0796812749004, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a4f81e5d03832c0b8fa4bf4a6f7194ef5df356b7862a07784487a44ec574b2d", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -45.0, "i_long_exit_activation_threshold": -679.0, "i_long_exit_activation_confirmation_threshold": 240.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "b4833950cf664467980c7fc1aaca88f7cb2f3242aa857d7fb53ff215d821cab0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 202.83676375907217, \"dd_pct\": -26.4277888701668, \"calmar\": 7.683831628088488, \"cagr_pct\": 203.0666799810326, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2012802407786105, \"sortino\": 3.5261527158881334}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -23.979402569609178, \"dd_pct\": -35.480495067355854, \"calmar\": -0.676249773272903, \"cagr_pct\": -23.99367674490975, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 14.452054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8575790270876926, \"sortino\": -1.119201078574667}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 87.65686921655875, \"dd_pct\": -11.608867572788418, \"calmar\": 7.557825084222473, \"cagr_pct\": 87.73779054103716, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 50.890410958904106, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.284766644095734, \"sortino\": 3.708150018014801}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.947779114510329, \"dd_pct\": -35.69539873310816, \"calmar\": 0.6108519308326178, \"cagr_pct\": 21.804603237959302, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 63.138686131386855, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6657732085753728, \"sortino\": 0.9417619196018294}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 26.913588259032473, \"dd_pct\": -14.016985714922047, \"calmar\": 1.9215477836404724, \"cagr_pct\": 26.934307833828626, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.616438356164384, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.214358825076917, \"sortino\": 1.8824208967834197}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 650.6707946531876, \"dd_pct\": -65.39994962614719, \"calmar\": 0.42341481264859493, \"cagr_pct\": 27.69130741818266, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 30.0796812749004, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8292888667063197, \"sortino\": 1.1727886760307509}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 18.079531327960762, \"dd_pct\": -65.39994962614719, \"calmar\": 0.08461300920282518, \"cagr_pct\": 5.533686539581495, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 23.75776397515528, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.34343739632720743, \"sortino\": 0.44903953342364}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 535.7332098212964, \"dd_pct\": -46.248930864902114, \"calmar\": 0.931971818752174, \"cagr_pct\": 43.10270021350638, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 33.85941644562334, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1600042073510972, \"sortino\": 1.758490120112272}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 650.6707946531876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.39994962614719, "% In Market": 30.0796812749004, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 44, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a4f81e5d03832c0b8fa4bf4a6f7194ef5df356b7862a07784487a44ec574b2d", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -45.0, "i_long_exit_activation_threshold": -680.0, "i_long_exit_activation_confirmation_threshold": 239.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "90158e6c31c626e31f92cc769700b3db366e68033a5ee0ee5196df0b0486ef40", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 202.83676375907217, \"dd_pct\": -26.4277888701668, \"calmar\": 7.683831628088488, \"cagr_pct\": 203.0666799810326, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2012802407786105, \"sortino\": 3.5261527158881334}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -23.979402569609178, \"dd_pct\": -35.480495067355854, \"calmar\": -0.676249773272903, \"cagr_pct\": -23.99367674490975, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 14.452054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8575790270876926, \"sortino\": -1.119201078574667}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 87.65686921655875, \"dd_pct\": -11.608867572788418, \"calmar\": 7.557825084222473, \"cagr_pct\": 87.73779054103716, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 50.890410958904106, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.284766644095734, \"sortino\": 3.708150018014801}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.947779114510329, \"dd_pct\": -35.69539873310816, \"calmar\": 0.6108519308326178, \"cagr_pct\": 21.804603237959302, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 63.138686131386855, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6657732085753728, \"sortino\": 0.9417619196018294}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 26.913588259032473, \"dd_pct\": -14.016985714922047, \"calmar\": 1.9215477836404724, \"cagr_pct\": 26.934307833828626, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.616438356164384, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.214358825076917, \"sortino\": 1.8824208967834197}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 650.6707946531876, \"dd_pct\": -65.39994962614719, \"calmar\": 0.42341481264859493, \"cagr_pct\": 27.69130741818266, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 30.0796812749004, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8292888667063197, \"sortino\": 1.1727886760307509}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 18.079531327960762, \"dd_pct\": -65.39994962614719, \"calmar\": 0.08461300920282518, \"cagr_pct\": 5.533686539581495, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 23.75776397515528, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.34343739632720743, \"sortino\": 0.44903953342364}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 535.7332098212964, \"dd_pct\": -46.248930864902114, \"calmar\": 0.931971818752174, \"cagr_pct\": 43.10270021350638, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 33.85941644562334, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1600042073510972, \"sortino\": 1.758490120112272}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 650.6707946531876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.39994962614719, "% In Market": 30.0796812749004, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a4f81e5d03832c0b8fa4bf4a6f7194ef5df356b7862a07784487a44ec574b2d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -45.0, "i_long_exit_activation_threshold": -680.0, "i_long_exit_activation_confirmation_threshold": 239.95, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "b6b6034a4e6c94eb75c3c4ceee9c8fc09934f2905c37f80b86dbf111b83dd9d7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 202.83676375907217, \"dd_pct\": -26.4277888701668, \"calmar\": 7.683831628088488, \"cagr_pct\": 203.0666799810326, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2012802407786105, \"sortino\": 3.5261527158881334}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -23.979402569609178, \"dd_pct\": -35.480495067355854, \"calmar\": -0.676249773272903, \"cagr_pct\": -23.99367674490975, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 14.452054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8575790270876926, \"sortino\": -1.119201078574667}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 87.65686921655875, \"dd_pct\": -11.608867572788418, \"calmar\": 7.557825084222473, \"cagr_pct\": 87.73779054103716, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 50.890410958904106, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.284766644095734, \"sortino\": 3.708150018014801}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.947779114510329, \"dd_pct\": -35.69539873310816, \"calmar\": 0.6108519308326178, \"cagr_pct\": 21.804603237959302, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 63.138686131386855, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6657732085753728, \"sortino\": 0.9417619196018294}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 26.913588259032473, \"dd_pct\": -14.016985714922047, \"calmar\": 1.9215477836404724, \"cagr_pct\": 26.934307833828626, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.616438356164384, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.214358825076917, \"sortino\": 1.8824208967834197}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 650.6707946531876, \"dd_pct\": -65.39994962614719, \"calmar\": 0.42341481264859493, \"cagr_pct\": 27.69130741818266, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 30.0796812749004, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8292888667063197, \"sortino\": 1.1727886760307509}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 18.079531327960762, \"dd_pct\": -65.39994962614719, \"calmar\": 0.08461300920282518, \"cagr_pct\": 5.533686539581495, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 23.75776397515528, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.34343739632720743, \"sortino\": 0.44903953342364}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 535.7332098212964, \"dd_pct\": -46.248930864902114, \"calmar\": 0.931971818752174, \"cagr_pct\": 43.10270021350638, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 33.85941644562334, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1600042073510972, \"sortino\": 1.758490120112272}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 650.6707946531876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.39994962614719, "% In Market": 30.0796812749004, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a4f81e5d03832c0b8fa4bf4a6f7194ef5df356b7862a07784487a44ec574b2d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -45.0, "i_long_exit_activation_threshold": -680.0, "i_long_exit_activation_confirmation_threshold": 240.05, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "098771a21684e6e81fe0adf5080104c7eebbc427d53524be0224fb2af327e8fa", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 202.83676375907217, \"dd_pct\": -26.4277888701668, \"calmar\": 7.683831628088488, \"cagr_pct\": 203.0666799810326, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2012802407786105, \"sortino\": 3.5261527158881334}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -23.979402569609178, \"dd_pct\": -35.480495067355854, \"calmar\": -0.676249773272903, \"cagr_pct\": -23.99367674490975, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 14.452054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8575790270876926, \"sortino\": -1.119201078574667}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 87.65686921655875, \"dd_pct\": -11.608867572788418, \"calmar\": 7.557825084222473, \"cagr_pct\": 87.73779054103716, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 50.890410958904106, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.284766644095734, \"sortino\": 3.708150018014801}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.947779114510329, \"dd_pct\": -35.69539873310816, \"calmar\": 0.6108519308326178, \"cagr_pct\": 21.804603237959302, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 63.138686131386855, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6657732085753728, \"sortino\": 0.9417619196018294}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 26.913588259032473, \"dd_pct\": -14.016985714922047, \"calmar\": 1.9215477836404724, \"cagr_pct\": 26.934307833828626, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.616438356164384, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.214358825076917, \"sortino\": 1.8824208967834197}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 650.6707946531876, \"dd_pct\": -65.39994962614719, \"calmar\": 0.42341481264859493, \"cagr_pct\": 27.69130741818266, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 30.0796812749004, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8292888667063197, \"sortino\": 1.1727886760307509}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 18.079531327960762, \"dd_pct\": -65.39994962614719, \"calmar\": 0.08461300920282518, \"cagr_pct\": 5.533686539581495, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 23.75776397515528, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.34343739632720743, \"sortino\": 0.44903953342364}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 535.7332098212964, \"dd_pct\": -46.248930864902114, \"calmar\": 0.931971818752174, \"cagr_pct\": 43.10270021350638, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 33.85941644562334, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1600042073510972, \"sortino\": 1.758490120112272}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 650.6707946531876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.39994962614719, "% In Market": 30.0796812749004, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a4f81e5d03832c0b8fa4bf4a6f7194ef5df356b7862a07784487a44ec574b2d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -45.0, "i_long_exit_activation_threshold": -680.0, "i_long_exit_activation_confirmation_threshold": 241.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "0e2d73eefd28e9a17c2ef04f29d99acd440c97f525f42eb77d8bb2bef1121eb8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 202.83676375907217, \"dd_pct\": -26.4277888701668, \"calmar\": 7.683831628088488, \"cagr_pct\": 203.0666799810326, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 46.50684931506849, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.2012802407786105, \"sortino\": 3.5261527158881334}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -23.979402569609178, \"dd_pct\": -35.480495067355854, \"calmar\": -0.676249773272903, \"cagr_pct\": -23.99367674490975, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 14.452054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8575790270876926, \"sortino\": -1.119201078574667}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 87.65686921655875, \"dd_pct\": -11.608867572788418, \"calmar\": 7.557825084222473, \"cagr_pct\": 87.73779054103716, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 50.890410958904106, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.284766644095734, \"sortino\": 3.708150018014801}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.947779114510329, \"dd_pct\": -35.69539873310816, \"calmar\": 0.6108519308326178, \"cagr_pct\": 21.804603237959302, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 63.138686131386855, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6657732085753728, \"sortino\": 0.9417619196018294}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 26.913588259032473, \"dd_pct\": -14.016985714922047, \"calmar\": 1.9215477836404724, \"cagr_pct\": 26.934307833828626, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.616438356164384, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.214358825076917, \"sortino\": 1.8824208967834197}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 650.6707946531876, \"dd_pct\": -65.39994962614719, \"calmar\": 0.42341481264859493, \"cagr_pct\": 27.69130741818266, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 30.0796812749004, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8292888667063197, \"sortino\": 1.1727886760307509}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 18.079531327960762, \"dd_pct\": -65.39994962614719, \"calmar\": 0.08461300920282518, \"cagr_pct\": 5.533686539581495, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 23.75776397515528, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.34343739632720743, \"sortino\": 0.44903953342364}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 535.7332098212964, \"dd_pct\": -46.248930864902114, \"calmar\": 0.931971818752174, \"cagr_pct\": 43.10270021350638, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 33.85941644562334, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.1600042073510972, \"sortino\": 1.758490120112272}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 15, "Total P&L %": 650.6707946531876, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.39994962614719, "% In Market": 30.0796812749004, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 9, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6a4f81e5d03832c0b8fa4bf4a6f7194ef5df356b7862a07784487a44ec574b2d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": -330.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "71e3247b27e59aa16923fa1d038cf93d206af97dbae00d937539c2b7294995a1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 14.469591521060977, \"dd_pct\": -50.61666413638483, \"calmar\": 0.28607549856657133, \"cagr_pct\": 14.48018742859298, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 85.27397260273972, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.550198972231528, \"sortino\": 0.7844323890052955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.1229510297831, \"dd_pct\": -72.49841210679082, \"calmar\": -0.9675751590042948, \"cagr_pct\": -70.14766262178702, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6903876120982624, \"sortino\": -2.278440715898525}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 17.974539762051478, \"dd_pct\": -27.634738237054357, \"calmar\": 0.6509161489165063, \"cagr_pct\": 17.987897389579143, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6403369927584553, \"sortino\": 0.9471906420103943}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 0.32015020656281923, \"dd_pct\": -40.37106953191305, \"calmar\": 0.010576804764864, \"cagr_pct\": 0.4269969205877938, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 81.02189781021897, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.24869218751990266, \"sortino\": 0.3544125475732056}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 66.1488005926549, \"dd_pct\": -34.76027939923405, \"calmar\": 1.9046621566096567, \"cagr_pct\": 66.20658872489935, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 93.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3887088984325486, \"sortino\": 2.0759469088059945}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -54.151296172090525, \"dd_pct\": -59.156367658396, \"calmar\": -1.4341099105959898, \"cagr_pct\": -84.83673313376579, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.7051207469381238, \"sortino\": -4.59748427280953}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -82.53900279363693, \"dd_pct\": -92.02617255017608, \"calmar\": -0.20726413990649278, \"cagr_pct\": -19.073725502498743, \"entries\": 113, \"exits\": 112, \"exposure_pct\": 85.71547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.05905404933055018, \"sortino\": -0.08242053307716038}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -43.37079399492541, \"dd_pct\": -89.20375867007206, \"calmar\": -0.18867763778280575, \"cagr_pct\": -16.830754467216675, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 83.87311446317658, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06980464217513246, \"sortino\": 0.09686128102382326}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.16609213133184, \"dd_pct\": -84.09513967722165, \"calmar\": -0.2424129257227652, \"cagr_pct\": -20.385748848219897, \"entries\": 87, \"exits\": 86, \"exposure_pct\": 86.81697612732096, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.1573251497413753, \"sortino\": -0.22083328967217}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.739438576033181, \"dd_pct\": -29.324151804243257, \"calmar\": 0.12607570671448082, \"cagr_pct\": 3.697063162522687, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 99.13544668587896, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.28589145445400155, \"sortino\": 0.423187392087998}]", "Additional_Threshold_Budget": 0, "Total Trades": 113, "Total P&L %": -82.53900279363693, "Sharpe Ratio": -0.05905404933055018, "Sortino Ratio": -0.08242053307716038, "Calmar Ratio": -0.20726413990649278, "P&L/DD Ratio": 0.0, "Max Drawdown %": -92.02617255017608, "% In Market": 85.71547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.18867763778280575, "Sub1_Sortino": 0.09686128102382326, "Sub1_Trades": 26, "Sub2_Calmar": -0.2424129257227652, "Sub2_Sortino": -0.22083328967217, "Sub2_Trades": 87, "WFO_Score": 0.7130576522143995, "WFO_Min_Fold": 0.010576804764864, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.286075, 0.650916, 0.010577, 1.904662]", "OOS_Total Trades": 1, "OOS_Total P&L %": 1.739438576033181, "OOS_Sortino Ratio": 0.423187392087998, "OOS_Calmar Ratio": 0.12607570671448082, "OOS_Max Drawdown %": -29.324151804243257, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 97, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f71dfa9df7fa393bb476477f9720fdf8b2e407bb5e1e5691a4af1c84fd9d933a", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -536.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": -330.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "c795d5d145d6901d897bda44747eb0a5ac86d836ffd99fe0d7e7bfe38dc205ac", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 14.469591521060977, \"dd_pct\": -50.61666413638483, \"calmar\": 0.28607549856657133, \"cagr_pct\": 14.48018742859298, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 85.27397260273972, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.550198972231528, \"sortino\": 0.7844323890052955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.1229510297831, \"dd_pct\": -72.49841210679082, \"calmar\": -0.9675751590042948, \"cagr_pct\": -70.14766262178702, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6903876120982624, \"sortino\": -2.278440715898525}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 17.974539762051478, \"dd_pct\": -27.634738237054357, \"calmar\": 0.6509161489165063, \"cagr_pct\": 17.987897389579143, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6403369927584553, \"sortino\": 0.9471906420103943}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 0.32015020656281923, \"dd_pct\": -40.37106953191305, \"calmar\": 0.010576804764864, \"cagr_pct\": 0.4269969205877938, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 81.02189781021897, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.24869218751990266, \"sortino\": 0.3544125475732056}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 66.1488005926549, \"dd_pct\": -34.76027939923405, \"calmar\": 1.9046621566096567, \"cagr_pct\": 66.20658872489935, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 93.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3887088984325486, \"sortino\": 2.0759469088059945}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -54.151296172090525, \"dd_pct\": -59.156367658396, \"calmar\": -1.4341099105959898, \"cagr_pct\": -84.83673313376579, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.7051207469381238, \"sortino\": -4.59748427280953}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -82.25834172553394, \"dd_pct\": -91.89800444485614, \"calmar\": -0.2058487551771577, \"cagr_pct\": -18.91708981823854, \"entries\": 113, \"exits\": 112, \"exposure_pct\": 85.69057104913679, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.0558318739214673, \"sortino\": -0.07792604522580392}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -42.46055884309713, \"dd_pct\": -88.96711214414302, \"calmar\": -0.1843359084159147, \"cagr_pct\": -16.39983343623116, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 83.80656610470275, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.07734983678135912, \"sortino\": 0.10733815208450971}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.16609213133184, \"dd_pct\": -84.09513967722165, \"calmar\": -0.2424129257227652, \"cagr_pct\": -20.385748848219897, \"entries\": 87, \"exits\": 86, \"exposure_pct\": 86.81697612732096, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.1573251497413753, \"sortino\": -0.22083328967217}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.739438576033181, \"dd_pct\": -29.324151804243257, \"calmar\": 0.12607570671448082, \"cagr_pct\": 3.697063162522687, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 99.13544668587896, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.28589145445400155, \"sortino\": 0.423187392087998}]", "Additional_Threshold_Budget": 0, "Total Trades": 113, "Total P&L %": -82.25834172553394, "Sharpe Ratio": -0.0558318739214673, "Sortino Ratio": -0.07792604522580392, "Calmar Ratio": -0.2058487551771577, "P&L/DD Ratio": 0.0, "Max Drawdown %": -91.89800444485614, "% In Market": 85.69057104913679, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.1843359084159147, "Sub1_Sortino": 0.10733815208450971, "Sub1_Trades": 26, "Sub2_Calmar": -0.2424129257227652, "Sub2_Sortino": -0.22083328967217, "Sub2_Trades": 87, "WFO_Score": 0.7130576522143995, "WFO_Min_Fold": 0.010576804764864, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.286075, 0.650916, 0.010577, 1.904662]", "OOS_Total Trades": 1, "OOS_Total P&L %": 1.739438576033181, "OOS_Sortino Ratio": 0.423187392087998, "OOS_Calmar Ratio": 0.12607570671448082, "OOS_Max Drawdown %": -29.324151804243257, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 93, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f71dfa9df7fa393bb476477f9720fdf8b2e407bb5e1e5691a4af1c84fd9d933a", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -535.05, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": -330.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "04eecfb1812cd29e39b6d1189455974272482c3c53fe3c9249198e50003f496b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 14.469591521060977, \"dd_pct\": -50.61666413638483, \"calmar\": 0.28607549856657133, \"cagr_pct\": 14.48018742859298, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 85.27397260273972, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.550198972231528, \"sortino\": 0.7844323890052955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.1229510297831, \"dd_pct\": -72.49841210679082, \"calmar\": -0.9675751590042948, \"cagr_pct\": -70.14766262178702, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6903876120982624, \"sortino\": -2.278440715898525}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 17.974539762051478, \"dd_pct\": -27.634738237054357, \"calmar\": 0.6509161489165063, \"cagr_pct\": 17.987897389579143, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6403369927584553, \"sortino\": 0.9471906420103943}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 0.32015020656281923, \"dd_pct\": -40.37106953191305, \"calmar\": 0.010576804764864, \"cagr_pct\": 0.4269969205877938, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 81.02189781021897, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.24869218751990266, \"sortino\": 0.3544125475732056}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 66.1488005926549, \"dd_pct\": -34.76027939923405, \"calmar\": 1.9046621566096567, \"cagr_pct\": 66.20658872489935, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 93.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3887088984325486, \"sortino\": 2.0759469088059945}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -54.151296172090525, \"dd_pct\": -59.156367658396, \"calmar\": -1.4341099105959898, \"cagr_pct\": -84.83673313376579, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.7051207469381238, \"sortino\": -4.59748427280953}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -82.53900279363693, \"dd_pct\": -92.02617255017608, \"calmar\": -0.20726413990649278, \"cagr_pct\": -19.073725502498743, \"entries\": 113, \"exits\": 112, \"exposure_pct\": 85.71547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.05905404933055018, \"sortino\": -0.08242053307716038}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -43.37079399492541, \"dd_pct\": -89.20375867007206, \"calmar\": -0.18867763778280575, \"cagr_pct\": -16.830754467216675, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 83.87311446317658, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06980464217513246, \"sortino\": 0.09686128102382326}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.16609213133184, \"dd_pct\": -84.09513967722165, \"calmar\": -0.2424129257227652, \"cagr_pct\": -20.385748848219897, \"entries\": 87, \"exits\": 86, \"exposure_pct\": 86.81697612732096, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.1573251497413753, \"sortino\": -0.22083328967217}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.739438576033181, \"dd_pct\": -29.324151804243257, \"calmar\": 0.12607570671448082, \"cagr_pct\": 3.697063162522687, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 99.13544668587896, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.28589145445400155, \"sortino\": 0.423187392087998}]", "Additional_Threshold_Budget": 0, "Total Trades": 113, "Total P&L %": -82.53900279363693, "Sharpe Ratio": -0.05905404933055018, "Sortino Ratio": -0.08242053307716038, "Calmar Ratio": -0.20726413990649278, "P&L/DD Ratio": 0.0, "Max Drawdown %": -92.02617255017608, "% In Market": 85.71547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.18867763778280575, "Sub1_Sortino": 0.09686128102382326, "Sub1_Trades": 26, "Sub2_Calmar": -0.2424129257227652, "Sub2_Sortino": -0.22083328967217, "Sub2_Trades": 87, "WFO_Score": 0.7130576522143995, "WFO_Min_Fold": 0.010576804764864, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.286075, 0.650916, 0.010577, 1.904662]", "OOS_Total Trades": 1, "OOS_Total P&L %": 1.739438576033181, "OOS_Sortino Ratio": 0.423187392087998, "OOS_Calmar Ratio": 0.12607570671448082, "OOS_Max Drawdown %": -29.324151804243257, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 95, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f71dfa9df7fa393bb476477f9720fdf8b2e407bb5e1e5691a4af1c84fd9d933a", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -534.95, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": -330.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "01b4cac0bd7fe214ac5e255dd24181e9ba262aec85ddf12b13d4275e47859bb9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 14.469591521060977, \"dd_pct\": -50.61666413638483, \"calmar\": 0.28607549856657133, \"cagr_pct\": 14.48018742859298, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 85.27397260273972, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.550198972231528, \"sortino\": 0.7844323890052955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.1229510297831, \"dd_pct\": -72.49841210679082, \"calmar\": -0.9675751590042948, \"cagr_pct\": -70.14766262178702, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6903876120982624, \"sortino\": -2.278440715898525}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 17.974539762051478, \"dd_pct\": -27.634738237054357, \"calmar\": 0.6509161489165063, \"cagr_pct\": 17.987897389579143, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6403369927584553, \"sortino\": 0.9471906420103943}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 0.32015020656281923, \"dd_pct\": -40.37106953191305, \"calmar\": 0.010576804764864, \"cagr_pct\": 0.4269969205877938, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 81.02189781021897, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.24869218751990266, \"sortino\": 0.3544125475732056}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 66.1488005926549, \"dd_pct\": -34.76027939923405, \"calmar\": 1.9046621566096567, \"cagr_pct\": 66.20658872489935, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 93.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3887088984325486, \"sortino\": 2.0759469088059945}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -54.151296172090525, \"dd_pct\": -59.156367658396, \"calmar\": -1.4341099105959898, \"cagr_pct\": -84.83673313376579, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.7051207469381238, \"sortino\": -4.59748427280953}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -82.53900279363693, \"dd_pct\": -92.02617255017608, \"calmar\": -0.20726413990649278, \"cagr_pct\": -19.073725502498743, \"entries\": 113, \"exits\": 112, \"exposure_pct\": 85.71547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.05905404933055018, \"sortino\": -0.08242053307716038}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -43.37079399492541, \"dd_pct\": -89.20375867007206, \"calmar\": -0.18867763778280575, \"cagr_pct\": -16.830754467216675, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 83.87311446317658, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06980464217513246, \"sortino\": 0.09686128102382326}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.16609213133184, \"dd_pct\": -84.09513967722165, \"calmar\": -0.2424129257227652, \"cagr_pct\": -20.385748848219897, \"entries\": 87, \"exits\": 86, \"exposure_pct\": 86.81697612732096, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.1573251497413753, \"sortino\": -0.22083328967217}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.739438576033181, \"dd_pct\": -29.324151804243257, \"calmar\": 0.12607570671448082, \"cagr_pct\": 3.697063162522687, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 99.13544668587896, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.28589145445400155, \"sortino\": 0.423187392087998}]", "Additional_Threshold_Budget": 0, "Total Trades": 113, "Total P&L %": -82.53900279363693, "Sharpe Ratio": -0.05905404933055018, "Sortino Ratio": -0.08242053307716038, "Calmar Ratio": -0.20726413990649278, "P&L/DD Ratio": 0.0, "Max Drawdown %": -92.02617255017608, "% In Market": 85.71547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.18867763778280575, "Sub1_Sortino": 0.09686128102382326, "Sub1_Trades": 26, "Sub2_Calmar": -0.2424129257227652, "Sub2_Sortino": -0.22083328967217, "Sub2_Trades": 87, "WFO_Score": 0.7130576522143995, "WFO_Min_Fold": 0.010576804764864, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.286075, 0.650916, 0.010577, 1.904662]", "OOS_Total Trades": 1, "OOS_Total P&L %": 1.739438576033181, "OOS_Sortino Ratio": 0.423187392087998, "OOS_Calmar Ratio": 0.12607570671448082, "OOS_Max Drawdown %": -29.324151804243257, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 99, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f71dfa9df7fa393bb476477f9720fdf8b2e407bb5e1e5691a4af1c84fd9d933a", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -534.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": -330.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "5629b34db06a8546c386877dbd7112cf5b6c522283dcaa698cdfc8dbd0cc03be", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 14.469591521060977, \"dd_pct\": -50.61666413638483, \"calmar\": 0.28607549856657133, \"cagr_pct\": 14.48018742859298, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 85.27397260273972, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.550198972231528, \"sortino\": 0.7844323890052955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.1229510297831, \"dd_pct\": -72.49841210679082, \"calmar\": -0.9675751590042948, \"cagr_pct\": -70.14766262178702, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6903876120982624, \"sortino\": -2.278440715898525}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 17.974539762051478, \"dd_pct\": -27.634738237054357, \"calmar\": 0.6509161489165063, \"cagr_pct\": 17.987897389579143, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6403369927584553, \"sortino\": 0.9471906420103943}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 0.32015020656281923, \"dd_pct\": -40.37106953191305, \"calmar\": 0.010576804764864, \"cagr_pct\": 0.4269969205877938, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 81.02189781021897, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.24869218751990266, \"sortino\": 0.3544125475732056}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 66.1488005926549, \"dd_pct\": -34.76027939923405, \"calmar\": 1.9046621566096567, \"cagr_pct\": 66.20658872489935, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 93.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3887088984325486, \"sortino\": 2.0759469088059945}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -54.12278156278154, \"dd_pct\": -59.13096584500228, \"calmar\": -1.434340040724382, \"cagr_pct\": -84.8139119581926, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 89.90066225165563, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.700885144111147, \"sortino\": -4.592718546767862}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -83.11218376322049, \"dd_pct\": -92.2879242757486, \"calmar\": -0.21021831205172986, \"cagr_pct\": -19.400611664005734, \"entries\": 113, \"exits\": 112, \"exposure_pct\": 85.6656706507304, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.06613693117283438, \"sortino\": -0.09227272192126557}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -45.263766679128494, \"dd_pct\": -89.56465000815275, \"calmar\": -0.19809316050857056, \"cagr_pct\": -17.74214458995895, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 83.71783496007097, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.05305437741367164, \"sortino\": 0.07356406806223255}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.1469156494918, \"dd_pct\": -84.08524799348027, \"calmar\": -0.24232737026576484, \"cagr_pct\": -20.37615702440475, \"entries\": 87, \"exits\": 86, \"exposure_pct\": 86.83023872679045, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.15708917340818462, \"sortino\": -0.2205028308432671}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.739438576033181, \"dd_pct\": -29.324151804243257, \"calmar\": 0.12607570671448082, \"cagr_pct\": 3.697063162522687, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 99.13544668587896, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.28589145445400155, \"sortino\": 0.423187392087998}]", "Additional_Threshold_Budget": 0, "Total Trades": 113, "Total P&L %": -83.11218376322049, "Sharpe Ratio": -0.06613693117283438, "Sortino Ratio": -0.09227272192126557, "Calmar Ratio": -0.21021831205172986, "P&L/DD Ratio": 0.0, "Max Drawdown %": -92.2879242757486, "% In Market": 85.6656706507304, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.19809316050857056, "Sub1_Sortino": 0.07356406806223255, "Sub1_Trades": 26, "Sub2_Calmar": -0.24232737026576484, "Sub2_Sortino": -0.2205028308432671, "Sub2_Trades": 87, "WFO_Score": 0.7130576522143995, "WFO_Min_Fold": 0.010576804764864, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.286075, 0.650916, 0.010577, 1.904662]", "OOS_Total Trades": 1, "OOS_Total P&L %": 1.739438576033181, "OOS_Sortino Ratio": 0.423187392087998, "OOS_Calmar Ratio": 0.12607570671448082, "OOS_Max Drawdown %": -29.324151804243257, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 89, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f71dfa9df7fa393bb476477f9720fdf8b2e407bb5e1e5691a4af1c84fd9d933a", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -71.0, "i_long_exit_activation_confirmation_threshold": -330.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "722e945ae816ee29ef94580a02d15573c25f9e7d3d3804a8858906735983bd73", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 14.469591521060977, \"dd_pct\": -50.61666413638483, \"calmar\": 0.28607549856657133, \"cagr_pct\": 14.48018742859298, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 85.27397260273972, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.550198972231528, \"sortino\": 0.7844323890052955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.1229510297831, \"dd_pct\": -72.49841210679082, \"calmar\": -0.9675751590042948, \"cagr_pct\": -70.14766262178702, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6903876120982624, \"sortino\": -2.278440715898525}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 17.974539762051478, \"dd_pct\": -27.634738237054357, \"calmar\": 0.6509161489165063, \"cagr_pct\": 17.987897389579143, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6403369927584553, \"sortino\": 0.9471906420103943}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 0.32015020656281923, \"dd_pct\": -40.37106953191305, \"calmar\": 0.010576804764864, \"cagr_pct\": 0.4269969205877938, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 81.02189781021897, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.24869218751990266, \"sortino\": 0.3544125475732056}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 66.1488005926549, \"dd_pct\": -34.76027939923405, \"calmar\": 1.9046621566096567, \"cagr_pct\": 66.20658872489935, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 93.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3887088984325486, \"sortino\": 2.0759469088059945}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -54.151296172090525, \"dd_pct\": -59.156367658396, \"calmar\": -1.4341099105959898, \"cagr_pct\": -84.83673313376579, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.7051207469381238, \"sortino\": -4.59748427280953}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -82.53900279363693, \"dd_pct\": -92.02617255017608, \"calmar\": -0.20726413990649278, \"cagr_pct\": -19.073725502498743, \"entries\": 113, \"exits\": 112, \"exposure_pct\": 85.71547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.05905404933055018, \"sortino\": -0.08242053307716038}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -43.37079399492541, \"dd_pct\": -89.20375867007206, \"calmar\": -0.18867763778280575, \"cagr_pct\": -16.830754467216675, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 83.87311446317658, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06980464217513246, \"sortino\": 0.09686128102382326}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.16609213133184, \"dd_pct\": -84.09513967722165, \"calmar\": -0.2424129257227652, \"cagr_pct\": -20.385748848219897, \"entries\": 87, \"exits\": 86, \"exposure_pct\": 86.81697612732096, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.1573251497413753, \"sortino\": -0.22083328967217}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.739438576033181, \"dd_pct\": -29.324151804243257, \"calmar\": 0.12607570671448082, \"cagr_pct\": 3.697063162522687, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 99.13544668587896, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.28589145445400155, \"sortino\": 0.423187392087998}]", "Additional_Threshold_Budget": 0, "Total Trades": 113, "Total P&L %": -82.53900279363693, "Sharpe Ratio": -0.05905404933055018, "Sortino Ratio": -0.08242053307716038, "Calmar Ratio": -0.20726413990649278, "P&L/DD Ratio": 0.0, "Max Drawdown %": -92.02617255017608, "% In Market": 85.71547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.18867763778280575, "Sub1_Sortino": 0.09686128102382326, "Sub1_Trades": 26, "Sub2_Calmar": -0.2424129257227652, "Sub2_Sortino": -0.22083328967217, "Sub2_Trades": 87, "WFO_Score": 0.7130576522143995, "WFO_Min_Fold": 0.010576804764864, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.286075, 0.650916, 0.010577, 1.904662]", "OOS_Total Trades": 1, "OOS_Total P&L %": 1.739438576033181, "OOS_Sortino Ratio": 0.423187392087998, "OOS_Calmar Ratio": 0.12607570671448082, "OOS_Max Drawdown %": -29.324151804243257, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 95, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f71dfa9df7fa393bb476477f9720fdf8b2e407bb5e1e5691a4af1c84fd9d933a", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -70.05, "i_long_exit_activation_confirmation_threshold": -330.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "11941f2936848b4ce203641f858964455e3fbda61e85c65738917fb448f8ef49", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 14.469591521060977, \"dd_pct\": -50.61666413638483, \"calmar\": 0.28607549856657133, \"cagr_pct\": 14.48018742859298, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 85.27397260273972, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.550198972231528, \"sortino\": 0.7844323890052955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.1229510297831, \"dd_pct\": -72.49841210679082, \"calmar\": -0.9675751590042948, \"cagr_pct\": -70.14766262178702, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6903876120982624, \"sortino\": -2.278440715898525}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 17.974539762051478, \"dd_pct\": -27.634738237054357, \"calmar\": 0.6509161489165063, \"cagr_pct\": 17.987897389579143, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6403369927584553, \"sortino\": 0.9471906420103943}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 0.32015020656281923, \"dd_pct\": -40.37106953191305, \"calmar\": 0.010576804764864, \"cagr_pct\": 0.4269969205877938, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 81.02189781021897, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.24869218751990266, \"sortino\": 0.3544125475732056}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 66.1488005926549, \"dd_pct\": -34.76027939923405, \"calmar\": 1.9046621566096567, \"cagr_pct\": 66.20658872489935, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 93.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3887088984325486, \"sortino\": 2.0759469088059945}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -54.151296172090525, \"dd_pct\": -59.156367658396, \"calmar\": -1.4341099105959898, \"cagr_pct\": -84.83673313376579, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.7051207469381238, \"sortino\": -4.59748427280953}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -82.53900279363693, \"dd_pct\": -92.02617255017608, \"calmar\": -0.20726413990649278, \"cagr_pct\": -19.073725502498743, \"entries\": 113, \"exits\": 112, \"exposure_pct\": 85.71547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.05905404933055018, \"sortino\": -0.08242053307716038}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -43.37079399492541, \"dd_pct\": -89.20375867007206, \"calmar\": -0.18867763778280575, \"cagr_pct\": -16.830754467216675, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 83.87311446317658, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06980464217513246, \"sortino\": 0.09686128102382326}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.16609213133184, \"dd_pct\": -84.09513967722165, \"calmar\": -0.2424129257227652, \"cagr_pct\": -20.385748848219897, \"entries\": 87, \"exits\": 86, \"exposure_pct\": 86.81697612732096, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.1573251497413753, \"sortino\": -0.22083328967217}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.739438576033181, \"dd_pct\": -29.324151804243257, \"calmar\": 0.12607570671448082, \"cagr_pct\": 3.697063162522687, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 99.13544668587896, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.28589145445400155, \"sortino\": 0.423187392087998}]", "Additional_Threshold_Budget": 0, "Total Trades": 113, "Total P&L %": -82.53900279363693, "Sharpe Ratio": -0.05905404933055018, "Sortino Ratio": -0.08242053307716038, "Calmar Ratio": -0.20726413990649278, "P&L/DD Ratio": 0.0, "Max Drawdown %": -92.02617255017608, "% In Market": 85.71547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.18867763778280575, "Sub1_Sortino": 0.09686128102382326, "Sub1_Trades": 26, "Sub2_Calmar": -0.2424129257227652, "Sub2_Sortino": -0.22083328967217, "Sub2_Trades": 87, "WFO_Score": 0.7130576522143995, "WFO_Min_Fold": 0.010576804764864, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.286075, 0.650916, 0.010577, 1.904662]", "OOS_Total Trades": 1, "OOS_Total P&L %": 1.739438576033181, "OOS_Sortino Ratio": 0.423187392087998, "OOS_Calmar Ratio": 0.12607570671448082, "OOS_Max Drawdown %": -29.324151804243257, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 97, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f71dfa9df7fa393bb476477f9720fdf8b2e407bb5e1e5691a4af1c84fd9d933a", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -69.95, "i_long_exit_activation_confirmation_threshold": -330.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "c5ba10190d775e74e557de4207861a944b2ef0df95ac950a43145fe9aa4fdebf", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 14.469591521060977, \"dd_pct\": -50.61666413638483, \"calmar\": 0.28607549856657133, \"cagr_pct\": 14.48018742859298, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 85.27397260273972, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.550198972231528, \"sortino\": 0.7844323890052955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.1229510297831, \"dd_pct\": -72.49841210679082, \"calmar\": -0.9675751590042948, \"cagr_pct\": -70.14766262178702, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6903876120982624, \"sortino\": -2.278440715898525}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 17.974539762051478, \"dd_pct\": -27.634738237054357, \"calmar\": 0.6509161489165063, \"cagr_pct\": 17.987897389579143, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6403369927584553, \"sortino\": 0.9471906420103943}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 0.32015020656281923, \"dd_pct\": -40.37106953191305, \"calmar\": 0.010576804764864, \"cagr_pct\": 0.4269969205877938, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 81.02189781021897, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.24869218751990266, \"sortino\": 0.3544125475732056}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 66.1488005926549, \"dd_pct\": -34.76027939923405, \"calmar\": 1.9046621566096567, \"cagr_pct\": 66.20658872489935, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 93.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3887088984325486, \"sortino\": 2.0759469088059945}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -54.151296172090525, \"dd_pct\": -59.156367658396, \"calmar\": -1.4341099105959898, \"cagr_pct\": -84.83673313376579, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.7051207469381238, \"sortino\": -4.59748427280953}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -82.53900279363693, \"dd_pct\": -92.02617255017608, \"calmar\": -0.20726413990649278, \"cagr_pct\": -19.073725502498743, \"entries\": 113, \"exits\": 112, \"exposure_pct\": 85.71547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.05905404933055018, \"sortino\": -0.08242053307716038}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -43.37079399492541, \"dd_pct\": -89.20375867007206, \"calmar\": -0.18867763778280575, \"cagr_pct\": -16.830754467216675, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 83.87311446317658, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06980464217513246, \"sortino\": 0.09686128102382326}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.16609213133184, \"dd_pct\": -84.09513967722165, \"calmar\": -0.2424129257227652, \"cagr_pct\": -20.385748848219897, \"entries\": 87, \"exits\": 86, \"exposure_pct\": 86.81697612732096, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.1573251497413753, \"sortino\": -0.22083328967217}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.739438576033181, \"dd_pct\": -29.324151804243257, \"calmar\": 0.12607570671448082, \"cagr_pct\": 3.697063162522687, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 99.13544668587896, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.28589145445400155, \"sortino\": 0.423187392087998}]", "Additional_Threshold_Budget": 0, "Total Trades": 113, "Total P&L %": -82.53900279363693, "Sharpe Ratio": -0.05905404933055018, "Sortino Ratio": -0.08242053307716038, "Calmar Ratio": -0.20726413990649278, "P&L/DD Ratio": 0.0, "Max Drawdown %": -92.02617255017608, "% In Market": 85.71547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.18867763778280575, "Sub1_Sortino": 0.09686128102382326, "Sub1_Trades": 26, "Sub2_Calmar": -0.2424129257227652, "Sub2_Sortino": -0.22083328967217, "Sub2_Trades": 87, "WFO_Score": 0.7130576522143995, "WFO_Min_Fold": 0.010576804764864, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.286075, 0.650916, 0.010577, 1.904662]", "OOS_Total Trades": 1, "OOS_Total P&L %": 1.739438576033181, "OOS_Sortino Ratio": 0.423187392087998, "OOS_Calmar Ratio": 0.12607570671448082, "OOS_Max Drawdown %": -29.324151804243257, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 96, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f71dfa9df7fa393bb476477f9720fdf8b2e407bb5e1e5691a4af1c84fd9d933a", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -69.0, "i_long_exit_activation_confirmation_threshold": -330.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "e7619555573058b9c4b418a6defe713314a3b381de3524b2c1d7db30cce76b9f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 14.469591521060977, \"dd_pct\": -50.61666413638483, \"calmar\": 0.28607549856657133, \"cagr_pct\": 14.48018742859298, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 85.27397260273972, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.550198972231528, \"sortino\": 0.7844323890052955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.1229510297831, \"dd_pct\": -72.49841210679082, \"calmar\": -0.9675751590042948, \"cagr_pct\": -70.14766262178702, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6903876120982624, \"sortino\": -2.278440715898525}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 17.974539762051478, \"dd_pct\": -27.634738237054357, \"calmar\": 0.6509161489165063, \"cagr_pct\": 17.987897389579143, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6403369927584553, \"sortino\": 0.9471906420103943}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 0.32015020656281923, \"dd_pct\": -40.37106953191305, \"calmar\": 0.010576804764864, \"cagr_pct\": 0.4269969205877938, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 81.02189781021897, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.24869218751990266, \"sortino\": 0.3544125475732056}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 66.1488005926549, \"dd_pct\": -34.76027939923405, \"calmar\": 1.9046621566096567, \"cagr_pct\": 66.20658872489935, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 93.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3887088984325486, \"sortino\": 2.0759469088059945}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -54.151296172090525, \"dd_pct\": -59.156367658396, \"calmar\": -1.4341099105959898, \"cagr_pct\": -84.83673313376579, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.7051207469381238, \"sortino\": -4.59748427280953}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -82.53900279363693, \"dd_pct\": -92.02617255017608, \"calmar\": -0.20726413990649278, \"cagr_pct\": -19.073725502498743, \"entries\": 113, \"exits\": 112, \"exposure_pct\": 85.71547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.05905404933055018, \"sortino\": -0.08242053307716038}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -43.37079399492541, \"dd_pct\": -89.20375867007206, \"calmar\": -0.18867763778280575, \"cagr_pct\": -16.830754467216675, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 83.87311446317658, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06980464217513246, \"sortino\": 0.09686128102382326}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.16609213133184, \"dd_pct\": -84.09513967722165, \"calmar\": -0.2424129257227652, \"cagr_pct\": -20.385748848219897, \"entries\": 87, \"exits\": 86, \"exposure_pct\": 86.81697612732096, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.1573251497413753, \"sortino\": -0.22083328967217}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.739438576033181, \"dd_pct\": -29.324151804243257, \"calmar\": 0.12607570671448082, \"cagr_pct\": 3.697063162522687, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 99.13544668587896, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.28589145445400155, \"sortino\": 0.423187392087998}]", "Additional_Threshold_Budget": 0, "Total Trades": 113, "Total P&L %": -82.53900279363693, "Sharpe Ratio": -0.05905404933055018, "Sortino Ratio": -0.08242053307716038, "Calmar Ratio": -0.20726413990649278, "P&L/DD Ratio": 0.0, "Max Drawdown %": -92.02617255017608, "% In Market": 85.71547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.18867763778280575, "Sub1_Sortino": 0.09686128102382326, "Sub1_Trades": 26, "Sub2_Calmar": -0.2424129257227652, "Sub2_Sortino": -0.22083328967217, "Sub2_Trades": 87, "WFO_Score": 0.7130576522143995, "WFO_Min_Fold": 0.010576804764864, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.286075, 0.650916, 0.010577, 1.904662]", "OOS_Total Trades": 1, "OOS_Total P&L %": 1.739438576033181, "OOS_Sortino Ratio": 0.423187392087998, "OOS_Calmar Ratio": 0.12607570671448082, "OOS_Max Drawdown %": -29.324151804243257, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 94, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f71dfa9df7fa393bb476477f9720fdf8b2e407bb5e1e5691a4af1c84fd9d933a", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": -331.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "debdeafc5289579476d76a8986bf280e5669029c24b0c8ba9de2299ba29c4661", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 14.469591521060977, \"dd_pct\": -50.61666413638483, \"calmar\": 0.28607549856657133, \"cagr_pct\": 14.48018742859298, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 85.27397260273972, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.550198972231528, \"sortino\": 0.7844323890052955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.1229510297831, \"dd_pct\": -72.49841210679082, \"calmar\": -0.9675751590042948, \"cagr_pct\": -70.14766262178702, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6903876120982624, \"sortino\": -2.278440715898525}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 21.724942633972933, \"dd_pct\": -27.634738237054357, \"calmar\": 0.7867392920521161, \"cagr_pct\": 21.74133439666569, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 78.01369863013699, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7257768475921151, \"sortino\": 1.0753800388435317}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 0.32015020656281923, \"dd_pct\": -40.37106953191305, \"calmar\": 0.010576804764864, \"cagr_pct\": 0.4269969205877938, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 81.02189781021897, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.24869218751990266, \"sortino\": 0.3544125475732056}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 66.1488005926549, \"dd_pct\": -34.76027939923405, \"calmar\": 1.9046621566096567, \"cagr_pct\": 66.20658872489935, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 93.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3887088984325486, \"sortino\": 2.0759469088059945}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -54.151296172090525, \"dd_pct\": -59.156367658396, \"calmar\": -1.4341099105959898, \"cagr_pct\": -84.83673313376579, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.7051207469381238, \"sortino\": -4.59748427280953}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -81.98391883906979, \"dd_pct\": -91.77268509916891, \"calmar\": -0.20448379563847385, \"cagr_pct\": -18.76602698501247, \"entries\": 113, \"exits\": 112, \"exposure_pct\": 85.91467463479415, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.05249564272957037, \"sortino\": -0.07327412656053804}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -43.37079399492541, \"dd_pct\": -89.20375867007206, \"calmar\": -0.18867763778280575, \"cagr_pct\": -16.830754467216675, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 83.87311446317658, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06980464217513246, \"sortino\": 0.09686128102382326}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -68.18588422497781, \"dd_pct\": -83.58952521199568, \"calmar\": -0.23808612098172893, \"cagr_pct\": -19.901505812428482, \"entries\": 87, \"exits\": 86, \"exposure_pct\": 87.13527851458885, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.14567417719711284, \"sortino\": -0.20451695727361224}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.739438576033181, \"dd_pct\": -29.324151804243257, \"calmar\": 0.12607570671448082, \"cagr_pct\": 3.697063162522687, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 99.13544668587896, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.28589145445400155, \"sortino\": 0.423187392087998}]", "Additional_Threshold_Budget": 0, "Total Trades": 113, "Total P&L %": -81.98391883906979, "Sharpe Ratio": -0.05249564272957037, "Sortino Ratio": -0.07327412656053804, "Calmar Ratio": -0.20448379563847385, "P&L/DD Ratio": 0.0, "Max Drawdown %": -91.77268509916891, "% In Market": 85.91467463479415, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.18867763778280575, "Sub1_Sortino": 0.09686128102382326, "Sub1_Trades": 26, "Sub2_Calmar": -0.23808612098172893, "Sub2_Sortino": -0.20451695727361224, "Sub2_Trades": 87, "WFO_Score": 0.747013437998302, "WFO_Min_Fold": 0.010576804764864, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.286075, 0.786739, 0.010577, 1.904662]", "OOS_Total Trades": 1, "OOS_Total P&L %": 1.739438576033181, "OOS_Sortino Ratio": 0.423187392087998, "OOS_Calmar Ratio": 0.12607570671448082, "OOS_Max Drawdown %": -29.324151804243257, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 99, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f71dfa9df7fa393bb476477f9720fdf8b2e407bb5e1e5691a4af1c84fd9d933a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": -330.05, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "23c0cb3dcc30290d068b01f103b2a360a2e61e60e32ed00cd20109383e5240a8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 14.469591521060977, \"dd_pct\": -50.61666413638483, \"calmar\": 0.28607549856657133, \"cagr_pct\": 14.48018742859298, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 85.27397260273972, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.550198972231528, \"sortino\": 0.7844323890052955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.1229510297831, \"dd_pct\": -72.49841210679082, \"calmar\": -0.9675751590042948, \"cagr_pct\": -70.14766262178702, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6903876120982624, \"sortino\": -2.278440715898525}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 17.974539762051478, \"dd_pct\": -27.634738237054357, \"calmar\": 0.6509161489165063, \"cagr_pct\": 17.987897389579143, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6403369927584553, \"sortino\": 0.9471906420103943}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 0.32015020656281923, \"dd_pct\": -40.37106953191305, \"calmar\": 0.010576804764864, \"cagr_pct\": 0.4269969205877938, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 81.02189781021897, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.24869218751990266, \"sortino\": 0.3544125475732056}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 66.1488005926549, \"dd_pct\": -34.76027939923405, \"calmar\": 1.9046621566096567, \"cagr_pct\": 66.20658872489935, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 93.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3887088984325486, \"sortino\": 2.0759469088059945}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -54.151296172090525, \"dd_pct\": -59.156367658396, \"calmar\": -1.4341099105959898, \"cagr_pct\": -84.83673313376579, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.7051207469381238, \"sortino\": -4.59748427280953}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -82.53900279363693, \"dd_pct\": -92.02617255017608, \"calmar\": -0.20726413990649278, \"cagr_pct\": -19.073725502498743, \"entries\": 113, \"exits\": 112, \"exposure_pct\": 85.71547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.05905404933055018, \"sortino\": -0.08242053307716038}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -43.37079399492541, \"dd_pct\": -89.20375867007206, \"calmar\": -0.18867763778280575, \"cagr_pct\": -16.830754467216675, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 83.87311446317658, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06980464217513246, \"sortino\": 0.09686128102382326}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.16609213133184, \"dd_pct\": -84.09513967722165, \"calmar\": -0.2424129257227652, \"cagr_pct\": -20.385748848219897, \"entries\": 87, \"exits\": 86, \"exposure_pct\": 86.81697612732096, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.1573251497413753, \"sortino\": -0.22083328967217}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.739438576033181, \"dd_pct\": -29.324151804243257, \"calmar\": 0.12607570671448082, \"cagr_pct\": 3.697063162522687, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 99.13544668587896, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.28589145445400155, \"sortino\": 0.423187392087998}]", "Additional_Threshold_Budget": 0, "Total Trades": 113, "Total P&L %": -82.53900279363693, "Sharpe Ratio": -0.05905404933055018, "Sortino Ratio": -0.08242053307716038, "Calmar Ratio": -0.20726413990649278, "P&L/DD Ratio": 0.0, "Max Drawdown %": -92.02617255017608, "% In Market": 85.71547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.18867763778280575, "Sub1_Sortino": 0.09686128102382326, "Sub1_Trades": 26, "Sub2_Calmar": -0.2424129257227652, "Sub2_Sortino": -0.22083328967217, "Sub2_Trades": 87, "WFO_Score": 0.7130576522143995, "WFO_Min_Fold": 0.010576804764864, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.286075, 0.650916, 0.010577, 1.904662]", "OOS_Total Trades": 1, "OOS_Total P&L %": 1.739438576033181, "OOS_Sortino Ratio": 0.423187392087998, "OOS_Calmar Ratio": 0.12607570671448082, "OOS_Max Drawdown %": -29.324151804243257, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 97, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f71dfa9df7fa393bb476477f9720fdf8b2e407bb5e1e5691a4af1c84fd9d933a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": -329.95, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "0b8e0567a0b90bfc4c0b6d305c5df8d8fe67bf04878e84112155ef25ee518d4d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 14.469591521060977, \"dd_pct\": -50.61666413638483, \"calmar\": 0.28607549856657133, \"cagr_pct\": 14.48018742859298, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 85.27397260273972, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.550198972231528, \"sortino\": 0.7844323890052955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.1229510297831, \"dd_pct\": -72.49841210679082, \"calmar\": -0.9675751590042948, \"cagr_pct\": -70.14766262178702, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6903876120982624, \"sortino\": -2.278440715898525}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 17.974539762051478, \"dd_pct\": -27.634738237054357, \"calmar\": 0.6509161489165063, \"cagr_pct\": 17.987897389579143, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6403369927584553, \"sortino\": 0.9471906420103943}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 0.32015020656281923, \"dd_pct\": -40.37106953191305, \"calmar\": 0.010576804764864, \"cagr_pct\": 0.4269969205877938, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 81.02189781021897, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.24869218751990266, \"sortino\": 0.3544125475732056}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 66.1488005926549, \"dd_pct\": -34.76027939923405, \"calmar\": 1.9046621566096567, \"cagr_pct\": 66.20658872489935, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 93.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3887088984325486, \"sortino\": 2.0759469088059945}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -54.151296172090525, \"dd_pct\": -59.156367658396, \"calmar\": -1.4341099105959898, \"cagr_pct\": -84.83673313376579, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 89.73509933774835, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.7051207469381238, \"sortino\": -4.59748427280953}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -82.53900279363693, \"dd_pct\": -92.02617255017608, \"calmar\": -0.20726413990649278, \"cagr_pct\": -19.073725502498743, \"entries\": 113, \"exits\": 112, \"exposure_pct\": 85.71547144754315, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.05905404933055018, \"sortino\": -0.08242053307716038}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -43.37079399492541, \"dd_pct\": -89.20375867007206, \"calmar\": -0.18867763778280575, \"cagr_pct\": -16.830754467216675, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 83.87311446317658, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06980464217513246, \"sortino\": 0.09686128102382326}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -69.16609213133184, \"dd_pct\": -84.09513967722165, \"calmar\": -0.2424129257227652, \"cagr_pct\": -20.385748848219897, \"entries\": 87, \"exits\": 86, \"exposure_pct\": 86.81697612732096, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.1573251497413753, \"sortino\": -0.22083328967217}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.739438576033181, \"dd_pct\": -29.324151804243257, \"calmar\": 0.12607570671448082, \"cagr_pct\": 3.697063162522687, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 99.13544668587896, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.28589145445400155, \"sortino\": 0.423187392087998}]", "Additional_Threshold_Budget": 0, "Total Trades": 113, "Total P&L %": -82.53900279363693, "Sharpe Ratio": -0.05905404933055018, "Sortino Ratio": -0.08242053307716038, "Calmar Ratio": -0.20726413990649278, "P&L/DD Ratio": 0.0, "Max Drawdown %": -92.02617255017608, "% In Market": 85.71547144754315, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.18867763778280575, "Sub1_Sortino": 0.09686128102382326, "Sub1_Trades": 26, "Sub2_Calmar": -0.2424129257227652, "Sub2_Sortino": -0.22083328967217, "Sub2_Trades": 87, "WFO_Score": 0.7130576522143995, "WFO_Min_Fold": 0.010576804764864, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.286075, 0.650916, 0.010577, 1.904662]", "OOS_Total Trades": 1, "OOS_Total P&L %": 1.739438576033181, "OOS_Sortino Ratio": 0.423187392087998, "OOS_Calmar Ratio": 0.12607570671448082, "OOS_Max Drawdown %": -29.324151804243257, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 96, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f71dfa9df7fa393bb476477f9720fdf8b2e407bb5e1e5691a4af1c84fd9d933a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -70.0, "i_long_exit_activation_confirmation_threshold": -329.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "6c4780630fd793ccb6ac7d4152b6e8190909074c53ed7c6e7f6e82b6cf9d93ee", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 14.469591521060977, \"dd_pct\": -50.61666413638483, \"calmar\": 0.28607549856657133, \"cagr_pct\": 14.48018742859298, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 85.27397260273972, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.550198972231528, \"sortino\": 0.7844323890052955}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -70.1229510297831, \"dd_pct\": -72.49841210679082, \"calmar\": -0.9675751590042948, \"cagr_pct\": -70.14766262178702, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 95.34246575342465, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.6903876120982624, \"sortino\": -2.278440715898525}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 17.974539762051478, \"dd_pct\": -27.634738237054357, \"calmar\": 0.6509161489165063, \"cagr_pct\": 17.987897389579143, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.36986301369863, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6403369927584553, \"sortino\": 0.9471906420103943}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 0.32015020656281923, \"dd_pct\": -40.37106953191305, \"calmar\": 0.010576804764864, \"cagr_pct\": 0.4269969205877938, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 81.02189781021897, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.24869218751990266, \"sortino\": 0.3544125475732056}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 66.1488005926549, \"dd_pct\": -34.76027939923405, \"calmar\": 1.9046621566096567, \"cagr_pct\": 66.20658872489935, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 93.42465753424658, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3887088984325486, \"sortino\": 2.0759469088059945}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -53.53033089311604, \"dd_pct\": -58.60319002339607, \"calmar\": -1.4390887483150976, \"cagr_pct\": -84.33519137804086, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 89.23841059602648, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -3.6431626410302034, \"sortino\": -4.525049585253755}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -82.30251469045913, \"dd_pct\": -91.91817669481975, \"calmar\": -0.20607020500139, \"cagr_pct\": -18.941597514855495, \"entries\": 114, \"exits\": 113, \"exposure_pct\": 85.69057104913679, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.056339166002846885, \"sortino\": -0.07863517153761047}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -43.37079399492541, \"dd_pct\": -89.20375867007206, \"calmar\": -0.18867763778280575, \"cagr_pct\": -16.830754467216675, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 83.87311446317658, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.06980464217513246, \"sortino\": 0.09686128102382326}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -68.74848411620864, \"dd_pct\": -83.8797275673296, \"calmar\": -0.24055807701306295, \"cagr_pct\": -20.177945963976413, \"entries\": 88, \"exits\": 87, \"exposure_pct\": 86.77718832891247, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.15253276756706807, \"sortino\": -0.2141268748545116}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 1.739438576033181, \"dd_pct\": -29.324151804243257, \"calmar\": 0.12607570671448082, \"cagr_pct\": 3.697063162522687, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 99.13544668587896, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.28589145445400155, \"sortino\": 0.423187392087998}]", "Additional_Threshold_Budget": 0, "Total Trades": 114, "Total P&L %": -82.30251469045913, "Sharpe Ratio": -0.056339166002846885, "Sortino Ratio": -0.07863517153761047, "Calmar Ratio": -0.20607020500139, "P&L/DD Ratio": 0.0, "Max Drawdown %": -91.91817669481975, "% In Market": 85.69057104913679, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.18867763778280575, "Sub1_Sortino": 0.09686128102382326, "Sub1_Trades": 26, "Sub2_Calmar": -0.24055807701306295, "Sub2_Sortino": -0.2141268748545116, "Sub2_Trades": 88, "WFO_Score": 0.7130576522143995, "WFO_Min_Fold": 0.010576804764864, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.286075, 0.650916, 0.010577, 1.904662]", "OOS_Total Trades": 1, "OOS_Total P&L %": 1.739438576033181, "OOS_Sortino Ratio": 0.423187392087998, "OOS_Calmar Ratio": 0.12607570671448082, "OOS_Max Drawdown %": -29.324151804243257, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 99, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f71dfa9df7fa393bb476477f9720fdf8b2e407bb5e1e5691a4af1c84fd9d933a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "1e7d88dc59419711c64f96d7a2b74eded0fa9d50480faa2ff9e5dd13aaab298a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.578221518978957, \"dd_pct\": -46.254547718387926, \"calmar\": -0.18557823448309363, \"cagr_pct\": -8.583837302392439, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 38.35616438356164, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1029920725780005, \"sortino\": 0.14744744814596683}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.065123748608054, \"dd_pct\": -20.289602377753667, \"calmar\": -0.5950272999316251, \"cagr_pct\": -12.072867319521045, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.479452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46616985714443504, \"sortino\": -0.6453726886258401}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.66478410686797, \"dd_pct\": -22.070219824437064, \"calmar\": 2.569660162902794, \"cagr_pct\": 56.71296466936343, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.331387819558577, \"sortino\": 2.019266501649964}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.7874199996458664, \"dd_pct\": -34.37283775780733, \"calmar\": 0.03057727528029267, \"cagr_pct\": 1.0510277222853126, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 49.54379562043796, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22870918917573735, \"sortino\": 0.31596004198572875}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 57.173053397177576, \"dd_pct\": -35.50613275551232, \"calmar\": 1.611601563814528, \"cagr_pct\": 57.22173907378989, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 94.72602739726027, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2730434472965069, \"sortino\": 1.8811514762858508}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.052755130452724, \"dd_pct\": -37.261324624584425, \"calmar\": -1.5919695739884046, \"cagr_pct\": -59.31889508884331, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 33.77483443708609, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.9679049701459284, \"sortino\": -3.479387391341962}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.6596759945338, \"dd_pct\": -58.571096878202496, \"calmar\": 0.31049952976018785, \"cagr_pct\": 18.186298038220283, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 44.55511288180611, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6368720769982084, \"sortino\": 0.914406360585455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 188.3596641612618, \"dd_pct\": -34.41106193236407, \"calmar\": 1.1899802402476558, \"cagr_pct\": 40.94848374545156, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 25.59893522626442, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2715524977704322, \"sortino\": 1.844778389276747}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 37.55726798624204, \"dd_pct\": -58.57109687820253, \"calmar\": 0.10881660785229356, \"cagr_pct\": 6.3735080804740605, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 55.88859416445623, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3546254156991249, \"sortino\": 0.50734613766472}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 18, "Total P&L %": 296.6596759945338, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.571096878202496, "% In Market": 44.55511288180611, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bde945d452931c0a42289b1031fb75d5d0b15b996d9346332feccea00a30a096", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 194.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "41fd2896ed55198834035537015083843686ae192fb389fe405f449f941f7337", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.578221518978957, \"dd_pct\": -46.254547718387926, \"calmar\": -0.18557823448309363, \"cagr_pct\": -8.583837302392439, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 38.35616438356164, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1029920725780005, \"sortino\": 0.14744744814596683}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.065123748608054, \"dd_pct\": -20.289602377753667, \"calmar\": -0.5950272999316251, \"cagr_pct\": -12.072867319521045, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.479452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46616985714443504, \"sortino\": -0.6453726886258401}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.66478410686797, \"dd_pct\": -22.070219824437064, \"calmar\": 2.569660162902794, \"cagr_pct\": 56.71296466936343, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.331387819558577, \"sortino\": 2.019266501649964}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.7874199996458664, \"dd_pct\": -34.37283775780733, \"calmar\": 0.03057727528029267, \"cagr_pct\": 1.0510277222853126, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 49.54379562043796, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22870918917573735, \"sortino\": 0.31596004198572875}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 57.173053397177576, \"dd_pct\": -35.50613275551232, \"calmar\": 1.611601563814528, \"cagr_pct\": 57.22173907378989, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 94.72602739726027, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2730434472965069, \"sortino\": 1.8811514762858508}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.052755130452724, \"dd_pct\": -37.261324624584425, \"calmar\": -1.5919695739884046, \"cagr_pct\": -59.31889508884331, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 33.77483443708609, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.9679049701459284, \"sortino\": -3.479387391341962}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.6596759945338, \"dd_pct\": -58.571096878202496, \"calmar\": 0.31049952976018785, \"cagr_pct\": 18.186298038220283, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 44.55511288180611, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6368720769982084, \"sortino\": 0.914406360585455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 188.3596641612618, \"dd_pct\": -34.41106193236407, \"calmar\": 1.1899802402476558, \"cagr_pct\": 40.94848374545156, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 25.59893522626442, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2715524977704322, \"sortino\": 1.844778389276747}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 37.55726798624204, \"dd_pct\": -58.57109687820253, \"calmar\": 0.10881660785229356, \"cagr_pct\": 6.3735080804740605, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 55.88859416445623, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3546254156991249, \"sortino\": 0.50734613766472}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 18, "Total P&L %": 296.6596759945338, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.571096878202496, "% In Market": 44.55511288180611, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bde945d452931c0a42289b1031fb75d5d0b15b996d9346332feccea00a30a096", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 194.95, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "5c30daab0c243e2f157a322e1c065107f57ba31b4d7ff4d1013f745ecf85c1d3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.578221518978957, \"dd_pct\": -46.254547718387926, \"calmar\": -0.18557823448309363, \"cagr_pct\": -8.583837302392439, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 38.35616438356164, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1029920725780005, \"sortino\": 0.14744744814596683}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.065123748608054, \"dd_pct\": -20.289602377753667, \"calmar\": -0.5950272999316251, \"cagr_pct\": -12.072867319521045, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.479452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46616985714443504, \"sortino\": -0.6453726886258401}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.66478410686797, \"dd_pct\": -22.070219824437064, \"calmar\": 2.569660162902794, \"cagr_pct\": 56.71296466936343, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.331387819558577, \"sortino\": 2.019266501649964}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.7874199996458664, \"dd_pct\": -34.37283775780733, \"calmar\": 0.03057727528029267, \"cagr_pct\": 1.0510277222853126, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 49.54379562043796, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22870918917573735, \"sortino\": 0.31596004198572875}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 57.173053397177576, \"dd_pct\": -35.50613275551232, \"calmar\": 1.611601563814528, \"cagr_pct\": 57.22173907378989, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 94.72602739726027, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2730434472965069, \"sortino\": 1.8811514762858508}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.052755130452724, \"dd_pct\": -37.261324624584425, \"calmar\": -1.5919695739884046, \"cagr_pct\": -59.31889508884331, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 33.77483443708609, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.9679049701459284, \"sortino\": -3.479387391341962}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.6596759945338, \"dd_pct\": -58.571096878202496, \"calmar\": 0.31049952976018785, \"cagr_pct\": 18.186298038220283, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 44.55511288180611, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6368720769982084, \"sortino\": 0.914406360585455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 188.3596641612618, \"dd_pct\": -34.41106193236407, \"calmar\": 1.1899802402476558, \"cagr_pct\": 40.94848374545156, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 25.59893522626442, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2715524977704322, \"sortino\": 1.844778389276747}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 37.55726798624204, \"dd_pct\": -58.57109687820253, \"calmar\": 0.10881660785229356, \"cagr_pct\": 6.3735080804740605, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 55.88859416445623, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3546254156991249, \"sortino\": 0.50734613766472}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 18, "Total P&L %": 296.6596759945338, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.571096878202496, "% In Market": 44.55511288180611, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bde945d452931c0a42289b1031fb75d5d0b15b996d9346332feccea00a30a096", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 195.05, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "c8516bda6db98c310b38d734ae0d1072b8535b176e6cf519eb69278f7698f9a6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.578221518978957, \"dd_pct\": -46.254547718387926, \"calmar\": -0.18557823448309363, \"cagr_pct\": -8.583837302392439, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 38.35616438356164, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1029920725780005, \"sortino\": 0.14744744814596683}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.065123748608054, \"dd_pct\": -20.289602377753667, \"calmar\": -0.5950272999316251, \"cagr_pct\": -12.072867319521045, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.479452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46616985714443504, \"sortino\": -0.6453726886258401}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.66478410686797, \"dd_pct\": -22.070219824437064, \"calmar\": 2.569660162902794, \"cagr_pct\": 56.71296466936343, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.331387819558577, \"sortino\": 2.019266501649964}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.7874199996458664, \"dd_pct\": -34.37283775780733, \"calmar\": 0.03057727528029267, \"cagr_pct\": 1.0510277222853126, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 49.54379562043796, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22870918917573735, \"sortino\": 0.31596004198572875}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 57.173053397177576, \"dd_pct\": -35.50613275551232, \"calmar\": 1.611601563814528, \"cagr_pct\": 57.22173907378989, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 94.72602739726027, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2730434472965069, \"sortino\": 1.8811514762858508}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.052755130452724, \"dd_pct\": -37.261324624584425, \"calmar\": -1.5919695739884046, \"cagr_pct\": -59.31889508884331, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 33.77483443708609, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.9679049701459284, \"sortino\": -3.479387391341962}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.6596759945338, \"dd_pct\": -58.571096878202496, \"calmar\": 0.31049952976018785, \"cagr_pct\": 18.186298038220283, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 44.55511288180611, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6368720769982084, \"sortino\": 0.914406360585455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 188.3596641612618, \"dd_pct\": -34.41106193236407, \"calmar\": 1.1899802402476558, \"cagr_pct\": 40.94848374545156, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 25.59893522626442, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2715524977704322, \"sortino\": 1.844778389276747}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 37.55726798624204, \"dd_pct\": -58.57109687820253, \"calmar\": 0.10881660785229356, \"cagr_pct\": 6.3735080804740605, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 55.88859416445623, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3546254156991249, \"sortino\": 0.50734613766472}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 18, "Total P&L %": 296.6596759945338, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.571096878202496, "% In Market": 44.55511288180611, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bde945d452931c0a42289b1031fb75d5d0b15b996d9346332feccea00a30a096", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 196.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "f41453e1d3498c1bf7711499ebb091a89357b779a03dd82a8d39644aaed39dab", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.578221518978957, \"dd_pct\": -46.254547718387926, \"calmar\": -0.18557823448309363, \"cagr_pct\": -8.583837302392439, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 38.35616438356164, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1029920725780005, \"sortino\": 0.14744744814596683}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.065123748608054, \"dd_pct\": -20.289602377753667, \"calmar\": -0.5950272999316251, \"cagr_pct\": -12.072867319521045, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.479452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46616985714443504, \"sortino\": -0.6453726886258401}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.66478410686797, \"dd_pct\": -22.070219824437064, \"calmar\": 2.569660162902794, \"cagr_pct\": 56.71296466936343, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.331387819558577, \"sortino\": 2.019266501649964}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.7874199996458664, \"dd_pct\": -34.37283775780733, \"calmar\": 0.03057727528029267, \"cagr_pct\": 1.0510277222853126, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 49.54379562043796, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22870918917573735, \"sortino\": 0.31596004198572875}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 57.173053397177576, \"dd_pct\": -35.50613275551232, \"calmar\": 1.611601563814528, \"cagr_pct\": 57.22173907378989, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 94.72602739726027, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2730434472965069, \"sortino\": 1.8811514762858508}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.052755130452724, \"dd_pct\": -37.261324624584425, \"calmar\": -1.5919695739884046, \"cagr_pct\": -59.31889508884331, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 33.77483443708609, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.9679049701459284, \"sortino\": -3.479387391341962}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.6596759945338, \"dd_pct\": -58.571096878202496, \"calmar\": 0.31049952976018785, \"cagr_pct\": 18.186298038220283, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 44.55511288180611, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6368720769982084, \"sortino\": 0.914406360585455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 188.3596641612618, \"dd_pct\": -34.41106193236407, \"calmar\": 1.1899802402476558, \"cagr_pct\": 40.94848374545156, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 25.59893522626442, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2715524977704322, \"sortino\": 1.844778389276747}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 37.55726798624204, \"dd_pct\": -58.57109687820253, \"calmar\": 0.10881660785229356, \"cagr_pct\": 6.3735080804740605, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 55.88859416445623, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3546254156991249, \"sortino\": 0.50734613766472}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 18, "Total P&L %": 296.6596759945338, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.571096878202496, "% In Market": 44.55511288180611, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bde945d452931c0a42289b1031fb75d5d0b15b996d9346332feccea00a30a096", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 539.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "32b37d6972d5c811764627e14fca531dbe6cefc7ab3a89eed099a96d76fee831", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.578221518978957, \"dd_pct\": -46.254547718387926, \"calmar\": -0.18557823448309363, \"cagr_pct\": -8.583837302392439, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 38.35616438356164, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1029920725780005, \"sortino\": 0.14744744814596683}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.065123748608054, \"dd_pct\": -20.289602377753667, \"calmar\": -0.5950272999316251, \"cagr_pct\": -12.072867319521045, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.479452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46616985714443504, \"sortino\": -0.6453726886258401}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.66478410686797, \"dd_pct\": -22.070219824437064, \"calmar\": 2.569660162902794, \"cagr_pct\": 56.71296466936343, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.331387819558577, \"sortino\": 2.019266501649964}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.7874199996458664, \"dd_pct\": -34.37283775780733, \"calmar\": 0.03057727528029267, \"cagr_pct\": 1.0510277222853126, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 49.54379562043796, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22870918917573735, \"sortino\": 0.31596004198572875}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 57.173053397177576, \"dd_pct\": -35.50613275551232, \"calmar\": 1.611601563814528, \"cagr_pct\": 57.22173907378989, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 94.72602739726027, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2730434472965069, \"sortino\": 1.8811514762858508}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.052755130452724, \"dd_pct\": -37.261324624584425, \"calmar\": -1.5919695739884046, \"cagr_pct\": -59.31889508884331, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 33.77483443708609, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.9679049701459284, \"sortino\": -3.479387391341962}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.6596759945338, \"dd_pct\": -58.571096878202496, \"calmar\": 0.31049952976018785, \"cagr_pct\": 18.186298038220283, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 44.55511288180611, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6368720769982084, \"sortino\": 0.914406360585455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 188.3596641612618, \"dd_pct\": -34.41106193236407, \"calmar\": 1.1899802402476558, \"cagr_pct\": 40.94848374545156, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 25.59893522626442, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2715524977704322, \"sortino\": 1.844778389276747}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 37.55726798624204, \"dd_pct\": -58.57109687820253, \"calmar\": 0.10881660785229356, \"cagr_pct\": 6.3735080804740605, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 55.88859416445623, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3546254156991249, \"sortino\": 0.50734613766472}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 18, "Total P&L %": 296.6596759945338, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.571096878202496, "% In Market": 44.55511288180611, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bde945d452931c0a42289b1031fb75d5d0b15b996d9346332feccea00a30a096", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 539.95, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "fc00a69d78edcf156b2a6d84fd474d8830135be0191128d97d72e01ea12115fd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.578221518978957, \"dd_pct\": -46.254547718387926, \"calmar\": -0.18557823448309363, \"cagr_pct\": -8.583837302392439, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 38.35616438356164, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1029920725780005, \"sortino\": 0.14744744814596683}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.065123748608054, \"dd_pct\": -20.289602377753667, \"calmar\": -0.5950272999316251, \"cagr_pct\": -12.072867319521045, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.479452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46616985714443504, \"sortino\": -0.6453726886258401}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.66478410686797, \"dd_pct\": -22.070219824437064, \"calmar\": 2.569660162902794, \"cagr_pct\": 56.71296466936343, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.331387819558577, \"sortino\": 2.019266501649964}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.7874199996458664, \"dd_pct\": -34.37283775780733, \"calmar\": 0.03057727528029267, \"cagr_pct\": 1.0510277222853126, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 49.54379562043796, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22870918917573735, \"sortino\": 0.31596004198572875}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 57.173053397177576, \"dd_pct\": -35.50613275551232, \"calmar\": 1.611601563814528, \"cagr_pct\": 57.22173907378989, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 94.72602739726027, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2730434472965069, \"sortino\": 1.8811514762858508}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.052755130452724, \"dd_pct\": -37.261324624584425, \"calmar\": -1.5919695739884046, \"cagr_pct\": -59.31889508884331, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 33.77483443708609, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.9679049701459284, \"sortino\": -3.479387391341962}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.6596759945338, \"dd_pct\": -58.571096878202496, \"calmar\": 0.31049952976018785, \"cagr_pct\": 18.186298038220283, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 44.55511288180611, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6368720769982084, \"sortino\": 0.914406360585455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 188.3596641612618, \"dd_pct\": -34.41106193236407, \"calmar\": 1.1899802402476558, \"cagr_pct\": 40.94848374545156, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 25.59893522626442, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2715524977704322, \"sortino\": 1.844778389276747}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 37.55726798624204, \"dd_pct\": -58.57109687820253, \"calmar\": 0.10881660785229356, \"cagr_pct\": 6.3735080804740605, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 55.88859416445623, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3546254156991249, \"sortino\": 0.50734613766472}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 18, "Total P&L %": 296.6596759945338, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.571096878202496, "% In Market": 44.55511288180611, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bde945d452931c0a42289b1031fb75d5d0b15b996d9346332feccea00a30a096", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 540.05, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "f521544a7ec222ed7df7e402c6b7ee7b102bba823c6eb6d2ec332fb7cec410c7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.578221518978957, \"dd_pct\": -46.254547718387926, \"calmar\": -0.18557823448309363, \"cagr_pct\": -8.583837302392439, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 38.35616438356164, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1029920725780005, \"sortino\": 0.14744744814596683}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.065123748608054, \"dd_pct\": -20.289602377753667, \"calmar\": -0.5950272999316251, \"cagr_pct\": -12.072867319521045, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.479452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46616985714443504, \"sortino\": -0.6453726886258401}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.66478410686797, \"dd_pct\": -22.070219824437064, \"calmar\": 2.569660162902794, \"cagr_pct\": 56.71296466936343, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.331387819558577, \"sortino\": 2.019266501649964}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.7874199996458664, \"dd_pct\": -34.37283775780733, \"calmar\": 0.03057727528029267, \"cagr_pct\": 1.0510277222853126, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 49.54379562043796, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22870918917573735, \"sortino\": 0.31596004198572875}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 57.173053397177576, \"dd_pct\": -35.50613275551232, \"calmar\": 1.611601563814528, \"cagr_pct\": 57.22173907378989, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 94.72602739726027, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2730434472965069, \"sortino\": 1.8811514762858508}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.052755130452724, \"dd_pct\": -37.261324624584425, \"calmar\": -1.5919695739884046, \"cagr_pct\": -59.31889508884331, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 33.77483443708609, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.9679049701459284, \"sortino\": -3.479387391341962}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.6596759945338, \"dd_pct\": -58.571096878202496, \"calmar\": 0.31049952976018785, \"cagr_pct\": 18.186298038220283, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 44.55511288180611, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6368720769982084, \"sortino\": 0.914406360585455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 188.3596641612618, \"dd_pct\": -34.41106193236407, \"calmar\": 1.1899802402476558, \"cagr_pct\": 40.94848374545156, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 25.59893522626442, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2715524977704322, \"sortino\": 1.844778389276747}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 37.55726798624204, \"dd_pct\": -58.57109687820253, \"calmar\": 0.10881660785229356, \"cagr_pct\": 6.3735080804740605, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 55.88859416445623, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3546254156991249, \"sortino\": 0.50734613766472}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 18, "Total P&L %": 296.6596759945338, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.571096878202496, "% In Market": 44.55511288180611, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bde945d452931c0a42289b1031fb75d5d0b15b996d9346332feccea00a30a096", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 541.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "a93e998bd5bcac230f1d6d56832f46cbffc52676d894a04ce40023402ea1efd5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.578221518978957, \"dd_pct\": -46.254547718387926, \"calmar\": -0.18557823448309363, \"cagr_pct\": -8.583837302392439, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 38.35616438356164, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1029920725780005, \"sortino\": 0.14744744814596683}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.065123748608054, \"dd_pct\": -20.289602377753667, \"calmar\": -0.5950272999316251, \"cagr_pct\": -12.072867319521045, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.479452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46616985714443504, \"sortino\": -0.6453726886258401}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.66478410686797, \"dd_pct\": -22.070219824437064, \"calmar\": 2.569660162902794, \"cagr_pct\": 56.71296466936343, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.331387819558577, \"sortino\": 2.019266501649964}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.7874199996458664, \"dd_pct\": -34.37283775780733, \"calmar\": 0.03057727528029267, \"cagr_pct\": 1.0510277222853126, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 49.54379562043796, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22870918917573735, \"sortino\": 0.31596004198572875}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 57.173053397177576, \"dd_pct\": -35.50613275551232, \"calmar\": 1.611601563814528, \"cagr_pct\": 57.22173907378989, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 94.72602739726027, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2730434472965069, \"sortino\": 1.8811514762858508}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.052755130452724, \"dd_pct\": -37.261324624584425, \"calmar\": -1.5919695739884046, \"cagr_pct\": -59.31889508884331, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 33.77483443708609, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.9679049701459284, \"sortino\": -3.479387391341962}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.6596759945338, \"dd_pct\": -58.571096878202496, \"calmar\": 0.31049952976018785, \"cagr_pct\": 18.186298038220283, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 44.55511288180611, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6368720769982084, \"sortino\": 0.914406360585455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 188.3596641612618, \"dd_pct\": -34.41106193236407, \"calmar\": 1.1899802402476558, \"cagr_pct\": 40.94848374545156, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 25.59893522626442, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2715524977704322, \"sortino\": 1.844778389276747}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 37.55726798624204, \"dd_pct\": -58.57109687820253, \"calmar\": 0.10881660785229356, \"cagr_pct\": 6.3735080804740605, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 55.88859416445623, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3546254156991249, \"sortino\": 0.50734613766472}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 18, "Total P&L %": 296.6596759945338, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.571096878202496, "% In Market": 44.55511288180611, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bde945d452931c0a42289b1031fb75d5d0b15b996d9346332feccea00a30a096", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 199.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "8bccd1870aa522103683d0d37c9f84acff2a7423075622f94493a60face8cc1f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.578221518978957, \"dd_pct\": -46.254547718387926, \"calmar\": -0.18557823448309363, \"cagr_pct\": -8.583837302392439, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 38.35616438356164, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1029920725780005, \"sortino\": 0.14744744814596683}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.065123748608054, \"dd_pct\": -20.289602377753667, \"calmar\": -0.5950272999316251, \"cagr_pct\": -12.072867319521045, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.479452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46616985714443504, \"sortino\": -0.6453726886258401}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.66478410686797, \"dd_pct\": -22.070219824437064, \"calmar\": 2.569660162902794, \"cagr_pct\": 56.71296466936343, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.331387819558577, \"sortino\": 2.019266501649964}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.7874199996458664, \"dd_pct\": -34.37283775780733, \"calmar\": 0.03057727528029267, \"cagr_pct\": 1.0510277222853126, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 49.54379562043796, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22870918917573735, \"sortino\": 0.31596004198572875}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 57.173053397177576, \"dd_pct\": -35.50613275551232, \"calmar\": 1.611601563814528, \"cagr_pct\": 57.22173907378989, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 94.72602739726027, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2730434472965069, \"sortino\": 1.8811514762858508}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.052755130452724, \"dd_pct\": -37.261324624584425, \"calmar\": -1.5919695739884046, \"cagr_pct\": -59.31889508884331, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 33.77483443708609, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.9679049701459284, \"sortino\": -3.479387391341962}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.6596759945338, \"dd_pct\": -58.571096878202496, \"calmar\": 0.31049952976018785, \"cagr_pct\": 18.186298038220283, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 44.55511288180611, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6368720769982084, \"sortino\": 0.914406360585455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 188.3596641612618, \"dd_pct\": -34.41106193236407, \"calmar\": 1.1899802402476558, \"cagr_pct\": 40.94848374545156, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 25.59893522626442, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2715524977704322, \"sortino\": 1.844778389276747}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 37.55726798624204, \"dd_pct\": -58.57109687820253, \"calmar\": 0.10881660785229356, \"cagr_pct\": 6.3735080804740605, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 55.88859416445623, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3546254156991249, \"sortino\": 0.50734613766472}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 18, "Total P&L %": 296.6596759945338, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.571096878202496, "% In Market": 44.55511288180611, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bde945d452931c0a42289b1031fb75d5d0b15b996d9346332feccea00a30a096", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 199.95, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "52ad59cbff15d97a7cb28b9d7272c461f406498a02b5411bcd56be139b15476a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.578221518978957, \"dd_pct\": -46.254547718387926, \"calmar\": -0.18557823448309363, \"cagr_pct\": -8.583837302392439, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 38.35616438356164, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1029920725780005, \"sortino\": 0.14744744814596683}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.065123748608054, \"dd_pct\": -20.289602377753667, \"calmar\": -0.5950272999316251, \"cagr_pct\": -12.072867319521045, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.479452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46616985714443504, \"sortino\": -0.6453726886258401}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.66478410686797, \"dd_pct\": -22.070219824437064, \"calmar\": 2.569660162902794, \"cagr_pct\": 56.71296466936343, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.331387819558577, \"sortino\": 2.019266501649964}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.7874199996458664, \"dd_pct\": -34.37283775780733, \"calmar\": 0.03057727528029267, \"cagr_pct\": 1.0510277222853126, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 49.54379562043796, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22870918917573735, \"sortino\": 0.31596004198572875}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 57.173053397177576, \"dd_pct\": -35.50613275551232, \"calmar\": 1.611601563814528, \"cagr_pct\": 57.22173907378989, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 94.72602739726027, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2730434472965069, \"sortino\": 1.8811514762858508}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.052755130452724, \"dd_pct\": -37.261324624584425, \"calmar\": -1.5919695739884046, \"cagr_pct\": -59.31889508884331, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 33.77483443708609, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.9679049701459284, \"sortino\": -3.479387391341962}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.6596759945338, \"dd_pct\": -58.571096878202496, \"calmar\": 0.31049952976018785, \"cagr_pct\": 18.186298038220283, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 44.55511288180611, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6368720769982084, \"sortino\": 0.914406360585455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 188.3596641612618, \"dd_pct\": -34.41106193236407, \"calmar\": 1.1899802402476558, \"cagr_pct\": 40.94848374545156, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 25.59893522626442, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2715524977704322, \"sortino\": 1.844778389276747}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 37.55726798624204, \"dd_pct\": -58.57109687820253, \"calmar\": 0.10881660785229356, \"cagr_pct\": 6.3735080804740605, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 55.88859416445623, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3546254156991249, \"sortino\": 0.50734613766472}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 18, "Total P&L %": 296.6596759945338, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.571096878202496, "% In Market": 44.55511288180611, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bde945d452931c0a42289b1031fb75d5d0b15b996d9346332feccea00a30a096", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 200.05, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "38bc58950e87c4181da0c701ba2737f7ceb3c509731fc1c2641efa52e0e02bc7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.578221518978957, \"dd_pct\": -46.254547718387926, \"calmar\": -0.18557823448309363, \"cagr_pct\": -8.583837302392439, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 38.35616438356164, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1029920725780005, \"sortino\": 0.14744744814596683}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.065123748608054, \"dd_pct\": -20.289602377753667, \"calmar\": -0.5950272999316251, \"cagr_pct\": -12.072867319521045, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.479452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46616985714443504, \"sortino\": -0.6453726886258401}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.66478410686797, \"dd_pct\": -22.070219824437064, \"calmar\": 2.569660162902794, \"cagr_pct\": 56.71296466936343, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.331387819558577, \"sortino\": 2.019266501649964}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.7874199996458664, \"dd_pct\": -34.37283775780733, \"calmar\": 0.03057727528029267, \"cagr_pct\": 1.0510277222853126, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 49.54379562043796, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22870918917573735, \"sortino\": 0.31596004198572875}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 57.173053397177576, \"dd_pct\": -35.50613275551232, \"calmar\": 1.611601563814528, \"cagr_pct\": 57.22173907378989, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 94.72602739726027, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2730434472965069, \"sortino\": 1.8811514762858508}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.052755130452724, \"dd_pct\": -37.261324624584425, \"calmar\": -1.5919695739884046, \"cagr_pct\": -59.31889508884331, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 33.77483443708609, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.9679049701459284, \"sortino\": -3.479387391341962}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.6596759945338, \"dd_pct\": -58.571096878202496, \"calmar\": 0.31049952976018785, \"cagr_pct\": 18.186298038220283, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 44.55511288180611, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6368720769982084, \"sortino\": 0.914406360585455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 188.3596641612618, \"dd_pct\": -34.41106193236407, \"calmar\": 1.1899802402476558, \"cagr_pct\": 40.94848374545156, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 25.59893522626442, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2715524977704322, \"sortino\": 1.844778389276747}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 37.55726798624204, \"dd_pct\": -58.57109687820253, \"calmar\": 0.10881660785229356, \"cagr_pct\": 6.3735080804740605, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 55.88859416445623, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3546254156991249, \"sortino\": 0.50734613766472}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 18, "Total P&L %": 296.6596759945338, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.571096878202496, "% In Market": 44.55511288180611, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bde945d452931c0a42289b1031fb75d5d0b15b996d9346332feccea00a30a096", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 195.0, "i_long_exit_activation_threshold": 540.0, "i_long_exit_activation_confirmation_threshold": 201.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "7341b69e3bcf014d3176f5df4891a0283f300a93ebf7c0c44da5a865a9a50bc2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": -8.578221518978957, \"dd_pct\": -46.254547718387926, \"calmar\": -0.18557823448309363, \"cagr_pct\": -8.583837302392439, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 38.35616438356164, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.1029920725780005, \"sortino\": 0.14744744814596683}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.065123748608054, \"dd_pct\": -20.289602377753667, \"calmar\": -0.5950272999316251, \"cagr_pct\": -12.072867319521045, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.479452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.46616985714443504, \"sortino\": -0.6453726886258401}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.66478410686797, \"dd_pct\": -22.070219824437064, \"calmar\": 2.569660162902794, \"cagr_pct\": 56.71296466936343, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 88.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.331387819558577, \"sortino\": 2.019266501649964}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.7874199996458664, \"dd_pct\": -34.37283775780733, \"calmar\": 0.03057727528029267, \"cagr_pct\": 1.0510277222853126, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 49.54379562043796, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22870918917573735, \"sortino\": 0.31596004198572875}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 57.173053397177576, \"dd_pct\": -35.50613275551232, \"calmar\": 1.611601563814528, \"cagr_pct\": 57.22173907378989, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 94.72602739726027, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2730434472965069, \"sortino\": 1.8811514762858508}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.052755130452724, \"dd_pct\": -37.261324624584425, \"calmar\": -1.5919695739884046, \"cagr_pct\": -59.31889508884331, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 33.77483443708609, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.9679049701459284, \"sortino\": -3.479387391341962}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 296.6596759945338, \"dd_pct\": -58.571096878202496, \"calmar\": 0.31049952976018785, \"cagr_pct\": 18.186298038220283, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 44.55511288180611, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6368720769982084, \"sortino\": 0.914406360585455}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 188.3596641612618, \"dd_pct\": -34.41106193236407, \"calmar\": 1.1899802402476558, \"cagr_pct\": 40.94848374545156, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 25.59893522626442, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2715524977704322, \"sortino\": 1.844778389276747}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 37.55726798624204, \"dd_pct\": -58.57109687820253, \"calmar\": 0.10881660785229356, \"cagr_pct\": 6.3735080804740605, \"entries\": 14, \"exits\": 15, \"exposure_pct\": 55.88859416445623, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3546254156991249, \"sortino\": 0.50734613766472}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 18, "Total P&L %": 296.6596759945338, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.571096878202496, "% In Market": 44.55511288180611, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 14, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bde945d452931c0a42289b1031fb75d5d0b15b996d9346332feccea00a30a096", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "ad9df5e6986f6600b3fabe1b0eb0d214e6f99362a60787623c8a8a78dd7b56c7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.45461320511339, \"dd_pct\": -53.636364696165195, \"calmar\": 1.1840778866355774, \"cagr_pct\": 63.50963335625038, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0099008412865325, \"sortino\": 1.467942848504696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.27894359508205, \"dd_pct\": -65.4443811426136, \"calmar\": -0.9825766569562401, \"cagr_pct\": -64.30412123967926, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 70.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.65981931095026, \"sortino\": -2.1980588822399714}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 119.061814571432, \"dd_pct\": -20.802130078094226, \"calmar\": 5.729197274216307, \"cagr_pct\": 119.17950694131049, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.79452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.094479862027203, \"sortino\": 3.3090801031412562}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 90.78973611371728, \"dd_pct\": -25.159206523048695, \"calmar\": 5.428845350622221, \"cagr_pct\": 136.58544135799715, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 97.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9810225270944988, \"sortino\": 2.984278236034367}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 64.46804967406901, \"dd_pct\": -29.51024924618593, \"calmar\": 2.1864982208625237, \"cagr_pct\": 64.52410747399516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3342035123691907, \"sortino\": 1.9783512899597522}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1219.7012226334425, \"dd_pct\": -75.95100220410286, \"calmar\": 0.4836451749455322, \"cagr_pct\": 36.733335748291836, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 74.65969455511288, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8506356677459322, \"sortino\": 1.2193653082807658}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 378.6531619314385, \"dd_pct\": -50.340008415790734, \"calmar\": 1.3132129385721838, \"cagr_pct\": 66.10715037944902, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 47.493345164152615, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2471019308624702, \"sortino\": 1.7732225411112563}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 175.71137675310533, \"dd_pct\": -75.9510022041028, \"calmar\": 0.2859127866942411, \"cagr_pct\": 21.71536269239548, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 90.90185676392572, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6315862122808042, \"sortino\": 0.9092264296616139}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.402897379298494, \"dd_pct\": -29.324151804243236, \"calmar\": 1.033786023235387, \"cagr_pct\": 30.314898278459417, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8707396330168999, \"sortino\": 1.3147063012069675}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 1219.7012226334425, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.95100220410286, "% In Market": 74.65969455511288, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.402897379298494, "OOS_Sortino Ratio": 1.3147063012069675, "OOS_Calmar Ratio": 1.033786023235387, "OOS_Max Drawdown %": -29.324151804243236, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "52520692889ef0b5abacec345eeb559410b0f25abf102bbc8a88291bf9a16c52", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -26.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "65fad76461ff56023c91d14c06c9b01009f0b3a75c6e0feaff4b47d3581b840e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.45461320511339, \"dd_pct\": -53.636364696165195, \"calmar\": 1.1840778866355774, \"cagr_pct\": 63.50963335625038, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0099008412865325, \"sortino\": 1.467942848504696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.27894359508205, \"dd_pct\": -65.4443811426136, \"calmar\": -0.9825766569562401, \"cagr_pct\": -64.30412123967926, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 70.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.65981931095026, \"sortino\": -2.1980588822399714}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 131.9571371523101, \"dd_pct\": -20.802130078094226, \"calmar\": 6.349871364300865, \"cagr_pct\": 132.09085009935225, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 96.64383561643835, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.223227066031161, \"sortino\": 3.5219461206458162}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 90.78973611371728, \"dd_pct\": -25.159206523048695, \"calmar\": 5.428845350622221, \"cagr_pct\": 136.58544135799715, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 97.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9810225270944988, \"sortino\": 2.984278236034367}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 64.46804967406901, \"dd_pct\": -29.51024924618593, \"calmar\": 2.1864982208625237, \"cagr_pct\": 64.52410747399516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3342035123691907, \"sortino\": 1.9783512899597522}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1297.3869343560937, \"dd_pct\": -75.95100220410286, \"calmar\": 0.4961756922689033, \"cagr_pct\": 37.68504109713774, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 74.88379814077025, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8633825888020918, \"sortino\": 1.2379238152559213}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 378.6531619314385, \"dd_pct\": -50.340008415790734, \"calmar\": 1.3132129385721838, \"cagr_pct\": 66.10715037944902, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 47.493345164152615, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2471019308624702, \"sortino\": 1.7732225411112563}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 191.94144016879204, \"dd_pct\": -75.9510022041028, \"calmar\": 0.30377295157023937, \"cagr_pct\": 23.071860114258065, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 91.25994694960212, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6515442018725954, \"sortino\": 0.9382869909673698}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.402897379298494, \"dd_pct\": -29.324151804243236, \"calmar\": 1.033786023235387, \"cagr_pct\": 30.314898278459417, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8707396330168999, \"sortino\": 1.3147063012069675}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 1297.3869343560937, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.95100220410286, "% In Market": 74.88379814077025, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.402897379298494, "OOS_Sortino Ratio": 1.3147063012069675, "OOS_Calmar Ratio": 1.033786023235387, "OOS_Max Drawdown %": -29.324151804243236, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "52520692889ef0b5abacec345eeb559410b0f25abf102bbc8a88291bf9a16c52", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -25.05, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "554d3193d0be1f6dba3d1b25582c3fc0e5504eab6cf8bfa467d49d39278265c7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.45461320511339, \"dd_pct\": -53.636364696165195, \"calmar\": 1.1840778866355774, \"cagr_pct\": 63.50963335625038, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0099008412865325, \"sortino\": 1.467942848504696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.27894359508205, \"dd_pct\": -65.4443811426136, \"calmar\": -0.9825766569562401, \"cagr_pct\": -64.30412123967926, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 70.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.65981931095026, \"sortino\": -2.1980588822399714}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 119.061814571432, \"dd_pct\": -20.802130078094226, \"calmar\": 5.729197274216307, \"cagr_pct\": 119.17950694131049, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.79452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.094479862027203, \"sortino\": 3.3090801031412562}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 90.78973611371728, \"dd_pct\": -25.159206523048695, \"calmar\": 5.428845350622221, \"cagr_pct\": 136.58544135799715, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 97.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9810225270944988, \"sortino\": 2.984278236034367}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 64.46804967406901, \"dd_pct\": -29.51024924618593, \"calmar\": 2.1864982208625237, \"cagr_pct\": 64.52410747399516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3342035123691907, \"sortino\": 1.9783512899597522}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1219.7012226334425, \"dd_pct\": -75.95100220410286, \"calmar\": 0.4836451749455322, \"cagr_pct\": 36.733335748291836, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 74.65969455511288, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8506356677459322, \"sortino\": 1.2193653082807658}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 378.6531619314385, \"dd_pct\": -50.340008415790734, \"calmar\": 1.3132129385721838, \"cagr_pct\": 66.10715037944902, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 47.493345164152615, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2471019308624702, \"sortino\": 1.7732225411112563}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 175.71137675310533, \"dd_pct\": -75.9510022041028, \"calmar\": 0.2859127866942411, \"cagr_pct\": 21.71536269239548, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 90.90185676392572, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6315862122808042, \"sortino\": 0.9092264296616139}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.402897379298494, \"dd_pct\": -29.324151804243236, \"calmar\": 1.033786023235387, \"cagr_pct\": 30.314898278459417, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8707396330168999, \"sortino\": 1.3147063012069675}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 1219.7012226334425, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.95100220410286, "% In Market": 74.65969455511288, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.402897379298494, "OOS_Sortino Ratio": 1.3147063012069675, "OOS_Calmar Ratio": 1.033786023235387, "OOS_Max Drawdown %": -29.324151804243236, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "52520692889ef0b5abacec345eeb559410b0f25abf102bbc8a88291bf9a16c52", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -24.95, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "5f5d3751ed332003dd673d9de5bca52b03a1887ce09e17d0be482074d320dcfb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.45461320511339, \"dd_pct\": -53.636364696165195, \"calmar\": 1.1840778866355774, \"cagr_pct\": 63.50963335625038, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0099008412865325, \"sortino\": 1.467942848504696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.27894359508205, \"dd_pct\": -65.4443811426136, \"calmar\": -0.9825766569562401, \"cagr_pct\": -64.30412123967926, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 70.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.65981931095026, \"sortino\": -2.1980588822399714}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 119.061814571432, \"dd_pct\": -20.802130078094226, \"calmar\": 5.729197274216307, \"cagr_pct\": 119.17950694131049, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.79452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.094479862027203, \"sortino\": 3.3090801031412562}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 90.78973611371728, \"dd_pct\": -25.159206523048695, \"calmar\": 5.428845350622221, \"cagr_pct\": 136.58544135799715, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 97.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9810225270944988, \"sortino\": 2.984278236034367}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 64.46804967406901, \"dd_pct\": -29.51024924618593, \"calmar\": 2.1864982208625237, \"cagr_pct\": 64.52410747399516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3342035123691907, \"sortino\": 1.9783512899597522}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1219.7012226334425, \"dd_pct\": -75.95100220410286, \"calmar\": 0.4836451749455322, \"cagr_pct\": 36.733335748291836, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 74.65969455511288, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8506356677459322, \"sortino\": 1.2193653082807658}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 378.6531619314385, \"dd_pct\": -50.340008415790734, \"calmar\": 1.3132129385721838, \"cagr_pct\": 66.10715037944902, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 47.493345164152615, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2471019308624702, \"sortino\": 1.7732225411112563}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 175.71137675310533, \"dd_pct\": -75.9510022041028, \"calmar\": 0.2859127866942411, \"cagr_pct\": 21.71536269239548, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 90.90185676392572, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6315862122808042, \"sortino\": 0.9092264296616139}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.402897379298494, \"dd_pct\": -29.324151804243236, \"calmar\": 1.033786023235387, \"cagr_pct\": 30.314898278459417, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8707396330168999, \"sortino\": 1.3147063012069675}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 1219.7012226334425, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.95100220410286, "% In Market": 74.65969455511288, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.402897379298494, "OOS_Sortino Ratio": 1.3147063012069675, "OOS_Calmar Ratio": 1.033786023235387, "OOS_Max Drawdown %": -29.324151804243236, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "52520692889ef0b5abacec345eeb559410b0f25abf102bbc8a88291bf9a16c52", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -24.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "dd1f983e76f148a3825f62b3c59718e5b7a82f35e48d882a6405a4bc5f632a66", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.45461320511339, \"dd_pct\": -53.636364696165195, \"calmar\": 1.1840778866355774, \"cagr_pct\": 63.50963335625038, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0099008412865325, \"sortino\": 1.467942848504696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.27894359508205, \"dd_pct\": -65.4443811426136, \"calmar\": -0.9825766569562401, \"cagr_pct\": -64.30412123967926, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 70.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.65981931095026, \"sortino\": -2.1980588822399714}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 119.061814571432, \"dd_pct\": -20.802130078094226, \"calmar\": 5.729197274216307, \"cagr_pct\": 119.17950694131049, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.79452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.094479862027203, \"sortino\": 3.3090801031412562}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 90.78973611371728, \"dd_pct\": -25.159206523048695, \"calmar\": 5.428845350622221, \"cagr_pct\": 136.58544135799715, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 97.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9810225270944988, \"sortino\": 2.984278236034367}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 64.46804967406901, \"dd_pct\": -29.51024924618593, \"calmar\": 2.1864982208625237, \"cagr_pct\": 64.52410747399516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3342035123691907, \"sortino\": 1.9783512899597522}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1219.7012226334425, \"dd_pct\": -75.95100220410286, \"calmar\": 0.4836451749455322, \"cagr_pct\": 36.733335748291836, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 74.65969455511288, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8506356677459322, \"sortino\": 1.2193653082807658}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 378.6531619314385, \"dd_pct\": -50.340008415790734, \"calmar\": 1.3132129385721838, \"cagr_pct\": 66.10715037944902, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 47.493345164152615, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2471019308624702, \"sortino\": 1.7732225411112563}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 175.71137675310533, \"dd_pct\": -75.9510022041028, \"calmar\": 0.2859127866942411, \"cagr_pct\": 21.71536269239548, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 90.90185676392572, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6315862122808042, \"sortino\": 0.9092264296616139}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.402897379298494, \"dd_pct\": -29.324151804243236, \"calmar\": 1.033786023235387, \"cagr_pct\": 30.314898278459417, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8707396330168999, \"sortino\": 1.3147063012069675}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 1219.7012226334425, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.95100220410286, "% In Market": 74.65969455511288, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.402897379298494, "OOS_Sortino Ratio": 1.3147063012069675, "OOS_Calmar Ratio": 1.033786023235387, "OOS_Max Drawdown %": -29.324151804243236, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "52520692889ef0b5abacec345eeb559410b0f25abf102bbc8a88291bf9a16c52", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": 369.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "3e1d49602ebe5d2bee5c214977148916538f1fc7ea385b8f3e3d8cf125ea61a2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.45461320511339, \"dd_pct\": -53.636364696165195, \"calmar\": 1.1840778866355774, \"cagr_pct\": 63.50963335625038, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0099008412865325, \"sortino\": 1.467942848504696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.27894359508205, \"dd_pct\": -65.4443811426136, \"calmar\": -0.9825766569562401, \"cagr_pct\": -64.30412123967926, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 70.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.65981931095026, \"sortino\": -2.1980588822399714}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 119.061814571432, \"dd_pct\": -20.802130078094226, \"calmar\": 5.729197274216307, \"cagr_pct\": 119.17950694131049, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.79452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.094479862027203, \"sortino\": 3.3090801031412562}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 90.78973611371728, \"dd_pct\": -25.159206523048695, \"calmar\": 5.428845350622221, \"cagr_pct\": 136.58544135799715, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 97.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9810225270944988, \"sortino\": 2.984278236034367}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 64.46804967406901, \"dd_pct\": -29.51024924618593, \"calmar\": 2.1864982208625237, \"cagr_pct\": 64.52410747399516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3342035123691907, \"sortino\": 1.9783512899597522}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1219.7012226334425, \"dd_pct\": -75.95100220410286, \"calmar\": 0.4836451749455322, \"cagr_pct\": 36.733335748291836, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 74.65969455511288, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8506356677459322, \"sortino\": 1.2193653082807658}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 378.6531619314385, \"dd_pct\": -50.340008415790734, \"calmar\": 1.3132129385721838, \"cagr_pct\": 66.10715037944902, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 47.493345164152615, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2471019308624702, \"sortino\": 1.7732225411112563}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 175.71137675310533, \"dd_pct\": -75.9510022041028, \"calmar\": 0.2859127866942411, \"cagr_pct\": 21.71536269239548, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 90.90185676392572, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6315862122808042, \"sortino\": 0.9092264296616139}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.402897379298494, \"dd_pct\": -29.324151804243236, \"calmar\": 1.033786023235387, \"cagr_pct\": 30.314898278459417, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8707396330168999, \"sortino\": 1.3147063012069675}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 1219.7012226334425, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.95100220410286, "% In Market": 74.65969455511288, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.402897379298494, "OOS_Sortino Ratio": 1.3147063012069675, "OOS_Calmar Ratio": 1.033786023235387, "OOS_Max Drawdown %": -29.324151804243236, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "52520692889ef0b5abacec345eeb559410b0f25abf102bbc8a88291bf9a16c52", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": 369.95, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "378a20ccbf4d68fb1158a9905018d771147ee36b7595e5dec453936259126796", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.45461320511339, \"dd_pct\": -53.636364696165195, \"calmar\": 1.1840778866355774, \"cagr_pct\": 63.50963335625038, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0099008412865325, \"sortino\": 1.467942848504696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.27894359508205, \"dd_pct\": -65.4443811426136, \"calmar\": -0.9825766569562401, \"cagr_pct\": -64.30412123967926, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 70.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.65981931095026, \"sortino\": -2.1980588822399714}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 119.061814571432, \"dd_pct\": -20.802130078094226, \"calmar\": 5.729197274216307, \"cagr_pct\": 119.17950694131049, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.79452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.094479862027203, \"sortino\": 3.3090801031412562}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 90.78973611371728, \"dd_pct\": -25.159206523048695, \"calmar\": 5.428845350622221, \"cagr_pct\": 136.58544135799715, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 97.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9810225270944988, \"sortino\": 2.984278236034367}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 64.46804967406901, \"dd_pct\": -29.51024924618593, \"calmar\": 2.1864982208625237, \"cagr_pct\": 64.52410747399516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3342035123691907, \"sortino\": 1.9783512899597522}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1219.7012226334425, \"dd_pct\": -75.95100220410286, \"calmar\": 0.4836451749455322, \"cagr_pct\": 36.733335748291836, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 74.65969455511288, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8506356677459322, \"sortino\": 1.2193653082807658}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 378.6531619314385, \"dd_pct\": -50.340008415790734, \"calmar\": 1.3132129385721838, \"cagr_pct\": 66.10715037944902, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 47.493345164152615, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2471019308624702, \"sortino\": 1.7732225411112563}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 175.71137675310533, \"dd_pct\": -75.9510022041028, \"calmar\": 0.2859127866942411, \"cagr_pct\": 21.71536269239548, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 90.90185676392572, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6315862122808042, \"sortino\": 0.9092264296616139}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.402897379298494, \"dd_pct\": -29.324151804243236, \"calmar\": 1.033786023235387, \"cagr_pct\": 30.314898278459417, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8707396330168999, \"sortino\": 1.3147063012069675}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 1219.7012226334425, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.95100220410286, "% In Market": 74.65969455511288, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.402897379298494, "OOS_Sortino Ratio": 1.3147063012069675, "OOS_Calmar Ratio": 1.033786023235387, "OOS_Max Drawdown %": -29.324151804243236, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "52520692889ef0b5abacec345eeb559410b0f25abf102bbc8a88291bf9a16c52", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": 370.05, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "69f98cacaadccd630a157183bec2b9737886cd45c3e651bb107d643e783d6870", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.45461320511339, \"dd_pct\": -53.636364696165195, \"calmar\": 1.1840778866355774, \"cagr_pct\": 63.50963335625038, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0099008412865325, \"sortino\": 1.467942848504696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.27894359508205, \"dd_pct\": -65.4443811426136, \"calmar\": -0.9825766569562401, \"cagr_pct\": -64.30412123967926, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 70.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.65981931095026, \"sortino\": -2.1980588822399714}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 119.061814571432, \"dd_pct\": -20.802130078094226, \"calmar\": 5.729197274216307, \"cagr_pct\": 119.17950694131049, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.79452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.094479862027203, \"sortino\": 3.3090801031412562}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 90.78973611371728, \"dd_pct\": -25.159206523048695, \"calmar\": 5.428845350622221, \"cagr_pct\": 136.58544135799715, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 97.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9810225270944988, \"sortino\": 2.984278236034367}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 64.46804967406901, \"dd_pct\": -29.51024924618593, \"calmar\": 2.1864982208625237, \"cagr_pct\": 64.52410747399516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3342035123691907, \"sortino\": 1.9783512899597522}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1219.7012226334425, \"dd_pct\": -75.95100220410286, \"calmar\": 0.4836451749455322, \"cagr_pct\": 36.733335748291836, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 74.65969455511288, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8506356677459322, \"sortino\": 1.2193653082807658}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 378.6531619314385, \"dd_pct\": -50.340008415790734, \"calmar\": 1.3132129385721838, \"cagr_pct\": 66.10715037944902, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 47.493345164152615, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2471019308624702, \"sortino\": 1.7732225411112563}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 175.71137675310533, \"dd_pct\": -75.9510022041028, \"calmar\": 0.2859127866942411, \"cagr_pct\": 21.71536269239548, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 90.90185676392572, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6315862122808042, \"sortino\": 0.9092264296616139}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.402897379298494, \"dd_pct\": -29.324151804243236, \"calmar\": 1.033786023235387, \"cagr_pct\": 30.314898278459417, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8707396330168999, \"sortino\": 1.3147063012069675}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 1219.7012226334425, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.95100220410286, "% In Market": 74.65969455511288, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.402897379298494, "OOS_Sortino Ratio": 1.3147063012069675, "OOS_Calmar Ratio": 1.033786023235387, "OOS_Max Drawdown %": -29.324151804243236, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "52520692889ef0b5abacec345eeb559410b0f25abf102bbc8a88291bf9a16c52", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": 371.0, "i_long_exit_activation_confirmation_threshold": 380.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "c98240b82afbc212133f4707b6bda09b1009ce07240c84ce8fd3d6c3e78bc734", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.45461320511339, \"dd_pct\": -53.636364696165195, \"calmar\": 1.1840778866355774, \"cagr_pct\": 63.50963335625038, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0099008412865325, \"sortino\": 1.467942848504696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.27894359508205, \"dd_pct\": -65.4443811426136, \"calmar\": -0.9825766569562401, \"cagr_pct\": -64.30412123967926, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 70.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.65981931095026, \"sortino\": -2.1980588822399714}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 119.061814571432, \"dd_pct\": -20.802130078094226, \"calmar\": 5.729197274216307, \"cagr_pct\": 119.17950694131049, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.79452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.094479862027203, \"sortino\": 3.3090801031412562}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 90.78973611371728, \"dd_pct\": -25.159206523048695, \"calmar\": 5.428845350622221, \"cagr_pct\": 136.58544135799715, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 97.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9810225270944988, \"sortino\": 2.984278236034367}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 64.46804967406901, \"dd_pct\": -29.51024924618593, \"calmar\": 2.1864982208625237, \"cagr_pct\": 64.52410747399516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3342035123691907, \"sortino\": 1.9783512899597522}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1219.7012226334425, \"dd_pct\": -75.95100220410286, \"calmar\": 0.4836451749455322, \"cagr_pct\": 36.733335748291836, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 74.65969455511288, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8506356677459322, \"sortino\": 1.2193653082807658}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 378.6531619314385, \"dd_pct\": -50.340008415790734, \"calmar\": 1.3132129385721838, \"cagr_pct\": 66.10715037944902, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 47.493345164152615, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2471019308624702, \"sortino\": 1.7732225411112563}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 175.71137675310533, \"dd_pct\": -75.9510022041028, \"calmar\": 0.2859127866942411, \"cagr_pct\": 21.71536269239548, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 90.90185676392572, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6315862122808042, \"sortino\": 0.9092264296616139}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.402897379298494, \"dd_pct\": -29.324151804243236, \"calmar\": 1.033786023235387, \"cagr_pct\": 30.314898278459417, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8707396330168999, \"sortino\": 1.3147063012069675}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 1219.7012226334425, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.95100220410286, "% In Market": 74.65969455511288, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.402897379298494, "OOS_Sortino Ratio": 1.3147063012069675, "OOS_Calmar Ratio": 1.033786023235387, "OOS_Max Drawdown %": -29.324151804243236, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "52520692889ef0b5abacec345eeb559410b0f25abf102bbc8a88291bf9a16c52", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 379.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "10e5707be1704a1a973f509dd215148e8b72571413466c6a6fb4cab41ab78bf3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.45461320511339, \"dd_pct\": -53.636364696165195, \"calmar\": 1.1840778866355774, \"cagr_pct\": 63.50963335625038, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0099008412865325, \"sortino\": 1.467942848504696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.27894359508205, \"dd_pct\": -65.4443811426136, \"calmar\": -0.9825766569562401, \"cagr_pct\": -64.30412123967926, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 70.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.65981931095026, \"sortino\": -2.1980588822399714}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 119.061814571432, \"dd_pct\": -20.802130078094226, \"calmar\": 5.729197274216307, \"cagr_pct\": 119.17950694131049, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.79452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.094479862027203, \"sortino\": 3.3090801031412562}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 90.78973611371728, \"dd_pct\": -25.159206523048695, \"calmar\": 5.428845350622221, \"cagr_pct\": 136.58544135799715, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 97.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9810225270944988, \"sortino\": 2.984278236034367}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 64.46804967406901, \"dd_pct\": -29.51024924618593, \"calmar\": 2.1864982208625237, \"cagr_pct\": 64.52410747399516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3342035123691907, \"sortino\": 1.9783512899597522}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1219.7012226334425, \"dd_pct\": -75.95100220410286, \"calmar\": 0.4836451749455322, \"cagr_pct\": 36.733335748291836, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 74.65969455511288, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8506356677459322, \"sortino\": 1.2193653082807658}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 378.6531619314385, \"dd_pct\": -50.340008415790734, \"calmar\": 1.3132129385721838, \"cagr_pct\": 66.10715037944902, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 47.493345164152615, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2471019308624702, \"sortino\": 1.7732225411112563}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 175.71137675310533, \"dd_pct\": -75.9510022041028, \"calmar\": 0.2859127866942411, \"cagr_pct\": 21.71536269239548, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 90.90185676392572, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6315862122808042, \"sortino\": 0.9092264296616139}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.402897379298494, \"dd_pct\": -29.324151804243236, \"calmar\": 1.033786023235387, \"cagr_pct\": 30.314898278459417, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8707396330168999, \"sortino\": 1.3147063012069675}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 1219.7012226334425, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.95100220410286, "% In Market": 74.65969455511288, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.402897379298494, "OOS_Sortino Ratio": 1.3147063012069675, "OOS_Calmar Ratio": 1.033786023235387, "OOS_Max Drawdown %": -29.324151804243236, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "52520692889ef0b5abacec345eeb559410b0f25abf102bbc8a88291bf9a16c52", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 379.95, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "afeac982823eb4cc2e2fcf850d195930c9d165f66a1853ff1ceacdbc5e0e7e8b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.45461320511339, \"dd_pct\": -53.636364696165195, \"calmar\": 1.1840778866355774, \"cagr_pct\": 63.50963335625038, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0099008412865325, \"sortino\": 1.467942848504696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.27894359508205, \"dd_pct\": -65.4443811426136, \"calmar\": -0.9825766569562401, \"cagr_pct\": -64.30412123967926, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 70.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.65981931095026, \"sortino\": -2.1980588822399714}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 119.061814571432, \"dd_pct\": -20.802130078094226, \"calmar\": 5.729197274216307, \"cagr_pct\": 119.17950694131049, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.79452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.094479862027203, \"sortino\": 3.3090801031412562}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 90.78973611371728, \"dd_pct\": -25.159206523048695, \"calmar\": 5.428845350622221, \"cagr_pct\": 136.58544135799715, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 97.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9810225270944988, \"sortino\": 2.984278236034367}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 64.46804967406901, \"dd_pct\": -29.51024924618593, \"calmar\": 2.1864982208625237, \"cagr_pct\": 64.52410747399516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3342035123691907, \"sortino\": 1.9783512899597522}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1219.7012226334425, \"dd_pct\": -75.95100220410286, \"calmar\": 0.4836451749455322, \"cagr_pct\": 36.733335748291836, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 74.65969455511288, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8506356677459322, \"sortino\": 1.2193653082807658}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 378.6531619314385, \"dd_pct\": -50.340008415790734, \"calmar\": 1.3132129385721838, \"cagr_pct\": 66.10715037944902, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 47.493345164152615, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2471019308624702, \"sortino\": 1.7732225411112563}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 175.71137675310533, \"dd_pct\": -75.9510022041028, \"calmar\": 0.2859127866942411, \"cagr_pct\": 21.71536269239548, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 90.90185676392572, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6315862122808042, \"sortino\": 0.9092264296616139}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.402897379298494, \"dd_pct\": -29.324151804243236, \"calmar\": 1.033786023235387, \"cagr_pct\": 30.314898278459417, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8707396330168999, \"sortino\": 1.3147063012069675}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 1219.7012226334425, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.95100220410286, "% In Market": 74.65969455511288, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.402897379298494, "OOS_Sortino Ratio": 1.3147063012069675, "OOS_Calmar Ratio": 1.033786023235387, "OOS_Max Drawdown %": -29.324151804243236, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "52520692889ef0b5abacec345eeb559410b0f25abf102bbc8a88291bf9a16c52", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 380.05, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "1f8ba98debebffc1c23a6710829678d7bb5327ca6e9e5478421d98d34334ade4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.45461320511339, \"dd_pct\": -53.636364696165195, \"calmar\": 1.1840778866355774, \"cagr_pct\": 63.50963335625038, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0099008412865325, \"sortino\": 1.467942848504696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.27894359508205, \"dd_pct\": -65.4443811426136, \"calmar\": -0.9825766569562401, \"cagr_pct\": -64.30412123967926, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 70.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.65981931095026, \"sortino\": -2.1980588822399714}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 119.061814571432, \"dd_pct\": -20.802130078094226, \"calmar\": 5.729197274216307, \"cagr_pct\": 119.17950694131049, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.79452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.094479862027203, \"sortino\": 3.3090801031412562}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 90.78973611371728, \"dd_pct\": -25.159206523048695, \"calmar\": 5.428845350622221, \"cagr_pct\": 136.58544135799715, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 97.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9810225270944988, \"sortino\": 2.984278236034367}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 64.46804967406901, \"dd_pct\": -29.51024924618593, \"calmar\": 2.1864982208625237, \"cagr_pct\": 64.52410747399516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3342035123691907, \"sortino\": 1.9783512899597522}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1219.7012226334425, \"dd_pct\": -75.95100220410286, \"calmar\": 0.4836451749455322, \"cagr_pct\": 36.733335748291836, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 74.65969455511288, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8506356677459322, \"sortino\": 1.2193653082807658}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 378.6531619314385, \"dd_pct\": -50.340008415790734, \"calmar\": 1.3132129385721838, \"cagr_pct\": 66.10715037944902, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 47.493345164152615, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2471019308624702, \"sortino\": 1.7732225411112563}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 175.71137675310533, \"dd_pct\": -75.9510022041028, \"calmar\": 0.2859127866942411, \"cagr_pct\": 21.71536269239548, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 90.90185676392572, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6315862122808042, \"sortino\": 0.9092264296616139}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.402897379298494, \"dd_pct\": -29.324151804243236, \"calmar\": 1.033786023235387, \"cagr_pct\": 30.314898278459417, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8707396330168999, \"sortino\": 1.3147063012069675}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 1219.7012226334425, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.95100220410286, "% In Market": 74.65969455511288, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.402897379298494, "OOS_Sortino Ratio": 1.3147063012069675, "OOS_Calmar Ratio": 1.033786023235387, "OOS_Max Drawdown %": -29.324151804243236, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "52520692889ef0b5abacec345eeb559410b0f25abf102bbc8a88291bf9a16c52", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -25.0, "i_long_exit_activation_threshold": 370.0, "i_long_exit_activation_confirmation_threshold": 381.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "b98a6884783aae75335f0992de3f80e3777276bf86164a214d1f963fb0073633", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.45461320511339, \"dd_pct\": -53.636364696165195, \"calmar\": 1.1840778866355774, \"cagr_pct\": 63.50963335625038, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 98.21917808219179, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0099008412865325, \"sortino\": 1.467942848504696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.27894359508205, \"dd_pct\": -65.4443811426136, \"calmar\": -0.9825766569562401, \"cagr_pct\": -64.30412123967926, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 70.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.65981931095026, \"sortino\": -2.1980588822399714}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 119.061814571432, \"dd_pct\": -20.802130078094226, \"calmar\": 5.729197274216307, \"cagr_pct\": 119.17950694131049, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 94.79452054794521, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.094479862027203, \"sortino\": 3.3090801031412562}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 90.78973611371728, \"dd_pct\": -25.159206523048695, \"calmar\": 5.428845350622221, \"cagr_pct\": 136.58544135799715, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 97.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.9810225270944988, \"sortino\": 2.984278236034367}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 64.46804967406901, \"dd_pct\": -29.51024924618593, \"calmar\": 2.1864982208625237, \"cagr_pct\": 64.52410747399516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.58904109589041, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.3342035123691907, \"sortino\": 1.9783512899597522}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1219.7012226334425, \"dd_pct\": -75.95100220410286, \"calmar\": 0.4836451749455322, \"cagr_pct\": 36.733335748291836, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 74.65969455511288, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8506356677459322, \"sortino\": 1.2193653082807658}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 378.6531619314385, \"dd_pct\": -50.340008415790734, \"calmar\": 1.3132129385721838, \"cagr_pct\": 66.10715037944902, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 47.493345164152615, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2471019308624702, \"sortino\": 1.7732225411112563}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 175.71137675310533, \"dd_pct\": -75.9510022041028, \"calmar\": 0.2859127866942411, \"cagr_pct\": 21.71536269239548, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 90.90185676392572, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6315862122808042, \"sortino\": 0.9092264296616139}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.402897379298494, \"dd_pct\": -29.324151804243236, \"calmar\": 1.033786023235387, \"cagr_pct\": 30.314898278459417, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8707396330168999, \"sortino\": 1.3147063012069675}]", "Additional_Threshold_Budget": 0, "Total Trades": 20, "Total P&L %": 1219.7012226334425, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -75.95100220410286, "% In Market": 74.65969455511288, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 13, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.402897379298494, "OOS_Sortino Ratio": 1.3147063012069675, "OOS_Calmar Ratio": 1.033786023235387, "OOS_Max Drawdown %": -29.324151804243236, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "52520692889ef0b5abacec345eeb559410b0f25abf102bbc8a88291bf9a16c52", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -310.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": -320.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "f9613c5109e209684bc01e23b2b14204522af0c2e1bfc049d7ed51ff8e2656a6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 482.14951281911533, \"dd_pct\": -84.11536994554875, \"calmar\": 0.2831183227898232, \"cagr_pct\": 23.814602459829263, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.89209827357237, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6545830076012861, \"sortino\": 0.9365648315342372}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 152.0098965188103, \"dd_pct\": -84.11536994554875, \"calmar\": 0.41521538498215815, \"cagr_pct\": 34.92599571485768, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7759419748506571, \"sortino\": 1.1057547556662042}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 482.14951281911533, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554875, "% In Market": 99.89209827357237, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 56, "source": "diagnostic_center", "Policy": "canonical", "center_id": "81e9d71d3fc5bd51144a06af4c5a4bb4af3726bd0457f08efda8ee179caa67ec", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -311.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": -320.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "8984b83984dd4e5b3c6309d1acd2ed39ba5bde03b5164027116ba04101cf65a9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 482.14951281911533, \"dd_pct\": -84.11536994554875, \"calmar\": 0.2831183227898232, \"cagr_pct\": 23.814602459829263, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.89209827357237, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6545830076012861, \"sortino\": 0.9365648315342372}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 152.0098965188103, \"dd_pct\": -84.11536994554875, \"calmar\": 0.41521538498215815, \"cagr_pct\": 34.92599571485768, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7759419748506571, \"sortino\": 1.1057547556662042}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 482.14951281911533, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554875, "% In Market": 99.89209827357237, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "81e9d71d3fc5bd51144a06af4c5a4bb4af3726bd0457f08efda8ee179caa67ec", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -310.05, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": -320.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "330860a457f7bf9ee3ae69f0e1cb4f3d052bf7540cfd4aafb65991099a1746bd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 482.14951281911533, \"dd_pct\": -84.11536994554875, \"calmar\": 0.2831183227898232, \"cagr_pct\": 23.814602459829263, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.89209827357237, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6545830076012861, \"sortino\": 0.9365648315342372}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 152.0098965188103, \"dd_pct\": -84.11536994554875, \"calmar\": 0.41521538498215815, \"cagr_pct\": 34.92599571485768, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7759419748506571, \"sortino\": 1.1057547556662042}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 482.14951281911533, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554875, "% In Market": 99.89209827357237, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 56, "source": "diagnostic_center", "Policy": "canonical", "center_id": "81e9d71d3fc5bd51144a06af4c5a4bb4af3726bd0457f08efda8ee179caa67ec", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -309.95, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": -320.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "b50910075a987337412165f0de02d543f1cb55d472697ff5ffb7b90264739cda", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 482.14951281911533, \"dd_pct\": -84.11536994554875, \"calmar\": 0.2831183227898232, \"cagr_pct\": 23.814602459829263, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.89209827357237, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6545830076012861, \"sortino\": 0.9365648315342372}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 152.0098965188103, \"dd_pct\": -84.11536994554875, \"calmar\": 0.41521538498215815, \"cagr_pct\": 34.92599571485768, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7759419748506571, \"sortino\": 1.1057547556662042}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 482.14951281911533, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554875, "% In Market": 99.89209827357237, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "81e9d71d3fc5bd51144a06af4c5a4bb4af3726bd0457f08efda8ee179caa67ec", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -309.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": -320.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "8ef681e9e44a334216a66b5d32592e933c34459d3ea2fce754af4b217ff0769a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 482.14951281911533, \"dd_pct\": -84.11536994554875, \"calmar\": 0.2831183227898232, \"cagr_pct\": 23.814602459829263, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.89209827357237, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6545830076012861, \"sortino\": 0.9365648315342372}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 152.0098965188103, \"dd_pct\": -84.11536994554875, \"calmar\": 0.41521538498215815, \"cagr_pct\": 34.92599571485768, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7759419748506571, \"sortino\": 1.1057547556662042}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 482.14951281911533, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554875, "% In Market": 99.89209827357237, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 56, "source": "diagnostic_center", "Policy": "canonical", "center_id": "81e9d71d3fc5bd51144a06af4c5a4bb4af3726bd0457f08efda8ee179caa67ec", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -310.0, "i_long_exit_activation_threshold": 669.0, "i_long_exit_activation_confirmation_threshold": -320.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "5aec36364c93fdc002f2c3f5b5177261e0e7287b55379f194d06437413c71105", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 482.14951281911533, \"dd_pct\": -84.11536994554875, \"calmar\": 0.2831183227898232, \"cagr_pct\": 23.814602459829263, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.89209827357237, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6545830076012861, \"sortino\": 0.9365648315342372}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 152.0098965188103, \"dd_pct\": -84.11536994554875, \"calmar\": 0.41521538498215815, \"cagr_pct\": 34.92599571485768, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7759419748506571, \"sortino\": 1.1057547556662042}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 482.14951281911533, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554875, "% In Market": 99.89209827357237, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 56, "source": "diagnostic_center", "Policy": "canonical", "center_id": "81e9d71d3fc5bd51144a06af4c5a4bb4af3726bd0457f08efda8ee179caa67ec", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -310.0, "i_long_exit_activation_threshold": 669.95, "i_long_exit_activation_confirmation_threshold": -320.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "65362c875329d5fa0760f651472243682e894fc210cf1a97735d78bec745ae8c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 482.14951281911533, \"dd_pct\": -84.11536994554875, \"calmar\": 0.2831183227898232, \"cagr_pct\": 23.814602459829263, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.89209827357237, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6545830076012861, \"sortino\": 0.9365648315342372}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 152.0098965188103, \"dd_pct\": -84.11536994554875, \"calmar\": 0.41521538498215815, \"cagr_pct\": 34.92599571485768, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7759419748506571, \"sortino\": 1.1057547556662042}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 482.14951281911533, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554875, "% In Market": 99.89209827357237, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 56, "source": "diagnostic_center", "Policy": "canonical", "center_id": "81e9d71d3fc5bd51144a06af4c5a4bb4af3726bd0457f08efda8ee179caa67ec", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -310.0, "i_long_exit_activation_threshold": 670.05, "i_long_exit_activation_confirmation_threshold": -320.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "11b86d684a6da9c00dfe84394eabb714b34044b26c689cf7421f9ff4c15f2558", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 482.14951281911533, \"dd_pct\": -84.11536994554875, \"calmar\": 0.2831183227898232, \"cagr_pct\": 23.814602459829263, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.89209827357237, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6545830076012861, \"sortino\": 0.9365648315342372}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 152.0098965188103, \"dd_pct\": -84.11536994554875, \"calmar\": 0.41521538498215815, \"cagr_pct\": 34.92599571485768, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7759419748506571, \"sortino\": 1.1057547556662042}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 482.14951281911533, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554875, "% In Market": 99.89209827357237, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 56, "source": "diagnostic_center", "Policy": "canonical", "center_id": "81e9d71d3fc5bd51144a06af4c5a4bb4af3726bd0457f08efda8ee179caa67ec", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -310.0, "i_long_exit_activation_threshold": 671.0, "i_long_exit_activation_confirmation_threshold": -320.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "1f4a5e3507d1f3eee5abba99ded8cf1e6b98403ff4f07fae9b9721d98faa9ba9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 482.14951281911533, \"dd_pct\": -84.11536994554875, \"calmar\": 0.2831183227898232, \"cagr_pct\": 23.814602459829263, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.89209827357237, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6545830076012861, \"sortino\": 0.9365648315342372}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 152.0098965188103, \"dd_pct\": -84.11536994554875, \"calmar\": 0.41521538498215815, \"cagr_pct\": 34.92599571485768, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7759419748506571, \"sortino\": 1.1057547556662042}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 482.14951281911533, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554875, "% In Market": 99.89209827357237, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 56, "source": "diagnostic_center", "Policy": "canonical", "center_id": "81e9d71d3fc5bd51144a06af4c5a4bb4af3726bd0457f08efda8ee179caa67ec", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -310.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": -321.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "a96fdab464c5e143dd7462ff64748b47b900a12ee1a69336cb08b27f33214627", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 482.14951281911533, \"dd_pct\": -84.11536994554875, \"calmar\": 0.2831183227898232, \"cagr_pct\": 23.814602459829263, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.89209827357237, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6545830076012861, \"sortino\": 0.9365648315342372}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 152.0098965188103, \"dd_pct\": -84.11536994554875, \"calmar\": 0.41521538498215815, \"cagr_pct\": 34.92599571485768, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7759419748506571, \"sortino\": 1.1057547556662042}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 482.14951281911533, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554875, "% In Market": 99.89209827357237, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 60, "source": "diagnostic_center", "Policy": "canonical", "center_id": "81e9d71d3fc5bd51144a06af4c5a4bb4af3726bd0457f08efda8ee179caa67ec", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -310.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": -320.05, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "59857498dbacf00a1548fd0dd27d7d296ba35cb5eb8ebca993903e5b7bb14ff3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 482.14951281911533, \"dd_pct\": -84.11536994554875, \"calmar\": 0.2831183227898232, \"cagr_pct\": 23.814602459829263, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.89209827357237, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6545830076012861, \"sortino\": 0.9365648315342372}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 152.0098965188103, \"dd_pct\": -84.11536994554875, \"calmar\": 0.41521538498215815, \"cagr_pct\": 34.92599571485768, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7759419748506571, \"sortino\": 1.1057547556662042}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 482.14951281911533, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554875, "% In Market": 99.89209827357237, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 55, "source": "diagnostic_center", "Policy": "canonical", "center_id": "81e9d71d3fc5bd51144a06af4c5a4bb4af3726bd0457f08efda8ee179caa67ec", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -310.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": -319.95, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "f1c5c66f432b666f2203e9e2d6e4004ae04c03946d33176e26303cf5992b4a0a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 482.14951281911533, \"dd_pct\": -84.11536994554875, \"calmar\": 0.2831183227898232, \"cagr_pct\": 23.814602459829263, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.89209827357237, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6545830076012861, \"sortino\": 0.9365648315342372}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 152.0098965188103, \"dd_pct\": -84.11536994554875, \"calmar\": 0.41521538498215815, \"cagr_pct\": 34.92599571485768, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7759419748506571, \"sortino\": 1.1057547556662042}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 482.14951281911533, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554875, "% In Market": 99.89209827357237, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 56, "source": "diagnostic_center", "Policy": "canonical", "center_id": "81e9d71d3fc5bd51144a06af4c5a4bb4af3726bd0457f08efda8ee179caa67ec", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -310.0, "i_long_exit_activation_threshold": 670.0, "i_long_exit_activation_confirmation_threshold": -319.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "64fea6014d0e3add03e6179a056bbfbbe8ef6bf8135d7601b5969003d4532695", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 59.403630483255256, \"dd_pct\": -54.07526828608904, \"calmar\": 1.0994775994836197, \"cagr_pct\": 59.45454616662189, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9744957812546415, \"sortino\": 1.4129878658538602}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 482.14951281911533, \"dd_pct\": -84.11536994554875, \"calmar\": 0.2831183227898232, \"cagr_pct\": 23.814602459829263, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.89209827357237, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6545830076012861, \"sortino\": 0.9365648315342372}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 152.0098965188103, \"dd_pct\": -84.11536994554875, \"calmar\": 0.41521538498215815, \"cagr_pct\": 34.92599571485768, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.71162377994676, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7759419748506571, \"sortino\": 1.1057547556662042}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 131.0026395235885, \"dd_pct\": -77.08431703376031, \"calmar\": 0.22849526677734053, \"cagr_pct\": 17.613401584978156, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5699549884041079, \"sortino\": 0.8189544533617795}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 482.14951281911533, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554875, "% In Market": 99.89209827357237, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 1, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "81e9d71d3fc5bd51144a06af4c5a4bb4af3726bd0457f08efda8ee179caa67ec", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -205.0, "i_long_exit_activation_threshold": 680.0, "i_long_exit_activation_confirmation_threshold": 260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "c725c244c910ec65a4ed0fae086b1f74978f029ecacd65cfb2b7b570184fe3cd", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.783669654589794, \"dd_pct\": -46.55052785362265, \"calmar\": 1.3498881344296312, \"cagr_pct\": 62.838005201041256, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 68.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0713531020110867, \"sortino\": 1.5779370241606279}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.30804232290943, \"dd_pct\": -47.78005284326097, \"calmar\": -0.739374187158959, \"cagr_pct\": -35.32733773339818, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 26.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.202880137447115, \"sortino\": -1.5805730406393923}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.22602349228183, \"dd_pct\": -20.360416157525172, \"calmar\": 1.8298138192244349, \"cagr_pct\": 37.25577085020003, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 87.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0225249047226412, \"sortino\": 1.5141983336214668}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 36.82859268605989, \"dd_pct\": -29.606126652164665, \"calmar\": 1.7526606215274043, \"cagr_pct\": 51.88949233920197, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 73.26642335766424, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1346159089747712, \"sortino\": 1.617973021671848}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 85.93924678500593, \"dd_pct\": -27.26447037293711, \"calmar\": 3.1549578886335636, \"cagr_pct\": 86.01825588251401, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6189794212559954, \"sortino\": 2.442064650724028}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -36.885391618987164, \"dd_pct\": -42.56874318683928, \"calmar\": -1.5774414194849826, \"cagr_pct\": -67.14969867833943, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 81.62251655629139, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5057063053146784, \"sortino\": -3.161239718781736}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 285.3698109138103, \"dd_pct\": -69.81484809250138, \"calmar\": 0.2545760149563418, \"cagr_pct\": 17.773185812171363, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 59.68625498007968, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.593138328524908, \"sortino\": 0.8345580026793786}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.07423614180156, \"dd_pct\": -69.81484809250138, \"calmar\": 0.25594170558058194, \"cagr_pct\": 17.86853129564404, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 39.55190771960958, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153158344487503, \"sortino\": 0.8251645546940397}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 132.04671589442972, \"dd_pct\": -57.741262449662834, \"calmar\": 0.30682075416898474, \"cagr_pct\": 17.71621769147483, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 71.72413793103448, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5838085905799713, \"sortino\": 0.8406076399278477}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.501517670686905, \"dd_pct\": -4.293015647551012, \"calmar\": 9.417226277422825, \"cagr_pct\": 40.42829976550477, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 14.265129682997118, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3909229690228258, \"sortino\": 5.226837062526933}]", "Additional_Threshold_Budget": 0, "Total Trades": 27, "Total P&L %": 285.3698109138103, "Sharpe Ratio": 0.593138328524908, "Sortino Ratio": 0.8345580026793786, "Calmar Ratio": 0.2545760149563418, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.81484809250138, "% In Market": 59.68625498007968, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.25594170558058194, "Sub1_Sortino": 0.8251645546940397, "Sub1_Trades": 10, "Sub2_Calmar": 0.30682075416898474, "Sub2_Sortino": 0.8406076399278477, "Sub2_Trades": 17, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.501517670686905, "OOS_Sortino Ratio": 5.226837062526933, "OOS_Calmar Ratio": 9.417226277422825, "OOS_Max Drawdown %": -4.293015647551012, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "524e1dab4c3613e62d26e8414f101223045e7bd7076e63104039eefeddfced42", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -206.0, "i_long_exit_activation_threshold": 680.0, "i_long_exit_activation_confirmation_threshold": 260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "831b0f3646c5b85c3b924df56618245067d29d8f14134d512069599763a04e5d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.783669654589794, \"dd_pct\": -46.55052785362265, \"calmar\": 1.3498881344296312, \"cagr_pct\": 62.838005201041256, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 68.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0713531020110867, \"sortino\": 1.5779370241606279}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.30804232290943, \"dd_pct\": -47.78005284326097, \"calmar\": -0.739374187158959, \"cagr_pct\": -35.32733773339818, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 26.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.202880137447115, \"sortino\": -1.5805730406393923}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.22602349228183, \"dd_pct\": -20.360416157525172, \"calmar\": 1.8298138192244349, \"cagr_pct\": 37.25577085020003, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 87.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0225249047226412, \"sortino\": 1.5141983336214668}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 36.82859268605989, \"dd_pct\": -29.606126652164665, \"calmar\": 1.7526606215274043, \"cagr_pct\": 51.88949233920197, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 73.26642335766424, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1346159089747712, \"sortino\": 1.617973021671848}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 85.93924678500593, \"dd_pct\": -27.26447037293711, \"calmar\": 3.1549578886335636, \"cagr_pct\": 86.01825588251401, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6189794212559954, \"sortino\": 2.442064650724028}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -36.885391618987164, \"dd_pct\": -42.56874318683928, \"calmar\": -1.5774414194849826, \"cagr_pct\": -67.14969867833943, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 81.62251655629139, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5057063053146784, \"sortino\": -3.161239718781736}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 285.3698109138103, \"dd_pct\": -69.81484809250138, \"calmar\": 0.2545760149563418, \"cagr_pct\": 17.773185812171363, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 59.68625498007968, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.593138328524908, \"sortino\": 0.8345580026793786}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.07423614180156, \"dd_pct\": -69.81484809250138, \"calmar\": 0.25594170558058194, \"cagr_pct\": 17.86853129564404, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 39.55190771960958, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153158344487503, \"sortino\": 0.8251645546940397}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 132.04671589442972, \"dd_pct\": -57.741262449662834, \"calmar\": 0.30682075416898474, \"cagr_pct\": 17.71621769147483, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 71.72413793103448, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5838085905799713, \"sortino\": 0.8406076399278477}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.501517670686905, \"dd_pct\": -4.293015647551012, \"calmar\": 9.417226277422825, \"cagr_pct\": 40.42829976550477, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 14.265129682997118, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3909229690228258, \"sortino\": 5.226837062526933}]", "Additional_Threshold_Budget": 0, "Total Trades": 27, "Total P&L %": 285.3698109138103, "Sharpe Ratio": 0.593138328524908, "Sortino Ratio": 0.8345580026793786, "Calmar Ratio": 0.2545760149563418, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.81484809250138, "% In Market": 59.68625498007968, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.25594170558058194, "Sub1_Sortino": 0.8251645546940397, "Sub1_Trades": 10, "Sub2_Calmar": 0.30682075416898474, "Sub2_Sortino": 0.8406076399278477, "Sub2_Trades": 17, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.501517670686905, "OOS_Sortino Ratio": 5.226837062526933, "OOS_Calmar Ratio": 9.417226277422825, "OOS_Max Drawdown %": -4.293015647551012, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "524e1dab4c3613e62d26e8414f101223045e7bd7076e63104039eefeddfced42", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -205.05, "i_long_exit_activation_threshold": 680.0, "i_long_exit_activation_confirmation_threshold": 260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "b72bd126b677942c61ba693a56e4b89b2f75f693afc21370396c226241a5b00d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.783669654589794, \"dd_pct\": -46.55052785362265, \"calmar\": 1.3498881344296312, \"cagr_pct\": 62.838005201041256, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 68.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0713531020110867, \"sortino\": 1.5779370241606279}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.30804232290943, \"dd_pct\": -47.78005284326097, \"calmar\": -0.739374187158959, \"cagr_pct\": -35.32733773339818, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 26.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.202880137447115, \"sortino\": -1.5805730406393923}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.22602349228183, \"dd_pct\": -20.360416157525172, \"calmar\": 1.8298138192244349, \"cagr_pct\": 37.25577085020003, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 87.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0225249047226412, \"sortino\": 1.5141983336214668}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 36.82859268605989, \"dd_pct\": -29.606126652164665, \"calmar\": 1.7526606215274043, \"cagr_pct\": 51.88949233920197, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 73.26642335766424, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1346159089747712, \"sortino\": 1.617973021671848}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 85.93924678500593, \"dd_pct\": -27.26447037293711, \"calmar\": 3.1549578886335636, \"cagr_pct\": 86.01825588251401, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6189794212559954, \"sortino\": 2.442064650724028}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -36.885391618987164, \"dd_pct\": -42.56874318683928, \"calmar\": -1.5774414194849826, \"cagr_pct\": -67.14969867833943, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 81.62251655629139, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5057063053146784, \"sortino\": -3.161239718781736}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 285.3698109138103, \"dd_pct\": -69.81484809250138, \"calmar\": 0.2545760149563418, \"cagr_pct\": 17.773185812171363, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 59.68625498007968, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.593138328524908, \"sortino\": 0.8345580026793786}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.07423614180156, \"dd_pct\": -69.81484809250138, \"calmar\": 0.25594170558058194, \"cagr_pct\": 17.86853129564404, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 39.55190771960958, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153158344487503, \"sortino\": 0.8251645546940397}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 132.04671589442972, \"dd_pct\": -57.741262449662834, \"calmar\": 0.30682075416898474, \"cagr_pct\": 17.71621769147483, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 71.72413793103448, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5838085905799713, \"sortino\": 0.8406076399278477}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.501517670686905, \"dd_pct\": -4.293015647551012, \"calmar\": 9.417226277422825, \"cagr_pct\": 40.42829976550477, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 14.265129682997118, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3909229690228258, \"sortino\": 5.226837062526933}]", "Additional_Threshold_Budget": 0, "Total Trades": 27, "Total P&L %": 285.3698109138103, "Sharpe Ratio": 0.593138328524908, "Sortino Ratio": 0.8345580026793786, "Calmar Ratio": 0.2545760149563418, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.81484809250138, "% In Market": 59.68625498007968, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.25594170558058194, "Sub1_Sortino": 0.8251645546940397, "Sub1_Trades": 10, "Sub2_Calmar": 0.30682075416898474, "Sub2_Sortino": 0.8406076399278477, "Sub2_Trades": 17, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.501517670686905, "OOS_Sortino Ratio": 5.226837062526933, "OOS_Calmar Ratio": 9.417226277422825, "OOS_Max Drawdown %": -4.293015647551012, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "524e1dab4c3613e62d26e8414f101223045e7bd7076e63104039eefeddfced42", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -204.95, "i_long_exit_activation_threshold": 680.0, "i_long_exit_activation_confirmation_threshold": 260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "13c834bee441c1f933f1ee6c5e15bf9e1c3355f8e673c9496ee20ece8f536ac7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.783669654589794, \"dd_pct\": -46.55052785362265, \"calmar\": 1.3498881344296312, \"cagr_pct\": 62.838005201041256, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 68.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0713531020110867, \"sortino\": 1.5779370241606279}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.30804232290943, \"dd_pct\": -47.78005284326097, \"calmar\": -0.739374187158959, \"cagr_pct\": -35.32733773339818, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 26.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.202880137447115, \"sortino\": -1.5805730406393923}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.22602349228183, \"dd_pct\": -20.360416157525172, \"calmar\": 1.8298138192244349, \"cagr_pct\": 37.25577085020003, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 87.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0225249047226412, \"sortino\": 1.5141983336214668}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 36.82859268605989, \"dd_pct\": -29.606126652164665, \"calmar\": 1.7526606215274043, \"cagr_pct\": 51.88949233920197, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 73.26642335766424, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1346159089747712, \"sortino\": 1.617973021671848}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 85.93924678500593, \"dd_pct\": -27.26447037293711, \"calmar\": 3.1549578886335636, \"cagr_pct\": 86.01825588251401, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6189794212559954, \"sortino\": 2.442064650724028}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -36.885391618987164, \"dd_pct\": -42.56874318683928, \"calmar\": -1.5774414194849826, \"cagr_pct\": -67.14969867833943, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 81.62251655629139, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5057063053146784, \"sortino\": -3.161239718781736}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 285.3698109138103, \"dd_pct\": -69.81484809250138, \"calmar\": 0.2545760149563418, \"cagr_pct\": 17.773185812171363, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 59.68625498007968, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.593138328524908, \"sortino\": 0.8345580026793786}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.07423614180156, \"dd_pct\": -69.81484809250138, \"calmar\": 0.25594170558058194, \"cagr_pct\": 17.86853129564404, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 39.55190771960958, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153158344487503, \"sortino\": 0.8251645546940397}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 132.04671589442972, \"dd_pct\": -57.741262449662834, \"calmar\": 0.30682075416898474, \"cagr_pct\": 17.71621769147483, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 71.72413793103448, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5838085905799713, \"sortino\": 0.8406076399278477}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.501517670686905, \"dd_pct\": -4.293015647551012, \"calmar\": 9.417226277422825, \"cagr_pct\": 40.42829976550477, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 14.265129682997118, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3909229690228258, \"sortino\": 5.226837062526933}]", "Additional_Threshold_Budget": 0, "Total Trades": 27, "Total P&L %": 285.3698109138103, "Sharpe Ratio": 0.593138328524908, "Sortino Ratio": 0.8345580026793786, "Calmar Ratio": 0.2545760149563418, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.81484809250138, "% In Market": 59.68625498007968, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.25594170558058194, "Sub1_Sortino": 0.8251645546940397, "Sub1_Trades": 10, "Sub2_Calmar": 0.30682075416898474, "Sub2_Sortino": 0.8406076399278477, "Sub2_Trades": 17, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.501517670686905, "OOS_Sortino Ratio": 5.226837062526933, "OOS_Calmar Ratio": 9.417226277422825, "OOS_Max Drawdown %": -4.293015647551012, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "524e1dab4c3613e62d26e8414f101223045e7bd7076e63104039eefeddfced42", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -204.0, "i_long_exit_activation_threshold": 680.0, "i_long_exit_activation_confirmation_threshold": 260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "4c3f574d5c5417377501af75841f50a006773148574f673dbade450b2b429331", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.783669654589794, \"dd_pct\": -46.55052785362265, \"calmar\": 1.3498881344296312, \"cagr_pct\": 62.838005201041256, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 68.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0713531020110867, \"sortino\": 1.5779370241606279}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.30804232290943, \"dd_pct\": -47.78005284326097, \"calmar\": -0.739374187158959, \"cagr_pct\": -35.32733773339818, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 26.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.202880137447115, \"sortino\": -1.5805730406393923}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.22602349228183, \"dd_pct\": -20.360416157525172, \"calmar\": 1.8298138192244349, \"cagr_pct\": 37.25577085020003, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 87.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0225249047226412, \"sortino\": 1.5141983336214668}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 36.82859268605989, \"dd_pct\": -29.606126652164665, \"calmar\": 1.7526606215274043, \"cagr_pct\": 51.88949233920197, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 73.26642335766424, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1346159089747712, \"sortino\": 1.617973021671848}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 85.93924678500593, \"dd_pct\": -27.26447037293711, \"calmar\": 3.1549578886335636, \"cagr_pct\": 86.01825588251401, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6189794212559954, \"sortino\": 2.442064650724028}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -36.885391618987164, \"dd_pct\": -42.56874318683928, \"calmar\": -1.5774414194849826, \"cagr_pct\": -67.14969867833943, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 81.62251655629139, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5057063053146784, \"sortino\": -3.161239718781736}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 285.3698109138103, \"dd_pct\": -69.81484809250138, \"calmar\": 0.2545760149563418, \"cagr_pct\": 17.773185812171363, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 59.68625498007968, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.593138328524908, \"sortino\": 0.8345580026793786}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.07423614180156, \"dd_pct\": -69.81484809250138, \"calmar\": 0.25594170558058194, \"cagr_pct\": 17.86853129564404, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 39.55190771960958, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153158344487503, \"sortino\": 0.8251645546940397}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 132.04671589442972, \"dd_pct\": -57.741262449662834, \"calmar\": 0.30682075416898474, \"cagr_pct\": 17.71621769147483, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 71.72413793103448, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5838085905799713, \"sortino\": 0.8406076399278477}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.501517670686905, \"dd_pct\": -4.293015647551012, \"calmar\": 9.417226277422825, \"cagr_pct\": 40.42829976550477, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 14.265129682997118, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3909229690228258, \"sortino\": 5.226837062526933}]", "Additional_Threshold_Budget": 0, "Total Trades": 27, "Total P&L %": 285.3698109138103, "Sharpe Ratio": 0.593138328524908, "Sortino Ratio": 0.8345580026793786, "Calmar Ratio": 0.2545760149563418, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.81484809250138, "% In Market": 59.68625498007968, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.25594170558058194, "Sub1_Sortino": 0.8251645546940397, "Sub1_Trades": 10, "Sub2_Calmar": 0.30682075416898474, "Sub2_Sortino": 0.8406076399278477, "Sub2_Trades": 17, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.501517670686905, "OOS_Sortino Ratio": 5.226837062526933, "OOS_Calmar Ratio": 9.417226277422825, "OOS_Max Drawdown %": -4.293015647551012, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "524e1dab4c3613e62d26e8414f101223045e7bd7076e63104039eefeddfced42", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -205.0, "i_long_exit_activation_threshold": 679.0, "i_long_exit_activation_confirmation_threshold": 260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "a1c38ac7bc94145f052b9759af173a90865662706bcba2bf00dd3a20678447e4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.783669654589794, \"dd_pct\": -46.55052785362265, \"calmar\": 1.3498881344296312, \"cagr_pct\": 62.838005201041256, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 68.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0713531020110867, \"sortino\": 1.5779370241606279}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.30804232290943, \"dd_pct\": -47.78005284326097, \"calmar\": -0.739374187158959, \"cagr_pct\": -35.32733773339818, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 26.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.202880137447115, \"sortino\": -1.5805730406393923}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.22602349228183, \"dd_pct\": -20.360416157525172, \"calmar\": 1.8298138192244349, \"cagr_pct\": 37.25577085020003, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 87.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0225249047226412, \"sortino\": 1.5141983336214668}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 36.82859268605989, \"dd_pct\": -29.606126652164665, \"calmar\": 1.7526606215274043, \"cagr_pct\": 51.88949233920197, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 73.26642335766424, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1346159089747712, \"sortino\": 1.617973021671848}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 85.93924678500593, \"dd_pct\": -27.26447037293711, \"calmar\": 3.1549578886335636, \"cagr_pct\": 86.01825588251401, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6189794212559954, \"sortino\": 2.442064650724028}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -36.885391618987164, \"dd_pct\": -42.56874318683928, \"calmar\": -1.5774414194849826, \"cagr_pct\": -67.14969867833943, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 81.62251655629139, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5057063053146784, \"sortino\": -3.161239718781736}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 285.3698109138103, \"dd_pct\": -69.81484809250138, \"calmar\": 0.2545760149563418, \"cagr_pct\": 17.773185812171363, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 59.68625498007968, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.593138328524908, \"sortino\": 0.8345580026793786}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.07423614180156, \"dd_pct\": -69.81484809250138, \"calmar\": 0.25594170558058194, \"cagr_pct\": 17.86853129564404, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 39.55190771960958, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153158344487503, \"sortino\": 0.8251645546940397}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 132.04671589442972, \"dd_pct\": -57.741262449662834, \"calmar\": 0.30682075416898474, \"cagr_pct\": 17.71621769147483, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 71.72413793103448, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5838085905799713, \"sortino\": 0.8406076399278477}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.501517670686905, \"dd_pct\": -4.293015647551012, \"calmar\": 9.417226277422825, \"cagr_pct\": 40.42829976550477, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 14.265129682997118, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3909229690228258, \"sortino\": 5.226837062526933}]", "Additional_Threshold_Budget": 0, "Total Trades": 27, "Total P&L %": 285.3698109138103, "Sharpe Ratio": 0.593138328524908, "Sortino Ratio": 0.8345580026793786, "Calmar Ratio": 0.2545760149563418, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.81484809250138, "% In Market": 59.68625498007968, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.25594170558058194, "Sub1_Sortino": 0.8251645546940397, "Sub1_Trades": 10, "Sub2_Calmar": 0.30682075416898474, "Sub2_Sortino": 0.8406076399278477, "Sub2_Trades": 17, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.501517670686905, "OOS_Sortino Ratio": 5.226837062526933, "OOS_Calmar Ratio": 9.417226277422825, "OOS_Max Drawdown %": -4.293015647551012, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "524e1dab4c3613e62d26e8414f101223045e7bd7076e63104039eefeddfced42", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -205.0, "i_long_exit_activation_threshold": 679.95, "i_long_exit_activation_confirmation_threshold": 260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "24ff6745f070b56d70037d7c301ce040cb50fe0330616557c0ddb86567704e3b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.783669654589794, \"dd_pct\": -46.55052785362265, \"calmar\": 1.3498881344296312, \"cagr_pct\": 62.838005201041256, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 68.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0713531020110867, \"sortino\": 1.5779370241606279}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.30804232290943, \"dd_pct\": -47.78005284326097, \"calmar\": -0.739374187158959, \"cagr_pct\": -35.32733773339818, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 26.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.202880137447115, \"sortino\": -1.5805730406393923}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.22602349228183, \"dd_pct\": -20.360416157525172, \"calmar\": 1.8298138192244349, \"cagr_pct\": 37.25577085020003, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 87.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0225249047226412, \"sortino\": 1.5141983336214668}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 36.82859268605989, \"dd_pct\": -29.606126652164665, \"calmar\": 1.7526606215274043, \"cagr_pct\": 51.88949233920197, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 73.26642335766424, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1346159089747712, \"sortino\": 1.617973021671848}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 85.93924678500593, \"dd_pct\": -27.26447037293711, \"calmar\": 3.1549578886335636, \"cagr_pct\": 86.01825588251401, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6189794212559954, \"sortino\": 2.442064650724028}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -36.885391618987164, \"dd_pct\": -42.56874318683928, \"calmar\": -1.5774414194849826, \"cagr_pct\": -67.14969867833943, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 81.62251655629139, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5057063053146784, \"sortino\": -3.161239718781736}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 285.3698109138103, \"dd_pct\": -69.81484809250138, \"calmar\": 0.2545760149563418, \"cagr_pct\": 17.773185812171363, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 59.68625498007968, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.593138328524908, \"sortino\": 0.8345580026793786}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.07423614180156, \"dd_pct\": -69.81484809250138, \"calmar\": 0.25594170558058194, \"cagr_pct\": 17.86853129564404, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 39.55190771960958, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153158344487503, \"sortino\": 0.8251645546940397}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 132.04671589442972, \"dd_pct\": -57.741262449662834, \"calmar\": 0.30682075416898474, \"cagr_pct\": 17.71621769147483, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 71.72413793103448, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5838085905799713, \"sortino\": 0.8406076399278477}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.501517670686905, \"dd_pct\": -4.293015647551012, \"calmar\": 9.417226277422825, \"cagr_pct\": 40.42829976550477, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 14.265129682997118, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3909229690228258, \"sortino\": 5.226837062526933}]", "Additional_Threshold_Budget": 0, "Total Trades": 27, "Total P&L %": 285.3698109138103, "Sharpe Ratio": 0.593138328524908, "Sortino Ratio": 0.8345580026793786, "Calmar Ratio": 0.2545760149563418, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.81484809250138, "% In Market": 59.68625498007968, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.25594170558058194, "Sub1_Sortino": 0.8251645546940397, "Sub1_Trades": 10, "Sub2_Calmar": 0.30682075416898474, "Sub2_Sortino": 0.8406076399278477, "Sub2_Trades": 17, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.501517670686905, "OOS_Sortino Ratio": 5.226837062526933, "OOS_Calmar Ratio": 9.417226277422825, "OOS_Max Drawdown %": -4.293015647551012, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "524e1dab4c3613e62d26e8414f101223045e7bd7076e63104039eefeddfced42", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -205.0, "i_long_exit_activation_threshold": 680.05, "i_long_exit_activation_confirmation_threshold": 260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "28a3382630334c76b4950c2df39392d6e3ad45a11056bf5639a136037976515c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.783669654589794, \"dd_pct\": -46.55052785362265, \"calmar\": 1.3498881344296312, \"cagr_pct\": 62.838005201041256, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 68.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0713531020110867, \"sortino\": 1.5779370241606279}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.30804232290943, \"dd_pct\": -47.78005284326097, \"calmar\": -0.739374187158959, \"cagr_pct\": -35.32733773339818, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 26.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.202880137447115, \"sortino\": -1.5805730406393923}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.22602349228183, \"dd_pct\": -20.360416157525172, \"calmar\": 1.8298138192244349, \"cagr_pct\": 37.25577085020003, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 87.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0225249047226412, \"sortino\": 1.5141983336214668}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 36.82859268605989, \"dd_pct\": -29.606126652164665, \"calmar\": 1.7526606215274043, \"cagr_pct\": 51.88949233920197, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 73.26642335766424, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1346159089747712, \"sortino\": 1.617973021671848}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 85.93924678500593, \"dd_pct\": -27.26447037293711, \"calmar\": 3.1549578886335636, \"cagr_pct\": 86.01825588251401, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6189794212559954, \"sortino\": 2.442064650724028}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -36.885391618987164, \"dd_pct\": -42.56874318683928, \"calmar\": -1.5774414194849826, \"cagr_pct\": -67.14969867833943, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 81.62251655629139, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5057063053146784, \"sortino\": -3.161239718781736}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 285.3698109138103, \"dd_pct\": -69.81484809250138, \"calmar\": 0.2545760149563418, \"cagr_pct\": 17.773185812171363, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 59.68625498007968, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.593138328524908, \"sortino\": 0.8345580026793786}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.07423614180156, \"dd_pct\": -69.81484809250138, \"calmar\": 0.25594170558058194, \"cagr_pct\": 17.86853129564404, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 39.55190771960958, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153158344487503, \"sortino\": 0.8251645546940397}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 132.04671589442972, \"dd_pct\": -57.741262449662834, \"calmar\": 0.30682075416898474, \"cagr_pct\": 17.71621769147483, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 71.72413793103448, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5838085905799713, \"sortino\": 0.8406076399278477}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.501517670686905, \"dd_pct\": -4.293015647551012, \"calmar\": 9.417226277422825, \"cagr_pct\": 40.42829976550477, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 14.265129682997118, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3909229690228258, \"sortino\": 5.226837062526933}]", "Additional_Threshold_Budget": 0, "Total Trades": 27, "Total P&L %": 285.3698109138103, "Sharpe Ratio": 0.593138328524908, "Sortino Ratio": 0.8345580026793786, "Calmar Ratio": 0.2545760149563418, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.81484809250138, "% In Market": 59.68625498007968, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.25594170558058194, "Sub1_Sortino": 0.8251645546940397, "Sub1_Trades": 10, "Sub2_Calmar": 0.30682075416898474, "Sub2_Sortino": 0.8406076399278477, "Sub2_Trades": 17, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.501517670686905, "OOS_Sortino Ratio": 5.226837062526933, "OOS_Calmar Ratio": 9.417226277422825, "OOS_Max Drawdown %": -4.293015647551012, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "524e1dab4c3613e62d26e8414f101223045e7bd7076e63104039eefeddfced42", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -205.0, "i_long_exit_activation_threshold": 681.0, "i_long_exit_activation_confirmation_threshold": 260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "d9134e6f79b80a6b87b66a33d472ff857f44aa5117712816e5e0b470599dc37c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.783669654589794, \"dd_pct\": -46.55052785362265, \"calmar\": 1.3498881344296312, \"cagr_pct\": 62.838005201041256, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 68.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0713531020110867, \"sortino\": 1.5779370241606279}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.30804232290943, \"dd_pct\": -47.78005284326097, \"calmar\": -0.739374187158959, \"cagr_pct\": -35.32733773339818, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 26.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.202880137447115, \"sortino\": -1.5805730406393923}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.22602349228183, \"dd_pct\": -20.360416157525172, \"calmar\": 1.8298138192244349, \"cagr_pct\": 37.25577085020003, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 87.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0225249047226412, \"sortino\": 1.5141983336214668}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 36.82859268605989, \"dd_pct\": -29.606126652164665, \"calmar\": 1.7526606215274043, \"cagr_pct\": 51.88949233920197, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 73.26642335766424, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1346159089747712, \"sortino\": 1.617973021671848}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 85.93924678500593, \"dd_pct\": -27.26447037293711, \"calmar\": 3.1549578886335636, \"cagr_pct\": 86.01825588251401, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6189794212559954, \"sortino\": 2.442064650724028}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -36.885391618987164, \"dd_pct\": -42.56874318683928, \"calmar\": -1.5774414194849826, \"cagr_pct\": -67.14969867833943, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 81.62251655629139, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5057063053146784, \"sortino\": -3.161239718781736}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 285.3698109138103, \"dd_pct\": -69.81484809250138, \"calmar\": 0.2545760149563418, \"cagr_pct\": 17.773185812171363, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 59.68625498007968, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.593138328524908, \"sortino\": 0.8345580026793786}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.07423614180156, \"dd_pct\": -69.81484809250138, \"calmar\": 0.25594170558058194, \"cagr_pct\": 17.86853129564404, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 39.55190771960958, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153158344487503, \"sortino\": 0.8251645546940397}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 132.04671589442972, \"dd_pct\": -57.741262449662834, \"calmar\": 0.30682075416898474, \"cagr_pct\": 17.71621769147483, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 71.72413793103448, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5838085905799713, \"sortino\": 0.8406076399278477}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.501517670686905, \"dd_pct\": -4.293015647551012, \"calmar\": 9.417226277422825, \"cagr_pct\": 40.42829976550477, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 14.265129682997118, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3909229690228258, \"sortino\": 5.226837062526933}]", "Additional_Threshold_Budget": 0, "Total Trades": 27, "Total P&L %": 285.3698109138103, "Sharpe Ratio": 0.593138328524908, "Sortino Ratio": 0.8345580026793786, "Calmar Ratio": 0.2545760149563418, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.81484809250138, "% In Market": 59.68625498007968, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.25594170558058194, "Sub1_Sortino": 0.8251645546940397, "Sub1_Trades": 10, "Sub2_Calmar": 0.30682075416898474, "Sub2_Sortino": 0.8406076399278477, "Sub2_Trades": 17, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.501517670686905, "OOS_Sortino Ratio": 5.226837062526933, "OOS_Calmar Ratio": 9.417226277422825, "OOS_Max Drawdown %": -4.293015647551012, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "524e1dab4c3613e62d26e8414f101223045e7bd7076e63104039eefeddfced42", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -205.0, "i_long_exit_activation_threshold": 680.0, "i_long_exit_activation_confirmation_threshold": 259.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "5b847ca7bd06bd555833410f2a3cbc542e80e3db617ad4ea2d9dd575f5ebd114", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.783669654589794, \"dd_pct\": -46.55052785362265, \"calmar\": 1.3498881344296312, \"cagr_pct\": 62.838005201041256, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 68.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0713531020110867, \"sortino\": 1.5779370241606279}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.30804232290943, \"dd_pct\": -47.78005284326097, \"calmar\": -0.739374187158959, \"cagr_pct\": -35.32733773339818, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 26.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.202880137447115, \"sortino\": -1.5805730406393923}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.22602349228183, \"dd_pct\": -20.360416157525172, \"calmar\": 1.8298138192244349, \"cagr_pct\": 37.25577085020003, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 87.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0225249047226412, \"sortino\": 1.5141983336214668}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 36.82859268605989, \"dd_pct\": -29.606126652164665, \"calmar\": 1.7526606215274043, \"cagr_pct\": 51.88949233920197, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 73.26642335766424, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1346159089747712, \"sortino\": 1.617973021671848}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 85.93924678500593, \"dd_pct\": -27.26447037293711, \"calmar\": 3.1549578886335636, \"cagr_pct\": 86.01825588251401, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6189794212559954, \"sortino\": 2.442064650724028}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -36.885391618987164, \"dd_pct\": -42.56874318683928, \"calmar\": -1.5774414194849826, \"cagr_pct\": -67.14969867833943, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 81.62251655629139, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5057063053146784, \"sortino\": -3.161239718781736}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 285.3698109138103, \"dd_pct\": -69.81484809250138, \"calmar\": 0.2545760149563418, \"cagr_pct\": 17.773185812171363, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 59.68625498007968, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.593138328524908, \"sortino\": 0.8345580026793786}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.07423614180156, \"dd_pct\": -69.81484809250138, \"calmar\": 0.25594170558058194, \"cagr_pct\": 17.86853129564404, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 39.55190771960958, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153158344487503, \"sortino\": 0.8251645546940397}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 132.04671589442972, \"dd_pct\": -57.741262449662834, \"calmar\": 0.30682075416898474, \"cagr_pct\": 17.71621769147483, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 71.72413793103448, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5838085905799713, \"sortino\": 0.8406076399278477}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.501517670686905, \"dd_pct\": -4.293015647551012, \"calmar\": 9.417226277422825, \"cagr_pct\": 40.42829976550477, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 14.265129682997118, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3909229690228258, \"sortino\": 5.226837062526933}]", "Additional_Threshold_Budget": 0, "Total Trades": 27, "Total P&L %": 285.3698109138103, "Sharpe Ratio": 0.593138328524908, "Sortino Ratio": 0.8345580026793786, "Calmar Ratio": 0.2545760149563418, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.81484809250138, "% In Market": 59.68625498007968, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.25594170558058194, "Sub1_Sortino": 0.8251645546940397, "Sub1_Trades": 10, "Sub2_Calmar": 0.30682075416898474, "Sub2_Sortino": 0.8406076399278477, "Sub2_Trades": 17, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.501517670686905, "OOS_Sortino Ratio": 5.226837062526933, "OOS_Calmar Ratio": 9.417226277422825, "OOS_Max Drawdown %": -4.293015647551012, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "524e1dab4c3613e62d26e8414f101223045e7bd7076e63104039eefeddfced42", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -205.0, "i_long_exit_activation_threshold": 680.0, "i_long_exit_activation_confirmation_threshold": 259.95, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "ee8d3f32ffaae3569d9572dc20401b68b612dbde63fba402538ec5da26b32c32", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.783669654589794, \"dd_pct\": -46.55052785362265, \"calmar\": 1.3498881344296312, \"cagr_pct\": 62.838005201041256, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 68.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0713531020110867, \"sortino\": 1.5779370241606279}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.30804232290943, \"dd_pct\": -47.78005284326097, \"calmar\": -0.739374187158959, \"cagr_pct\": -35.32733773339818, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 26.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.202880137447115, \"sortino\": -1.5805730406393923}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.22602349228183, \"dd_pct\": -20.360416157525172, \"calmar\": 1.8298138192244349, \"cagr_pct\": 37.25577085020003, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 87.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0225249047226412, \"sortino\": 1.5141983336214668}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 36.82859268605989, \"dd_pct\": -29.606126652164665, \"calmar\": 1.7526606215274043, \"cagr_pct\": 51.88949233920197, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 73.26642335766424, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1346159089747712, \"sortino\": 1.617973021671848}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 85.93924678500593, \"dd_pct\": -27.26447037293711, \"calmar\": 3.1549578886335636, \"cagr_pct\": 86.01825588251401, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6189794212559954, \"sortino\": 2.442064650724028}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -36.885391618987164, \"dd_pct\": -42.56874318683928, \"calmar\": -1.5774414194849826, \"cagr_pct\": -67.14969867833943, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 81.62251655629139, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5057063053146784, \"sortino\": -3.161239718781736}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 285.3698109138103, \"dd_pct\": -69.81484809250138, \"calmar\": 0.2545760149563418, \"cagr_pct\": 17.773185812171363, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 59.68625498007968, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.593138328524908, \"sortino\": 0.8345580026793786}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.07423614180156, \"dd_pct\": -69.81484809250138, \"calmar\": 0.25594170558058194, \"cagr_pct\": 17.86853129564404, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 39.55190771960958, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153158344487503, \"sortino\": 0.8251645546940397}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 132.04671589442972, \"dd_pct\": -57.741262449662834, \"calmar\": 0.30682075416898474, \"cagr_pct\": 17.71621769147483, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 71.72413793103448, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5838085905799713, \"sortino\": 0.8406076399278477}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.501517670686905, \"dd_pct\": -4.293015647551012, \"calmar\": 9.417226277422825, \"cagr_pct\": 40.42829976550477, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 14.265129682997118, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3909229690228258, \"sortino\": 5.226837062526933}]", "Additional_Threshold_Budget": 0, "Total Trades": 27, "Total P&L %": 285.3698109138103, "Sharpe Ratio": 0.593138328524908, "Sortino Ratio": 0.8345580026793786, "Calmar Ratio": 0.2545760149563418, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.81484809250138, "% In Market": 59.68625498007968, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.25594170558058194, "Sub1_Sortino": 0.8251645546940397, "Sub1_Trades": 10, "Sub2_Calmar": 0.30682075416898474, "Sub2_Sortino": 0.8406076399278477, "Sub2_Trades": 17, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.501517670686905, "OOS_Sortino Ratio": 5.226837062526933, "OOS_Calmar Ratio": 9.417226277422825, "OOS_Max Drawdown %": -4.293015647551012, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "524e1dab4c3613e62d26e8414f101223045e7bd7076e63104039eefeddfced42", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -205.0, "i_long_exit_activation_threshold": 680.0, "i_long_exit_activation_confirmation_threshold": 260.05, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "7bf5ff2991d447f965fc71065e21ff2460a63f3897f722b1af6ab600e31577cb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.783669654589794, \"dd_pct\": -46.55052785362265, \"calmar\": 1.3498881344296312, \"cagr_pct\": 62.838005201041256, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 68.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0713531020110867, \"sortino\": 1.5779370241606279}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.30804232290943, \"dd_pct\": -47.78005284326097, \"calmar\": -0.739374187158959, \"cagr_pct\": -35.32733773339818, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 26.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.202880137447115, \"sortino\": -1.5805730406393923}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.22602349228183, \"dd_pct\": -20.360416157525172, \"calmar\": 1.8298138192244349, \"cagr_pct\": 37.25577085020003, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 87.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0225249047226412, \"sortino\": 1.5141983336214668}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 36.82859268605989, \"dd_pct\": -29.606126652164665, \"calmar\": 1.7526606215274043, \"cagr_pct\": 51.88949233920197, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 73.26642335766424, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1346159089747712, \"sortino\": 1.617973021671848}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 85.93924678500593, \"dd_pct\": -27.26447037293711, \"calmar\": 3.1549578886335636, \"cagr_pct\": 86.01825588251401, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6189794212559954, \"sortino\": 2.442064650724028}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -36.885391618987164, \"dd_pct\": -42.56874318683928, \"calmar\": -1.5774414194849826, \"cagr_pct\": -67.14969867833943, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 81.62251655629139, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5057063053146784, \"sortino\": -3.161239718781736}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 285.3698109138103, \"dd_pct\": -69.81484809250138, \"calmar\": 0.2545760149563418, \"cagr_pct\": 17.773185812171363, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 59.68625498007968, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.593138328524908, \"sortino\": 0.8345580026793786}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.07423614180156, \"dd_pct\": -69.81484809250138, \"calmar\": 0.25594170558058194, \"cagr_pct\": 17.86853129564404, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 39.55190771960958, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153158344487503, \"sortino\": 0.8251645546940397}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 132.04671589442972, \"dd_pct\": -57.741262449662834, \"calmar\": 0.30682075416898474, \"cagr_pct\": 17.71621769147483, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 71.72413793103448, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5838085905799713, \"sortino\": 0.8406076399278477}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.501517670686905, \"dd_pct\": -4.293015647551012, \"calmar\": 9.417226277422825, \"cagr_pct\": 40.42829976550477, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 14.265129682997118, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3909229690228258, \"sortino\": 5.226837062526933}]", "Additional_Threshold_Budget": 0, "Total Trades": 27, "Total P&L %": 285.3698109138103, "Sharpe Ratio": 0.593138328524908, "Sortino Ratio": 0.8345580026793786, "Calmar Ratio": 0.2545760149563418, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.81484809250138, "% In Market": 59.68625498007968, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.25594170558058194, "Sub1_Sortino": 0.8251645546940397, "Sub1_Trades": 10, "Sub2_Calmar": 0.30682075416898474, "Sub2_Sortino": 0.8406076399278477, "Sub2_Trades": 17, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.501517670686905, "OOS_Sortino Ratio": 5.226837062526933, "OOS_Calmar Ratio": 9.417226277422825, "OOS_Max Drawdown %": -4.293015647551012, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "524e1dab4c3613e62d26e8414f101223045e7bd7076e63104039eefeddfced42", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -205.0, "i_long_exit_activation_threshold": 680.0, "i_long_exit_activation_confirmation_threshold": 261.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "c09b4ea628aa3e63df52e5f2577b482d556f6707f9e482ffe2a55bc01a1f84f2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 62.783669654589794, \"dd_pct\": -46.55052785362265, \"calmar\": 1.3498881344296312, \"cagr_pct\": 62.838005201041256, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 68.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0713531020110867, \"sortino\": 1.5779370241606279}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -35.30804232290943, \"dd_pct\": -47.78005284326097, \"calmar\": -0.739374187158959, \"cagr_pct\": -35.32733773339818, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 26.506849315068493, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.202880137447115, \"sortino\": -1.5805730406393923}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 37.22602349228183, \"dd_pct\": -20.360416157525172, \"calmar\": 1.8298138192244349, \"cagr_pct\": 37.25577085020003, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 87.12328767123287, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0225249047226412, \"sortino\": 1.5141983336214668}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 36.82859268605989, \"dd_pct\": -29.606126652164665, \"calmar\": 1.7526606215274043, \"cagr_pct\": 51.88949233920197, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 73.26642335766424, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1346159089747712, \"sortino\": 1.617973021671848}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 85.93924678500593, \"dd_pct\": -27.26447037293711, \"calmar\": 3.1549578886335636, \"cagr_pct\": 86.01825588251401, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.6189794212559954, \"sortino\": 2.442064650724028}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -36.885391618987164, \"dd_pct\": -42.56874318683928, \"calmar\": -1.5774414194849826, \"cagr_pct\": -67.14969867833943, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 81.62251655629139, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.5057063053146784, \"sortino\": -3.161239718781736}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 285.3698109138103, \"dd_pct\": -69.81484809250138, \"calmar\": 0.2545760149563418, \"cagr_pct\": 17.773185812171363, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 59.68625498007968, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.593138328524908, \"sortino\": 0.8345580026793786}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.07423614180156, \"dd_pct\": -69.81484809250138, \"calmar\": 0.25594170558058194, \"cagr_pct\": 17.86853129564404, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 39.55190771960958, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153158344487503, \"sortino\": 0.8251645546940397}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 132.04671589442972, \"dd_pct\": -57.741262449662834, \"calmar\": 0.30682075416898474, \"cagr_pct\": 17.71621769147483, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 71.72413793103448, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5838085905799713, \"sortino\": 0.8406076399278477}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.501517670686905, \"dd_pct\": -4.293015647551012, \"calmar\": 9.417226277422825, \"cagr_pct\": 40.42829976550477, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 14.265129682997118, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3909229690228258, \"sortino\": 5.226837062526933}]", "Additional_Threshold_Budget": 0, "Total Trades": 27, "Total P&L %": 285.3698109138103, "Sharpe Ratio": 0.593138328524908, "Sortino Ratio": 0.8345580026793786, "Calmar Ratio": 0.2545760149563418, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.81484809250138, "% In Market": 59.68625498007968, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.25594170558058194, "Sub1_Sortino": 0.8251645546940397, "Sub1_Trades": 10, "Sub2_Calmar": 0.30682075416898474, "Sub2_Sortino": 0.8406076399278477, "Sub2_Trades": 17, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.501517670686905, "OOS_Sortino Ratio": 5.226837062526933, "OOS_Calmar Ratio": 9.417226277422825, "OOS_Max Drawdown %": -4.293015647551012, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "524e1dab4c3613e62d26e8414f101223045e7bd7076e63104039eefeddfced42", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -555.0, "i_long_exit_activation_threshold": 0.0, "i_long_exit_activation_confirmation_threshold": -410.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "9b47e8d25a733c539c4785a804ffe10c7c7cfc64236e7658df103701be98e82a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -61.18607427213415, \"dd_pct\": -69.59704302417829, \"calmar\": -0.8795090014450422, \"cagr_pct\": -61.21122581372268, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 44.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6826319830602354, \"sortino\": -2.2332802217746375}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -68.15395368530186, \"dd_pct\": -69.5800844174592, \"calmar\": -0.9798623186941733, \"cagr_pct\": -68.17890285222788, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.308199245626762, \"sortino\": -2.9654722961405344}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.11543792113514, \"dd_pct\": -37.46266980261173, \"calmar\": 0.27020780319982945, \"cagr_pct\": 10.122705709364302, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 50.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4790042247581912, \"sortino\": 0.6807527030259992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 22.331067216997226, \"dd_pct\": -33.74610902176817, \"calmar\": 0.9134236413843865, \"cagr_pct\": 30.824493785217978, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 57.3905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9269926383799971, \"sortino\": 1.3264222911491563}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -24.45645369926801, \"dd_pct\": -45.89867870050188, \"calmar\": -0.5331518172409151, \"cagr_pct\": -24.470963958129463, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 66.0958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.7179472436846157, \"sortino\": -0.974295888459276}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -48.52046605639456, \"dd_pct\": -51.81671904250285, \"calmar\": -1.5426120439009676, \"cagr_pct\": -79.9330948703975, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.62913907284768, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.965026964846397, \"sortino\": -4.836510568287092}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -89.2402402303914, \"dd_pct\": -95.06025708686117, \"calmar\": -0.24919160094511125, \"cagr_pct\": -23.68821764972879, \"entries\": 289, \"exits\": 289, \"exposure_pct\": 50.10790172642763, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.47512509571861133, \"sortino\": -0.6575156841239673}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.16614040717992, \"dd_pct\": -48.165482526155245, \"calmar\": 0.3714209023748935, \"cagr_pct\": 17.889666983186746, \"entries\": 87, \"exits\": 87, \"exposure_pct\": 41.41526175687667, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6032482994509598, \"sortino\": 0.8896792681531531}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -93.52469778545591, \"dd_pct\": -95.06025708686118, \"calmar\": -0.4330038238540656, \"cagr_pct\": -41.161454815161434, \"entries\": 202, \"exits\": 202, \"exposure_pct\": 55.30503978779841, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1602151596233303, \"sortino\": -1.5440919432497435}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.700476284796137, \"dd_pct\": -21.710540047910165, \"calmar\": 1.4295280840208768, \"cagr_pct\": 31.035826717747533, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 76.80115273775216, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9673374402659279, \"sortino\": 1.536638727203497}]", "Additional_Threshold_Budget": 0, "Total Trades": 289, "Total P&L %": -89.2402402303914, "Sharpe Ratio": -0.47512509571861133, "Sortino Ratio": -0.6575156841239673, "Calmar Ratio": -0.24919160094511125, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.06025708686117, "% In Market": 50.10790172642763, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3714209023748935, "Sub1_Sortino": 0.8896792681531531, "Sub1_Trades": 87, "Sub2_Calmar": -0.4330038238540656, "Sub2_Sortino": -1.5440919432497435, "Sub2_Trades": 202, "WFO_Score": -0.4585839561161471, "WFO_Min_Fold": -1.5426120439009676, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.879509, -0.979862, 0.270208, 0.913424, -0.533152, -1.542612]", "OOS_Total Trades": 10, "OOS_Total P&L %": 13.700476284796137, "OOS_Sortino Ratio": 1.536638727203497, "OOS_Calmar Ratio": 1.4295280840208768, "OOS_Max Drawdown %": -21.710540047910165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 90, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e87306a4fe671c5175fa484ff554c8639350f1717b905f3cce5c28c4d88e36ec", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -556.0, "i_long_exit_activation_threshold": 0.0, "i_long_exit_activation_confirmation_threshold": -410.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "4da425e236d2b1433aa37d9e6fe82f0cb96359b05df6e2f3e0accc6605b3afad", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -61.18607427213415, \"dd_pct\": -69.59704302417829, \"calmar\": -0.8795090014450422, \"cagr_pct\": -61.21122581372268, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 44.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6826319830602354, \"sortino\": -2.2332802217746375}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -70.45218629113887, \"dd_pct\": -71.77539749236158, \"calmar\": -0.9819081760879355, \"cagr_pct\": -70.47684963971133, \"entries\": 48, \"exits\": 47, \"exposure_pct\": 59.38356164383561, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.4607470968865743, \"sortino\": -3.154222627097282}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.11543792113514, \"dd_pct\": -37.46266980261173, \"calmar\": 0.27020780319982945, \"cagr_pct\": 10.122705709364302, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 50.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4790042247581912, \"sortino\": 0.6807527030259992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 21.724508032946012, \"dd_pct\": -34.07461842633904, \"calmar\": 0.8792617647276483, \"cagr_pct\": 29.96050912996411, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 56.56934306569343, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.910090213640396, \"sortino\": 1.3025108996615609}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -22.341214460908166, \"dd_pct\": -44.38382742248219, \"calmar\": -0.5036668463877667, \"cagr_pct\": -22.354662388500486, \"entries\": 29, \"exits\": 29, \"exposure_pct\": 65.20547945205479, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.6374947320505533, \"sortino\": -0.8670824715880643}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -48.52046605639456, \"dd_pct\": -51.81671904250285, \"calmar\": -1.5426120439009676, \"cagr_pct\": -79.9330948703975, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.62913907284768, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.965026964846397, \"sortino\": -4.836510568287092}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -88.53455036679921, \"dd_pct\": -95.31177262632892, \"calmar\": -0.24234248364101973, \"cagr_pct\": -23.09809169849271, \"entries\": 287, \"exits\": 287, \"exposure_pct\": 50.0332005312085, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.45696709045307615, \"sortino\": -0.6329055181912023}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 86.5635206760418, \"dd_pct\": -46.257326616246296, \"calmar\": 0.4841924964087975, \"cagr_pct\": 22.397450451517408, \"entries\": 85, \"exits\": 85, \"exposure_pct\": 41.481810115350484, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6945837156617882, \"sortino\": 1.0280261716289592}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -93.85439897807791, \"dd_pct\": -95.31177262632896, \"calmar\": -0.4380806923242866, \"cagr_pct\": -41.75424733879718, \"entries\": 202, \"exits\": 202, \"exposure_pct\": 55.14588859416446, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1859794904572751, \"sortino\": -1.5776506524073077}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.700476284796137, \"dd_pct\": -21.710540047910165, \"calmar\": 1.4295280840208768, \"cagr_pct\": 31.035826717747533, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 76.80115273775216, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9673374402659279, \"sortino\": 1.536638727203497}]", "Additional_Threshold_Budget": 0, "Total Trades": 287, "Total P&L %": -88.53455036679921, "Sharpe Ratio": -0.45696709045307615, "Sortino Ratio": -0.6329055181912023, "Calmar Ratio": -0.24234248364101973, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.31177262632892, "% In Market": 50.0332005312085, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4841924964087975, "Sub1_Sortino": 1.0280261716289592, "Sub1_Trades": 85, "Sub2_Calmar": -0.4380806923242866, "Sub2_Sortino": -1.5776506524073077, "Sub2_Trades": 202, "WFO_Score": -0.459704416649039, "WFO_Min_Fold": -1.5426120439009676, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.879509, -0.981908, 0.270208, 0.879262, -0.503667, -1.542612]", "OOS_Total Trades": 10, "OOS_Total P&L %": 13.700476284796137, "OOS_Sortino Ratio": 1.536638727203497, "OOS_Calmar Ratio": 1.4295280840208768, "OOS_Max Drawdown %": -21.710540047910165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 100, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e87306a4fe671c5175fa484ff554c8639350f1717b905f3cce5c28c4d88e36ec", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -555.05, "i_long_exit_activation_threshold": 0.0, "i_long_exit_activation_confirmation_threshold": -410.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "8ce64e5651842e2edbc9a359937aee0b7a92d34730c508c1ac88cda9cde87d9c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -61.18607427213415, \"dd_pct\": -69.59704302417829, \"calmar\": -0.8795090014450422, \"cagr_pct\": -61.21122581372268, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 44.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6826319830602354, \"sortino\": -2.2332802217746375}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -68.15395368530186, \"dd_pct\": -69.5800844174592, \"calmar\": -0.9798623186941733, \"cagr_pct\": -68.17890285222788, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.308199245626762, \"sortino\": -2.9654722961405344}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.11543792113514, \"dd_pct\": -37.46266980261173, \"calmar\": 0.27020780319982945, \"cagr_pct\": 10.122705709364302, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 50.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4790042247581912, \"sortino\": 0.6807527030259992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 22.331067216997226, \"dd_pct\": -33.74610902176817, \"calmar\": 0.9134236413843865, \"cagr_pct\": 30.824493785217978, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 57.3905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9269926383799971, \"sortino\": 1.3264222911491563}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -24.45645369926801, \"dd_pct\": -45.89867870050188, \"calmar\": -0.5331518172409151, \"cagr_pct\": -24.470963958129463, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 66.0958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.7179472436846157, \"sortino\": -0.974295888459276}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -48.52046605639456, \"dd_pct\": -51.81671904250285, \"calmar\": -1.5426120439009676, \"cagr_pct\": -79.9330948703975, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.62913907284768, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.965026964846397, \"sortino\": -4.836510568287092}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -89.2402402303914, \"dd_pct\": -95.06025708686117, \"calmar\": -0.24919160094511125, \"cagr_pct\": -23.68821764972879, \"entries\": 289, \"exits\": 289, \"exposure_pct\": 50.10790172642763, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.47512509571861133, \"sortino\": -0.6575156841239673}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.16614040717992, \"dd_pct\": -48.165482526155245, \"calmar\": 0.3714209023748935, \"cagr_pct\": 17.889666983186746, \"entries\": 87, \"exits\": 87, \"exposure_pct\": 41.41526175687667, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6032482994509598, \"sortino\": 0.8896792681531531}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -93.52469778545591, \"dd_pct\": -95.06025708686118, \"calmar\": -0.4330038238540656, \"cagr_pct\": -41.161454815161434, \"entries\": 202, \"exits\": 202, \"exposure_pct\": 55.30503978779841, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1602151596233303, \"sortino\": -1.5440919432497435}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.700476284796137, \"dd_pct\": -21.710540047910165, \"calmar\": 1.4295280840208768, \"cagr_pct\": 31.035826717747533, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 76.80115273775216, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9673374402659279, \"sortino\": 1.536638727203497}]", "Additional_Threshold_Budget": 0, "Total Trades": 289, "Total P&L %": -89.2402402303914, "Sharpe Ratio": -0.47512509571861133, "Sortino Ratio": -0.6575156841239673, "Calmar Ratio": -0.24919160094511125, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.06025708686117, "% In Market": 50.10790172642763, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3714209023748935, "Sub1_Sortino": 0.8896792681531531, "Sub1_Trades": 87, "Sub2_Calmar": -0.4330038238540656, "Sub2_Sortino": -1.5440919432497435, "Sub2_Trades": 202, "WFO_Score": -0.4585839561161471, "WFO_Min_Fold": -1.5426120439009676, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.879509, -0.979862, 0.270208, 0.913424, -0.533152, -1.542612]", "OOS_Total Trades": 10, "OOS_Total P&L %": 13.700476284796137, "OOS_Sortino Ratio": 1.536638727203497, "OOS_Calmar Ratio": 1.4295280840208768, "OOS_Max Drawdown %": -21.710540047910165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 90, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e87306a4fe671c5175fa484ff554c8639350f1717b905f3cce5c28c4d88e36ec", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -554.95, "i_long_exit_activation_threshold": 0.0, "i_long_exit_activation_confirmation_threshold": -410.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "4e3a2b04c0e7be43f842d4eb3005cbee8b4fb4c38040adef3d5f0e2d9d9edad9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -61.18607427213415, \"dd_pct\": -69.59704302417829, \"calmar\": -0.8795090014450422, \"cagr_pct\": -61.21122581372268, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 44.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6826319830602354, \"sortino\": -2.2332802217746375}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -68.15395368530186, \"dd_pct\": -69.5800844174592, \"calmar\": -0.9798623186941733, \"cagr_pct\": -68.17890285222788, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.308199245626762, \"sortino\": -2.9654722961405344}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 5.834786388253055, \"dd_pct\": -39.89375960641848, \"calmar\": 0.14636116882890893, \"cagr_pct\": 5.838897284974923, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 52.12328767123287, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.34015173121343695, \"sortino\": 0.48053935869227826}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 22.331067216997226, \"dd_pct\": -33.74610902176817, \"calmar\": 0.9134236413843865, \"cagr_pct\": 30.824493785217978, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 57.3905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9269926383799971, \"sortino\": 1.3264222911491563}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -24.45645369926801, \"dd_pct\": -45.89867870050188, \"calmar\": -0.5331518172409151, \"cagr_pct\": -24.470963958129463, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 66.0958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.7179472436846157, \"sortino\": -0.974295888459276}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -48.52046605639456, \"dd_pct\": -51.81671904250285, \"calmar\": -1.5426120439009676, \"cagr_pct\": -79.9330948703975, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.62913907284768, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.965026964846397, \"sortino\": -4.836510568287092}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -89.6585174767136, \"dd_pct\": -95.25228572945998, \"calmar\": -0.2525320581102171, \"cagr_pct\": -24.054255754962995, \"entries\": 289, \"exits\": 289, \"exposure_pct\": 50.31540504648074, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.4859926247201076, \"sortino\": -0.6723461293079545}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.16614040717992, \"dd_pct\": -48.165482526155245, \"calmar\": 0.3714209023748935, \"cagr_pct\": 17.889666983186746, \"entries\": 87, \"exits\": 87, \"exposure_pct\": 41.41526175687667, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6032482994509598, \"sortino\": 0.8896792681531531}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -93.77642009500539, \"dd_pct\": -95.25228572946001, \"calmar\": -0.43685849375040287, \"cagr_pct\": -41.611770070054895, \"entries\": 202, \"exits\": 202, \"exposure_pct\": 55.63660477453581, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1764892621476513, \"sortino\": -1.565238168596044}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.700476284796137, \"dd_pct\": -21.710540047910165, \"calmar\": 1.4295280840208768, \"cagr_pct\": 31.035826717747533, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 76.80115273775216, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9673374402659279, \"sortino\": 1.536638727203497}]", "Additional_Threshold_Budget": 0, "Total Trades": 289, "Total P&L %": -89.6585174767136, "Sharpe Ratio": -0.4859926247201076, "Sortino Ratio": -0.6723461293079545, "Calmar Ratio": -0.2525320581102171, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.25228572945998, "% In Market": 50.31540504648074, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3714209023748935, "Sub1_Sortino": 0.8896792681531531, "Sub1_Trades": 87, "Sub2_Calmar": -0.43685849375040287, "Sub2_Sortino": -1.565238168596044, "Sub2_Trades": 202, "WFO_Score": -0.47922506184463387, "WFO_Min_Fold": -1.5426120439009676, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.879509, -0.979862, 0.146361, 0.913424, -0.533152, -1.542612]", "OOS_Total Trades": 10, "OOS_Total P&L %": 13.700476284796137, "OOS_Sortino Ratio": 1.536638727203497, "OOS_Calmar Ratio": 1.4295280840208768, "OOS_Max Drawdown %": -21.710540047910165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 8, "Fragile_1.0": 90, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e87306a4fe671c5175fa484ff554c8639350f1717b905f3cce5c28c4d88e36ec", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -554.0, "i_long_exit_activation_threshold": 0.0, "i_long_exit_activation_confirmation_threshold": -410.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "58441bef174fed2f8cf775785b1d389a129a825109286c53f1e29a8440812b80", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -61.754640992247815, \"dd_pct\": -70.04240146719425, \"calmar\": -0.8820344408138995, \"cagr_pct\": -61.77981041137933, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 43.9041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7156617128904095, \"sortino\": -2.275434590421397}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -67.84990263695204, \"dd_pct\": -69.5800844174592, \"calmar\": -0.9754929372841956, \"cagr_pct\": -67.87488092486956, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 59.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.282557401167121, \"sortino\": -2.9353252762692312}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 5.834786388253055, \"dd_pct\": -39.89375960641848, \"calmar\": 0.14636116882890893, \"cagr_pct\": 5.838897284974923, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 52.12328767123287, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.34015173121343695, \"sortino\": 0.48053935869227826}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 22.331067216997226, \"dd_pct\": -33.74610902176817, \"calmar\": 0.9134236413843865, \"cagr_pct\": 30.824493785217978, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 57.3905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9269926383799971, \"sortino\": 1.3264222911491563}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -24.45645369926801, \"dd_pct\": -45.89867870050188, \"calmar\": -0.5331518172409151, \"cagr_pct\": -24.470963958129463, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 66.0958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.7179472436846157, \"sortino\": -0.974295888459276}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -48.52046605639456, \"dd_pct\": -51.81671904250285, \"calmar\": -1.5426120439009676, \"cagr_pct\": -79.9330948703975, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.62913907284768, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.965026964846397, \"sortino\": -4.836510568287092}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -89.89606074416511, \"dd_pct\": -95.2771677983232, \"calmar\": -0.254709134098182, \"cagr_pct\": -24.267964909238092, \"entries\": 289, \"exits\": 289, \"exposure_pct\": 50.41500664010624, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.49287292150969764, \"sortino\": -0.6817716196338263}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 63.204645005266855, \"dd_pct\": -49.08930301559451, \"calmar\": 0.3504751631781837, \"cagr_pct\": 17.204581484693794, \"entries\": 87, \"exits\": 87, \"exposure_pct\": 41.50399290150843, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.5891384240152457, \"sortino\": 0.868486052752358}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -93.8090369575518, \"dd_pct\": -95.27716779832322, \"calmar\": -0.437368050097295, \"cagr_pct\": -41.67118909874541, \"entries\": 202, \"exits\": 202, \"exposure_pct\": 55.742705570291776, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1790483819417998, \"sortino\": -1.5686562270806501}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.700476284796137, \"dd_pct\": -21.710540047910165, \"calmar\": 1.4295280840208768, \"cagr_pct\": 31.035826717747533, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 76.80115273775216, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9673374402659279, \"sortino\": 1.536638727203497}]", "Additional_Threshold_Budget": 0, "Total Trades": 289, "Total P&L %": -89.89606074416511, "Sharpe Ratio": -0.49287292150969764, "Sortino Ratio": -0.6817716196338263, "Calmar Ratio": -0.254709134098182, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.2771677983232, "% In Market": 50.41500664010624, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3504751631781837, "Sub1_Sortino": 0.868486052752358, "Sub1_Trades": 87, "Sub2_Calmar": -0.437368050097295, "Sub2_Sortino": -1.5686562270806501, "Sub2_Trades": 202, "WFO_Score": -0.47891773817111377, "WFO_Min_Fold": -1.5426120439009676, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.882034, -0.975493, 0.146361, 0.913424, -0.533152, -1.542612]", "OOS_Total Trades": 10, "OOS_Total P&L %": 13.700476284796137, "OOS_Sortino Ratio": 1.536638727203497, "OOS_Calmar Ratio": 1.4295280840208768, "OOS_Max Drawdown %": -21.710540047910165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 86, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e87306a4fe671c5175fa484ff554c8639350f1717b905f3cce5c28c4d88e36ec", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -555.0, "i_long_exit_activation_threshold": -1.0, "i_long_exit_activation_confirmation_threshold": -410.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "2ac7a6a9b2a910c82d59fd122ac3975d70020acf2a0c6013695022fadb91bb78", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -61.18607427213415, \"dd_pct\": -69.59704302417829, \"calmar\": -0.8795090014450422, \"cagr_pct\": -61.21122581372268, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 44.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6826319830602354, \"sortino\": -2.2332802217746375}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -68.15395368530186, \"dd_pct\": -69.5800844174592, \"calmar\": -0.9798623186941733, \"cagr_pct\": -68.17890285222788, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.308199245626762, \"sortino\": -2.9654722961405344}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.11543792113514, \"dd_pct\": -37.46266980261173, \"calmar\": 0.27020780319982945, \"cagr_pct\": 10.122705709364302, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 50.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4790042247581912, \"sortino\": 0.6807527030259992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 22.331067216997226, \"dd_pct\": -33.74610902176817, \"calmar\": 0.9134236413843865, \"cagr_pct\": 30.824493785217978, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 57.3905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9269926383799971, \"sortino\": 1.3264222911491563}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -24.45645369926801, \"dd_pct\": -45.89867870050188, \"calmar\": -0.5331518172409151, \"cagr_pct\": -24.470963958129463, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 66.0958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.7179472436846157, \"sortino\": -0.974295888459276}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -48.52046605639456, \"dd_pct\": -51.81671904250285, \"calmar\": -1.5426120439009676, \"cagr_pct\": -79.9330948703975, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.62913907284768, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.965026964846397, \"sortino\": -4.836510568287092}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -89.2402402303914, \"dd_pct\": -95.06025708686117, \"calmar\": -0.24919160094511125, \"cagr_pct\": -23.68821764972879, \"entries\": 289, \"exits\": 289, \"exposure_pct\": 50.10790172642763, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.47512509571861133, \"sortino\": -0.6575156841239673}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.16614040717992, \"dd_pct\": -48.165482526155245, \"calmar\": 0.3714209023748935, \"cagr_pct\": 17.889666983186746, \"entries\": 87, \"exits\": 87, \"exposure_pct\": 41.41526175687667, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6032482994509598, \"sortino\": 0.8896792681531531}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -93.52469778545591, \"dd_pct\": -95.06025708686118, \"calmar\": -0.4330038238540656, \"cagr_pct\": -41.161454815161434, \"entries\": 202, \"exits\": 202, \"exposure_pct\": 55.30503978779841, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1602151596233303, \"sortino\": -1.5440919432497435}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.700476284796137, \"dd_pct\": -21.710540047910165, \"calmar\": 1.4295280840208768, \"cagr_pct\": 31.035826717747533, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 76.80115273775216, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9673374402659279, \"sortino\": 1.536638727203497}]", "Additional_Threshold_Budget": 0, "Total Trades": 289, "Total P&L %": -89.2402402303914, "Sharpe Ratio": -0.47512509571861133, "Sortino Ratio": -0.6575156841239673, "Calmar Ratio": -0.24919160094511125, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.06025708686117, "% In Market": 50.10790172642763, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3714209023748935, "Sub1_Sortino": 0.8896792681531531, "Sub1_Trades": 87, "Sub2_Calmar": -0.4330038238540656, "Sub2_Sortino": -1.5440919432497435, "Sub2_Trades": 202, "WFO_Score": -0.4585839561161471, "WFO_Min_Fold": -1.5426120439009676, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.879509, -0.979862, 0.270208, 0.913424, -0.533152, -1.542612]", "OOS_Total Trades": 10, "OOS_Total P&L %": 13.700476284796137, "OOS_Sortino Ratio": 1.536638727203497, "OOS_Calmar Ratio": 1.4295280840208768, "OOS_Max Drawdown %": -21.710540047910165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 89, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e87306a4fe671c5175fa484ff554c8639350f1717b905f3cce5c28c4d88e36ec", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -555.0, "i_long_exit_activation_threshold": -0.05, "i_long_exit_activation_confirmation_threshold": -410.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "8ffb23991669704403bc4f261d693b1c5117821f7fcb60a0ebdd6313b04c419a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -61.18607427213415, \"dd_pct\": -69.59704302417829, \"calmar\": -0.8795090014450422, \"cagr_pct\": -61.21122581372268, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 44.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6826319830602354, \"sortino\": -2.2332802217746375}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -68.15395368530186, \"dd_pct\": -69.5800844174592, \"calmar\": -0.9798623186941733, \"cagr_pct\": -68.17890285222788, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.308199245626762, \"sortino\": -2.9654722961405344}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.11543792113514, \"dd_pct\": -37.46266980261173, \"calmar\": 0.27020780319982945, \"cagr_pct\": 10.122705709364302, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 50.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4790042247581912, \"sortino\": 0.6807527030259992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 22.331067216997226, \"dd_pct\": -33.74610902176817, \"calmar\": 0.9134236413843865, \"cagr_pct\": 30.824493785217978, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 57.3905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9269926383799971, \"sortino\": 1.3264222911491563}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -24.45645369926801, \"dd_pct\": -45.89867870050188, \"calmar\": -0.5331518172409151, \"cagr_pct\": -24.470963958129463, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 66.0958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.7179472436846157, \"sortino\": -0.974295888459276}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -48.52046605639456, \"dd_pct\": -51.81671904250285, \"calmar\": -1.5426120439009676, \"cagr_pct\": -79.9330948703975, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.62913907284768, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.965026964846397, \"sortino\": -4.836510568287092}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -89.2402402303914, \"dd_pct\": -95.06025708686117, \"calmar\": -0.24919160094511125, \"cagr_pct\": -23.68821764972879, \"entries\": 289, \"exits\": 289, \"exposure_pct\": 50.10790172642763, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.47512509571861133, \"sortino\": -0.6575156841239673}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.16614040717992, \"dd_pct\": -48.165482526155245, \"calmar\": 0.3714209023748935, \"cagr_pct\": 17.889666983186746, \"entries\": 87, \"exits\": 87, \"exposure_pct\": 41.41526175687667, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6032482994509598, \"sortino\": 0.8896792681531531}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -93.52469778545591, \"dd_pct\": -95.06025708686118, \"calmar\": -0.4330038238540656, \"cagr_pct\": -41.161454815161434, \"entries\": 202, \"exits\": 202, \"exposure_pct\": 55.30503978779841, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1602151596233303, \"sortino\": -1.5440919432497435}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.700476284796137, \"dd_pct\": -21.710540047910165, \"calmar\": 1.4295280840208768, \"cagr_pct\": 31.035826717747533, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 76.80115273775216, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9673374402659279, \"sortino\": 1.536638727203497}]", "Additional_Threshold_Budget": 0, "Total Trades": 289, "Total P&L %": -89.2402402303914, "Sharpe Ratio": -0.47512509571861133, "Sortino Ratio": -0.6575156841239673, "Calmar Ratio": -0.24919160094511125, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.06025708686117, "% In Market": 50.10790172642763, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3714209023748935, "Sub1_Sortino": 0.8896792681531531, "Sub1_Trades": 87, "Sub2_Calmar": -0.4330038238540656, "Sub2_Sortino": -1.5440919432497435, "Sub2_Trades": 202, "WFO_Score": -0.4585839561161471, "WFO_Min_Fold": -1.5426120439009676, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.879509, -0.979862, 0.270208, 0.913424, -0.533152, -1.542612]", "OOS_Total Trades": 10, "OOS_Total P&L %": 13.700476284796137, "OOS_Sortino Ratio": 1.536638727203497, "OOS_Calmar Ratio": 1.4295280840208768, "OOS_Max Drawdown %": -21.710540047910165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 90, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e87306a4fe671c5175fa484ff554c8639350f1717b905f3cce5c28c4d88e36ec", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -555.0, "i_long_exit_activation_threshold": 0.05, "i_long_exit_activation_confirmation_threshold": -410.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "804665385fcb0fec01cda44a8b49e6e035ee3fec3532761d79f8d8d0dec6ff51", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -61.18607427213415, \"dd_pct\": -69.59704302417829, \"calmar\": -0.8795090014450422, \"cagr_pct\": -61.21122581372268, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 44.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6826319830602354, \"sortino\": -2.2332802217746375}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -68.15395368530186, \"dd_pct\": -69.5800844174592, \"calmar\": -0.9798623186941733, \"cagr_pct\": -68.17890285222788, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.308199245626762, \"sortino\": -2.9654722961405344}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.11543792113514, \"dd_pct\": -37.46266980261173, \"calmar\": 0.27020780319982945, \"cagr_pct\": 10.122705709364302, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 50.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4790042247581912, \"sortino\": 0.6807527030259992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 22.331067216997226, \"dd_pct\": -33.74610902176817, \"calmar\": 0.9134236413843865, \"cagr_pct\": 30.824493785217978, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 57.3905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9269926383799971, \"sortino\": 1.3264222911491563}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -24.45645369926801, \"dd_pct\": -45.89867870050188, \"calmar\": -0.5331518172409151, \"cagr_pct\": -24.470963958129463, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 66.0958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.7179472436846157, \"sortino\": -0.974295888459276}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -48.52046605639456, \"dd_pct\": -51.81671904250285, \"calmar\": -1.5426120439009676, \"cagr_pct\": -79.9330948703975, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.62913907284768, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.965026964846397, \"sortino\": -4.836510568287092}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -89.2402402303914, \"dd_pct\": -95.06025708686117, \"calmar\": -0.24919160094511125, \"cagr_pct\": -23.68821764972879, \"entries\": 289, \"exits\": 289, \"exposure_pct\": 50.10790172642763, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.47512509571861133, \"sortino\": -0.6575156841239673}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.16614040717992, \"dd_pct\": -48.165482526155245, \"calmar\": 0.3714209023748935, \"cagr_pct\": 17.889666983186746, \"entries\": 87, \"exits\": 87, \"exposure_pct\": 41.41526175687667, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6032482994509598, \"sortino\": 0.8896792681531531}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -93.52469778545591, \"dd_pct\": -95.06025708686118, \"calmar\": -0.4330038238540656, \"cagr_pct\": -41.161454815161434, \"entries\": 202, \"exits\": 202, \"exposure_pct\": 55.30503978779841, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1602151596233303, \"sortino\": -1.5440919432497435}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.700476284796137, \"dd_pct\": -21.710540047910165, \"calmar\": 1.4295280840208768, \"cagr_pct\": 31.035826717747533, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 76.80115273775216, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9673374402659279, \"sortino\": 1.536638727203497}]", "Additional_Threshold_Budget": 0, "Total Trades": 289, "Total P&L %": -89.2402402303914, "Sharpe Ratio": -0.47512509571861133, "Sortino Ratio": -0.6575156841239673, "Calmar Ratio": -0.24919160094511125, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.06025708686117, "% In Market": 50.10790172642763, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3714209023748935, "Sub1_Sortino": 0.8896792681531531, "Sub1_Trades": 87, "Sub2_Calmar": -0.4330038238540656, "Sub2_Sortino": -1.5440919432497435, "Sub2_Trades": 202, "WFO_Score": -0.4585839561161471, "WFO_Min_Fold": -1.5426120439009676, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.879509, -0.979862, 0.270208, 0.913424, -0.533152, -1.542612]", "OOS_Total Trades": 10, "OOS_Total P&L %": 13.700476284796137, "OOS_Sortino Ratio": 1.536638727203497, "OOS_Calmar Ratio": 1.4295280840208768, "OOS_Max Drawdown %": -21.710540047910165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 90, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e87306a4fe671c5175fa484ff554c8639350f1717b905f3cce5c28c4d88e36ec", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -555.0, "i_long_exit_activation_threshold": 1.0, "i_long_exit_activation_confirmation_threshold": -410.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "08f1acd8164c3a0aef82bbcd17a501ef44e4ac307fbcb6e20800da481f12427a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -61.18607427213415, \"dd_pct\": -69.59704302417829, \"calmar\": -0.8795090014450422, \"cagr_pct\": -61.21122581372268, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 44.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6826319830602354, \"sortino\": -2.2332802217746375}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -68.15395368530186, \"dd_pct\": -69.5800844174592, \"calmar\": -0.9798623186941733, \"cagr_pct\": -68.17890285222788, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.308199245626762, \"sortino\": -2.9654722961405344}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.11543792113514, \"dd_pct\": -37.46266980261173, \"calmar\": 0.27020780319982945, \"cagr_pct\": 10.122705709364302, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 50.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4790042247581912, \"sortino\": 0.6807527030259992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 22.331067216997226, \"dd_pct\": -33.74610902176817, \"calmar\": 0.9134236413843865, \"cagr_pct\": 30.824493785217978, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 57.3905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9269926383799971, \"sortino\": 1.3264222911491563}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -24.45645369926801, \"dd_pct\": -45.89867870050188, \"calmar\": -0.5331518172409151, \"cagr_pct\": -24.470963958129463, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 66.0958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.7179472436846157, \"sortino\": -0.974295888459276}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -48.52046605639456, \"dd_pct\": -51.81671904250285, \"calmar\": -1.5426120439009676, \"cagr_pct\": -79.9330948703975, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.62913907284768, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.965026964846397, \"sortino\": -4.836510568287092}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -89.2402402303914, \"dd_pct\": -95.06025708686117, \"calmar\": -0.24919160094511125, \"cagr_pct\": -23.68821764972879, \"entries\": 289, \"exits\": 289, \"exposure_pct\": 50.10790172642763, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.47512509571861133, \"sortino\": -0.6575156841239673}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.16614040717992, \"dd_pct\": -48.165482526155245, \"calmar\": 0.3714209023748935, \"cagr_pct\": 17.889666983186746, \"entries\": 87, \"exits\": 87, \"exposure_pct\": 41.41526175687667, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6032482994509598, \"sortino\": 0.8896792681531531}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -93.52469778545591, \"dd_pct\": -95.06025708686118, \"calmar\": -0.4330038238540656, \"cagr_pct\": -41.161454815161434, \"entries\": 202, \"exits\": 202, \"exposure_pct\": 55.30503978779841, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1602151596233303, \"sortino\": -1.5440919432497435}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.700476284796137, \"dd_pct\": -21.710540047910165, \"calmar\": 1.4295280840208768, \"cagr_pct\": 31.035826717747533, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 76.80115273775216, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9673374402659279, \"sortino\": 1.536638727203497}]", "Additional_Threshold_Budget": 0, "Total Trades": 289, "Total P&L %": -89.2402402303914, "Sharpe Ratio": -0.47512509571861133, "Sortino Ratio": -0.6575156841239673, "Calmar Ratio": -0.24919160094511125, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.06025708686117, "% In Market": 50.10790172642763, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3714209023748935, "Sub1_Sortino": 0.8896792681531531, "Sub1_Trades": 87, "Sub2_Calmar": -0.4330038238540656, "Sub2_Sortino": -1.5440919432497435, "Sub2_Trades": 202, "WFO_Score": -0.4585839561161471, "WFO_Min_Fold": -1.5426120439009676, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.879509, -0.979862, 0.270208, 0.913424, -0.533152, -1.542612]", "OOS_Total Trades": 10, "OOS_Total P&L %": 13.700476284796137, "OOS_Sortino Ratio": 1.536638727203497, "OOS_Calmar Ratio": 1.4295280840208768, "OOS_Max Drawdown %": -21.710540047910165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 91, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e87306a4fe671c5175fa484ff554c8639350f1717b905f3cce5c28c4d88e36ec", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -555.0, "i_long_exit_activation_threshold": 0.0, "i_long_exit_activation_confirmation_threshold": -411.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "5cde2dfa01ca1117768a6c392349789477afe19c01fa2e0f3404b4a8e5b0edf8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -61.18607427213415, \"dd_pct\": -69.59704302417829, \"calmar\": -0.8795090014450422, \"cagr_pct\": -61.21122581372268, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 44.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6826319830602354, \"sortino\": -2.2332802217746375}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -68.15395368530186, \"dd_pct\": -69.5800844174592, \"calmar\": -0.9798623186941733, \"cagr_pct\": -68.17890285222788, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.308199245626762, \"sortino\": -2.9654722961405344}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.11543792113514, \"dd_pct\": -37.46266980261173, \"calmar\": 0.27020780319982945, \"cagr_pct\": 10.122705709364302, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 50.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4790042247581912, \"sortino\": 0.6807527030259992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 22.331067216997226, \"dd_pct\": -33.74610902176817, \"calmar\": 0.9134236413843865, \"cagr_pct\": 30.824493785217978, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 57.3905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9269926383799971, \"sortino\": 1.3264222911491563}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -24.45645369926801, \"dd_pct\": -45.89867870050188, \"calmar\": -0.5331518172409151, \"cagr_pct\": -24.470963958129463, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 66.0958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.7179472436846157, \"sortino\": -0.974295888459276}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -48.52046605639456, \"dd_pct\": -51.81671904250285, \"calmar\": -1.5426120439009676, \"cagr_pct\": -79.9330948703975, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.62913907284768, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.965026964846397, \"sortino\": -4.836510568287092}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -89.2402402303914, \"dd_pct\": -95.06025708686117, \"calmar\": -0.24919160094511125, \"cagr_pct\": -23.68821764972879, \"entries\": 289, \"exits\": 289, \"exposure_pct\": 50.10790172642763, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.47512509571861133, \"sortino\": -0.6575156841239673}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.16614040717992, \"dd_pct\": -48.165482526155245, \"calmar\": 0.3714209023748935, \"cagr_pct\": 17.889666983186746, \"entries\": 87, \"exits\": 87, \"exposure_pct\": 41.41526175687667, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6032482994509598, \"sortino\": 0.8896792681531531}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -93.52469778545591, \"dd_pct\": -95.06025708686118, \"calmar\": -0.4330038238540656, \"cagr_pct\": -41.161454815161434, \"entries\": 202, \"exits\": 202, \"exposure_pct\": 55.30503978779841, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1602151596233303, \"sortino\": -1.5440919432497435}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.700476284796137, \"dd_pct\": -21.710540047910165, \"calmar\": 1.4295280840208768, \"cagr_pct\": 31.035826717747533, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 76.80115273775216, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9673374402659279, \"sortino\": 1.536638727203497}]", "Additional_Threshold_Budget": 0, "Total Trades": 289, "Total P&L %": -89.2402402303914, "Sharpe Ratio": -0.47512509571861133, "Sortino Ratio": -0.6575156841239673, "Calmar Ratio": -0.24919160094511125, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.06025708686117, "% In Market": 50.10790172642763, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3714209023748935, "Sub1_Sortino": 0.8896792681531531, "Sub1_Trades": 87, "Sub2_Calmar": -0.4330038238540656, "Sub2_Sortino": -1.5440919432497435, "Sub2_Trades": 202, "WFO_Score": -0.4585839561161471, "WFO_Min_Fold": -1.5426120439009676, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.879509, -0.979862, 0.270208, 0.913424, -0.533152, -1.542612]", "OOS_Total Trades": 10, "OOS_Total P&L %": 13.700476284796137, "OOS_Sortino Ratio": 1.536638727203497, "OOS_Calmar Ratio": 1.4295280840208768, "OOS_Max Drawdown %": -21.710540047910165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 88, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e87306a4fe671c5175fa484ff554c8639350f1717b905f3cce5c28c4d88e36ec", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -555.0, "i_long_exit_activation_threshold": 0.0, "i_long_exit_activation_confirmation_threshold": -410.05, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "d509463f2bed09bdae5d4ea5e96bdf07cbbc20a33cfd389d06ac7827723a27ff", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -61.18607427213415, \"dd_pct\": -69.59704302417829, \"calmar\": -0.8795090014450422, \"cagr_pct\": -61.21122581372268, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 44.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6826319830602354, \"sortino\": -2.2332802217746375}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -68.15395368530186, \"dd_pct\": -69.5800844174592, \"calmar\": -0.9798623186941733, \"cagr_pct\": -68.17890285222788, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.308199245626762, \"sortino\": -2.9654722961405344}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.11543792113514, \"dd_pct\": -37.46266980261173, \"calmar\": 0.27020780319982945, \"cagr_pct\": 10.122705709364302, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 50.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4790042247581912, \"sortino\": 0.6807527030259992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 22.331067216997226, \"dd_pct\": -33.74610902176817, \"calmar\": 0.9134236413843865, \"cagr_pct\": 30.824493785217978, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 57.3905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9269926383799971, \"sortino\": 1.3264222911491563}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -24.45645369926801, \"dd_pct\": -45.89867870050188, \"calmar\": -0.5331518172409151, \"cagr_pct\": -24.470963958129463, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 66.0958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.7179472436846157, \"sortino\": -0.974295888459276}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -48.52046605639456, \"dd_pct\": -51.81671904250285, \"calmar\": -1.5426120439009676, \"cagr_pct\": -79.9330948703975, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.62913907284768, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.965026964846397, \"sortino\": -4.836510568287092}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -89.2402402303914, \"dd_pct\": -95.06025708686117, \"calmar\": -0.24919160094511125, \"cagr_pct\": -23.68821764972879, \"entries\": 289, \"exits\": 289, \"exposure_pct\": 50.10790172642763, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.47512509571861133, \"sortino\": -0.6575156841239673}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.16614040717992, \"dd_pct\": -48.165482526155245, \"calmar\": 0.3714209023748935, \"cagr_pct\": 17.889666983186746, \"entries\": 87, \"exits\": 87, \"exposure_pct\": 41.41526175687667, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6032482994509598, \"sortino\": 0.8896792681531531}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -93.52469778545591, \"dd_pct\": -95.06025708686118, \"calmar\": -0.4330038238540656, \"cagr_pct\": -41.161454815161434, \"entries\": 202, \"exits\": 202, \"exposure_pct\": 55.30503978779841, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1602151596233303, \"sortino\": -1.5440919432497435}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.700476284796137, \"dd_pct\": -21.710540047910165, \"calmar\": 1.4295280840208768, \"cagr_pct\": 31.035826717747533, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 76.80115273775216, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9673374402659279, \"sortino\": 1.536638727203497}]", "Additional_Threshold_Budget": 0, "Total Trades": 289, "Total P&L %": -89.2402402303914, "Sharpe Ratio": -0.47512509571861133, "Sortino Ratio": -0.6575156841239673, "Calmar Ratio": -0.24919160094511125, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.06025708686117, "% In Market": 50.10790172642763, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3714209023748935, "Sub1_Sortino": 0.8896792681531531, "Sub1_Trades": 87, "Sub2_Calmar": -0.4330038238540656, "Sub2_Sortino": -1.5440919432497435, "Sub2_Trades": 202, "WFO_Score": -0.4585839561161471, "WFO_Min_Fold": -1.5426120439009676, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.879509, -0.979862, 0.270208, 0.913424, -0.533152, -1.542612]", "OOS_Total Trades": 10, "OOS_Total P&L %": 13.700476284796137, "OOS_Sortino Ratio": 1.536638727203497, "OOS_Calmar Ratio": 1.4295280840208768, "OOS_Max Drawdown %": -21.710540047910165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 90, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e87306a4fe671c5175fa484ff554c8639350f1717b905f3cce5c28c4d88e36ec", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -555.0, "i_long_exit_activation_threshold": 0.0, "i_long_exit_activation_confirmation_threshold": -409.95, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "3c1cd820bb57c5fb89edbe5b2f6cdb854612ce2bc3a7bc20c0e2f4d7c33e0766", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -61.18607427213415, \"dd_pct\": -69.59704302417829, \"calmar\": -0.8795090014450422, \"cagr_pct\": -61.21122581372268, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 44.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6826319830602354, \"sortino\": -2.2332802217746375}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -68.15395368530186, \"dd_pct\": -69.5800844174592, \"calmar\": -0.9798623186941733, \"cagr_pct\": -68.17890285222788, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.308199245626762, \"sortino\": -2.9654722961405344}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.11543792113514, \"dd_pct\": -37.46266980261173, \"calmar\": 0.27020780319982945, \"cagr_pct\": 10.122705709364302, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 50.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4790042247581912, \"sortino\": 0.6807527030259992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 22.331067216997226, \"dd_pct\": -33.74610902176817, \"calmar\": 0.9134236413843865, \"cagr_pct\": 30.824493785217978, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 57.3905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9269926383799971, \"sortino\": 1.3264222911491563}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -24.45645369926801, \"dd_pct\": -45.89867870050188, \"calmar\": -0.5331518172409151, \"cagr_pct\": -24.470963958129463, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 66.0958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.7179472436846157, \"sortino\": -0.974295888459276}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -48.52046605639456, \"dd_pct\": -51.81671904250285, \"calmar\": -1.5426120439009676, \"cagr_pct\": -79.9330948703975, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.62913907284768, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.965026964846397, \"sortino\": -4.836510568287092}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -89.2402402303914, \"dd_pct\": -95.06025708686117, \"calmar\": -0.24919160094511125, \"cagr_pct\": -23.68821764972879, \"entries\": 289, \"exits\": 289, \"exposure_pct\": 50.10790172642763, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.47512509571861133, \"sortino\": -0.6575156841239673}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.16614040717992, \"dd_pct\": -48.165482526155245, \"calmar\": 0.3714209023748935, \"cagr_pct\": 17.889666983186746, \"entries\": 87, \"exits\": 87, \"exposure_pct\": 41.41526175687667, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6032482994509598, \"sortino\": 0.8896792681531531}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -93.52469778545591, \"dd_pct\": -95.06025708686118, \"calmar\": -0.4330038238540656, \"cagr_pct\": -41.161454815161434, \"entries\": 202, \"exits\": 202, \"exposure_pct\": 55.30503978779841, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1602151596233303, \"sortino\": -1.5440919432497435}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.700476284796137, \"dd_pct\": -21.710540047910165, \"calmar\": 1.4295280840208768, \"cagr_pct\": 31.035826717747533, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 76.80115273775216, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9673374402659279, \"sortino\": 1.536638727203497}]", "Additional_Threshold_Budget": 0, "Total Trades": 289, "Total P&L %": -89.2402402303914, "Sharpe Ratio": -0.47512509571861133, "Sortino Ratio": -0.6575156841239673, "Calmar Ratio": -0.24919160094511125, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.06025708686117, "% In Market": 50.10790172642763, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3714209023748935, "Sub1_Sortino": 0.8896792681531531, "Sub1_Trades": 87, "Sub2_Calmar": -0.4330038238540656, "Sub2_Sortino": -1.5440919432497435, "Sub2_Trades": 202, "WFO_Score": -0.4585839561161471, "WFO_Min_Fold": -1.5426120439009676, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.879509, -0.979862, 0.270208, 0.913424, -0.533152, -1.542612]", "OOS_Total Trades": 10, "OOS_Total P&L %": 13.700476284796137, "OOS_Sortino Ratio": 1.536638727203497, "OOS_Calmar Ratio": 1.4295280840208768, "OOS_Max Drawdown %": -21.710540047910165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 90, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e87306a4fe671c5175fa484ff554c8639350f1717b905f3cce5c28c4d88e36ec", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -555.0, "i_long_exit_activation_threshold": 0.0, "i_long_exit_activation_confirmation_threshold": -409.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "f432acad755a444f54889c00806ab02b24c5135c8492293e79066ed2cccc6307", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -61.18607427213415, \"dd_pct\": -69.59704302417829, \"calmar\": -0.8795090014450422, \"cagr_pct\": -61.21122581372268, \"entries\": 52, \"exits\": 52, \"exposure_pct\": 44.31506849315068, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.6826319830602354, \"sortino\": -2.2332802217746375}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -68.15395368530186, \"dd_pct\": -69.5800844174592, \"calmar\": -0.9798623186941733, \"cagr_pct\": -68.17890285222788, \"entries\": 47, \"exits\": 46, \"exposure_pct\": 58.698630136986296, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -2.308199245626762, \"sortino\": -2.9654722961405344}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 10.11543792113514, \"dd_pct\": -37.46266980261173, \"calmar\": 0.27020780319982945, \"cagr_pct\": 10.122705709364302, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 50.41095890410959, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.4790042247581912, \"sortino\": 0.6807527030259992}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 22.331067216997226, \"dd_pct\": -33.74610902176817, \"calmar\": 0.9134236413843865, \"cagr_pct\": 30.824493785217978, \"entries\": 25, \"exits\": 25, \"exposure_pct\": 57.3905109489051, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9269926383799971, \"sortino\": 1.3264222911491563}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -24.45645369926801, \"dd_pct\": -45.89867870050188, \"calmar\": -0.5331518172409151, \"cagr_pct\": -24.470963958129463, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 66.0958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.7179472436846157, \"sortino\": -0.974295888459276}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": true, \"pnl_pct\": -48.52046605639456, \"dd_pct\": -51.81671904250285, \"calmar\": -1.5426120439009676, \"cagr_pct\": -79.9330948703975, \"entries\": 20, \"exits\": 21, \"exposure_pct\": 55.62913907284768, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.965026964846397, \"sortino\": -4.836510568287092}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -89.2402402303914, \"dd_pct\": -95.06025708686117, \"calmar\": -0.24919160094511125, \"cagr_pct\": -23.68821764972879, \"entries\": 289, \"exits\": 289, \"exposure_pct\": 50.10790172642763, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.47512509571861133, \"sortino\": -0.6575156841239673}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 66.16614040717992, \"dd_pct\": -48.165482526155245, \"calmar\": 0.3714209023748935, \"cagr_pct\": 17.889666983186746, \"entries\": 87, \"exits\": 87, \"exposure_pct\": 41.41526175687667, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6032482994509598, \"sortino\": 0.8896792681531531}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -93.52469778545591, \"dd_pct\": -95.06025708686118, \"calmar\": -0.4330038238540656, \"cagr_pct\": -41.161454815161434, \"entries\": 202, \"exits\": 202, \"exposure_pct\": 55.30503978779841, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1602151596233303, \"sortino\": -1.5440919432497435}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.700476284796137, \"dd_pct\": -21.710540047910165, \"calmar\": 1.4295280840208768, \"cagr_pct\": 31.035826717747533, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 76.80115273775216, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9673374402659279, \"sortino\": 1.536638727203497}]", "Additional_Threshold_Budget": 0, "Total Trades": 289, "Total P&L %": -89.2402402303914, "Sharpe Ratio": -0.47512509571861133, "Sortino Ratio": -0.6575156841239673, "Calmar Ratio": -0.24919160094511125, "P&L/DD Ratio": 0.0, "Max Drawdown %": -95.06025708686117, "% In Market": 50.10790172642763, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3714209023748935, "Sub1_Sortino": 0.8896792681531531, "Sub1_Trades": 87, "Sub2_Calmar": -0.4330038238540656, "Sub2_Sortino": -1.5440919432497435, "Sub2_Trades": 202, "WFO_Score": -0.4585839561161471, "WFO_Min_Fold": -1.5426120439009676, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.879509, -0.979862, 0.270208, 0.913424, -0.533152, -1.542612]", "OOS_Total Trades": 10, "OOS_Total P&L %": 13.700476284796137, "OOS_Sortino Ratio": 1.536638727203497, "OOS_Calmar Ratio": 1.4295280840208768, "OOS_Max Drawdown %": -21.710540047910165, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 92, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e87306a4fe671c5175fa484ff554c8639350f1717b905f3cce5c28c4d88e36ec", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -455.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": 520.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "a833b9db16963b71a4d3a6d9c89cbb6fde63b02b9092fe5fc8ea97e28d9443cf", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.506610432987901, \"dd_pct\": -28.21440580843494, \"calmar\": 0.15983911771948822, \"cagr_pct\": 4.5097657313998445, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 36.23287671232877, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3397487481334768, \"sortino\": 0.4920533163454367}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 9.113104574287112, \"dd_pct\": -23.58575315793916, \"calmar\": 0.38665811124906374, \"cagr_pct\": 9.119622768435397, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.917808219178081, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4651093328897326, \"sortino\": 0.7057570651775317}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 13.465224796952047, \"dd_pct\": -19.45622181929845, \"calmar\": 0.6925827071276387, \"cagr_pct\": 13.47504277808555, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 38.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6512560466258412, \"sortino\": 1.015794620263467}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 12.087040856494657, \"dd_pct\": -26.2838286406061, \"calmar\": 0.6250369987126052, \"cagr_pct\": 16.42836536820085, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 55.38321167883211, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5697612302236856, \"sortino\": 0.8142623538104905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -10.772987110751309, \"dd_pct\": -19.66542313964137, \"calmar\": -0.5481678664748078, \"cagr_pct\": -10.779953045781525, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3499444644493707, \"sortino\": -0.5085364856216578}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.011628645062157, \"dd_pct\": -26.327473484144083, \"calmar\": -1.843374875961936, \"cagr_pct\": -48.53140316822525, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 27.1523178807947, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.56659300438238, \"sortino\": -3.1052090009911173}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.03525905984262, \"dd_pct\": -65.52263683581145, \"calmar\": -0.09177384172718507, \"cagr_pct\": -6.013264102517587, \"entries\": 90, \"exits\": 90, \"exposure_pct\": 27.16633466135458, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0040991106295431195, \"sortino\": -0.005752132454676149}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -39.016321853937484, \"dd_pct\": -65.52263683581145, \"calmar\": -0.22602530126818865, \"cagr_pct\": -14.809773730700398, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 17.28039041703638, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26877245594921945, \"sortino\": -0.3608183557064998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.6708359300085074, \"dd_pct\": -42.4702582627331, \"calmar\": -0.007674899505680128, \"cagr_pct\": -0.3259549641467576, \"entries\": 68, \"exits\": 68, \"exposure_pct\": 33.07692307692307, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16066082015344424, \"sortino\": 0.23254874512979556}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.479322728419213, \"dd_pct\": -1.282115441538545, \"calmar\": 31.48894626325848, \"cagr_pct\": 40.37246424190116, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 1.8731988472622478, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.9567954379844643, \"sortino\": 25.620975234337504}]", "Additional_Threshold_Budget": 0, "Total Trades": 90, "Total P&L %": -40.03525905984262, "Sharpe Ratio": -0.0040991106295431195, "Sortino Ratio": -0.005752132454676149, "Calmar Ratio": -0.09177384172718507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.52263683581145, "% In Market": 27.16633466135458, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.22602530126818865, "Sub1_Sortino": -0.3608183557064998, "Sub1_Trades": 22, "Sub2_Calmar": -0.007674899505680128, "Sub2_Sortino": 0.23254874512979556, "Sub2_Trades": 68, "WFO_Score": 0.0789027499857619, "WFO_Min_Fold": -0.5481678664748078, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[0.159839, 0.625037, -0.548168]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.479322728419213, "OOS_Sortino Ratio": 25.620975234337504, "OOS_Calmar Ratio": 31.48894626325848, "OOS_Max Drawdown %": -1.282115441538545, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 96, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732662da2e1633b0fca1e67eb5fd6eace72486b4f84337a85724e8168c8377ac", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -456.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": 520.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "bb6b7d941cad48a5ae278ea527afcf4823be4a9b3d3fd64b0ff31b0dc3d63579", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.506610432987901, \"dd_pct\": -28.21440580843494, \"calmar\": 0.15983911771948822, \"cagr_pct\": 4.5097657313998445, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 36.23287671232877, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3397487481334768, \"sortino\": 0.4920533163454367}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 8.151372296243675, \"dd_pct\": -23.58575315793916, \"calmar\": 0.3458518851399853, \"cagr_pct\": 8.15717719211962, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.712328767123289, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.43034239245431083, \"sortino\": 0.6509376776103551}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 13.465224796952047, \"dd_pct\": -19.45622181929845, \"calmar\": 0.6925827071276387, \"cagr_pct\": 13.47504277808555, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 38.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6512560466258412, \"sortino\": 1.015794620263467}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 9.400187523889404, \"dd_pct\": -27.772319911637766, \"calmar\": 0.4581150520160181, \"cagr_pct\": 12.72291778092543, \"entries\": 11, \"exits\": 12, \"exposure_pct\": 55.65693430656934, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.4939235392620986, \"sortino\": 0.7076536043824755}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -7.332320574847806, \"dd_pct\": -17.573715014620817, \"calmar\": -0.4175072708177231, \"cagr_pct\": -7.33715379388278, \"entries\": 18, \"exits\": 18, \"exposure_pct\": 30.41095890410959, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.19818944035464664, \"sortino\": -0.2901897964969493}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.011628645062157, \"dd_pct\": -26.327473484144083, \"calmar\": -1.843374875961936, \"cagr_pct\": -48.53140316822525, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 27.1523178807947, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.56659300438238, \"sortino\": -3.1052090009911173}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -39.75157758375416, \"dd_pct\": -65.52263683581145, \"calmar\": -0.0909526501289789, \"cagr_pct\": -5.9594574636557045, \"entries\": 88, \"exits\": 88, \"exposure_pct\": 27.050132802124832, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.002471308955984318, \"sortino\": -0.003469832381507181}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -39.016321853937484, \"dd_pct\": -65.52263683581145, \"calmar\": -0.22602530126818865, \"cagr_pct\": -14.809773730700398, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 17.28039041703638, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26877245594921945, \"sortino\": -0.3608183557064998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.2056598620627024, \"dd_pct\": -41.458310382225385, \"calmar\": -0.005662563752276552, \"cagr_pct\": -0.23476032560102006, \"entries\": 66, \"exits\": 66, \"exposure_pct\": 32.891246684350136, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.1633164713310757, \"sortino\": 0.23662529175520092}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.479322728419213, \"dd_pct\": -1.282115441538545, \"calmar\": 31.48894626325848, \"cagr_pct\": 40.37246424190116, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 1.8731988472622478, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.9567954379844643, \"sortino\": 25.620975234337504}]", "Additional_Threshold_Budget": 0, "Total Trades": 88, "Total P&L %": -39.75157758375416, "Sharpe Ratio": -0.002471308955984318, "Sortino Ratio": -0.003469832381507181, "Calmar Ratio": -0.0909526501289789, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.52263683581145, "% In Market": 27.050132802124832, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.22602530126818865, "Sub1_Sortino": -0.3608183557064998, "Sub1_Trades": 22, "Sub2_Calmar": -0.005662563752276552, "Sub2_Sortino": 0.23662529175520092, "Sub2_Trades": 66, "WFO_Score": 0.06681563297259441, "WFO_Min_Fold": -0.4175072708177231, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[0.159839, 0.458115, -0.417507]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.479322728419213, "OOS_Sortino Ratio": 25.620975234337504, "OOS_Calmar Ratio": 31.48894626325848, "OOS_Max Drawdown %": -1.282115441538545, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 94, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732662da2e1633b0fca1e67eb5fd6eace72486b4f84337a85724e8168c8377ac", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -455.05, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": 520.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "35e6c157cacab9b1f044b087ec6e09f821bff7a12d2d106f08e4a67310a94858", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.506610432987901, \"dd_pct\": -28.21440580843494, \"calmar\": 0.15983911771948822, \"cagr_pct\": 4.5097657313998445, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 36.23287671232877, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3397487481334768, \"sortino\": 0.4920533163454367}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 9.113104574287112, \"dd_pct\": -23.58575315793916, \"calmar\": 0.38665811124906374, \"cagr_pct\": 9.119622768435397, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.917808219178081, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4651093328897326, \"sortino\": 0.7057570651775317}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 13.465224796952047, \"dd_pct\": -19.45622181929845, \"calmar\": 0.6925827071276387, \"cagr_pct\": 13.47504277808555, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 38.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6512560466258412, \"sortino\": 1.015794620263467}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 12.087040856494657, \"dd_pct\": -26.2838286406061, \"calmar\": 0.6250369987126052, \"cagr_pct\": 16.42836536820085, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 55.38321167883211, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5697612302236856, \"sortino\": 0.8142623538104905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -10.772987110751309, \"dd_pct\": -19.66542313964137, \"calmar\": -0.5481678664748078, \"cagr_pct\": -10.779953045781525, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3499444644493707, \"sortino\": -0.5085364856216578}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.011628645062157, \"dd_pct\": -26.327473484144083, \"calmar\": -1.843374875961936, \"cagr_pct\": -48.53140316822525, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 27.1523178807947, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.56659300438238, \"sortino\": -3.1052090009911173}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.03525905984262, \"dd_pct\": -65.52263683581145, \"calmar\": -0.09177384172718507, \"cagr_pct\": -6.013264102517587, \"entries\": 90, \"exits\": 90, \"exposure_pct\": 27.16633466135458, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0040991106295431195, \"sortino\": -0.005752132454676149}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -39.016321853937484, \"dd_pct\": -65.52263683581145, \"calmar\": -0.22602530126818865, \"cagr_pct\": -14.809773730700398, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 17.28039041703638, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26877245594921945, \"sortino\": -0.3608183557064998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.6708359300085074, \"dd_pct\": -42.4702582627331, \"calmar\": -0.007674899505680128, \"cagr_pct\": -0.3259549641467576, \"entries\": 68, \"exits\": 68, \"exposure_pct\": 33.07692307692307, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16066082015344424, \"sortino\": 0.23254874512979556}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.479322728419213, \"dd_pct\": -1.282115441538545, \"calmar\": 31.48894626325848, \"cagr_pct\": 40.37246424190116, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 1.8731988472622478, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.9567954379844643, \"sortino\": 25.620975234337504}]", "Additional_Threshold_Budget": 0, "Total Trades": 90, "Total P&L %": -40.03525905984262, "Sharpe Ratio": -0.0040991106295431195, "Sortino Ratio": -0.005752132454676149, "Calmar Ratio": -0.09177384172718507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.52263683581145, "% In Market": 27.16633466135458, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.22602530126818865, "Sub1_Sortino": -0.3608183557064998, "Sub1_Trades": 22, "Sub2_Calmar": -0.007674899505680128, "Sub2_Sortino": 0.23254874512979556, "Sub2_Trades": 68, "WFO_Score": 0.0789027499857619, "WFO_Min_Fold": -0.5481678664748078, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[0.159839, 0.625037, -0.548168]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.479322728419213, "OOS_Sortino Ratio": 25.620975234337504, "OOS_Calmar Ratio": 31.48894626325848, "OOS_Max Drawdown %": -1.282115441538545, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 96, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732662da2e1633b0fca1e67eb5fd6eace72486b4f84337a85724e8168c8377ac", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -454.95, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": 520.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "5f1ad129feb345a89ab8c2cfa3d1cb378b9108de775b4013601a89a834cde9da", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.506610432987901, \"dd_pct\": -28.21440580843494, \"calmar\": 0.15983911771948822, \"cagr_pct\": 4.5097657313998445, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 36.23287671232877, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3397487481334768, \"sortino\": 0.4920533163454367}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 9.113104574287112, \"dd_pct\": -23.58575315793916, \"calmar\": 0.38665811124906374, \"cagr_pct\": 9.119622768435397, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.917808219178081, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4651093328897326, \"sortino\": 0.7057570651775317}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 13.465224796952047, \"dd_pct\": -19.45622181929845, \"calmar\": 0.6925827071276387, \"cagr_pct\": 13.47504277808555, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 38.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6512560466258412, \"sortino\": 1.015794620263467}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 12.087040856494657, \"dd_pct\": -26.2838286406061, \"calmar\": 0.6250369987126052, \"cagr_pct\": 16.42836536820085, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 55.38321167883211, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5697612302236856, \"sortino\": 0.8142623538104905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -10.772987110751309, \"dd_pct\": -19.66542313964137, \"calmar\": -0.5481678664748078, \"cagr_pct\": -10.779953045781525, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3499444644493707, \"sortino\": -0.5085364856216578}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.011628645062157, \"dd_pct\": -26.327473484144083, \"calmar\": -1.843374875961936, \"cagr_pct\": -48.53140316822525, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 27.1523178807947, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.56659300438238, \"sortino\": -3.1052090009911173}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.03525905984262, \"dd_pct\": -65.52263683581145, \"calmar\": -0.09177384172718507, \"cagr_pct\": -6.013264102517587, \"entries\": 90, \"exits\": 90, \"exposure_pct\": 27.16633466135458, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0040991106295431195, \"sortino\": -0.005752132454676149}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -39.016321853937484, \"dd_pct\": -65.52263683581145, \"calmar\": -0.22602530126818865, \"cagr_pct\": -14.809773730700398, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 17.28039041703638, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26877245594921945, \"sortino\": -0.3608183557064998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.6708359300085074, \"dd_pct\": -42.4702582627331, \"calmar\": -0.007674899505680128, \"cagr_pct\": -0.3259549641467576, \"entries\": 68, \"exits\": 68, \"exposure_pct\": 33.07692307692307, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16066082015344424, \"sortino\": 0.23254874512979556}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.479322728419213, \"dd_pct\": -1.282115441538545, \"calmar\": 31.48894626325848, \"cagr_pct\": 40.37246424190116, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 1.8731988472622478, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.9567954379844643, \"sortino\": 25.620975234337504}]", "Additional_Threshold_Budget": 0, "Total Trades": 90, "Total P&L %": -40.03525905984262, "Sharpe Ratio": -0.0040991106295431195, "Sortino Ratio": -0.005752132454676149, "Calmar Ratio": -0.09177384172718507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.52263683581145, "% In Market": 27.16633466135458, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.22602530126818865, "Sub1_Sortino": -0.3608183557064998, "Sub1_Trades": 22, "Sub2_Calmar": -0.007674899505680128, "Sub2_Sortino": 0.23254874512979556, "Sub2_Trades": 68, "WFO_Score": 0.0789027499857619, "WFO_Min_Fold": -0.5481678664748078, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[0.159839, 0.625037, -0.548168]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.479322728419213, "OOS_Sortino Ratio": 25.620975234337504, "OOS_Calmar Ratio": 31.48894626325848, "OOS_Max Drawdown %": -1.282115441538545, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 96, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732662da2e1633b0fca1e67eb5fd6eace72486b4f84337a85724e8168c8377ac", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -454.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": 520.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "42cca05cb2c8f2a537c416f9e9ae8cd54a66ac9f31971b33e21a2fa0cc81b220", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.506610432987901, \"dd_pct\": -28.21440580843494, \"calmar\": 0.15983911771948822, \"cagr_pct\": 4.5097657313998445, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 36.23287671232877, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3397487481334768, \"sortino\": 0.4920533163454367}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 9.113104574287112, \"dd_pct\": -23.58575315793916, \"calmar\": 0.38665811124906374, \"cagr_pct\": 9.119622768435397, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.917808219178081, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4651093328897326, \"sortino\": 0.7057570651775317}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 14.183232727573092, \"dd_pct\": -18.946540799414045, \"calmar\": 0.7491397173713434, \"cagr_pct\": 14.193606219637667, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 38.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6772021977953391, \"sortino\": 1.0565042380081513}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 12.087040856494657, \"dd_pct\": -26.2838286406061, \"calmar\": 0.6250369987126052, \"cagr_pct\": 16.42836536820085, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 55.38321167883211, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5697612302236856, \"sortino\": 0.8142623538104905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -9.814252896370823, \"dd_pct\": -19.66542313964137, \"calmar\": -0.4993858243663785, \"cagr_pct\": -9.82063354610346, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 31.027397260273972, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3085967791201486, \"sortino\": -0.449555881028439}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -25.981288038679395, \"dd_pct\": -28.237104935852276, \"calmar\": -1.8308988201788354, \"cagr_pct\": -51.6992821123179, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 27.81456953642384, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.8060943823672098, \"sortino\": -3.3836973566351105}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.409315072136486, \"dd_pct\": -65.52263683581145, \"calmar\": -0.09286188071024633, \"cagr_pct\": -6.084555285667916, \"entries\": 91, \"exits\": 91, \"exposure_pct\": 27.066733067729082, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0063256802398467165, \"sortino\": -0.008876456890964661}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -38.83252780415839, \"dd_pct\": -65.52263683581145, \"calmar\": -0.22475665449134377, \"cagr_pct\": -14.72664864866827, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 16.992014196983142, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2661163462268139, \"sortino\": -0.3572456632748207}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.577819895727562, \"dd_pct\": -43.35933225720431, \"calmar\": -0.011641506629259358, \"cagr_pct\": -0.5047679539125031, \"entries\": 70, \"exits\": 70, \"exposure_pct\": 33.09018567639257, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15538252879688128, \"sortino\": 0.22490495455759676}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.479322728419213, \"dd_pct\": -1.282115441538545, \"calmar\": 31.48894626325848, \"cagr_pct\": 40.37246424190116, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 1.8731988472622478, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.9567954379844643, \"sortino\": 25.620975234337504}]", "Additional_Threshold_Budget": 0, "Total Trades": 91, "Total P&L %": -40.409315072136486, "Sharpe Ratio": -0.0063256802398467165, "Sortino Ratio": -0.008876456890964661, "Calmar Ratio": -0.09286188071024633, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.52263683581145, "% In Market": 27.066733067729082, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.22475665449134377, "Sub1_Sortino": -0.3572456632748207, "Sub1_Trades": 21, "Sub2_Calmar": -0.011641506629259358, "Sub2_Sortino": 0.22490495455759676, "Sub2_Trades": 70, "WFO_Score": 0.09516343068857164, "WFO_Min_Fold": -0.4993858243663785, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[0.159839, 0.625037, -0.499386]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.479322728419213, "OOS_Sortino Ratio": 25.620975234337504, "OOS_Calmar Ratio": 31.48894626325848, "OOS_Max Drawdown %": -1.282115441538545, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 95, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732662da2e1633b0fca1e67eb5fd6eace72486b4f84337a85724e8168c8377ac", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -455.0, "i_long_exit_activation_threshold": -651.0, "i_long_exit_activation_confirmation_threshold": 520.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "2e5ff74851332bc7270084cef94579098238b51f89182504b8e8fb2d0e9d3842", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.036499615894873, \"dd_pct\": -28.21440580843494, \"calmar\": 0.14316514302621394, \"cagr_pct\": 4.03931944296423, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 36.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.33088733010880134, \"sortino\": 0.4791724728396978}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 9.113104574287112, \"dd_pct\": -23.58575315793916, \"calmar\": 0.38665811124906374, \"cagr_pct\": 9.119622768435397, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.917808219178081, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4651093328897326, \"sortino\": 0.7057570651775317}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 13.465224796952047, \"dd_pct\": -19.45622181929845, \"calmar\": 0.6925827071276387, \"cagr_pct\": 13.47504277808555, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 38.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6512560466258412, \"sortino\": 1.015794620263467}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 12.087040856494657, \"dd_pct\": -26.2838286406061, \"calmar\": 0.6250369987126052, \"cagr_pct\": 16.42836536820085, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 55.38321167883211, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5697612302236856, \"sortino\": 0.8142623538104905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -10.58755610444776, \"dd_pct\": -19.498472336898786, \"calmar\": -0.5433456120767839, \"cagr_pct\": -10.59440938645451, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 31.438356164383563, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.34130054023364254, \"sortino\": -0.4959941764479276}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.011628645062157, \"dd_pct\": -26.327473484144083, \"calmar\": -1.843374875961936, \"cagr_pct\": -48.53140316822525, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 27.1523178807947, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.56659300438238, \"sortino\": -3.1052090009911173}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -10.567085278514876, \"dd_pct\": -65.46935911655132, \"calmar\": -0.02054662499960761, \"cagr_pct\": -1.3451743707324217, \"entries\": 89, \"exits\": 89, \"exposure_pct\": 28.054448871181936, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14576388203174012, \"sortino\": 0.20570526761509747}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -8.825905870669704, \"dd_pct\": -65.46935911655132, \"calmar\": -0.04506204387565082, \"cagr_pct\": -2.9501831330207753, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 19.60958296362023, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.12724746084009023, \"sortino\": 0.17434585765490113}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.909730416817157, \"dd_pct\": -42.35070032218017, \"calmar\": -0.00880561294826952, \"cagr_pct\": -0.3729238751252718, \"entries\": 68, \"exits\": 68, \"exposure_pct\": 33.10344827586207, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15930201059507648, \"sortino\": 0.23057297594674447}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.479322728419213, \"dd_pct\": -1.282115441538545, \"calmar\": 31.48894626325848, \"cagr_pct\": 40.37246424190116, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 1.8731988472622478, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.9567954379844643, \"sortino\": 25.620975234337504}]", "Additional_Threshold_Budget": 0, "Total Trades": 89, "Total P&L %": -10.567085278514876, "Sharpe Ratio": 0.14576388203174012, "Sortino Ratio": 0.20570526761509747, "Calmar Ratio": -0.02054662499960761, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.46935911655132, "% In Market": 28.054448871181936, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.04506204387565082, "Sub1_Sortino": 0.17434585765490113, "Sub1_Trades": 21, "Sub2_Calmar": -0.00880561294826952, "Sub2_Sortino": 0.23057297594674447, "Sub2_Trades": 68, "WFO_Score": 0.07495217655401176, "WFO_Min_Fold": -0.5433456120767839, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[0.143165, 0.625037, -0.543346]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.479322728419213, "OOS_Sortino Ratio": 25.620975234337504, "OOS_Calmar Ratio": 31.48894626325848, "OOS_Max Drawdown %": -1.282115441538545, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 102, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732662da2e1633b0fca1e67eb5fd6eace72486b4f84337a85724e8168c8377ac", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -455.0, "i_long_exit_activation_threshold": -650.05, "i_long_exit_activation_confirmation_threshold": 520.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "d016ce3e21452b379ef8466dbd435247b7d222fa66616a2999d0d57d24bc7864", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.506610432987901, \"dd_pct\": -28.21440580843494, \"calmar\": 0.15983911771948822, \"cagr_pct\": 4.5097657313998445, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 36.23287671232877, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3397487481334768, \"sortino\": 0.4920533163454367}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 9.113104574287112, \"dd_pct\": -23.58575315793916, \"calmar\": 0.38665811124906374, \"cagr_pct\": 9.119622768435397, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.917808219178081, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4651093328897326, \"sortino\": 0.7057570651775317}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 13.465224796952047, \"dd_pct\": -19.45622181929845, \"calmar\": 0.6925827071276387, \"cagr_pct\": 13.47504277808555, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 38.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6512560466258412, \"sortino\": 1.015794620263467}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 12.087040856494657, \"dd_pct\": -26.2838286406061, \"calmar\": 0.6250369987126052, \"cagr_pct\": 16.42836536820085, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 55.38321167883211, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5697612302236856, \"sortino\": 0.8142623538104905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -10.772987110751309, \"dd_pct\": -19.66542313964137, \"calmar\": -0.5481678664748078, \"cagr_pct\": -10.779953045781525, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3499444644493707, \"sortino\": -0.5085364856216578}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.011628645062157, \"dd_pct\": -26.327473484144083, \"calmar\": -1.843374875961936, \"cagr_pct\": -48.53140316822525, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 27.1523178807947, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.56659300438238, \"sortino\": -3.1052090009911173}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.03525905984262, \"dd_pct\": -65.52263683581145, \"calmar\": -0.09177384172718507, \"cagr_pct\": -6.013264102517587, \"entries\": 90, \"exits\": 90, \"exposure_pct\": 27.16633466135458, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0040991106295431195, \"sortino\": -0.005752132454676149}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -39.016321853937484, \"dd_pct\": -65.52263683581145, \"calmar\": -0.22602530126818865, \"cagr_pct\": -14.809773730700398, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 17.28039041703638, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26877245594921945, \"sortino\": -0.3608183557064998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.6708359300085074, \"dd_pct\": -42.4702582627331, \"calmar\": -0.007674899505680128, \"cagr_pct\": -0.3259549641467576, \"entries\": 68, \"exits\": 68, \"exposure_pct\": 33.07692307692307, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16066082015344424, \"sortino\": 0.23254874512979556}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.479322728419213, \"dd_pct\": -1.282115441538545, \"calmar\": 31.48894626325848, \"cagr_pct\": 40.37246424190116, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 1.8731988472622478, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.9567954379844643, \"sortino\": 25.620975234337504}]", "Additional_Threshold_Budget": 0, "Total Trades": 90, "Total P&L %": -40.03525905984262, "Sharpe Ratio": -0.0040991106295431195, "Sortino Ratio": -0.005752132454676149, "Calmar Ratio": -0.09177384172718507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.52263683581145, "% In Market": 27.16633466135458, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.22602530126818865, "Sub1_Sortino": -0.3608183557064998, "Sub1_Trades": 22, "Sub2_Calmar": -0.007674899505680128, "Sub2_Sortino": 0.23254874512979556, "Sub2_Trades": 68, "WFO_Score": 0.0789027499857619, "WFO_Min_Fold": -0.5481678664748078, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[0.159839, 0.625037, -0.548168]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.479322728419213, "OOS_Sortino Ratio": 25.620975234337504, "OOS_Calmar Ratio": 31.48894626325848, "OOS_Max Drawdown %": -1.282115441538545, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 96, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732662da2e1633b0fca1e67eb5fd6eace72486b4f84337a85724e8168c8377ac", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -455.0, "i_long_exit_activation_threshold": -649.95, "i_long_exit_activation_confirmation_threshold": 520.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "53d59580dd8d1533fd3ce20b9b6b2487b70ea4a806a86281df2b251cdc79a51e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.506610432987901, \"dd_pct\": -28.21440580843494, \"calmar\": 0.15983911771948822, \"cagr_pct\": 4.5097657313998445, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 36.23287671232877, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3397487481334768, \"sortino\": 0.4920533163454367}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 9.113104574287112, \"dd_pct\": -23.58575315793916, \"calmar\": 0.38665811124906374, \"cagr_pct\": 9.119622768435397, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.917808219178081, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4651093328897326, \"sortino\": 0.7057570651775317}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 13.465224796952047, \"dd_pct\": -19.45622181929845, \"calmar\": 0.6925827071276387, \"cagr_pct\": 13.47504277808555, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 38.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6512560466258412, \"sortino\": 1.015794620263467}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 12.087040856494657, \"dd_pct\": -26.2838286406061, \"calmar\": 0.6250369987126052, \"cagr_pct\": 16.42836536820085, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 55.38321167883211, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5697612302236856, \"sortino\": 0.8142623538104905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -10.772987110751309, \"dd_pct\": -19.66542313964137, \"calmar\": -0.5481678664748078, \"cagr_pct\": -10.779953045781525, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3499444644493707, \"sortino\": -0.5085364856216578}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.011628645062157, \"dd_pct\": -26.327473484144083, \"calmar\": -1.843374875961936, \"cagr_pct\": -48.53140316822525, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 27.1523178807947, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.56659300438238, \"sortino\": -3.1052090009911173}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.03525905984262, \"dd_pct\": -65.52263683581145, \"calmar\": -0.09177384172718507, \"cagr_pct\": -6.013264102517587, \"entries\": 90, \"exits\": 90, \"exposure_pct\": 27.16633466135458, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0040991106295431195, \"sortino\": -0.005752132454676149}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -39.016321853937484, \"dd_pct\": -65.52263683581145, \"calmar\": -0.22602530126818865, \"cagr_pct\": -14.809773730700398, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 17.28039041703638, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26877245594921945, \"sortino\": -0.3608183557064998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.6708359300085074, \"dd_pct\": -42.4702582627331, \"calmar\": -0.007674899505680128, \"cagr_pct\": -0.3259549641467576, \"entries\": 68, \"exits\": 68, \"exposure_pct\": 33.07692307692307, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16066082015344424, \"sortino\": 0.23254874512979556}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.479322728419213, \"dd_pct\": -1.282115441538545, \"calmar\": 31.48894626325848, \"cagr_pct\": 40.37246424190116, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 1.8731988472622478, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.9567954379844643, \"sortino\": 25.620975234337504}]", "Additional_Threshold_Budget": 0, "Total Trades": 90, "Total P&L %": -40.03525905984262, "Sharpe Ratio": -0.0040991106295431195, "Sortino Ratio": -0.005752132454676149, "Calmar Ratio": -0.09177384172718507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.52263683581145, "% In Market": 27.16633466135458, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.22602530126818865, "Sub1_Sortino": -0.3608183557064998, "Sub1_Trades": 22, "Sub2_Calmar": -0.007674899505680128, "Sub2_Sortino": 0.23254874512979556, "Sub2_Trades": 68, "WFO_Score": 0.0789027499857619, "WFO_Min_Fold": -0.5481678664748078, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[0.159839, 0.625037, -0.548168]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.479322728419213, "OOS_Sortino Ratio": 25.620975234337504, "OOS_Calmar Ratio": 31.48894626325848, "OOS_Max Drawdown %": -1.282115441538545, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 96, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732662da2e1633b0fca1e67eb5fd6eace72486b4f84337a85724e8168c8377ac", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -455.0, "i_long_exit_activation_threshold": -649.0, "i_long_exit_activation_confirmation_threshold": 520.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "3b63163bf6451dff5add46592c7fb91f410d95c82961f94a4722290125ac0ed7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.506610432987901, \"dd_pct\": -28.21440580843494, \"calmar\": 0.15983911771948822, \"cagr_pct\": 4.5097657313998445, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 36.23287671232877, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3397487481334768, \"sortino\": 0.4920533163454367}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 9.113104574287112, \"dd_pct\": -23.58575315793916, \"calmar\": 0.38665811124906374, \"cagr_pct\": 9.119622768435397, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.917808219178081, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4651093328897326, \"sortino\": 0.7057570651775317}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 13.465224796952047, \"dd_pct\": -19.45622181929845, \"calmar\": 0.6925827071276387, \"cagr_pct\": 13.47504277808555, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 38.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6512560466258412, \"sortino\": 1.015794620263467}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 12.087040856494657, \"dd_pct\": -26.2838286406061, \"calmar\": 0.6250369987126052, \"cagr_pct\": 16.42836536820085, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 55.38321167883211, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5697612302236856, \"sortino\": 0.8142623538104905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -11.328059039660888, \"dd_pct\": -19.66542313964137, \"calmar\": -0.5764107149228821, \"cagr_pct\": -11.33536061118167, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 30.958904109589042, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.37595250293534666, \"sortino\": -0.5460172347038011}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.011628645062157, \"dd_pct\": -26.327473484144083, \"calmar\": -1.843374875961936, \"cagr_pct\": -48.53140316822525, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 27.1523178807947, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.56659300438238, \"sortino\": -3.1052090009911173}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.40829345091347, \"dd_pct\": -65.52263683581145, \"calmar\": -0.09285890089616722, \"cagr_pct\": -6.084360040392172, \"entries\": 90, \"exits\": 90, \"exposure_pct\": 27.116533864541832, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.00629165115202541, \"sortino\": -0.00882855290422773}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -39.016321853937484, \"dd_pct\": -65.52263683581145, \"calmar\": -0.22602530126818865, \"cagr_pct\": -14.809773730700398, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 17.28039041703638, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26877245594921945, \"sortino\": -0.3608183557064998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -2.282531390845255, \"dd_pct\": -42.82814477805776, \"calmar\": -0.01042316114655405, \"cagr_pct\": -0.44640465462964346, \"entries\": 68, \"exits\": 68, \"exposure_pct\": 32.9973474801061, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.15710916532013472, \"sortino\": 0.22739538345845453}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.479322728419213, \"dd_pct\": -1.282115441538545, \"calmar\": 31.48894626325848, \"cagr_pct\": 40.37246424190116, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 1.8731988472622478, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.9567954379844643, \"sortino\": 25.620975234337504}]", "Additional_Threshold_Budget": 0, "Total Trades": 90, "Total P&L %": -40.40829345091347, "Sharpe Ratio": -0.00629165115202541, "Sortino Ratio": -0.00882855290422773, "Calmar Ratio": -0.09285890089616722, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.52263683581145, "% In Market": 27.116533864541832, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.22602530126818865, "Sub1_Sortino": -0.3608183557064998, "Sub1_Trades": 22, "Sub2_Calmar": -0.01042316114655405, "Sub2_Sortino": 0.22739538345845453, "Sub2_Trades": 68, "WFO_Score": 0.06948846716973711, "WFO_Min_Fold": -0.5764107149228821, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[0.159839, 0.625037, -0.576411]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.479322728419213, "OOS_Sortino Ratio": 25.620975234337504, "OOS_Calmar Ratio": 31.48894626325848, "OOS_Max Drawdown %": -1.282115441538545, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 96, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732662da2e1633b0fca1e67eb5fd6eace72486b4f84337a85724e8168c8377ac", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -455.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": 519.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "2116ad62691e204f57a83c38c6787fe255b81c9b638cd4865790d4cb47cfb84a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.506610432987901, \"dd_pct\": -28.21440580843494, \"calmar\": 0.15983911771948822, \"cagr_pct\": 4.5097657313998445, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 36.23287671232877, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3397487481334768, \"sortino\": 0.4920533163454367}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 9.113104574287112, \"dd_pct\": -23.58575315793916, \"calmar\": 0.38665811124906374, \"cagr_pct\": 9.119622768435397, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.917808219178081, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4651093328897326, \"sortino\": 0.7057570651775317}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 13.465224796952047, \"dd_pct\": -19.45622181929845, \"calmar\": 0.6925827071276387, \"cagr_pct\": 13.47504277808555, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 38.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6512560466258412, \"sortino\": 1.015794620263467}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 12.087040856494657, \"dd_pct\": -26.2838286406061, \"calmar\": 0.6250369987126052, \"cagr_pct\": 16.42836536820085, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 55.38321167883211, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5697612302236856, \"sortino\": 0.8142623538104905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -10.772987110751309, \"dd_pct\": -19.66542313964137, \"calmar\": -0.5481678664748078, \"cagr_pct\": -10.779953045781525, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3499444644493707, \"sortino\": -0.5085364856216578}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.011628645062157, \"dd_pct\": -26.327473484144083, \"calmar\": -1.843374875961936, \"cagr_pct\": -48.53140316822525, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 27.1523178807947, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.56659300438238, \"sortino\": -3.1052090009911173}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.03525905984262, \"dd_pct\": -65.52263683581145, \"calmar\": -0.09177384172718507, \"cagr_pct\": -6.013264102517587, \"entries\": 90, \"exits\": 90, \"exposure_pct\": 27.16633466135458, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0040991106295431195, \"sortino\": -0.005752132454676149}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -39.016321853937484, \"dd_pct\": -65.52263683581145, \"calmar\": -0.22602530126818865, \"cagr_pct\": -14.809773730700398, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 17.28039041703638, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26877245594921945, \"sortino\": -0.3608183557064998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.6708359300085074, \"dd_pct\": -42.4702582627331, \"calmar\": -0.007674899505680128, \"cagr_pct\": -0.3259549641467576, \"entries\": 68, \"exits\": 68, \"exposure_pct\": 33.07692307692307, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16066082015344424, \"sortino\": 0.23254874512979556}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.479322728419213, \"dd_pct\": -1.282115441538545, \"calmar\": 31.48894626325848, \"cagr_pct\": 40.37246424190116, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 1.8731988472622478, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.9567954379844643, \"sortino\": 25.620975234337504}]", "Additional_Threshold_Budget": 0, "Total Trades": 90, "Total P&L %": -40.03525905984262, "Sharpe Ratio": -0.0040991106295431195, "Sortino Ratio": -0.005752132454676149, "Calmar Ratio": -0.09177384172718507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.52263683581145, "% In Market": 27.16633466135458, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.22602530126818865, "Sub1_Sortino": -0.3608183557064998, "Sub1_Trades": 22, "Sub2_Calmar": -0.007674899505680128, "Sub2_Sortino": 0.23254874512979556, "Sub2_Trades": 68, "WFO_Score": 0.0789027499857619, "WFO_Min_Fold": -0.5481678664748078, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[0.159839, 0.625037, -0.548168]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.479322728419213, "OOS_Sortino Ratio": 25.620975234337504, "OOS_Calmar Ratio": 31.48894626325848, "OOS_Max Drawdown %": -1.282115441538545, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 96, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732662da2e1633b0fca1e67eb5fd6eace72486b4f84337a85724e8168c8377ac", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -455.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": 519.95, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "c1ea526b47e8ebf3c7a2441dad41a695a7a494cccc8fb131bce86b72c245aff0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.506610432987901, \"dd_pct\": -28.21440580843494, \"calmar\": 0.15983911771948822, \"cagr_pct\": 4.5097657313998445, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 36.23287671232877, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3397487481334768, \"sortino\": 0.4920533163454367}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 9.113104574287112, \"dd_pct\": -23.58575315793916, \"calmar\": 0.38665811124906374, \"cagr_pct\": 9.119622768435397, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.917808219178081, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4651093328897326, \"sortino\": 0.7057570651775317}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 13.465224796952047, \"dd_pct\": -19.45622181929845, \"calmar\": 0.6925827071276387, \"cagr_pct\": 13.47504277808555, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 38.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6512560466258412, \"sortino\": 1.015794620263467}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 12.087040856494657, \"dd_pct\": -26.2838286406061, \"calmar\": 0.6250369987126052, \"cagr_pct\": 16.42836536820085, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 55.38321167883211, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5697612302236856, \"sortino\": 0.8142623538104905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -10.772987110751309, \"dd_pct\": -19.66542313964137, \"calmar\": -0.5481678664748078, \"cagr_pct\": -10.779953045781525, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3499444644493707, \"sortino\": -0.5085364856216578}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.011628645062157, \"dd_pct\": -26.327473484144083, \"calmar\": -1.843374875961936, \"cagr_pct\": -48.53140316822525, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 27.1523178807947, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.56659300438238, \"sortino\": -3.1052090009911173}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.03525905984262, \"dd_pct\": -65.52263683581145, \"calmar\": -0.09177384172718507, \"cagr_pct\": -6.013264102517587, \"entries\": 90, \"exits\": 90, \"exposure_pct\": 27.16633466135458, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0040991106295431195, \"sortino\": -0.005752132454676149}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -39.016321853937484, \"dd_pct\": -65.52263683581145, \"calmar\": -0.22602530126818865, \"cagr_pct\": -14.809773730700398, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 17.28039041703638, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26877245594921945, \"sortino\": -0.3608183557064998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.6708359300085074, \"dd_pct\": -42.4702582627331, \"calmar\": -0.007674899505680128, \"cagr_pct\": -0.3259549641467576, \"entries\": 68, \"exits\": 68, \"exposure_pct\": 33.07692307692307, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16066082015344424, \"sortino\": 0.23254874512979556}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.479322728419213, \"dd_pct\": -1.282115441538545, \"calmar\": 31.48894626325848, \"cagr_pct\": 40.37246424190116, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 1.8731988472622478, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.9567954379844643, \"sortino\": 25.620975234337504}]", "Additional_Threshold_Budget": 0, "Total Trades": 90, "Total P&L %": -40.03525905984262, "Sharpe Ratio": -0.0040991106295431195, "Sortino Ratio": -0.005752132454676149, "Calmar Ratio": -0.09177384172718507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.52263683581145, "% In Market": 27.16633466135458, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.22602530126818865, "Sub1_Sortino": -0.3608183557064998, "Sub1_Trades": 22, "Sub2_Calmar": -0.007674899505680128, "Sub2_Sortino": 0.23254874512979556, "Sub2_Trades": 68, "WFO_Score": 0.0789027499857619, "WFO_Min_Fold": -0.5481678664748078, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[0.159839, 0.625037, -0.548168]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.479322728419213, "OOS_Sortino Ratio": 25.620975234337504, "OOS_Calmar Ratio": 31.48894626325848, "OOS_Max Drawdown %": -1.282115441538545, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 96, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732662da2e1633b0fca1e67eb5fd6eace72486b4f84337a85724e8168c8377ac", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -455.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": 520.05, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "3d17a04b542935b4f48c52b3a0396c9d636021ba831e7f96761282f346c626f3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.506610432987901, \"dd_pct\": -28.21440580843494, \"calmar\": 0.15983911771948822, \"cagr_pct\": 4.5097657313998445, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 36.23287671232877, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3397487481334768, \"sortino\": 0.4920533163454367}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 9.113104574287112, \"dd_pct\": -23.58575315793916, \"calmar\": 0.38665811124906374, \"cagr_pct\": 9.119622768435397, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.917808219178081, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4651093328897326, \"sortino\": 0.7057570651775317}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 13.465224796952047, \"dd_pct\": -19.45622181929845, \"calmar\": 0.6925827071276387, \"cagr_pct\": 13.47504277808555, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 38.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6512560466258412, \"sortino\": 1.015794620263467}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 12.087040856494657, \"dd_pct\": -26.2838286406061, \"calmar\": 0.6250369987126052, \"cagr_pct\": 16.42836536820085, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 55.38321167883211, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5697612302236856, \"sortino\": 0.8142623538104905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -10.772987110751309, \"dd_pct\": -19.66542313964137, \"calmar\": -0.5481678664748078, \"cagr_pct\": -10.779953045781525, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3499444644493707, \"sortino\": -0.5085364856216578}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.011628645062157, \"dd_pct\": -26.327473484144083, \"calmar\": -1.843374875961936, \"cagr_pct\": -48.53140316822525, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 27.1523178807947, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.56659300438238, \"sortino\": -3.1052090009911173}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.03525905984262, \"dd_pct\": -65.52263683581145, \"calmar\": -0.09177384172718507, \"cagr_pct\": -6.013264102517587, \"entries\": 90, \"exits\": 90, \"exposure_pct\": 27.16633466135458, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0040991106295431195, \"sortino\": -0.005752132454676149}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -39.016321853937484, \"dd_pct\": -65.52263683581145, \"calmar\": -0.22602530126818865, \"cagr_pct\": -14.809773730700398, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 17.28039041703638, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26877245594921945, \"sortino\": -0.3608183557064998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.6708359300085074, \"dd_pct\": -42.4702582627331, \"calmar\": -0.007674899505680128, \"cagr_pct\": -0.3259549641467576, \"entries\": 68, \"exits\": 68, \"exposure_pct\": 33.07692307692307, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16066082015344424, \"sortino\": 0.23254874512979556}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.479322728419213, \"dd_pct\": -1.282115441538545, \"calmar\": 31.48894626325848, \"cagr_pct\": 40.37246424190116, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 1.8731988472622478, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.9567954379844643, \"sortino\": 25.620975234337504}]", "Additional_Threshold_Budget": 0, "Total Trades": 90, "Total P&L %": -40.03525905984262, "Sharpe Ratio": -0.0040991106295431195, "Sortino Ratio": -0.005752132454676149, "Calmar Ratio": -0.09177384172718507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.52263683581145, "% In Market": 27.16633466135458, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.22602530126818865, "Sub1_Sortino": -0.3608183557064998, "Sub1_Trades": 22, "Sub2_Calmar": -0.007674899505680128, "Sub2_Sortino": 0.23254874512979556, "Sub2_Trades": 68, "WFO_Score": 0.0789027499857619, "WFO_Min_Fold": -0.5481678664748078, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[0.159839, 0.625037, -0.548168]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.479322728419213, "OOS_Sortino Ratio": 25.620975234337504, "OOS_Calmar Ratio": 31.48894626325848, "OOS_Max Drawdown %": -1.282115441538545, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 96, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732662da2e1633b0fca1e67eb5fd6eace72486b4f84337a85724e8168c8377ac", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -455.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": 521.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "c1c4a1fa11c2debc9fe09a710a761c83322395e2c4df87bd304ee113561b62f4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 4.506610432987901, \"dd_pct\": -28.21440580843494, \"calmar\": 0.15983911771948822, \"cagr_pct\": 4.5097657313998445, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 36.23287671232877, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3397487481334768, \"sortino\": 0.4920533163454367}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 9.113104574287112, \"dd_pct\": -23.58575315793916, \"calmar\": 0.38665811124906374, \"cagr_pct\": 9.119622768435397, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 11.917808219178081, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.4651093328897326, \"sortino\": 0.7057570651775317}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 13.465224796952047, \"dd_pct\": -19.45622181929845, \"calmar\": 0.6925827071276387, \"cagr_pct\": 13.47504277808555, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 38.49315068493151, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6512560466258412, \"sortino\": 1.015794620263467}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 12.087040856494657, \"dd_pct\": -26.2838286406061, \"calmar\": 0.6250369987126052, \"cagr_pct\": 16.42836536820085, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 55.38321167883211, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.5697612302236856, \"sortino\": 0.8142623538104905}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -10.772987110751309, \"dd_pct\": -19.66542313964137, \"calmar\": -0.5481678664748078, \"cagr_pct\": -10.779953045781525, \"entries\": 19, \"exits\": 19, \"exposure_pct\": 31.36986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3499444644493707, \"sortino\": -0.5085364856216578}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.011628645062157, \"dd_pct\": -26.327473484144083, \"calmar\": -1.843374875961936, \"cagr_pct\": -48.53140316822525, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 27.1523178807947, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.56659300438238, \"sortino\": -3.1052090009911173}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -40.03525905984262, \"dd_pct\": -65.52263683581145, \"calmar\": -0.09177384172718507, \"cagr_pct\": -6.013264102517587, \"entries\": 90, \"exits\": 90, \"exposure_pct\": 27.16633466135458, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.0040991106295431195, \"sortino\": -0.005752132454676149}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -39.016321853937484, \"dd_pct\": -65.52263683581145, \"calmar\": -0.22602530126818865, \"cagr_pct\": -14.809773730700398, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 17.28039041703638, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.26877245594921945, \"sortino\": -0.3608183557064998}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.6708359300085074, \"dd_pct\": -42.4702582627331, \"calmar\": -0.007674899505680128, \"cagr_pct\": -0.3259549641467576, \"entries\": 68, \"exits\": 68, \"exposure_pct\": 33.07692307692307, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.16066082015344424, \"sortino\": 0.23254874512979556}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.479322728419213, \"dd_pct\": -1.282115441538545, \"calmar\": 31.48894626325848, \"cagr_pct\": 40.37246424190116, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 1.8731988472622478, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.9567954379844643, \"sortino\": 25.620975234337504}]", "Additional_Threshold_Budget": 0, "Total Trades": 90, "Total P&L %": -40.03525905984262, "Sharpe Ratio": -0.0040991106295431195, "Sortino Ratio": -0.005752132454676149, "Calmar Ratio": -0.09177384172718507, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.52263683581145, "% In Market": 27.16633466135458, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.22602530126818865, "Sub1_Sortino": -0.3608183557064998, "Sub1_Trades": 22, "Sub2_Calmar": -0.007674899505680128, "Sub2_Sortino": 0.23254874512979556, "Sub2_Trades": 68, "WFO_Score": 0.0789027499857619, "WFO_Min_Fold": -0.5481678664748078, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[0.159839, 0.625037, -0.548168]", "OOS_Total Trades": 2, "OOS_Total P&L %": 17.479322728419213, "OOS_Sortino Ratio": 25.620975234337504, "OOS_Calmar Ratio": 31.48894626325848, "OOS_Max Drawdown %": -1.282115441538545, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 96, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732662da2e1633b0fca1e67eb5fd6eace72486b4f84337a85724e8168c8377ac", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -30.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "68e9647158cbffe386bbe82683e5b50ab0bf2d4c2dcf395411e14bf524545fc6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.85145245528467, \"dd_pct\": -29.252452952813833, \"calmar\": 2.013568372951292, \"cagr_pct\": 58.90181409703157, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 31.575342465753426, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2117616017848762, \"sortino\": 1.7844740879113754}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.199251904524996, \"dd_pct\": -10.443742701871816, \"calmar\": -0.7856025479867169, \"cagr_pct\": -8.204630877108178, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7453281698392196, \"sortino\": -0.8478135967540726}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 30.372710762856947, \"dd_pct\": -30.201079568901523, \"calmar\": 1.006467224793917, \"cagr_pct\": 30.396396739492587, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 65.75342465753424, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.01798703649816, \"sortino\": 1.5984837846689242}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 46.07372970736847, \"dd_pct\": -20.405118296584668, \"calmar\": 3.2208449637544647, \"cagr_pct\": 65.72172250036881, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 41.605839416058394, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6748963883969252, \"sortino\": 2.5003475836083364}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 22.03156143274938, \"dd_pct\": -26.244430308628463, \"calmar\": 0.8401098645242178, \"cagr_pct\": 22.048204791097135, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 57.87671232876712, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.770390113954682, \"sortino\": 1.1386098650828795}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.54754618950309, \"dd_pct\": -22.65337717799468, \"calmar\": -1.2226618517117167, \"cagr_pct\": -27.69742008797092, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 50.66225165562914, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9219965671393835, \"sortino\": -1.2412159337107642}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 603.931468819568, \"dd_pct\": -42.77977227992853, \"calmar\": 0.6241206481748576, \"cagr_pct\": 26.699739204121798, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 32.69422310756972, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9136752470377568, \"sortino\": 1.347630880993817}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.514423502387, \"dd_pct\": -35.980461186108336, \"calmar\": 0.8993837954923567, \"cagr_pct\": 32.36024374512753, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 19.29902395740905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1380231529721334, \"sortino\": 1.6879837921977245}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 196.37419843367678, \"dd_pct\": -42.77977227992843, \"calmar\": 0.5477297361685518, \"cagr_pct\": 23.431753384235922, \"entries\": 35, \"exits\": 36, \"exposure_pct\": 40.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.803230202534776, \"sortino\": 1.1819272038280049}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": 603.931468819568, "Sharpe Ratio": 0.9136752470377568, "Sortino Ratio": 1.347630880993817, "Calmar Ratio": 0.6241206481748576, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.77977227992853, "% In Market": 32.69422310756972, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8993837954923567, "Sub1_Sortino": 1.6879837921977245, "Sub1_Trades": 15, "Sub2_Calmar": 0.5477297361685518, "Sub2_Sortino": 1.1819272038280049, "Sub2_Trades": 35, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.006467]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4300d7780409c9625ef8749332f58166724a6b62abb80cf61d42fee4023c3e81", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -31.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "23236ea7d48c2faadfeef5def1b2b5d6163c770e93ef994b20dd287cae149345", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.85145245528467, \"dd_pct\": -29.252452952813833, \"calmar\": 2.013568372951292, \"cagr_pct\": 58.90181409703157, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 31.575342465753426, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2117616017848762, \"sortino\": 1.7844740879113754}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.199251904524996, \"dd_pct\": -10.443742701871816, \"calmar\": -0.7856025479867169, \"cagr_pct\": -8.204630877108178, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7453281698392196, \"sortino\": -0.8478135967540726}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 30.372710762856947, \"dd_pct\": -30.201079568901523, \"calmar\": 1.006467224793917, \"cagr_pct\": 30.396396739492587, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 65.75342465753424, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.01798703649816, \"sortino\": 1.5984837846689242}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 46.07372970736847, \"dd_pct\": -20.405118296584668, \"calmar\": 3.2208449637544647, \"cagr_pct\": 65.72172250036881, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 41.605839416058394, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6748963883969252, \"sortino\": 2.5003475836083364}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 22.03156143274938, \"dd_pct\": -26.244430308628463, \"calmar\": 0.8401098645242178, \"cagr_pct\": 22.048204791097135, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 57.87671232876712, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.770390113954682, \"sortino\": 1.1386098650828795}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.54754618950309, \"dd_pct\": -22.65337717799468, \"calmar\": -1.2226618517117167, \"cagr_pct\": -27.69742008797092, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 50.66225165562914, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9219965671393835, \"sortino\": -1.2412159337107642}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 603.931468819568, \"dd_pct\": -42.77977227992853, \"calmar\": 0.6241206481748576, \"cagr_pct\": 26.699739204121798, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 32.69422310756972, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9136752470377568, \"sortino\": 1.347630880993817}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.514423502387, \"dd_pct\": -35.980461186108336, \"calmar\": 0.8993837954923567, \"cagr_pct\": 32.36024374512753, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 19.29902395740905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1380231529721334, \"sortino\": 1.6879837921977245}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 196.37419843367678, \"dd_pct\": -42.77977227992843, \"calmar\": 0.5477297361685518, \"cagr_pct\": 23.431753384235922, \"entries\": 35, \"exits\": 36, \"exposure_pct\": 40.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.803230202534776, \"sortino\": 1.1819272038280049}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": 603.931468819568, "Sharpe Ratio": 0.9136752470377568, "Sortino Ratio": 1.347630880993817, "Calmar Ratio": 0.6241206481748576, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.77977227992853, "% In Market": 32.69422310756972, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8993837954923567, "Sub1_Sortino": 1.6879837921977245, "Sub1_Trades": 15, "Sub2_Calmar": 0.5477297361685518, "Sub2_Sortino": 1.1819272038280049, "Sub2_Trades": 35, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.006467]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4300d7780409c9625ef8749332f58166724a6b62abb80cf61d42fee4023c3e81", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -30.05, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "63d8daada2cb2b27bfcbfade65162fdf2d62ee1d906a0f65032ece2b92be5d57", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.85145245528467, \"dd_pct\": -29.252452952813833, \"calmar\": 2.013568372951292, \"cagr_pct\": 58.90181409703157, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 31.575342465753426, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2117616017848762, \"sortino\": 1.7844740879113754}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.199251904524996, \"dd_pct\": -10.443742701871816, \"calmar\": -0.7856025479867169, \"cagr_pct\": -8.204630877108178, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7453281698392196, \"sortino\": -0.8478135967540726}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 30.372710762856947, \"dd_pct\": -30.201079568901523, \"calmar\": 1.006467224793917, \"cagr_pct\": 30.396396739492587, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 65.75342465753424, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.01798703649816, \"sortino\": 1.5984837846689242}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 46.07372970736847, \"dd_pct\": -20.405118296584668, \"calmar\": 3.2208449637544647, \"cagr_pct\": 65.72172250036881, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 41.605839416058394, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6748963883969252, \"sortino\": 2.5003475836083364}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 22.03156143274938, \"dd_pct\": -26.244430308628463, \"calmar\": 0.8401098645242178, \"cagr_pct\": 22.048204791097135, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 57.87671232876712, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.770390113954682, \"sortino\": 1.1386098650828795}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.54754618950309, \"dd_pct\": -22.65337717799468, \"calmar\": -1.2226618517117167, \"cagr_pct\": -27.69742008797092, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 50.66225165562914, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9219965671393835, \"sortino\": -1.2412159337107642}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 603.931468819568, \"dd_pct\": -42.77977227992853, \"calmar\": 0.6241206481748576, \"cagr_pct\": 26.699739204121798, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 32.69422310756972, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9136752470377568, \"sortino\": 1.347630880993817}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.514423502387, \"dd_pct\": -35.980461186108336, \"calmar\": 0.8993837954923567, \"cagr_pct\": 32.36024374512753, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 19.29902395740905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1380231529721334, \"sortino\": 1.6879837921977245}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 196.37419843367678, \"dd_pct\": -42.77977227992843, \"calmar\": 0.5477297361685518, \"cagr_pct\": 23.431753384235922, \"entries\": 35, \"exits\": 36, \"exposure_pct\": 40.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.803230202534776, \"sortino\": 1.1819272038280049}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": 603.931468819568, "Sharpe Ratio": 0.9136752470377568, "Sortino Ratio": 1.347630880993817, "Calmar Ratio": 0.6241206481748576, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.77977227992853, "% In Market": 32.69422310756972, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8993837954923567, "Sub1_Sortino": 1.6879837921977245, "Sub1_Trades": 15, "Sub2_Calmar": 0.5477297361685518, "Sub2_Sortino": 1.1819272038280049, "Sub2_Trades": 35, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.006467]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4300d7780409c9625ef8749332f58166724a6b62abb80cf61d42fee4023c3e81", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -29.95, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "d5087310f50a98a8f2fbb8e0890fda8a035d2e028bd6bee8289ac6f2ddbfae81", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.85145245528467, \"dd_pct\": -29.252452952813833, \"calmar\": 2.013568372951292, \"cagr_pct\": 58.90181409703157, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 31.575342465753426, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2117616017848762, \"sortino\": 1.7844740879113754}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.199251904524996, \"dd_pct\": -10.443742701871816, \"calmar\": -0.7856025479867169, \"cagr_pct\": -8.204630877108178, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7453281698392196, \"sortino\": -0.8478135967540726}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 30.372710762856947, \"dd_pct\": -30.201079568901523, \"calmar\": 1.006467224793917, \"cagr_pct\": 30.396396739492587, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 65.75342465753424, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.01798703649816, \"sortino\": 1.5984837846689242}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 46.07372970736847, \"dd_pct\": -20.405118296584668, \"calmar\": 3.2208449637544647, \"cagr_pct\": 65.72172250036881, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 41.605839416058394, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6748963883969252, \"sortino\": 2.5003475836083364}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 22.03156143274938, \"dd_pct\": -26.244430308628463, \"calmar\": 0.8401098645242178, \"cagr_pct\": 22.048204791097135, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 57.87671232876712, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.770390113954682, \"sortino\": 1.1386098650828795}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.54754618950309, \"dd_pct\": -22.65337717799468, \"calmar\": -1.2226618517117167, \"cagr_pct\": -27.69742008797092, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 50.66225165562914, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9219965671393835, \"sortino\": -1.2412159337107642}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 603.931468819568, \"dd_pct\": -42.77977227992853, \"calmar\": 0.6241206481748576, \"cagr_pct\": 26.699739204121798, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 32.69422310756972, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9136752470377568, \"sortino\": 1.347630880993817}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.514423502387, \"dd_pct\": -35.980461186108336, \"calmar\": 0.8993837954923567, \"cagr_pct\": 32.36024374512753, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 19.29902395740905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1380231529721334, \"sortino\": 1.6879837921977245}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 196.37419843367678, \"dd_pct\": -42.77977227992843, \"calmar\": 0.5477297361685518, \"cagr_pct\": 23.431753384235922, \"entries\": 35, \"exits\": 36, \"exposure_pct\": 40.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.803230202534776, \"sortino\": 1.1819272038280049}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": 603.931468819568, "Sharpe Ratio": 0.9136752470377568, "Sortino Ratio": 1.347630880993817, "Calmar Ratio": 0.6241206481748576, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.77977227992853, "% In Market": 32.69422310756972, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8993837954923567, "Sub1_Sortino": 1.6879837921977245, "Sub1_Trades": 15, "Sub2_Calmar": 0.5477297361685518, "Sub2_Sortino": 1.1819272038280049, "Sub2_Trades": 35, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.006467]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4300d7780409c9625ef8749332f58166724a6b62abb80cf61d42fee4023c3e81", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -29.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "23a5cea489a48978961f67dac9d1657a2ff0b78543d622d72ae91334265f5a41", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.85145245528467, \"dd_pct\": -29.252452952813833, \"calmar\": 2.013568372951292, \"cagr_pct\": 58.90181409703157, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 31.575342465753426, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2117616017848762, \"sortino\": 1.7844740879113754}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.199251904524996, \"dd_pct\": -10.443742701871816, \"calmar\": -0.7856025479867169, \"cagr_pct\": -8.204630877108178, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7453281698392196, \"sortino\": -0.8478135967540726}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 30.372710762856947, \"dd_pct\": -30.201079568901523, \"calmar\": 1.006467224793917, \"cagr_pct\": 30.396396739492587, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 65.75342465753424, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.01798703649816, \"sortino\": 1.5984837846689242}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 46.07372970736847, \"dd_pct\": -20.405118296584668, \"calmar\": 3.2208449637544647, \"cagr_pct\": 65.72172250036881, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 41.605839416058394, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6748963883969252, \"sortino\": 2.5003475836083364}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 22.03156143274938, \"dd_pct\": -26.244430308628463, \"calmar\": 0.8401098645242178, \"cagr_pct\": 22.048204791097135, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 57.87671232876712, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.770390113954682, \"sortino\": 1.1386098650828795}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.54754618950309, \"dd_pct\": -22.65337717799468, \"calmar\": -1.2226618517117167, \"cagr_pct\": -27.69742008797092, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 50.66225165562914, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9219965671393835, \"sortino\": -1.2412159337107642}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 603.931468819568, \"dd_pct\": -42.77977227992853, \"calmar\": 0.6241206481748576, \"cagr_pct\": 26.699739204121798, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 32.69422310756972, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9136752470377568, \"sortino\": 1.347630880993817}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.514423502387, \"dd_pct\": -35.980461186108336, \"calmar\": 0.8993837954923567, \"cagr_pct\": 32.36024374512753, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 19.29902395740905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1380231529721334, \"sortino\": 1.6879837921977245}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 196.37419843367678, \"dd_pct\": -42.77977227992843, \"calmar\": 0.5477297361685518, \"cagr_pct\": 23.431753384235922, \"entries\": 35, \"exits\": 36, \"exposure_pct\": 40.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.803230202534776, \"sortino\": 1.1819272038280049}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": 603.931468819568, "Sharpe Ratio": 0.9136752470377568, "Sortino Ratio": 1.347630880993817, "Calmar Ratio": 0.6241206481748576, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.77977227992853, "% In Market": 32.69422310756972, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8993837954923567, "Sub1_Sortino": 1.6879837921977245, "Sub1_Trades": 15, "Sub2_Calmar": 0.5477297361685518, "Sub2_Sortino": 1.1819272038280049, "Sub2_Trades": 35, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.006467]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4300d7780409c9625ef8749332f58166724a6b62abb80cf61d42fee4023c3e81", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -30.0, "i_long_exit_activation_threshold": 209.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "4ff8497cc088918edd3b1eb35c1e5e0903b4d96631265ce281bbb4bfbb5155cc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.85145245528467, \"dd_pct\": -29.252452952813833, \"calmar\": 2.013568372951292, \"cagr_pct\": 58.90181409703157, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 31.575342465753426, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2117616017848762, \"sortino\": 1.7844740879113754}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.199251904524996, \"dd_pct\": -10.443742701871816, \"calmar\": -0.7856025479867169, \"cagr_pct\": -8.204630877108178, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7453281698392196, \"sortino\": -0.8478135967540726}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 24.734247503105202, \"dd_pct\": -30.201079568901523, \"calmar\": 0.8196108084909068, \"cagr_pct\": 24.753131242765587, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 64.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8789869619523758, \"sortino\": 1.376675936692786}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 46.07372970736847, \"dd_pct\": -20.405118296584668, \"calmar\": 3.2208449637544647, \"cagr_pct\": 65.72172250036881, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 41.605839416058394, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6748963883969252, \"sortino\": 2.5003475836083364}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 22.03156143274938, \"dd_pct\": -26.244430308628463, \"calmar\": 0.8401098645242178, \"cagr_pct\": 22.048204791097135, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 57.87671232876712, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.770390113954682, \"sortino\": 1.1386098650828795}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.54754618950309, \"dd_pct\": -22.65337717799468, \"calmar\": -1.2226618517117167, \"cagr_pct\": -27.69742008797092, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 50.66225165562914, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9219965671393835, \"sortino\": -1.2412159337107642}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 573.4872776917019, \"dd_pct\": -42.77977227992853, \"calmar\": 0.6082845564987829, \"cagr_pct\": 26.02227480841525, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 32.561420982735726, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.897141326076655, \"sortino\": 1.322730705470175}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.514423502387, \"dd_pct\": -35.980461186108336, \"calmar\": 0.8993837954923567, \"cagr_pct\": 32.36024374512753, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 19.29902395740905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1380231529721334, \"sortino\": 1.6879837921977245}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 183.55637007658814, \"dd_pct\": -42.77977227992843, \"calmar\": 0.5231176994640334, \"cagr_pct\": 22.37885605867139, \"entries\": 35, \"exits\": 36, \"exposure_pct\": 40.49071618037136, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7779392322896139, \"sortino\": 1.144068073656861}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": 573.4872776917019, "Sharpe Ratio": 0.897141326076655, "Sortino Ratio": 1.322730705470175, "Calmar Ratio": 0.6082845564987829, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.77977227992853, "% In Market": 32.561420982735726, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8993837954923567, "Sub1_Sortino": 1.6879837921977245, "Sub1_Trades": 15, "Sub2_Calmar": 0.5231176994640334, "Sub2_Sortino": 1.144068073656861, "Sub2_Trades": 35, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.819611]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4300d7780409c9625ef8749332f58166724a6b62abb80cf61d42fee4023c3e81", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -30.0, "i_long_exit_activation_threshold": 209.95, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "9fb78827caa23aac9486625c6302c993e07a8fd274267113f1e73818571dabfc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.85145245528467, \"dd_pct\": -29.252452952813833, \"calmar\": 2.013568372951292, \"cagr_pct\": 58.90181409703157, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 31.575342465753426, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2117616017848762, \"sortino\": 1.7844740879113754}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.199251904524996, \"dd_pct\": -10.443742701871816, \"calmar\": -0.7856025479867169, \"cagr_pct\": -8.204630877108178, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7453281698392196, \"sortino\": -0.8478135967540726}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 30.372710762856947, \"dd_pct\": -30.201079568901523, \"calmar\": 1.006467224793917, \"cagr_pct\": 30.396396739492587, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 65.75342465753424, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.01798703649816, \"sortino\": 1.5984837846689242}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 46.07372970736847, \"dd_pct\": -20.405118296584668, \"calmar\": 3.2208449637544647, \"cagr_pct\": 65.72172250036881, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 41.605839416058394, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6748963883969252, \"sortino\": 2.5003475836083364}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 22.03156143274938, \"dd_pct\": -26.244430308628463, \"calmar\": 0.8401098645242178, \"cagr_pct\": 22.048204791097135, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 57.87671232876712, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.770390113954682, \"sortino\": 1.1386098650828795}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.54754618950309, \"dd_pct\": -22.65337717799468, \"calmar\": -1.2226618517117167, \"cagr_pct\": -27.69742008797092, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 50.66225165562914, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9219965671393835, \"sortino\": -1.2412159337107642}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 603.931468819568, \"dd_pct\": -42.77977227992853, \"calmar\": 0.6241206481748576, \"cagr_pct\": 26.699739204121798, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 32.69422310756972, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9136752470377568, \"sortino\": 1.347630880993817}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.514423502387, \"dd_pct\": -35.980461186108336, \"calmar\": 0.8993837954923567, \"cagr_pct\": 32.36024374512753, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 19.29902395740905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1380231529721334, \"sortino\": 1.6879837921977245}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 196.37419843367678, \"dd_pct\": -42.77977227992843, \"calmar\": 0.5477297361685518, \"cagr_pct\": 23.431753384235922, \"entries\": 35, \"exits\": 36, \"exposure_pct\": 40.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.803230202534776, \"sortino\": 1.1819272038280049}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": 603.931468819568, "Sharpe Ratio": 0.9136752470377568, "Sortino Ratio": 1.347630880993817, "Calmar Ratio": 0.6241206481748576, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.77977227992853, "% In Market": 32.69422310756972, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8993837954923567, "Sub1_Sortino": 1.6879837921977245, "Sub1_Trades": 15, "Sub2_Calmar": 0.5477297361685518, "Sub2_Sortino": 1.1819272038280049, "Sub2_Trades": 35, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.006467]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4300d7780409c9625ef8749332f58166724a6b62abb80cf61d42fee4023c3e81", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -30.0, "i_long_exit_activation_threshold": 210.05, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "d188af84bdf1632188bcf9cb596653356d2c4d9bff482df0e55f11426594ecf1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.85145245528467, \"dd_pct\": -29.252452952813833, \"calmar\": 2.013568372951292, \"cagr_pct\": 58.90181409703157, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 31.575342465753426, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2117616017848762, \"sortino\": 1.7844740879113754}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.199251904524996, \"dd_pct\": -10.443742701871816, \"calmar\": -0.7856025479867169, \"cagr_pct\": -8.204630877108178, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7453281698392196, \"sortino\": -0.8478135967540726}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 30.372710762856947, \"dd_pct\": -30.201079568901523, \"calmar\": 1.006467224793917, \"cagr_pct\": 30.396396739492587, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 65.75342465753424, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.01798703649816, \"sortino\": 1.5984837846689242}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 46.07372970736847, \"dd_pct\": -20.405118296584668, \"calmar\": 3.2208449637544647, \"cagr_pct\": 65.72172250036881, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 41.605839416058394, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6748963883969252, \"sortino\": 2.5003475836083364}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 22.03156143274938, \"dd_pct\": -26.244430308628463, \"calmar\": 0.8401098645242178, \"cagr_pct\": 22.048204791097135, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 57.87671232876712, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.770390113954682, \"sortino\": 1.1386098650828795}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.54754618950309, \"dd_pct\": -22.65337717799468, \"calmar\": -1.2226618517117167, \"cagr_pct\": -27.69742008797092, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 50.66225165562914, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9219965671393835, \"sortino\": -1.2412159337107642}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 603.931468819568, \"dd_pct\": -42.77977227992853, \"calmar\": 0.6241206481748576, \"cagr_pct\": 26.699739204121798, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 32.69422310756972, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9136752470377568, \"sortino\": 1.347630880993817}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.514423502387, \"dd_pct\": -35.980461186108336, \"calmar\": 0.8993837954923567, \"cagr_pct\": 32.36024374512753, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 19.29902395740905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1380231529721334, \"sortino\": 1.6879837921977245}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 196.37419843367678, \"dd_pct\": -42.77977227992843, \"calmar\": 0.5477297361685518, \"cagr_pct\": 23.431753384235922, \"entries\": 35, \"exits\": 36, \"exposure_pct\": 40.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.803230202534776, \"sortino\": 1.1819272038280049}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": 603.931468819568, "Sharpe Ratio": 0.9136752470377568, "Sortino Ratio": 1.347630880993817, "Calmar Ratio": 0.6241206481748576, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.77977227992853, "% In Market": 32.69422310756972, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8993837954923567, "Sub1_Sortino": 1.6879837921977245, "Sub1_Trades": 15, "Sub2_Calmar": 0.5477297361685518, "Sub2_Sortino": 1.1819272038280049, "Sub2_Trades": 35, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.006467]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4300d7780409c9625ef8749332f58166724a6b62abb80cf61d42fee4023c3e81", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -30.0, "i_long_exit_activation_threshold": 211.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "6599edb3bf7da773025f5f66b3a0668555cf7b0cc871d64d7532425d9838fe8c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.85145245528467, \"dd_pct\": -29.252452952813833, \"calmar\": 2.013568372951292, \"cagr_pct\": 58.90181409703157, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 31.575342465753426, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2117616017848762, \"sortino\": 1.7844740879113754}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.199251904524996, \"dd_pct\": -10.443742701871816, \"calmar\": -0.7856025479867169, \"cagr_pct\": -8.204630877108178, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7453281698392196, \"sortino\": -0.8478135967540726}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 30.372710762856947, \"dd_pct\": -30.201079568901523, \"calmar\": 1.006467224793917, \"cagr_pct\": 30.396396739492587, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 65.75342465753424, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.01798703649816, \"sortino\": 1.5984837846689242}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 46.07372970736847, \"dd_pct\": -20.405118296584668, \"calmar\": 3.2208449637544647, \"cagr_pct\": 65.72172250036881, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 41.605839416058394, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6748963883969252, \"sortino\": 2.5003475836083364}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 22.03156143274938, \"dd_pct\": -26.244430308628463, \"calmar\": 0.8401098645242178, \"cagr_pct\": 22.048204791097135, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 57.87671232876712, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.770390113954682, \"sortino\": 1.1386098650828795}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.54754618950309, \"dd_pct\": -22.65337717799468, \"calmar\": -1.2226618517117167, \"cagr_pct\": -27.69742008797092, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 50.66225165562914, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9219965671393835, \"sortino\": -1.2412159337107642}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 603.931468819568, \"dd_pct\": -42.77977227992853, \"calmar\": 0.6241206481748576, \"cagr_pct\": 26.699739204121798, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 32.69422310756972, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9136752470377568, \"sortino\": 1.347630880993817}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.514423502387, \"dd_pct\": -35.980461186108336, \"calmar\": 0.8993837954923567, \"cagr_pct\": 32.36024374512753, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 19.29902395740905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1380231529721334, \"sortino\": 1.6879837921977245}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 196.37419843367678, \"dd_pct\": -42.77977227992843, \"calmar\": 0.5477297361685518, \"cagr_pct\": 23.431753384235922, \"entries\": 35, \"exits\": 36, \"exposure_pct\": 40.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.803230202534776, \"sortino\": 1.1819272038280049}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": 603.931468819568, "Sharpe Ratio": 0.9136752470377568, "Sortino Ratio": 1.347630880993817, "Calmar Ratio": 0.6241206481748576, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.77977227992853, "% In Market": 32.69422310756972, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8993837954923567, "Sub1_Sortino": 1.6879837921977245, "Sub1_Trades": 15, "Sub2_Calmar": 0.5477297361685518, "Sub2_Sortino": 1.1819272038280049, "Sub2_Trades": 35, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.006467]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4300d7780409c9625ef8749332f58166724a6b62abb80cf61d42fee4023c3e81", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -30.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 329.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "b6a9f8abee5a2b3940b72726f65723889c9b4fde11027fd20e697ea96de495da", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.85145245528467, \"dd_pct\": -29.252452952813833, \"calmar\": 2.013568372951292, \"cagr_pct\": 58.90181409703157, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 31.575342465753426, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2117616017848762, \"sortino\": 1.7844740879113754}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.199251904524996, \"dd_pct\": -10.443742701871816, \"calmar\": -0.7856025479867169, \"cagr_pct\": -8.204630877108178, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7453281698392196, \"sortino\": -0.8478135967540726}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 30.372710762856947, \"dd_pct\": -30.201079568901523, \"calmar\": 1.006467224793917, \"cagr_pct\": 30.396396739492587, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 65.75342465753424, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.01798703649816, \"sortino\": 1.5984837846689242}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 46.07372970736847, \"dd_pct\": -20.405118296584668, \"calmar\": 3.2208449637544647, \"cagr_pct\": 65.72172250036881, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 41.605839416058394, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6748963883969252, \"sortino\": 2.5003475836083364}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 22.03156143274938, \"dd_pct\": -26.244430308628463, \"calmar\": 0.8401098645242178, \"cagr_pct\": 22.048204791097135, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 57.87671232876712, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.770390113954682, \"sortino\": 1.1386098650828795}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.54754618950309, \"dd_pct\": -22.65337717799468, \"calmar\": -1.2226618517117167, \"cagr_pct\": -27.69742008797092, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 50.66225165562914, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9219965671393835, \"sortino\": -1.2412159337107642}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 603.931468819568, \"dd_pct\": -42.77977227992853, \"calmar\": 0.6241206481748576, \"cagr_pct\": 26.699739204121798, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 32.69422310756972, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9136752470377568, \"sortino\": 1.347630880993817}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.514423502387, \"dd_pct\": -35.980461186108336, \"calmar\": 0.8993837954923567, \"cagr_pct\": 32.36024374512753, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 19.29902395740905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1380231529721334, \"sortino\": 1.6879837921977245}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 196.37419843367678, \"dd_pct\": -42.77977227992843, \"calmar\": 0.5477297361685518, \"cagr_pct\": 23.431753384235922, \"entries\": 35, \"exits\": 36, \"exposure_pct\": 40.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.803230202534776, \"sortino\": 1.1819272038280049}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": 603.931468819568, "Sharpe Ratio": 0.9136752470377568, "Sortino Ratio": 1.347630880993817, "Calmar Ratio": 0.6241206481748576, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.77977227992853, "% In Market": 32.69422310756972, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8993837954923567, "Sub1_Sortino": 1.6879837921977245, "Sub1_Trades": 15, "Sub2_Calmar": 0.5477297361685518, "Sub2_Sortino": 1.1819272038280049, "Sub2_Trades": 35, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.006467]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4300d7780409c9625ef8749332f58166724a6b62abb80cf61d42fee4023c3e81", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -30.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 329.95, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "12b400e7da6c02ac73086293bc8a14d84c4b3056401057b77334bb15921fbb24", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.85145245528467, \"dd_pct\": -29.252452952813833, \"calmar\": 2.013568372951292, \"cagr_pct\": 58.90181409703157, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 31.575342465753426, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2117616017848762, \"sortino\": 1.7844740879113754}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.199251904524996, \"dd_pct\": -10.443742701871816, \"calmar\": -0.7856025479867169, \"cagr_pct\": -8.204630877108178, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7453281698392196, \"sortino\": -0.8478135967540726}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 30.372710762856947, \"dd_pct\": -30.201079568901523, \"calmar\": 1.006467224793917, \"cagr_pct\": 30.396396739492587, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 65.75342465753424, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.01798703649816, \"sortino\": 1.5984837846689242}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 46.07372970736847, \"dd_pct\": -20.405118296584668, \"calmar\": 3.2208449637544647, \"cagr_pct\": 65.72172250036881, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 41.605839416058394, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6748963883969252, \"sortino\": 2.5003475836083364}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 22.03156143274938, \"dd_pct\": -26.244430308628463, \"calmar\": 0.8401098645242178, \"cagr_pct\": 22.048204791097135, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 57.87671232876712, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.770390113954682, \"sortino\": 1.1386098650828795}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.54754618950309, \"dd_pct\": -22.65337717799468, \"calmar\": -1.2226618517117167, \"cagr_pct\": -27.69742008797092, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 50.66225165562914, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9219965671393835, \"sortino\": -1.2412159337107642}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 603.931468819568, \"dd_pct\": -42.77977227992853, \"calmar\": 0.6241206481748576, \"cagr_pct\": 26.699739204121798, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 32.69422310756972, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9136752470377568, \"sortino\": 1.347630880993817}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.514423502387, \"dd_pct\": -35.980461186108336, \"calmar\": 0.8993837954923567, \"cagr_pct\": 32.36024374512753, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 19.29902395740905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1380231529721334, \"sortino\": 1.6879837921977245}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 196.37419843367678, \"dd_pct\": -42.77977227992843, \"calmar\": 0.5477297361685518, \"cagr_pct\": 23.431753384235922, \"entries\": 35, \"exits\": 36, \"exposure_pct\": 40.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.803230202534776, \"sortino\": 1.1819272038280049}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": 603.931468819568, "Sharpe Ratio": 0.9136752470377568, "Sortino Ratio": 1.347630880993817, "Calmar Ratio": 0.6241206481748576, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.77977227992853, "% In Market": 32.69422310756972, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8993837954923567, "Sub1_Sortino": 1.6879837921977245, "Sub1_Trades": 15, "Sub2_Calmar": 0.5477297361685518, "Sub2_Sortino": 1.1819272038280049, "Sub2_Trades": 35, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.006467]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4300d7780409c9625ef8749332f58166724a6b62abb80cf61d42fee4023c3e81", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -30.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 330.05, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "8c681ea86246764d146fc63c117116c975be733af3d43069d32295e8b9b904e0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.85145245528467, \"dd_pct\": -29.252452952813833, \"calmar\": 2.013568372951292, \"cagr_pct\": 58.90181409703157, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 31.575342465753426, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2117616017848762, \"sortino\": 1.7844740879113754}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.199251904524996, \"dd_pct\": -10.443742701871816, \"calmar\": -0.7856025479867169, \"cagr_pct\": -8.204630877108178, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7453281698392196, \"sortino\": -0.8478135967540726}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 30.372710762856947, \"dd_pct\": -30.201079568901523, \"calmar\": 1.006467224793917, \"cagr_pct\": 30.396396739492587, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 65.75342465753424, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.01798703649816, \"sortino\": 1.5984837846689242}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 46.07372970736847, \"dd_pct\": -20.405118296584668, \"calmar\": 3.2208449637544647, \"cagr_pct\": 65.72172250036881, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 41.605839416058394, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6748963883969252, \"sortino\": 2.5003475836083364}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 22.03156143274938, \"dd_pct\": -26.244430308628463, \"calmar\": 0.8401098645242178, \"cagr_pct\": 22.048204791097135, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 57.87671232876712, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.770390113954682, \"sortino\": 1.1386098650828795}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.54754618950309, \"dd_pct\": -22.65337717799468, \"calmar\": -1.2226618517117167, \"cagr_pct\": -27.69742008797092, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 50.66225165562914, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9219965671393835, \"sortino\": -1.2412159337107642}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 603.931468819568, \"dd_pct\": -42.77977227992853, \"calmar\": 0.6241206481748576, \"cagr_pct\": 26.699739204121798, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 32.69422310756972, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9136752470377568, \"sortino\": 1.347630880993817}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.514423502387, \"dd_pct\": -35.980461186108336, \"calmar\": 0.8993837954923567, \"cagr_pct\": 32.36024374512753, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 19.29902395740905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1380231529721334, \"sortino\": 1.6879837921977245}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 196.37419843367678, \"dd_pct\": -42.77977227992843, \"calmar\": 0.5477297361685518, \"cagr_pct\": 23.431753384235922, \"entries\": 35, \"exits\": 36, \"exposure_pct\": 40.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.803230202534776, \"sortino\": 1.1819272038280049}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": 603.931468819568, "Sharpe Ratio": 0.9136752470377568, "Sortino Ratio": 1.347630880993817, "Calmar Ratio": 0.6241206481748576, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.77977227992853, "% In Market": 32.69422310756972, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8993837954923567, "Sub1_Sortino": 1.6879837921977245, "Sub1_Trades": 15, "Sub2_Calmar": 0.5477297361685518, "Sub2_Sortino": 1.1819272038280049, "Sub2_Trades": 35, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.006467]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4300d7780409c9625ef8749332f58166724a6b62abb80cf61d42fee4023c3e81", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -30.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 331.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "24722e850b150ffae3efcba0718ff6da70f1796a759ada6cd9d3be46eb1e4258", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 58.85145245528467, \"dd_pct\": -29.252452952813833, \"calmar\": 2.013568372951292, \"cagr_pct\": 58.90181409703157, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 31.575342465753426, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2117616017848762, \"sortino\": 1.7844740879113754}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.199251904524996, \"dd_pct\": -10.443742701871816, \"calmar\": -0.7856025479867169, \"cagr_pct\": -8.204630877108178, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.7453281698392196, \"sortino\": -0.8478135967540726}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 30.372710762856947, \"dd_pct\": -30.201079568901523, \"calmar\": 1.006467224793917, \"cagr_pct\": 30.396396739492587, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 65.75342465753424, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.01798703649816, \"sortino\": 1.5984837846689242}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 46.07372970736847, \"dd_pct\": -20.405118296584668, \"calmar\": 3.2208449637544647, \"cagr_pct\": 65.72172250036881, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 41.605839416058394, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.6748963883969252, \"sortino\": 2.5003475836083364}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 22.03156143274938, \"dd_pct\": -26.244430308628463, \"calmar\": 0.8401098645242178, \"cagr_pct\": 22.048204791097135, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 57.87671232876712, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.770390113954682, \"sortino\": 1.1386098650828795}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -12.54754618950309, \"dd_pct\": -22.65337717799468, \"calmar\": -1.2226618517117167, \"cagr_pct\": -27.69742008797092, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 50.66225165562914, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.9219965671393835, \"sortino\": -1.2412159337107642}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 603.931468819568, \"dd_pct\": -42.77977227992853, \"calmar\": 0.6241206481748576, \"cagr_pct\": 26.699739204121798, \"entries\": 50, \"exits\": 50, \"exposure_pct\": 32.69422310756972, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9136752470377568, \"sortino\": 1.347630880993817}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 137.514423502387, \"dd_pct\": -35.980461186108336, \"calmar\": 0.8993837954923567, \"cagr_pct\": 32.36024374512753, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 19.29902395740905, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1380231529721334, \"sortino\": 1.6879837921977245}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 196.37419843367678, \"dd_pct\": -42.77977227992843, \"calmar\": 0.5477297361685518, \"cagr_pct\": 23.431753384235922, \"entries\": 35, \"exits\": 36, \"exposure_pct\": 40.70291777188329, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.803230202534776, \"sortino\": 1.1819272038280049}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 50, "Total P&L %": 603.931468819568, "Sharpe Ratio": 0.9136752470377568, "Sortino Ratio": 1.347630880993817, "Calmar Ratio": 0.6241206481748576, "P&L/DD Ratio": 0.0, "Max Drawdown %": -42.77977227992853, "% In Market": 32.69422310756972, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.8993837954923567, "Sub1_Sortino": 1.6879837921977245, "Sub1_Trades": 15, "Sub2_Calmar": 0.5477297361685518, "Sub2_Sortino": 1.1819272038280049, "Sub2_Trades": 35, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.006467]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "4300d7780409c9625ef8749332f58166724a6b62abb80cf61d42fee4023c3e81", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": -690.0, "i_long_exit_activation_confirmation_threshold": 630.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "f325398cb83aa2e33045004ee2e45b1653b64dc47ceb7b1beede13636969c2e1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.60198066409565, \"dd_pct\": -26.4277888701668, \"calmar\": 2.7875045120461195, \"cagr_pct\": 73.66758071899217, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2843987379821762, \"sortino\": 1.9577388089309486}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.559658964704786, \"dd_pct\": -15.383660758610972, \"calmar\": -0.5567766546711433, \"cagr_pct\": -8.56526317377516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5029430055310311, \"sortino\": -0.6887080121188277}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 88.8084633465386, \"dd_pct\": -11.608867572788428, \"calmar\": 7.657135566828731, \"cagr_pct\": 88.890672782203, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2647674840410623, \"sortino\": 3.649437361624111}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 49.405774821545265, \"dd_pct\": -21.663642942474816, \"calmar\": 3.267221650675459, \"cagr_pct\": 70.77992325415632, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 46.53284671532847, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.634419229001221, \"sortino\": 2.4633817369103417}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.5885889701724025, \"dd_pct\": -22.260576997799152, \"calmar\": 0.20627510767455795, \"cagr_pct\": 4.591802917118808, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 19.794520547945204, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30301961201356115, \"sortino\": 0.42341152730532194}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.435737277002634, \"dd_pct\": -34.4230133501643, \"calmar\": -1.429958928876527, \"cagr_pct\": -49.22349529890334, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 38.41059602649007, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.107262933669538, \"sortino\": -2.5832126310581724}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 791.6888592900809, \"dd_pct\": -61.64123029348444, \"calmar\": 0.4929327274845798, \"cagr_pct\": 30.38497977407239, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 28.660358565737056, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8930884296235396, \"sortino\": 1.2918897404295586}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 151.9597870900379, \"dd_pct\": -61.64123029348444, \"calmar\": 0.5664601449416854, \"cagr_pct\": 34.917300246431004, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.22360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9211011721768384, \"sortino\": 1.2946483745847803}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 253.90125924000532, \"dd_pct\": -44.689235311157425, \"calmar\": 0.6209160671635436, \"cagr_pct\": 27.74826423395003, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 31.312997347480103, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8805057571027951, \"sortino\": 1.3092852749960482}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 791.6888592900809, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.64123029348444, "% In Market": 28.660358565737056, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e72da0b213de1b7a37aa59c33b287b9ae7569e2cf9275c5b8f318c40702a8d1b", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 109.0, "i_long_exit_activation_threshold": -690.0, "i_long_exit_activation_confirmation_threshold": 630.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "27f1533047968bb20e2fe28fdc65d54bf5c61a92d01796d4b3ab19315a1e56ec", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.60198066409565, \"dd_pct\": -26.4277888701668, \"calmar\": 2.7875045120461195, \"cagr_pct\": 73.66758071899217, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2843987379821762, \"sortino\": 1.9577388089309486}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.559658964704786, \"dd_pct\": -15.383660758610972, \"calmar\": -0.5567766546711433, \"cagr_pct\": -8.56526317377516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5029430055310311, \"sortino\": -0.6887080121188277}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 88.8084633465386, \"dd_pct\": -11.608867572788428, \"calmar\": 7.657135566828731, \"cagr_pct\": 88.890672782203, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2647674840410623, \"sortino\": 3.649437361624111}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 49.405774821545265, \"dd_pct\": -21.663642942474816, \"calmar\": 3.267221650675459, \"cagr_pct\": 70.77992325415632, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 46.53284671532847, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.634419229001221, \"sortino\": 2.4633817369103417}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.5885889701724025, \"dd_pct\": -22.260576997799152, \"calmar\": 0.20627510767455795, \"cagr_pct\": 4.591802917118808, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 19.794520547945204, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30301961201356115, \"sortino\": 0.42341152730532194}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.435737277002634, \"dd_pct\": -34.4230133501643, \"calmar\": -1.429958928876527, \"cagr_pct\": -49.22349529890334, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 38.41059602649007, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.107262933669538, \"sortino\": -2.5832126310581724}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 791.6888592900809, \"dd_pct\": -61.64123029348444, \"calmar\": 0.4929327274845798, \"cagr_pct\": 30.38497977407239, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 28.660358565737056, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8930884296235396, \"sortino\": 1.2918897404295586}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 151.9597870900379, \"dd_pct\": -61.64123029348444, \"calmar\": 0.5664601449416854, \"cagr_pct\": 34.917300246431004, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.22360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9211011721768384, \"sortino\": 1.2946483745847803}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 253.90125924000532, \"dd_pct\": -44.689235311157425, \"calmar\": 0.6209160671635436, \"cagr_pct\": 27.74826423395003, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 31.312997347480103, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8805057571027951, \"sortino\": 1.3092852749960482}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 791.6888592900809, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.64123029348444, "% In Market": 28.660358565737056, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e72da0b213de1b7a37aa59c33b287b9ae7569e2cf9275c5b8f318c40702a8d1b", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 109.95, "i_long_exit_activation_threshold": -690.0, "i_long_exit_activation_confirmation_threshold": 630.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "e00f32e78601705c3263115f833b667188e068893b9e6b7e83b24b2ea889e393", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.60198066409565, \"dd_pct\": -26.4277888701668, \"calmar\": 2.7875045120461195, \"cagr_pct\": 73.66758071899217, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2843987379821762, \"sortino\": 1.9577388089309486}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.559658964704786, \"dd_pct\": -15.383660758610972, \"calmar\": -0.5567766546711433, \"cagr_pct\": -8.56526317377516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5029430055310311, \"sortino\": -0.6887080121188277}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 88.8084633465386, \"dd_pct\": -11.608867572788428, \"calmar\": 7.657135566828731, \"cagr_pct\": 88.890672782203, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2647674840410623, \"sortino\": 3.649437361624111}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 49.405774821545265, \"dd_pct\": -21.663642942474816, \"calmar\": 3.267221650675459, \"cagr_pct\": 70.77992325415632, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 46.53284671532847, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.634419229001221, \"sortino\": 2.4633817369103417}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.5885889701724025, \"dd_pct\": -22.260576997799152, \"calmar\": 0.20627510767455795, \"cagr_pct\": 4.591802917118808, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 19.794520547945204, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30301961201356115, \"sortino\": 0.42341152730532194}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.435737277002634, \"dd_pct\": -34.4230133501643, \"calmar\": -1.429958928876527, \"cagr_pct\": -49.22349529890334, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 38.41059602649007, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.107262933669538, \"sortino\": -2.5832126310581724}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 791.6888592900809, \"dd_pct\": -61.64123029348444, \"calmar\": 0.4929327274845798, \"cagr_pct\": 30.38497977407239, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 28.660358565737056, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8930884296235396, \"sortino\": 1.2918897404295586}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 151.9597870900379, \"dd_pct\": -61.64123029348444, \"calmar\": 0.5664601449416854, \"cagr_pct\": 34.917300246431004, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.22360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9211011721768384, \"sortino\": 1.2946483745847803}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 253.90125924000532, \"dd_pct\": -44.689235311157425, \"calmar\": 0.6209160671635436, \"cagr_pct\": 27.74826423395003, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 31.312997347480103, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8805057571027951, \"sortino\": 1.3092852749960482}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 791.6888592900809, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.64123029348444, "% In Market": 28.660358565737056, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e72da0b213de1b7a37aa59c33b287b9ae7569e2cf9275c5b8f318c40702a8d1b", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 110.05, "i_long_exit_activation_threshold": -690.0, "i_long_exit_activation_confirmation_threshold": 630.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "d9c69e4e783411033e826373ff72f945643a5de55cc924d2e6168d545ca84385", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.60198066409565, \"dd_pct\": -26.4277888701668, \"calmar\": 2.7875045120461195, \"cagr_pct\": 73.66758071899217, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2843987379821762, \"sortino\": 1.9577388089309486}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.559658964704786, \"dd_pct\": -15.383660758610972, \"calmar\": -0.5567766546711433, \"cagr_pct\": -8.56526317377516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5029430055310311, \"sortino\": -0.6887080121188277}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 88.8084633465386, \"dd_pct\": -11.608867572788428, \"calmar\": 7.657135566828731, \"cagr_pct\": 88.890672782203, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2647674840410623, \"sortino\": 3.649437361624111}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 49.405774821545265, \"dd_pct\": -21.663642942474816, \"calmar\": 3.267221650675459, \"cagr_pct\": 70.77992325415632, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 46.53284671532847, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.634419229001221, \"sortino\": 2.4633817369103417}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.5885889701724025, \"dd_pct\": -22.260576997799152, \"calmar\": 0.20627510767455795, \"cagr_pct\": 4.591802917118808, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 19.794520547945204, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30301961201356115, \"sortino\": 0.42341152730532194}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.435737277002634, \"dd_pct\": -34.4230133501643, \"calmar\": -1.429958928876527, \"cagr_pct\": -49.22349529890334, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 38.41059602649007, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.107262933669538, \"sortino\": -2.5832126310581724}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 791.6888592900809, \"dd_pct\": -61.64123029348444, \"calmar\": 0.4929327274845798, \"cagr_pct\": 30.38497977407239, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 28.660358565737056, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8930884296235396, \"sortino\": 1.2918897404295586}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 151.9597870900379, \"dd_pct\": -61.64123029348444, \"calmar\": 0.5664601449416854, \"cagr_pct\": 34.917300246431004, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.22360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9211011721768384, \"sortino\": 1.2946483745847803}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 253.90125924000532, \"dd_pct\": -44.689235311157425, \"calmar\": 0.6209160671635436, \"cagr_pct\": 27.74826423395003, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 31.312997347480103, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8805057571027951, \"sortino\": 1.3092852749960482}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 791.6888592900809, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.64123029348444, "% In Market": 28.660358565737056, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e72da0b213de1b7a37aa59c33b287b9ae7569e2cf9275c5b8f318c40702a8d1b", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 111.0, "i_long_exit_activation_threshold": -690.0, "i_long_exit_activation_confirmation_threshold": 630.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "d4527a9bd09b0fcb01d4d0275dfd03567304a16702c3e320a30bd1f60b0cf7a9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.60198066409565, \"dd_pct\": -26.4277888701668, \"calmar\": 2.7875045120461195, \"cagr_pct\": 73.66758071899217, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2843987379821762, \"sortino\": 1.9577388089309486}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.559658964704786, \"dd_pct\": -15.383660758610972, \"calmar\": -0.5567766546711433, \"cagr_pct\": -8.56526317377516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5029430055310311, \"sortino\": -0.6887080121188277}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 88.8084633465386, \"dd_pct\": -11.608867572788428, \"calmar\": 7.657135566828731, \"cagr_pct\": 88.890672782203, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2647674840410623, \"sortino\": 3.649437361624111}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 49.405774821545265, \"dd_pct\": -21.663642942474816, \"calmar\": 3.267221650675459, \"cagr_pct\": 70.77992325415632, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 46.53284671532847, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.634419229001221, \"sortino\": 2.4633817369103417}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.5885889701724025, \"dd_pct\": -22.260576997799152, \"calmar\": 0.20627510767455795, \"cagr_pct\": 4.591802917118808, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 19.794520547945204, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30301961201356115, \"sortino\": 0.42341152730532194}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.435737277002634, \"dd_pct\": -34.4230133501643, \"calmar\": -1.429958928876527, \"cagr_pct\": -49.22349529890334, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 38.41059602649007, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.107262933669538, \"sortino\": -2.5832126310581724}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 791.6888592900809, \"dd_pct\": -61.64123029348444, \"calmar\": 0.4929327274845798, \"cagr_pct\": 30.38497977407239, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 28.660358565737056, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8930884296235396, \"sortino\": 1.2918897404295586}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 151.9597870900379, \"dd_pct\": -61.64123029348444, \"calmar\": 0.5664601449416854, \"cagr_pct\": 34.917300246431004, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.22360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9211011721768384, \"sortino\": 1.2946483745847803}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 253.90125924000532, \"dd_pct\": -44.689235311157425, \"calmar\": 0.6209160671635436, \"cagr_pct\": 27.74826423395003, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 31.312997347480103, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8805057571027951, \"sortino\": 1.3092852749960482}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 791.6888592900809, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.64123029348444, "% In Market": 28.660358565737056, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e72da0b213de1b7a37aa59c33b287b9ae7569e2cf9275c5b8f318c40702a8d1b", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": -691.0, "i_long_exit_activation_confirmation_threshold": 630.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "0782f5f740f0dce657e8bc0f03bd98cf87ccb119658a4188a49b84eeecf47543", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.60198066409565, \"dd_pct\": -26.4277888701668, \"calmar\": 2.7875045120461195, \"cagr_pct\": 73.66758071899217, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2843987379821762, \"sortino\": 1.9577388089309486}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.559658964704786, \"dd_pct\": -15.383660758610972, \"calmar\": -0.5567766546711433, \"cagr_pct\": -8.56526317377516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5029430055310311, \"sortino\": -0.6887080121188277}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 88.8084633465386, \"dd_pct\": -11.608867572788428, \"calmar\": 7.657135566828731, \"cagr_pct\": 88.890672782203, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2647674840410623, \"sortino\": 3.649437361624111}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 49.405774821545265, \"dd_pct\": -21.663642942474816, \"calmar\": 3.267221650675459, \"cagr_pct\": 70.77992325415632, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 46.53284671532847, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.634419229001221, \"sortino\": 2.4633817369103417}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.5885889701724025, \"dd_pct\": -22.260576997799152, \"calmar\": 0.20627510767455795, \"cagr_pct\": 4.591802917118808, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 19.794520547945204, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30301961201356115, \"sortino\": 0.42341152730532194}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.435737277002634, \"dd_pct\": -34.4230133501643, \"calmar\": -1.429958928876527, \"cagr_pct\": -49.22349529890334, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 38.41059602649007, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.107262933669538, \"sortino\": -2.5832126310581724}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 791.6888592900809, \"dd_pct\": -61.64123029348444, \"calmar\": 0.4929327274845798, \"cagr_pct\": 30.38497977407239, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 28.660358565737056, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8930884296235396, \"sortino\": 1.2918897404295586}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 151.9597870900379, \"dd_pct\": -61.64123029348444, \"calmar\": 0.5664601449416854, \"cagr_pct\": 34.917300246431004, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.22360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9211011721768384, \"sortino\": 1.2946483745847803}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 253.90125924000532, \"dd_pct\": -44.689235311157425, \"calmar\": 0.6209160671635436, \"cagr_pct\": 27.74826423395003, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 31.312997347480103, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8805057571027951, \"sortino\": 1.3092852749960482}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 791.6888592900809, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.64123029348444, "% In Market": 28.660358565737056, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e72da0b213de1b7a37aa59c33b287b9ae7569e2cf9275c5b8f318c40702a8d1b", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": -690.05, "i_long_exit_activation_confirmation_threshold": 630.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "d57eec9590826b2f06b2987ea2adbbd20bd062d7bf90c82d3b16ae6776398e3d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.60198066409565, \"dd_pct\": -26.4277888701668, \"calmar\": 2.7875045120461195, \"cagr_pct\": 73.66758071899217, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2843987379821762, \"sortino\": 1.9577388089309486}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.559658964704786, \"dd_pct\": -15.383660758610972, \"calmar\": -0.5567766546711433, \"cagr_pct\": -8.56526317377516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5029430055310311, \"sortino\": -0.6887080121188277}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 88.8084633465386, \"dd_pct\": -11.608867572788428, \"calmar\": 7.657135566828731, \"cagr_pct\": 88.890672782203, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2647674840410623, \"sortino\": 3.649437361624111}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 49.405774821545265, \"dd_pct\": -21.663642942474816, \"calmar\": 3.267221650675459, \"cagr_pct\": 70.77992325415632, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 46.53284671532847, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.634419229001221, \"sortino\": 2.4633817369103417}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.5885889701724025, \"dd_pct\": -22.260576997799152, \"calmar\": 0.20627510767455795, \"cagr_pct\": 4.591802917118808, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 19.794520547945204, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30301961201356115, \"sortino\": 0.42341152730532194}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.435737277002634, \"dd_pct\": -34.4230133501643, \"calmar\": -1.429958928876527, \"cagr_pct\": -49.22349529890334, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 38.41059602649007, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.107262933669538, \"sortino\": -2.5832126310581724}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 791.6888592900809, \"dd_pct\": -61.64123029348444, \"calmar\": 0.4929327274845798, \"cagr_pct\": 30.38497977407239, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 28.660358565737056, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8930884296235396, \"sortino\": 1.2918897404295586}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 151.9597870900379, \"dd_pct\": -61.64123029348444, \"calmar\": 0.5664601449416854, \"cagr_pct\": 34.917300246431004, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.22360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9211011721768384, \"sortino\": 1.2946483745847803}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 253.90125924000532, \"dd_pct\": -44.689235311157425, \"calmar\": 0.6209160671635436, \"cagr_pct\": 27.74826423395003, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 31.312997347480103, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8805057571027951, \"sortino\": 1.3092852749960482}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 791.6888592900809, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.64123029348444, "% In Market": 28.660358565737056, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e72da0b213de1b7a37aa59c33b287b9ae7569e2cf9275c5b8f318c40702a8d1b", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": -689.95, "i_long_exit_activation_confirmation_threshold": 630.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "f8dcccc28ceec70f930a4a543c140c776bf3043f56b76296640cd8fd1984d85c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.60198066409565, \"dd_pct\": -26.4277888701668, \"calmar\": 2.7875045120461195, \"cagr_pct\": 73.66758071899217, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2843987379821762, \"sortino\": 1.9577388089309486}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.559658964704786, \"dd_pct\": -15.383660758610972, \"calmar\": -0.5567766546711433, \"cagr_pct\": -8.56526317377516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5029430055310311, \"sortino\": -0.6887080121188277}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 88.8084633465386, \"dd_pct\": -11.608867572788428, \"calmar\": 7.657135566828731, \"cagr_pct\": 88.890672782203, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2647674840410623, \"sortino\": 3.649437361624111}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 49.405774821545265, \"dd_pct\": -21.663642942474816, \"calmar\": 3.267221650675459, \"cagr_pct\": 70.77992325415632, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 46.53284671532847, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.634419229001221, \"sortino\": 2.4633817369103417}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.5885889701724025, \"dd_pct\": -22.260576997799152, \"calmar\": 0.20627510767455795, \"cagr_pct\": 4.591802917118808, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 19.794520547945204, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30301961201356115, \"sortino\": 0.42341152730532194}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.435737277002634, \"dd_pct\": -34.4230133501643, \"calmar\": -1.429958928876527, \"cagr_pct\": -49.22349529890334, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 38.41059602649007, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.107262933669538, \"sortino\": -2.5832126310581724}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 791.6888592900809, \"dd_pct\": -61.64123029348444, \"calmar\": 0.4929327274845798, \"cagr_pct\": 30.38497977407239, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 28.660358565737056, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8930884296235396, \"sortino\": 1.2918897404295586}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 151.9597870900379, \"dd_pct\": -61.64123029348444, \"calmar\": 0.5664601449416854, \"cagr_pct\": 34.917300246431004, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.22360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9211011721768384, \"sortino\": 1.2946483745847803}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 253.90125924000532, \"dd_pct\": -44.689235311157425, \"calmar\": 0.6209160671635436, \"cagr_pct\": 27.74826423395003, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 31.312997347480103, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8805057571027951, \"sortino\": 1.3092852749960482}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 791.6888592900809, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.64123029348444, "% In Market": 28.660358565737056, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 36, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e72da0b213de1b7a37aa59c33b287b9ae7569e2cf9275c5b8f318c40702a8d1b", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": -689.0, "i_long_exit_activation_confirmation_threshold": 630.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "dbbaf2bda4e70d07fbad6995726fe1304c81c2f97e63d403ce0f67e32f8446d6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.60198066409565, \"dd_pct\": -26.4277888701668, \"calmar\": 2.7875045120461195, \"cagr_pct\": 73.66758071899217, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2843987379821762, \"sortino\": 1.9577388089309486}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.559658964704786, \"dd_pct\": -15.383660758610972, \"calmar\": -0.5567766546711433, \"cagr_pct\": -8.56526317377516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5029430055310311, \"sortino\": -0.6887080121188277}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 88.8084633465386, \"dd_pct\": -11.608867572788428, \"calmar\": 7.657135566828731, \"cagr_pct\": 88.890672782203, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2647674840410623, \"sortino\": 3.649437361624111}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 49.405774821545265, \"dd_pct\": -21.663642942474816, \"calmar\": 3.267221650675459, \"cagr_pct\": 70.77992325415632, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 46.53284671532847, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.634419229001221, \"sortino\": 2.4633817369103417}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.5885889701724025, \"dd_pct\": -22.260576997799152, \"calmar\": 0.20627510767455795, \"cagr_pct\": 4.591802917118808, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 19.794520547945204, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30301961201356115, \"sortino\": 0.42341152730532194}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.435737277002634, \"dd_pct\": -34.4230133501643, \"calmar\": -1.429958928876527, \"cagr_pct\": -49.22349529890334, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 38.41059602649007, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.107262933669538, \"sortino\": -2.5832126310581724}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 791.6888592900809, \"dd_pct\": -61.64123029348444, \"calmar\": 0.4929327274845798, \"cagr_pct\": 30.38497977407239, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 28.660358565737056, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8930884296235396, \"sortino\": 1.2918897404295586}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 151.9597870900379, \"dd_pct\": -61.64123029348444, \"calmar\": 0.5664601449416854, \"cagr_pct\": 34.917300246431004, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.22360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9211011721768384, \"sortino\": 1.2946483745847803}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 253.90125924000532, \"dd_pct\": -44.689235311157425, \"calmar\": 0.6209160671635436, \"cagr_pct\": 27.74826423395003, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 31.312997347480103, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8805057571027951, \"sortino\": 1.3092852749960482}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 791.6888592900809, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.64123029348444, "% In Market": 28.660358565737056, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e72da0b213de1b7a37aa59c33b287b9ae7569e2cf9275c5b8f318c40702a8d1b", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": -690.0, "i_long_exit_activation_confirmation_threshold": 629.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "4dd7301a2afb0d1be3c3a107f83c380feb4f657026ba2129f5563462a6680118", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.60198066409565, \"dd_pct\": -26.4277888701668, \"calmar\": 2.7875045120461195, \"cagr_pct\": 73.66758071899217, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2843987379821762, \"sortino\": 1.9577388089309486}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.559658964704786, \"dd_pct\": -15.383660758610972, \"calmar\": -0.5567766546711433, \"cagr_pct\": -8.56526317377516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5029430055310311, \"sortino\": -0.6887080121188277}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 88.8084633465386, \"dd_pct\": -11.608867572788428, \"calmar\": 7.657135566828731, \"cagr_pct\": 88.890672782203, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2647674840410623, \"sortino\": 3.649437361624111}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 49.405774821545265, \"dd_pct\": -21.663642942474816, \"calmar\": 3.267221650675459, \"cagr_pct\": 70.77992325415632, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 46.53284671532847, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.634419229001221, \"sortino\": 2.4633817369103417}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.5885889701724025, \"dd_pct\": -22.260576997799152, \"calmar\": 0.20627510767455795, \"cagr_pct\": 4.591802917118808, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 19.794520547945204, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30301961201356115, \"sortino\": 0.42341152730532194}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.435737277002634, \"dd_pct\": -34.4230133501643, \"calmar\": -1.429958928876527, \"cagr_pct\": -49.22349529890334, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 38.41059602649007, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.107262933669538, \"sortino\": -2.5832126310581724}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 791.6888592900809, \"dd_pct\": -61.64123029348444, \"calmar\": 0.4929327274845798, \"cagr_pct\": 30.38497977407239, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 28.660358565737056, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8930884296235396, \"sortino\": 1.2918897404295586}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 151.9597870900379, \"dd_pct\": -61.64123029348444, \"calmar\": 0.5664601449416854, \"cagr_pct\": 34.917300246431004, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.22360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9211011721768384, \"sortino\": 1.2946483745847803}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 253.90125924000532, \"dd_pct\": -44.689235311157425, \"calmar\": 0.6209160671635436, \"cagr_pct\": 27.74826423395003, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 31.312997347480103, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8805057571027951, \"sortino\": 1.3092852749960482}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 791.6888592900809, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.64123029348444, "% In Market": 28.660358565737056, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e72da0b213de1b7a37aa59c33b287b9ae7569e2cf9275c5b8f318c40702a8d1b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": -690.0, "i_long_exit_activation_confirmation_threshold": 629.95, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "e8072db90f73bb464d3fa16a9ee4591a9a4d83725f652be2f19ee88ea397a239", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.60198066409565, \"dd_pct\": -26.4277888701668, \"calmar\": 2.7875045120461195, \"cagr_pct\": 73.66758071899217, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2843987379821762, \"sortino\": 1.9577388089309486}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.559658964704786, \"dd_pct\": -15.383660758610972, \"calmar\": -0.5567766546711433, \"cagr_pct\": -8.56526317377516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5029430055310311, \"sortino\": -0.6887080121188277}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 88.8084633465386, \"dd_pct\": -11.608867572788428, \"calmar\": 7.657135566828731, \"cagr_pct\": 88.890672782203, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2647674840410623, \"sortino\": 3.649437361624111}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 49.405774821545265, \"dd_pct\": -21.663642942474816, \"calmar\": 3.267221650675459, \"cagr_pct\": 70.77992325415632, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 46.53284671532847, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.634419229001221, \"sortino\": 2.4633817369103417}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.5885889701724025, \"dd_pct\": -22.260576997799152, \"calmar\": 0.20627510767455795, \"cagr_pct\": 4.591802917118808, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 19.794520547945204, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30301961201356115, \"sortino\": 0.42341152730532194}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.435737277002634, \"dd_pct\": -34.4230133501643, \"calmar\": -1.429958928876527, \"cagr_pct\": -49.22349529890334, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 38.41059602649007, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.107262933669538, \"sortino\": -2.5832126310581724}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 791.6888592900809, \"dd_pct\": -61.64123029348444, \"calmar\": 0.4929327274845798, \"cagr_pct\": 30.38497977407239, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 28.660358565737056, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8930884296235396, \"sortino\": 1.2918897404295586}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 151.9597870900379, \"dd_pct\": -61.64123029348444, \"calmar\": 0.5664601449416854, \"cagr_pct\": 34.917300246431004, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.22360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9211011721768384, \"sortino\": 1.2946483745847803}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 253.90125924000532, \"dd_pct\": -44.689235311157425, \"calmar\": 0.6209160671635436, \"cagr_pct\": 27.74826423395003, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 31.312997347480103, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8805057571027951, \"sortino\": 1.3092852749960482}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 791.6888592900809, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.64123029348444, "% In Market": 28.660358565737056, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e72da0b213de1b7a37aa59c33b287b9ae7569e2cf9275c5b8f318c40702a8d1b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": -690.0, "i_long_exit_activation_confirmation_threshold": 630.05, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "6e5a330bd071a18a2b73c517486f239446f83a69f3df3aab2fbd24303ec1eac8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.60198066409565, \"dd_pct\": -26.4277888701668, \"calmar\": 2.7875045120461195, \"cagr_pct\": 73.66758071899217, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2843987379821762, \"sortino\": 1.9577388089309486}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.559658964704786, \"dd_pct\": -15.383660758610972, \"calmar\": -0.5567766546711433, \"cagr_pct\": -8.56526317377516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5029430055310311, \"sortino\": -0.6887080121188277}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 88.8084633465386, \"dd_pct\": -11.608867572788428, \"calmar\": 7.657135566828731, \"cagr_pct\": 88.890672782203, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2647674840410623, \"sortino\": 3.649437361624111}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 49.405774821545265, \"dd_pct\": -21.663642942474816, \"calmar\": 3.267221650675459, \"cagr_pct\": 70.77992325415632, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 46.53284671532847, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.634419229001221, \"sortino\": 2.4633817369103417}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.5885889701724025, \"dd_pct\": -22.260576997799152, \"calmar\": 0.20627510767455795, \"cagr_pct\": 4.591802917118808, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 19.794520547945204, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30301961201356115, \"sortino\": 0.42341152730532194}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.435737277002634, \"dd_pct\": -34.4230133501643, \"calmar\": -1.429958928876527, \"cagr_pct\": -49.22349529890334, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 38.41059602649007, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.107262933669538, \"sortino\": -2.5832126310581724}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 791.6888592900809, \"dd_pct\": -61.64123029348444, \"calmar\": 0.4929327274845798, \"cagr_pct\": 30.38497977407239, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 28.660358565737056, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8930884296235396, \"sortino\": 1.2918897404295586}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 151.9597870900379, \"dd_pct\": -61.64123029348444, \"calmar\": 0.5664601449416854, \"cagr_pct\": 34.917300246431004, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.22360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9211011721768384, \"sortino\": 1.2946483745847803}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 253.90125924000532, \"dd_pct\": -44.689235311157425, \"calmar\": 0.6209160671635436, \"cagr_pct\": 27.74826423395003, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 31.312997347480103, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8805057571027951, \"sortino\": 1.3092852749960482}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 791.6888592900809, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.64123029348444, "% In Market": 28.660358565737056, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e72da0b213de1b7a37aa59c33b287b9ae7569e2cf9275c5b8f318c40702a8d1b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 110.0, "i_long_exit_activation_threshold": -690.0, "i_long_exit_activation_confirmation_threshold": 631.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "f9faa6d6adb55ee26eef33fcefc1b78e5b6677de995c880b821f2b2a51f81fe3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 73.60198066409565, \"dd_pct\": -26.4277888701668, \"calmar\": 2.7875045120461195, \"cagr_pct\": 73.66758071899217, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 34.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2843987379821762, \"sortino\": 1.9577388089309486}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -8.559658964704786, \"dd_pct\": -15.383660758610972, \"calmar\": -0.5567766546711433, \"cagr_pct\": -8.56526317377516, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 5.136986301369863, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5029430055310311, \"sortino\": -0.6887080121188277}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 88.8084633465386, \"dd_pct\": -11.608867572788428, \"calmar\": 7.657135566828731, \"cagr_pct\": 88.890672782203, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 51.71232876712328, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2647674840410623, \"sortino\": 3.649437361624111}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 49.405774821545265, \"dd_pct\": -21.663642942474816, \"calmar\": 3.267221650675459, \"cagr_pct\": 70.77992325415632, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 46.53284671532847, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.634419229001221, \"sortino\": 2.4633817369103417}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 4.5885889701724025, \"dd_pct\": -22.260576997799152, \"calmar\": 0.20627510767455795, \"cagr_pct\": 4.591802917118808, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 19.794520547945204, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.30301961201356115, \"sortino\": 0.42341152730532194}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -24.435737277002634, \"dd_pct\": -34.4230133501643, \"calmar\": -1.429958928876527, \"cagr_pct\": -49.22349529890334, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 38.41059602649007, \"years\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.107262933669538, \"sortino\": -2.5832126310581724}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 791.6888592900809, \"dd_pct\": -61.64123029348444, \"calmar\": 0.4929327274845798, \"cagr_pct\": 30.38497977407239, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 28.660358565737056, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8930884296235396, \"sortino\": 1.2918897404295586}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 151.9597870900379, \"dd_pct\": -61.64123029348444, \"calmar\": 0.5664601449416854, \"cagr_pct\": 34.917300246431004, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 24.22360248447205, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9211011721768384, \"sortino\": 1.2946483745847803}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 253.90125924000532, \"dd_pct\": -44.689235311157425, \"calmar\": 0.6209160671635436, \"cagr_pct\": 27.74826423395003, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 31.312997347480103, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8805057571027951, \"sortino\": 1.3092852749960482}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 11, "Total P&L %": 791.6888592900809, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -61.64123029348444, "% In Market": 28.660358565737056, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e72da0b213de1b7a37aa59c33b287b9ae7569e2cf9275c5b8f318c40702a8d1b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -185.0, "i_long_exit_activation_threshold": 110.0, "i_long_exit_activation_confirmation_threshold": 290.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "578122d2991a2f806caa70d486acf367b44f446f7a36f396fa33859178dc40d1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 5.23835191556643, \"dd_pct\": -54.07526828608904, \"calmar\": 0.09693955171840865, \"cagr_pct\": 5.242032266706151, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 90.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46122782504165144, \"sortino\": 0.6580885711050923}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.6107430779204, \"dd_pct\": -69.26545239300962, \"calmar\": -0.9620354386149936, \"cagr_pct\": -66.63581987377498, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4065775081696172, \"sortino\": -1.9185978592547654}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 65.73453089509849, \"dd_pct\": -20.728307802362945, \"calmar\": 3.1740116982558426, \"cagr_pct\": 65.79189144974784, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.23287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.601332865463527, \"sortino\": 2.4563372151490173}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 29.55849322976234, \"dd_pct\": -34.437904154373456, \"calmar\": 1.197164571120702, \"cagr_pct\": 41.22783875726634, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 95.8029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9312159473125364, \"sortino\": 1.336260861204881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.85201642662223, \"dd_pct\": -27.746185350310004, \"calmar\": 1.9425164772373171, \"cagr_pct\": 53.897422223457845, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 92.87671232876711, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.210081280724647, \"sortino\": 1.8130959499600647}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.522847656587174, \"dd_pct\": -45.68861730075105, \"calmar\": -1.5140190151258617, \"cagr_pct\": -69.17343536814549, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.40397350993378, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1333709984343288, \"sortino\": -2.7944293201192396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.9083994379123217, \"dd_pct\": -84.11536994554872, \"calmar\": -0.0013148510338187567, \"cagr_pct\": -0.11059918113295192, \"entries\": 98, \"exits\": 97, \"exposure_pct\": 92.72908366533864, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3221905326613819, \"sortino\": 0.45573406721240595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.85458480652668, \"dd_pct\": -84.11536994554872, \"calmar\": 0.1334476707018102, \"cagr_pct\": 11.225000189454528, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 96.5173025732032, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5229920105170834, \"sortino\": 0.737996002092557}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.636421548372603, \"dd_pct\": -78.2441270570987, \"calmar\": -0.08087818659939848, \"cagr_pct\": -6.328243108431071, \"entries\": 74, \"exits\": 74, \"exposure_pct\": 90.46419098143235, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.16653269050442499, \"sortino\": 0.23619224919570334}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": -0.9083994379123217, "Sharpe Ratio": 0.3221905326613819, "Sortino Ratio": 0.45573406721240595, "Calmar Ratio": -0.0013148510338187567, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554872, "% In Market": 92.72908366533864, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.1334476707018102, "Sub1_Sortino": 0.737996002092557, "Sub1_Trades": 24, "Sub2_Calmar": -0.08087818659939848, "Sub2_Sortino": 0.23619224919570334, "Sub2_Trades": 74, "WFO_Score": 1.6026580745830676, "WFO_Min_Fold": 0.09693955171840865, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.09694, 3.174012, 1.197165, 1.942516]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1c522bae696cc3ad3f969a2d5cd06721051f27de8947211adc15fd2bc05f991", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -186.0, "i_long_exit_activation_threshold": 110.0, "i_long_exit_activation_confirmation_threshold": 290.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "7640259d5005318c2768df9831eb5b0b00915ebd90ca1cf1f5c5056f7d934d01", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 8.438392337736511, \"dd_pct\": -54.07526828608897, \"calmar\": 0.15616028856000613, \"cagr_pct\": 8.444409499515402, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 90.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.49880200608405606, \"sortino\": 0.7122130225317008}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.6107430779204, \"dd_pct\": -69.26545239300962, \"calmar\": -0.9620354386149936, \"cagr_pct\": -66.63581987377498, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4065775081696172, \"sortino\": -1.9185978592547654}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 65.73453089509849, \"dd_pct\": -20.728307802362945, \"calmar\": 3.1740116982558426, \"cagr_pct\": 65.79189144974784, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.23287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.601332865463527, \"sortino\": 2.4563372151490173}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 29.55849322976234, \"dd_pct\": -34.437904154373456, \"calmar\": 1.197164571120702, \"cagr_pct\": 41.22783875726634, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 95.8029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9312159473125364, \"sortino\": 1.336260861204881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.85201642662223, \"dd_pct\": -27.746185350310004, \"calmar\": 1.9425164772373171, \"cagr_pct\": 53.897422223457845, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 92.87671232876711, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.210081280724647, \"sortino\": 1.8130959499600647}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.522847656587174, \"dd_pct\": -45.68861730075105, \"calmar\": -1.5140190151258617, \"cagr_pct\": -69.17343536814549, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.40397350993378, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1333709984343288, \"sortino\": -2.7944293201192396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.3871608383347547, \"dd_pct\": -84.11536994554872, \"calmar\": -0.0005591022569346363, \"cagr_pct\": -0.04702909317944817, \"entries\": 98, \"exits\": 97, \"exposure_pct\": 92.7124833997344, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.32311925044863377, \"sortino\": 0.4570740463725599}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 35.46580037175975, \"dd_pct\": -84.11536994554872, \"calmar\": 0.12290152809194808, \"cagr_pct\": 10.337907502327463, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 96.49511978704525, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5124672047917496, \"sortino\": 0.7230481484653244}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -26.46642998579879, \"dd_pct\": -78.2441270570987, \"calmar\": -0.07390939580118147, \"cagr_pct\": -5.782976155781039, \"entries\": 74, \"exits\": 74, \"exposure_pct\": 90.45092838196287, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.1767081277438316, \"sortino\": 0.2506922444893413}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": -0.3871608383347547, "Sharpe Ratio": 0.32311925044863377, "Sortino Ratio": 0.4570740463725599, "Calmar Ratio": -0.0005591022569346363, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554872, "% In Market": 92.7124833997344, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.12290152809194808, "Sub1_Sortino": 0.7230481484653244, "Sub1_Trades": 24, "Sub2_Calmar": -0.07390939580118147, "Sub2_Sortino": 0.2506922444893413, "Sub2_Trades": 74, "WFO_Score": 1.617463258793467, "WFO_Min_Fold": 0.15616028856000613, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.15616, 3.174012, 1.197165, 1.942516]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1c522bae696cc3ad3f969a2d5cd06721051f27de8947211adc15fd2bc05f991", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -185.05, "i_long_exit_activation_threshold": 110.0, "i_long_exit_activation_confirmation_threshold": 290.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "55568cb74fcb4f6592c3b4bf7045cfe6b8009d9000076be39edda4cab8fbf224", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 5.23835191556643, \"dd_pct\": -54.07526828608904, \"calmar\": 0.09693955171840865, \"cagr_pct\": 5.242032266706151, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 90.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46122782504165144, \"sortino\": 0.6580885711050923}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.6107430779204, \"dd_pct\": -69.26545239300962, \"calmar\": -0.9620354386149936, \"cagr_pct\": -66.63581987377498, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4065775081696172, \"sortino\": -1.9185978592547654}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 65.73453089509849, \"dd_pct\": -20.728307802362945, \"calmar\": 3.1740116982558426, \"cagr_pct\": 65.79189144974784, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.23287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.601332865463527, \"sortino\": 2.4563372151490173}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 29.55849322976234, \"dd_pct\": -34.437904154373456, \"calmar\": 1.197164571120702, \"cagr_pct\": 41.22783875726634, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 95.8029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9312159473125364, \"sortino\": 1.336260861204881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.85201642662223, \"dd_pct\": -27.746185350310004, \"calmar\": 1.9425164772373171, \"cagr_pct\": 53.897422223457845, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 92.87671232876711, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.210081280724647, \"sortino\": 1.8130959499600647}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.522847656587174, \"dd_pct\": -45.68861730075105, \"calmar\": -1.5140190151258617, \"cagr_pct\": -69.17343536814549, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.40397350993378, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1333709984343288, \"sortino\": -2.7944293201192396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.9083994379123217, \"dd_pct\": -84.11536994554872, \"calmar\": -0.0013148510338187567, \"cagr_pct\": -0.11059918113295192, \"entries\": 98, \"exits\": 97, \"exposure_pct\": 92.72908366533864, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3221905326613819, \"sortino\": 0.45573406721240595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.85458480652668, \"dd_pct\": -84.11536994554872, \"calmar\": 0.1334476707018102, \"cagr_pct\": 11.225000189454528, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 96.5173025732032, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5229920105170834, \"sortino\": 0.737996002092557}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.636421548372603, \"dd_pct\": -78.2441270570987, \"calmar\": -0.08087818659939848, \"cagr_pct\": -6.328243108431071, \"entries\": 74, \"exits\": 74, \"exposure_pct\": 90.46419098143235, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.16653269050442499, \"sortino\": 0.23619224919570334}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": -0.9083994379123217, "Sharpe Ratio": 0.3221905326613819, "Sortino Ratio": 0.45573406721240595, "Calmar Ratio": -0.0013148510338187567, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554872, "% In Market": 92.72908366533864, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.1334476707018102, "Sub1_Sortino": 0.737996002092557, "Sub1_Trades": 24, "Sub2_Calmar": -0.08087818659939848, "Sub2_Sortino": 0.23619224919570334, "Sub2_Trades": 74, "WFO_Score": 1.6026580745830676, "WFO_Min_Fold": 0.09693955171840865, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.09694, 3.174012, 1.197165, 1.942516]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1c522bae696cc3ad3f969a2d5cd06721051f27de8947211adc15fd2bc05f991", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -184.95, "i_long_exit_activation_threshold": 110.0, "i_long_exit_activation_confirmation_threshold": 290.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "5377ff91dbeea93b1c105835d360cdc72ed95b5d07f6172cf1fee7abc29dd182", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 5.23835191556643, \"dd_pct\": -54.07526828608904, \"calmar\": 0.09693955171840865, \"cagr_pct\": 5.242032266706151, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 90.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46122782504165144, \"sortino\": 0.6580885711050923}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.6107430779204, \"dd_pct\": -69.26545239300962, \"calmar\": -0.9620354386149936, \"cagr_pct\": -66.63581987377498, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4065775081696172, \"sortino\": -1.9185978592547654}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 65.73453089509849, \"dd_pct\": -20.728307802362945, \"calmar\": 3.1740116982558426, \"cagr_pct\": 65.79189144974784, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.23287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.601332865463527, \"sortino\": 2.4563372151490173}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 29.55849322976234, \"dd_pct\": -34.437904154373456, \"calmar\": 1.197164571120702, \"cagr_pct\": 41.22783875726634, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 95.8029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9312159473125364, \"sortino\": 1.336260861204881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.85201642662223, \"dd_pct\": -27.746185350310004, \"calmar\": 1.9425164772373171, \"cagr_pct\": 53.897422223457845, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 92.87671232876711, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.210081280724647, \"sortino\": 1.8130959499600647}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.522847656587174, \"dd_pct\": -45.68861730075105, \"calmar\": -1.5140190151258617, \"cagr_pct\": -69.17343536814549, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.40397350993378, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1333709984343288, \"sortino\": -2.7944293201192396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.9083994379123217, \"dd_pct\": -84.11536994554872, \"calmar\": -0.0013148510338187567, \"cagr_pct\": -0.11059918113295192, \"entries\": 98, \"exits\": 97, \"exposure_pct\": 92.72908366533864, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3221905326613819, \"sortino\": 0.45573406721240595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.85458480652668, \"dd_pct\": -84.11536994554872, \"calmar\": 0.1334476707018102, \"cagr_pct\": 11.225000189454528, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 96.5173025732032, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5229920105170834, \"sortino\": 0.737996002092557}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.636421548372603, \"dd_pct\": -78.2441270570987, \"calmar\": -0.08087818659939848, \"cagr_pct\": -6.328243108431071, \"entries\": 74, \"exits\": 74, \"exposure_pct\": 90.46419098143235, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.16653269050442499, \"sortino\": 0.23619224919570334}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": -0.9083994379123217, "Sharpe Ratio": 0.3221905326613819, "Sortino Ratio": 0.45573406721240595, "Calmar Ratio": -0.0013148510338187567, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554872, "% In Market": 92.72908366533864, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.1334476707018102, "Sub1_Sortino": 0.737996002092557, "Sub1_Trades": 24, "Sub2_Calmar": -0.08087818659939848, "Sub2_Sortino": 0.23619224919570334, "Sub2_Trades": 74, "WFO_Score": 1.6026580745830676, "WFO_Min_Fold": 0.09693955171840865, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.09694, 3.174012, 1.197165, 1.942516]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1c522bae696cc3ad3f969a2d5cd06721051f27de8947211adc15fd2bc05f991", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -184.0, "i_long_exit_activation_threshold": 110.0, "i_long_exit_activation_confirmation_threshold": 290.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "82fada5151ffe925004dc06e2fd0ce9a81ab1327215c3b09d25495574953ff6f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 5.23835191556643, \"dd_pct\": -54.07526828608904, \"calmar\": 0.09693955171840865, \"cagr_pct\": 5.242032266706151, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 90.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46122782504165144, \"sortino\": 0.6580885711050923}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.6107430779204, \"dd_pct\": -69.26545239300962, \"calmar\": -0.9620354386149936, \"cagr_pct\": -66.63581987377498, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4065775081696172, \"sortino\": -1.9185978592547654}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 65.73453089509849, \"dd_pct\": -20.728307802362945, \"calmar\": 3.1740116982558426, \"cagr_pct\": 65.79189144974784, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.23287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.601332865463527, \"sortino\": 2.4563372151490173}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 29.55849322976234, \"dd_pct\": -34.437904154373456, \"calmar\": 1.197164571120702, \"cagr_pct\": 41.22783875726634, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 95.8029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9312159473125364, \"sortino\": 1.336260861204881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.85201642662223, \"dd_pct\": -27.746185350310004, \"calmar\": 1.9425164772373171, \"cagr_pct\": 53.897422223457845, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 92.87671232876711, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.210081280724647, \"sortino\": 1.8130959499600647}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.45633887000197, \"dd_pct\": -45.62986077050518, \"calmar\": -1.5141993386227033, \"cagr_pct\": -69.09270500014499, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.56953642384106, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.128392108924217, \"sortino\": -2.788179989033182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.9761309148464514, \"dd_pct\": -84.11536994554872, \"calmar\": -0.0014133118589725667, \"cagr_pct\": -0.11888124986590863, \"entries\": 98, \"exits\": 97, \"exposure_pct\": 92.63778220451528, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.32203548687482064, \"sortino\": 0.4555167694056661}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.60972006429591, \"dd_pct\": -84.11536994554872, \"calmar\": 0.13269150251677841, \"cagr_pct\": 11.161394822829525, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 96.2511091393079, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.522205433424071, \"sortino\": 0.7368866909591683}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.559217175231044, \"dd_pct\": -78.2441270570987, \"calmar\": -0.08062733795983563, \"cagr_pct\": -6.308615675605016, \"entries\": 74, \"exits\": 74, \"exposure_pct\": 90.47745358090185, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.1669007868413877, \"sortino\": 0.23671616004236962}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": -0.9761309148464514, "Sharpe Ratio": 0.32203548687482064, "Sortino Ratio": 0.4555167694056661, "Calmar Ratio": -0.0014133118589725667, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554872, "% In Market": 92.63778220451528, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.13269150251677841, "Sub1_Sortino": 0.7368866909591683, "Sub1_Trades": 24, "Sub2_Calmar": -0.08062733795983563, "Sub2_Sortino": 0.23671616004236962, "Sub2_Trades": 74, "WFO_Score": 1.6026580745830676, "WFO_Min_Fold": 0.09693955171840865, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.09694, 3.174012, 1.197165, 1.942516]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1c522bae696cc3ad3f969a2d5cd06721051f27de8947211adc15fd2bc05f991", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -185.0, "i_long_exit_activation_threshold": 109.0, "i_long_exit_activation_confirmation_threshold": 290.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "260cd8e52852e45f4d071482bd43a6b2a24dde51c3f7cda7436a513fdf7b389c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 5.23835191556643, \"dd_pct\": -54.07526828608904, \"calmar\": 0.09693955171840865, \"cagr_pct\": 5.242032266706151, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 90.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46122782504165144, \"sortino\": 0.6580885711050923}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.6107430779204, \"dd_pct\": -69.26545239300962, \"calmar\": -0.9620354386149936, \"cagr_pct\": -66.63581987377498, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4065775081696172, \"sortino\": -1.9185978592547654}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 65.73453089509849, \"dd_pct\": -20.728307802362945, \"calmar\": 3.1740116982558426, \"cagr_pct\": 65.79189144974784, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.23287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.601332865463527, \"sortino\": 2.4563372151490173}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 29.55849322976234, \"dd_pct\": -34.437904154373456, \"calmar\": 1.197164571120702, \"cagr_pct\": 41.22783875726634, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 95.8029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9312159473125364, \"sortino\": 1.336260861204881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.85201642662223, \"dd_pct\": -27.746185350310004, \"calmar\": 1.9425164772373171, \"cagr_pct\": 53.897422223457845, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 92.87671232876711, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.210081280724647, \"sortino\": 1.8130959499600647}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.522847656587174, \"dd_pct\": -45.68861730075105, \"calmar\": -1.5140190151258617, \"cagr_pct\": -69.17343536814549, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.40397350993378, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1333709984343288, \"sortino\": -2.7944293201192396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.9083994379123217, \"dd_pct\": -84.11536994554872, \"calmar\": -0.0013148510338187567, \"cagr_pct\": -0.11059918113295192, \"entries\": 98, \"exits\": 97, \"exposure_pct\": 92.72908366533864, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3221905326613819, \"sortino\": 0.45573406721240595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.85458480652668, \"dd_pct\": -84.11536994554872, \"calmar\": 0.1334476707018102, \"cagr_pct\": 11.225000189454528, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 96.5173025732032, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5229920105170834, \"sortino\": 0.737996002092557}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.636421548372603, \"dd_pct\": -78.2441270570987, \"calmar\": -0.08087818659939848, \"cagr_pct\": -6.328243108431071, \"entries\": 74, \"exits\": 74, \"exposure_pct\": 90.46419098143235, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.16653269050442499, \"sortino\": 0.23619224919570334}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": -0.9083994379123217, "Sharpe Ratio": 0.3221905326613819, "Sortino Ratio": 0.45573406721240595, "Calmar Ratio": -0.0013148510338187567, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554872, "% In Market": 92.72908366533864, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.1334476707018102, "Sub1_Sortino": 0.737996002092557, "Sub1_Trades": 24, "Sub2_Calmar": -0.08087818659939848, "Sub2_Sortino": 0.23619224919570334, "Sub2_Trades": 74, "WFO_Score": 1.6026580745830676, "WFO_Min_Fold": 0.09693955171840865, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.09694, 3.174012, 1.197165, 1.942516]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1c522bae696cc3ad3f969a2d5cd06721051f27de8947211adc15fd2bc05f991", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -185.0, "i_long_exit_activation_threshold": 109.95, "i_long_exit_activation_confirmation_threshold": 290.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "f2a9388094d051a61f46688c6e3c2b4737440c595d1bfb91c5e557a71968c7b5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 5.23835191556643, \"dd_pct\": -54.07526828608904, \"calmar\": 0.09693955171840865, \"cagr_pct\": 5.242032266706151, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 90.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46122782504165144, \"sortino\": 0.6580885711050923}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.6107430779204, \"dd_pct\": -69.26545239300962, \"calmar\": -0.9620354386149936, \"cagr_pct\": -66.63581987377498, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4065775081696172, \"sortino\": -1.9185978592547654}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 65.73453089509849, \"dd_pct\": -20.728307802362945, \"calmar\": 3.1740116982558426, \"cagr_pct\": 65.79189144974784, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.23287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.601332865463527, \"sortino\": 2.4563372151490173}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 29.55849322976234, \"dd_pct\": -34.437904154373456, \"calmar\": 1.197164571120702, \"cagr_pct\": 41.22783875726634, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 95.8029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9312159473125364, \"sortino\": 1.336260861204881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.85201642662223, \"dd_pct\": -27.746185350310004, \"calmar\": 1.9425164772373171, \"cagr_pct\": 53.897422223457845, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 92.87671232876711, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.210081280724647, \"sortino\": 1.8130959499600647}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.522847656587174, \"dd_pct\": -45.68861730075105, \"calmar\": -1.5140190151258617, \"cagr_pct\": -69.17343536814549, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.40397350993378, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1333709984343288, \"sortino\": -2.7944293201192396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.9083994379123217, \"dd_pct\": -84.11536994554872, \"calmar\": -0.0013148510338187567, \"cagr_pct\": -0.11059918113295192, \"entries\": 98, \"exits\": 97, \"exposure_pct\": 92.72908366533864, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3221905326613819, \"sortino\": 0.45573406721240595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.85458480652668, \"dd_pct\": -84.11536994554872, \"calmar\": 0.1334476707018102, \"cagr_pct\": 11.225000189454528, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 96.5173025732032, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5229920105170834, \"sortino\": 0.737996002092557}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.636421548372603, \"dd_pct\": -78.2441270570987, \"calmar\": -0.08087818659939848, \"cagr_pct\": -6.328243108431071, \"entries\": 74, \"exits\": 74, \"exposure_pct\": 90.46419098143235, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.16653269050442499, \"sortino\": 0.23619224919570334}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": -0.9083994379123217, "Sharpe Ratio": 0.3221905326613819, "Sortino Ratio": 0.45573406721240595, "Calmar Ratio": -0.0013148510338187567, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554872, "% In Market": 92.72908366533864, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.1334476707018102, "Sub1_Sortino": 0.737996002092557, "Sub1_Trades": 24, "Sub2_Calmar": -0.08087818659939848, "Sub2_Sortino": 0.23619224919570334, "Sub2_Trades": 74, "WFO_Score": 1.6026580745830676, "WFO_Min_Fold": 0.09693955171840865, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.09694, 3.174012, 1.197165, 1.942516]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1c522bae696cc3ad3f969a2d5cd06721051f27de8947211adc15fd2bc05f991", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -185.0, "i_long_exit_activation_threshold": 110.05, "i_long_exit_activation_confirmation_threshold": 290.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "87cc75e7bd51192811a01441859c9aaa2329c7f3b5b8e918114fac6e76e58a87", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 5.23835191556643, \"dd_pct\": -54.07526828608904, \"calmar\": 0.09693955171840865, \"cagr_pct\": 5.242032266706151, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 90.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46122782504165144, \"sortino\": 0.6580885711050923}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.6107430779204, \"dd_pct\": -69.26545239300962, \"calmar\": -0.9620354386149936, \"cagr_pct\": -66.63581987377498, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4065775081696172, \"sortino\": -1.9185978592547654}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 65.73453089509849, \"dd_pct\": -20.728307802362945, \"calmar\": 3.1740116982558426, \"cagr_pct\": 65.79189144974784, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.23287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.601332865463527, \"sortino\": 2.4563372151490173}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 29.55849322976234, \"dd_pct\": -34.437904154373456, \"calmar\": 1.197164571120702, \"cagr_pct\": 41.22783875726634, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 95.8029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9312159473125364, \"sortino\": 1.336260861204881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.85201642662223, \"dd_pct\": -27.746185350310004, \"calmar\": 1.9425164772373171, \"cagr_pct\": 53.897422223457845, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 92.87671232876711, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.210081280724647, \"sortino\": 1.8130959499600647}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.522847656587174, \"dd_pct\": -45.68861730075105, \"calmar\": -1.5140190151258617, \"cagr_pct\": -69.17343536814549, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.40397350993378, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1333709984343288, \"sortino\": -2.7944293201192396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.9083994379123217, \"dd_pct\": -84.11536994554872, \"calmar\": -0.0013148510338187567, \"cagr_pct\": -0.11059918113295192, \"entries\": 98, \"exits\": 97, \"exposure_pct\": 92.72908366533864, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3221905326613819, \"sortino\": 0.45573406721240595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.85458480652668, \"dd_pct\": -84.11536994554872, \"calmar\": 0.1334476707018102, \"cagr_pct\": 11.225000189454528, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 96.5173025732032, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5229920105170834, \"sortino\": 0.737996002092557}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.636421548372603, \"dd_pct\": -78.2441270570987, \"calmar\": -0.08087818659939848, \"cagr_pct\": -6.328243108431071, \"entries\": 74, \"exits\": 74, \"exposure_pct\": 90.46419098143235, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.16653269050442499, \"sortino\": 0.23619224919570334}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": -0.9083994379123217, "Sharpe Ratio": 0.3221905326613819, "Sortino Ratio": 0.45573406721240595, "Calmar Ratio": -0.0013148510338187567, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554872, "% In Market": 92.72908366533864, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.1334476707018102, "Sub1_Sortino": 0.737996002092557, "Sub1_Trades": 24, "Sub2_Calmar": -0.08087818659939848, "Sub2_Sortino": 0.23619224919570334, "Sub2_Trades": 74, "WFO_Score": 1.6026580745830676, "WFO_Min_Fold": 0.09693955171840865, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.09694, 3.174012, 1.197165, 1.942516]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1c522bae696cc3ad3f969a2d5cd06721051f27de8947211adc15fd2bc05f991", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -185.0, "i_long_exit_activation_threshold": 111.0, "i_long_exit_activation_confirmation_threshold": 290.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "e9f0a9cdd0b2a912bea3adf6ea004089bb11ab7b6fa7828da22c6317574da361", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 5.23835191556643, \"dd_pct\": -54.07526828608904, \"calmar\": 0.09693955171840865, \"cagr_pct\": 5.242032266706151, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 90.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46122782504165144, \"sortino\": 0.6580885711050923}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.6107430779204, \"dd_pct\": -69.26545239300962, \"calmar\": -0.9620354386149936, \"cagr_pct\": -66.63581987377498, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4065775081696172, \"sortino\": -1.9185978592547654}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 65.73453089509849, \"dd_pct\": -20.728307802362945, \"calmar\": 3.1740116982558426, \"cagr_pct\": 65.79189144974784, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.23287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.601332865463527, \"sortino\": 2.4563372151490173}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 29.55849322976234, \"dd_pct\": -34.437904154373456, \"calmar\": 1.197164571120702, \"cagr_pct\": 41.22783875726634, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 95.8029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9312159473125364, \"sortino\": 1.336260861204881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.85201642662223, \"dd_pct\": -27.746185350310004, \"calmar\": 1.9425164772373171, \"cagr_pct\": 53.897422223457845, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 92.87671232876711, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.210081280724647, \"sortino\": 1.8130959499600647}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.522847656587174, \"dd_pct\": -45.68861730075105, \"calmar\": -1.5140190151258617, \"cagr_pct\": -69.17343536814549, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.40397350993378, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1333709984343288, \"sortino\": -2.7944293201192396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.9083994379123217, \"dd_pct\": -84.11536994554872, \"calmar\": -0.0013148510338187567, \"cagr_pct\": -0.11059918113295192, \"entries\": 98, \"exits\": 97, \"exposure_pct\": 92.72908366533864, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3221905326613819, \"sortino\": 0.45573406721240595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.85458480652668, \"dd_pct\": -84.11536994554872, \"calmar\": 0.1334476707018102, \"cagr_pct\": 11.225000189454528, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 96.5173025732032, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5229920105170834, \"sortino\": 0.737996002092557}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.636421548372603, \"dd_pct\": -78.2441270570987, \"calmar\": -0.08087818659939848, \"cagr_pct\": -6.328243108431071, \"entries\": 74, \"exits\": 74, \"exposure_pct\": 90.46419098143235, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.16653269050442499, \"sortino\": 0.23619224919570334}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": -0.9083994379123217, "Sharpe Ratio": 0.3221905326613819, "Sortino Ratio": 0.45573406721240595, "Calmar Ratio": -0.0013148510338187567, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554872, "% In Market": 92.72908366533864, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.1334476707018102, "Sub1_Sortino": 0.737996002092557, "Sub1_Trades": 24, "Sub2_Calmar": -0.08087818659939848, "Sub2_Sortino": 0.23619224919570334, "Sub2_Trades": 74, "WFO_Score": 1.6026580745830676, "WFO_Min_Fold": 0.09693955171840865, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.09694, 3.174012, 1.197165, 1.942516]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1c522bae696cc3ad3f969a2d5cd06721051f27de8947211adc15fd2bc05f991", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -185.0, "i_long_exit_activation_threshold": 110.0, "i_long_exit_activation_confirmation_threshold": 289.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "da390477062c94e4769686a20fd521b109219b8a22b38a8727facb749004fe5f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 5.23835191556643, \"dd_pct\": -54.07526828608904, \"calmar\": 0.09693955171840865, \"cagr_pct\": 5.242032266706151, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 90.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46122782504165144, \"sortino\": 0.6580885711050923}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.6107430779204, \"dd_pct\": -69.26545239300962, \"calmar\": -0.9620354386149936, \"cagr_pct\": -66.63581987377498, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4065775081696172, \"sortino\": -1.9185978592547654}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 65.73453089509849, \"dd_pct\": -20.728307802362945, \"calmar\": 3.1740116982558426, \"cagr_pct\": 65.79189144974784, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.23287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.601332865463527, \"sortino\": 2.4563372151490173}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 29.55849322976234, \"dd_pct\": -34.437904154373456, \"calmar\": 1.197164571120702, \"cagr_pct\": 41.22783875726634, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 95.8029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9312159473125364, \"sortino\": 1.336260861204881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.85201642662223, \"dd_pct\": -27.746185350310004, \"calmar\": 1.9425164772373171, \"cagr_pct\": 53.897422223457845, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 92.87671232876711, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.210081280724647, \"sortino\": 1.8130959499600647}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.522847656587174, \"dd_pct\": -45.68861730075105, \"calmar\": -1.5140190151258617, \"cagr_pct\": -69.17343536814549, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.40397350993378, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1333709984343288, \"sortino\": -2.7944293201192396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.9083994379123217, \"dd_pct\": -84.11536994554872, \"calmar\": -0.0013148510338187567, \"cagr_pct\": -0.11059918113295192, \"entries\": 98, \"exits\": 97, \"exposure_pct\": 92.72908366533864, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3221905326613819, \"sortino\": 0.45573406721240595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.85458480652668, \"dd_pct\": -84.11536994554872, \"calmar\": 0.1334476707018102, \"cagr_pct\": 11.225000189454528, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 96.5173025732032, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5229920105170834, \"sortino\": 0.737996002092557}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.636421548372603, \"dd_pct\": -78.2441270570987, \"calmar\": -0.08087818659939848, \"cagr_pct\": -6.328243108431071, \"entries\": 74, \"exits\": 74, \"exposure_pct\": 90.46419098143235, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.16653269050442499, \"sortino\": 0.23619224919570334}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": -0.9083994379123217, "Sharpe Ratio": 0.3221905326613819, "Sortino Ratio": 0.45573406721240595, "Calmar Ratio": -0.0013148510338187567, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554872, "% In Market": 92.72908366533864, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.1334476707018102, "Sub1_Sortino": 0.737996002092557, "Sub1_Trades": 24, "Sub2_Calmar": -0.08087818659939848, "Sub2_Sortino": 0.23619224919570334, "Sub2_Trades": 74, "WFO_Score": 1.6026580745830676, "WFO_Min_Fold": 0.09693955171840865, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.09694, 3.174012, 1.197165, 1.942516]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1c522bae696cc3ad3f969a2d5cd06721051f27de8947211adc15fd2bc05f991", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -185.0, "i_long_exit_activation_threshold": 110.0, "i_long_exit_activation_confirmation_threshold": 289.95, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "8f07210e26c5212bc1700e9952663603bbeb0d4876fb5b84e37db83493ef7dd2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 5.23835191556643, \"dd_pct\": -54.07526828608904, \"calmar\": 0.09693955171840865, \"cagr_pct\": 5.242032266706151, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 90.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46122782504165144, \"sortino\": 0.6580885711050923}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.6107430779204, \"dd_pct\": -69.26545239300962, \"calmar\": -0.9620354386149936, \"cagr_pct\": -66.63581987377498, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4065775081696172, \"sortino\": -1.9185978592547654}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 65.73453089509849, \"dd_pct\": -20.728307802362945, \"calmar\": 3.1740116982558426, \"cagr_pct\": 65.79189144974784, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.23287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.601332865463527, \"sortino\": 2.4563372151490173}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 29.55849322976234, \"dd_pct\": -34.437904154373456, \"calmar\": 1.197164571120702, \"cagr_pct\": 41.22783875726634, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 95.8029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9312159473125364, \"sortino\": 1.336260861204881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.85201642662223, \"dd_pct\": -27.746185350310004, \"calmar\": 1.9425164772373171, \"cagr_pct\": 53.897422223457845, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 92.87671232876711, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.210081280724647, \"sortino\": 1.8130959499600647}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.522847656587174, \"dd_pct\": -45.68861730075105, \"calmar\": -1.5140190151258617, \"cagr_pct\": -69.17343536814549, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.40397350993378, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1333709984343288, \"sortino\": -2.7944293201192396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.9083994379123217, \"dd_pct\": -84.11536994554872, \"calmar\": -0.0013148510338187567, \"cagr_pct\": -0.11059918113295192, \"entries\": 98, \"exits\": 97, \"exposure_pct\": 92.72908366533864, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3221905326613819, \"sortino\": 0.45573406721240595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.85458480652668, \"dd_pct\": -84.11536994554872, \"calmar\": 0.1334476707018102, \"cagr_pct\": 11.225000189454528, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 96.5173025732032, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5229920105170834, \"sortino\": 0.737996002092557}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.636421548372603, \"dd_pct\": -78.2441270570987, \"calmar\": -0.08087818659939848, \"cagr_pct\": -6.328243108431071, \"entries\": 74, \"exits\": 74, \"exposure_pct\": 90.46419098143235, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.16653269050442499, \"sortino\": 0.23619224919570334}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": -0.9083994379123217, "Sharpe Ratio": 0.3221905326613819, "Sortino Ratio": 0.45573406721240595, "Calmar Ratio": -0.0013148510338187567, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554872, "% In Market": 92.72908366533864, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.1334476707018102, "Sub1_Sortino": 0.737996002092557, "Sub1_Trades": 24, "Sub2_Calmar": -0.08087818659939848, "Sub2_Sortino": 0.23619224919570334, "Sub2_Trades": 74, "WFO_Score": 1.6026580745830676, "WFO_Min_Fold": 0.09693955171840865, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.09694, 3.174012, 1.197165, 1.942516]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1c522bae696cc3ad3f969a2d5cd06721051f27de8947211adc15fd2bc05f991", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -185.0, "i_long_exit_activation_threshold": 110.0, "i_long_exit_activation_confirmation_threshold": 290.05, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "7fd1b292daec3259d73f7cb10be6ddf5d782990c792cb7dc455c38f242b6c68f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 5.23835191556643, \"dd_pct\": -54.07526828608904, \"calmar\": 0.09693955171840865, \"cagr_pct\": 5.242032266706151, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 90.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46122782504165144, \"sortino\": 0.6580885711050923}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.6107430779204, \"dd_pct\": -69.26545239300962, \"calmar\": -0.9620354386149936, \"cagr_pct\": -66.63581987377498, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4065775081696172, \"sortino\": -1.9185978592547654}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 65.73453089509849, \"dd_pct\": -20.728307802362945, \"calmar\": 3.1740116982558426, \"cagr_pct\": 65.79189144974784, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.23287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.601332865463527, \"sortino\": 2.4563372151490173}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 29.55849322976234, \"dd_pct\": -34.437904154373456, \"calmar\": 1.197164571120702, \"cagr_pct\": 41.22783875726634, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 95.8029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9312159473125364, \"sortino\": 1.336260861204881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.85201642662223, \"dd_pct\": -27.746185350310004, \"calmar\": 1.9425164772373171, \"cagr_pct\": 53.897422223457845, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 92.87671232876711, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.210081280724647, \"sortino\": 1.8130959499600647}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.522847656587174, \"dd_pct\": -45.68861730075105, \"calmar\": -1.5140190151258617, \"cagr_pct\": -69.17343536814549, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.40397350993378, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1333709984343288, \"sortino\": -2.7944293201192396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.9083994379123217, \"dd_pct\": -84.11536994554872, \"calmar\": -0.0013148510338187567, \"cagr_pct\": -0.11059918113295192, \"entries\": 98, \"exits\": 97, \"exposure_pct\": 92.72908366533864, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3221905326613819, \"sortino\": 0.45573406721240595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.85458480652668, \"dd_pct\": -84.11536994554872, \"calmar\": 0.1334476707018102, \"cagr_pct\": 11.225000189454528, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 96.5173025732032, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5229920105170834, \"sortino\": 0.737996002092557}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.636421548372603, \"dd_pct\": -78.2441270570987, \"calmar\": -0.08087818659939848, \"cagr_pct\": -6.328243108431071, \"entries\": 74, \"exits\": 74, \"exposure_pct\": 90.46419098143235, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.16653269050442499, \"sortino\": 0.23619224919570334}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": -0.9083994379123217, "Sharpe Ratio": 0.3221905326613819, "Sortino Ratio": 0.45573406721240595, "Calmar Ratio": -0.0013148510338187567, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554872, "% In Market": 92.72908366533864, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.1334476707018102, "Sub1_Sortino": 0.737996002092557, "Sub1_Trades": 24, "Sub2_Calmar": -0.08087818659939848, "Sub2_Sortino": 0.23619224919570334, "Sub2_Trades": 74, "WFO_Score": 1.6026580745830676, "WFO_Min_Fold": 0.09693955171840865, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.09694, 3.174012, 1.197165, 1.942516]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1c522bae696cc3ad3f969a2d5cd06721051f27de8947211adc15fd2bc05f991", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -185.0, "i_long_exit_activation_threshold": 110.0, "i_long_exit_activation_confirmation_threshold": 291.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "9418bd81f9188d8a08bf3b4f3b8e7147a78a90eee6e0742d95d7313140c9ced2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 5.23835191556643, \"dd_pct\": -54.07526828608904, \"calmar\": 0.09693955171840865, \"cagr_pct\": 5.242032266706151, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 90.06849315068493, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46122782504165144, \"sortino\": 0.6580885711050923}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -66.6107430779204, \"dd_pct\": -69.26545239300962, \"calmar\": -0.9620354386149936, \"cagr_pct\": -66.63581987377498, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.10958904109589, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.4065775081696172, \"sortino\": -1.9185978592547654}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 65.73453089509849, \"dd_pct\": -20.728307802362945, \"calmar\": 3.1740116982558426, \"cagr_pct\": 65.79189144974784, \"entries\": 24, \"exits\": 24, \"exposure_pct\": 76.23287671232876, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.601332865463527, \"sortino\": 2.4563372151490173}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 29.55849322976234, \"dd_pct\": -34.437904154373456, \"calmar\": 1.197164571120702, \"cagr_pct\": 41.22783875726634, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 95.8029197080292, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9312159473125364, \"sortino\": 1.336260861204881}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 53.85201642662223, \"dd_pct\": -27.746185350310004, \"calmar\": 1.9425164772373171, \"cagr_pct\": 53.897422223457845, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 92.87671232876711, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.210081280724647, \"sortino\": 1.8130959499600647}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -38.522847656587174, \"dd_pct\": -45.68861730075105, \"calmar\": -1.5140190151258617, \"cagr_pct\": -69.17343536814549, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.40397350993378, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.1333709984343288, \"sortino\": -2.7944293201192396}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -0.9083994379123217, \"dd_pct\": -84.11536994554872, \"calmar\": -0.0013148510338187567, \"cagr_pct\": -0.11059918113295192, \"entries\": 98, \"exits\": 97, \"exposure_pct\": 92.72908366533864, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.3221905326613819, \"sortino\": 0.45573406721240595}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 38.85458480652668, \"dd_pct\": -84.11536994554872, \"calmar\": 0.1334476707018102, \"cagr_pct\": 11.225000189454528, \"entries\": 24, \"exits\": 23, \"exposure_pct\": 96.5173025732032, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5229920105170834, \"sortino\": 0.737996002092557}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -28.636421548372603, \"dd_pct\": -78.2441270570987, \"calmar\": -0.08087818659939848, \"cagr_pct\": -6.328243108431071, \"entries\": 74, \"exits\": 74, \"exposure_pct\": 90.46419098143235, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.16653269050442499, \"sortino\": 0.23619224919570334}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": -0.9083994379123217, "Sharpe Ratio": 0.3221905326613819, "Sortino Ratio": 0.45573406721240595, "Calmar Ratio": -0.0013148510338187567, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.11536994554872, "% In Market": 92.72908366533864, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.1334476707018102, "Sub1_Sortino": 0.737996002092557, "Sub1_Trades": 24, "Sub2_Calmar": -0.08087818659939848, "Sub2_Sortino": 0.23619224919570334, "Sub2_Trades": 74, "WFO_Score": 1.6026580745830676, "WFO_Min_Fold": 0.09693955171840865, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[0.09694, 3.174012, 1.197165, 1.942516]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b1c522bae696cc3ad3f969a2d5cd06721051f27de8947211adc15fd2bc05f991", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": false, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 300.0, "i_long_exit_activation_threshold": 80.0, "i_long_exit_activation_confirmation_threshold": -540.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "7955c48a71a39b6e6d7514b3437aecac5b67435a9bf73241fe05c1bf6b87d1c3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 38.990402103668174, \"dd_pct\": -54.07526828608902, \"calmar\": 0.7216191367573559, \"cagr_pct\": 39.02174842052998, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8121943732145429, \"sortino\": 1.1682281238909116}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.11496758628736975, \"cagr_pct\": 8.862197869981806, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 62.48339973439575, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4153120190725764, \"sortino\": 0.594866469102405}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.1885148804987839, \"cagr_pct\": 14.531540813949698, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84084880636604, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5249897904079603, \"sortino\": 0.7519540386018779}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 101.4204422888906, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 62.48339973439575, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 62, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df58f03c4c8997426145f01d407b95042ebb7eff84bb2aecc619b7ce117a8fec", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 299.0, "i_long_exit_activation_threshold": 80.0, "i_long_exit_activation_confirmation_threshold": -540.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "82ec9aec1a9a4dc6fc3713e9e80ad6cf134fb1d8fbeb85245890f393c8d68a38", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 38.990402103668174, \"dd_pct\": -54.07526828608902, \"calmar\": 0.7216191367573559, \"cagr_pct\": 39.02174842052998, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8121943732145429, \"sortino\": 1.1682281238909116}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.11496758628736975, \"cagr_pct\": 8.862197869981806, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 62.48339973439575, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4153120190725764, \"sortino\": 0.594866469102405}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.1885148804987839, \"cagr_pct\": 14.531540813949698, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84084880636604, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5249897904079603, \"sortino\": 0.7519540386018779}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 101.4204422888906, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 62.48339973439575, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 65, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df58f03c4c8997426145f01d407b95042ebb7eff84bb2aecc619b7ce117a8fec", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 299.95, "i_long_exit_activation_threshold": 80.0, "i_long_exit_activation_confirmation_threshold": -540.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "2eec04c4b7438bfe1d613a2e2167c9b446e962bdabb6c463d7d50afbb6618091", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 38.990402103668174, \"dd_pct\": -54.07526828608902, \"calmar\": 0.7216191367573559, \"cagr_pct\": 39.02174842052998, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8121943732145429, \"sortino\": 1.1682281238909116}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.11496758628736975, \"cagr_pct\": 8.862197869981806, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 62.48339973439575, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4153120190725764, \"sortino\": 0.594866469102405}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.1885148804987839, \"cagr_pct\": 14.531540813949698, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84084880636604, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5249897904079603, \"sortino\": 0.7519540386018779}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 101.4204422888906, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 62.48339973439575, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 62, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df58f03c4c8997426145f01d407b95042ebb7eff84bb2aecc619b7ce117a8fec", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 300.05, "i_long_exit_activation_threshold": 80.0, "i_long_exit_activation_confirmation_threshold": -540.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "53339c84de3ff5111949880689560c2fa95c7955b3cdd6019b2e6b82a6cec37d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 38.990402103668174, \"dd_pct\": -54.07526828608902, \"calmar\": 0.7216191367573559, \"cagr_pct\": 39.02174842052998, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8121943732145429, \"sortino\": 1.1682281238909116}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.11496758628736975, \"cagr_pct\": 8.862197869981806, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 62.48339973439575, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4153120190725764, \"sortino\": 0.594866469102405}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.1885148804987839, \"cagr_pct\": 14.531540813949698, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84084880636604, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5249897904079603, \"sortino\": 0.7519540386018779}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 101.4204422888906, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 62.48339973439575, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 62, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df58f03c4c8997426145f01d407b95042ebb7eff84bb2aecc619b7ce117a8fec", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 301.0, "i_long_exit_activation_threshold": 80.0, "i_long_exit_activation_confirmation_threshold": -540.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "deed18495d46f3817676ee770d5a3e9fe1ac8c9fceacfd549d0c3dd533dad6db", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 38.990402103668174, \"dd_pct\": -54.07526828608902, \"calmar\": 0.7216191367573559, \"cagr_pct\": 39.02174842052998, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8121943732145429, \"sortino\": 1.1682281238909116}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.11496758628736975, \"cagr_pct\": 8.862197869981806, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 62.48339973439575, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4153120190725764, \"sortino\": 0.594866469102405}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.1885148804987839, \"cagr_pct\": 14.531540813949698, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84084880636604, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5249897904079603, \"sortino\": 0.7519540386018779}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 101.4204422888906, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 62.48339973439575, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 62, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df58f03c4c8997426145f01d407b95042ebb7eff84bb2aecc619b7ce117a8fec", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 300.0, "i_long_exit_activation_threshold": 79.0, "i_long_exit_activation_confirmation_threshold": -540.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "740ccc9542665faeca0ad3b913db4b35365ac8b64e7d90d43450c716d4854d78", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 38.990402103668174, \"dd_pct\": -54.07526828608902, \"calmar\": 0.7216191367573559, \"cagr_pct\": 39.02174842052998, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8121943732145429, \"sortino\": 1.1682281238909116}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.11496758628736975, \"cagr_pct\": 8.862197869981806, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 62.48339973439575, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4153120190725764, \"sortino\": 0.594866469102405}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.1885148804987839, \"cagr_pct\": 14.531540813949698, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84084880636604, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5249897904079603, \"sortino\": 0.7519540386018779}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 101.4204422888906, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 62.48339973439575, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 61, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df58f03c4c8997426145f01d407b95042ebb7eff84bb2aecc619b7ce117a8fec", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 300.0, "i_long_exit_activation_threshold": 79.95, "i_long_exit_activation_confirmation_threshold": -540.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "b27a044b1c676df876a4f2103664703536433acba55a34db855fe50888741136", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 38.990402103668174, \"dd_pct\": -54.07526828608902, \"calmar\": 0.7216191367573559, \"cagr_pct\": 39.02174842052998, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8121943732145429, \"sortino\": 1.1682281238909116}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.11496758628736975, \"cagr_pct\": 8.862197869981806, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 62.48339973439575, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4153120190725764, \"sortino\": 0.594866469102405}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.1885148804987839, \"cagr_pct\": 14.531540813949698, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84084880636604, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5249897904079603, \"sortino\": 0.7519540386018779}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 101.4204422888906, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 62.48339973439575, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 62, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df58f03c4c8997426145f01d407b95042ebb7eff84bb2aecc619b7ce117a8fec", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 300.0, "i_long_exit_activation_threshold": 80.05, "i_long_exit_activation_confirmation_threshold": -540.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "36f1bf661daa5fb5e745e7e27f0bb44cb41ddebff1b479ec389091554c3e5a8b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 38.990402103668174, \"dd_pct\": -54.07526828608902, \"calmar\": 0.7216191367573559, \"cagr_pct\": 39.02174842052998, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8121943732145429, \"sortino\": 1.1682281238909116}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.11496758628736975, \"cagr_pct\": 8.862197869981806, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 62.48339973439575, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4153120190725764, \"sortino\": 0.594866469102405}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.1885148804987839, \"cagr_pct\": 14.531540813949698, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84084880636604, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5249897904079603, \"sortino\": 0.7519540386018779}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 101.4204422888906, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 62.48339973439575, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 61, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df58f03c4c8997426145f01d407b95042ebb7eff84bb2aecc619b7ce117a8fec", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 300.0, "i_long_exit_activation_threshold": 81.0, "i_long_exit_activation_confirmation_threshold": -540.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "29238627cf4962f3806856b0c01b8c959d35c4c05aee9862fe8649e9ef004153", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 38.990402103668174, \"dd_pct\": -54.07526828608902, \"calmar\": 0.7216191367573559, \"cagr_pct\": 39.02174842052998, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8121943732145429, \"sortino\": 1.1682281238909116}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.11496758628736975, \"cagr_pct\": 8.862197869981806, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 62.48339973439575, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4153120190725764, \"sortino\": 0.594866469102405}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.1885148804987839, \"cagr_pct\": 14.531540813949698, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84084880636604, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5249897904079603, \"sortino\": 0.7519540386018779}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 101.4204422888906, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 62.48339973439575, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 56, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df58f03c4c8997426145f01d407b95042ebb7eff84bb2aecc619b7ce117a8fec", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 300.0, "i_long_exit_activation_threshold": 80.0, "i_long_exit_activation_confirmation_threshold": -541.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "fe99875b14e2fbf44f2b02d3c2dbdb249b49623f21cbcd7ee62868553d0cfb2c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 38.990402103668174, \"dd_pct\": -54.07526828608902, \"calmar\": 0.7216191367573559, \"cagr_pct\": 39.02174842052998, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8121943732145429, \"sortino\": 1.1682281238909116}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.11496758628736975, \"cagr_pct\": 8.862197869981806, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 62.48339973439575, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4153120190725764, \"sortino\": 0.594866469102405}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.1885148804987839, \"cagr_pct\": 14.531540813949698, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84084880636604, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5249897904079603, \"sortino\": 0.7519540386018779}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 101.4204422888906, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 62.48339973439575, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 67, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df58f03c4c8997426145f01d407b95042ebb7eff84bb2aecc619b7ce117a8fec", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 300.0, "i_long_exit_activation_threshold": 80.0, "i_long_exit_activation_confirmation_threshold": -540.05, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "df331b70e06e3435195c58990bfa2e8c2e27f1ad9dad9bdc9c24c0e6169fca71", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 38.990402103668174, \"dd_pct\": -54.07526828608902, \"calmar\": 0.7216191367573559, \"cagr_pct\": 39.02174842052998, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8121943732145429, \"sortino\": 1.1682281238909116}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.11496758628736975, \"cagr_pct\": 8.862197869981806, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 62.48339973439575, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4153120190725764, \"sortino\": 0.594866469102405}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.1885148804987839, \"cagr_pct\": 14.531540813949698, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84084880636604, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5249897904079603, \"sortino\": 0.7519540386018779}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 101.4204422888906, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 62.48339973439575, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 63, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df58f03c4c8997426145f01d407b95042ebb7eff84bb2aecc619b7ce117a8fec", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 300.0, "i_long_exit_activation_threshold": 80.0, "i_long_exit_activation_confirmation_threshold": -539.95, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "e05920d30ad5cf639223ea0ad8ed59d80e4dc6fd49ed34cbeea18eb0c129d93f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 38.990402103668174, \"dd_pct\": -54.07526828608902, \"calmar\": 0.7216191367573559, \"cagr_pct\": 39.02174842052998, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8121943732145429, \"sortino\": 1.1682281238909116}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.11496758628736975, \"cagr_pct\": 8.862197869981806, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 62.48339973439575, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4153120190725764, \"sortino\": 0.594866469102405}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.1885148804987839, \"cagr_pct\": 14.531540813949698, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84084880636604, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5249897904079603, \"sortino\": 0.7519540386018779}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 101.4204422888906, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 62.48339973439575, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 63, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df58f03c4c8997426145f01d407b95042ebb7eff84bb2aecc619b7ce117a8fec", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 300.0, "i_long_exit_activation_threshold": 80.0, "i_long_exit_activation_confirmation_threshold": -539.0, "i_trailing_stop_threshold": 90.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 2, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "0a61a230758212e86c824777b099d1133526988379623da5039dbe91b257dcb6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 38.990402103668174, \"dd_pct\": -54.07526828608902, \"calmar\": 0.7216191367573559, \"cagr_pct\": 39.02174842052998, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.17808219178083, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8121943732145429, \"sortino\": 1.1682281238909116}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -64.22872444020122, \"dd_pct\": -67.17663247278955, \"calmar\": -0.9564918740264545, \"cagr_pct\": -64.25390308468485, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.2940402336340493, \"sortino\": -1.7712639521404836}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.11496758628736975, \"cagr_pct\": 8.862197869981806, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 62.48339973439575, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.4153120190725764, \"sortino\": 0.594866469102405}, {\"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\": 101.4204422888906, \"dd_pct\": -77.08431703376031, \"calmar\": 0.1885148804987839, \"cagr_pct\": 14.531540813949698, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 99.84084880636604, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5249897904079603, \"sortino\": 0.7519540386018779}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 101.4204422888906, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -77.08431703376031, "% In Market": 62.48339973439575, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 14.546935581775266, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 65, "source": "diagnostic_center", "Policy": "canonical", "center_id": "df58f03c4c8997426145f01d407b95042ebb7eff84bb2aecc619b7ce117a8fec", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 360.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -670.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "1cac7fe91e4a4c11bb80223e5841a2526f9223ca8ce31792a41a2353e896bad3", "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\": 21.7618803717577, \"dd_pct\": -8.19172494014605, \"calmar\": 2.6585734475664937, \"cagr_pct\": 21.778302415640514, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 18.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.231698417919564, \"sortino\": 1.8857524067326503}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.0718531480980489, \"cagr_pct\": 1.2923599327718, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.0212483399734396, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2105357439589522, \"sortino\": 0.30272746390902433}, {\"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\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.11525536166896848, \"cagr_pct\": 2.07299770992417, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.827586206896552, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26612814629993586, \"sortino\": 0.3826693063160496}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 11.17001117087364, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.986128193134697, "% In Market": 3.0212483399734396, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5f11557918902a9979aae30b3d61d48cc6ef6bc47478386b7e28e3025fdc73d", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 359.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -670.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "c8f08aab55d45dfdf948ff6f5bfdabf9c7f27507de2bdacf801de94843022ba5", "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\": 21.7618803717577, \"dd_pct\": -8.19172494014605, \"calmar\": 2.6585734475664937, \"cagr_pct\": 21.778302415640514, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 18.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.231698417919564, \"sortino\": 1.8857524067326503}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.0718531480980489, \"cagr_pct\": 1.2923599327718, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.0212483399734396, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2105357439589522, \"sortino\": 0.30272746390902433}, {\"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\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.11525536166896848, \"cagr_pct\": 2.07299770992417, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.827586206896552, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26612814629993586, \"sortino\": 0.3826693063160496}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 11.17001117087364, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.986128193134697, "% In Market": 3.0212483399734396, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5f11557918902a9979aae30b3d61d48cc6ef6bc47478386b7e28e3025fdc73d", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 359.95, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -670.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "18f4b07f466348195902aeaa69087368d377e03e01f186f4e72f789954bf4931", "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\": 21.7618803717577, \"dd_pct\": -8.19172494014605, \"calmar\": 2.6585734475664937, \"cagr_pct\": 21.778302415640514, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 18.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.231698417919564, \"sortino\": 1.8857524067326503}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.0718531480980489, \"cagr_pct\": 1.2923599327718, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.0212483399734396, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2105357439589522, \"sortino\": 0.30272746390902433}, {\"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\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.11525536166896848, \"cagr_pct\": 2.07299770992417, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.827586206896552, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26612814629993586, \"sortino\": 0.3826693063160496}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 11.17001117087364, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.986128193134697, "% In Market": 3.0212483399734396, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5f11557918902a9979aae30b3d61d48cc6ef6bc47478386b7e28e3025fdc73d", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 360.05, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -670.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "9d59bd6d62bac0bcaa1f2890d5666a5f4b43d01f513aa63d7e522f929f7c92f8", "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\": 21.7618803717577, \"dd_pct\": -8.19172494014605, \"calmar\": 2.6585734475664937, \"cagr_pct\": 21.778302415640514, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 18.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.231698417919564, \"sortino\": 1.8857524067326503}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.0718531480980489, \"cagr_pct\": 1.2923599327718, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.0212483399734396, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2105357439589522, \"sortino\": 0.30272746390902433}, {\"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\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.11525536166896848, \"cagr_pct\": 2.07299770992417, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.827586206896552, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26612814629993586, \"sortino\": 0.3826693063160496}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 11.17001117087364, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.986128193134697, "% In Market": 3.0212483399734396, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5f11557918902a9979aae30b3d61d48cc6ef6bc47478386b7e28e3025fdc73d", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 361.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -670.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "0e94ccf5eac6ad0825802861ce274d7d56719654c50e8b6c4a6494ca9c611a47", "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\": 21.7618803717577, \"dd_pct\": -8.19172494014605, \"calmar\": 2.6585734475664937, \"cagr_pct\": 21.778302415640514, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 18.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.231698417919564, \"sortino\": 1.8857524067326503}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.0718531480980489, \"cagr_pct\": 1.2923599327718, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.0212483399734396, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2105357439589522, \"sortino\": 0.30272746390902433}, {\"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\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.11525536166896848, \"cagr_pct\": 2.07299770992417, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.827586206896552, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26612814629993586, \"sortino\": 0.3826693063160496}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 11.17001117087364, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.986128193134697, "% In Market": 3.0212483399734396, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5f11557918902a9979aae30b3d61d48cc6ef6bc47478386b7e28e3025fdc73d", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 360.0, "i_long_exit_activation_threshold": 449.0, "i_long_exit_activation_confirmation_threshold": -670.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "5aacd11fdfa28d33ad9dc9d01c176766ea977417157eb4bad99b76f8fda36426", "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\": 21.7618803717577, \"dd_pct\": -8.19172494014605, \"calmar\": 2.6585734475664937, \"cagr_pct\": 21.778302415640514, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 18.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.231698417919564, \"sortino\": 1.8857524067326503}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.0718531480980489, \"cagr_pct\": 1.2923599327718, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.0212483399734396, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2105357439589522, \"sortino\": 0.30272746390902433}, {\"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\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.11525536166896848, \"cagr_pct\": 2.07299770992417, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.827586206896552, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26612814629993586, \"sortino\": 0.3826693063160496}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 11.17001117087364, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.986128193134697, "% In Market": 3.0212483399734396, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5f11557918902a9979aae30b3d61d48cc6ef6bc47478386b7e28e3025fdc73d", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 360.0, "i_long_exit_activation_threshold": 449.95, "i_long_exit_activation_confirmation_threshold": -670.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "3808c707d7c80e8f1a6b62940bfb179437118817487fe84590eccf72984cb567", "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\": 21.7618803717577, \"dd_pct\": -8.19172494014605, \"calmar\": 2.6585734475664937, \"cagr_pct\": 21.778302415640514, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 18.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.231698417919564, \"sortino\": 1.8857524067326503}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.0718531480980489, \"cagr_pct\": 1.2923599327718, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.0212483399734396, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2105357439589522, \"sortino\": 0.30272746390902433}, {\"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\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.11525536166896848, \"cagr_pct\": 2.07299770992417, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.827586206896552, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26612814629993586, \"sortino\": 0.3826693063160496}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 11.17001117087364, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.986128193134697, "% In Market": 3.0212483399734396, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5f11557918902a9979aae30b3d61d48cc6ef6bc47478386b7e28e3025fdc73d", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 360.0, "i_long_exit_activation_threshold": 450.05, "i_long_exit_activation_confirmation_threshold": -670.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "3ece8e78ad87a183b0f9fb4fd868f762f8e331d7e7d6defee7168291660b2219", "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\": 21.7618803717577, \"dd_pct\": -8.19172494014605, \"calmar\": 2.6585734475664937, \"cagr_pct\": 21.778302415640514, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 18.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.231698417919564, \"sortino\": 1.8857524067326503}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.0718531480980489, \"cagr_pct\": 1.2923599327718, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.0212483399734396, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2105357439589522, \"sortino\": 0.30272746390902433}, {\"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\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.11525536166896848, \"cagr_pct\": 2.07299770992417, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.827586206896552, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26612814629993586, \"sortino\": 0.3826693063160496}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 11.17001117087364, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.986128193134697, "% In Market": 3.0212483399734396, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5f11557918902a9979aae30b3d61d48cc6ef6bc47478386b7e28e3025fdc73d", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 360.0, "i_long_exit_activation_threshold": 451.0, "i_long_exit_activation_confirmation_threshold": -670.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "9959184449b6f26a26831a96a6e75ffb6b87742efe9dab9138a757a78743acab", "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\": 21.7618803717577, \"dd_pct\": -8.19172494014605, \"calmar\": 2.6585734475664937, \"cagr_pct\": 21.778302415640514, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 18.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.231698417919564, \"sortino\": 1.8857524067326503}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.0718531480980489, \"cagr_pct\": 1.2923599327718, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.0212483399734396, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2105357439589522, \"sortino\": 0.30272746390902433}, {\"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\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.11525536166896848, \"cagr_pct\": 2.07299770992417, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.827586206896552, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26612814629993586, \"sortino\": 0.3826693063160496}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 11.17001117087364, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.986128193134697, "% In Market": 3.0212483399734396, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5f11557918902a9979aae30b3d61d48cc6ef6bc47478386b7e28e3025fdc73d", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 360.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -671.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "0a7ecb52085dd90beb6ba63a268e8c9d6fff554c9e80a9cc313eded730f960c8", "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\": 21.7618803717577, \"dd_pct\": -8.19172494014605, \"calmar\": 2.6585734475664937, \"cagr_pct\": 21.778302415640514, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 18.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.231698417919564, \"sortino\": 1.8857524067326503}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.0718531480980489, \"cagr_pct\": 1.2923599327718, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.0212483399734396, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2105357439589522, \"sortino\": 0.30272746390902433}, {\"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\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.11525536166896848, \"cagr_pct\": 2.07299770992417, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.827586206896552, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26612814629993586, \"sortino\": 0.3826693063160496}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 11.17001117087364, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.986128193134697, "% In Market": 3.0212483399734396, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 33, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5f11557918902a9979aae30b3d61d48cc6ef6bc47478386b7e28e3025fdc73d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 360.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -670.05, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "76b435349bd89c120db29cf308f2095dd42c05c1a7b55c8ecf4148f90a99af3e", "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\": 21.7618803717577, \"dd_pct\": -8.19172494014605, \"calmar\": 2.6585734475664937, \"cagr_pct\": 21.778302415640514, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 18.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.231698417919564, \"sortino\": 1.8857524067326503}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.0718531480980489, \"cagr_pct\": 1.2923599327718, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.0212483399734396, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2105357439589522, \"sortino\": 0.30272746390902433}, {\"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\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.11525536166896848, \"cagr_pct\": 2.07299770992417, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.827586206896552, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26612814629993586, \"sortino\": 0.3826693063160496}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 11.17001117087364, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.986128193134697, "% In Market": 3.0212483399734396, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 44, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5f11557918902a9979aae30b3d61d48cc6ef6bc47478386b7e28e3025fdc73d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 360.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -669.95, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "71fb9a2064836e36dd532eef7e72ca8d1f93beeda9278dd8abd6d49d77d0c032", "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\": 21.7618803717577, \"dd_pct\": -8.19172494014605, \"calmar\": 2.6585734475664937, \"cagr_pct\": 21.778302415640514, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 18.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.231698417919564, \"sortino\": 1.8857524067326503}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.0718531480980489, \"cagr_pct\": 1.2923599327718, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.0212483399734396, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2105357439589522, \"sortino\": 0.30272746390902433}, {\"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\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.11525536166896848, \"cagr_pct\": 2.07299770992417, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.827586206896552, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26612814629993586, \"sortino\": 0.3826693063160496}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 11.17001117087364, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.986128193134697, "% In Market": 3.0212483399734396, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 46, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5f11557918902a9979aae30b3d61d48cc6ef6bc47478386b7e28e3025fdc73d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 360.0, "i_long_exit_activation_threshold": 450.0, "i_long_exit_activation_confirmation_threshold": -669.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "958a663d163be4596a835337ec599a605f8454112346a95df7f8b3852a33fc8e", "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\": 21.7618803717577, \"dd_pct\": -8.19172494014605, \"calmar\": 2.6585734475664937, \"cagr_pct\": 21.778302415640514, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 18.767123287671232, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.231698417919564, \"sortino\": 1.8857524067326503}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -8.69883839551877, \"dd_pct\": -17.986128193134764, \"calmar\": -0.6351823043892674, \"cagr_pct\": -11.42447035275611, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 8.211678832116789, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7683582470831529, \"sortino\": -0.9988145567456111}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.0718531480980489, \"cagr_pct\": 1.2923599327718, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.0212483399734396, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2105357439589522, \"sortino\": 0.30272746390902433}, {\"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\": 11.17001117087364, \"dd_pct\": -17.986128193134697, \"calmar\": 0.11525536166896848, \"cagr_pct\": 2.07299770992417, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.827586206896552, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.26612814629993586, \"sortino\": 0.3826693063160496}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 11.17001117087364, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -17.986128193134697, "% In Market": 3.0212483399734396, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 52, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f5f11557918902a9979aae30b3d61d48cc6ef6bc47478386b7e28e3025fdc73d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -370.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "5b60b3731f85bbae44ff6cdba28dd9127d84c31f830ac0d079cea1b88a27a564", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -58.41289556902161, \"dd_pct\": -60.67739673103814, \"calmar\": -0.9630914110060076, \"cagr_pct\": -58.43787963386683, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 18.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.439813468147065, \"sortino\": -2.918861888726894}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.312071645994067, \"dd_pct\": -16.905011478621624, \"calmar\": -0.37363213188005645, \"cagr_pct\": -6.316255478214222, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2795265742021706, \"sortino\": -0.3888400958001988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -8.821601461579453, \"dd_pct\": -20.945361334251224, \"calmar\": -0.4214474326846061, \"cagr_pct\": -8.827368760971593, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8527961767445216, \"sortino\": -1.1726828712627353}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.067839119896917, \"dd_pct\": -24.686154749464183, \"calmar\": -1.1950713324605033, \"cagr_pct\": -29.501715849768345, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8887233204090021, \"sortino\": -2.415789237654806}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -21.772070791953745, \"dd_pct\": -26.94788903644686, \"calmar\": -0.808420506120246, \"cagr_pct\": -21.7852260937166, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9767265087543469, \"sortino\": -1.417975594330831}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.5129435526614285, \"dd_pct\": -17.725093738764542, \"calmar\": 0.3490666446897968, \"cagr_pct\": 6.187238998202664, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 26.82119205298013, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3680086104642715, \"sortino\": 0.5064190967538997}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -92.32920717463338, \"dd_pct\": -93.29497219836983, \"calmar\": -0.2867926177853037, \"cagr_pct\": -26.75630930297761, \"entries\": 139, \"exits\": 139, \"exposure_pct\": 13.371513944223107, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4453129570503065, \"sortino\": -1.8061363535601909}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.00084933049143, \"dd_pct\": -66.07256630792739, \"calmar\": -0.4364961619766582, \"cagr_pct\": -28.840421605358564, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0304526452128226, \"sortino\": -2.3127187807905227}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -78.0829172176185, \"dd_pct\": -81.86925987084012, \"calmar\": -0.31124284385696604, \"cagr_pct\": -25.481221266665273, \"entries\": 107, \"exits\": 107, \"exposure_pct\": 16.23342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138623884154927, \"sortino\": -1.5681020477732637}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -10.701212071835819, \"dd_pct\": -18.147356315216136, \"calmar\": -1.1682693524150003, \"cagr_pct\": -21.20100021042182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.87031700288185, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2753511693908377, \"sortino\": -1.7368111218488944}]", "Additional_Threshold_Budget": 0, "Total Trades": 139, "Total P&L %": -92.32920717463338, "Sharpe Ratio": -1.4453129570503065, "Sortino Ratio": -1.8061363535601909, "Calmar Ratio": -0.2867926177853037, "P&L/DD Ratio": 0.0, "Max Drawdown %": -93.29497219836983, "% In Market": 13.371513944223107, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4364961619766582, "Sub1_Sortino": -2.3127187807905227, "Sub1_Trades": 32, "Sub2_Calmar": -0.31124284385696604, "Sub2_Sortino": -1.5681020477732637, "Sub2_Trades": 107, "WFO_Score": -0.8470076705678408, "WFO_Min_Fold": -1.1950713324605033, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.963091, -0.421447, -1.195071, -0.808421]", "OOS_Total Trades": 9, "OOS_Total P&L %": -10.701212071835819, "OOS_Sortino Ratio": -1.7368111218488944, "OOS_Calmar Ratio": -1.1682693524150003, "OOS_Max Drawdown %": -18.147356315216136, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 113, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6828db11647408fc37d2fb8c8f3c4ce5e676c7b40b8c0cc8f20edb7e61f59f49", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -536.0, "i_long_exit_activation_threshold": -370.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "a21516336f7d991b1895b284e27c4be6aa650c40c37a6ec44644c0bb3e0b7ed8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -58.310847486683016, \"dd_pct\": -60.58090537125089, \"calmar\": -0.9629407576739373, \"cagr_pct\": -58.33582291876544, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 18.561643835616437, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.455935620241809, \"sortino\": -2.931092314918402}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.312071645994067, \"dd_pct\": -16.905011478621624, \"calmar\": -0.37363213188005645, \"cagr_pct\": -6.316255478214222, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2795265742021706, \"sortino\": -0.3888400958001988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -8.821601461579453, \"dd_pct\": -20.945361334251224, \"calmar\": -0.4214474326846061, \"cagr_pct\": -8.827368760971593, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8527961767445216, \"sortino\": -1.1726828712627353}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -20.216045514874594, \"dd_pct\": -21.89435038834859, \"calmar\": -1.1873742141904833, \"cagr_pct\": -25.99678708757651, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 11.313868613138686, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.875438631470346, \"sortino\": -2.439025289870323}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -21.772070791953745, \"dd_pct\": -26.94788903644686, \"calmar\": -0.808420506120246, \"cagr_pct\": -21.7852260937166, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9767265087543469, \"sortino\": -1.417975594330831}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.5129435526614285, \"dd_pct\": -17.725093738764542, \"calmar\": 0.3490666446897968, \"cagr_pct\": 6.187238998202664, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 26.82119205298013, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3680086104642715, \"sortino\": 0.5064190967538997}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -91.91140824980776, \"dd_pct\": -92.92977482304987, \"calmar\": -0.282834465320153, \"cagr_pct\": -26.283743174399525, \"entries\": 137, \"exits\": 137, \"exposure_pct\": 13.081009296148737, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4340819566725869, \"sortino\": -1.791577345655875}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -64.50083340282404, \"dd_pct\": -65.58786148205587, \"calmar\": -0.434722545928443, \"cagr_pct\": -28.51252212548139, \"entries\": 31, \"exits\": 31, \"exposure_pct\": 8.429458740017747, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0143639422656983, \"sortino\": -2.2911600522956763}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -77.2146995956921, \"dd_pct\": -81.15103344285224, \"calmar\": -0.3070589456780231, \"cagr_pct\": -24.9181507696442, \"entries\": 106, \"exits\": 106, \"exposure_pct\": 15.862068965517242, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2010954825148676, \"sortino\": -1.5528638527397576}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -10.701212071835819, \"dd_pct\": -18.147356315216136, \"calmar\": -1.1682693524150003, \"cagr_pct\": -21.20100021042182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.87031700288185, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2753511693908377, \"sortino\": -1.7368111218488944}]", "Additional_Threshold_Budget": 0, "Total Trades": 137, "Total P&L %": -91.91140824980776, "Sharpe Ratio": -1.4340819566725869, "Sortino Ratio": -1.791577345655875, "Calmar Ratio": -0.282834465320153, "P&L/DD Ratio": 0.0, "Max Drawdown %": -92.92977482304987, "% In Market": 13.081009296148737, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.434722545928443, "Sub1_Sortino": -2.2911600522956763, "Sub1_Trades": 31, "Sub2_Calmar": -0.3070589456780231, "Sub2_Sortino": -1.5528638527397576, "Sub2_Trades": 106, "WFO_Score": -0.8450457276673182, "WFO_Min_Fold": -1.1873742141904833, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.962941, -0.421447, -1.187374, -0.808421]", "OOS_Total Trades": 9, "OOS_Total P&L %": -10.701212071835819, "OOS_Sortino Ratio": -1.7368111218488944, "OOS_Calmar Ratio": -1.1682693524150003, "OOS_Max Drawdown %": -18.147356315216136, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 109, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6828db11647408fc37d2fb8c8f3c4ce5e676c7b40b8c0cc8f20edb7e61f59f49", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -535.05, "i_long_exit_activation_threshold": -370.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "214aaf59971c9a73f289705cb90d7eb9e754ee87a939500423a1be6f5a12d312", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -58.41289556902161, \"dd_pct\": -60.67739673103814, \"calmar\": -0.9630914110060076, \"cagr_pct\": -58.43787963386683, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 18.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.439813468147065, \"sortino\": -2.918861888726894}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.312071645994067, \"dd_pct\": -16.905011478621624, \"calmar\": -0.37363213188005645, \"cagr_pct\": -6.316255478214222, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2795265742021706, \"sortino\": -0.3888400958001988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -8.821601461579453, \"dd_pct\": -20.945361334251224, \"calmar\": -0.4214474326846061, \"cagr_pct\": -8.827368760971593, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8527961767445216, \"sortino\": -1.1726828712627353}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.067839119896917, \"dd_pct\": -24.686154749464183, \"calmar\": -1.1950713324605033, \"cagr_pct\": -29.501715849768345, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8887233204090021, \"sortino\": -2.415789237654806}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -21.772070791953745, \"dd_pct\": -26.94788903644686, \"calmar\": -0.808420506120246, \"cagr_pct\": -21.7852260937166, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9767265087543469, \"sortino\": -1.417975594330831}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.5129435526614285, \"dd_pct\": -17.725093738764542, \"calmar\": 0.3490666446897968, \"cagr_pct\": 6.187238998202664, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 26.82119205298013, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3680086104642715, \"sortino\": 0.5064190967538997}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -92.32920717463338, \"dd_pct\": -93.29497219836983, \"calmar\": -0.2867926177853037, \"cagr_pct\": -26.75630930297761, \"entries\": 139, \"exits\": 139, \"exposure_pct\": 13.371513944223107, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4453129570503065, \"sortino\": -1.8061363535601909}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.00084933049143, \"dd_pct\": -66.07256630792739, \"calmar\": -0.4364961619766582, \"cagr_pct\": -28.840421605358564, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0304526452128226, \"sortino\": -2.3127187807905227}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -78.0829172176185, \"dd_pct\": -81.86925987084012, \"calmar\": -0.31124284385696604, \"cagr_pct\": -25.481221266665273, \"entries\": 107, \"exits\": 107, \"exposure_pct\": 16.23342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138623884154927, \"sortino\": -1.5681020477732637}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -10.701212071835819, \"dd_pct\": -18.147356315216136, \"calmar\": -1.1682693524150003, \"cagr_pct\": -21.20100021042182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.87031700288185, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2753511693908377, \"sortino\": -1.7368111218488944}]", "Additional_Threshold_Budget": 0, "Total Trades": 139, "Total P&L %": -92.32920717463338, "Sharpe Ratio": -1.4453129570503065, "Sortino Ratio": -1.8061363535601909, "Calmar Ratio": -0.2867926177853037, "P&L/DD Ratio": 0.0, "Max Drawdown %": -93.29497219836983, "% In Market": 13.371513944223107, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4364961619766582, "Sub1_Sortino": -2.3127187807905227, "Sub1_Trades": 32, "Sub2_Calmar": -0.31124284385696604, "Sub2_Sortino": -1.5681020477732637, "Sub2_Trades": 107, "WFO_Score": -0.8470076705678408, "WFO_Min_Fold": -1.1950713324605033, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.963091, -0.421447, -1.195071, -0.808421]", "OOS_Total Trades": 9, "OOS_Total P&L %": -10.701212071835819, "OOS_Sortino Ratio": -1.7368111218488944, "OOS_Calmar Ratio": -1.1682693524150003, "OOS_Max Drawdown %": -18.147356315216136, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 111, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6828db11647408fc37d2fb8c8f3c4ce5e676c7b40b8c0cc8f20edb7e61f59f49", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -534.95, "i_long_exit_activation_threshold": -370.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "21c70b8b2cf6044bd75e65d50b74ad212203d432fbdab3ef4fc2b0a38004082b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -58.41289556902161, \"dd_pct\": -60.67739673103814, \"calmar\": -0.9630914110060076, \"cagr_pct\": -58.43787963386683, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 18.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.439813468147065, \"sortino\": -2.918861888726894}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.312071645994067, \"dd_pct\": -16.905011478621624, \"calmar\": -0.37363213188005645, \"cagr_pct\": -6.316255478214222, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2795265742021706, \"sortino\": -0.3888400958001988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -8.821601461579453, \"dd_pct\": -20.945361334251224, \"calmar\": -0.4214474326846061, \"cagr_pct\": -8.827368760971593, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8527961767445216, \"sortino\": -1.1726828712627353}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.067839119896917, \"dd_pct\": -24.686154749464183, \"calmar\": -1.1950713324605033, \"cagr_pct\": -29.501715849768345, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8887233204090021, \"sortino\": -2.415789237654806}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -21.772070791953745, \"dd_pct\": -26.94788903644686, \"calmar\": -0.808420506120246, \"cagr_pct\": -21.7852260937166, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9767265087543469, \"sortino\": -1.417975594330831}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.5129435526614285, \"dd_pct\": -17.725093738764542, \"calmar\": 0.3490666446897968, \"cagr_pct\": 6.187238998202664, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 26.82119205298013, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3680086104642715, \"sortino\": 0.5064190967538997}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -91.87579734906853, \"dd_pct\": -92.89864739138363, \"calmar\": -0.28250640936077276, \"cagr_pct\": -26.244463309012307, \"entries\": 140, \"exits\": 140, \"exposure_pct\": 13.504316069057104, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4038613685487376, \"sortino\": -1.759526020520264}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -62.932098529726524, \"dd_pct\": -64.06716319740218, \"calmar\": -0.429293492344735, \"cagr_pct\": -27.50361623363286, \"entries\": 33, \"exits\": 33, \"exposure_pct\": 8.9396628216504, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8787011789433175, \"sortino\": -2.1679884587117284}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -78.0829172176185, \"dd_pct\": -81.86925987084012, \"calmar\": -0.31124284385696604, \"cagr_pct\": -25.481221266665273, \"entries\": 107, \"exits\": 107, \"exposure_pct\": 16.23342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138623884154927, \"sortino\": -1.5681020477732637}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -10.701212071835819, \"dd_pct\": -18.147356315216136, \"calmar\": -1.1682693524150003, \"cagr_pct\": -21.20100021042182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.87031700288185, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2753511693908377, \"sortino\": -1.7368111218488944}]", "Additional_Threshold_Budget": 0, "Total Trades": 140, "Total P&L %": -91.87579734906853, "Sharpe Ratio": -1.4038613685487376, "Sortino Ratio": -1.759526020520264, "Calmar Ratio": -0.28250640936077276, "P&L/DD Ratio": 0.0, "Max Drawdown %": -92.89864739138363, "% In Market": 13.504316069057104, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.429293492344735, "Sub1_Sortino": -2.1679884587117284, "Sub1_Trades": 33, "Sub2_Calmar": -0.31124284385696604, "Sub2_Sortino": -1.5681020477732637, "Sub2_Trades": 107, "WFO_Score": -0.8470076705678408, "WFO_Min_Fold": -1.1950713324605033, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.963091, -0.421447, -1.195071, -0.808421]", "OOS_Total Trades": 9, "OOS_Total P&L %": -10.701212071835819, "OOS_Sortino Ratio": -1.7368111218488944, "OOS_Calmar Ratio": -1.1682693524150003, "OOS_Max Drawdown %": -18.147356315216136, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 115, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6828db11647408fc37d2fb8c8f3c4ce5e676c7b40b8c0cc8f20edb7e61f59f49", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -534.0, "i_long_exit_activation_threshold": -370.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "27978c109129f51e294b8425a6217c652a22e83321b912120ef8635a1526a81a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -58.33645096165125, \"dd_pct\": -60.605114685706866, \"calmar\": -0.9629786013674689, \"cagr_pct\": -58.361428575757046, \"entries\": 27, \"exits\": 27, \"exposure_pct\": 18.424657534246574, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.435426495650082, \"sortino\": -2.91367173171038}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -4.167757160782992, \"dd_pct\": -16.905011478621613, \"calmar\": -0.24670503314576386, \"cagr_pct\": -4.170551417162863, \"entries\": 10, \"exits\": 10, \"exposure_pct\": 8.21917808219178, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.14990125700318127, \"sortino\": -0.20940327719313778}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -8.821601461579453, \"dd_pct\": -20.945361334251224, \"calmar\": -0.4214474326846061, \"cagr_pct\": -8.827368760971593, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8527961767445216, \"sortino\": -1.1726828712627353}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.067839119896917, \"dd_pct\": -24.686154749464183, \"calmar\": -1.1950713324605033, \"cagr_pct\": -29.501715849768345, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8887233204090021, \"sortino\": -2.415789237654806}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -21.772070791953745, \"dd_pct\": -26.94788903644686, \"calmar\": -0.808420506120246, \"cagr_pct\": -21.7852260937166, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9767265087543469, \"sortino\": -1.417975594330831}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.5129435526614285, \"dd_pct\": -17.725093738764542, \"calmar\": 0.3490666446897968, \"cagr_pct\": 6.187238998202664, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 26.82119205298013, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3680086104642715, \"sortino\": 0.5064190967538997}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -92.11674758413562, \"dd_pct\": -93.10926160841626, \"calmar\": -0.2847541475085904, \"cagr_pct\": -26.513248414458896, \"entries\": 141, \"exits\": 141, \"exposure_pct\": 13.545816733067728, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4192582650752077, \"sortino\": -1.7782888614764596}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -64.90081040496597, \"dd_pct\": -65.97559069716355, \"calmar\": -0.4361395750905859, \"cagr_pct\": -28.774566093011323, \"entries\": 34, \"exits\": 34, \"exposure_pct\": 9.028393966282165, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.9759396561577152, \"sortino\": -2.2760485431033297}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -77.54007284265126, \"dd_pct\": -81.42019598807654, \"calmar\": -0.308610249639008, \"cagr_pct\": -25.127107009537262, \"entries\": 107, \"exits\": 107, \"exposure_pct\": 16.246684350132625, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1917263652119001, \"sortino\": -1.5404293160977387}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -11.551122962672833, \"dd_pct\": -18.703001173672096, \"calmar\": -1.2175341950025542, \"cagr_pct\": -22.77154347811868, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 35.014409221902014, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3813267256696036, \"sortino\": -1.871518856730378}]", "Additional_Threshold_Budget": 0, "Total Trades": 141, "Total P&L %": -92.11674758413562, "Sharpe Ratio": -1.4192582650752077, "Sortino Ratio": -1.7782888614764596, "Calmar Ratio": -0.2847541475085904, "P&L/DD Ratio": 0.0, "Max Drawdown %": -93.10926160841626, "% In Market": 13.545816733067728, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4361395750905859, "Sub1_Sortino": -2.2760485431033297, "Sub1_Trades": 34, "Sub2_Calmar": -0.308610249639008, "Sub2_Sortino": -1.5404293160977387, "Sub2_Trades": 107, "WFO_Score": -0.7269245811557177, "WFO_Min_Fold": -1.1950713324605033, "WFO_Neg_Folds": 5, "WFO_Fold_Calmars": "[-0.962979, -0.246705, -0.421447, -1.195071, -0.808421]", "OOS_Total Trades": 9, "OOS_Total P&L %": -11.551122962672833, "OOS_Sortino Ratio": -1.871518856730378, "OOS_Calmar Ratio": -1.2175341950025542, "OOS_Max Drawdown %": -18.703001173672096, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 8, "Fragile_1.0": 105, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6828db11647408fc37d2fb8c8f3c4ce5e676c7b40b8c0cc8f20edb7e61f59f49", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -371.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "5f1c0c399a6dd5ee7e7ad66c8f19c5a6f931ba76b69b9ae3663a58c5c9496222", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -54.80374586659815, \"dd_pct\": -57.26477246136257, \"calmar\": -0.957452915398983, \"cagr_pct\": -54.82832334279099, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 18.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.252437329281907, \"sortino\": -2.7307470909929314}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.312071645994067, \"dd_pct\": -16.905011478621624, \"calmar\": -0.37363213188005645, \"cagr_pct\": -6.316255478214222, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2795265742021706, \"sortino\": -0.3888400958001988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -8.821601461579453, \"dd_pct\": -20.945361334251224, \"calmar\": -0.4214474326846061, \"cagr_pct\": -8.827368760971593, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8527961767445216, \"sortino\": -1.1726828712627353}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.067839119896917, \"dd_pct\": -24.686154749464183, \"calmar\": -1.1950713324605033, \"cagr_pct\": -29.501715849768345, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8887233204090021, \"sortino\": -2.415789237654806}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -21.772070791953745, \"dd_pct\": -26.94788903644686, \"calmar\": -0.808420506120246, \"cagr_pct\": -21.7852260937166, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9767265087543469, \"sortino\": -1.417975594330831}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.5129435526614285, \"dd_pct\": -17.725093738764542, \"calmar\": 0.3490666446897968, \"cagr_pct\": 6.187238998202664, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 26.82119205298013, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3680086104642715, \"sortino\": 0.5064190967538997}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -91.66349505012195, \"dd_pct\": -92.71307428972464, \"calmar\": -0.2805794074420433, \"cagr_pct\": -26.013379446341077, \"entries\": 139, \"exits\": 139, \"exposure_pct\": 13.371513944223107, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.407872432681403, \"sortino\": -1.768798238802211}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.00084933049143, \"dd_pct\": -66.07256630792739, \"calmar\": -0.4364961619766582, \"cagr_pct\": -28.840421605358564, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0304526452128226, \"sortino\": -2.3127187807905227}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -76.1808364191511, \"dd_pct\": -80.29577798896307, \"calmar\": -0.30225482704619, \"cagr_pct\": -24.2697864885933, \"entries\": 107, \"exits\": 107, \"exposure_pct\": 16.23342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1555279916929297, \"sortino\": -1.505195119842714}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -4.69490823428409, \"dd_pct\": -12.641885756386573, \"calmar\": -0.76156901738021, \"cagr_pct\": -9.627668513324195, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 30.835734870317005, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5487253415988763, \"sortino\": -0.7753720538046479}]", "Additional_Threshold_Budget": 0, "Total Trades": 139, "Total P&L %": -91.66349505012195, "Sharpe Ratio": -1.407872432681403, "Sortino Ratio": -1.768798238802211, "Calmar Ratio": -0.2805794074420433, "P&L/DD Ratio": 0.0, "Max Drawdown %": -92.71307428972464, "% In Market": 13.371513944223107, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4364961619766582, "Sub1_Sortino": -2.3127187807905227, "Sub1_Trades": 32, "Sub2_Calmar": -0.30225482704619, "Sub2_Sortino": -1.505195119842714, "Sub2_Trades": 107, "WFO_Score": -0.8455980466660846, "WFO_Min_Fold": -1.1950713324605033, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.957453, -0.421447, -1.195071, -0.808421]", "OOS_Total Trades": 9, "OOS_Total P&L %": -4.69490823428409, "OOS_Sortino Ratio": -0.7753720538046479, "OOS_Calmar Ratio": -0.76156901738021, "OOS_Max Drawdown %": -12.641885756386573, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 115, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6828db11647408fc37d2fb8c8f3c4ce5e676c7b40b8c0cc8f20edb7e61f59f49", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -370.05, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "b79fc372e948d12799ba558a7a662fad85f8c3bb7b5255f67e2cb7e9db3425a0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -58.41289556902161, \"dd_pct\": -60.67739673103814, \"calmar\": -0.9630914110060076, \"cagr_pct\": -58.43787963386683, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 18.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.439813468147065, \"sortino\": -2.918861888726894}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.312071645994067, \"dd_pct\": -16.905011478621624, \"calmar\": -0.37363213188005645, \"cagr_pct\": -6.316255478214222, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2795265742021706, \"sortino\": -0.3888400958001988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -8.821601461579453, \"dd_pct\": -20.945361334251224, \"calmar\": -0.4214474326846061, \"cagr_pct\": -8.827368760971593, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8527961767445216, \"sortino\": -1.1726828712627353}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.067839119896917, \"dd_pct\": -24.686154749464183, \"calmar\": -1.1950713324605033, \"cagr_pct\": -29.501715849768345, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8887233204090021, \"sortino\": -2.415789237654806}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -21.772070791953745, \"dd_pct\": -26.94788903644686, \"calmar\": -0.808420506120246, \"cagr_pct\": -21.7852260937166, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9767265087543469, \"sortino\": -1.417975594330831}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.5129435526614285, \"dd_pct\": -17.725093738764542, \"calmar\": 0.3490666446897968, \"cagr_pct\": 6.187238998202664, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 26.82119205298013, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3680086104642715, \"sortino\": 0.5064190967538997}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -92.32920717463338, \"dd_pct\": -93.29497219836983, \"calmar\": -0.2867926177853037, \"cagr_pct\": -26.75630930297761, \"entries\": 139, \"exits\": 139, \"exposure_pct\": 13.371513944223107, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4453129570503065, \"sortino\": -1.8061363535601909}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.00084933049143, \"dd_pct\": -66.07256630792739, \"calmar\": -0.4364961619766582, \"cagr_pct\": -28.840421605358564, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0304526452128226, \"sortino\": -2.3127187807905227}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -78.0829172176185, \"dd_pct\": -81.86925987084012, \"calmar\": -0.31124284385696604, \"cagr_pct\": -25.481221266665273, \"entries\": 107, \"exits\": 107, \"exposure_pct\": 16.23342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138623884154927, \"sortino\": -1.5681020477732637}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -10.701212071835819, \"dd_pct\": -18.147356315216136, \"calmar\": -1.1682693524150003, \"cagr_pct\": -21.20100021042182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.87031700288185, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2753511693908377, \"sortino\": -1.7368111218488944}]", "Additional_Threshold_Budget": 0, "Total Trades": 139, "Total P&L %": -92.32920717463338, "Sharpe Ratio": -1.4453129570503065, "Sortino Ratio": -1.8061363535601909, "Calmar Ratio": -0.2867926177853037, "P&L/DD Ratio": 0.0, "Max Drawdown %": -93.29497219836983, "% In Market": 13.371513944223107, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4364961619766582, "Sub1_Sortino": -2.3127187807905227, "Sub1_Trades": 32, "Sub2_Calmar": -0.31124284385696604, "Sub2_Sortino": -1.5681020477732637, "Sub2_Trades": 107, "WFO_Score": -0.8470076705678408, "WFO_Min_Fold": -1.1950713324605033, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.963091, -0.421447, -1.195071, -0.808421]", "OOS_Total Trades": 9, "OOS_Total P&L %": -10.701212071835819, "OOS_Sortino Ratio": -1.7368111218488944, "OOS_Calmar Ratio": -1.1682693524150003, "OOS_Max Drawdown %": -18.147356315216136, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 112, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6828db11647408fc37d2fb8c8f3c4ce5e676c7b40b8c0cc8f20edb7e61f59f49", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -369.95, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "7dea72347f9b28b4be95b95e44f8411ec52eb53a83d2e69cd63b3cdb8d73659b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -58.41289556902161, \"dd_pct\": -60.67739673103814, \"calmar\": -0.9630914110060076, \"cagr_pct\": -58.43787963386683, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 18.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.439813468147065, \"sortino\": -2.918861888726894}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.312071645994067, \"dd_pct\": -16.905011478621624, \"calmar\": -0.37363213188005645, \"cagr_pct\": -6.316255478214222, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2795265742021706, \"sortino\": -0.3888400958001988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -8.821601461579453, \"dd_pct\": -20.945361334251224, \"calmar\": -0.4214474326846061, \"cagr_pct\": -8.827368760971593, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8527961767445216, \"sortino\": -1.1726828712627353}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.067839119896917, \"dd_pct\": -24.686154749464183, \"calmar\": -1.1950713324605033, \"cagr_pct\": -29.501715849768345, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8887233204090021, \"sortino\": -2.415789237654806}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -21.772070791953745, \"dd_pct\": -26.94788903644686, \"calmar\": -0.808420506120246, \"cagr_pct\": -21.7852260937166, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9767265087543469, \"sortino\": -1.417975594330831}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.5129435526614285, \"dd_pct\": -17.725093738764542, \"calmar\": 0.3490666446897968, \"cagr_pct\": 6.187238998202664, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 26.82119205298013, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3680086104642715, \"sortino\": 0.5064190967538997}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -92.32920717463338, \"dd_pct\": -93.29497219836983, \"calmar\": -0.2867926177853037, \"cagr_pct\": -26.75630930297761, \"entries\": 139, \"exits\": 139, \"exposure_pct\": 13.371513944223107, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4453129570503065, \"sortino\": -1.8061363535601909}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.00084933049143, \"dd_pct\": -66.07256630792739, \"calmar\": -0.4364961619766582, \"cagr_pct\": -28.840421605358564, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0304526452128226, \"sortino\": -2.3127187807905227}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -78.0829172176185, \"dd_pct\": -81.86925987084012, \"calmar\": -0.31124284385696604, \"cagr_pct\": -25.481221266665273, \"entries\": 107, \"exits\": 107, \"exposure_pct\": 16.23342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138623884154927, \"sortino\": -1.5681020477732637}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -10.701212071835819, \"dd_pct\": -18.147356315216136, \"calmar\": -1.1682693524150003, \"cagr_pct\": -21.20100021042182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.87031700288185, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2753511693908377, \"sortino\": -1.7368111218488944}]", "Additional_Threshold_Budget": 0, "Total Trades": 139, "Total P&L %": -92.32920717463338, "Sharpe Ratio": -1.4453129570503065, "Sortino Ratio": -1.8061363535601909, "Calmar Ratio": -0.2867926177853037, "P&L/DD Ratio": 0.0, "Max Drawdown %": -93.29497219836983, "% In Market": 13.371513944223107, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4364961619766582, "Sub1_Sortino": -2.3127187807905227, "Sub1_Trades": 32, "Sub2_Calmar": -0.31124284385696604, "Sub2_Sortino": -1.5681020477732637, "Sub2_Trades": 107, "WFO_Score": -0.8470076705678408, "WFO_Min_Fold": -1.1950713324605033, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.963091, -0.421447, -1.195071, -0.808421]", "OOS_Total Trades": 9, "OOS_Total P&L %": -10.701212071835819, "OOS_Sortino Ratio": -1.7368111218488944, "OOS_Calmar Ratio": -1.1682693524150003, "OOS_Max Drawdown %": -18.147356315216136, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 114, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6828db11647408fc37d2fb8c8f3c4ce5e676c7b40b8c0cc8f20edb7e61f59f49", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -369.0, "i_long_exit_activation_confirmation_threshold": -120.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "d3e821a6f38a132ec2e036826f1fbf9f92a851db3f929303dde174abf82590e5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -58.41289556902161, \"dd_pct\": -60.67739673103814, \"calmar\": -0.9630914110060076, \"cagr_pct\": -58.43787963386683, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 18.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.439813468147065, \"sortino\": -2.918861888726894}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -7.446862504548546, \"dd_pct\": -17.911495825350343, \"calmar\": -0.4160327101035335, \"cagr_pct\": -7.45176815022863, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.876712328767123, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3472711435072574, \"sortino\": -0.48142208567154066}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -8.821601461579453, \"dd_pct\": -20.945361334251224, \"calmar\": -0.4214474326846061, \"cagr_pct\": -8.827368760971593, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8527961767445216, \"sortino\": -1.1726828712627353}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.067839119896917, \"dd_pct\": -24.686154749464183, \"calmar\": -1.1950713324605033, \"cagr_pct\": -29.501715849768345, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8887233204090021, \"sortino\": -2.415789237654806}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -22.06887862849607, \"dd_pct\": -27.225059085934898, \"calmar\": -0.811097849961789, \"cagr_pct\": -22.082186889684465, \"entries\": 33, \"exits\": 32, \"exposure_pct\": 26.301369863013697, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9950566393184702, \"sortino\": -1.447048381023432}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.5129435526614285, \"dd_pct\": -17.725093738764542, \"calmar\": 0.3490666446897968, \"cagr_pct\": 6.187238998202664, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 26.82119205298013, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3680086104642715, \"sortino\": 0.5064190967538997}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -92.45087086298972, \"dd_pct\": -93.4013182347509, \"calmar\": -0.28798494346295295, \"cagr_pct\": -26.898173351200015, \"entries\": 138, \"exits\": 138, \"exposure_pct\": 13.41301460823373, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4549477309342578, \"sortino\": -1.8180160571459085}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.00084933049143, \"dd_pct\": -66.07256630792739, \"calmar\": -0.4364961619766582, \"cagr_pct\": -28.840421605358564, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0304526452128226, \"sortino\": -2.3127187807905227}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -78.43053619130507, \"dd_pct\": -82.15682502439893, \"calmar\": -0.31295897072914863, \"cagr_pct\": -25.711715398010647, \"entries\": 106, \"exits\": 106, \"exposure_pct\": 16.29973474801061, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2278264640481116, \"sortino\": -1.5859461674871211}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -10.701212071835819, \"dd_pct\": -18.147356315216136, \"calmar\": -1.1682693524150003, \"cagr_pct\": -21.20100021042182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.87031700288185, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2753511693908377, \"sortino\": -1.7368111218488944}]", "Additional_Threshold_Budget": 0, "Total Trades": 138, "Total P&L %": -92.45087086298972, "Sharpe Ratio": -1.4549477309342578, "Sortino Ratio": -1.8180160571459085, "Calmar Ratio": -0.28798494346295295, "P&L/DD Ratio": 0.0, "Max Drawdown %": -93.4013182347509, "% In Market": 13.41301460823373, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4364961619766582, "Sub1_Sortino": -2.3127187807905227, "Sub1_Trades": 32, "Sub2_Calmar": -0.31295897072914863, "Sub2_Sortino": -1.5859461674871211, "Sub2_Trades": 106, "WFO_Score": -0.8476770065282265, "WFO_Min_Fold": -1.1950713324605033, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.963091, -0.421447, -1.195071, -0.811098]", "OOS_Total Trades": 9, "OOS_Total P&L %": -10.701212071835819, "OOS_Sortino Ratio": -1.7368111218488944, "OOS_Calmar Ratio": -1.1682693524150003, "OOS_Max Drawdown %": -18.147356315216136, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 112, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6828db11647408fc37d2fb8c8f3c4ce5e676c7b40b8c0cc8f20edb7e61f59f49", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -370.0, "i_long_exit_activation_confirmation_threshold": -121.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "3d8aac11e1b23bd9f95348bf48133dfdb271bbefb0ec7c0629377d15821aff13", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -58.41289556902161, \"dd_pct\": -60.67739673103814, \"calmar\": -0.9630914110060076, \"cagr_pct\": -58.43787963386683, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 18.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.439813468147065, \"sortino\": -2.918861888726894}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.312071645994067, \"dd_pct\": -16.905011478621624, \"calmar\": -0.37363213188005645, \"cagr_pct\": -6.316255478214222, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2795265742021706, \"sortino\": -0.3888400958001988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -8.821601461579453, \"dd_pct\": -20.945361334251224, \"calmar\": -0.4214474326846061, \"cagr_pct\": -8.827368760971593, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8527961767445216, \"sortino\": -1.1726828712627353}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.067839119896917, \"dd_pct\": -24.686154749464183, \"calmar\": -1.1950713324605033, \"cagr_pct\": -29.501715849768345, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8887233204090021, \"sortino\": -2.415789237654806}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -23.394809177715704, \"dd_pct\": -28.167650153298172, \"calmar\": -0.8310523286625752, \"cagr_pct\": -23.40879125285119, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 26.027397260273972, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -1.0606480666316367, \"sortino\": -1.5305710898031242}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.5129435526614285, \"dd_pct\": -17.725093738764542, \"calmar\": 0.3490666446897968, \"cagr_pct\": 6.187238998202664, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 26.82119205298013, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3680086104642715, \"sortino\": 0.5064190967538997}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -92.48832796554484, \"dd_pct\": -93.43405942848645, \"calmar\": -0.2883558128601591, \"cagr_pct\": -26.942254155325625, \"entries\": 139, \"exits\": 139, \"exposure_pct\": 13.388114209827357, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4561733948853897, \"sortino\": -1.8189470009356108}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.00084933049143, \"dd_pct\": -66.07256630792739, \"calmar\": -0.4364961619766582, \"cagr_pct\": -28.840421605358564, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0304526452128226, \"sortino\": -2.3127187807905227}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -78.53755908139976, \"dd_pct\": -82.24535889669596, \"calmar\": -0.31349223558920847, \"cagr_pct\": -25.783281427362013, \"entries\": 107, \"exits\": 107, \"exposure_pct\": 16.25994694960212, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2301288184908254, \"sortino\": -1.5880321664953876}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -10.701212071835819, \"dd_pct\": -18.147356315216136, \"calmar\": -1.1682693524150003, \"cagr_pct\": -21.20100021042182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.87031700288185, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2753511693908377, \"sortino\": -1.7368111218488944}]", "Additional_Threshold_Budget": 0, "Total Trades": 139, "Total P&L %": -92.48832796554484, "Sharpe Ratio": -1.4561733948853897, "Sortino Ratio": -1.8189470009356108, "Calmar Ratio": -0.2883558128601591, "P&L/DD Ratio": 0.0, "Max Drawdown %": -93.43405942848645, "% In Market": 13.388114209827357, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4364961619766582, "Sub1_Sortino": -2.3127187807905227, "Sub1_Trades": 32, "Sub2_Calmar": -0.31349223558920847, "Sub2_Sortino": -1.5880321664953876, "Sub2_Trades": 107, "WFO_Score": -0.852665626203423, "WFO_Min_Fold": -1.1950713324605033, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.963091, -0.421447, -1.195071, -0.831052]", "OOS_Total Trades": 9, "OOS_Total P&L %": -10.701212071835819, "OOS_Sortino Ratio": -1.7368111218488944, "OOS_Calmar Ratio": -1.1682693524150003, "OOS_Max Drawdown %": -18.147356315216136, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 113, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6828db11647408fc37d2fb8c8f3c4ce5e676c7b40b8c0cc8f20edb7e61f59f49", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -370.0, "i_long_exit_activation_confirmation_threshold": -120.05, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "cd29c605b45c43cae8abc79bc0ddf61cc63ed703adc607517bd1972526f93245", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -58.41289556902161, \"dd_pct\": -60.67739673103814, \"calmar\": -0.9630914110060076, \"cagr_pct\": -58.43787963386683, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 18.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.439813468147065, \"sortino\": -2.918861888726894}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.312071645994067, \"dd_pct\": -16.905011478621624, \"calmar\": -0.37363213188005645, \"cagr_pct\": -6.316255478214222, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2795265742021706, \"sortino\": -0.3888400958001988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -8.821601461579453, \"dd_pct\": -20.945361334251224, \"calmar\": -0.4214474326846061, \"cagr_pct\": -8.827368760971593, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8527961767445216, \"sortino\": -1.1726828712627353}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.067839119896917, \"dd_pct\": -24.686154749464183, \"calmar\": -1.1950713324605033, \"cagr_pct\": -29.501715849768345, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8887233204090021, \"sortino\": -2.415789237654806}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -21.772070791953745, \"dd_pct\": -26.94788903644686, \"calmar\": -0.808420506120246, \"cagr_pct\": -21.7852260937166, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9767265087543469, \"sortino\": -1.417975594330831}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.5129435526614285, \"dd_pct\": -17.725093738764542, \"calmar\": 0.3490666446897968, \"cagr_pct\": 6.187238998202664, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 26.82119205298013, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3680086104642715, \"sortino\": 0.5064190967538997}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -92.32920717463338, \"dd_pct\": -93.29497219836983, \"calmar\": -0.2867926177853037, \"cagr_pct\": -26.75630930297761, \"entries\": 139, \"exits\": 139, \"exposure_pct\": 13.371513944223107, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4453129570503065, \"sortino\": -1.8061363535601909}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.00084933049143, \"dd_pct\": -66.07256630792739, \"calmar\": -0.4364961619766582, \"cagr_pct\": -28.840421605358564, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0304526452128226, \"sortino\": -2.3127187807905227}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -78.0829172176185, \"dd_pct\": -81.86925987084012, \"calmar\": -0.31124284385696604, \"cagr_pct\": -25.481221266665273, \"entries\": 107, \"exits\": 107, \"exposure_pct\": 16.23342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138623884154927, \"sortino\": -1.5681020477732637}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -10.701212071835819, \"dd_pct\": -18.147356315216136, \"calmar\": -1.1682693524150003, \"cagr_pct\": -21.20100021042182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.87031700288185, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2753511693908377, \"sortino\": -1.7368111218488944}]", "Additional_Threshold_Budget": 0, "Total Trades": 139, "Total P&L %": -92.32920717463338, "Sharpe Ratio": -1.4453129570503065, "Sortino Ratio": -1.8061363535601909, "Calmar Ratio": -0.2867926177853037, "P&L/DD Ratio": 0.0, "Max Drawdown %": -93.29497219836983, "% In Market": 13.371513944223107, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4364961619766582, "Sub1_Sortino": -2.3127187807905227, "Sub1_Trades": 32, "Sub2_Calmar": -0.31124284385696604, "Sub2_Sortino": -1.5681020477732637, "Sub2_Trades": 107, "WFO_Score": -0.8470076705678408, "WFO_Min_Fold": -1.1950713324605033, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.963091, -0.421447, -1.195071, -0.808421]", "OOS_Total Trades": 9, "OOS_Total P&L %": -10.701212071835819, "OOS_Sortino Ratio": -1.7368111218488944, "OOS_Calmar Ratio": -1.1682693524150003, "OOS_Max Drawdown %": -18.147356315216136, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 113, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6828db11647408fc37d2fb8c8f3c4ce5e676c7b40b8c0cc8f20edb7e61f59f49", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -370.0, "i_long_exit_activation_confirmation_threshold": -119.95, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "b7de64edc9041022e829ff4206eeb712f1800ecaabf2113f13c478d2d807f6f6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -58.41289556902161, \"dd_pct\": -60.67739673103814, \"calmar\": -0.9630914110060076, \"cagr_pct\": -58.43787963386683, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 18.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.439813468147065, \"sortino\": -2.918861888726894}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.312071645994067, \"dd_pct\": -16.905011478621624, \"calmar\": -0.37363213188005645, \"cagr_pct\": -6.316255478214222, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2795265742021706, \"sortino\": -0.3888400958001988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -8.821601461579453, \"dd_pct\": -20.945361334251224, \"calmar\": -0.4214474326846061, \"cagr_pct\": -8.827368760971593, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8527961767445216, \"sortino\": -1.1726828712627353}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.067839119896917, \"dd_pct\": -24.686154749464183, \"calmar\": -1.1950713324605033, \"cagr_pct\": -29.501715849768345, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8887233204090021, \"sortino\": -2.415789237654806}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -21.772070791953745, \"dd_pct\": -26.94788903644686, \"calmar\": -0.808420506120246, \"cagr_pct\": -21.7852260937166, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9767265087543469, \"sortino\": -1.417975594330831}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.5129435526614285, \"dd_pct\": -17.725093738764542, \"calmar\": 0.3490666446897968, \"cagr_pct\": 6.187238998202664, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 26.82119205298013, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3680086104642715, \"sortino\": 0.5064190967538997}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -92.32920717463338, \"dd_pct\": -93.29497219836983, \"calmar\": -0.2867926177853037, \"cagr_pct\": -26.75630930297761, \"entries\": 139, \"exits\": 139, \"exposure_pct\": 13.371513944223107, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4453129570503065, \"sortino\": -1.8061363535601909}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.00084933049143, \"dd_pct\": -66.07256630792739, \"calmar\": -0.4364961619766582, \"cagr_pct\": -28.840421605358564, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0304526452128226, \"sortino\": -2.3127187807905227}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -78.0829172176185, \"dd_pct\": -81.86925987084012, \"calmar\": -0.31124284385696604, \"cagr_pct\": -25.481221266665273, \"entries\": 107, \"exits\": 107, \"exposure_pct\": 16.23342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138623884154927, \"sortino\": -1.5681020477732637}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -10.701212071835819, \"dd_pct\": -18.147356315216136, \"calmar\": -1.1682693524150003, \"cagr_pct\": -21.20100021042182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.87031700288185, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2753511693908377, \"sortino\": -1.7368111218488944}]", "Additional_Threshold_Budget": 0, "Total Trades": 139, "Total P&L %": -92.32920717463338, "Sharpe Ratio": -1.4453129570503065, "Sortino Ratio": -1.8061363535601909, "Calmar Ratio": -0.2867926177853037, "P&L/DD Ratio": 0.0, "Max Drawdown %": -93.29497219836983, "% In Market": 13.371513944223107, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4364961619766582, "Sub1_Sortino": -2.3127187807905227, "Sub1_Trades": 32, "Sub2_Calmar": -0.31124284385696604, "Sub2_Sortino": -1.5681020477732637, "Sub2_Trades": 107, "WFO_Score": -0.8470076705678408, "WFO_Min_Fold": -1.1950713324605033, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.963091, -0.421447, -1.195071, -0.808421]", "OOS_Total Trades": 9, "OOS_Total P&L %": -10.701212071835819, "OOS_Sortino Ratio": -1.7368111218488944, "OOS_Calmar Ratio": -1.1682693524150003, "OOS_Max Drawdown %": -18.147356315216136, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 115, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6828db11647408fc37d2fb8c8f3c4ce5e676c7b40b8c0cc8f20edb7e61f59f49", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -370.0, "i_long_exit_activation_confirmation_threshold": -119.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "7d4d6ab02b4dddf572be35c7c848820e717af6cdd2ede287e8737beb039cb604", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -58.41289556902161, \"dd_pct\": -60.67739673103814, \"calmar\": -0.9630914110060076, \"cagr_pct\": -58.43787963386683, \"entries\": 28, \"exits\": 28, \"exposure_pct\": 18.63013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.439813468147065, \"sortino\": -2.918861888726894}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -6.312071645994067, \"dd_pct\": -16.905011478621624, \"calmar\": -0.37363213188005645, \"cagr_pct\": -6.316255478214222, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 7.9452054794520555, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2795265742021706, \"sortino\": -0.3888400958001988}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -8.821601461579453, \"dd_pct\": -20.945361334251224, \"calmar\": -0.4214474326846061, \"cagr_pct\": -8.827368760971593, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 9.931506849315069, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.8527961767445216, \"sortino\": -1.1726828712627353}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": -23.067839119896917, \"dd_pct\": -24.686154749464183, \"calmar\": -1.1950713324605033, \"cagr_pct\": -29.501715849768345, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 13.777372262773724, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.8887233204090021, \"sortino\": -2.415789237654806}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": -21.772070791953745, \"dd_pct\": -26.94788903644686, \"calmar\": -0.808420506120246, \"cagr_pct\": -21.7852260937166, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 25.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.9767265087543469, \"sortino\": -1.417975594330831}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 2.5129435526614285, \"dd_pct\": -17.725093738764542, \"calmar\": 0.3490666446897968, \"cagr_pct\": 6.187238998202664, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 26.82119205298013, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.3680086104642715, \"sortino\": 0.5064190967538997}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -92.32920717463338, \"dd_pct\": -93.29497219836983, \"calmar\": -0.2867926177853037, \"cagr_pct\": -26.75630930297761, \"entries\": 139, \"exits\": 139, \"exposure_pct\": 13.371513944223107, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4453129570503065, \"sortino\": -1.8061363535601909}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -65.00084933049143, \"dd_pct\": -66.07256630792739, \"calmar\": -0.4364961619766582, \"cagr_pct\": -28.840421605358564, \"entries\": 32, \"exits\": 32, \"exposure_pct\": 8.584738243123336, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -2.0304526452128226, \"sortino\": -2.3127187807905227}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -78.0829172176185, \"dd_pct\": -81.86925987084012, \"calmar\": -0.31124284385696604, \"cagr_pct\": -25.481221266665273, \"entries\": 107, \"exits\": 107, \"exposure_pct\": 16.23342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2138623884154927, \"sortino\": -1.5681020477732637}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": -10.701212071835819, \"dd_pct\": -18.147356315216136, \"calmar\": -1.1682693524150003, \"cagr_pct\": -21.20100021042182, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 34.87031700288185, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2753511693908377, \"sortino\": -1.7368111218488944}]", "Additional_Threshold_Budget": 0, "Total Trades": 139, "Total P&L %": -92.32920717463338, "Sharpe Ratio": -1.4453129570503065, "Sortino Ratio": -1.8061363535601909, "Calmar Ratio": -0.2867926177853037, "P&L/DD Ratio": 0.0, "Max Drawdown %": -93.29497219836983, "% In Market": 13.371513944223107, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.4364961619766582, "Sub1_Sortino": -2.3127187807905227, "Sub1_Trades": 32, "Sub2_Calmar": -0.31124284385696604, "Sub2_Sortino": -1.5681020477732637, "Sub2_Trades": 107, "WFO_Score": -0.8470076705678408, "WFO_Min_Fold": -1.1950713324605033, "WFO_Neg_Folds": 4, "WFO_Fold_Calmars": "[-0.963091, -0.421447, -1.195071, -0.808421]", "OOS_Total Trades": 9, "OOS_Total P&L %": -10.701212071835819, "OOS_Sortino Ratio": -1.7368111218488944, "OOS_Calmar Ratio": -1.1682693524150003, "OOS_Max Drawdown %": -18.147356315216136, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 116, "source": "diagnostic_center", "Policy": "canonical", "center_id": "6828db11647408fc37d2fb8c8f3c4ce5e676c7b40b8c0cc8f20edb7e61f59f49", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "bfdb180619f0f6daf2d3cb1f528560516e883b7ad14334470acd687b3a470d98", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3dbaa7620e02f8acc5dfef13e48506eae55f1944fb2e499fe4e57234e88ec0a3", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 584.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "b108a294c5c1a84c2bab50a750bb7139dff62ad0f19e554a2cd0dc893c9e6029", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3dbaa7620e02f8acc5dfef13e48506eae55f1944fb2e499fe4e57234e88ec0a3", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 584.95, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "10817812fc8352ce348e862498b3faa2f927825a6b6916d7235ebcfb62838dc6", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3dbaa7620e02f8acc5dfef13e48506eae55f1944fb2e499fe4e57234e88ec0a3", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 585.05, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "40b43fbcb479bdd7e04bfa03ea032cc93364acdf5e6cd42be70e82816e11d53e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3dbaa7620e02f8acc5dfef13e48506eae55f1944fb2e499fe4e57234e88ec0a3", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 586.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "067b4b550cd76b56b6c37907a10bf904e79201928652c798e03464eb292c4136", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3dbaa7620e02f8acc5dfef13e48506eae55f1944fb2e499fe4e57234e88ec0a3", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 419.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "139c51993fa242d52def54befbcb5421031b3d6bbfded4afc1a85d9840dbaba4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3dbaa7620e02f8acc5dfef13e48506eae55f1944fb2e499fe4e57234e88ec0a3", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 419.95, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "061cb31c58e314d90cbd1e6dac84054a4dc7add646c921b5697f12386993e937", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3dbaa7620e02f8acc5dfef13e48506eae55f1944fb2e499fe4e57234e88ec0a3", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 420.05, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "cb0ea889208761268cada802cf9afd46f9abaa401cc710f4957258d7cd391cce", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3dbaa7620e02f8acc5dfef13e48506eae55f1944fb2e499fe4e57234e88ec0a3", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 421.0, "i_long_exit_activation_confirmation_threshold": -20.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "f51d79a10ab5ed51bf85446eb5f24aa8e1624bf028bd7aa4c39a8f346015f555", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3dbaa7620e02f8acc5dfef13e48506eae55f1944fb2e499fe4e57234e88ec0a3", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -21.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "15c4cb42b401b38ad5db7fbbe24385d5025f3fed47ed33a686436d4bda5cee9c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3dbaa7620e02f8acc5dfef13e48506eae55f1944fb2e499fe4e57234e88ec0a3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -20.05, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "e96b08cc8b75dafadbedb79e8b3877fd5bf1dce0d240b57be300b511611d024e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3dbaa7620e02f8acc5dfef13e48506eae55f1944fb2e499fe4e57234e88ec0a3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -19.95, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "00e9dc95c9e92d2981514523dd0f5a5c3aaae2c7ecfdadeb75a754b84349fb55", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3dbaa7620e02f8acc5dfef13e48506eae55f1944fb2e499fe4e57234e88ec0a3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": 585.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -19.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "c3450c46069a9ef73a84e9214bc1b027f1d7e26c48bc8a0ef52403834e7fd460", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3dbaa7620e02f8acc5dfef13e48506eae55f1944fb2e499fe4e57234e88ec0a3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -525.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "b9985e232b4f3d2e08edd942bdf1e9a35bdfde36f36d8b183afcb1b15edb7029", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -29.38844720073578, \"dd_pct\": -62.76828712828119, \"calmar\": -0.4684734297999945, \"cagr_pct\": -29.405274753656734, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2506567055309278, \"sortino\": -0.3433010499216819}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -37.05219152312888, \"dd_pct\": -39.10593088352665, \"calmar\": -0.9479928973734764, \"cagr_pct\": -37.072144722761344, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 32.26027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0786673354405536, \"sortino\": -1.4430798732328407}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.157312738731876, \"dd_pct\": -27.51300914326753, \"calmar\": -0.07846376504377278, \"cagr_pct\": -2.1587742850645157, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 61.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07758554641081124, \"sortino\": 0.11137086172050585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 8.223493616051458, \"dd_pct\": -34.01153260733094, \"calmar\": 0.3266424728760524, \"cagr_pct\": 11.10961111716307, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 85.94890510948905, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46014947555744673, \"sortino\": 0.6455855054439953}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.947722001059228, \"dd_pct\": -37.46216461779455, \"calmar\": 0.42601579274811496, \"cagr_pct\": 15.959473757710127, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5681370564827624, \"sortino\": 0.8147715033875588}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -46.541285361842434, \"dd_pct\": -49.53976887181317, \"calmar\": -1.5748112006363075, \"cagr_pct\": -78.01578289626528, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 71.68874172185431, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.6060771818860524, \"sortino\": -4.464307777880996}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -80.29145402405511, \"dd_pct\": -83.88792886815182, \"calmar\": -0.21310231388969347, \"cagr_pct\": -17.876711749217165, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 56.407702523240374, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23432717893725946, \"sortino\": -0.31737478480976483}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -32.4434359015478, \"dd_pct\": -68.63596540874101, \"calmar\": -0.1739075355329148, \"cagr_pct\": -11.936311593156539, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 38.35403726708074, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08844843979142433, \"sortino\": -0.1164677445912291}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -70.82660102840183, \"dd_pct\": -82.07799839025839, \"calmar\": -0.2587193326069238, \"cagr_pct\": -21.235164965239818, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 67.20159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3171971323175278, \"sortino\": -0.43650370123784404}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.220730529276922, \"dd_pct\": -18.376109419260388, \"calmar\": 1.2372611939367604, \"cagr_pct\": 22.73604707998666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.53314121037464, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0333047991038349, \"sortino\": 1.700850313711717}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": -80.29145402405511, "Sharpe Ratio": -0.23432717893725946, "Sortino Ratio": -0.31737478480976483, "Calmar Ratio": -0.21310231388969347, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.88792886815182, "% In Market": 56.407702523240374, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.1739075355329148, "Sub1_Sortino": -0.1164677445912291, "Sub1_Trades": 26, "Sub2_Calmar": -0.2587193326069238, "Sub2_Sortino": -0.43650370123784404, "Sub2_Trades": 60, "WFO_Score": -0.07343157398923832, "WFO_Min_Fold": -0.4684734297999945, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[-0.468473, -0.078464, 0.326642]", "OOS_Total Trades": 2, "OOS_Total P&L %": 10.220730529276922, "OOS_Sortino Ratio": 1.700850313711717, "OOS_Calmar Ratio": 1.2372611939367604, "OOS_Max Drawdown %": -18.376109419260388, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 65, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0c0239ef201f07431b9144db5b33faed923bfe05b9d084f1d954994a50bcbcb4", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -526.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "86e4c8e3c6127fb4d4740b41cdadb62bda114a1bf862e83f66c5b719a85f823f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -39.45776900968339, \"dd_pct\": -68.07758969339311, \"calmar\": -0.5799055915068422, \"cagr_pct\": -39.47857491950723, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 69.65753424657535, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.5166062879883775, \"sortino\": -0.6985703688781554}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -37.05219152312888, \"dd_pct\": -39.10593088352665, \"calmar\": -0.9479928973734764, \"cagr_pct\": -37.072144722761344, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 32.26027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0786673354405536, \"sortino\": -1.4430798732328407}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.157312738731876, \"dd_pct\": -27.51300914326753, \"calmar\": -0.07846376504377278, \"cagr_pct\": -2.1587742850645157, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 61.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07758554641081124, \"sortino\": 0.11137086172050585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 8.223493616051458, \"dd_pct\": -34.01153260733094, \"calmar\": 0.3266424728760524, \"cagr_pct\": 11.10961111716307, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 85.94890510948905, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46014947555744673, \"sortino\": 0.6455855054439953}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.947722001059228, \"dd_pct\": -37.46216461779455, \"calmar\": 0.42601579274811496, \"cagr_pct\": 15.959473757710127, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5681370564827624, \"sortino\": 0.8147715033875588}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -46.541285361842434, \"dd_pct\": -49.53976887181317, \"calmar\": -1.5748112006363075, \"cagr_pct\": -78.01578289626528, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 71.68874172185431, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.6060771818860524, \"sortino\": -4.464307777880996}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -83.1019246050149, \"dd_pct\": -86.18553631061154, \"calmar\": -0.22503399707629104, \"cagr_pct\": -19.394675726140733, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 56.27490039840638, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2799766420368386, \"sortino\": -0.378025204450524}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -32.4434359015478, \"dd_pct\": -68.63596540874101, \"calmar\": -0.1739075355329148, \"cagr_pct\": -11.936311593156539, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 38.35403726708074, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08844843979142433, \"sortino\": -0.1164677445912291}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -74.98677497813695, \"dd_pct\": -84.63370485067271, \"calmar\": -0.2782414823743764, \"cagr_pct\": -23.548607496486625, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 66.9893899204244, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.38938809026000365, \"sortino\": -0.5333008159068344}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.220730529276922, \"dd_pct\": -18.376109419260388, \"calmar\": 1.2372611939367604, \"cagr_pct\": 22.73604707998666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.53314121037464, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0333047991038349, \"sortino\": 1.700850313711717}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": -83.1019246050149, "Sharpe Ratio": -0.2799766420368386, "Sortino Ratio": -0.378025204450524, "Calmar Ratio": -0.22503399707629104, "P&L/DD Ratio": 0.0, "Max Drawdown %": -86.18553631061154, "% In Market": 56.27490039840638, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.1739075355329148, "Sub1_Sortino": -0.1164677445912291, "Sub1_Trades": 26, "Sub2_Calmar": -0.2782414823743764, "Sub2_Sortino": -0.5333008159068344, "Sub2_Trades": 60, "WFO_Score": -0.11057562789152087, "WFO_Min_Fold": -0.5799055915068422, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[-0.579906, -0.078464, 0.326642]", "OOS_Total Trades": 2, "OOS_Total P&L %": 10.220730529276922, "OOS_Sortino Ratio": 1.700850313711717, "OOS_Calmar Ratio": 1.2372611939367604, "OOS_Max Drawdown %": -18.376109419260388, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 49, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0c0239ef201f07431b9144db5b33faed923bfe05b9d084f1d954994a50bcbcb4", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -525.05, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "13c5741f6d3322c7452ff5e371f1a2bc0d1c456515d4a65564349b364df0f03c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -29.38844720073578, \"dd_pct\": -62.76828712828119, \"calmar\": -0.4684734297999945, \"cagr_pct\": -29.405274753656734, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2506567055309278, \"sortino\": -0.3433010499216819}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -37.05219152312888, \"dd_pct\": -39.10593088352665, \"calmar\": -0.9479928973734764, \"cagr_pct\": -37.072144722761344, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 32.26027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0786673354405536, \"sortino\": -1.4430798732328407}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.157312738731876, \"dd_pct\": -27.51300914326753, \"calmar\": -0.07846376504377278, \"cagr_pct\": -2.1587742850645157, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 61.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07758554641081124, \"sortino\": 0.11137086172050585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 8.223493616051458, \"dd_pct\": -34.01153260733094, \"calmar\": 0.3266424728760524, \"cagr_pct\": 11.10961111716307, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 85.94890510948905, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46014947555744673, \"sortino\": 0.6455855054439953}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.947722001059228, \"dd_pct\": -37.46216461779455, \"calmar\": 0.42601579274811496, \"cagr_pct\": 15.959473757710127, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5681370564827624, \"sortino\": 0.8147715033875588}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -46.541285361842434, \"dd_pct\": -49.53976887181317, \"calmar\": -1.5748112006363075, \"cagr_pct\": -78.01578289626528, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 71.68874172185431, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.6060771818860524, \"sortino\": -4.464307777880996}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -80.29145402405511, \"dd_pct\": -83.88792886815182, \"calmar\": -0.21310231388969347, \"cagr_pct\": -17.876711749217165, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 56.407702523240374, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23432717893725946, \"sortino\": -0.31737478480976483}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -32.4434359015478, \"dd_pct\": -68.63596540874101, \"calmar\": -0.1739075355329148, \"cagr_pct\": -11.936311593156539, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 38.35403726708074, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08844843979142433, \"sortino\": -0.1164677445912291}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -70.82660102840183, \"dd_pct\": -82.07799839025839, \"calmar\": -0.2587193326069238, \"cagr_pct\": -21.235164965239818, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 67.20159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3171971323175278, \"sortino\": -0.43650370123784404}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.220730529276922, \"dd_pct\": -18.376109419260388, \"calmar\": 1.2372611939367604, \"cagr_pct\": 22.73604707998666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.53314121037464, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0333047991038349, \"sortino\": 1.700850313711717}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": -80.29145402405511, "Sharpe Ratio": -0.23432717893725946, "Sortino Ratio": -0.31737478480976483, "Calmar Ratio": -0.21310231388969347, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.88792886815182, "% In Market": 56.407702523240374, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.1739075355329148, "Sub1_Sortino": -0.1164677445912291, "Sub1_Trades": 26, "Sub2_Calmar": -0.2587193326069238, "Sub2_Sortino": -0.43650370123784404, "Sub2_Trades": 60, "WFO_Score": -0.07343157398923832, "WFO_Min_Fold": -0.4684734297999945, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[-0.468473, -0.078464, 0.326642]", "OOS_Total Trades": 2, "OOS_Total P&L %": 10.220730529276922, "OOS_Sortino Ratio": 1.700850313711717, "OOS_Calmar Ratio": 1.2372611939367604, "OOS_Max Drawdown %": -18.376109419260388, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 66, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0c0239ef201f07431b9144db5b33faed923bfe05b9d084f1d954994a50bcbcb4", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -524.95, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "62d021d5eb23ca5130490521f7a3fdc939cd7da6549180e11bec53361b22eee8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -29.38844720073578, \"dd_pct\": -62.76828712828119, \"calmar\": -0.4684734297999945, \"cagr_pct\": -29.405274753656734, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2506567055309278, \"sortino\": -0.3433010499216819}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -37.05219152312888, \"dd_pct\": -39.10593088352665, \"calmar\": -0.9479928973734764, \"cagr_pct\": -37.072144722761344, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 32.26027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0786673354405536, \"sortino\": -1.4430798732328407}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.157312738731876, \"dd_pct\": -27.51300914326753, \"calmar\": -0.07846376504377278, \"cagr_pct\": -2.1587742850645157, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 61.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07758554641081124, \"sortino\": 0.11137086172050585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 8.223493616051458, \"dd_pct\": -34.01153260733094, \"calmar\": 0.3266424728760524, \"cagr_pct\": 11.10961111716307, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 85.94890510948905, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46014947555744673, \"sortino\": 0.6455855054439953}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.947722001059228, \"dd_pct\": -37.46216461779455, \"calmar\": 0.42601579274811496, \"cagr_pct\": 15.959473757710127, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5681370564827624, \"sortino\": 0.8147715033875588}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -46.541285361842434, \"dd_pct\": -49.53976887181317, \"calmar\": -1.5748112006363075, \"cagr_pct\": -78.01578289626528, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 71.68874172185431, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.6060771818860524, \"sortino\": -4.464307777880996}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -80.29145402405511, \"dd_pct\": -83.88792886815182, \"calmar\": -0.21310231388969347, \"cagr_pct\": -17.876711749217165, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 56.407702523240374, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23432717893725946, \"sortino\": -0.31737478480976483}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -32.4434359015478, \"dd_pct\": -68.63596540874101, \"calmar\": -0.1739075355329148, \"cagr_pct\": -11.936311593156539, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 38.35403726708074, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08844843979142433, \"sortino\": -0.1164677445912291}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -70.82660102840183, \"dd_pct\": -82.07799839025839, \"calmar\": -0.2587193326069238, \"cagr_pct\": -21.235164965239818, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 67.20159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3171971323175278, \"sortino\": -0.43650370123784404}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.220730529276922, \"dd_pct\": -18.376109419260388, \"calmar\": 1.2372611939367604, \"cagr_pct\": 22.73604707998666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.53314121037464, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0333047991038349, \"sortino\": 1.700850313711717}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": -80.29145402405511, "Sharpe Ratio": -0.23432717893725946, "Sortino Ratio": -0.31737478480976483, "Calmar Ratio": -0.21310231388969347, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.88792886815182, "% In Market": 56.407702523240374, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.1739075355329148, "Sub1_Sortino": -0.1164677445912291, "Sub1_Trades": 26, "Sub2_Calmar": -0.2587193326069238, "Sub2_Sortino": -0.43650370123784404, "Sub2_Trades": 60, "WFO_Score": -0.07343157398923832, "WFO_Min_Fold": -0.4684734297999945, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[-0.468473, -0.078464, 0.326642]", "OOS_Total Trades": 2, "OOS_Total P&L %": 10.220730529276922, "OOS_Sortino Ratio": 1.700850313711717, "OOS_Calmar Ratio": 1.2372611939367604, "OOS_Max Drawdown %": -18.376109419260388, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 65, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0c0239ef201f07431b9144db5b33faed923bfe05b9d084f1d954994a50bcbcb4", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -524.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "2725d0a2195011a07cd9ad2b0403dbaa9cfacda0bf9d698c0d17d27c821d1317", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -29.38844720073578, \"dd_pct\": -62.76828712828119, \"calmar\": -0.4684734297999945, \"cagr_pct\": -29.405274753656734, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2506567055309278, \"sortino\": -0.3433010499216819}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -36.579450751581575, \"dd_pct\": -38.64861378364137, \"calmar\": -0.9469739095898488, \"cagr_pct\": -36.599228894922994, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 32.32876712328767, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0594140570095303, \"sortino\": -1.4183136558317164}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.157312738731876, \"dd_pct\": -27.51300914326753, \"calmar\": -0.07846376504377278, \"cagr_pct\": -2.1587742850645157, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 61.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07758554641081124, \"sortino\": 0.11137086172050585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 8.223493616051458, \"dd_pct\": -34.01153260733094, \"calmar\": 0.3266424728760524, \"cagr_pct\": 11.10961111716307, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 85.94890510948905, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46014947555744673, \"sortino\": 0.6455855054439953}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.947722001059228, \"dd_pct\": -37.46216461779455, \"calmar\": 0.42601579274811496, \"cagr_pct\": 15.959473757710127, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5681370564827624, \"sortino\": 0.8147715033875588}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -46.716048585885105, \"dd_pct\": -49.70472967825212, \"calmar\": -1.573074088677474, \"cagr_pct\": -78.18922234157665, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 71.8543046357616, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.6239681908853205, \"sortino\": -4.485366159068725}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -80.20835556059292, \"dd_pct\": -83.81999446264648, \"calmar\": -0.2127750068944993, \"cagr_pct\": -17.834799899686494, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 56.42430278884463, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23318497669062332, \"sortino\": -0.3158429808889852}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -32.4434359015478, \"dd_pct\": -68.63596540874101, \"calmar\": -0.1739075355329148, \"cagr_pct\": -11.936311593156539, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 38.35403726708074, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08844843979142433, \"sortino\": -0.1164677445912291}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -70.70359527082496, \"dd_pct\": -82.00243265355948, \"calmar\": -0.258174339665669, \"cagr_pct\": -21.170923901311212, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 67.22811671087533, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.31541204017497704, \"sortino\": -0.4340814467687045}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.220730529276922, \"dd_pct\": -18.376109419260388, \"calmar\": 1.2372611939367604, \"cagr_pct\": 22.73604707998666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.53314121037464, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0333047991038349, \"sortino\": 1.700850313711717}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": -80.20835556059292, "Sharpe Ratio": -0.23318497669062332, "Sortino Ratio": -0.3158429808889852, "Calmar Ratio": -0.2127750068944993, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.81999446264648, "% In Market": 56.42430278884463, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.1739075355329148, "Sub1_Sortino": -0.1164677445912291, "Sub1_Trades": 26, "Sub2_Calmar": -0.258174339665669, "Sub2_Sortino": -0.4340814467687045, "Sub2_Trades": 60, "WFO_Score": -0.07343157398923832, "WFO_Min_Fold": -0.4684734297999945, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[-0.468473, -0.078464, 0.326642]", "OOS_Total Trades": 2, "OOS_Total P&L %": 10.220730529276922, "OOS_Sortino Ratio": 1.700850313711717, "OOS_Calmar Ratio": 1.2372611939367604, "OOS_Max Drawdown %": -18.376109419260388, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 74, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0c0239ef201f07431b9144db5b33faed923bfe05b9d084f1d954994a50bcbcb4", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -525.0, "i_long_exit_activation_threshold": 69.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "efa42028ed225fdf1e6ce8fd1e70f161cd43cfdeb747fe135bf858d6b6f1b681", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -29.38844720073578, \"dd_pct\": -62.76828712828119, \"calmar\": -0.4684734297999945, \"cagr_pct\": -29.405274753656734, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2506567055309278, \"sortino\": -0.3433010499216819}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -37.05219152312888, \"dd_pct\": -39.10593088352665, \"calmar\": -0.9479928973734764, \"cagr_pct\": -37.072144722761344, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 32.26027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0786673354405536, \"sortino\": -1.4430798732328407}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.157312738731876, \"dd_pct\": -27.51300914326753, \"calmar\": -0.07846376504377278, \"cagr_pct\": -2.1587742850645157, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 61.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07758554641081124, \"sortino\": 0.11137086172050585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 8.223493616051458, \"dd_pct\": -34.01153260733094, \"calmar\": 0.3266424728760524, \"cagr_pct\": 11.10961111716307, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 85.94890510948905, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46014947555744673, \"sortino\": 0.6455855054439953}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.947722001059228, \"dd_pct\": -37.46216461779455, \"calmar\": 0.42601579274811496, \"cagr_pct\": 15.959473757710127, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5681370564827624, \"sortino\": 0.8147715033875588}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -46.541285361842434, \"dd_pct\": -49.53976887181317, \"calmar\": -1.5748112006363075, \"cagr_pct\": -78.01578289626528, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 71.68874172185431, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.6060771818860524, \"sortino\": -4.464307777880996}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -80.47896510844524, \"dd_pct\": -84.04122236496234, \"calmar\": -0.21384575975785128, \"cagr_pct\": -17.97185904761389, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 56.258300132802134, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23739133937936185, \"sortino\": -0.32151878161002584}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -33.086182688004406, \"dd_pct\": -68.93436916436222, \"calmar\": -0.17710658117275083, \"cagr_pct\": -12.208730448000491, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 37.9547471162378, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.09669234850138946, \"sortino\": -0.12730497060742405}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -70.82660102840183, \"dd_pct\": -82.07799839025839, \"calmar\": -0.2587193326069238, \"cagr_pct\": -21.235164965239818, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 67.20159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3171971323175278, \"sortino\": -0.43650370123784404}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.220730529276922, \"dd_pct\": -18.376109419260388, \"calmar\": 1.2372611939367604, \"cagr_pct\": 22.73604707998666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.53314121037464, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0333047991038349, \"sortino\": 1.700850313711717}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": -80.47896510844524, "Sharpe Ratio": -0.23739133937936185, "Sortino Ratio": -0.32151878161002584, "Calmar Ratio": -0.21384575975785128, "P&L/DD Ratio": 0.0, "Max Drawdown %": -84.04122236496234, "% In Market": 56.258300132802134, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.17710658117275083, "Sub1_Sortino": -0.12730497060742405, "Sub1_Trades": 26, "Sub2_Calmar": -0.2587193326069238, "Sub2_Sortino": -0.43650370123784404, "Sub2_Trades": 60, "WFO_Score": -0.07343157398923832, "WFO_Min_Fold": -0.4684734297999945, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[-0.468473, -0.078464, 0.326642]", "OOS_Total Trades": 2, "OOS_Total P&L %": 10.220730529276922, "OOS_Sortino Ratio": 1.700850313711717, "OOS_Calmar Ratio": 1.2372611939367604, "OOS_Max Drawdown %": -18.376109419260388, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 66, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0c0239ef201f07431b9144db5b33faed923bfe05b9d084f1d954994a50bcbcb4", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -525.0, "i_long_exit_activation_threshold": 69.95, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "b06f8ba4e4dcaf457c22a703366fe9677a2f3f89a9f96f790d982aad7c012534", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -29.38844720073578, \"dd_pct\": -62.76828712828119, \"calmar\": -0.4684734297999945, \"cagr_pct\": -29.405274753656734, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2506567055309278, \"sortino\": -0.3433010499216819}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -37.05219152312888, \"dd_pct\": -39.10593088352665, \"calmar\": -0.9479928973734764, \"cagr_pct\": -37.072144722761344, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 32.26027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0786673354405536, \"sortino\": -1.4430798732328407}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.157312738731876, \"dd_pct\": -27.51300914326753, \"calmar\": -0.07846376504377278, \"cagr_pct\": -2.1587742850645157, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 61.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07758554641081124, \"sortino\": 0.11137086172050585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 8.223493616051458, \"dd_pct\": -34.01153260733094, \"calmar\": 0.3266424728760524, \"cagr_pct\": 11.10961111716307, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 85.94890510948905, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46014947555744673, \"sortino\": 0.6455855054439953}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.947722001059228, \"dd_pct\": -37.46216461779455, \"calmar\": 0.42601579274811496, \"cagr_pct\": 15.959473757710127, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5681370564827624, \"sortino\": 0.8147715033875588}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -46.541285361842434, \"dd_pct\": -49.53976887181317, \"calmar\": -1.5748112006363075, \"cagr_pct\": -78.01578289626528, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 71.68874172185431, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.6060771818860524, \"sortino\": -4.464307777880996}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -80.29145402405511, \"dd_pct\": -83.88792886815182, \"calmar\": -0.21310231388969347, \"cagr_pct\": -17.876711749217165, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 56.407702523240374, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23432717893725946, \"sortino\": -0.31737478480976483}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -32.4434359015478, \"dd_pct\": -68.63596540874101, \"calmar\": -0.1739075355329148, \"cagr_pct\": -11.936311593156539, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 38.35403726708074, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08844843979142433, \"sortino\": -0.1164677445912291}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -70.82660102840183, \"dd_pct\": -82.07799839025839, \"calmar\": -0.2587193326069238, \"cagr_pct\": -21.235164965239818, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 67.20159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3171971323175278, \"sortino\": -0.43650370123784404}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.220730529276922, \"dd_pct\": -18.376109419260388, \"calmar\": 1.2372611939367604, \"cagr_pct\": 22.73604707998666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.53314121037464, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0333047991038349, \"sortino\": 1.700850313711717}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": -80.29145402405511, "Sharpe Ratio": -0.23432717893725946, "Sortino Ratio": -0.31737478480976483, "Calmar Ratio": -0.21310231388969347, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.88792886815182, "% In Market": 56.407702523240374, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.1739075355329148, "Sub1_Sortino": -0.1164677445912291, "Sub1_Trades": 26, "Sub2_Calmar": -0.2587193326069238, "Sub2_Sortino": -0.43650370123784404, "Sub2_Trades": 60, "WFO_Score": -0.07343157398923832, "WFO_Min_Fold": -0.4684734297999945, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[-0.468473, -0.078464, 0.326642]", "OOS_Total Trades": 2, "OOS_Total P&L %": 10.220730529276922, "OOS_Sortino Ratio": 1.700850313711717, "OOS_Calmar Ratio": 1.2372611939367604, "OOS_Max Drawdown %": -18.376109419260388, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 65, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0c0239ef201f07431b9144db5b33faed923bfe05b9d084f1d954994a50bcbcb4", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -525.0, "i_long_exit_activation_threshold": 70.05, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "53079769bd5466c3c8457498ea183e5fc5b30caae4c62ab4faa5992124f8415b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -29.38844720073578, \"dd_pct\": -62.76828712828119, \"calmar\": -0.4684734297999945, \"cagr_pct\": -29.405274753656734, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2506567055309278, \"sortino\": -0.3433010499216819}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -37.05219152312888, \"dd_pct\": -39.10593088352665, \"calmar\": -0.9479928973734764, \"cagr_pct\": -37.072144722761344, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 32.26027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0786673354405536, \"sortino\": -1.4430798732328407}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.157312738731876, \"dd_pct\": -27.51300914326753, \"calmar\": -0.07846376504377278, \"cagr_pct\": -2.1587742850645157, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 61.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07758554641081124, \"sortino\": 0.11137086172050585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 8.223493616051458, \"dd_pct\": -34.01153260733094, \"calmar\": 0.3266424728760524, \"cagr_pct\": 11.10961111716307, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 85.94890510948905, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46014947555744673, \"sortino\": 0.6455855054439953}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.947722001059228, \"dd_pct\": -37.46216461779455, \"calmar\": 0.42601579274811496, \"cagr_pct\": 15.959473757710127, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5681370564827624, \"sortino\": 0.8147715033875588}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -46.541285361842434, \"dd_pct\": -49.53976887181317, \"calmar\": -1.5748112006363075, \"cagr_pct\": -78.01578289626528, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 71.68874172185431, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.6060771818860524, \"sortino\": -4.464307777880996}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -80.29145402405511, \"dd_pct\": -83.88792886815182, \"calmar\": -0.21310231388969347, \"cagr_pct\": -17.876711749217165, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 56.407702523240374, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23432717893725946, \"sortino\": -0.31737478480976483}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -32.4434359015478, \"dd_pct\": -68.63596540874101, \"calmar\": -0.1739075355329148, \"cagr_pct\": -11.936311593156539, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 38.35403726708074, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08844843979142433, \"sortino\": -0.1164677445912291}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -70.82660102840183, \"dd_pct\": -82.07799839025839, \"calmar\": -0.2587193326069238, \"cagr_pct\": -21.235164965239818, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 67.20159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3171971323175278, \"sortino\": -0.43650370123784404}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.220730529276922, \"dd_pct\": -18.376109419260388, \"calmar\": 1.2372611939367604, \"cagr_pct\": 22.73604707998666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.53314121037464, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0333047991038349, \"sortino\": 1.700850313711717}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": -80.29145402405511, "Sharpe Ratio": -0.23432717893725946, "Sortino Ratio": -0.31737478480976483, "Calmar Ratio": -0.21310231388969347, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.88792886815182, "% In Market": 56.407702523240374, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.1739075355329148, "Sub1_Sortino": -0.1164677445912291, "Sub1_Trades": 26, "Sub2_Calmar": -0.2587193326069238, "Sub2_Sortino": -0.43650370123784404, "Sub2_Trades": 60, "WFO_Score": -0.07343157398923832, "WFO_Min_Fold": -0.4684734297999945, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[-0.468473, -0.078464, 0.326642]", "OOS_Total Trades": 2, "OOS_Total P&L %": 10.220730529276922, "OOS_Sortino Ratio": 1.700850313711717, "OOS_Calmar Ratio": 1.2372611939367604, "OOS_Max Drawdown %": -18.376109419260388, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 65, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0c0239ef201f07431b9144db5b33faed923bfe05b9d084f1d954994a50bcbcb4", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -525.0, "i_long_exit_activation_threshold": 71.0, "i_long_exit_activation_confirmation_threshold": -190.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "f1eea86cbcdc22af2f2744582a3f263b23784ad549c8a93b3154935a568df3eb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -29.38844720073578, \"dd_pct\": -62.76828712828119, \"calmar\": -0.4684734297999945, \"cagr_pct\": -29.405274753656734, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2506567055309278, \"sortino\": -0.3433010499216819}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -37.05219152312888, \"dd_pct\": -39.10593088352665, \"calmar\": -0.9479928973734764, \"cagr_pct\": -37.072144722761344, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 32.26027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0786673354405536, \"sortino\": -1.4430798732328407}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.157312738731876, \"dd_pct\": -27.51300914326753, \"calmar\": -0.07846376504377278, \"cagr_pct\": -2.1587742850645157, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 61.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07758554641081124, \"sortino\": 0.11137086172050585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 8.223493616051458, \"dd_pct\": -34.01153260733094, \"calmar\": 0.3266424728760524, \"cagr_pct\": 11.10961111716307, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 85.94890510948905, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46014947555744673, \"sortino\": 0.6455855054439953}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.947722001059228, \"dd_pct\": -37.46216461779455, \"calmar\": 0.42601579274811496, \"cagr_pct\": 15.959473757710127, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5681370564827624, \"sortino\": 0.8147715033875588}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -46.541285361842434, \"dd_pct\": -49.53976887181317, \"calmar\": -1.5748112006363075, \"cagr_pct\": -78.01578289626528, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 71.68874172185431, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.6060771818860524, \"sortino\": -4.464307777880996}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -80.29145402405511, \"dd_pct\": -83.88792886815182, \"calmar\": -0.21310231388969347, \"cagr_pct\": -17.876711749217165, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 56.407702523240374, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23432717893725946, \"sortino\": -0.31737478480976483}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -32.4434359015478, \"dd_pct\": -68.63596540874101, \"calmar\": -0.1739075355329148, \"cagr_pct\": -11.936311593156539, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 38.35403726708074, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08844843979142433, \"sortino\": -0.1164677445912291}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -70.82660102840183, \"dd_pct\": -82.07799839025839, \"calmar\": -0.2587193326069238, \"cagr_pct\": -21.235164965239818, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 67.20159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3171971323175278, \"sortino\": -0.43650370123784404}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.220730529276922, \"dd_pct\": -18.376109419260388, \"calmar\": 1.2372611939367604, \"cagr_pct\": 22.73604707998666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.53314121037464, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0333047991038349, \"sortino\": 1.700850313711717}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": -80.29145402405511, "Sharpe Ratio": -0.23432717893725946, "Sortino Ratio": -0.31737478480976483, "Calmar Ratio": -0.21310231388969347, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.88792886815182, "% In Market": 56.407702523240374, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.1739075355329148, "Sub1_Sortino": -0.1164677445912291, "Sub1_Trades": 26, "Sub2_Calmar": -0.2587193326069238, "Sub2_Sortino": -0.43650370123784404, "Sub2_Trades": 60, "WFO_Score": -0.07343157398923832, "WFO_Min_Fold": -0.4684734297999945, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[-0.468473, -0.078464, 0.326642]", "OOS_Total Trades": 2, "OOS_Total P&L %": 10.220730529276922, "OOS_Sortino Ratio": 1.700850313711717, "OOS_Calmar Ratio": 1.2372611939367604, "OOS_Max Drawdown %": -18.376109419260388, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 64, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0c0239ef201f07431b9144db5b33faed923bfe05b9d084f1d954994a50bcbcb4", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -525.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": -191.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "84374702da0112b8dbefdb966fdedb62a4686951479a217f3e4156af8dbdcd22", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -29.38844720073578, \"dd_pct\": -62.76828712828119, \"calmar\": -0.4684734297999945, \"cagr_pct\": -29.405274753656734, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2506567055309278, \"sortino\": -0.3433010499216819}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -37.05219152312888, \"dd_pct\": -39.10593088352665, \"calmar\": -0.9479928973734764, \"cagr_pct\": -37.072144722761344, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 32.26027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0786673354405536, \"sortino\": -1.4430798732328407}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.157312738731876, \"dd_pct\": -27.51300914326753, \"calmar\": -0.07846376504377278, \"cagr_pct\": -2.1587742850645157, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 61.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07758554641081124, \"sortino\": 0.11137086172050585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 8.223493616051458, \"dd_pct\": -34.01153260733094, \"calmar\": 0.3266424728760524, \"cagr_pct\": 11.10961111716307, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 85.94890510948905, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46014947555744673, \"sortino\": 0.6455855054439953}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.947722001059228, \"dd_pct\": -37.46216461779455, \"calmar\": 0.42601579274811496, \"cagr_pct\": 15.959473757710127, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5681370564827624, \"sortino\": 0.8147715033875588}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -46.541285361842434, \"dd_pct\": -49.53976887181317, \"calmar\": -1.5748112006363075, \"cagr_pct\": -78.01578289626528, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 71.68874172185431, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.6060771818860524, \"sortino\": -4.464307777880996}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -80.29145402405511, \"dd_pct\": -83.88792886815182, \"calmar\": -0.21310231388969347, \"cagr_pct\": -17.876711749217165, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 56.407702523240374, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23432717893725946, \"sortino\": -0.31737478480976483}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -32.4434359015478, \"dd_pct\": -68.63596540874101, \"calmar\": -0.1739075355329148, \"cagr_pct\": -11.936311593156539, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 38.35403726708074, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08844843979142433, \"sortino\": -0.1164677445912291}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -70.82660102840183, \"dd_pct\": -82.07799839025839, \"calmar\": -0.2587193326069238, \"cagr_pct\": -21.235164965239818, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 67.20159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3171971323175278, \"sortino\": -0.43650370123784404}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.220730529276922, \"dd_pct\": -18.376109419260388, \"calmar\": 1.2372611939367604, \"cagr_pct\": 22.73604707998666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.53314121037464, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0333047991038349, \"sortino\": 1.700850313711717}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": -80.29145402405511, "Sharpe Ratio": -0.23432717893725946, "Sortino Ratio": -0.31737478480976483, "Calmar Ratio": -0.21310231388969347, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.88792886815182, "% In Market": 56.407702523240374, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.1739075355329148, "Sub1_Sortino": -0.1164677445912291, "Sub1_Trades": 26, "Sub2_Calmar": -0.2587193326069238, "Sub2_Sortino": -0.43650370123784404, "Sub2_Trades": 60, "WFO_Score": -0.07343157398923832, "WFO_Min_Fold": -0.4684734297999945, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[-0.468473, -0.078464, 0.326642]", "OOS_Total Trades": 2, "OOS_Total P&L %": 10.220730529276922, "OOS_Sortino Ratio": 1.700850313711717, "OOS_Calmar Ratio": 1.2372611939367604, "OOS_Max Drawdown %": -18.376109419260388, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 68, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0c0239ef201f07431b9144db5b33faed923bfe05b9d084f1d954994a50bcbcb4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -525.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": -190.05, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "293c6627e83fb930ea76c8b4e9047e5e0e539326c8ed2b399297eef1565999e2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -29.38844720073578, \"dd_pct\": -62.76828712828119, \"calmar\": -0.4684734297999945, \"cagr_pct\": -29.405274753656734, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2506567055309278, \"sortino\": -0.3433010499216819}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -37.05219152312888, \"dd_pct\": -39.10593088352665, \"calmar\": -0.9479928973734764, \"cagr_pct\": -37.072144722761344, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 32.26027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0786673354405536, \"sortino\": -1.4430798732328407}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.157312738731876, \"dd_pct\": -27.51300914326753, \"calmar\": -0.07846376504377278, \"cagr_pct\": -2.1587742850645157, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 61.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07758554641081124, \"sortino\": 0.11137086172050585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 8.223493616051458, \"dd_pct\": -34.01153260733094, \"calmar\": 0.3266424728760524, \"cagr_pct\": 11.10961111716307, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 85.94890510948905, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46014947555744673, \"sortino\": 0.6455855054439953}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.947722001059228, \"dd_pct\": -37.46216461779455, \"calmar\": 0.42601579274811496, \"cagr_pct\": 15.959473757710127, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5681370564827624, \"sortino\": 0.8147715033875588}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -46.541285361842434, \"dd_pct\": -49.53976887181317, \"calmar\": -1.5748112006363075, \"cagr_pct\": -78.01578289626528, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 71.68874172185431, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.6060771818860524, \"sortino\": -4.464307777880996}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -80.29145402405511, \"dd_pct\": -83.88792886815182, \"calmar\": -0.21310231388969347, \"cagr_pct\": -17.876711749217165, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 56.407702523240374, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23432717893725946, \"sortino\": -0.31737478480976483}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -32.4434359015478, \"dd_pct\": -68.63596540874101, \"calmar\": -0.1739075355329148, \"cagr_pct\": -11.936311593156539, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 38.35403726708074, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08844843979142433, \"sortino\": -0.1164677445912291}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -70.82660102840183, \"dd_pct\": -82.07799839025839, \"calmar\": -0.2587193326069238, \"cagr_pct\": -21.235164965239818, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 67.20159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3171971323175278, \"sortino\": -0.43650370123784404}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.220730529276922, \"dd_pct\": -18.376109419260388, \"calmar\": 1.2372611939367604, \"cagr_pct\": 22.73604707998666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.53314121037464, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0333047991038349, \"sortino\": 1.700850313711717}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": -80.29145402405511, "Sharpe Ratio": -0.23432717893725946, "Sortino Ratio": -0.31737478480976483, "Calmar Ratio": -0.21310231388969347, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.88792886815182, "% In Market": 56.407702523240374, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.1739075355329148, "Sub1_Sortino": -0.1164677445912291, "Sub1_Trades": 26, "Sub2_Calmar": -0.2587193326069238, "Sub2_Sortino": -0.43650370123784404, "Sub2_Trades": 60, "WFO_Score": -0.07343157398923832, "WFO_Min_Fold": -0.4684734297999945, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[-0.468473, -0.078464, 0.326642]", "OOS_Total Trades": 2, "OOS_Total P&L %": 10.220730529276922, "OOS_Sortino Ratio": 1.700850313711717, "OOS_Calmar Ratio": 1.2372611939367604, "OOS_Max Drawdown %": -18.376109419260388, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 64, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0c0239ef201f07431b9144db5b33faed923bfe05b9d084f1d954994a50bcbcb4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -525.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": -189.95, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "68b2593593332113d7f439a8f32dd67724d58786b361b2f85c9ae6e156939cb5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -29.38844720073578, \"dd_pct\": -62.76828712828119, \"calmar\": -0.4684734297999945, \"cagr_pct\": -29.405274753656734, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2506567055309278, \"sortino\": -0.3433010499216819}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -37.05219152312888, \"dd_pct\": -39.10593088352665, \"calmar\": -0.9479928973734764, \"cagr_pct\": -37.072144722761344, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 32.26027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0786673354405536, \"sortino\": -1.4430798732328407}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.157312738731876, \"dd_pct\": -27.51300914326753, \"calmar\": -0.07846376504377278, \"cagr_pct\": -2.1587742850645157, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 61.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07758554641081124, \"sortino\": 0.11137086172050585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 8.223493616051458, \"dd_pct\": -34.01153260733094, \"calmar\": 0.3266424728760524, \"cagr_pct\": 11.10961111716307, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 85.94890510948905, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46014947555744673, \"sortino\": 0.6455855054439953}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.947722001059228, \"dd_pct\": -37.46216461779455, \"calmar\": 0.42601579274811496, \"cagr_pct\": 15.959473757710127, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5681370564827624, \"sortino\": 0.8147715033875588}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -46.541285361842434, \"dd_pct\": -49.53976887181317, \"calmar\": -1.5748112006363075, \"cagr_pct\": -78.01578289626528, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 71.68874172185431, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.6060771818860524, \"sortino\": -4.464307777880996}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -80.29145402405511, \"dd_pct\": -83.88792886815182, \"calmar\": -0.21310231388969347, \"cagr_pct\": -17.876711749217165, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 56.407702523240374, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23432717893725946, \"sortino\": -0.31737478480976483}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -32.4434359015478, \"dd_pct\": -68.63596540874101, \"calmar\": -0.1739075355329148, \"cagr_pct\": -11.936311593156539, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 38.35403726708074, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08844843979142433, \"sortino\": -0.1164677445912291}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -70.82660102840183, \"dd_pct\": -82.07799839025839, \"calmar\": -0.2587193326069238, \"cagr_pct\": -21.235164965239818, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 67.20159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3171971323175278, \"sortino\": -0.43650370123784404}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.220730529276922, \"dd_pct\": -18.376109419260388, \"calmar\": 1.2372611939367604, \"cagr_pct\": 22.73604707998666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.53314121037464, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0333047991038349, \"sortino\": 1.700850313711717}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": -80.29145402405511, "Sharpe Ratio": -0.23432717893725946, "Sortino Ratio": -0.31737478480976483, "Calmar Ratio": -0.21310231388969347, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.88792886815182, "% In Market": 56.407702523240374, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.1739075355329148, "Sub1_Sortino": -0.1164677445912291, "Sub1_Trades": 26, "Sub2_Calmar": -0.2587193326069238, "Sub2_Sortino": -0.43650370123784404, "Sub2_Trades": 60, "WFO_Score": -0.07343157398923832, "WFO_Min_Fold": -0.4684734297999945, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[-0.468473, -0.078464, 0.326642]", "OOS_Total Trades": 2, "OOS_Total P&L %": 10.220730529276922, "OOS_Sortino Ratio": 1.700850313711717, "OOS_Calmar Ratio": 1.2372611939367604, "OOS_Max Drawdown %": -18.376109419260388, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 64, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0c0239ef201f07431b9144db5b33faed923bfe05b9d084f1d954994a50bcbcb4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -525.0, "i_long_exit_activation_threshold": 70.0, "i_long_exit_activation_confirmation_threshold": -189.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "f4c7ffeaefd9d871d19e1ab5fb29df45296883c40359d5952d575f9086ba49a1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": -29.38844720073578, \"dd_pct\": -62.76828712828119, \"calmar\": -0.4684734297999945, \"cagr_pct\": -29.405274753656734, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.2506567055309278, \"sortino\": -0.3433010499216819}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -37.05219152312888, \"dd_pct\": -39.10593088352665, \"calmar\": -0.9479928973734764, \"cagr_pct\": -37.072144722761344, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 32.26027397260274, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.0786673354405536, \"sortino\": -1.4430798732328407}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": -2.157312738731876, \"dd_pct\": -27.51300914326753, \"calmar\": -0.07846376504377278, \"cagr_pct\": -2.1587742850645157, \"entries\": 10, \"exits\": 9, \"exposure_pct\": 61.3013698630137, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.07758554641081124, \"sortino\": 0.11137086172050585}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 8.223493616051458, \"dd_pct\": -34.01153260733094, \"calmar\": 0.3266424728760524, \"cagr_pct\": 11.10961111716307, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 85.94890510948905, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.46014947555744673, \"sortino\": 0.6455855054439953}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 15.947722001059228, \"dd_pct\": -37.46216461779455, \"calmar\": 0.42601579274811496, \"cagr_pct\": 15.959473757710127, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 88.56164383561645, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5681370564827624, \"sortino\": 0.8147715033875588}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -46.541285361842434, \"dd_pct\": -49.53976887181317, \"calmar\": -1.5748112006363075, \"cagr_pct\": -78.01578289626528, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 71.68874172185431, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -3.6060771818860524, \"sortino\": -4.464307777880996}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -80.29145402405511, \"dd_pct\": -83.88792886815182, \"calmar\": -0.21310231388969347, \"cagr_pct\": -17.876711749217165, \"entries\": 86, \"exits\": 86, \"exposure_pct\": 56.407702523240374, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.23432717893725946, \"sortino\": -0.31737478480976483}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -32.4434359015478, \"dd_pct\": -68.63596540874101, \"calmar\": -0.1739075355329148, \"cagr_pct\": -11.936311593156539, \"entries\": 26, \"exits\": 26, \"exposure_pct\": 38.35403726708074, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08844843979142433, \"sortino\": -0.1164677445912291}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -70.82660102840183, \"dd_pct\": -82.07799839025839, \"calmar\": -0.2587193326069238, \"cagr_pct\": -21.235164965239818, \"entries\": 60, \"exits\": 60, \"exposure_pct\": 67.20159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.3171971323175278, \"sortino\": -0.43650370123784404}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 10.220730529276922, \"dd_pct\": -18.376109419260388, \"calmar\": 1.2372611939367604, \"cagr_pct\": 22.73604707998666, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 45.53314121037464, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0333047991038349, \"sortino\": 1.700850313711717}]", "Additional_Threshold_Budget": 0, "Total Trades": 86, "Total P&L %": -80.29145402405511, "Sharpe Ratio": -0.23432717893725946, "Sortino Ratio": -0.31737478480976483, "Calmar Ratio": -0.21310231388969347, "P&L/DD Ratio": 0.0, "Max Drawdown %": -83.88792886815182, "% In Market": 56.407702523240374, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -0.1739075355329148, "Sub1_Sortino": -0.1164677445912291, "Sub1_Trades": 26, "Sub2_Calmar": -0.2587193326069238, "Sub2_Sortino": -0.43650370123784404, "Sub2_Trades": 60, "WFO_Score": -0.07343157398923832, "WFO_Min_Fold": -0.4684734297999945, "WFO_Neg_Folds": 2, "WFO_Fold_Calmars": "[-0.468473, -0.078464, 0.326642]", "OOS_Total Trades": 2, "OOS_Total P&L %": 10.220730529276922, "OOS_Sortino Ratio": 1.700850313711717, "OOS_Calmar Ratio": 1.2372611939367604, "OOS_Max Drawdown %": -18.376109419260388, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 69, "source": "diagnostic_center", "Policy": "canonical", "center_id": "0c0239ef201f07431b9144db5b33faed923bfe05b9d084f1d954994a50bcbcb4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -430.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "01c14c1bf40fb29c84b64f277de00f88b83790ceda8b8ef05b19cffb7e05a925", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab13cbdbac7841249e551231c25aadfd65e83036c92a12a769b62e8c5388cc5c", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -431.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "05a94ad223c10623a54c81cb865c3da5b0c302dd265d494acf95bd392c94c432", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab13cbdbac7841249e551231c25aadfd65e83036c92a12a769b62e8c5388cc5c", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -430.05, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "ac78c9815eb045380fcbab85b2b4268a230a6df1a324bec081f9d24e449c1636", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab13cbdbac7841249e551231c25aadfd65e83036c92a12a769b62e8c5388cc5c", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -429.95, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "47fdd87f1f0eaf7d1244f88611f97acfeec31a77a776d4ee8b6b1fed4f7de890", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab13cbdbac7841249e551231c25aadfd65e83036c92a12a769b62e8c5388cc5c", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -429.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "717b7c4234809a95274f63753ec1fcb4b36265d48fdc3af6e47b431741ff1a6e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab13cbdbac7841249e551231c25aadfd65e83036c92a12a769b62e8c5388cc5c", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -430.0, "i_long_exit_activation_threshold": 219.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "c275885d5936926739fdd21d87a2917261d1c626d551c37bc956a3879a28dfc0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab13cbdbac7841249e551231c25aadfd65e83036c92a12a769b62e8c5388cc5c", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -430.0, "i_long_exit_activation_threshold": 219.95, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "28f7deba369cc4541e347d78630b6a09cfe759b0f0c54c35991d4ded2a45c7c7", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab13cbdbac7841249e551231c25aadfd65e83036c92a12a769b62e8c5388cc5c", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -430.0, "i_long_exit_activation_threshold": 220.05, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "cc2ac676ebc2b36c8ad2c017fc644e0ec37ad74087ad502bdfa7b58fb02a600f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab13cbdbac7841249e551231c25aadfd65e83036c92a12a769b62e8c5388cc5c", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -430.0, "i_long_exit_activation_threshold": 221.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "9b204815b4941581e0ddaf5b7d8b15ce4b4436fcb5a4e43093dc144af8dd4962", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab13cbdbac7841249e551231c25aadfd65e83036c92a12a769b62e8c5388cc5c", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -430.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": 29.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "0f8fb7945c87b4f7b0b50c3fd317016cece5907761bbb5cb948dddb226b200a0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab13cbdbac7841249e551231c25aadfd65e83036c92a12a769b62e8c5388cc5c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -430.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": 29.95, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "e652b1160e87008737e6bb3cd48142953e2f22256d5fbf8916b934765add8be1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab13cbdbac7841249e551231c25aadfd65e83036c92a12a769b62e8c5388cc5c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -430.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": 30.05, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "817286f4eff841426dbf5301b5661a21ec889ceeb6929a74b4adce5480fe086c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab13cbdbac7841249e551231c25aadfd65e83036c92a12a769b62e8c5388cc5c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -430.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": 31.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "fe9565f55302efef4eb3941392f533edc9d93031ec72a0089b792caa390f6027", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "ab13cbdbac7841249e551231c25aadfd65e83036c92a12a769b62e8c5388cc5c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "59541ef0b1c7a5e05fd4a41bfffd2c42b95207b0026e77182f5bc51a6b3ca538", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "eb7c8a95d8e2ea7f06fce50ad6d6e41c91797886f19932c37537ab6049df0233", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 44.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "2a4b85708fbf507e19b7a53dc5a804e921c2482a03cb61e50087a3a4aae4fa21", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "eb7c8a95d8e2ea7f06fce50ad6d6e41c91797886f19932c37537ab6049df0233", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 44.95, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "ec9142a81f72a4a14f3ecfecde22c38b1f61a9d195a4abc15fe19c2c26176677", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "eb7c8a95d8e2ea7f06fce50ad6d6e41c91797886f19932c37537ab6049df0233", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 45.05, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "4e0691423578949b190c93a312a414bd35989dabffa6e141889d97527bf55cb0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "eb7c8a95d8e2ea7f06fce50ad6d6e41c91797886f19932c37537ab6049df0233", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 46.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "0a3025e27b07a9548b4efe6f0ae788ec8324720499f20aecddb0975191887346", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "eb7c8a95d8e2ea7f06fce50ad6d6e41c91797886f19932c37537ab6049df0233", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": 589.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "22316a229b9240c8165f5d6b42c2d11b814fdcb24fd23efd924cc2f614bf7d71", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "eb7c8a95d8e2ea7f06fce50ad6d6e41c91797886f19932c37537ab6049df0233", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": 589.95, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "572c01cd52e0e79fc2355240f89ba3258201fb73a43b763e71bda862e80666c9", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "eb7c8a95d8e2ea7f06fce50ad6d6e41c91797886f19932c37537ab6049df0233", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": 590.05, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "366be2182d41ca178100c6a6bc26e91a5830715c6115cdc346b7ba05222dfdd6", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "eb7c8a95d8e2ea7f06fce50ad6d6e41c91797886f19932c37537ab6049df0233", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": 591.0, "i_long_exit_activation_confirmation_threshold": -380.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "cd0b892a0e0c2e464f7af382f9a7498ba0632f61ffac77c0eeed10bf0448cbec", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "eb7c8a95d8e2ea7f06fce50ad6d6e41c91797886f19932c37537ab6049df0233", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -381.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "16e1aa247d7f041e24952e9045f6a4a9e97b8dc83f502b345d88dc47bb4d55e3", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "eb7c8a95d8e2ea7f06fce50ad6d6e41c91797886f19932c37537ab6049df0233", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -380.05, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "02474c2326d59d2e51f1bee5a005738092295e42688b1be9595ccfc4aff315ca", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "eb7c8a95d8e2ea7f06fce50ad6d6e41c91797886f19932c37537ab6049df0233", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -379.95, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "b4e516e1957ae255d3f8bcb0d5d4662ebfe6869046b80b7e2d765f97d325a6b9", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "eb7c8a95d8e2ea7f06fce50ad6d6e41c91797886f19932c37537ab6049df0233", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 45.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -379.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "9cafbc5b34f581977f675f6b7e70f38c5aab441571343eebdc0e8d4873aefe5c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "eb7c8a95d8e2ea7f06fce50ad6d6e41c91797886f19932c37537ab6049df0233", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -110.0, "i_long_exit_activation_threshold": 530.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "7e0e2adb589e4bac01d548666d6b30ed7cb63c06bc443352adb8de9232796675", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 21.590805889462807, \"dd_pct\": -45.420293479208475, \"calmar\": 0.4757144020372417, \"cagr_pct\": 21.607087752817687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 39.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6250929938789308, \"sortino\": 0.9075069064878071}, {\"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\": 123.94709749327264, \"dd_pct\": -20.802130078094315, \"calmar\": 5.964331489637298, \"cagr_pct\": 124.07079947630912, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 96.64383561643835, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1369597529343185, \"sortino\": 3.3720796380400078}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1184.5214772652334, \"dd_pct\": -49.57846182285007, \"calmar\": 0.7318917292888841, \"cagr_pct\": 36.28606615900866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 57.561420982735726, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9213245853564518, \"sortino\": 1.33798780029256}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 203.70126052754017, \"dd_pct\": -49.57846182285007, \"calmar\": 0.8740964301180414, \"cagr_pct\": 43.33635649009685, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 41.85891748003549, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0517527301106047, \"sortino\": 1.5175531007618217}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 322.95559624414267, \"dd_pct\": -47.601112266400705, \"calmar\": 0.6772449162868546, \"cagr_pct\": 32.23761129201971, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 66.94960212201592, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.846737166020495, \"sortino\": 1.234172987184375}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 1184.5214772652334, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.57846182285007, "% In Market": 57.561420982735726, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05d0bf2fe63fc82aebe8e62130818a2a93abd47d79adc34ccda5f97807ef7452", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -111.0, "i_long_exit_activation_threshold": 530.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "a373dd733b2f424d3e2e0fbd2b18389cca6e3dd1a70994d9b8d8146dbcd87b4b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 21.590805889462807, \"dd_pct\": -45.420293479208475, \"calmar\": 0.4757144020372417, \"cagr_pct\": 21.607087752817687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 39.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6250929938789308, \"sortino\": 0.9075069064878071}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -43.871854141157385, \"dd_pct\": -47.68655236988655, \"calmar\": -0.9204702416579685, \"cagr_pct\": -43.89405238374484, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 28.28767123287671, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.4798729114117855, \"sortino\": -1.9042292211834333}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 123.94709749327264, \"dd_pct\": -20.802130078094315, \"calmar\": 5.964331489637298, \"cagr_pct\": 124.07079947630912, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 96.64383561643835, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1369597529343185, \"sortino\": 3.3720796380400078}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 616.6840252365396, \"dd_pct\": -69.36542271468191, \"calmar\": 0.38889534416122723, \"cagr_pct\": 26.97588993951523, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 60.98107569721115, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7501926861540547, \"sortino\": 1.079236840175589}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 201.892450522509, \"dd_pct\": -49.578461822850116, \"calmar\": 0.8685046231615141, \"cagr_pct\": 43.059123302381956, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 41.83673469387755, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0472242318289713, \"sortino\": 1.5109445053197128}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 137.39713397805033, \"dd_pct\": -69.36542271468194, \"calmar\": 0.26291666273410375, \"cagr_pct\": 18.237325449284572, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 72.42705570291777, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.590201636758739, \"sortino\": 0.8478954604697486}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 5, "Total P&L %": 616.6840252365396, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -69.36542271468191, "% In Market": 60.98107569721115, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 2, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 14, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05d0bf2fe63fc82aebe8e62130818a2a93abd47d79adc34ccda5f97807ef7452", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -110.05, "i_long_exit_activation_threshold": 530.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "2ada34f40d16227fb51b4367f9b44db3bccd71d379c0272f3cb92469afc1f8d3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 21.590805889462807, \"dd_pct\": -45.420293479208475, \"calmar\": 0.4757144020372417, \"cagr_pct\": 21.607087752817687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 39.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6250929938789308, \"sortino\": 0.9075069064878071}, {\"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\": 123.94709749327264, \"dd_pct\": -20.802130078094315, \"calmar\": 5.964331489637298, \"cagr_pct\": 124.07079947630912, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 96.64383561643835, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1369597529343185, \"sortino\": 3.3720796380400078}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1184.5214772652334, \"dd_pct\": -49.57846182285007, \"calmar\": 0.7318917292888841, \"cagr_pct\": 36.28606615900866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 57.561420982735726, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9213245853564518, \"sortino\": 1.33798780029256}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 203.70126052754017, \"dd_pct\": -49.57846182285007, \"calmar\": 0.8740964301180414, \"cagr_pct\": 43.33635649009685, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 41.85891748003549, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0517527301106047, \"sortino\": 1.5175531007618217}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 322.95559624414267, \"dd_pct\": -47.601112266400705, \"calmar\": 0.6772449162868546, \"cagr_pct\": 32.23761129201971, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 66.94960212201592, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.846737166020495, \"sortino\": 1.234172987184375}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 1184.5214772652334, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.57846182285007, "% In Market": 57.561420982735726, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05d0bf2fe63fc82aebe8e62130818a2a93abd47d79adc34ccda5f97807ef7452", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -109.95, "i_long_exit_activation_threshold": 530.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "49660f7dd8d3485bf1fb38d899fcff5c09817e1305aa779b75cb8fa130fe183a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 21.590805889462807, \"dd_pct\": -45.420293479208475, \"calmar\": 0.4757144020372417, \"cagr_pct\": 21.607087752817687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 39.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6250929938789308, \"sortino\": 0.9075069064878071}, {\"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\": 123.94709749327264, \"dd_pct\": -20.802130078094315, \"calmar\": 5.964331489637298, \"cagr_pct\": 124.07079947630912, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 96.64383561643835, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1369597529343185, \"sortino\": 3.3720796380400078}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1184.5214772652334, \"dd_pct\": -49.57846182285007, \"calmar\": 0.7318917292888841, \"cagr_pct\": 36.28606615900866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 57.561420982735726, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9213245853564518, \"sortino\": 1.33798780029256}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 203.70126052754017, \"dd_pct\": -49.57846182285007, \"calmar\": 0.8740964301180414, \"cagr_pct\": 43.33635649009685, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 41.85891748003549, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0517527301106047, \"sortino\": 1.5175531007618217}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 322.95559624414267, \"dd_pct\": -47.601112266400705, \"calmar\": 0.6772449162868546, \"cagr_pct\": 32.23761129201971, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 66.94960212201592, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.846737166020495, \"sortino\": 1.234172987184375}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 1184.5214772652334, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.57846182285007, "% In Market": 57.561420982735726, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05d0bf2fe63fc82aebe8e62130818a2a93abd47d79adc34ccda5f97807ef7452", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -109.0, "i_long_exit_activation_threshold": 530.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "98dcba6211dab9f9738f723a8191a72cd74f4a47f3a53a61adcf1e602df7a34f", "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\": 123.94709749327264, \"dd_pct\": -20.802130078094315, \"calmar\": 5.964331489637298, \"cagr_pct\": 124.07079947630912, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 96.64383561643835, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1369597529343185, \"sortino\": 3.3720796380400078}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 303.7715723441134, \"dd_pct\": -48.3373876523361, \"calmar\": 0.3815112818680397, \"cagr_pct\": 18.441258725395095, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 47.68426294820717, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.6440124761037679, \"sortino\": 0.9286925287812325}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 16.075803967463, \"dd_pct\": -48.3373876523361, \"calmar\": 0.10240384077158211, \"cagr_pct\": 4.949934148464065, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 28.1055900621118, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.317948058612102, \"sortino\": 0.4500026915613083}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 247.85162673290267, \"dd_pct\": -47.601112266400705, \"calmar\": 0.5739819930026758, \"cagr_pct\": 27.322181287812796, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 59.389920424403186, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8525899859504169, \"sortino\": 1.2457863031641487}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 3, "Total P&L %": 303.7715723441134, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.3373876523361, "% In Market": 47.68426294820717, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 2, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05d0bf2fe63fc82aebe8e62130818a2a93abd47d79adc34ccda5f97807ef7452", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -110.0, "i_long_exit_activation_threshold": 529.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "e4d4624ecf36741754d9383072eb5765d14302dce8c596e440c7ece49ddef083", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 21.590805889462807, \"dd_pct\": -45.420293479208475, \"calmar\": 0.4757144020372417, \"cagr_pct\": 21.607087752817687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 39.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6250929938789308, \"sortino\": 0.9075069064878071}, {\"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\": 123.94709749327264, \"dd_pct\": -20.802130078094315, \"calmar\": 5.964331489637298, \"cagr_pct\": 124.07079947630912, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 96.64383561643835, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1369597529343185, \"sortino\": 3.3720796380400078}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1184.5214772652334, \"dd_pct\": -49.57846182285007, \"calmar\": 0.7318917292888841, \"cagr_pct\": 36.28606615900866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 57.561420982735726, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9213245853564518, \"sortino\": 1.33798780029256}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 203.70126052754017, \"dd_pct\": -49.57846182285007, \"calmar\": 0.8740964301180414, \"cagr_pct\": 43.33635649009685, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 41.85891748003549, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0517527301106047, \"sortino\": 1.5175531007618217}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 322.95559624414267, \"dd_pct\": -47.601112266400705, \"calmar\": 0.6772449162868546, \"cagr_pct\": 32.23761129201971, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 66.94960212201592, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.846737166020495, \"sortino\": 1.234172987184375}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 1184.5214772652334, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.57846182285007, "% In Market": 57.561420982735726, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05d0bf2fe63fc82aebe8e62130818a2a93abd47d79adc34ccda5f97807ef7452", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -110.0, "i_long_exit_activation_threshold": 529.95, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "fd2905e131448f264c6ba3c639c592014de69ee70bf97a52a6e7682ee6a2f765", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 21.590805889462807, \"dd_pct\": -45.420293479208475, \"calmar\": 0.4757144020372417, \"cagr_pct\": 21.607087752817687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 39.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6250929938789308, \"sortino\": 0.9075069064878071}, {\"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\": 123.94709749327264, \"dd_pct\": -20.802130078094315, \"calmar\": 5.964331489637298, \"cagr_pct\": 124.07079947630912, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 96.64383561643835, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1369597529343185, \"sortino\": 3.3720796380400078}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1184.5214772652334, \"dd_pct\": -49.57846182285007, \"calmar\": 0.7318917292888841, \"cagr_pct\": 36.28606615900866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 57.561420982735726, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9213245853564518, \"sortino\": 1.33798780029256}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 203.70126052754017, \"dd_pct\": -49.57846182285007, \"calmar\": 0.8740964301180414, \"cagr_pct\": 43.33635649009685, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 41.85891748003549, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0517527301106047, \"sortino\": 1.5175531007618217}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 322.95559624414267, \"dd_pct\": -47.601112266400705, \"calmar\": 0.6772449162868546, \"cagr_pct\": 32.23761129201971, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 66.94960212201592, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.846737166020495, \"sortino\": 1.234172987184375}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 1184.5214772652334, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.57846182285007, "% In Market": 57.561420982735726, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05d0bf2fe63fc82aebe8e62130818a2a93abd47d79adc34ccda5f97807ef7452", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -110.0, "i_long_exit_activation_threshold": 530.05, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "d270d5d6fa60b1ef4a7166376a072bb5605803285756f5b932431073255c4d7e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 21.590805889462807, \"dd_pct\": -45.420293479208475, \"calmar\": 0.4757144020372417, \"cagr_pct\": 21.607087752817687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 39.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6250929938789308, \"sortino\": 0.9075069064878071}, {\"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\": 123.94709749327264, \"dd_pct\": -20.802130078094315, \"calmar\": 5.964331489637298, \"cagr_pct\": 124.07079947630912, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 96.64383561643835, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1369597529343185, \"sortino\": 3.3720796380400078}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1184.5214772652334, \"dd_pct\": -49.57846182285007, \"calmar\": 0.7318917292888841, \"cagr_pct\": 36.28606615900866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 57.561420982735726, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9213245853564518, \"sortino\": 1.33798780029256}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 203.70126052754017, \"dd_pct\": -49.57846182285007, \"calmar\": 0.8740964301180414, \"cagr_pct\": 43.33635649009685, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 41.85891748003549, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0517527301106047, \"sortino\": 1.5175531007618217}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 322.95559624414267, \"dd_pct\": -47.601112266400705, \"calmar\": 0.6772449162868546, \"cagr_pct\": 32.23761129201971, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 66.94960212201592, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.846737166020495, \"sortino\": 1.234172987184375}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 1184.5214772652334, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.57846182285007, "% In Market": 57.561420982735726, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05d0bf2fe63fc82aebe8e62130818a2a93abd47d79adc34ccda5f97807ef7452", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -110.0, "i_long_exit_activation_threshold": 531.0, "i_long_exit_activation_confirmation_threshold": -440.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "a580836731293122b204dc851644e8d500cddd96e11ed662c17f8d20d7e5b456", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 21.590805889462807, \"dd_pct\": -45.420293479208475, \"calmar\": 0.4757144020372417, \"cagr_pct\": 21.607087752817687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 39.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6250929938789308, \"sortino\": 0.9075069064878071}, {\"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\": 123.94709749327264, \"dd_pct\": -20.802130078094315, \"calmar\": 5.964331489637298, \"cagr_pct\": 124.07079947630912, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 96.64383561643835, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1369597529343185, \"sortino\": 3.3720796380400078}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1184.5214772652334, \"dd_pct\": -49.57846182285007, \"calmar\": 0.7318917292888841, \"cagr_pct\": 36.28606615900866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 57.561420982735726, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9213245853564518, \"sortino\": 1.33798780029256}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 203.70126052754017, \"dd_pct\": -49.57846182285007, \"calmar\": 0.8740964301180414, \"cagr_pct\": 43.33635649009685, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 41.85891748003549, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0517527301106047, \"sortino\": 1.5175531007618217}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 322.95559624414267, \"dd_pct\": -47.601112266400705, \"calmar\": 0.6772449162868546, \"cagr_pct\": 32.23761129201971, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 66.94960212201592, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.846737166020495, \"sortino\": 1.234172987184375}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 1184.5214772652334, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.57846182285007, "% In Market": 57.561420982735726, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05d0bf2fe63fc82aebe8e62130818a2a93abd47d79adc34ccda5f97807ef7452", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -110.0, "i_long_exit_activation_threshold": 530.0, "i_long_exit_activation_confirmation_threshold": -441.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "ea55724012117ce274aa6c27a325dd691f654203bf2a2d840593c88e6f6e964f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 21.590805889462807, \"dd_pct\": -45.420293479208475, \"calmar\": 0.4757144020372417, \"cagr_pct\": 21.607087752817687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 39.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6250929938789308, \"sortino\": 0.9075069064878071}, {\"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\": 123.94709749327264, \"dd_pct\": -20.802130078094315, \"calmar\": 5.964331489637298, \"cagr_pct\": 124.07079947630912, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 96.64383561643835, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1369597529343185, \"sortino\": 3.3720796380400078}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1184.5214772652334, \"dd_pct\": -49.57846182285007, \"calmar\": 0.7318917292888841, \"cagr_pct\": 36.28606615900866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 57.561420982735726, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9213245853564518, \"sortino\": 1.33798780029256}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 203.70126052754017, \"dd_pct\": -49.57846182285007, \"calmar\": 0.8740964301180414, \"cagr_pct\": 43.33635649009685, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 41.85891748003549, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0517527301106047, \"sortino\": 1.5175531007618217}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 322.95559624414267, \"dd_pct\": -47.601112266400705, \"calmar\": 0.6772449162868546, \"cagr_pct\": 32.23761129201971, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 66.94960212201592, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.846737166020495, \"sortino\": 1.234172987184375}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 1184.5214772652334, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.57846182285007, "% In Market": 57.561420982735726, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05d0bf2fe63fc82aebe8e62130818a2a93abd47d79adc34ccda5f97807ef7452", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -110.0, "i_long_exit_activation_threshold": 530.0, "i_long_exit_activation_confirmation_threshold": -440.05, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "6ece125895c6c1356d72d5dc616939e1ded7800e1578d14bc31acba3c6dc5cbb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 21.590805889462807, \"dd_pct\": -45.420293479208475, \"calmar\": 0.4757144020372417, \"cagr_pct\": 21.607087752817687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 39.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6250929938789308, \"sortino\": 0.9075069064878071}, {\"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\": 123.94709749327264, \"dd_pct\": -20.802130078094315, \"calmar\": 5.964331489637298, \"cagr_pct\": 124.07079947630912, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 96.64383561643835, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1369597529343185, \"sortino\": 3.3720796380400078}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1184.5214772652334, \"dd_pct\": -49.57846182285007, \"calmar\": 0.7318917292888841, \"cagr_pct\": 36.28606615900866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 57.561420982735726, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9213245853564518, \"sortino\": 1.33798780029256}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 203.70126052754017, \"dd_pct\": -49.57846182285007, \"calmar\": 0.8740964301180414, \"cagr_pct\": 43.33635649009685, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 41.85891748003549, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0517527301106047, \"sortino\": 1.5175531007618217}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 322.95559624414267, \"dd_pct\": -47.601112266400705, \"calmar\": 0.6772449162868546, \"cagr_pct\": 32.23761129201971, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 66.94960212201592, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.846737166020495, \"sortino\": 1.234172987184375}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 1184.5214772652334, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.57846182285007, "% In Market": 57.561420982735726, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05d0bf2fe63fc82aebe8e62130818a2a93abd47d79adc34ccda5f97807ef7452", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -110.0, "i_long_exit_activation_threshold": 530.0, "i_long_exit_activation_confirmation_threshold": -439.95, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "39f8319009f4c23c475b6fc82b0cb8d881a8cc9e4970d5ea37c8a77724881ed4", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 21.590805889462807, \"dd_pct\": -45.420293479208475, \"calmar\": 0.4757144020372417, \"cagr_pct\": 21.607087752817687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 39.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6250929938789308, \"sortino\": 0.9075069064878071}, {\"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\": 123.94709749327264, \"dd_pct\": -20.802130078094315, \"calmar\": 5.964331489637298, \"cagr_pct\": 124.07079947630912, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 96.64383561643835, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1369597529343185, \"sortino\": 3.3720796380400078}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1184.5214772652334, \"dd_pct\": -49.57846182285007, \"calmar\": 0.7318917292888841, \"cagr_pct\": 36.28606615900866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 57.561420982735726, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9213245853564518, \"sortino\": 1.33798780029256}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 203.70126052754017, \"dd_pct\": -49.57846182285007, \"calmar\": 0.8740964301180414, \"cagr_pct\": 43.33635649009685, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 41.85891748003549, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0517527301106047, \"sortino\": 1.5175531007618217}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 322.95559624414267, \"dd_pct\": -47.601112266400705, \"calmar\": 0.6772449162868546, \"cagr_pct\": 32.23761129201971, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 66.94960212201592, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.846737166020495, \"sortino\": 1.234172987184375}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 1184.5214772652334, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.57846182285007, "% In Market": 57.561420982735726, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05d0bf2fe63fc82aebe8e62130818a2a93abd47d79adc34ccda5f97807ef7452", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -110.0, "i_long_exit_activation_threshold": 530.0, "i_long_exit_activation_confirmation_threshold": -439.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "77660b318bb3d0fd0f39eb374ed7bbca81dbccdc1584409b620a55f87634d15c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 21.590805889462807, \"dd_pct\": -45.420293479208475, \"calmar\": 0.4757144020372417, \"cagr_pct\": 21.607087752817687, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 39.04109589041096, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6250929938789308, \"sortino\": 0.9075069064878071}, {\"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\": 123.94709749327264, \"dd_pct\": -20.802130078094315, \"calmar\": 5.964331489637298, \"cagr_pct\": 124.07079947630912, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 96.64383561643835, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1369597529343185, \"sortino\": 3.3720796380400078}, {\"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\": -42.41575994643886, \"dd_pct\": -47.60111226640088, \"calmar\": -1.5479663874077707, \"cagr_pct\": -73.6849217916123, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 84.60264900662253, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -2.7888932846628376, \"sortino\": -3.4675440545458756}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1184.5214772652334, \"dd_pct\": -49.57846182285007, \"calmar\": 0.7318917292888841, \"cagr_pct\": 36.28606615900866, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 57.561420982735726, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9213245853564518, \"sortino\": 1.33798780029256}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 203.70126052754017, \"dd_pct\": -49.57846182285007, \"calmar\": 0.8740964301180414, \"cagr_pct\": 43.33635649009685, \"entries\": 3, \"exits\": 2, \"exposure_pct\": 41.85891748003549, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.0517527301106047, \"sortino\": 1.5175531007618217}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 322.95559624414267, \"dd_pct\": -47.601112266400705, \"calmar\": 0.6772449162868546, \"cagr_pct\": 32.23761129201971, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 66.94960212201592, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.846737166020495, \"sortino\": 1.234172987184375}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": null, \"sortino\": null}]", "Additional_Threshold_Budget": 0, "Total Trades": 4, "Total P&L %": 1184.5214772652334, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.57846182285007, "% In Market": 57.561420982735726, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 3, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": -10.0, "OOS_Calmar Ratio": -10.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "05d0bf2fe63fc82aebe8e62130818a2a93abd47d79adc34ccda5f97807ef7452", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": 560.0, "i_long_exit_activation_confirmation_threshold": -310.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "2efa939265a25cd0aab19f49b1175e434d0b4a973093cfaa5cb3c20869c3620b", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b8177fcafd394b80eb44136c07803a368c0d372a33642aba98dc1532ecc8fdb6", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 119.0, "i_long_exit_activation_threshold": 560.0, "i_long_exit_activation_confirmation_threshold": -310.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "8e83a5f8c6186870f8d822c093d30df00f4089ae4bd28a7154f2b0e96891b567", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b8177fcafd394b80eb44136c07803a368c0d372a33642aba98dc1532ecc8fdb6", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 119.95, "i_long_exit_activation_threshold": 560.0, "i_long_exit_activation_confirmation_threshold": -310.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "afabdf0e15f9218e26f1c99960a7a9651de7dd8d56d75ed8bb84ebf04f587f74", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b8177fcafd394b80eb44136c07803a368c0d372a33642aba98dc1532ecc8fdb6", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 120.05, "i_long_exit_activation_threshold": 560.0, "i_long_exit_activation_confirmation_threshold": -310.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "b24ebbd79b77b7380cac59f762eb8f14338b6e7b8a6cf2cbfedb2645950a03bb", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b8177fcafd394b80eb44136c07803a368c0d372a33642aba98dc1532ecc8fdb6", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 121.0, "i_long_exit_activation_threshold": 560.0, "i_long_exit_activation_confirmation_threshold": -310.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "9de67331426e371e3f41c9bdea2d86f66f06b7553c95ddca7fb6b878868c9b99", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b8177fcafd394b80eb44136c07803a368c0d372a33642aba98dc1532ecc8fdb6", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": 559.0, "i_long_exit_activation_confirmation_threshold": -310.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "30a9db485e54fd05047e181ff164e6457e3fe049a4aa25355386c2df4ccfa90d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b8177fcafd394b80eb44136c07803a368c0d372a33642aba98dc1532ecc8fdb6", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": 559.95, "i_long_exit_activation_confirmation_threshold": -310.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "f891887e871c57320bfe23169d33d221abd8a7ef8180499893ed93e04fc52fbb", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b8177fcafd394b80eb44136c07803a368c0d372a33642aba98dc1532ecc8fdb6", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": 560.05, "i_long_exit_activation_confirmation_threshold": -310.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "b53413aa45420096dc84bd21f069b5ff277af5f395bbdb6343c2a7e130e7b20f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b8177fcafd394b80eb44136c07803a368c0d372a33642aba98dc1532ecc8fdb6", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": 561.0, "i_long_exit_activation_confirmation_threshold": -310.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "9536cb4710b6696c97702b5cd8a141ea7f97736b0d954ca6c4ca999d030651bd", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b8177fcafd394b80eb44136c07803a368c0d372a33642aba98dc1532ecc8fdb6", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": 560.0, "i_long_exit_activation_confirmation_threshold": -311.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "fcc7a7aee13d27c2a1cc0110b7268bfe3615648c9a94391593ea48249faf081d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 6, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b8177fcafd394b80eb44136c07803a368c0d372a33642aba98dc1532ecc8fdb6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": 560.0, "i_long_exit_activation_confirmation_threshold": -310.05, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "812b68799819530437a0365a0271ccc1b3b73cfcb1ae0dcdd131be04e2980564", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b8177fcafd394b80eb44136c07803a368c0d372a33642aba98dc1532ecc8fdb6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": 560.0, "i_long_exit_activation_confirmation_threshold": -309.95, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "c699ece2cee93d9fd490e751b51fa1a57bc532851d5926af168ee134dee02449", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b8177fcafd394b80eb44136c07803a368c0d372a33642aba98dc1532ecc8fdb6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": 560.0, "i_long_exit_activation_confirmation_threshold": -309.0, "i_trailing_stop_threshold": 65.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "e3ce32b5d3c62abdcf6b38c49d0cb14699c11cd459fe959d2ed2da6408eea4d7", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "b8177fcafd394b80eb44136c07803a368c0d372a33642aba98dc1532ecc8fdb6", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -565.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": 450.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "e791282a7ee7f9a93bc4c129b8611e9976ee2c747566b946e3162a2d9c2ae30d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "557585c20bef40175affe7ff3fec0ce721652623e589b999c90503c0aec5c64c", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -566.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": 450.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "8caf872717d2845686cfe2ff5cb869eb37331f7eea331877a8bc49fcd3a4184e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "557585c20bef40175affe7ff3fec0ce721652623e589b999c90503c0aec5c64c", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -565.05, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": 450.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "d70768cad0e7e220bcb5c877948e80c84b54ef8d3a1ec38504e2eb21db70767c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "557585c20bef40175affe7ff3fec0ce721652623e589b999c90503c0aec5c64c", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -564.95, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": 450.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "d5576f6e719669abfc96d2e2647ded627ee2696527eabc8c830ba5887dd5bd4a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "557585c20bef40175affe7ff3fec0ce721652623e589b999c90503c0aec5c64c", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -564.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": 450.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "d2a2876ece5cc995a00800f7712bff6c77b13ffceb4a080743c659d3a90fc2e6", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "557585c20bef40175affe7ff3fec0ce721652623e589b999c90503c0aec5c64c", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -565.0, "i_long_exit_activation_threshold": 439.0, "i_long_exit_activation_confirmation_threshold": 450.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "064a238c5dbe6634616ed523bcf7f2451435aed8eea2b9b5060b44c1e7211feb", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "557585c20bef40175affe7ff3fec0ce721652623e589b999c90503c0aec5c64c", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -565.0, "i_long_exit_activation_threshold": 439.95, "i_long_exit_activation_confirmation_threshold": 450.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "c98e35c9a45f3eac83d29b9913cad9843a5b4e129a65a84e05c0c0ff066f46bc", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "557585c20bef40175affe7ff3fec0ce721652623e589b999c90503c0aec5c64c", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -565.0, "i_long_exit_activation_threshold": 440.05, "i_long_exit_activation_confirmation_threshold": 450.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "e6c198d9c509b93096984851597e28e6d64a94d4eeda8f01e257eee10a4813e4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "557585c20bef40175affe7ff3fec0ce721652623e589b999c90503c0aec5c64c", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -565.0, "i_long_exit_activation_threshold": 441.0, "i_long_exit_activation_confirmation_threshold": 450.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "8d935b072106b0fdf816e2aa74038330f26016a598517fe82263952922154e80", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "557585c20bef40175affe7ff3fec0ce721652623e589b999c90503c0aec5c64c", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -565.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": 449.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "07f4455cf5c9a5f34290dba3d80dea6cbf84adcf5faf3b0063c6e67139292b0b", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "557585c20bef40175affe7ff3fec0ce721652623e589b999c90503c0aec5c64c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -565.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": 449.95, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "921de2ff6d19c75e3b373d98868618c08f3f1e7caa01a74412b3e4c8ef352bad", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "557585c20bef40175affe7ff3fec0ce721652623e589b999c90503c0aec5c64c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -565.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": 450.05, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "4cf5949a00cc4dc6b66cb62c7fa234c6407b63a00076236f00addac54164a5f4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "557585c20bef40175affe7ff3fec0ce721652623e589b999c90503c0aec5c64c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -565.0, "i_long_exit_activation_threshold": 440.0, "i_long_exit_activation_confirmation_threshold": 451.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "52217fe30d1e2b7d3b21b83deef1de22601bb9c519e5eb02056b1a908e37efd1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "557585c20bef40175affe7ff3fec0ce721652623e589b999c90503c0aec5c64c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -370.0, "i_long_exit_activation_threshold": 490.0, "i_long_exit_activation_confirmation_threshold": -670.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "41c05d01fff588072f4c25cc05e358e6360739029ee366577cc8c71fe2675bad", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807cee37389d0ccc9bde26b2725164ea33b79e38a08a9b36a0fc53b3bc3c909a", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -371.0, "i_long_exit_activation_threshold": 490.0, "i_long_exit_activation_confirmation_threshold": -670.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "270fe9e4b43f66bdddcd1d1430d4d96c3e436d4abbc6a513621a74f33be94990", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807cee37389d0ccc9bde26b2725164ea33b79e38a08a9b36a0fc53b3bc3c909a", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -370.05, "i_long_exit_activation_threshold": 490.0, "i_long_exit_activation_confirmation_threshold": -670.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "c7bfbc5291a0ee7ad1311ebf8ce425771b27b36462feb2407341c55a86d839b3", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807cee37389d0ccc9bde26b2725164ea33b79e38a08a9b36a0fc53b3bc3c909a", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -369.95, "i_long_exit_activation_threshold": 490.0, "i_long_exit_activation_confirmation_threshold": -670.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "318b3ddb02152ca502d1784dc2dac0e788cc464ae195f3a832bc0439fc087939", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807cee37389d0ccc9bde26b2725164ea33b79e38a08a9b36a0fc53b3bc3c909a", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -369.0, "i_long_exit_activation_threshold": 490.0, "i_long_exit_activation_confirmation_threshold": -670.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "cbf8521f863f729078147fd98a32dc5b191e5c45b42edbf3df2458e288b8c006", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807cee37389d0ccc9bde26b2725164ea33b79e38a08a9b36a0fc53b3bc3c909a", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -370.0, "i_long_exit_activation_threshold": 489.0, "i_long_exit_activation_confirmation_threshold": -670.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "22a886ec4f97d95ccbb776c0284ccb9d97610139cdb51779efbbdfe915ad6fac", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807cee37389d0ccc9bde26b2725164ea33b79e38a08a9b36a0fc53b3bc3c909a", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -370.0, "i_long_exit_activation_threshold": 489.95, "i_long_exit_activation_confirmation_threshold": -670.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "46c59793945dae81241284a49fe6bf8e60a1dcb323d4f96289eb12d2e26a1675", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807cee37389d0ccc9bde26b2725164ea33b79e38a08a9b36a0fc53b3bc3c909a", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -370.0, "i_long_exit_activation_threshold": 490.05, "i_long_exit_activation_confirmation_threshold": -670.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "8386bc627552756dfa00b75518ba7aac8eb0c80e324690e0c96e42c2d1021268", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807cee37389d0ccc9bde26b2725164ea33b79e38a08a9b36a0fc53b3bc3c909a", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -370.0, "i_long_exit_activation_threshold": 491.0, "i_long_exit_activation_confirmation_threshold": -670.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "ab9e0ae335a020d5abc9b41f4e1f69acb63194358a42003e74308ec9d8d39c50", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807cee37389d0ccc9bde26b2725164ea33b79e38a08a9b36a0fc53b3bc3c909a", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -370.0, "i_long_exit_activation_threshold": 490.0, "i_long_exit_activation_confirmation_threshold": -671.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "6538fbba23438f14bc8f70a442654959cd1b4571bf9e202a1b7376343935f83e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807cee37389d0ccc9bde26b2725164ea33b79e38a08a9b36a0fc53b3bc3c909a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -370.0, "i_long_exit_activation_threshold": 490.0, "i_long_exit_activation_confirmation_threshold": -670.05, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "5f0e2b4087257d38b46ee676c077ff5253ea2ef079ad78f48fb69f6f89c72798", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807cee37389d0ccc9bde26b2725164ea33b79e38a08a9b36a0fc53b3bc3c909a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -370.0, "i_long_exit_activation_threshold": 490.0, "i_long_exit_activation_confirmation_threshold": -669.95, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "c1e2dc2d7dbec6edeb41b66c00dcbbabf5c648039c055cf6368253540520894e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807cee37389d0ccc9bde26b2725164ea33b79e38a08a9b36a0fc53b3bc3c909a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -370.0, "i_long_exit_activation_threshold": 490.0, "i_long_exit_activation_confirmation_threshold": -669.0, "i_trailing_stop_threshold": 0.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "4396c41b34cbfbb9c66314193e490dd4766b4ba317251c41c748fe04f886505d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "807cee37389d0ccc9bde26b2725164ea33b79e38a08a9b36a0fc53b3bc3c909a", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 500.0, "i_long_exit_activation_threshold": 660.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "07e61d51a1b3f2df090f286f2551b54551c9dc6571c13bcf6b6a55593e184cd4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb567457130df7522f1def2f54480d323267a31ecdabcecb46fe053529c5ff7d", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 499.0, "i_long_exit_activation_threshold": 660.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "9b751dd9ce9edbde19fa539cfaa3fb5de724030c4cf8e83bbda5838401d786bc", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb567457130df7522f1def2f54480d323267a31ecdabcecb46fe053529c5ff7d", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 499.95, "i_long_exit_activation_threshold": 660.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "5c4ce80d12a9ef7311f1d20f965b990642791473ccd2eb6df68f8c2f772d88cf", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb567457130df7522f1def2f54480d323267a31ecdabcecb46fe053529c5ff7d", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 500.05, "i_long_exit_activation_threshold": 660.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "9adb96c230e00c7a85baaac70d14276d83d97fd434b7cf158d72e05b92c26759", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb567457130df7522f1def2f54480d323267a31ecdabcecb46fe053529c5ff7d", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 501.0, "i_long_exit_activation_threshold": 660.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "f45b8f5c6b689f5a5c325abb6072697469ace3ea581caceae0592da781ba798a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb567457130df7522f1def2f54480d323267a31ecdabcecb46fe053529c5ff7d", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 500.0, "i_long_exit_activation_threshold": 659.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "dc615551217f01c745c537df9ca2e9b3c54ea1d67efa5b160d4e75bb4d8d0701", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb567457130df7522f1def2f54480d323267a31ecdabcecb46fe053529c5ff7d", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 500.0, "i_long_exit_activation_threshold": 659.95, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "89f501c3008337acda6ddbccdbcb27ed36b35e4c03ebf2b5adaaa685717bb459", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb567457130df7522f1def2f54480d323267a31ecdabcecb46fe053529c5ff7d", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 500.0, "i_long_exit_activation_threshold": 660.05, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "4bc7dc638a0ad218690b5346ee928ee5a63ad8694f766dbc7733dd7d40981f78", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb567457130df7522f1def2f54480d323267a31ecdabcecb46fe053529c5ff7d", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 500.0, "i_long_exit_activation_threshold": 661.0, "i_long_exit_activation_confirmation_threshold": 40.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "5f62d48b883433085b82663ffa1932e2dccd8f8ff2e21bcdfb84f6d46a91599f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb567457130df7522f1def2f54480d323267a31ecdabcecb46fe053529c5ff7d", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 500.0, "i_long_exit_activation_threshold": 660.0, "i_long_exit_activation_confirmation_threshold": 39.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "12de6280c92631e700fa5ebe02dc22f96b765a081137b99ec15fb22f552d053a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb567457130df7522f1def2f54480d323267a31ecdabcecb46fe053529c5ff7d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 500.0, "i_long_exit_activation_threshold": 660.0, "i_long_exit_activation_confirmation_threshold": 39.95, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "db99ec9d19d99b3d93ae1f36213136ee2041eaa2f9db4635f31eed1744dfc222", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb567457130df7522f1def2f54480d323267a31ecdabcecb46fe053529c5ff7d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 500.0, "i_long_exit_activation_threshold": 660.0, "i_long_exit_activation_confirmation_threshold": 40.05, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "e02e8a409d20bd05c0bab2f11141402bc2e9a5e933f2ecd51503acefd9ceedcd", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb567457130df7522f1def2f54480d323267a31ecdabcecb46fe053529c5ff7d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 500.0, "i_long_exit_activation_threshold": 660.0, "i_long_exit_activation_confirmation_threshold": 41.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "795681e24ef584d76264ea0fca3abaa9a1870724e06875d0318a40cdc0939d87", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bb567457130df7522f1def2f54480d323267a31ecdabcecb46fe053529c5ff7d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 510.0, "i_long_exit_activation_threshold": -720.0, "i_long_exit_activation_confirmation_threshold": 700.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "49fb34918ce341778d62a94487fd01d58197a55c31f98b993d19d9bc355ca81d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2db46946cde255d4e21badbdb48e1bf5d4cf33843789a00ec83493cdf2ad93e4", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 509.0, "i_long_exit_activation_threshold": -720.0, "i_long_exit_activation_confirmation_threshold": 700.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "df1613a4f8ca0ad500fae4491ba75ba64116c61faac9d036c673d2a6339f94a1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2db46946cde255d4e21badbdb48e1bf5d4cf33843789a00ec83493cdf2ad93e4", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 509.95, "i_long_exit_activation_threshold": -720.0, "i_long_exit_activation_confirmation_threshold": 700.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "84e2062240e79ab6dbf7973b1bb770883fc5a9125bb81a2d74a455fdc6397fb6", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2db46946cde255d4e21badbdb48e1bf5d4cf33843789a00ec83493cdf2ad93e4", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 510.05, "i_long_exit_activation_threshold": -720.0, "i_long_exit_activation_confirmation_threshold": 700.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "56a306a53e022fe3b3173a6f90443e7a86ac1febf996973611b09641273e9223", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2db46946cde255d4e21badbdb48e1bf5d4cf33843789a00ec83493cdf2ad93e4", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 511.0, "i_long_exit_activation_threshold": -720.0, "i_long_exit_activation_confirmation_threshold": 700.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "2fe6c7093367d2aa7b62e29d03d56514a8fd72f19d4129527d4e979f21ca5fd6", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2db46946cde255d4e21badbdb48e1bf5d4cf33843789a00ec83493cdf2ad93e4", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 510.0, "i_long_exit_activation_threshold": -721.0, "i_long_exit_activation_confirmation_threshold": 700.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "37717f134ed5d5fe589985ec823a7a1dfa28a23409f44557a0c11d1b28750182", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2db46946cde255d4e21badbdb48e1bf5d4cf33843789a00ec83493cdf2ad93e4", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 510.0, "i_long_exit_activation_threshold": -720.05, "i_long_exit_activation_confirmation_threshold": 700.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "b25fbe28a7865a401112f8499302ed38fff8fc8668b690061216f970cfe8c953", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2db46946cde255d4e21badbdb48e1bf5d4cf33843789a00ec83493cdf2ad93e4", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 510.0, "i_long_exit_activation_threshold": -719.95, "i_long_exit_activation_confirmation_threshold": 700.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "30f501af39695b045ded23989a276d248bba14ef0190ae76b2486ccd6ced13b9", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2db46946cde255d4e21badbdb48e1bf5d4cf33843789a00ec83493cdf2ad93e4", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 510.0, "i_long_exit_activation_threshold": -719.0, "i_long_exit_activation_confirmation_threshold": 700.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "a8dae21af11fa746bf566bf6ff4bd0ac9368e36c572e94cccec391c56c2775b4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2db46946cde255d4e21badbdb48e1bf5d4cf33843789a00ec83493cdf2ad93e4", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 510.0, "i_long_exit_activation_threshold": -720.0, "i_long_exit_activation_confirmation_threshold": 699.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "3a1628f1710641930c0134ab9772a6bd25b2c9c53a6369d74578be5730c188e0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2db46946cde255d4e21badbdb48e1bf5d4cf33843789a00ec83493cdf2ad93e4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 510.0, "i_long_exit_activation_threshold": -720.0, "i_long_exit_activation_confirmation_threshold": 699.95, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "5fca45c36f2035aba2b2d22f686145fa63a610a0daa9c6f8560977a76d087108", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2db46946cde255d4e21badbdb48e1bf5d4cf33843789a00ec83493cdf2ad93e4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 510.0, "i_long_exit_activation_threshold": -720.0, "i_long_exit_activation_confirmation_threshold": 700.05, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "ebbc0e1f0b70a46c0a9aedcfbe96a356826322c6cf4b02fca44589f13d764a80", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2db46946cde255d4e21badbdb48e1bf5d4cf33843789a00ec83493cdf2ad93e4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 510.0, "i_long_exit_activation_threshold": -720.0, "i_long_exit_activation_confirmation_threshold": 701.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "5d0224512b23c475412dd6aea12e65422fdd523d273c7ad5b3ad5cc60c179137", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "2db46946cde255d4e21badbdb48e1bf5d4cf33843789a00ec83493cdf2ad93e4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -70.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 220.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "e74e1c3bee21d706b618b2681aab705a218a7132502d083679fae25cf03edd0c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "653725333c32744e8e0e1c593667a5daf20a428c3f758333efaa5643b4c7a434", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -71.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 220.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "ca6244fa08ce11f2138cf439df066ee7a05e6e00c21c7a24542c26d23053e39a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "653725333c32744e8e0e1c593667a5daf20a428c3f758333efaa5643b4c7a434", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -70.05, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 220.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "42dc43139be8c172aa88d84ae91217a671d3c1a00c56a7202ea5ef2eafa846bd", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "653725333c32744e8e0e1c593667a5daf20a428c3f758333efaa5643b4c7a434", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -69.95, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 220.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "3ae272ee27217f17bb0a90ed5f257b2b1487718d836eeab2e158dfbf4f27bb70", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "653725333c32744e8e0e1c593667a5daf20a428c3f758333efaa5643b4c7a434", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -69.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 220.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "c11800d1b329158bf554bc8e7fe441d0bd23c0a5fbe80e5ad75cb1d3c581fe31", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "653725333c32744e8e0e1c593667a5daf20a428c3f758333efaa5643b4c7a434", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -70.0, "i_long_exit_activation_threshold": 239.0, "i_long_exit_activation_confirmation_threshold": 220.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "0142cc7e7a1e7dc02ce7797872ac3c0ab2fbe647ffb21b032f4412b642e65973", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "653725333c32744e8e0e1c593667a5daf20a428c3f758333efaa5643b4c7a434", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -70.0, "i_long_exit_activation_threshold": 239.95, "i_long_exit_activation_confirmation_threshold": 220.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "1855544504d0f75a0c538bef66f7e5ffceef6961bfed4c186de9b166dbfaac5a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "653725333c32744e8e0e1c593667a5daf20a428c3f758333efaa5643b4c7a434", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -70.0, "i_long_exit_activation_threshold": 240.05, "i_long_exit_activation_confirmation_threshold": 220.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "ff3cd833154866c6093bc535ed04be4cd63b42bc338f6be0cbdd7f5b0a27e9b2", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "653725333c32744e8e0e1c593667a5daf20a428c3f758333efaa5643b4c7a434", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -70.0, "i_long_exit_activation_threshold": 241.0, "i_long_exit_activation_confirmation_threshold": 220.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "f6443626af83167491e5384270d9eecf9f02151666aec5522fab11c267a3a8d8", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "653725333c32744e8e0e1c593667a5daf20a428c3f758333efaa5643b4c7a434", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -70.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 219.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "fef61e87b447db8198fe53d7d677822f4ade82cd49e81b180a3b609a11a9f920", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "653725333c32744e8e0e1c593667a5daf20a428c3f758333efaa5643b4c7a434", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -70.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 219.95, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "d6bc503e7d62ac5b9bbe00dea2e65bcdce6ec2f9aa781170b2ac835de0b046d2", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "653725333c32744e8e0e1c593667a5daf20a428c3f758333efaa5643b4c7a434", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -70.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 220.05, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "a69069a6f72deb232117cd8cb66293aa8f3c736fc48c43474c2ab5390bf9942c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "653725333c32744e8e0e1c593667a5daf20a428c3f758333efaa5643b4c7a434", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -70.0, "i_long_exit_activation_threshold": 240.0, "i_long_exit_activation_confirmation_threshold": 221.0, "i_trailing_stop_threshold": 60.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "b35c02275eefe650821c7e5a9d5309975838900d8cb8fa159867331eb84028b1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "653725333c32744e8e0e1c593667a5daf20a428c3f758333efaa5643b4c7a434", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -45.0, "i_long_exit_activation_threshold": 360.0, "i_long_exit_activation_confirmation_threshold": -580.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "cd44322df52ef8cdac5eb8c10cd58032c8543534efe4d55dc72d88c3281a881d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "12f7d70819046664e2aee24939e5e3792df7f51e0485d4ed4a4d61e0cfd44b6b", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -46.0, "i_long_exit_activation_threshold": 360.0, "i_long_exit_activation_confirmation_threshold": -580.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "49d6de51356d19fe4cd70a2865e5d70e2ecd949b3dedd703d6eae38346616a6a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "12f7d70819046664e2aee24939e5e3792df7f51e0485d4ed4a4d61e0cfd44b6b", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -45.05, "i_long_exit_activation_threshold": 360.0, "i_long_exit_activation_confirmation_threshold": -580.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "a240620b1942df495359bf3d770fc94682aed8f8f2e9bf5829536c137a27aa36", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "12f7d70819046664e2aee24939e5e3792df7f51e0485d4ed4a4d61e0cfd44b6b", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -44.95, "i_long_exit_activation_threshold": 360.0, "i_long_exit_activation_confirmation_threshold": -580.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "209daae27724c3b910aa21b55de4684b91a2499bc5cde9cf98d5d0625a9f9a27", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "12f7d70819046664e2aee24939e5e3792df7f51e0485d4ed4a4d61e0cfd44b6b", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -44.0, "i_long_exit_activation_threshold": 360.0, "i_long_exit_activation_confirmation_threshold": -580.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "d883c7f6b00f515c06234d433c16b9f3d0471f86c98c375fb156a3b9a5d90737", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "12f7d70819046664e2aee24939e5e3792df7f51e0485d4ed4a4d61e0cfd44b6b", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -45.0, "i_long_exit_activation_threshold": 359.0, "i_long_exit_activation_confirmation_threshold": -580.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "c5183d08a40df0dff7b5c83323ca4d6b719d8bf0da33d32502f7ffd47d59b7a2", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "12f7d70819046664e2aee24939e5e3792df7f51e0485d4ed4a4d61e0cfd44b6b", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -45.0, "i_long_exit_activation_threshold": 359.95, "i_long_exit_activation_confirmation_threshold": -580.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "79effe6f50e18f7b60b5b2547bb05276b6bd22b59af61939ade5fb6809736a5f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "12f7d70819046664e2aee24939e5e3792df7f51e0485d4ed4a4d61e0cfd44b6b", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -45.0, "i_long_exit_activation_threshold": 360.05, "i_long_exit_activation_confirmation_threshold": -580.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "968efc45bf464de16606f064c2373428f85432594428c156f8c2062c22606de8", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "12f7d70819046664e2aee24939e5e3792df7f51e0485d4ed4a4d61e0cfd44b6b", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -45.0, "i_long_exit_activation_threshold": 361.0, "i_long_exit_activation_confirmation_threshold": -580.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "cf463193f6b4e798987782b30d3b1fbf47484fa7374facae945322af713cbbdd", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "12f7d70819046664e2aee24939e5e3792df7f51e0485d4ed4a4d61e0cfd44b6b", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -45.0, "i_long_exit_activation_threshold": 360.0, "i_long_exit_activation_confirmation_threshold": -581.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "9939fd9830b3793dd96bbc714413ece223db2322948e53616cf6859c8e52def3", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "12f7d70819046664e2aee24939e5e3792df7f51e0485d4ed4a4d61e0cfd44b6b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -45.0, "i_long_exit_activation_threshold": 360.0, "i_long_exit_activation_confirmation_threshold": -580.05, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "7a887cbc5568cd7ef609b2d2dc7f983d87673f4fd3f389fc0b3b9a0a34e7ab17", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "12f7d70819046664e2aee24939e5e3792df7f51e0485d4ed4a4d61e0cfd44b6b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -45.0, "i_long_exit_activation_threshold": 360.0, "i_long_exit_activation_confirmation_threshold": -579.95, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "b8f9d44610a9c8238382510c6fe8a5917a56b1c3485cb92a63693740b9a7a601", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "12f7d70819046664e2aee24939e5e3792df7f51e0485d4ed4a4d61e0cfd44b6b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -45.0, "i_long_exit_activation_threshold": 360.0, "i_long_exit_activation_confirmation_threshold": -579.0, "i_trailing_stop_threshold": 50.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "3923afe41801fdfbdb892d289468d5db9385beb6bfdba8faf937fcea342d42ed", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "12f7d70819046664e2aee24939e5e3792df7f51e0485d4ed4a4d61e0cfd44b6b", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -215.0, "i_long_exit_activation_threshold": 0.0, "i_long_exit_activation_confirmation_threshold": -240.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "32782ee7ce9cde67222efa946f69e16d6579931bfe01ebc0b566b8ffedb7ac8e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 61.79615225392081, \"dd_pct\": -42.1887686874882, \"calmar\": 1.4660177471756306, \"cagr_pct\": 61.849483627345236, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0066667354941627, \"sortino\": 1.4749402760732324}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.89738276048528, \"dd_pct\": -62.82237630206722, \"calmar\": -0.8742422140617097, \"cagr_pct\": -54.92197335093712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.36986301369862, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0692991765081123, \"sortino\": -1.466766570115965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.817167980282271, \"dd_pct\": -45.99910548628493, \"calmar\": 0.28904932566717945, \"cagr_pct\": 13.296010422104112, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 92.6094890510949, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5002179052180281, \"sortino\": 0.7014622654757646}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -39.02636558218542, \"dd_pct\": -47.734012428218406, \"calmar\": -1.4618634329103675, \"cagr_pct\": -69.78060727490151, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.3561184898342975, \"sortino\": -3.025385104209524}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 675.0436143025813, \"dd_pct\": -79.24960316566826, \"calmar\": 0.35567406947130037, \"cagr_pct\": 28.18702886191888, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 91.06905710491368, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7165268876267507, \"sortino\": 1.021670652860311}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 265.15578698824214, \"dd_pct\": -79.24960316566826, \"calmar\": 0.6581442025080515, \"cagr_pct\": 52.15766687454829, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 85.47027506654837, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9750919994282026, \"sortino\": 1.3776706293743723}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 112.25012499323692, \"dd_pct\": -72.36027552823188, \"calmar\": 0.2169656449913496, \"cagr_pct\": 15.699693851734601, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 94.41644562334217, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5400807893604973, \"sortino\": 0.7759322224818284}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 6.052719179792576, \"dd_pct\": -34.56511216620641, \"calmar\": 0.3809964404297952, \"cagr_pct\": 13.169184698381251, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.23631123919309, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.514530301378062, \"sortino\": 0.7704510065888204}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": 675.0436143025813, "Sharpe Ratio": 0.7165268876267507, "Sortino Ratio": 1.021670652860311, "Calmar Ratio": 0.35567406947130037, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.24960316566826, "% In Market": 91.06905710491368, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6581442025080515, "Sub1_Sortino": 1.3776706293743723, "Sub1_Trades": 15, "Sub2_Calmar": 0.2169656449913496, "Sub2_Sortino": 0.7759322224818284, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 6.052719179792576, "OOS_Sortino Ratio": 0.7704510065888204, "OOS_Calmar Ratio": 0.3809964404297952, "OOS_Max Drawdown %": -34.56511216620641, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 15, "Fragile_1.0": 338, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2199c75da639b0a20cd83f48d4c9e00daefa9bdcbb885c2fdc908116cd87c77", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -216.0, "i_long_exit_activation_threshold": 0.0, "i_long_exit_activation_confirmation_threshold": -240.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "20392dbd7b5eeeb12ef71b36ab009beef1dd942d6b45159708c1d2442ae8faa2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 64.08646916308626, \"dd_pct\": -42.188768687488135, \"calmar\": 1.520360459846409, \"cagr_pct\": 64.14213576206325, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 90.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.023618061084422, \"sortino\": 1.497572663751255}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.89738276048528, \"dd_pct\": -62.82237630206722, \"calmar\": -0.8742422140617097, \"cagr_pct\": -54.92197335093712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.36986301369862, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0692991765081123, \"sortino\": -1.466766570115965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.817167980282271, \"dd_pct\": -45.99910548628493, \"calmar\": 0.28904932566717945, \"cagr_pct\": 13.296010422104112, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 92.6094890510949, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5002179052180281, \"sortino\": 0.7014622654757646}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -39.02636558218542, \"dd_pct\": -47.734012428218406, \"calmar\": -1.4618634329103675, \"cagr_pct\": -69.78060727490151, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.3561184898342975, \"sortino\": -3.025385104209524}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 640.2823461441471, \"dd_pct\": -79.24960316566826, \"calmar\": 0.34669833048190685, \"cagr_pct\": 27.475705108890825, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 90.66235059760956, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7074491897460298, \"sortino\": 1.0077837464915482}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 243.9100421385728, \"dd_pct\": -79.24960316566826, \"calmar\": 0.6212042167999918, \"cagr_pct\": 49.230187666239104, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 84.13930789707187, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9476041774479709, \"sortino\": 1.3365822318035925}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 115.25464669213096, \"dd_pct\": -72.36027552823202, \"calmar\": 0.22132652320833016, \"cagr_pct\": 16.01524820106041, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 94.56233421750663, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5450220898510378, \"sortino\": 0.7826616332267544}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 6.250224718019792, \"dd_pct\": -34.44325057849413, \"calmar\": 0.39523935155508644, \"cagr_pct\": 13.613328024093377, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 92.93948126801152, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5254981926244068, \"sortino\": 0.7851051799529429}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": 640.2823461441471, "Sharpe Ratio": 0.7074491897460298, "Sortino Ratio": 1.0077837464915482, "Calmar Ratio": 0.34669833048190685, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.24960316566826, "% In Market": 90.66235059760956, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6212042167999918, "Sub1_Sortino": 1.3365822318035925, "Sub1_Trades": 15, "Sub2_Calmar": 0.22132652320833016, "Sub2_Sortino": 0.7826616332267544, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 6.250224718019792, "OOS_Sortino Ratio": 0.7851051799529429, "OOS_Calmar Ratio": 0.39523935155508644, "OOS_Max Drawdown %": -34.44325057849413, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 15, "Fragile_1.0": 350, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2199c75da639b0a20cd83f48d4c9e00daefa9bdcbb885c2fdc908116cd87c77", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -215.05, "i_long_exit_activation_threshold": 0.0, "i_long_exit_activation_confirmation_threshold": -240.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "b4c170a0f80ce6e55407fba45314b34b80a4c5d0dc9d61db95c8c08177ea13af", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 61.79615225392081, \"dd_pct\": -42.1887686874882, \"calmar\": 1.4660177471756306, \"cagr_pct\": 61.849483627345236, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0066667354941627, \"sortino\": 1.4749402760732324}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.89738276048528, \"dd_pct\": -62.82237630206722, \"calmar\": -0.8742422140617097, \"cagr_pct\": -54.92197335093712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.36986301369862, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0692991765081123, \"sortino\": -1.466766570115965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.817167980282271, \"dd_pct\": -45.99910548628493, \"calmar\": 0.28904932566717945, \"cagr_pct\": 13.296010422104112, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 92.6094890510949, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5002179052180281, \"sortino\": 0.7014622654757646}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -39.02636558218542, \"dd_pct\": -47.734012428218406, \"calmar\": -1.4618634329103675, \"cagr_pct\": -69.78060727490151, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.3561184898342975, \"sortino\": -3.025385104209524}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 675.0436143025813, \"dd_pct\": -79.24960316566826, \"calmar\": 0.35567406947130037, \"cagr_pct\": 28.18702886191888, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 91.06905710491368, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7165268876267507, \"sortino\": 1.021670652860311}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 265.15578698824214, \"dd_pct\": -79.24960316566826, \"calmar\": 0.6581442025080515, \"cagr_pct\": 52.15766687454829, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 85.47027506654837, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9750919994282026, \"sortino\": 1.3776706293743723}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 112.25012499323692, \"dd_pct\": -72.36027552823188, \"calmar\": 0.2169656449913496, \"cagr_pct\": 15.699693851734601, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 94.41644562334217, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5400807893604973, \"sortino\": 0.7759322224818284}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 6.052719179792576, \"dd_pct\": -34.56511216620641, \"calmar\": 0.3809964404297952, \"cagr_pct\": 13.169184698381251, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.23631123919309, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.514530301378062, \"sortino\": 0.7704510065888204}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": 675.0436143025813, "Sharpe Ratio": 0.7165268876267507, "Sortino Ratio": 1.021670652860311, "Calmar Ratio": 0.35567406947130037, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.24960316566826, "% In Market": 91.06905710491368, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6581442025080515, "Sub1_Sortino": 1.3776706293743723, "Sub1_Trades": 15, "Sub2_Calmar": 0.2169656449913496, "Sub2_Sortino": 0.7759322224818284, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 6.052719179792576, "OOS_Sortino Ratio": 0.7704510065888204, "OOS_Calmar Ratio": 0.3809964404297952, "OOS_Max Drawdown %": -34.56511216620641, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 13, "Fragile_1.0": 342, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2199c75da639b0a20cd83f48d4c9e00daefa9bdcbb885c2fdc908116cd87c77", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -214.95, "i_long_exit_activation_threshold": 0.0, "i_long_exit_activation_confirmation_threshold": -240.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "1614ddfc2c32a0be1e253a0f60b6ed47722dc8fb571d59c3c01a1bf91129252c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 61.79615225392081, \"dd_pct\": -42.1887686874882, \"calmar\": 1.4660177471756306, \"cagr_pct\": 61.849483627345236, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0066667354941627, \"sortino\": 1.4749402760732324}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.89738276048528, \"dd_pct\": -62.82237630206722, \"calmar\": -0.8742422140617097, \"cagr_pct\": -54.92197335093712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.36986301369862, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0692991765081123, \"sortino\": -1.466766570115965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.817167980282271, \"dd_pct\": -45.99910548628493, \"calmar\": 0.28904932566717945, \"cagr_pct\": 13.296010422104112, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 92.6094890510949, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5002179052180281, \"sortino\": 0.7014622654757646}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -39.02636558218542, \"dd_pct\": -47.734012428218406, \"calmar\": -1.4618634329103675, \"cagr_pct\": -69.78060727490151, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.3561184898342975, \"sortino\": -3.025385104209524}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 675.0436143025813, \"dd_pct\": -79.24960316566826, \"calmar\": 0.35567406947130037, \"cagr_pct\": 28.18702886191888, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 91.06905710491368, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7165268876267507, \"sortino\": 1.021670652860311}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 265.15578698824214, \"dd_pct\": -79.24960316566826, \"calmar\": 0.6581442025080515, \"cagr_pct\": 52.15766687454829, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 85.47027506654837, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9750919994282026, \"sortino\": 1.3776706293743723}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 112.25012499323692, \"dd_pct\": -72.36027552823188, \"calmar\": 0.2169656449913496, \"cagr_pct\": 15.699693851734601, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 94.41644562334217, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5400807893604973, \"sortino\": 0.7759322224818284}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 6.052719179792576, \"dd_pct\": -34.56511216620641, \"calmar\": 0.3809964404297952, \"cagr_pct\": 13.169184698381251, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.23631123919309, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.514530301378062, \"sortino\": 0.7704510065888204}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": 675.0436143025813, "Sharpe Ratio": 0.7165268876267507, "Sortino Ratio": 1.021670652860311, "Calmar Ratio": 0.35567406947130037, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.24960316566826, "% In Market": 91.06905710491368, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6581442025080515, "Sub1_Sortino": 1.3776706293743723, "Sub1_Trades": 15, "Sub2_Calmar": 0.2169656449913496, "Sub2_Sortino": 0.7759322224818284, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 6.052719179792576, "OOS_Sortino Ratio": 0.7704510065888204, "OOS_Calmar Ratio": 0.3809964404297952, "OOS_Max Drawdown %": -34.56511216620641, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 16, "Fragile_1.0": 339, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2199c75da639b0a20cd83f48d4c9e00daefa9bdcbb885c2fdc908116cd87c77", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -214.0, "i_long_exit_activation_threshold": 0.0, "i_long_exit_activation_confirmation_threshold": -240.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "f50ee1515b4db36e403898de35ebdbb8628cfe558f395001f761c68850a997f8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 65.00839775993097, \"dd_pct\": -42.1887686874882, \"calmar\": 1.5422353529975148, \"cagr_pct\": 65.06501056927885, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 86.43835616438355, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0344986803161953, \"sortino\": 1.5144795270117766}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -53.58946048527996, \"dd_pct\": -61.744269417149525, \"calmar\": -0.8683211650854593, \"cagr_pct\": -53.61385595764977, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.86301369863014, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0988171922940304, \"sortino\": -1.488500157337089}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.817167980282271, \"dd_pct\": -45.99910548628493, \"calmar\": 0.28904932566717945, \"cagr_pct\": 13.296010422104112, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 92.6094890510949, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5002179052180281, \"sortino\": 0.7014622654757646}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -39.02636558218542, \"dd_pct\": -47.734012428218406, \"calmar\": -1.4618634329103675, \"cagr_pct\": -69.78060727490151, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.3561184898342975, \"sortino\": -3.025385104209524}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 479.0288235641297, \"dd_pct\": -85.16813370069025, \"calmar\": 0.2786714315307563, \"cagr_pct\": 23.733925739174204, \"entries\": 31, \"exits\": 30, \"exposure_pct\": 90.86155378486056, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6569278257173992, \"sortino\": 0.9325307008694536}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 159.95579148257158, \"dd_pct\": -85.16813370069025, \"calmar\": 0.4261020069347963, \"cagr_pct\": 36.29031269675517, \"entries\": 16, \"exits\": 15, \"exposure_pct\": 86.31322094055012, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8028780137937906, \"sortino\": 1.1270230829806758}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 122.74126699075714, \"dd_pct\": -70.99409365100155, \"calmar\": 0.23644737455758133, \"cagr_pct\": 16.786367052874372, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 93.58090185676392, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.557102467052329, \"sortino\": 0.7985920646270521}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 6.82887995972874, \"dd_pct\": -34.08621832954763, \"calmar\": 0.43770904036888925, \"cagr_pct\": 14.919845914830734, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.52449567723343, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5547345460679021, \"sortino\": 0.8311676217413606}]", "Additional_Threshold_Budget": 0, "Total Trades": 31, "Total P&L %": 479.0288235641297, "Sharpe Ratio": 0.6569278257173992, "Sortino Ratio": 0.9325307008694536, "Calmar Ratio": 0.2786714315307563, "P&L/DD Ratio": 0.0, "Max Drawdown %": -85.16813370069025, "% In Market": 90.86155378486056, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4261020069347963, "Sub1_Sortino": 1.1270230829806758, "Sub1_Trades": 16, "Sub2_Calmar": 0.23644737455758133, "Sub2_Sortino": 0.7985920646270521, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 6.82887995972874, "OOS_Sortino Ratio": 0.8311676217413606, "OOS_Calmar Ratio": 0.43770904036888925, "OOS_Max Drawdown %": -34.08621832954763, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 12, "Fragile_1.0": 335, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2199c75da639b0a20cd83f48d4c9e00daefa9bdcbb885c2fdc908116cd87c77", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -215.0, "i_long_exit_activation_threshold": -1.0, "i_long_exit_activation_confirmation_threshold": -240.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "1df787b4354707a356b1528e730d07e86ee46f108cd3d42a709d18fe79b7eec0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 61.79615225392081, \"dd_pct\": -42.1887686874882, \"calmar\": 1.4660177471756306, \"cagr_pct\": 61.849483627345236, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0066667354941627, \"sortino\": 1.4749402760732324}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.89738276048528, \"dd_pct\": -62.82237630206722, \"calmar\": -0.8742422140617097, \"cagr_pct\": -54.92197335093712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.36986301369862, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0692991765081123, \"sortino\": -1.466766570115965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.817167980282271, \"dd_pct\": -45.99910548628493, \"calmar\": 0.28904932566717945, \"cagr_pct\": 13.296010422104112, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 92.6094890510949, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5002179052180281, \"sortino\": 0.7014622654757646}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -39.02636558218542, \"dd_pct\": -47.734012428218406, \"calmar\": -1.4618634329103675, \"cagr_pct\": -69.78060727490151, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.3561184898342975, \"sortino\": -3.025385104209524}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 675.0436143025813, \"dd_pct\": -79.24960316566826, \"calmar\": 0.35567406947130037, \"cagr_pct\": 28.18702886191888, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 91.06905710491368, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7165268876267507, \"sortino\": 1.021670652860311}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 265.15578698824214, \"dd_pct\": -79.24960316566826, \"calmar\": 0.6581442025080515, \"cagr_pct\": 52.15766687454829, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 85.47027506654837, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9750919994282026, \"sortino\": 1.3776706293743723}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 112.25012499323692, \"dd_pct\": -72.36027552823188, \"calmar\": 0.2169656449913496, \"cagr_pct\": 15.699693851734601, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 94.41644562334217, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5400807893604973, \"sortino\": 0.7759322224818284}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 6.052719179792576, \"dd_pct\": -34.56511216620641, \"calmar\": 0.3809964404297952, \"cagr_pct\": 13.169184698381251, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.23631123919309, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.514530301378062, \"sortino\": 0.7704510065888204}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": 675.0436143025813, "Sharpe Ratio": 0.7165268876267507, "Sortino Ratio": 1.021670652860311, "Calmar Ratio": 0.35567406947130037, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.24960316566826, "% In Market": 91.06905710491368, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6581442025080515, "Sub1_Sortino": 1.3776706293743723, "Sub1_Trades": 15, "Sub2_Calmar": 0.2169656449913496, "Sub2_Sortino": 0.7759322224818284, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 6.052719179792576, "OOS_Sortino Ratio": 0.7704510065888204, "OOS_Calmar Ratio": 0.3809964404297952, "OOS_Max Drawdown %": -34.56511216620641, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 15, "Fragile_1.0": 338, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2199c75da639b0a20cd83f48d4c9e00daefa9bdcbb885c2fdc908116cd87c77", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -215.0, "i_long_exit_activation_threshold": -0.05, "i_long_exit_activation_confirmation_threshold": -240.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "1622405deb5ef135233d82dde4fc085e0c8f65c05e42ae4b5b18ce2c389c108f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 61.79615225392081, \"dd_pct\": -42.1887686874882, \"calmar\": 1.4660177471756306, \"cagr_pct\": 61.849483627345236, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0066667354941627, \"sortino\": 1.4749402760732324}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.89738276048528, \"dd_pct\": -62.82237630206722, \"calmar\": -0.8742422140617097, \"cagr_pct\": -54.92197335093712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.36986301369862, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0692991765081123, \"sortino\": -1.466766570115965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.817167980282271, \"dd_pct\": -45.99910548628493, \"calmar\": 0.28904932566717945, \"cagr_pct\": 13.296010422104112, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 92.6094890510949, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5002179052180281, \"sortino\": 0.7014622654757646}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -39.02636558218542, \"dd_pct\": -47.734012428218406, \"calmar\": -1.4618634329103675, \"cagr_pct\": -69.78060727490151, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.3561184898342975, \"sortino\": -3.025385104209524}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 675.0436143025813, \"dd_pct\": -79.24960316566826, \"calmar\": 0.35567406947130037, \"cagr_pct\": 28.18702886191888, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 91.06905710491368, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7165268876267507, \"sortino\": 1.021670652860311}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 265.15578698824214, \"dd_pct\": -79.24960316566826, \"calmar\": 0.6581442025080515, \"cagr_pct\": 52.15766687454829, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 85.47027506654837, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9750919994282026, \"sortino\": 1.3776706293743723}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 112.25012499323692, \"dd_pct\": -72.36027552823188, \"calmar\": 0.2169656449913496, \"cagr_pct\": 15.699693851734601, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 94.41644562334217, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5400807893604973, \"sortino\": 0.7759322224818284}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 6.052719179792576, \"dd_pct\": -34.56511216620641, \"calmar\": 0.3809964404297952, \"cagr_pct\": 13.169184698381251, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.23631123919309, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.514530301378062, \"sortino\": 0.7704510065888204}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": 675.0436143025813, "Sharpe Ratio": 0.7165268876267507, "Sortino Ratio": 1.021670652860311, "Calmar Ratio": 0.35567406947130037, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.24960316566826, "% In Market": 91.06905710491368, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6581442025080515, "Sub1_Sortino": 1.3776706293743723, "Sub1_Trades": 15, "Sub2_Calmar": 0.2169656449913496, "Sub2_Sortino": 0.7759322224818284, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 6.052719179792576, "OOS_Sortino Ratio": 0.7704510065888204, "OOS_Calmar Ratio": 0.3809964404297952, "OOS_Max Drawdown %": -34.56511216620641, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 15, "Fragile_1.0": 338, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2199c75da639b0a20cd83f48d4c9e00daefa9bdcbb885c2fdc908116cd87c77", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -215.0, "i_long_exit_activation_threshold": 0.05, "i_long_exit_activation_confirmation_threshold": -240.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "f04301c5b8e231c34ee007ae15d367bf8489e818eb12ea7df5418d73f73caa18", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 61.79615225392081, \"dd_pct\": -42.1887686874882, \"calmar\": 1.4660177471756306, \"cagr_pct\": 61.849483627345236, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0066667354941627, \"sortino\": 1.4749402760732324}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.89738276048528, \"dd_pct\": -62.82237630206722, \"calmar\": -0.8742422140617097, \"cagr_pct\": -54.92197335093712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.36986301369862, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0692991765081123, \"sortino\": -1.466766570115965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.817167980282271, \"dd_pct\": -45.99910548628493, \"calmar\": 0.28904932566717945, \"cagr_pct\": 13.296010422104112, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 92.6094890510949, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5002179052180281, \"sortino\": 0.7014622654757646}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -39.02636558218542, \"dd_pct\": -47.734012428218406, \"calmar\": -1.4618634329103675, \"cagr_pct\": -69.78060727490151, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.3561184898342975, \"sortino\": -3.025385104209524}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 675.0436143025813, \"dd_pct\": -79.24960316566826, \"calmar\": 0.35567406947130037, \"cagr_pct\": 28.18702886191888, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 91.06905710491368, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7165268876267507, \"sortino\": 1.021670652860311}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 265.15578698824214, \"dd_pct\": -79.24960316566826, \"calmar\": 0.6581442025080515, \"cagr_pct\": 52.15766687454829, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 85.47027506654837, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9750919994282026, \"sortino\": 1.3776706293743723}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 112.25012499323692, \"dd_pct\": -72.36027552823188, \"calmar\": 0.2169656449913496, \"cagr_pct\": 15.699693851734601, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 94.41644562334217, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5400807893604973, \"sortino\": 0.7759322224818284}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 6.052719179792576, \"dd_pct\": -34.56511216620641, \"calmar\": 0.3809964404297952, \"cagr_pct\": 13.169184698381251, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.23631123919309, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.514530301378062, \"sortino\": 0.7704510065888204}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": 675.0436143025813, "Sharpe Ratio": 0.7165268876267507, "Sortino Ratio": 1.021670652860311, "Calmar Ratio": 0.35567406947130037, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.24960316566826, "% In Market": 91.06905710491368, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6581442025080515, "Sub1_Sortino": 1.3776706293743723, "Sub1_Trades": 15, "Sub2_Calmar": 0.2169656449913496, "Sub2_Sortino": 0.7759322224818284, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 6.052719179792576, "OOS_Sortino Ratio": 0.7704510065888204, "OOS_Calmar Ratio": 0.3809964404297952, "OOS_Max Drawdown %": -34.56511216620641, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 15, "Fragile_1.0": 338, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2199c75da639b0a20cd83f48d4c9e00daefa9bdcbb885c2fdc908116cd87c77", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -215.0, "i_long_exit_activation_threshold": 1.0, "i_long_exit_activation_confirmation_threshold": -240.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "bb045266565bb289f7e550d238e4ce23c3442defab404ce2affa031ca79bdb62", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 61.79615225392081, \"dd_pct\": -42.1887686874882, \"calmar\": 1.4660177471756306, \"cagr_pct\": 61.849483627345236, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0066667354941627, \"sortino\": 1.4749402760732324}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.89738276048528, \"dd_pct\": -62.82237630206722, \"calmar\": -0.8742422140617097, \"cagr_pct\": -54.92197335093712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.36986301369862, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0692991765081123, \"sortino\": -1.466766570115965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.817167980282271, \"dd_pct\": -45.99910548628493, \"calmar\": 0.28904932566717945, \"cagr_pct\": 13.296010422104112, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 92.6094890510949, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5002179052180281, \"sortino\": 0.7014622654757646}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -39.02636558218542, \"dd_pct\": -47.734012428218406, \"calmar\": -1.4618634329103675, \"cagr_pct\": -69.78060727490151, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.3561184898342975, \"sortino\": -3.025385104209524}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 675.0436143025813, \"dd_pct\": -79.24960316566826, \"calmar\": 0.35567406947130037, \"cagr_pct\": 28.18702886191888, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 91.06905710491368, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7165268876267507, \"sortino\": 1.021670652860311}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 265.15578698824214, \"dd_pct\": -79.24960316566826, \"calmar\": 0.6581442025080515, \"cagr_pct\": 52.15766687454829, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 85.47027506654837, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9750919994282026, \"sortino\": 1.3776706293743723}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 112.25012499323692, \"dd_pct\": -72.36027552823188, \"calmar\": 0.2169656449913496, \"cagr_pct\": 15.699693851734601, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 94.41644562334217, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5400807893604973, \"sortino\": 0.7759322224818284}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 6.052719179792576, \"dd_pct\": -34.56511216620641, \"calmar\": 0.3809964404297952, \"cagr_pct\": 13.169184698381251, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.23631123919309, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.514530301378062, \"sortino\": 0.7704510065888204}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": 675.0436143025813, "Sharpe Ratio": 0.7165268876267507, "Sortino Ratio": 1.021670652860311, "Calmar Ratio": 0.35567406947130037, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.24960316566826, "% In Market": 91.06905710491368, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6581442025080515, "Sub1_Sortino": 1.3776706293743723, "Sub1_Trades": 15, "Sub2_Calmar": 0.2169656449913496, "Sub2_Sortino": 0.7759322224818284, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 6.052719179792576, "OOS_Sortino Ratio": 0.7704510065888204, "OOS_Calmar Ratio": 0.3809964404297952, "OOS_Max Drawdown %": -34.56511216620641, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 15, "Fragile_1.0": 338, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2199c75da639b0a20cd83f48d4c9e00daefa9bdcbb885c2fdc908116cd87c77", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -215.0, "i_long_exit_activation_threshold": 0.0, "i_long_exit_activation_confirmation_threshold": -241.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "18df360c28a7629840f52c1b7409d7372efe9c15b9e15f085ee64d858f11b04a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 61.79615225392081, \"dd_pct\": -42.1887686874882, \"calmar\": 1.4660177471756306, \"cagr_pct\": 61.849483627345236, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0066667354941627, \"sortino\": 1.4749402760732324}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.89738276048528, \"dd_pct\": -62.82237630206722, \"calmar\": -0.8742422140617097, \"cagr_pct\": -54.92197335093712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.36986301369862, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0692991765081123, \"sortino\": -1.466766570115965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.817167980282271, \"dd_pct\": -45.99910548628493, \"calmar\": 0.28904932566717945, \"cagr_pct\": 13.296010422104112, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 92.6094890510949, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5002179052180281, \"sortino\": 0.7014622654757646}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -39.02636558218542, \"dd_pct\": -47.734012428218406, \"calmar\": -1.4618634329103675, \"cagr_pct\": -69.78060727490151, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.3561184898342975, \"sortino\": -3.025385104209524}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 675.0436143025813, \"dd_pct\": -79.24960316566826, \"calmar\": 0.35567406947130037, \"cagr_pct\": 28.18702886191888, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 91.06905710491368, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7165268876267507, \"sortino\": 1.021670652860311}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 265.15578698824214, \"dd_pct\": -79.24960316566826, \"calmar\": 0.6581442025080515, \"cagr_pct\": 52.15766687454829, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 85.47027506654837, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9750919994282026, \"sortino\": 1.3776706293743723}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 112.25012499323692, \"dd_pct\": -72.36027552823188, \"calmar\": 0.2169656449913496, \"cagr_pct\": 15.699693851734601, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 94.41644562334217, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5400807893604973, \"sortino\": 0.7759322224818284}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 6.052719179792576, \"dd_pct\": -34.56511216620641, \"calmar\": 0.3809964404297952, \"cagr_pct\": 13.169184698381251, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.23631123919309, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.514530301378062, \"sortino\": 0.7704510065888204}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": 675.0436143025813, "Sharpe Ratio": 0.7165268876267507, "Sortino Ratio": 1.021670652860311, "Calmar Ratio": 0.35567406947130037, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.24960316566826, "% In Market": 91.06905710491368, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6581442025080515, "Sub1_Sortino": 1.3776706293743723, "Sub1_Trades": 15, "Sub2_Calmar": 0.2169656449913496, "Sub2_Sortino": 0.7759322224818284, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 6.052719179792576, "OOS_Sortino Ratio": 0.7704510065888204, "OOS_Calmar Ratio": 0.3809964404297952, "OOS_Max Drawdown %": -34.56511216620641, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 18, "Fragile_1.0": 341, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2199c75da639b0a20cd83f48d4c9e00daefa9bdcbb885c2fdc908116cd87c77", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -215.0, "i_long_exit_activation_threshold": 0.0, "i_long_exit_activation_confirmation_threshold": -240.05, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "f40460852a0f6b2da695bbe5d0ac3e2a41e94cc4bd753612e026c5b5ca02c6ca", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 61.79615225392081, \"dd_pct\": -42.1887686874882, \"calmar\": 1.4660177471756306, \"cagr_pct\": 61.849483627345236, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0066667354941627, \"sortino\": 1.4749402760732324}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.89738276048528, \"dd_pct\": -62.82237630206722, \"calmar\": -0.8742422140617097, \"cagr_pct\": -54.92197335093712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.36986301369862, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0692991765081123, \"sortino\": -1.466766570115965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.817167980282271, \"dd_pct\": -45.99910548628493, \"calmar\": 0.28904932566717945, \"cagr_pct\": 13.296010422104112, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 92.6094890510949, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5002179052180281, \"sortino\": 0.7014622654757646}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -39.02636558218542, \"dd_pct\": -47.734012428218406, \"calmar\": -1.4618634329103675, \"cagr_pct\": -69.78060727490151, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.3561184898342975, \"sortino\": -3.025385104209524}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 675.0436143025813, \"dd_pct\": -79.24960316566826, \"calmar\": 0.35567406947130037, \"cagr_pct\": 28.18702886191888, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 91.06905710491368, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7165268876267507, \"sortino\": 1.021670652860311}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 265.15578698824214, \"dd_pct\": -79.24960316566826, \"calmar\": 0.6581442025080515, \"cagr_pct\": 52.15766687454829, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 85.47027506654837, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9750919994282026, \"sortino\": 1.3776706293743723}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 112.25012499323692, \"dd_pct\": -72.36027552823188, \"calmar\": 0.2169656449913496, \"cagr_pct\": 15.699693851734601, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 94.41644562334217, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5400807893604973, \"sortino\": 0.7759322224818284}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 6.052719179792576, \"dd_pct\": -34.56511216620641, \"calmar\": 0.3809964404297952, \"cagr_pct\": 13.169184698381251, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.23631123919309, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.514530301378062, \"sortino\": 0.7704510065888204}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": 675.0436143025813, "Sharpe Ratio": 0.7165268876267507, "Sortino Ratio": 1.021670652860311, "Calmar Ratio": 0.35567406947130037, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.24960316566826, "% In Market": 91.06905710491368, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6581442025080515, "Sub1_Sortino": 1.3776706293743723, "Sub1_Trades": 15, "Sub2_Calmar": 0.2169656449913496, "Sub2_Sortino": 0.7759322224818284, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 6.052719179792576, "OOS_Sortino Ratio": 0.7704510065888204, "OOS_Calmar Ratio": 0.3809964404297952, "OOS_Max Drawdown %": -34.56511216620641, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 18, "Fragile_1.0": 337, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2199c75da639b0a20cd83f48d4c9e00daefa9bdcbb885c2fdc908116cd87c77", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -215.0, "i_long_exit_activation_threshold": 0.0, "i_long_exit_activation_confirmation_threshold": -239.95, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "777d6f18d3401c6a9fee72d299197364f5e4de01e32d748e69f7368d9c9a0710", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 61.79615225392081, \"dd_pct\": -42.1887686874882, \"calmar\": 1.4660177471756306, \"cagr_pct\": 61.849483627345236, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0066667354941627, \"sortino\": 1.4749402760732324}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.89738276048528, \"dd_pct\": -62.82237630206722, \"calmar\": -0.8742422140617097, \"cagr_pct\": -54.92197335093712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.36986301369862, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0692991765081123, \"sortino\": -1.466766570115965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.817167980282271, \"dd_pct\": -45.99910548628493, \"calmar\": 0.28904932566717945, \"cagr_pct\": 13.296010422104112, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 92.6094890510949, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5002179052180281, \"sortino\": 0.7014622654757646}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -39.02636558218542, \"dd_pct\": -47.734012428218406, \"calmar\": -1.4618634329103675, \"cagr_pct\": -69.78060727490151, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.3561184898342975, \"sortino\": -3.025385104209524}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 675.0436143025813, \"dd_pct\": -79.24960316566826, \"calmar\": 0.35567406947130037, \"cagr_pct\": 28.18702886191888, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 91.06905710491368, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7165268876267507, \"sortino\": 1.021670652860311}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 265.15578698824214, \"dd_pct\": -79.24960316566826, \"calmar\": 0.6581442025080515, \"cagr_pct\": 52.15766687454829, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 85.47027506654837, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9750919994282026, \"sortino\": 1.3776706293743723}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 112.25012499323692, \"dd_pct\": -72.36027552823188, \"calmar\": 0.2169656449913496, \"cagr_pct\": 15.699693851734601, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 94.41644562334217, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5400807893604973, \"sortino\": 0.7759322224818284}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 6.052719179792576, \"dd_pct\": -34.56511216620641, \"calmar\": 0.3809964404297952, \"cagr_pct\": 13.169184698381251, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.23631123919309, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.514530301378062, \"sortino\": 0.7704510065888204}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": 675.0436143025813, "Sharpe Ratio": 0.7165268876267507, "Sortino Ratio": 1.021670652860311, "Calmar Ratio": 0.35567406947130037, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.24960316566826, "% In Market": 91.06905710491368, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6581442025080515, "Sub1_Sortino": 1.3776706293743723, "Sub1_Trades": 15, "Sub2_Calmar": 0.2169656449913496, "Sub2_Sortino": 0.7759322224818284, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 6.052719179792576, "OOS_Sortino Ratio": 0.7704510065888204, "OOS_Calmar Ratio": 0.3809964404297952, "OOS_Max Drawdown %": -34.56511216620641, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 14, "Fragile_1.0": 339, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2199c75da639b0a20cd83f48d4c9e00daefa9bdcbb885c2fdc908116cd87c77", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -215.0, "i_long_exit_activation_threshold": 0.0, "i_long_exit_activation_confirmation_threshold": -239.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 4, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "f89a466fae72f097f974c30b2942afb9c7b52304c7c65de4c048e6499116cd31", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 61.79615225392081, \"dd_pct\": -42.1887686874882, \"calmar\": 1.4660177471756306, \"cagr_pct\": 61.849483627345236, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 89.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.0066667354941627, \"sortino\": 1.4749402760732324}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -54.89738276048528, \"dd_pct\": -62.82237630206722, \"calmar\": -0.8742422140617097, \"cagr_pct\": -54.92197335093712, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 91.36986301369862, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.0692991765081123, \"sortino\": -1.466766570115965}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 155.82071764965622, \"dd_pct\": -20.80213007809436, \"calmar\": 7.498528036664536, \"cagr_pct\": 155.98535561293318, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 100.0, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.4381234717827405, \"sortino\": 3.874802171236186}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 9.817167980282271, \"dd_pct\": -45.99910548628493, \"calmar\": 0.28904932566717945, \"cagr_pct\": 13.296010422104112, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 92.6094890510949, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5002179052180281, \"sortino\": 0.7014622654757646}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 69.79698959491654, \"dd_pct\": -33.57898248589084, \"calmar\": 2.080425561517563, \"cagr_pct\": 69.85857349339787, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 98.83561643835617, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.4315459180791923, \"sortino\": 2.100340611161249}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -39.02636558218542, \"dd_pct\": -47.734012428218406, \"calmar\": -1.4618634329103675, \"cagr_pct\": -69.78060727490151, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 93.37748344370861, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -2.3561184898342975, \"sortino\": -3.025385104209524}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 675.0436143025813, \"dd_pct\": -79.24960316566826, \"calmar\": 0.35567406947130037, \"cagr_pct\": 28.18702886191888, \"entries\": 30, \"exits\": 29, \"exposure_pct\": 91.06905710491368, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7165268876267507, \"sortino\": 1.021670652860311}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 265.15578698824214, \"dd_pct\": -79.24960316566826, \"calmar\": 0.6581442025080515, \"cagr_pct\": 52.15766687454829, \"entries\": 15, \"exits\": 14, \"exposure_pct\": 85.47027506654837, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9750919994282026, \"sortino\": 1.3776706293743723}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 112.25012499323692, \"dd_pct\": -72.36027552823188, \"calmar\": 0.2169656449913496, \"cagr_pct\": 15.699693851734601, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 94.41644562334217, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.5400807893604973, \"sortino\": 0.7759322224818284}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 6.052719179792576, \"dd_pct\": -34.56511216620641, \"calmar\": 0.3809964404297952, \"cagr_pct\": 13.169184698381251, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 94.23631123919309, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.514530301378062, \"sortino\": 0.7704510065888204}]", "Additional_Threshold_Budget": 0, "Total Trades": 30, "Total P&L %": 675.0436143025813, "Sharpe Ratio": 0.7165268876267507, "Sortino Ratio": 1.021670652860311, "Calmar Ratio": 0.35567406947130037, "P&L/DD Ratio": 0.0, "Max Drawdown %": -79.24960316566826, "% In Market": 91.06905710491368, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6581442025080515, "Sub1_Sortino": 1.3776706293743723, "Sub1_Trades": 15, "Sub2_Calmar": 0.2169656449913496, "Sub2_Sortino": 0.7759322224818284, "Sub2_Trades": 15, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 6.052719179792576, "OOS_Sortino Ratio": 0.7704510065888204, "OOS_Calmar Ratio": 0.3809964404297952, "OOS_Max Drawdown %": -34.56511216620641, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 20, "Fragile_1.0": 335, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e2199c75da639b0a20cd83f48d4c9e00daefa9bdcbb885c2fdc908116cd87c77", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "45a1bdbb695e6e0ea1a5a6c3bd35ba7b4a823691b3b2680dcda18570ec1d850c", "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\": -12.054865897986101, \"dd_pct\": -14.150210462634426, \"calmar\": -0.8524681225304013, \"cagr_pct\": -12.062603346492011, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.6986301369863015, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3341876272710564, \"sortino\": -1.5771050669044855}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 15.714709256072034, \"dd_pct\": -7.260324584904032, \"calmar\": 2.166057145064768, \"cagr_pct\": 15.726277942620776, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.144299458487783, \"sortino\": 2.6492751808864674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.5916600864887265, \"dd_pct\": -23.64511544287422, \"calmar\": 0.03286512478911115, \"cagr_pct\": 0.7770996696830004, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.838645418326693, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.12472392400484067, \"sortino\": 0.18438565296499615}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.742477491109742, \"dd_pct\": -19.692367209430074, \"calmar\": 0.07683131796923504, \"cagr_pct\": 1.5129905266346595, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.545696539485359, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17389080473265894, \"sortino\": 0.24804665476537102}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1.7654562310080335, \"dd_pct\": -14.150210462634426, \"calmar\": 0.02400511273849869, \"cagr_pct\": 0.33967739742902314, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.220159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08240772209641455, \"sortino\": 0.13808417840519457}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 6.5916600864887265, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -23.64511544287422, "% In Market": 2.838645418326693, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 175, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a487211e6b3bbb7572b8a6b71d39dd8864a9c3529e30e0f75fe93c63e39431b4", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -126.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "6cbfd79a391474657c995d98200590f91a31779f8178bcdd94078381ac27289b", "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\": -12.106400675828699, \"dd_pct\": -15.136492530642364, \"calmar\": -0.8003286659770963, \"cagr_pct\": -12.114168874621285, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 10.0, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.5899333308215593, \"sortino\": -0.8059602375350087}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 15.020201633369545, \"dd_pct\": -7.260324584904032, \"calmar\": 2.070324322815781, \"cagr_pct\": 15.031226579664207, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 2.808219178082192, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0991120466343742, \"sortino\": 2.5373502650039677}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.870287868982512, \"dd_pct\": -20.885813821049737, \"calmar\": -0.010949355070460869, \"cagr_pct\": -0.2286861914622126, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.398738379814077, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.022453907438135825, \"sortino\": 0.03223831848560085}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -2.933549079674347, \"dd_pct\": -11.018994950709315, \"calmar\": -0.08715119934142872, \"cagr_pct\": -0.9603186254914641, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 2.2626441881100265, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.08444501939707805, \"sortino\": -0.10229997000882766}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1.0953951654878225, \"dd_pct\": -15.136492530642364, \"calmar\": 0.013960953349494029, \"cagr_pct\": 0.21131986609526288, \"entries\": 8, \"exits\": 8, \"exposure_pct\": 2.480106100795756, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.0712590062767778, \"sortino\": 0.1103005160163065}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": -1.870287868982512, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -20.885813821049737, "% In Market": 2.398738379814077, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 4, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 8, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 9, "Fragile_1.0": 175, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a487211e6b3bbb7572b8a6b71d39dd8864a9c3529e30e0f75fe93c63e39431b4", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -125.05, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "d64fdfac531141749167fc347acc858a01692138366e06e46e6ea1170f13b196", "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\": -12.054865897986101, \"dd_pct\": -14.150210462634426, \"calmar\": -0.8524681225304013, \"cagr_pct\": -12.062603346492011, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.6986301369863015, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3341876272710564, \"sortino\": -1.5771050669044855}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 15.714709256072034, \"dd_pct\": -7.260324584904032, \"calmar\": 2.166057145064768, \"cagr_pct\": 15.726277942620776, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.144299458487783, \"sortino\": 2.6492751808864674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.5916600864887265, \"dd_pct\": -23.64511544287422, \"calmar\": 0.03286512478911115, \"cagr_pct\": 0.7770996696830004, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.838645418326693, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.12472392400484067, \"sortino\": 0.18438565296499615}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.742477491109742, \"dd_pct\": -19.692367209430074, \"calmar\": 0.07683131796923504, \"cagr_pct\": 1.5129905266346595, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.545696539485359, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17389080473265894, \"sortino\": 0.24804665476537102}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1.7654562310080335, \"dd_pct\": -14.150210462634426, \"calmar\": 0.02400511273849869, \"cagr_pct\": 0.33967739742902314, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.220159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08240772209641455, \"sortino\": 0.13808417840519457}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 6.5916600864887265, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -23.64511544287422, "% In Market": 2.838645418326693, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 8, "Fragile_1.0": 174, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a487211e6b3bbb7572b8a6b71d39dd8864a9c3529e30e0f75fe93c63e39431b4", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -124.95, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "1776ffe0407b872f48dd27e355682e9d97020fff9f1a56592487d228f026c026", "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\": -11.409277066358525, \"dd_pct\": -13.520003164768346, \"calmar\": -0.8444249168924853, \"cagr_pct\": -11.416627548795649, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.5616438356164384, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.2587074752001626, \"sortino\": -1.489410946819141}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 15.714709256072034, \"dd_pct\": -7.260324584904032, \"calmar\": 2.166057145064768, \"cagr_pct\": 15.726277942620776, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.144299458487783, \"sortino\": 2.6492751808864674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 7.374129588629241, \"dd_pct\": -23.084608472094935, \"calmar\": 0.037536774484303516, \"cagr_pct\": 0.8665217422754701, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.8220451527224433, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.13249410553373805, \"sortino\": 0.19591744146061751}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.742477491109742, \"dd_pct\": -19.692367209430074, \"calmar\": 0.07683131796923504, \"cagr_pct\": 1.5129905266346595, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.545696539485359, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17389080473265894, \"sortino\": 0.24804665476537102}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2.5124974705155623, \"dd_pct\": -13.520003164768346, \"calmar\": 0.035649436702961355, \"cagr_pct\": 0.48198049704624635, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.1936339522546418, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.10202769888334119, \"sortino\": 0.17119827150910494}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 7.374129588629241, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -23.084608472094935, "% In Market": 2.8220451527224433, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 8, "Fragile_1.0": 174, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a487211e6b3bbb7572b8a6b71d39dd8864a9c3529e30e0f75fe93c63e39431b4", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -124.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "22f05c6216dfbee6f8f1fd534698613ae52f9ec7f4811efb6b732071143dc64e", "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\": 14.372335051605468, \"dd_pct\": -7.260324584904032, \"calmar\": 1.981020985565127, \"cagr_pct\": 14.382855364709307, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 2.945205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0519718971981578, \"sortino\": 2.376176003079844}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": -3.1176031669143622, \"dd_pct\": -3.276526458055473, \"calmar\": -1.2617417994400788, \"cagr_pct\": -4.134130389099941, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 0.36496350364963503, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.1223695396736177, \"sortino\": -1.1455293035229472}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 17.91692706950092, \"dd_pct\": -19.692367209430074, \"calmar\": 0.10251052058380611, \"cagr_pct\": 2.01867481416615, \"entries\": 14, \"exits\": 14, \"exposure_pct\": 2.498339973439575, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.2327383951342217, \"sortino\": 0.35361467027996407}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 6.416823310850406, \"dd_pct\": -19.692367209430074, \"calmar\": 0.10339453105554444, \"cagr_pct\": 2.0360830729926027, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 5.634427684117125, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.20416956401760206, \"sortino\": 0.29535038276307124}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 10.806659511962714, \"dd_pct\": -9.40113230058478, \"calmar\": 0.21361982301383017, \"cagr_pct\": 2.0082682181805227, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 0.623342175066313, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.35264256608755984, \"sortino\": 0.7258977242244858}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 14, "Total P&L %": 17.91692706950092, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -19.692367209430074, "% In Market": 2.498339973439575, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 7, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 7, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 9, "Fragile_1.0": 171, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a487211e6b3bbb7572b8a6b71d39dd8864a9c3529e30e0f75fe93c63e39431b4", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -131.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "06cff04b049f02755bfcebd8105fc6bd60f29b2fe4a9038710daf197a1a43a85", "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\": -12.054865897986101, \"dd_pct\": -14.150210462634426, \"calmar\": -0.8524681225304013, \"cagr_pct\": -12.062603346492011, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.6986301369863015, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3341876272710564, \"sortino\": -1.5771050669044855}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 15.714709256072034, \"dd_pct\": -7.260324584904032, \"calmar\": 2.166057145064768, \"cagr_pct\": 15.726277942620776, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.144299458487783, \"sortino\": 2.6492751808864674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": -1.9007394881057182, \"dd_pct\": -23.645115442874175, \"calmar\": -0.009830410548113643, \"cagr_pct\": -0.23244119226099508, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.407038512616202, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.034228471464931326, \"sortino\": 0.04993911819868822}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": -3.6025935075567395, \"dd_pct\": -19.69236720943006, \"calmar\": -0.06002705460508353, \"cagr_pct\": -1.1820748017838147, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 4.392191659272405, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.00104878603480709, \"sortino\": 0.0014670695199341212}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1.7654562310080335, \"dd_pct\": -14.150210462634426, \"calmar\": 0.02400511273849869, \"cagr_pct\": 0.33967739742902314, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.220159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08240772209641455, \"sortino\": 0.13808417840519457}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": -1.9007394881057182, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -23.645115442874175, "% In Market": 2.407038512616202, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 181, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a487211e6b3bbb7572b8a6b71d39dd8864a9c3529e30e0f75fe93c63e39431b4", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -130.05, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "daf5d80cce7c601fa89ebed4f6a849b55042046536a15c98425e1d9be22a8248", "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\": -12.054865897986101, \"dd_pct\": -14.150210462634426, \"calmar\": -0.8524681225304013, \"cagr_pct\": -12.062603346492011, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.6986301369863015, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3341876272710564, \"sortino\": -1.5771050669044855}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 15.714709256072034, \"dd_pct\": -7.260324584904032, \"calmar\": 2.166057145064768, \"cagr_pct\": 15.726277942620776, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.144299458487783, \"sortino\": 2.6492751808864674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.5916600864887265, \"dd_pct\": -23.64511544287422, \"calmar\": 0.03286512478911115, \"cagr_pct\": 0.7770996696830004, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.838645418326693, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.12472392400484067, \"sortino\": 0.18438565296499615}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.742477491109742, \"dd_pct\": -19.692367209430074, \"calmar\": 0.07683131796923504, \"cagr_pct\": 1.5129905266346595, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.545696539485359, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17389080473265894, \"sortino\": 0.24804665476537102}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1.7654562310080335, \"dd_pct\": -14.150210462634426, \"calmar\": 0.02400511273849869, \"cagr_pct\": 0.33967739742902314, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.220159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08240772209641455, \"sortino\": 0.13808417840519457}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 6.5916600864887265, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -23.64511544287422, "% In Market": 2.838645418326693, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 173, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a487211e6b3bbb7572b8a6b71d39dd8864a9c3529e30e0f75fe93c63e39431b4", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -129.95, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "85e5b7a2884aa05b1148e7b6e15e6c9aa7bca9e13b3173185dd57aa3c6bb8348", "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\": -12.054865897986101, \"dd_pct\": -14.150210462634426, \"calmar\": -0.8524681225304013, \"cagr_pct\": -12.062603346492011, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.6986301369863015, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3341876272710564, \"sortino\": -1.5771050669044855}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 15.714709256072034, \"dd_pct\": -7.260324584904032, \"calmar\": 2.166057145064768, \"cagr_pct\": 15.726277942620776, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.144299458487783, \"sortino\": 2.6492751808864674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.5916600864887265, \"dd_pct\": -23.64511544287422, \"calmar\": 0.03286512478911115, \"cagr_pct\": 0.7770996696830004, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.838645418326693, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.12472392400484067, \"sortino\": 0.18438565296499615}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.742477491109742, \"dd_pct\": -19.692367209430074, \"calmar\": 0.07683131796923504, \"cagr_pct\": 1.5129905266346595, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.545696539485359, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17389080473265894, \"sortino\": 0.24804665476537102}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1.7654562310080335, \"dd_pct\": -14.150210462634426, \"calmar\": 0.02400511273849869, \"cagr_pct\": 0.33967739742902314, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.220159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08240772209641455, \"sortino\": 0.13808417840519457}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 6.5916600864887265, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -23.64511544287422, "% In Market": 2.838645418326693, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 178, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a487211e6b3bbb7572b8a6b71d39dd8864a9c3529e30e0f75fe93c63e39431b4", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -129.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "0709fd0dc320bb0180f093e887c43eeb6bb73bd90acb5329f63e2433286c7500", "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\": -2.957813756726513, \"dd_pct\": -14.150210462634426, \"calmar\": -0.2091706962831189, \"cagr_pct\": -2.959809375021917, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 4.383561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.19679271412441995, \"sortino\": -0.2866840545213819}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 15.714709256072034, \"dd_pct\": -7.260324584904032, \"calmar\": 2.166057145064768, \"cagr_pct\": 15.726277942620776, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.144299458487783, \"sortino\": 2.6492751808864674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 17.61751045935207, \"dd_pct\": -23.64511544287422, \"calmar\": 0.08404384138348431, \"cagr_pct\": 1.9872263317750962, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.921646746347941, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.22652459207075745, \"sortino\": 0.34170143801465885}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.742477491109742, \"dd_pct\": -19.692367209430074, \"calmar\": 0.07683131796923504, \"cagr_pct\": 1.5129905266346595, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.545696539485359, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17389080473265894, \"sortino\": 0.24804665476537102}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 12.29208366713992, \"dd_pct\": -14.150210462634426, \"calmar\": 0.1605501971454332, \"cagr_pct\": 2.271819079425329, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.3527851458885942, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.3232396752641008, \"sortino\": 0.5814001749557616}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 17.61751045935207, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -23.64511544287422, "% In Market": 2.921646746347941, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 11, "Fragile_1.0": 172, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a487211e6b3bbb7572b8a6b71d39dd8864a9c3529e30e0f75fe93c63e39431b4", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -141.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "9be1eb9de1f831c6f658e26484ffc082892fda45ad30ae6a41f6c5ba0df20a91", "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\": -12.054865897986101, \"dd_pct\": -14.150210462634426, \"calmar\": -0.8524681225304013, \"cagr_pct\": -12.062603346492011, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.6986301369863015, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3341876272710564, \"sortino\": -1.5771050669044855}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 18.44171284091878, \"dd_pct\": -6.4505726736694635, \"calmar\": 2.8610551262077792, \"cagr_pct\": 18.45544401497784, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.945205479452055, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2844660984161143, \"sortino\": 2.950126553088868}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 9.103664316887539, \"dd_pct\": -23.64511544287422, \"calmar\": 0.04492099183030956, \"cagr_pct\": 1.0621620376360792, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.8801460823373173, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14928555790320533, \"sortino\": 0.2211961680720358}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.742477491109742, \"dd_pct\": -19.692367209430074, \"calmar\": 0.07683131796923504, \"cagr_pct\": 1.5129905266346595, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.545696539485359, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17389080473265894, \"sortino\": 0.24804665476537102}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 4.163723190668178, \"dd_pct\": -14.150210462634426, \"calmar\": 0.05608245578156158, \"cagr_pct\": 0.7935785525704854, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.2864721485411141, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.14346186308158185, \"sortino\": 0.24183351329156677}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 9.103664316887539, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -23.64511544287422, "% In Market": 2.8801460823373173, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 170, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a487211e6b3bbb7572b8a6b71d39dd8864a9c3529e30e0f75fe93c63e39431b4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -140.05, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "4b55b8b2a7680c52212a670fbbbaddbcaf037978ba0ea803583c028f77af7140", "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\": -12.054865897986101, \"dd_pct\": -14.150210462634426, \"calmar\": -0.8524681225304013, \"cagr_pct\": -12.062603346492011, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.6986301369863015, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3341876272710564, \"sortino\": -1.5771050669044855}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 15.714709256072034, \"dd_pct\": -7.260324584904032, \"calmar\": 2.166057145064768, \"cagr_pct\": 15.726277942620776, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.144299458487783, \"sortino\": 2.6492751808864674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.5916600864887265, \"dd_pct\": -23.64511544287422, \"calmar\": 0.03286512478911115, \"cagr_pct\": 0.7770996696830004, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.838645418326693, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.12472392400484067, \"sortino\": 0.18438565296499615}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.742477491109742, \"dd_pct\": -19.692367209430074, \"calmar\": 0.07683131796923504, \"cagr_pct\": 1.5129905266346595, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.545696539485359, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17389080473265894, \"sortino\": 0.24804665476537102}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1.7654562310080335, \"dd_pct\": -14.150210462634426, \"calmar\": 0.02400511273849869, \"cagr_pct\": 0.33967739742902314, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.220159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08240772209641455, \"sortino\": 0.13808417840519457}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 6.5916600864887265, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -23.64511544287422, "% In Market": 2.838645418326693, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 9, "Fragile_1.0": 174, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a487211e6b3bbb7572b8a6b71d39dd8864a9c3529e30e0f75fe93c63e39431b4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -139.95, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "c96a558b08f5b2d263c4c060b8bf15c65909b09d59c27ebb2c427a91980973f9", "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\": -12.054865897986101, \"dd_pct\": -14.150210462634426, \"calmar\": -0.8524681225304013, \"cagr_pct\": -12.062603346492011, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.6986301369863015, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3341876272710564, \"sortino\": -1.5771050669044855}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 15.714709256072034, \"dd_pct\": -7.260324584904032, \"calmar\": 2.166057145064768, \"cagr_pct\": 15.726277942620776, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.144299458487783, \"sortino\": 2.6492751808864674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.5916600864887265, \"dd_pct\": -23.64511544287422, \"calmar\": 0.03286512478911115, \"cagr_pct\": 0.7770996696830004, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.838645418326693, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.12472392400484067, \"sortino\": 0.18438565296499615}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.742477491109742, \"dd_pct\": -19.692367209430074, \"calmar\": 0.07683131796923504, \"cagr_pct\": 1.5129905266346595, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.545696539485359, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17389080473265894, \"sortino\": 0.24804665476537102}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1.7654562310080335, \"dd_pct\": -14.150210462634426, \"calmar\": 0.02400511273849869, \"cagr_pct\": 0.33967739742902314, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.220159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08240772209641455, \"sortino\": 0.13808417840519457}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 6.5916600864887265, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -23.64511544287422, "% In Market": 2.838645418326693, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 8, "Fragile_1.0": 175, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a487211e6b3bbb7572b8a6b71d39dd8864a9c3529e30e0f75fe93c63e39431b4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -139.0, "i_trailing_stop_threshold": 45.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "e7a22529f9457a4e96906355844468ec42d19b00222f4c337d27a75d9dfe6def", "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\": -12.054865897986101, \"dd_pct\": -14.150210462634426, \"calmar\": -0.8524681225304013, \"cagr_pct\": -12.062603346492011, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 3.6986301369863015, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.3341876272710564, \"sortino\": -1.5771050669044855}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 15.714709256072034, \"dd_pct\": -7.260324584904032, \"calmar\": 2.166057145064768, \"cagr_pct\": 15.726277942620776, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 2.6027397260273974, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.144299458487783, \"sortino\": 2.6492751808864674}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 6.5916600864887265, \"dd_pct\": -23.64511544287422, \"calmar\": 0.03286512478911115, \"cagr_pct\": 0.7770996696830004, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 2.838645418326693, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.12472392400484067, \"sortino\": 0.18438565296499615}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 4.742477491109742, \"dd_pct\": -19.692367209430074, \"calmar\": 0.07683131796923504, \"cagr_pct\": 1.5129905266346595, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 5.545696539485359, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17389080473265894, \"sortino\": 0.24804665476537102}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1.7654562310080335, \"dd_pct\": -14.150210462634426, \"calmar\": 0.02400511273849869, \"cagr_pct\": 0.33967739742902314, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 1.220159151193634, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.08240772209641455, \"sortino\": 0.13808417840519457}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 12, "Total P&L %": 6.5916600864887265, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -23.64511544287422, "% In Market": 2.838645418326693, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 6, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 6, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 191, "source": "diagnostic_center", "Policy": "canonical", "center_id": "a487211e6b3bbb7572b8a6b71d39dd8864a9c3529e30e0f75fe93c63e39431b4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 530.0, "i_long_exit_activation_threshold": -270.0, "i_long_exit_activation_confirmation_threshold": -690.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "bfb4a7cc281ad4c871a13839f00676cb829d9e246ae3310f43725290741b2fc7", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 50, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37b074e61321f589f88a3ed70a50a2cff966bfeefb89d744d7c190fbbb94f054", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 529.0, "i_long_exit_activation_threshold": -270.0, "i_long_exit_activation_confirmation_threshold": -690.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "e8dc5f2cb17eb87ef00c555cee607cc92aa62264ad5b787854ce84100709672b", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 50, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37b074e61321f589f88a3ed70a50a2cff966bfeefb89d744d7c190fbbb94f054", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 529.95, "i_long_exit_activation_threshold": -270.0, "i_long_exit_activation_confirmation_threshold": -690.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "9154a177e5c9f7c387b6b72811ba98d8eba7cc7ec4a69248ff1a20f5199c9927", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 50, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37b074e61321f589f88a3ed70a50a2cff966bfeefb89d744d7c190fbbb94f054", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 530.05, "i_long_exit_activation_threshold": -270.0, "i_long_exit_activation_confirmation_threshold": -690.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "4292b280520abe4e4b01d4dd6b7ff26a99de98b2dfe8e8ef0dffeff7922106a7", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 50, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37b074e61321f589f88a3ed70a50a2cff966bfeefb89d744d7c190fbbb94f054", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 531.0, "i_long_exit_activation_threshold": -270.0, "i_long_exit_activation_confirmation_threshold": -690.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "fc63b038ae10f09d81de207eba3e3f9f317faf3baa3f283cb5e706ef030b0278", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 50, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37b074e61321f589f88a3ed70a50a2cff966bfeefb89d744d7c190fbbb94f054", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 530.0, "i_long_exit_activation_threshold": -271.0, "i_long_exit_activation_confirmation_threshold": -690.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "f4b9c4627884f12dc7051cb0bed663831dfb1f651efddb176cd48d0840ec5e0f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 55, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37b074e61321f589f88a3ed70a50a2cff966bfeefb89d744d7c190fbbb94f054", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 530.0, "i_long_exit_activation_threshold": -270.05, "i_long_exit_activation_confirmation_threshold": -690.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "c0b4691149d1d5a4c7fa9da3c00021d377237f06352b77c4cef06693ff1db37e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 50, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37b074e61321f589f88a3ed70a50a2cff966bfeefb89d744d7c190fbbb94f054", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 530.0, "i_long_exit_activation_threshold": -269.95, "i_long_exit_activation_confirmation_threshold": -690.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "b45780b931553edc944535020faf22588200a57538b8dc300d65ac81617aff94", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 48, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37b074e61321f589f88a3ed70a50a2cff966bfeefb89d744d7c190fbbb94f054", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 530.0, "i_long_exit_activation_threshold": -269.0, "i_long_exit_activation_confirmation_threshold": -690.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "444aa4591ab813a4b8145fb4260d1c7cf0779ea5b0d49d50a46c769d8ad141a1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 60, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37b074e61321f589f88a3ed70a50a2cff966bfeefb89d744d7c190fbbb94f054", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 530.0, "i_long_exit_activation_threshold": -270.0, "i_long_exit_activation_confirmation_threshold": -691.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "fa571162b8d8f125decf037b8959cd0adc21ab58a22bafdb400079beaa35660e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 50, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37b074e61321f589f88a3ed70a50a2cff966bfeefb89d744d7c190fbbb94f054", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 530.0, "i_long_exit_activation_threshold": -270.0, "i_long_exit_activation_confirmation_threshold": -690.05, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "597c8437e0965201139ac42c075bbfc4c2dcc113eabcaf2e756c15b83266d27d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 50, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37b074e61321f589f88a3ed70a50a2cff966bfeefb89d744d7c190fbbb94f054", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 530.0, "i_long_exit_activation_threshold": -270.0, "i_long_exit_activation_confirmation_threshold": -689.95, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "d306064140c8838226401743a93643341277eca598965155bc334999237ad283", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 50, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37b074e61321f589f88a3ed70a50a2cff966bfeefb89d744d7c190fbbb94f054", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 530.0, "i_long_exit_activation_threshold": -270.0, "i_long_exit_activation_confirmation_threshold": -689.0, "i_trailing_stop_threshold": 40.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "39351c3eb09626bbca51aaf2b7dd443de3a9883776f2730dac4d4933fc3bb26b", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 50, "source": "diagnostic_center", "Policy": "canonical", "center_id": "37b074e61321f589f88a3ed70a50a2cff966bfeefb89d744d7c190fbbb94f054", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -600.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "67787839160250bdf4522fb4a1d55b7989f3540300d1c3718f8e510f85c68843", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e54bcce9c2883a17922aafac58762fab290a097e3d068993f9231528dc85a8f0", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -601.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "584bee023c93f80be591595d7ca90feb9f358ea2c88398037362a49fa787f9a6", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e54bcce9c2883a17922aafac58762fab290a097e3d068993f9231528dc85a8f0", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -600.05, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "ef95ba3474624b2b7ef20eafd2d059a4a61d1b0ae2aa12b84e4e677b4e688903", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e54bcce9c2883a17922aafac58762fab290a097e3d068993f9231528dc85a8f0", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -599.95, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "d2aa3dbe4780b653fa2e2b3a157ae54c0b013d581f7736c65258c6ab31b93b56", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e54bcce9c2883a17922aafac58762fab290a097e3d068993f9231528dc85a8f0", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -599.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "5b5cab67e83a8111d8ee5232b65f675bb40eeaebc9489f83b0b97febf45d6159", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e54bcce9c2883a17922aafac58762fab290a097e3d068993f9231528dc85a8f0", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -600.0, "i_long_exit_activation_threshold": -91.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "51e99c3324f52bd134c883675567cfa40f3f3237687ae662fbfbe34aba487e45", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e54bcce9c2883a17922aafac58762fab290a097e3d068993f9231528dc85a8f0", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -600.0, "i_long_exit_activation_threshold": -90.05, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "df9f6e0082b50899323549ce91dab3be6018867489841f0bc374ccc7f192a1e2", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e54bcce9c2883a17922aafac58762fab290a097e3d068993f9231528dc85a8f0", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -600.0, "i_long_exit_activation_threshold": -89.95, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "96bd74d00a0a78f05e2099954137a1462920fcef66dfee444d4fdef698881051", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e54bcce9c2883a17922aafac58762fab290a097e3d068993f9231528dc85a8f0", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -600.0, "i_long_exit_activation_threshold": -89.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "93db331ed8c9aa6bc5b680026e7f2af7afcf702b78fe03a4b2d0ef03bb942f6a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 3, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e54bcce9c2883a17922aafac58762fab290a097e3d068993f9231528dc85a8f0", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -600.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 329.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "e0308eb2010ed7e4e5b0b81baabc271b720eeafe9adb950ec4e27767f50ae6cf", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e54bcce9c2883a17922aafac58762fab290a097e3d068993f9231528dc85a8f0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -600.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 329.95, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "a2990ddc9f98606c0be64dd303b7626dee8a1bf33041cc0f1b2d48cf7bbb1fea", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e54bcce9c2883a17922aafac58762fab290a097e3d068993f9231528dc85a8f0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -600.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 330.05, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "ded950c6380608d7577a907d4549fc32704d0a4f0ccaa630589f7911a550bea5", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e54bcce9c2883a17922aafac58762fab290a097e3d068993f9231528dc85a8f0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -600.0, "i_long_exit_activation_threshold": -90.0, "i_long_exit_activation_confirmation_threshold": 331.0, "i_trailing_stop_threshold": 15.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "b3a2724263f298ed15ab885f855632e6174a878a5f2b5a3fb20c41c3b3b0e496", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 4, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e54bcce9c2883a17922aafac58762fab290a097e3d068993f9231528dc85a8f0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -335.0, "i_long_exit_activation_threshold": -490.0, "i_long_exit_activation_confirmation_threshold": -300.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "9043a17562877a4dc020e4583affae94f28cb9d6c2d3383e767185dff29d24c7", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 65.91135116974431, \"dd_pct\": -29.51024924618605, \"calmar\": 2.2354570301225474, \"cagr_pct\": 65.9688941380552, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3702696544978359, \"sortino\": 2.0551500709891592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.04264590701583605, \"cagr_pct\": 1.5988017466229847, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.08964143426295, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17795940249977416, \"sortino\": 0.25452515792376423}, {\"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\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.06846794714934279, \"cagr_pct\": 2.566874083588146, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 24.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.22494937143918542, \"sortino\": 0.3217381216919922}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 13.974076049604566, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -37.49015693415287, "% In Market": 15.08964143426295, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7ce09967c8fb6ad873412a9769c6118c2c584524c24b28b5f77688356b758a3", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -336.0, "i_long_exit_activation_threshold": -490.0, "i_long_exit_activation_confirmation_threshold": -300.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "80599a7eecf9644a11638afd0f006c8cff7b2f1fc967693bcac0b7ec34e49365", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 65.91135116974431, \"dd_pct\": -29.51024924618605, \"calmar\": 2.2354570301225474, \"cagr_pct\": 65.9688941380552, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3702696544978359, \"sortino\": 2.0551500709891592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.04264590701583605, \"cagr_pct\": 1.5988017466229847, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.08964143426295, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17795940249977416, \"sortino\": 0.25452515792376423}, {\"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\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.06846794714934279, \"cagr_pct\": 2.566874083588146, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 24.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.22494937143918542, \"sortino\": 0.3217381216919922}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 13.974076049604566, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -37.49015693415287, "% In Market": 15.08964143426295, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7ce09967c8fb6ad873412a9769c6118c2c584524c24b28b5f77688356b758a3", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -335.05, "i_long_exit_activation_threshold": -490.0, "i_long_exit_activation_confirmation_threshold": -300.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "6a03839ba37cfb3f83bec919e835406f50cc708a88a9b68b5b0d4fd24ff7a7df", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 65.91135116974431, \"dd_pct\": -29.51024924618605, \"calmar\": 2.2354570301225474, \"cagr_pct\": 65.9688941380552, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3702696544978359, \"sortino\": 2.0551500709891592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.04264590701583605, \"cagr_pct\": 1.5988017466229847, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.08964143426295, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17795940249977416, \"sortino\": 0.25452515792376423}, {\"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\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.06846794714934279, \"cagr_pct\": 2.566874083588146, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 24.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.22494937143918542, \"sortino\": 0.3217381216919922}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 13.974076049604566, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -37.49015693415287, "% In Market": 15.08964143426295, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7ce09967c8fb6ad873412a9769c6118c2c584524c24b28b5f77688356b758a3", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -334.95, "i_long_exit_activation_threshold": -490.0, "i_long_exit_activation_confirmation_threshold": -300.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "96349e46ed8630169689b3e6cd6436b33ee4e8c76332130d73a4488477696a49", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 65.91135116974431, \"dd_pct\": -29.51024924618605, \"calmar\": 2.2354570301225474, \"cagr_pct\": 65.9688941380552, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3702696544978359, \"sortino\": 2.0551500709891592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.04264590701583605, \"cagr_pct\": 1.5988017466229847, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.08964143426295, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17795940249977416, \"sortino\": 0.25452515792376423}, {\"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\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.06846794714934279, \"cagr_pct\": 2.566874083588146, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 24.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.22494937143918542, \"sortino\": 0.3217381216919922}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 13.974076049604566, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -37.49015693415287, "% In Market": 15.08964143426295, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7ce09967c8fb6ad873412a9769c6118c2c584524c24b28b5f77688356b758a3", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -334.0, "i_long_exit_activation_threshold": -490.0, "i_long_exit_activation_confirmation_threshold": -300.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "2c03dacc0bda8042902f1d0833d9e4b1fb70bc5ca439b7412329cdc4d30d09b5", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 65.91135116974431, \"dd_pct\": -29.51024924618605, \"calmar\": 2.2354570301225474, \"cagr_pct\": 65.9688941380552, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3702696544978359, \"sortino\": 2.0551500709891592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.04264590701583605, \"cagr_pct\": 1.5988017466229847, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.08964143426295, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17795940249977416, \"sortino\": 0.25452515792376423}, {\"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\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.06846794714934279, \"cagr_pct\": 2.566874083588146, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 24.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.22494937143918542, \"sortino\": 0.3217381216919922}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 13.974076049604566, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -37.49015693415287, "% In Market": 15.08964143426295, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 21, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7ce09967c8fb6ad873412a9769c6118c2c584524c24b28b5f77688356b758a3", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -335.0, "i_long_exit_activation_threshold": -491.0, "i_long_exit_activation_confirmation_threshold": -300.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "51fb15d1a15aff34c5f9d3e78c4cdf9e244f49410a924d805039d468384253ba", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 65.91135116974431, \"dd_pct\": -29.51024924618605, \"calmar\": 2.2354570301225474, \"cagr_pct\": 65.9688941380552, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3702696544978359, \"sortino\": 2.0551500709891592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.04264590701583605, \"cagr_pct\": 1.5988017466229847, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.08964143426295, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17795940249977416, \"sortino\": 0.25452515792376423}, {\"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\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.06846794714934279, \"cagr_pct\": 2.566874083588146, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 24.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.22494937143918542, \"sortino\": 0.3217381216919922}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 13.974076049604566, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -37.49015693415287, "% In Market": 15.08964143426295, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7ce09967c8fb6ad873412a9769c6118c2c584524c24b28b5f77688356b758a3", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -335.0, "i_long_exit_activation_threshold": -490.05, "i_long_exit_activation_confirmation_threshold": -300.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "0d9d47308b4d077b8d4b9cd71ad44910bae99da89ff189a154807061c7e645dc", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 65.91135116974431, \"dd_pct\": -29.51024924618605, \"calmar\": 2.2354570301225474, \"cagr_pct\": 65.9688941380552, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3702696544978359, \"sortino\": 2.0551500709891592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.04264590701583605, \"cagr_pct\": 1.5988017466229847, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.08964143426295, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17795940249977416, \"sortino\": 0.25452515792376423}, {\"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\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.06846794714934279, \"cagr_pct\": 2.566874083588146, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 24.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.22494937143918542, \"sortino\": 0.3217381216919922}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 13.974076049604566, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -37.49015693415287, "% In Market": 15.08964143426295, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7ce09967c8fb6ad873412a9769c6118c2c584524c24b28b5f77688356b758a3", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -335.0, "i_long_exit_activation_threshold": -489.95, "i_long_exit_activation_confirmation_threshold": -300.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "4f6f05c7a98bdc658460878492e1bde06da288c7be7e26aba18aa7d26b9bded6", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 65.91135116974431, \"dd_pct\": -29.51024924618605, \"calmar\": 2.2354570301225474, \"cagr_pct\": 65.9688941380552, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3702696544978359, \"sortino\": 2.0551500709891592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.04264590701583605, \"cagr_pct\": 1.5988017466229847, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.08964143426295, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17795940249977416, \"sortino\": 0.25452515792376423}, {\"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\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.06846794714934279, \"cagr_pct\": 2.566874083588146, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 24.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.22494937143918542, \"sortino\": 0.3217381216919922}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 13.974076049604566, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -37.49015693415287, "% In Market": 15.08964143426295, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7ce09967c8fb6ad873412a9769c6118c2c584524c24b28b5f77688356b758a3", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -335.0, "i_long_exit_activation_threshold": -489.0, "i_long_exit_activation_confirmation_threshold": -300.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "aa304f08a34e59812cc323a44647c9483857beabf5fb843bc7e561c8a4cdf86d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 65.91135116974431, \"dd_pct\": -29.51024924618605, \"calmar\": 2.2354570301225474, \"cagr_pct\": 65.9688941380552, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3702696544978359, \"sortino\": 2.0551500709891592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.04264590701583605, \"cagr_pct\": 1.5988017466229847, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.08964143426295, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17795940249977416, \"sortino\": 0.25452515792376423}, {\"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\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.06846794714934279, \"cagr_pct\": 2.566874083588146, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 24.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.22494937143918542, \"sortino\": 0.3217381216919922}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 13.974076049604566, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -37.49015693415287, "% In Market": 15.08964143426295, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7ce09967c8fb6ad873412a9769c6118c2c584524c24b28b5f77688356b758a3", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -335.0, "i_long_exit_activation_threshold": -490.0, "i_long_exit_activation_confirmation_threshold": -301.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "361a30021c4467eb6ac01aa1fa4c659b547968a15862a321c3b505f2ea125a77", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 65.91135116974431, \"dd_pct\": -29.51024924618605, \"calmar\": 2.2354570301225474, \"cagr_pct\": 65.9688941380552, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3702696544978359, \"sortino\": 2.0551500709891592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.04264590701583605, \"cagr_pct\": 1.5988017466229847, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.08964143426295, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17795940249977416, \"sortino\": 0.25452515792376423}, {\"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\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.06846794714934279, \"cagr_pct\": 2.566874083588146, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 24.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.22494937143918542, \"sortino\": 0.3217381216919922}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 13.974076049604566, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -37.49015693415287, "% In Market": 15.08964143426295, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7ce09967c8fb6ad873412a9769c6118c2c584524c24b28b5f77688356b758a3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -335.0, "i_long_exit_activation_threshold": -490.0, "i_long_exit_activation_confirmation_threshold": -300.05, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "0c6a7c52571bc9c32f04ccbbdd29723ae30d3c6a5f5cec463762a4f4e8a08ef0", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 65.91135116974431, \"dd_pct\": -29.51024924618605, \"calmar\": 2.2354570301225474, \"cagr_pct\": 65.9688941380552, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3702696544978359, \"sortino\": 2.0551500709891592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.04264590701583605, \"cagr_pct\": 1.5988017466229847, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.08964143426295, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17795940249977416, \"sortino\": 0.25452515792376423}, {\"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\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.06846794714934279, \"cagr_pct\": 2.566874083588146, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 24.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.22494937143918542, \"sortino\": 0.3217381216919922}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 13.974076049604566, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -37.49015693415287, "% In Market": 15.08964143426295, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 19, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7ce09967c8fb6ad873412a9769c6118c2c584524c24b28b5f77688356b758a3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -335.0, "i_long_exit_activation_threshold": -490.0, "i_long_exit_activation_confirmation_threshold": -299.95, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "56c65c9863b21861c40f875196ba13dd3e915279c0fb3d592c169017d7e300a1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 65.91135116974431, \"dd_pct\": -29.51024924618605, \"calmar\": 2.2354570301225474, \"cagr_pct\": 65.9688941380552, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3702696544978359, \"sortino\": 2.0551500709891592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.04264590701583605, \"cagr_pct\": 1.5988017466229847, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.08964143426295, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17795940249977416, \"sortino\": 0.25452515792376423}, {\"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\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.06846794714934279, \"cagr_pct\": 2.566874083588146, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 24.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.22494937143918542, \"sortino\": 0.3217381216919922}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 13.974076049604566, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -37.49015693415287, "% In Market": 15.08964143426295, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7ce09967c8fb6ad873412a9769c6118c2c584524c24b28b5f77688356b758a3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -335.0, "i_long_exit_activation_threshold": -490.0, "i_long_exit_activation_confirmation_threshold": -299.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "0ef7d2321887ff786ad83c614e4bf2e21942df0ebe660a833f1c2fecf17d27d9", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 65.91135116974431, \"dd_pct\": -29.51024924618605, \"calmar\": 2.2354570301225474, \"cagr_pct\": 65.9688941380552, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 90.89041095890411, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3702696544978359, \"sortino\": 2.0551500709891592}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.304232503659456, \"dd_pct\": -37.490156934152864, \"calmar\": -1.591801255447579, \"cagr_pct\": -59.67687887471129, \"entries\": 0, \"exits\": 1, \"exposure_pct\": 81.29139072847681, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9882947065345757, \"sortino\": -2.54237722719182}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.04264590701583605, \"cagr_pct\": 1.5988017466229847, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 15.08964143426295, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.17795940249977416, \"sortino\": 0.25452515792376423}, {\"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\": 13.974076049604566, \"dd_pct\": -37.49015693415287, \"calmar\": 0.06846794714934279, \"cagr_pct\": 2.566874083588146, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 24.111405835543767, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.22494937143918542, \"sortino\": 0.3217381216919922}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 1, "Total P&L %": 13.974076049604566, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": -37.49015693415287, "% In Market": 15.08964143426295, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 1, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "f7ce09967c8fb6ad873412a9769c6118c2c584524c24b28b5f77688356b758a3", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 505.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -480.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "2099bc7922a68eed89d810c86fc99564e0db679ee806804616d4c3995fdb28cd", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d1495c0495ffb1e40d8e17a7ff0696853482ba3ee2f23ac9f25c017816976198", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 504.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -480.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "2126658e29c5f2017e6f56c873fa241186eb93d08e7b0da35c64bc7966c18985", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d1495c0495ffb1e40d8e17a7ff0696853482ba3ee2f23ac9f25c017816976198", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 504.95, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -480.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "62aeae03356ff65662c49eb9228305535d81816a5d65d32ffd8c0e5c90c97e8c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d1495c0495ffb1e40d8e17a7ff0696853482ba3ee2f23ac9f25c017816976198", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 505.05, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -480.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "20fa8e21fa7dd1f50e3b1cdc7a6164bee90ed1d9f8c049c041fcf60c9f56997e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d1495c0495ffb1e40d8e17a7ff0696853482ba3ee2f23ac9f25c017816976198", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 506.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -480.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "ebd961da3ed97a1e31d575eeaa9bb3850dee8ff2e9e4f497a6d7f22ea4534ced", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d1495c0495ffb1e40d8e17a7ff0696853482ba3ee2f23ac9f25c017816976198", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 505.0, "i_long_exit_activation_threshold": -131.0, "i_long_exit_activation_confirmation_threshold": -480.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "5a51a0f20f170122b44dcc49030ac418a31e987354a0b74c9538e56467a8adce", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 59, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d1495c0495ffb1e40d8e17a7ff0696853482ba3ee2f23ac9f25c017816976198", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 505.0, "i_long_exit_activation_threshold": -130.05, "i_long_exit_activation_confirmation_threshold": -480.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "2a118730f64dad8e2cfd89fb675beb6f58fae5712618fc2af10d4d97eced6ddc", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 51, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d1495c0495ffb1e40d8e17a7ff0696853482ba3ee2f23ac9f25c017816976198", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 505.0, "i_long_exit_activation_threshold": -129.95, "i_long_exit_activation_confirmation_threshold": -480.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "bb94d9100e4a8600342d69ee41e8b1667e1158245bbd88812aa77ce20bacf5a8", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 56, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d1495c0495ffb1e40d8e17a7ff0696853482ba3ee2f23ac9f25c017816976198", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 505.0, "i_long_exit_activation_threshold": -129.0, "i_long_exit_activation_confirmation_threshold": -480.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "4ce3f454210ab9250be1d5d397c5bda2445a161c9b3371bba1916fc99dde225f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 50, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d1495c0495ffb1e40d8e17a7ff0696853482ba3ee2f23ac9f25c017816976198", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 505.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -481.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "6d14a1315bb4c9cbc0feb8156355ab3258cbe77923076b6bdf52b84f1002e0da", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d1495c0495ffb1e40d8e17a7ff0696853482ba3ee2f23ac9f25c017816976198", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 505.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -480.05, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "027247a3a055f09123bd1fee3d1fe20233b74a71f9b32ac4d20f3f3ab523b16a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d1495c0495ffb1e40d8e17a7ff0696853482ba3ee2f23ac9f25c017816976198", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 505.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -479.95, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "081fbd0b6984628c4f84ae4d2c3e690c055a9a35d992018da360029ebc5b3d77", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d1495c0495ffb1e40d8e17a7ff0696853482ba3ee2f23ac9f25c017816976198", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 505.0, "i_long_exit_activation_threshold": -130.0, "i_long_exit_activation_confirmation_threshold": -479.0, "i_trailing_stop_threshold": 85.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "54ed27e5b62659d6bb2b9f3cff6bd952c807c981ace9fc09075f99620ac93041", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "d1495c0495ffb1e40d8e17a7ff0696853482ba3ee2f23ac9f25c017816976198", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 135.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": -230.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "587700c6fa0a66845c053c96d1da692d08a8e88ca8af53f84b264cb2e12c762d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 10, "Fragile_1.0": 176, "source": "diagnostic_center", "Policy": "canonical", "center_id": "066b3bb7afbd8521059e24d106ee6a8f667867131b37fd0ceb7700e9e0caca06", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 134.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": -230.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "290ed870060d767cb577d56cf5ec3db9239e3b8cfbae35bda855af390fb9a076", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 10, "Fragile_1.0": 176, "source": "diagnostic_center", "Policy": "canonical", "center_id": "066b3bb7afbd8521059e24d106ee6a8f667867131b37fd0ceb7700e9e0caca06", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 134.95, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": -230.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "8c866b7b85689d57806baf0ab2dd487b0138421ac836b2fb5f02bf122b481f71", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 10, "Fragile_1.0": 176, "source": "diagnostic_center", "Policy": "canonical", "center_id": "066b3bb7afbd8521059e24d106ee6a8f667867131b37fd0ceb7700e9e0caca06", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 135.05, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": -230.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "392700b902948dc508b47afaebac20feaa791c857a23fc6b6386ec9f49f41442", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 10, "Fragile_1.0": 176, "source": "diagnostic_center", "Policy": "canonical", "center_id": "066b3bb7afbd8521059e24d106ee6a8f667867131b37fd0ceb7700e9e0caca06", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 136.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": -230.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "81c0a406caa843a4e1681909f0b425fc028ae5e84b04074d20abc3bcf629613e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 10, "Fragile_1.0": 176, "source": "diagnostic_center", "Policy": "canonical", "center_id": "066b3bb7afbd8521059e24d106ee6a8f667867131b37fd0ceb7700e9e0caca06", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 135.0, "i_long_exit_activation_threshold": -651.0, "i_long_exit_activation_confirmation_threshold": -230.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "96eff5e772bb082b85e1bb784c36c8495bd9c1a57884c653488e1081abb72409", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 10, "Fragile_1.0": 176, "source": "diagnostic_center", "Policy": "canonical", "center_id": "066b3bb7afbd8521059e24d106ee6a8f667867131b37fd0ceb7700e9e0caca06", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 135.0, "i_long_exit_activation_threshold": -650.05, "i_long_exit_activation_confirmation_threshold": -230.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "e23f49e1a92697c3dec109629d0d730d991b8bd30fd00749d9c39da5fb83c604", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 10, "Fragile_1.0": 176, "source": "diagnostic_center", "Policy": "canonical", "center_id": "066b3bb7afbd8521059e24d106ee6a8f667867131b37fd0ceb7700e9e0caca06", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 135.0, "i_long_exit_activation_threshold": -649.95, "i_long_exit_activation_confirmation_threshold": -230.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "2a2b1efc1297086284c5efa18a0cb7ea685a7a9873e14b0707800896136b8769", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 10, "Fragile_1.0": 176, "source": "diagnostic_center", "Policy": "canonical", "center_id": "066b3bb7afbd8521059e24d106ee6a8f667867131b37fd0ceb7700e9e0caca06", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 135.0, "i_long_exit_activation_threshold": -649.0, "i_long_exit_activation_confirmation_threshold": -230.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "286f49d9f4bd818480db5f350fdf88edd4de2e879df4848bb1668fa2ac8c0b6a", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 10, "Fragile_1.0": 176, "source": "diagnostic_center", "Policy": "canonical", "center_id": "066b3bb7afbd8521059e24d106ee6a8f667867131b37fd0ceb7700e9e0caca06", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 135.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": -231.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "b995acd0a2f58fc3e053c68168af3f9107119a5dc893b9fbceb0f59dc830b482", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 11, "Fragile_1.0": 166, "source": "diagnostic_center", "Policy": "canonical", "center_id": "066b3bb7afbd8521059e24d106ee6a8f667867131b37fd0ceb7700e9e0caca06", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 135.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": -230.05, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "ac87a2c1cb12d03124d9937b2d48be126a2622af6678ccf3653d5ce875684590", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 10, "Fragile_1.0": 180, "source": "diagnostic_center", "Policy": "canonical", "center_id": "066b3bb7afbd8521059e24d106ee6a8f667867131b37fd0ceb7700e9e0caca06", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 135.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": -229.95, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "55fb645a8440374c391a221cd58353dd6fcb76d7d4079187c43b58a54c3b5125", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 14, "Fragile_1.0": 178, "source": "diagnostic_center", "Policy": "canonical", "center_id": "066b3bb7afbd8521059e24d106ee6a8f667867131b37fd0ceb7700e9e0caca06", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": 135.0, "i_long_exit_activation_threshold": -650.0, "i_long_exit_activation_confirmation_threshold": -229.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "b87acb88fac6f1f748c1a224d4ca97d26001d3f4ef3d0d6ae768a2dfd49b4910", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 9, "Fragile_1.0": 188, "source": "diagnostic_center", "Policy": "canonical", "center_id": "066b3bb7afbd8521059e24d106ee6a8f667867131b37fd0ceb7700e9e0caca06", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -700.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "77c93ae36edc46339cca22a68d6ff2d8229db79655084917f8b1d3592e172389", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 73, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bbe184abe9d0d63452c556e96d5ce68cc4996df79bb0b0315925d3592300c45e", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -536.0, "i_long_exit_activation_threshold": -700.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "efa0f8fb63709576002a77cf48f5a3d773e1e65566799c96ed3fa9e4b832c5be", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 73, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bbe184abe9d0d63452c556e96d5ce68cc4996df79bb0b0315925d3592300c45e", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -535.05, "i_long_exit_activation_threshold": -700.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "fabf7f77b0d7fbba85431e98628d479c37ae35fbcf85e5991a06d977ca4c68b5", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 73, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bbe184abe9d0d63452c556e96d5ce68cc4996df79bb0b0315925d3592300c45e", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -534.95, "i_long_exit_activation_threshold": -700.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "037666539c349c3a600845fb84c3ab3445eabbced362b5cb52f2dbd9abcad4ee", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 73, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bbe184abe9d0d63452c556e96d5ce68cc4996df79bb0b0315925d3592300c45e", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -534.0, "i_long_exit_activation_threshold": -700.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "211acd8928b2b2e2d0afdc98c9ea60a1cd47bce9e26a715a4ffc70db35b7dff4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 73, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bbe184abe9d0d63452c556e96d5ce68cc4996df79bb0b0315925d3592300c45e", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -701.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "da3f0a40ffc2231a1228238d1ba95775bf9054f79db7ceeef4ce8bd510b26339", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 73, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bbe184abe9d0d63452c556e96d5ce68cc4996df79bb0b0315925d3592300c45e", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -700.05, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "77a3260de54b3430eb84dde68ae6e50732b68e435b23816af26a5bbc79151140", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 73, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bbe184abe9d0d63452c556e96d5ce68cc4996df79bb0b0315925d3592300c45e", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -699.95, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "fffe819dd06893037c8dba9d522a53daf9d77939f76166173782a975537f89e8", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 73, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bbe184abe9d0d63452c556e96d5ce68cc4996df79bb0b0315925d3592300c45e", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -699.0, "i_long_exit_activation_confirmation_threshold": -140.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "a1fe3a43ac980df54eb468cb19f36428ac17e3587ec97074d4640adf1c7cd816", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 73, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bbe184abe9d0d63452c556e96d5ce68cc4996df79bb0b0315925d3592300c45e", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -700.0, "i_long_exit_activation_confirmation_threshold": -141.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "b8aa02ed03d30974954abd81721dfb6b76291f8ac987f711321112c90e71ec5e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 68, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bbe184abe9d0d63452c556e96d5ce68cc4996df79bb0b0315925d3592300c45e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -700.0, "i_long_exit_activation_confirmation_threshold": -140.05, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "27b5677b7838f9f5f88c4276887ad4b5aae9fd9f34fa70e0f8310e4766f77e37", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 72, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bbe184abe9d0d63452c556e96d5ce68cc4996df79bb0b0315925d3592300c45e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -700.0, "i_long_exit_activation_confirmation_threshold": -139.95, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "4035a1d80a7f19fd8d903127de05d47cd84c1de38f97a9059300876b02db2a35", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 73, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bbe184abe9d0d63452c556e96d5ce68cc4996df79bb0b0315925d3592300c45e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -535.0, "i_long_exit_activation_threshold": -700.0, "i_long_exit_activation_confirmation_threshold": -139.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "3f6d2fd32bc23961553673f6aa4bb807c516f373b8e6307ce121d960442f7c2d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 89, "source": "diagnostic_center", "Policy": "canonical", "center_id": "bbe184abe9d0d63452c556e96d5ce68cc4996df79bb0b0315925d3592300c45e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "3714e9a72157f7f4757bf4e4823339f5d59bf6dcf4a586f87da83cdf8fe56dc4", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "29dcae79de8cbb05c0fe405925125eb1207ca745eafb1051c059d21f52343bf4", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -61.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "b45a27b8cb6aeed1d02bec88c1e3da59a5207afa2b76e34a14c132e20308517c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "29dcae79de8cbb05c0fe405925125eb1207ca745eafb1051c059d21f52343bf4", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -60.05, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "08fc4faddf75604f85b1cebbb8ce3df86a2efdcaec6a6b65f71b593c62b4e87d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "29dcae79de8cbb05c0fe405925125eb1207ca745eafb1051c059d21f52343bf4", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -59.95, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "e2d15bd5c32d87d90b2aea187fe0477fc13e9f46657348001c500320c3bcfb92", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "29dcae79de8cbb05c0fe405925125eb1207ca745eafb1051c059d21f52343bf4", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -59.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "f481c26246f2e96290bf4eb2daaf25c9c2f7fd8642d653c666ae0bea5e1875d3", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "29dcae79de8cbb05c0fe405925125eb1207ca745eafb1051c059d21f52343bf4", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 629.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "577f6c1a1e5a26a7a4ce01d3627f743d4c20cccacfff35611cdcee786972dbac", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "29dcae79de8cbb05c0fe405925125eb1207ca745eafb1051c059d21f52343bf4", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 629.95, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "9fc359343432ec0d36ec1d4902519ef73e1f752ca0a59c3d169206eb8fb95bec", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "29dcae79de8cbb05c0fe405925125eb1207ca745eafb1051c059d21f52343bf4", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 630.05, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "ea8feaa5b87e5770684f80ffce3c8ece689826e7cfb84bf5ee0691b3e833084d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "29dcae79de8cbb05c0fe405925125eb1207ca745eafb1051c059d21f52343bf4", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 631.0, "i_long_exit_activation_confirmation_threshold": 730.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "d338db96080cd05fbaf883121e93015ca06f73006daf4eafe4fa4a1ae0ea4396", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "29dcae79de8cbb05c0fe405925125eb1207ca745eafb1051c059d21f52343bf4", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 729.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "6d454cc11697c9a9b7e35c02c118b1a96457edb13c302a2adfe61ea5e72ba7ae", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "29dcae79de8cbb05c0fe405925125eb1207ca745eafb1051c059d21f52343bf4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 729.95, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "5dafd1101e475af7f07f41948ff07f490cba73f7186c284f8893dd440181ea6f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "29dcae79de8cbb05c0fe405925125eb1207ca745eafb1051c059d21f52343bf4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 730.05, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "0411693f8c975369ddeb482d3f8edaa891b7b97ef0a11055c19f4c4523e0be31", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "29dcae79de8cbb05c0fe405925125eb1207ca745eafb1051c059d21f52343bf4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -60.0, "i_long_exit_activation_threshold": 630.0, "i_long_exit_activation_confirmation_threshold": 731.0, "i_trailing_stop_threshold": 55.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "b7014d36f401a69e2c0150a7a48e3a3d6fbc65920852c8a39a59b1bdb30efd02", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 1, "source": "diagnostic_center", "Policy": "canonical", "center_id": "29dcae79de8cbb05c0fe405925125eb1207ca745eafb1051c059d21f52343bf4", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -505.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -180.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "0dc025fa11f34e9a0745d9011356ad488ed9d9360a14b278d2ddcd0012d2ffe8", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 13, "Fragile_1.0": 224, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5f6461131263ebf37cd8646e8580fb242dd99c6d8efb688ea990aa723c8da611", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -506.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -180.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "e06ba907387eaf45bfcfa7143a612c05348f13e6984874b5e1df84f34ca05f1e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 13, "Fragile_1.0": 224, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5f6461131263ebf37cd8646e8580fb242dd99c6d8efb688ea990aa723c8da611", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -505.05, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -180.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "cd7c30e57e810cbf9dafd370d1fc9a1e7a323190d8b42e6327751b6d6b2bf34f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 13, "Fragile_1.0": 224, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5f6461131263ebf37cd8646e8580fb242dd99c6d8efb688ea990aa723c8da611", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -504.95, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -180.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "8440609ed1a93e96105caf290f374a35289b399ae9ffe26688062a5ed1def64e", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 13, "Fragile_1.0": 224, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5f6461131263ebf37cd8646e8580fb242dd99c6d8efb688ea990aa723c8da611", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -504.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -180.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "a98817c9fef86add488260de895fe9d493acbfe9aa461b754d9f87fe9a7fc7e7", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 13, "Fragile_1.0": 224, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5f6461131263ebf37cd8646e8580fb242dd99c6d8efb688ea990aa723c8da611", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -505.0, "i_long_exit_activation_threshold": -11.0, "i_long_exit_activation_confirmation_threshold": -180.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "6037b5350ec176fc36d617b0be90d39de970334ce77c28f070fac9f31da73275", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 13, "Fragile_1.0": 224, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5f6461131263ebf37cd8646e8580fb242dd99c6d8efb688ea990aa723c8da611", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -505.0, "i_long_exit_activation_threshold": -10.05, "i_long_exit_activation_confirmation_threshold": -180.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "189c403ecd41a27389d6b05200ac239b98ed47ded89e63d4e41e2b9ca75430d1", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 13, "Fragile_1.0": 224, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5f6461131263ebf37cd8646e8580fb242dd99c6d8efb688ea990aa723c8da611", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -505.0, "i_long_exit_activation_threshold": -9.95, "i_long_exit_activation_confirmation_threshold": -180.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "2f33224104af4d0f5eb88ccc95e40fe4d472f9441426bd4f37688cd703e6b7b9", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 13, "Fragile_1.0": 224, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5f6461131263ebf37cd8646e8580fb242dd99c6d8efb688ea990aa723c8da611", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -505.0, "i_long_exit_activation_threshold": -9.0, "i_long_exit_activation_confirmation_threshold": -180.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "02c6f43a071e31e66a872e23c3cd47b2de8beecca866ef13f0a2268cf966b18d", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 13, "Fragile_1.0": 224, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5f6461131263ebf37cd8646e8580fb242dd99c6d8efb688ea990aa723c8da611", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -505.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -181.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "a63ee326389ce4a507a797138600b045e03f6e7a5038844e17114fa60837aa95", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 9, "Fragile_1.0": 216, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5f6461131263ebf37cd8646e8580fb242dd99c6d8efb688ea990aa723c8da611", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -505.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -180.05, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "c747caf72d6c830dd15926de5e84b3b2704c77e895d6399698475e05b1d9c216", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 11, "Fragile_1.0": 220, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5f6461131263ebf37cd8646e8580fb242dd99c6d8efb688ea990aa723c8da611", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -505.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -179.95, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "30c98f23cd63d3b3c6aebfe24a4a654ac066e73d14a82268a47dba3dc76cf542", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 225, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5f6461131263ebf37cd8646e8580fb242dd99c6d8efb688ea990aa723c8da611", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -505.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -179.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "72b96e5f26a8b0a52742a97bfa6c2766fe7516b9bfcd434b06e0e6357352b737", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 14, "Fragile_1.0": 219, "source": "diagnostic_center", "Policy": "canonical", "center_id": "5f6461131263ebf37cd8646e8580fb242dd99c6d8efb688ea990aa723c8da611", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "4a1ae403799b529cff8d4f928bb785461f7860a1012113adcd44270a7b7498ca", "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}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 2846.9437410909486, "Sharpe Ratio": 1.342938026699569, "Sortino Ratio": 2.0677926103137656, "Calmar Ratio": 1.0044889721329684, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.49762223079578, "% In Market": 40.52124833997344, "Composite": 3.608975612678208, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6092477710683875, "Sub1_Sortino": 1.3904056971973187, "Sub1_Trades": 19, "Sub2_Calmar": 2.7670594892320834, "Sub2_Sortino": 2.5076197598348493, "Sub2_Trades": 40, "WFO_Score": 3.217764414123325, "WFO_Min_Fold": 2.9371996065310975, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.9372, 3.498329]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9a744afd0a194d75f6fbac1c2dea37376d58f3bdc851bd2e15470cbaa687968c", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 89.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "493bcca81a36e0ab36c2b6bafbb181a5c2ae3ad470f03348052416d34dd201f4", "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}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 2846.9437410909486, "Sharpe Ratio": 1.342938026699569, "Sortino Ratio": 2.0677926103137656, "Calmar Ratio": 1.0044889721329684, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.49762223079578, "% In Market": 40.52124833997344, "Composite": 3.608975612678208, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6092477710683875, "Sub1_Sortino": 1.3904056971973187, "Sub1_Trades": 19, "Sub2_Calmar": 2.7670594892320834, "Sub2_Sortino": 2.5076197598348493, "Sub2_Trades": 40, "WFO_Score": 3.217764414123325, "WFO_Min_Fold": 2.9371996065310975, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.9372, 3.498329]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9a744afd0a194d75f6fbac1c2dea37376d58f3bdc851bd2e15470cbaa687968c", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 89.95, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "749b812123470667f01ac3acfedd8225b71fe01a262f227806439c10d3fc773a", "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}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 2846.9437410909486, "Sharpe Ratio": 1.342938026699569, "Sortino Ratio": 2.0677926103137656, "Calmar Ratio": 1.0044889721329684, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.49762223079578, "% In Market": 40.52124833997344, "Composite": 3.608975612678208, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6092477710683875, "Sub1_Sortino": 1.3904056971973187, "Sub1_Trades": 19, "Sub2_Calmar": 2.7670594892320834, "Sub2_Sortino": 2.5076197598348493, "Sub2_Trades": 40, "WFO_Score": 3.217764414123325, "WFO_Min_Fold": 2.9371996065310975, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.9372, 3.498329]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9a744afd0a194d75f6fbac1c2dea37376d58f3bdc851bd2e15470cbaa687968c", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.05, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "2f3e2012fe1b616ac556c70788a45b8ce646bde8e751d0db37f9dbb2367412a9", "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}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 2846.9437410909486, "Sharpe Ratio": 1.342938026699569, "Sortino Ratio": 2.0677926103137656, "Calmar Ratio": 1.0044889721329684, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.49762223079578, "% In Market": 40.52124833997344, "Composite": 3.608975612678208, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6092477710683875, "Sub1_Sortino": 1.3904056971973187, "Sub1_Trades": 19, "Sub2_Calmar": 2.7670594892320834, "Sub2_Sortino": 2.5076197598348493, "Sub2_Trades": 40, "WFO_Score": 3.217764414123325, "WFO_Min_Fold": 2.9371996065310975, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.9372, 3.498329]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9a744afd0a194d75f6fbac1c2dea37376d58f3bdc851bd2e15470cbaa687968c", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 91.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "bc3ee63343b191078152c7a0837181b3572195820af7e073a90beb1c770cec22", "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}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 2846.9437410909486, "Sharpe Ratio": 1.342938026699569, "Sortino Ratio": 2.0677926103137656, "Calmar Ratio": 1.0044889721329684, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.49762223079578, "% In Market": 40.52124833997344, "Composite": 3.608975612678208, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6092477710683875, "Sub1_Sortino": 1.3904056971973187, "Sub1_Trades": 19, "Sub2_Calmar": 2.7670594892320834, "Sub2_Sortino": 2.5076197598348493, "Sub2_Trades": 40, "WFO_Score": 3.217764414123325, "WFO_Min_Fold": 2.9371996065310975, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.9372, 3.498329]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 13, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9a744afd0a194d75f6fbac1c2dea37376d58f3bdc851bd2e15470cbaa687968c", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 209.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "6309c5e1eb8b1594dcb7e345c6ffb47e19061c608a1c144b30f3bb83301f123e", "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}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 2846.9437410909486, "Sharpe Ratio": 1.342938026699569, "Sortino Ratio": 2.0677926103137656, "Calmar Ratio": 1.0044889721329684, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.49762223079578, "% In Market": 40.52124833997344, "Composite": 3.608975612678208, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6092477710683875, "Sub1_Sortino": 1.3904056971973187, "Sub1_Trades": 19, "Sub2_Calmar": 2.7670594892320834, "Sub2_Sortino": 2.5076197598348493, "Sub2_Trades": 40, "WFO_Score": 3.217764414123325, "WFO_Min_Fold": 2.9371996065310975, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.9372, 3.498329]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9a744afd0a194d75f6fbac1c2dea37376d58f3bdc851bd2e15470cbaa687968c", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 209.95, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "c1c40283dd6ac1b2bac65cdbdfbe23a7500518ea45e597a4212cea0e64bc1211", "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}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 2846.9437410909486, "Sharpe Ratio": 1.342938026699569, "Sortino Ratio": 2.0677926103137656, "Calmar Ratio": 1.0044889721329684, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.49762223079578, "% In Market": 40.52124833997344, "Composite": 3.608975612678208, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6092477710683875, "Sub1_Sortino": 1.3904056971973187, "Sub1_Trades": 19, "Sub2_Calmar": 2.7670594892320834, "Sub2_Sortino": 2.5076197598348493, "Sub2_Trades": 40, "WFO_Score": 3.217764414123325, "WFO_Min_Fold": 2.9371996065310975, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.9372, 3.498329]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9a744afd0a194d75f6fbac1c2dea37376d58f3bdc851bd2e15470cbaa687968c", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 210.05, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "27575777d526178ed9a5916d24a4f8a680a434de6bfa562e716181d18f8c9d4d", "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}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 2846.9437410909486, "Sharpe Ratio": 1.342938026699569, "Sortino Ratio": 2.0677926103137656, "Calmar Ratio": 1.0044889721329684, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.49762223079578, "% In Market": 40.52124833997344, "Composite": 3.608975612678208, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6092477710683875, "Sub1_Sortino": 1.3904056971973187, "Sub1_Trades": 19, "Sub2_Calmar": 2.7670594892320834, "Sub2_Sortino": 2.5076197598348493, "Sub2_Trades": 40, "WFO_Score": 3.217764414123325, "WFO_Min_Fold": 2.9371996065310975, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.9372, 3.498329]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9a744afd0a194d75f6fbac1c2dea37376d58f3bdc851bd2e15470cbaa687968c", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 211.0, "i_long_exit_activation_confirmation_threshold": -260.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "fdf650e32340412f43c0521d9f7975f3e9c86475a3c72ae302f55a7959426dfe", "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}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 2846.9437410909486, "Sharpe Ratio": 1.342938026699569, "Sortino Ratio": 2.0677926103137656, "Calmar Ratio": 1.0044889721329684, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.49762223079578, "% In Market": 40.52124833997344, "Composite": 3.608975612678208, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6092477710683875, "Sub1_Sortino": 1.3904056971973187, "Sub1_Trades": 19, "Sub2_Calmar": 2.7670594892320834, "Sub2_Sortino": 2.5076197598348493, "Sub2_Trades": 40, "WFO_Score": 3.217764414123325, "WFO_Min_Fold": 2.9371996065310975, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.9372, 3.498329]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9a744afd0a194d75f6fbac1c2dea37376d58f3bdc851bd2e15470cbaa687968c", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -261.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "83f37e1bff70087c2df419ffca29c746cc0a7ca9060da3ec076ece1487fd88b3", "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}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 2846.9437410909486, "Sharpe Ratio": 1.342938026699569, "Sortino Ratio": 2.0677926103137656, "Calmar Ratio": 1.0044889721329684, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.49762223079578, "% In Market": 40.52124833997344, "Composite": 3.608975612678208, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6092477710683875, "Sub1_Sortino": 1.3904056971973187, "Sub1_Trades": 19, "Sub2_Calmar": 2.7670594892320834, "Sub2_Sortino": 2.5076197598348493, "Sub2_Trades": 40, "WFO_Score": 3.217764414123325, "WFO_Min_Fold": 2.9371996065310975, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.9372, 3.498329]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9a744afd0a194d75f6fbac1c2dea37376d58f3bdc851bd2e15470cbaa687968c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -260.05, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "c9299e11f77fe290767c5c5a0ce52c4b8546e5c00444a2879c628aec55c77f3b", "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}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 2846.9437410909486, "Sharpe Ratio": 1.342938026699569, "Sortino Ratio": 2.0677926103137656, "Calmar Ratio": 1.0044889721329684, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.49762223079578, "% In Market": 40.52124833997344, "Composite": 3.608975612678208, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6092477710683875, "Sub1_Sortino": 1.3904056971973187, "Sub1_Trades": 19, "Sub2_Calmar": 2.7670594892320834, "Sub2_Sortino": 2.5076197598348493, "Sub2_Trades": 40, "WFO_Score": 3.217764414123325, "WFO_Min_Fold": 2.9371996065310975, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.9372, 3.498329]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9a744afd0a194d75f6fbac1c2dea37376d58f3bdc851bd2e15470cbaa687968c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -259.95, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "90a98a03acb85234e0165bdc7a8cc3f0ec6ad57e73b5881abfdf9e088ece9e2a", "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}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 2846.9437410909486, "Sharpe Ratio": 1.342938026699569, "Sortino Ratio": 2.0677926103137656, "Calmar Ratio": 1.0044889721329684, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.49762223079578, "% In Market": 40.52124833997344, "Composite": 3.608975612678208, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6092477710683875, "Sub1_Sortino": 1.3904056971973187, "Sub1_Trades": 19, "Sub2_Calmar": 2.7670594892320834, "Sub2_Sortino": 2.5076197598348493, "Sub2_Trades": 40, "WFO_Score": 3.217764414123325, "WFO_Min_Fold": 2.9371996065310975, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.9372, 3.498329]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 12, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9a744afd0a194d75f6fbac1c2dea37376d58f3bdc851bd2e15470cbaa687968c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": 90.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": -259.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 1, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "dc2a4b9890e131d28b33da11051bc011114859cc7a7f1dec9f3dd45da2b4d584", "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}]", "Additional_Threshold_Budget": 0, "Total Trades": 59, "Total P&L %": 2846.9437410909486, "Sharpe Ratio": 1.342938026699569, "Sortino Ratio": 2.0677926103137656, "Calmar Ratio": 1.0044889721329684, "P&L/DD Ratio": 0.0, "Max Drawdown %": -50.49762223079578, "% In Market": 40.52124833997344, "Composite": 3.608975612678208, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.6092477710683875, "Sub1_Sortino": 1.3904056971973187, "Sub1_Trades": 19, "Sub2_Calmar": 2.7670594892320834, "Sub2_Sortino": 2.5076197598348493, "Sub2_Trades": 40, "WFO_Score": 3.217764414123325, "WFO_Min_Fold": 2.9371996065310975, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.9372, 3.498329]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "9a744afd0a194d75f6fbac1c2dea37376d58f3bdc851bd2e15470cbaa687968c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -160.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "07d6dd2bbdca4152877eee6e08b2864246be1696b4fa80a7f251af4367418137", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 309.88287175497976, \"dd_pct\": -24.97154063614798, \"calmar\": 12.425308887861304, \"cagr_pct\": 310.27910580991926, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 45.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.957511382667594, \"sortino\": 4.945251301613415}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.137533854464635, \"dd_pct\": -36.3317892917991, \"calmar\": -0.47198893259783486, \"cagr_pct\": -17.148202447205705, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 58.972602739726035, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.14087481136144886, \"sortino\": -0.19805633573207457}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 110.78227780036678, \"dd_pct\": -20.80213007809433, \"calmar\": 5.330702011407418, \"cagr_pct\": 110.88995664885617, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 64.72602739726028, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2896010175501327, \"sortino\": 3.7839760116859935}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 8.147944580999834, \"dd_pct\": -43.505624589283784, \"calmar\": 0.25298403252937934, \"cagr_pct\": 11.006228346306337, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.46147978595244254, \"sortino\": 0.6465063180718599}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 35.59682113379841, \"dd_pct\": -27.697811453002885, \"calmar\": 1.286206525818537, \"cagr_pct\": 35.62510584174372, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 82.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9529678749944002, \"sortino\": 1.389793768693429}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.036173846457203, \"dd_pct\": -34.4230133501643, \"calmar\": -1.1094145049832382, \"cagr_pct\": -38.18939031590393, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 58.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1560407508520192, \"sortino\": -1.5092923675883012}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2851.7147576921757, \"dd_pct\": -49.81697812937094, \"calmar\": 1.018806768115127, \"cagr_pct\": 50.753874485246364, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 53.8429614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1474314908087255, \"sortino\": 1.7011495660803913}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 243.0304450399467, \"dd_pct\": -49.81697812937094, \"calmar\": 0.9857358806498152, \"cagr_pct\": 49.10638280766804, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 40.328305235137535, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.103178310389934, \"sortino\": 1.6092535719936085}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 760.4818611212326, \"dd_pct\": -43.50562458928378, \"calmar\": 1.1894451874923364, \"cagr_pct\": 51.747555796571845, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 61.92307692307693, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1756786771875176, \"sortino\": 1.7624053093394154}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.768789137206966, \"dd_pct\": -4.075318492899871, \"calmar\": 10.085490647412838, \"cagr_pct\": 41.10158654537023, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.536023054755043, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.5241184847092213, \"sortino\": 6.264918247519741}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 2851.7147576921757, "Sharpe Ratio": 1.1474314908087255, "Sortino Ratio": 1.7011495660803913, "Calmar Ratio": 1.018806768115127, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.81697812937094, "% In Market": 53.8429614873838, "Composite": 2.738102793596418, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9857358806498152, "Sub1_Sortino": 1.6092535719936085, "Sub1_Trades": 13, "Sub2_Calmar": 1.1894451874923364, "Sub2_Sortino": 1.7624053093394154, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[5.330702]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.768789137206966, "OOS_Sortino Ratio": 6.264918247519741, "OOS_Calmar Ratio": 10.085490647412838, "OOS_Max Drawdown %": -4.075318492899871, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf7db5617e9c6b308cf070f2541e30e02241cf1539747dd4c2e73d8daa332c9e", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -106.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -160.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "302937ccf565fc8311db570c5eedc3481ac2e7f71c41d7d416ecded7197cc002", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 309.88287175497976, \"dd_pct\": -24.97154063614798, \"calmar\": 12.425308887861304, \"cagr_pct\": 310.27910580991926, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 45.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.957511382667594, \"sortino\": 4.945251301613415}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.137533854464635, \"dd_pct\": -36.3317892917991, \"calmar\": -0.47198893259783486, \"cagr_pct\": -17.148202447205705, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 58.972602739726035, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.14087481136144886, \"sortino\": -0.19805633573207457}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 110.78227780036678, \"dd_pct\": -20.80213007809433, \"calmar\": 5.330702011407418, \"cagr_pct\": 110.88995664885617, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 64.72602739726028, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2896010175501327, \"sortino\": 3.7839760116859935}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 8.147944580999834, \"dd_pct\": -43.505624589283784, \"calmar\": 0.25298403252937934, \"cagr_pct\": 11.006228346306337, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.46147978595244254, \"sortino\": 0.6465063180718599}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 35.59682113379841, \"dd_pct\": -27.697811453002885, \"calmar\": 1.286206525818537, \"cagr_pct\": 35.62510584174372, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 82.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9529678749944002, \"sortino\": 1.389793768693429}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.036173846457203, \"dd_pct\": -34.4230133501643, \"calmar\": -1.1094145049832382, \"cagr_pct\": -38.18939031590393, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 58.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1560407508520192, \"sortino\": -1.5092923675883012}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2851.7147576921757, \"dd_pct\": -49.81697812937094, \"calmar\": 1.018806768115127, \"cagr_pct\": 50.753874485246364, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 53.8429614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1474314908087255, \"sortino\": 1.7011495660803913}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 243.0304450399467, \"dd_pct\": -49.81697812937094, \"calmar\": 0.9857358806498152, \"cagr_pct\": 49.10638280766804, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 40.328305235137535, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.103178310389934, \"sortino\": 1.6092535719936085}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 760.4818611212326, \"dd_pct\": -43.50562458928378, \"calmar\": 1.1894451874923364, \"cagr_pct\": 51.747555796571845, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 61.92307692307693, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1756786771875176, \"sortino\": 1.7624053093394154}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.768789137206966, \"dd_pct\": -4.075318492899871, \"calmar\": 10.085490647412838, \"cagr_pct\": 41.10158654537023, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.536023054755043, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.5241184847092213, \"sortino\": 6.264918247519741}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 2851.7147576921757, "Sharpe Ratio": 1.1474314908087255, "Sortino Ratio": 1.7011495660803913, "Calmar Ratio": 1.018806768115127, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.81697812937094, "% In Market": 53.8429614873838, "Composite": 2.738102793596418, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9857358806498152, "Sub1_Sortino": 1.6092535719936085, "Sub1_Trades": 13, "Sub2_Calmar": 1.1894451874923364, "Sub2_Sortino": 1.7624053093394154, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[5.330702]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.768789137206966, "OOS_Sortino Ratio": 6.264918247519741, "OOS_Calmar Ratio": 10.085490647412838, "OOS_Max Drawdown %": -4.075318492899871, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf7db5617e9c6b308cf070f2541e30e02241cf1539747dd4c2e73d8daa332c9e", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -105.05, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -160.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "565af323d42fd7a3a733748841dedc0b25b0a91756c2c71faaea06f5e3ba8f87", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 309.88287175497976, \"dd_pct\": -24.97154063614798, \"calmar\": 12.425308887861304, \"cagr_pct\": 310.27910580991926, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 45.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.957511382667594, \"sortino\": 4.945251301613415}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.137533854464635, \"dd_pct\": -36.3317892917991, \"calmar\": -0.47198893259783486, \"cagr_pct\": -17.148202447205705, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 58.972602739726035, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.14087481136144886, \"sortino\": -0.19805633573207457}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 110.78227780036678, \"dd_pct\": -20.80213007809433, \"calmar\": 5.330702011407418, \"cagr_pct\": 110.88995664885617, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 64.72602739726028, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2896010175501327, \"sortino\": 3.7839760116859935}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 8.147944580999834, \"dd_pct\": -43.505624589283784, \"calmar\": 0.25298403252937934, \"cagr_pct\": 11.006228346306337, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.46147978595244254, \"sortino\": 0.6465063180718599}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 35.59682113379841, \"dd_pct\": -27.697811453002885, \"calmar\": 1.286206525818537, \"cagr_pct\": 35.62510584174372, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 82.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9529678749944002, \"sortino\": 1.389793768693429}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.036173846457203, \"dd_pct\": -34.4230133501643, \"calmar\": -1.1094145049832382, \"cagr_pct\": -38.18939031590393, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 58.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1560407508520192, \"sortino\": -1.5092923675883012}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2851.7147576921757, \"dd_pct\": -49.81697812937094, \"calmar\": 1.018806768115127, \"cagr_pct\": 50.753874485246364, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 53.8429614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1474314908087255, \"sortino\": 1.7011495660803913}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 243.0304450399467, \"dd_pct\": -49.81697812937094, \"calmar\": 0.9857358806498152, \"cagr_pct\": 49.10638280766804, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 40.328305235137535, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.103178310389934, \"sortino\": 1.6092535719936085}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 760.4818611212326, \"dd_pct\": -43.50562458928378, \"calmar\": 1.1894451874923364, \"cagr_pct\": 51.747555796571845, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 61.92307692307693, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1756786771875176, \"sortino\": 1.7624053093394154}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.768789137206966, \"dd_pct\": -4.075318492899871, \"calmar\": 10.085490647412838, \"cagr_pct\": 41.10158654537023, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.536023054755043, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.5241184847092213, \"sortino\": 6.264918247519741}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 2851.7147576921757, "Sharpe Ratio": 1.1474314908087255, "Sortino Ratio": 1.7011495660803913, "Calmar Ratio": 1.018806768115127, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.81697812937094, "% In Market": 53.8429614873838, "Composite": 2.738102793596418, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9857358806498152, "Sub1_Sortino": 1.6092535719936085, "Sub1_Trades": 13, "Sub2_Calmar": 1.1894451874923364, "Sub2_Sortino": 1.7624053093394154, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[5.330702]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.768789137206966, "OOS_Sortino Ratio": 6.264918247519741, "OOS_Calmar Ratio": 10.085490647412838, "OOS_Max Drawdown %": -4.075318492899871, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf7db5617e9c6b308cf070f2541e30e02241cf1539747dd4c2e73d8daa332c9e", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -104.95, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -160.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "8dc6af820da589f8cf77c1f54bac55dcc6eaf628b2206d53f59a1d6ca277d0a3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 309.88287175497976, \"dd_pct\": -24.97154063614798, \"calmar\": 12.425308887861304, \"cagr_pct\": 310.27910580991926, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 45.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.957511382667594, \"sortino\": 4.945251301613415}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.137533854464635, \"dd_pct\": -36.3317892917991, \"calmar\": -0.47198893259783486, \"cagr_pct\": -17.148202447205705, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 58.972602739726035, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.14087481136144886, \"sortino\": -0.19805633573207457}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 110.78227780036678, \"dd_pct\": -20.80213007809433, \"calmar\": 5.330702011407418, \"cagr_pct\": 110.88995664885617, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 64.72602739726028, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2896010175501327, \"sortino\": 3.7839760116859935}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 8.147944580999834, \"dd_pct\": -43.505624589283784, \"calmar\": 0.25298403252937934, \"cagr_pct\": 11.006228346306337, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.46147978595244254, \"sortino\": 0.6465063180718599}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 35.59682113379841, \"dd_pct\": -27.697811453002885, \"calmar\": 1.286206525818537, \"cagr_pct\": 35.62510584174372, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 82.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9529678749944002, \"sortino\": 1.389793768693429}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.036173846457203, \"dd_pct\": -34.4230133501643, \"calmar\": -1.1094145049832382, \"cagr_pct\": -38.18939031590393, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 58.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1560407508520192, \"sortino\": -1.5092923675883012}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2851.7147576921757, \"dd_pct\": -49.81697812937094, \"calmar\": 1.018806768115127, \"cagr_pct\": 50.753874485246364, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 53.8429614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1474314908087255, \"sortino\": 1.7011495660803913}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 243.0304450399467, \"dd_pct\": -49.81697812937094, \"calmar\": 0.9857358806498152, \"cagr_pct\": 49.10638280766804, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 40.328305235137535, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.103178310389934, \"sortino\": 1.6092535719936085}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 760.4818611212326, \"dd_pct\": -43.50562458928378, \"calmar\": 1.1894451874923364, \"cagr_pct\": 51.747555796571845, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 61.92307692307693, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1756786771875176, \"sortino\": 1.7624053093394154}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.768789137206966, \"dd_pct\": -4.075318492899871, \"calmar\": 10.085490647412838, \"cagr_pct\": 41.10158654537023, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.536023054755043, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.5241184847092213, \"sortino\": 6.264918247519741}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 2851.7147576921757, "Sharpe Ratio": 1.1474314908087255, "Sortino Ratio": 1.7011495660803913, "Calmar Ratio": 1.018806768115127, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.81697812937094, "% In Market": 53.8429614873838, "Composite": 2.738102793596418, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9857358806498152, "Sub1_Sortino": 1.6092535719936085, "Sub1_Trades": 13, "Sub2_Calmar": 1.1894451874923364, "Sub2_Sortino": 1.7624053093394154, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[5.330702]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.768789137206966, "OOS_Sortino Ratio": 6.264918247519741, "OOS_Calmar Ratio": 10.085490647412838, "OOS_Max Drawdown %": -4.075318492899871, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf7db5617e9c6b308cf070f2541e30e02241cf1539747dd4c2e73d8daa332c9e", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -104.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -160.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "c65fa37cc98ec103b8cbda8978d2ff33ab7112ee63e739b755cd7b19ced01dac", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 309.88287175497976, \"dd_pct\": -24.97154063614798, \"calmar\": 12.425308887861304, \"cagr_pct\": 310.27910580991926, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 45.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.957511382667594, \"sortino\": 4.945251301613415}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.137533854464635, \"dd_pct\": -36.3317892917991, \"calmar\": -0.47198893259783486, \"cagr_pct\": -17.148202447205705, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 58.972602739726035, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.14087481136144886, \"sortino\": -0.19805633573207457}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 110.78227780036678, \"dd_pct\": -20.80213007809433, \"calmar\": 5.330702011407418, \"cagr_pct\": 110.88995664885617, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 64.72602739726028, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2896010175501327, \"sortino\": 3.7839760116859935}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 8.147944580999834, \"dd_pct\": -43.505624589283784, \"calmar\": 0.25298403252937934, \"cagr_pct\": 11.006228346306337, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.46147978595244254, \"sortino\": 0.6465063180718599}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 37.34630934550689, \"dd_pct\": -25.997250318231025, \"calmar\": 1.437696862652616, \"cagr_pct\": 37.37616522011547, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 79.52054794520548, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.000055794406587, \"sortino\": 1.4585524087441617}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.036173846457203, \"dd_pct\": -34.4230133501643, \"calmar\": -1.1094145049832382, \"cagr_pct\": -38.18939031590393, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 58.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1560407508520192, \"sortino\": -1.5092923675883012}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2889.798173879447, \"dd_pct\": -49.81697812937094, \"calmar\": 1.0235147932142312, \"cagr_pct\": 50.98841406864098, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 53.469455511288174, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1527823048454082, \"sortino\": 1.7092432841512608}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 243.0304450399467, \"dd_pct\": -49.81697812937094, \"calmar\": 0.9857358806498152, \"cagr_pct\": 49.10638280766804, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 40.328305235137535, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.103178310389934, \"sortino\": 1.6092535719936085}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 771.5839124807906, \"dd_pct\": -43.50562458928378, \"calmar\": 1.1981201872271936, \"cagr_pct\": 52.124967078348675, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 61.326259946949605, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1846263452687487, \"sortino\": 1.7762742898764379}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.768789137206966, \"dd_pct\": -4.075318492899871, \"calmar\": 10.085490647412838, \"cagr_pct\": 41.10158654537023, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.536023054755043, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.5241184847092213, \"sortino\": 6.264918247519741}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 2889.798173879447, "Sharpe Ratio": 1.1527823048454082, "Sortino Ratio": 1.7092432841512608, "Calmar Ratio": 1.0235147932142312, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.81697812937094, "% In Market": 53.469455511288174, "Composite": 2.771013962403507, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9857358806498152, "Sub1_Sortino": 1.6092535719936085, "Sub1_Trades": 13, "Sub2_Calmar": 1.1981201872271936, "Sub2_Sortino": 1.7762742898764379, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[5.330702]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.768789137206966, "OOS_Sortino Ratio": 6.264918247519741, "OOS_Calmar Ratio": 10.085490647412838, "OOS_Max Drawdown %": -4.075318492899871, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 10, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf7db5617e9c6b308cf070f2541e30e02241cf1539747dd4c2e73d8daa332c9e", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 219.0, "i_long_exit_activation_confirmation_threshold": -160.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "d9a74bc3154a9637ef0b25e80b59752e069f4026b4dd89a1de7bea57377b63a3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 309.88287175497976, \"dd_pct\": -24.97154063614798, \"calmar\": 12.425308887861304, \"cagr_pct\": 310.27910580991926, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 45.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.957511382667594, \"sortino\": 4.945251301613415}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.137533854464635, \"dd_pct\": -36.3317892917991, \"calmar\": -0.47198893259783486, \"cagr_pct\": -17.148202447205705, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 58.972602739726035, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.14087481136144886, \"sortino\": -0.19805633573207457}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 110.78227780036678, \"dd_pct\": -20.80213007809433, \"calmar\": 5.330702011407418, \"cagr_pct\": 110.88995664885617, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 64.72602739726028, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2896010175501327, \"sortino\": 3.7839760116859935}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 18.436849816591394, \"dd_pct\": -38.13090131371148, \"calmar\": 0.6635722732533617, \"cagr_pct\": 25.302608865939124, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 57.93795620437956, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7717662406666529, \"sortino\": 1.097382801436349}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 35.59682113379841, \"dd_pct\": -27.697811453002885, \"calmar\": 1.286206525818537, \"cagr_pct\": 35.62510584174372, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 82.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9529678749944002, \"sortino\": 1.389793768693429}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.036173846457203, \"dd_pct\": -34.4230133501643, \"calmar\": -1.1094145049832382, \"cagr_pct\": -38.18939031590393, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 58.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1560407508520192, \"sortino\": -1.5092923675883012}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 3132.5329788988497, \"dd_pct\": -49.81697812937094, \"calmar\": 1.0523410337199883, \"cagr_pct\": 52.42445026146826, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 53.79316069057105, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1734903229995317, \"sortino\": 1.74215249296219}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 243.0304450399467, \"dd_pct\": -49.81697812937094, \"calmar\": 0.9857358806498152, \"cagr_pct\": 49.10638280766804, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 40.328305235137535, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.103178310389934, \"sortino\": 1.6092535719936085}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 842.3457963104097, \"dd_pct\": -41.87717421119712, \"calmar\": 1.3000737505114868, \"cagr_pct\": 54.443414937573955, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 61.84350132625994, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2182974143440337, \"sortino\": 1.8306387387243521}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.768789137206966, \"dd_pct\": -4.075318492899871, \"calmar\": 10.085490647412838, \"cagr_pct\": 41.10158654537023, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.536023054755043, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.5241184847092213, \"sortino\": 6.264918247519741}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 3132.5329788988497, "Sharpe Ratio": 1.1734903229995317, "Sortino Ratio": 1.74215249296219, "Calmar Ratio": 1.0523410337199883, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.81697812937094, "% In Market": 53.79316069057105, "Composite": 2.963097382992215, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9857358806498152, "Sub1_Sortino": 1.6092535719936085, "Sub1_Trades": 13, "Sub2_Calmar": 1.3000737505114868, "Sub2_Sortino": 1.8306387387243521, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[5.330702]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.768789137206966, "OOS_Sortino Ratio": 6.264918247519741, "OOS_Calmar Ratio": 10.085490647412838, "OOS_Max Drawdown %": -4.075318492899871, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf7db5617e9c6b308cf070f2541e30e02241cf1539747dd4c2e73d8daa332c9e", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 219.95, "i_long_exit_activation_confirmation_threshold": -160.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "3447f0766439d697879d87981cbc3361d29705e53db3e2d6c249c179e2f6c47f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 309.88287175497976, \"dd_pct\": -24.97154063614798, \"calmar\": 12.425308887861304, \"cagr_pct\": 310.27910580991926, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 45.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.957511382667594, \"sortino\": 4.945251301613415}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.137533854464635, \"dd_pct\": -36.3317892917991, \"calmar\": -0.47198893259783486, \"cagr_pct\": -17.148202447205705, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 58.972602739726035, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.14087481136144886, \"sortino\": -0.19805633573207457}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 110.78227780036678, \"dd_pct\": -20.80213007809433, \"calmar\": 5.330702011407418, \"cagr_pct\": 110.88995664885617, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 64.72602739726028, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2896010175501327, \"sortino\": 3.7839760116859935}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 8.147944580999834, \"dd_pct\": -43.505624589283784, \"calmar\": 0.25298403252937934, \"cagr_pct\": 11.006228346306337, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.46147978595244254, \"sortino\": 0.6465063180718599}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 35.59682113379841, \"dd_pct\": -27.697811453002885, \"calmar\": 1.286206525818537, \"cagr_pct\": 35.62510584174372, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 82.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9529678749944002, \"sortino\": 1.389793768693429}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.036173846457203, \"dd_pct\": -34.4230133501643, \"calmar\": -1.1094145049832382, \"cagr_pct\": -38.18939031590393, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 58.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1560407508520192, \"sortino\": -1.5092923675883012}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2851.7147576921757, \"dd_pct\": -49.81697812937094, \"calmar\": 1.018806768115127, \"cagr_pct\": 50.753874485246364, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 53.8429614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1474314908087255, \"sortino\": 1.7011495660803913}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 243.0304450399467, \"dd_pct\": -49.81697812937094, \"calmar\": 0.9857358806498152, \"cagr_pct\": 49.10638280766804, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 40.328305235137535, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.103178310389934, \"sortino\": 1.6092535719936085}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 760.4818611212326, \"dd_pct\": -43.50562458928378, \"calmar\": 1.1894451874923364, \"cagr_pct\": 51.747555796571845, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 61.92307692307693, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1756786771875176, \"sortino\": 1.7624053093394154}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.768789137206966, \"dd_pct\": -4.075318492899871, \"calmar\": 10.085490647412838, \"cagr_pct\": 41.10158654537023, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.536023054755043, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.5241184847092213, \"sortino\": 6.264918247519741}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 2851.7147576921757, "Sharpe Ratio": 1.1474314908087255, "Sortino Ratio": 1.7011495660803913, "Calmar Ratio": 1.018806768115127, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.81697812937094, "% In Market": 53.8429614873838, "Composite": 2.738102793596418, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9857358806498152, "Sub1_Sortino": 1.6092535719936085, "Sub1_Trades": 13, "Sub2_Calmar": 1.1894451874923364, "Sub2_Sortino": 1.7624053093394154, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[5.330702]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.768789137206966, "OOS_Sortino Ratio": 6.264918247519741, "OOS_Calmar Ratio": 10.085490647412838, "OOS_Max Drawdown %": -4.075318492899871, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf7db5617e9c6b308cf070f2541e30e02241cf1539747dd4c2e73d8daa332c9e", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 220.05, "i_long_exit_activation_confirmation_threshold": -160.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "ba75cfa9750044307f53c3e48053f46df4100c21b1517fb6a165d94103670c17", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 309.88287175497976, \"dd_pct\": -24.97154063614798, \"calmar\": 12.425308887861304, \"cagr_pct\": 310.27910580991926, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 45.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.957511382667594, \"sortino\": 4.945251301613415}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.137533854464635, \"dd_pct\": -36.3317892917991, \"calmar\": -0.47198893259783486, \"cagr_pct\": -17.148202447205705, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 58.972602739726035, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.14087481136144886, \"sortino\": -0.19805633573207457}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 110.78227780036678, \"dd_pct\": -20.80213007809433, \"calmar\": 5.330702011407418, \"cagr_pct\": 110.88995664885617, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 64.72602739726028, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2896010175501327, \"sortino\": 3.7839760116859935}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 8.147944580999834, \"dd_pct\": -43.505624589283784, \"calmar\": 0.25298403252937934, \"cagr_pct\": 11.006228346306337, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.46147978595244254, \"sortino\": 0.6465063180718599}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 35.59682113379841, \"dd_pct\": -27.697811453002885, \"calmar\": 1.286206525818537, \"cagr_pct\": 35.62510584174372, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 82.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9529678749944002, \"sortino\": 1.389793768693429}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.036173846457203, \"dd_pct\": -34.4230133501643, \"calmar\": -1.1094145049832382, \"cagr_pct\": -38.18939031590393, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 58.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1560407508520192, \"sortino\": -1.5092923675883012}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2851.7147576921757, \"dd_pct\": -49.81697812937094, \"calmar\": 1.018806768115127, \"cagr_pct\": 50.753874485246364, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 53.8429614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1474314908087255, \"sortino\": 1.7011495660803913}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 243.0304450399467, \"dd_pct\": -49.81697812937094, \"calmar\": 0.9857358806498152, \"cagr_pct\": 49.10638280766804, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 40.328305235137535, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.103178310389934, \"sortino\": 1.6092535719936085}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 760.4818611212326, \"dd_pct\": -43.50562458928378, \"calmar\": 1.1894451874923364, \"cagr_pct\": 51.747555796571845, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 61.92307692307693, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1756786771875176, \"sortino\": 1.7624053093394154}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.768789137206966, \"dd_pct\": -4.075318492899871, \"calmar\": 10.085490647412838, \"cagr_pct\": 41.10158654537023, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.536023054755043, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.5241184847092213, \"sortino\": 6.264918247519741}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 2851.7147576921757, "Sharpe Ratio": 1.1474314908087255, "Sortino Ratio": 1.7011495660803913, "Calmar Ratio": 1.018806768115127, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.81697812937094, "% In Market": 53.8429614873838, "Composite": 2.738102793596418, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9857358806498152, "Sub1_Sortino": 1.6092535719936085, "Sub1_Trades": 13, "Sub2_Calmar": 1.1894451874923364, "Sub2_Sortino": 1.7624053093394154, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[5.330702]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.768789137206966, "OOS_Sortino Ratio": 6.264918247519741, "OOS_Calmar Ratio": 10.085490647412838, "OOS_Max Drawdown %": -4.075318492899871, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf7db5617e9c6b308cf070f2541e30e02241cf1539747dd4c2e73d8daa332c9e", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 221.0, "i_long_exit_activation_confirmation_threshold": -160.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "3b0af7c584c01875c5775ddb644e61f9ac9bc83fe7ea4cc26b24e411dcce9186", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 309.88287175497976, \"dd_pct\": -24.97154063614798, \"calmar\": 12.425308887861304, \"cagr_pct\": 310.27910580991926, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 45.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.957511382667594, \"sortino\": 4.945251301613415}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.137533854464635, \"dd_pct\": -36.3317892917991, \"calmar\": -0.47198893259783486, \"cagr_pct\": -17.148202447205705, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 58.972602739726035, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.14087481136144886, \"sortino\": -0.19805633573207457}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 110.78227780036678, \"dd_pct\": -20.80213007809433, \"calmar\": 5.330702011407418, \"cagr_pct\": 110.88995664885617, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 64.72602739726028, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2896010175501327, \"sortino\": 3.7839760116859935}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 8.147944580999834, \"dd_pct\": -43.505624589283784, \"calmar\": 0.25298403252937934, \"cagr_pct\": 11.006228346306337, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.46147978595244254, \"sortino\": 0.6465063180718599}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 35.59682113379841, \"dd_pct\": -27.697811453002885, \"calmar\": 1.286206525818537, \"cagr_pct\": 35.62510584174372, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 82.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9529678749944002, \"sortino\": 1.389793768693429}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.036173846457203, \"dd_pct\": -34.4230133501643, \"calmar\": -1.1094145049832382, \"cagr_pct\": -38.18939031590393, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 58.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1560407508520192, \"sortino\": -1.5092923675883012}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2851.7147576921757, \"dd_pct\": -49.81697812937094, \"calmar\": 1.018806768115127, \"cagr_pct\": 50.753874485246364, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 53.8429614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1474314908087255, \"sortino\": 1.7011495660803913}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 243.0304450399467, \"dd_pct\": -49.81697812937094, \"calmar\": 0.9857358806498152, \"cagr_pct\": 49.10638280766804, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 40.328305235137535, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.103178310389934, \"sortino\": 1.6092535719936085}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 760.4818611212326, \"dd_pct\": -43.50562458928378, \"calmar\": 1.1894451874923364, \"cagr_pct\": 51.747555796571845, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 61.92307692307693, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1756786771875176, \"sortino\": 1.7624053093394154}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.768789137206966, \"dd_pct\": -4.075318492899871, \"calmar\": 10.085490647412838, \"cagr_pct\": 41.10158654537023, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.536023054755043, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.5241184847092213, \"sortino\": 6.264918247519741}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 2851.7147576921757, "Sharpe Ratio": 1.1474314908087255, "Sortino Ratio": 1.7011495660803913, "Calmar Ratio": 1.018806768115127, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.81697812937094, "% In Market": 53.8429614873838, "Composite": 2.738102793596418, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9857358806498152, "Sub1_Sortino": 1.6092535719936085, "Sub1_Trades": 13, "Sub2_Calmar": 1.1894451874923364, "Sub2_Sortino": 1.7624053093394154, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[5.330702]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.768789137206966, "OOS_Sortino Ratio": 6.264918247519741, "OOS_Calmar Ratio": 10.085490647412838, "OOS_Max Drawdown %": -4.075318492899871, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf7db5617e9c6b308cf070f2541e30e02241cf1539747dd4c2e73d8daa332c9e", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -161.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "9f49c1038abd90b8aca2fb5e22077f69ea909e8a5996a14cf626e3e2cf372ccb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 309.88287175497976, \"dd_pct\": -24.97154063614798, \"calmar\": 12.425308887861304, \"cagr_pct\": 310.27910580991926, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 45.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.957511382667594, \"sortino\": 4.945251301613415}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.137533854464635, \"dd_pct\": -36.3317892917991, \"calmar\": -0.47198893259783486, \"cagr_pct\": -17.148202447205705, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 58.972602739726035, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.14087481136144886, \"sortino\": -0.19805633573207457}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 110.78227780036678, \"dd_pct\": -20.80213007809433, \"calmar\": 5.330702011407418, \"cagr_pct\": 110.88995664885617, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 64.72602739726028, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2896010175501327, \"sortino\": 3.7839760116859935}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 8.147944580999834, \"dd_pct\": -43.505624589283784, \"calmar\": 0.25298403252937934, \"cagr_pct\": 11.006228346306337, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.46147978595244254, \"sortino\": 0.6465063180718599}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 35.59682113379841, \"dd_pct\": -27.697811453002885, \"calmar\": 1.286206525818537, \"cagr_pct\": 35.62510584174372, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 82.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9529678749944002, \"sortino\": 1.389793768693429}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.036173846457203, \"dd_pct\": -34.4230133501643, \"calmar\": -1.1094145049832382, \"cagr_pct\": -38.18939031590393, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 58.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1560407508520192, \"sortino\": -1.5092923675883012}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2851.7147576921757, \"dd_pct\": -49.81697812937094, \"calmar\": 1.018806768115127, \"cagr_pct\": 50.753874485246364, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 53.8429614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1474314908087255, \"sortino\": 1.7011495660803913}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 243.0304450399467, \"dd_pct\": -49.81697812937094, \"calmar\": 0.9857358806498152, \"cagr_pct\": 49.10638280766804, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 40.328305235137535, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.103178310389934, \"sortino\": 1.6092535719936085}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 760.4818611212326, \"dd_pct\": -43.50562458928378, \"calmar\": 1.1894451874923364, \"cagr_pct\": 51.747555796571845, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 61.92307692307693, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1756786771875176, \"sortino\": 1.7624053093394154}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.768789137206966, \"dd_pct\": -4.075318492899871, \"calmar\": 10.085490647412838, \"cagr_pct\": 41.10158654537023, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.536023054755043, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.5241184847092213, \"sortino\": 6.264918247519741}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 2851.7147576921757, "Sharpe Ratio": 1.1474314908087255, "Sortino Ratio": 1.7011495660803913, "Calmar Ratio": 1.018806768115127, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.81697812937094, "% In Market": 53.8429614873838, "Composite": 2.738102793596418, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9857358806498152, "Sub1_Sortino": 1.6092535719936085, "Sub1_Trades": 13, "Sub2_Calmar": 1.1894451874923364, "Sub2_Sortino": 1.7624053093394154, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[5.330702]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.768789137206966, "OOS_Sortino Ratio": 6.264918247519741, "OOS_Calmar Ratio": 10.085490647412838, "OOS_Max Drawdown %": -4.075318492899871, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf7db5617e9c6b308cf070f2541e30e02241cf1539747dd4c2e73d8daa332c9e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -160.05, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "7a2fc8f52c98a50780f193410a09e46ee5ccd36606b052a6db9bfea0135984d5", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 309.88287175497976, \"dd_pct\": -24.97154063614798, \"calmar\": 12.425308887861304, \"cagr_pct\": 310.27910580991926, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 45.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.957511382667594, \"sortino\": 4.945251301613415}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.137533854464635, \"dd_pct\": -36.3317892917991, \"calmar\": -0.47198893259783486, \"cagr_pct\": -17.148202447205705, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 58.972602739726035, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.14087481136144886, \"sortino\": -0.19805633573207457}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 110.78227780036678, \"dd_pct\": -20.80213007809433, \"calmar\": 5.330702011407418, \"cagr_pct\": 110.88995664885617, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 64.72602739726028, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2896010175501327, \"sortino\": 3.7839760116859935}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 8.147944580999834, \"dd_pct\": -43.505624589283784, \"calmar\": 0.25298403252937934, \"cagr_pct\": 11.006228346306337, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.46147978595244254, \"sortino\": 0.6465063180718599}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 35.59682113379841, \"dd_pct\": -27.697811453002885, \"calmar\": 1.286206525818537, \"cagr_pct\": 35.62510584174372, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 82.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9529678749944002, \"sortino\": 1.389793768693429}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.036173846457203, \"dd_pct\": -34.4230133501643, \"calmar\": -1.1094145049832382, \"cagr_pct\": -38.18939031590393, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 58.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1560407508520192, \"sortino\": -1.5092923675883012}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2851.7147576921757, \"dd_pct\": -49.81697812937094, \"calmar\": 1.018806768115127, \"cagr_pct\": 50.753874485246364, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 53.8429614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1474314908087255, \"sortino\": 1.7011495660803913}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 243.0304450399467, \"dd_pct\": -49.81697812937094, \"calmar\": 0.9857358806498152, \"cagr_pct\": 49.10638280766804, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 40.328305235137535, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.103178310389934, \"sortino\": 1.6092535719936085}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 760.4818611212326, \"dd_pct\": -43.50562458928378, \"calmar\": 1.1894451874923364, \"cagr_pct\": 51.747555796571845, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 61.92307692307693, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1756786771875176, \"sortino\": 1.7624053093394154}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.768789137206966, \"dd_pct\": -4.075318492899871, \"calmar\": 10.085490647412838, \"cagr_pct\": 41.10158654537023, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.536023054755043, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.5241184847092213, \"sortino\": 6.264918247519741}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 2851.7147576921757, "Sharpe Ratio": 1.1474314908087255, "Sortino Ratio": 1.7011495660803913, "Calmar Ratio": 1.018806768115127, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.81697812937094, "% In Market": 53.8429614873838, "Composite": 2.738102793596418, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9857358806498152, "Sub1_Sortino": 1.6092535719936085, "Sub1_Trades": 13, "Sub2_Calmar": 1.1894451874923364, "Sub2_Sortino": 1.7624053093394154, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[5.330702]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.768789137206966, "OOS_Sortino Ratio": 6.264918247519741, "OOS_Calmar Ratio": 10.085490647412838, "OOS_Max Drawdown %": -4.075318492899871, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf7db5617e9c6b308cf070f2541e30e02241cf1539747dd4c2e73d8daa332c9e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -159.95, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "a33f5c16a95931e41a6d5a9dbee5b992b06aade1efbfb1608589c165527d118e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 309.88287175497976, \"dd_pct\": -24.97154063614798, \"calmar\": 12.425308887861304, \"cagr_pct\": 310.27910580991926, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 45.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.957511382667594, \"sortino\": 4.945251301613415}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.137533854464635, \"dd_pct\": -36.3317892917991, \"calmar\": -0.47198893259783486, \"cagr_pct\": -17.148202447205705, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 58.972602739726035, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.14087481136144886, \"sortino\": -0.19805633573207457}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 110.78227780036678, \"dd_pct\": -20.80213007809433, \"calmar\": 5.330702011407418, \"cagr_pct\": 110.88995664885617, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 64.72602739726028, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2896010175501327, \"sortino\": 3.7839760116859935}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 8.147944580999834, \"dd_pct\": -43.505624589283784, \"calmar\": 0.25298403252937934, \"cagr_pct\": 11.006228346306337, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.46147978595244254, \"sortino\": 0.6465063180718599}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 35.59682113379841, \"dd_pct\": -27.697811453002885, \"calmar\": 1.286206525818537, \"cagr_pct\": 35.62510584174372, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 82.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9529678749944002, \"sortino\": 1.389793768693429}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.036173846457203, \"dd_pct\": -34.4230133501643, \"calmar\": -1.1094145049832382, \"cagr_pct\": -38.18939031590393, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 58.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1560407508520192, \"sortino\": -1.5092923675883012}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2851.7147576921757, \"dd_pct\": -49.81697812937094, \"calmar\": 1.018806768115127, \"cagr_pct\": 50.753874485246364, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 53.8429614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1474314908087255, \"sortino\": 1.7011495660803913}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 243.0304450399467, \"dd_pct\": -49.81697812937094, \"calmar\": 0.9857358806498152, \"cagr_pct\": 49.10638280766804, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 40.328305235137535, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.103178310389934, \"sortino\": 1.6092535719936085}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 760.4818611212326, \"dd_pct\": -43.50562458928378, \"calmar\": 1.1894451874923364, \"cagr_pct\": 51.747555796571845, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 61.92307692307693, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1756786771875176, \"sortino\": 1.7624053093394154}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.768789137206966, \"dd_pct\": -4.075318492899871, \"calmar\": 10.085490647412838, \"cagr_pct\": 41.10158654537023, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.536023054755043, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.5241184847092213, \"sortino\": 6.264918247519741}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 2851.7147576921757, "Sharpe Ratio": 1.1474314908087255, "Sortino Ratio": 1.7011495660803913, "Calmar Ratio": 1.018806768115127, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.81697812937094, "% In Market": 53.8429614873838, "Composite": 2.738102793596418, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9857358806498152, "Sub1_Sortino": 1.6092535719936085, "Sub1_Trades": 13, "Sub2_Calmar": 1.1894451874923364, "Sub2_Sortino": 1.7624053093394154, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[5.330702]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.768789137206966, "OOS_Sortino Ratio": 6.264918247519741, "OOS_Calmar Ratio": 10.085490647412838, "OOS_Max Drawdown %": -4.075318492899871, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf7db5617e9c6b308cf070f2541e30e02241cf1539747dd4c2e73d8daa332c9e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_bb50_seed4942.json", "i_long_entry_activation_threshold": -105.0, "i_long_exit_activation_threshold": 220.0, "i_long_exit_activation_confirmation_threshold": -159.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "91fa9223c87c489c24ec1d4711099c92fe331d189f660e7f080ee596c052763b", "Evaluation_Status": "complete", "Evaluation_Key": "82935eeffdfa7886ae7afa4796d13efbdd44b67cf1dd558fddc7203124c435cf", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 309.88287175497976, \"dd_pct\": -24.97154063614798, \"calmar\": 12.425308887861304, \"cagr_pct\": 310.27910580991926, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 45.34246575342466, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 2.957511382667594, \"sortino\": 4.945251301613415}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -17.137533854464635, \"dd_pct\": -36.3317892917991, \"calmar\": -0.47198893259783486, \"cagr_pct\": -17.148202447205705, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 58.972602739726035, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.14087481136144886, \"sortino\": -0.19805633573207457}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 110.78227780036678, \"dd_pct\": -20.80213007809433, \"calmar\": 5.330702011407418, \"cagr_pct\": 110.88995664885617, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 64.72602739726028, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.2896010175501327, \"sortino\": 3.7839760116859935}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 8.147944580999834, \"dd_pct\": -43.505624589283784, \"calmar\": 0.25298403252937934, \"cagr_pct\": 11.006228346306337, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 58.48540145985402, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.46147978595244254, \"sortino\": 0.6465063180718599}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 35.59682113379841, \"dd_pct\": -27.697811453002885, \"calmar\": 1.286206525818537, \"cagr_pct\": 35.62510584174372, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 82.6027397260274, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9529678749944002, \"sortino\": 1.389793768693429}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -18.036173846457203, \"dd_pct\": -34.4230133501643, \"calmar\": -1.1094145049832382, \"cagr_pct\": -38.18939031590393, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 58.609271523178805, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.1560407508520192, \"sortino\": -1.5092923675883012}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2851.7147576921757, \"dd_pct\": -49.81697812937094, \"calmar\": 1.018806768115127, \"cagr_pct\": 50.753874485246364, \"entries\": 43, \"exits\": 43, \"exposure_pct\": 53.8429614873838, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1474314908087255, \"sortino\": 1.7011495660803913}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 243.0304450399467, \"dd_pct\": -49.81697812937094, \"calmar\": 0.9857358806498152, \"cagr_pct\": 49.10638280766804, \"entries\": 13, \"exits\": 13, \"exposure_pct\": 40.328305235137535, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.103178310389934, \"sortino\": 1.6092535719936085}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 760.4818611212326, \"dd_pct\": -43.50562458928378, \"calmar\": 1.1894451874923364, \"cagr_pct\": 51.747555796571845, \"entries\": 30, \"exits\": 30, \"exposure_pct\": 61.92307692307693, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.1756786771875176, \"sortino\": 1.7624053093394154}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 17.768789137206966, \"dd_pct\": -4.075318492899871, \"calmar\": 10.085490647412838, \"cagr_pct\": 41.10158654537023, \"entries\": 1, \"exits\": 0, \"exposure_pct\": 12.536023054755043, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.5241184847092213, \"sortino\": 6.264918247519741}]", "Additional_Threshold_Budget": 0, "Total Trades": 43, "Total P&L %": 2851.7147576921757, "Sharpe Ratio": 1.1474314908087255, "Sortino Ratio": 1.7011495660803913, "Calmar Ratio": 1.018806768115127, "P&L/DD Ratio": 0.0, "Max Drawdown %": -49.81697812937094, "% In Market": 53.8429614873838, "Composite": 2.738102793596418, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.9857358806498152, "Sub1_Sortino": 1.6092535719936085, "Sub1_Trades": 13, "Sub2_Calmar": 1.1894451874923364, "Sub2_Sortino": 1.7624053093394154, "Sub2_Trades": 30, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[5.330702]", "OOS_Total Trades": 1, "OOS_Total P&L %": 17.768789137206966, "OOS_Sortino Ratio": 6.264918247519741, "OOS_Calmar Ratio": 10.085490647412838, "OOS_Max Drawdown %": -4.075318492899871, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "cf7db5617e9c6b308cf070f2541e30e02241cf1539747dd4c2e73d8daa332c9e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "c3a45d61fbf84eee0ab3d39f12d898936d1054a8ffd0021f7e1713b904a32769", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 47.22595791509114, \"dd_pct\": -54.06381076047697, \"calmar\": 0.8742441024019808, \"cagr_pct\": 47.264967710723745, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 62.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9242677639251707, \"sortino\": 1.3495182433821253}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -25.019970750195686, \"dd_pct\": -41.069377039904644, \"calmar\": -0.6095723633215521, \"cagr_pct\": -25.03475722235856, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 71.78082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.3533036837599118, \"sortino\": -0.5017524196454725}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.84003546741053, \"dd_pct\": -20.919614590676126, \"calmar\": 6.212881369151951, \"cagr_pct\": 129.97108374025103, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2178761860444958, \"sortino\": 3.5095958902463797}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.125473764618524, \"dd_pct\": -40.77167746736794, \"calmar\": 0.5065879000998809, \"cagr_pct\": 20.654438471743553, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.41970802919708, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6300725020529064, \"sortino\": 0.8858543856340315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 93.23999404206174, \"dd_pct\": -24.408571322053806, \"calmar\": 3.823542303597449, \"cagr_pct\": 93.32720502024824, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7020184428715721, \"sortino\": 2.5750253548186226}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.17033188486271, \"dd_pct\": -36.71394934911223, \"calmar\": -1.4162773293485316, \"cagr_pct\": -51.997134133997925, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 83.27814569536423, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.487025230531464, \"sortino\": -2.0044407577525867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1965.4401234214686, \"dd_pct\": -58.815632865656006, \"calmar\": 0.7543232726496292, \"cagr_pct\": 44.366000666180724, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 73.48107569721115, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9788256168618671, \"sortino\": 1.4450298142033842}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 395.62998548515793, \"dd_pct\": -58.815632865656006, \"calmar\": 1.1560544959306664, \"cagr_pct\": 67.9940768053491, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 58.07453416149069, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2550054275337137, \"sortino\": 1.8866732603133358}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 316.7302592476678, \"dd_pct\": -54.06381076047697, \"calmar\": 0.5892705983600707, \"cagr_pct\": 31.858214116451894, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 82.6923076923077, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8055975983737957, \"sortino\": 1.1755642353361293}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.122909523281589, \"dd_pct\": -30.202780717585487, \"calmar\": 0.9813166968005358, \"cagr_pct\": 29.638493007971906, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 92.79538904899135, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8796669185654102, \"sortino\": 1.336848513136379}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 1965.4401234214686, "Sharpe Ratio": 0.9788256168618671, "Sortino Ratio": 1.4450298142033842, "Calmar Ratio": 0.7543232726496292, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.815632865656006, "% In Market": 73.48107569721115, "Composite": 1.4838619182569992, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1560544959306664, "Sub1_Sortino": 1.8866732603133358, "Sub1_Trades": 14, "Sub2_Calmar": 0.5892705983600707, "Sub2_Sortino": 1.1755642353361293, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.122909523281589, "OOS_Sortino Ratio": 1.336848513136379, "OOS_Calmar Ratio": 0.9813166968005358, "OOS_Max Drawdown %": -30.202780717585487, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 52, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3fa124b1059ef8812c803d03b61cd0b6ec7569c0f08d9acbc29698ab13a81017", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -86.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "ae345283a0d66de47ffdff2a35a5bb6ae3336c263a10610bb8dda07a097262ab", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 47.22595791509114, \"dd_pct\": -54.06381076047697, \"calmar\": 0.8742441024019808, \"cagr_pct\": 47.264967710723745, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 62.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9242677639251707, \"sortino\": 1.3495182433821253}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -25.019970750195686, \"dd_pct\": -41.069377039904644, \"calmar\": -0.6095723633215521, \"cagr_pct\": -25.03475722235856, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 71.78082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.3533036837599118, \"sortino\": -0.5017524196454725}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.84003546741053, \"dd_pct\": -20.919614590676126, \"calmar\": 6.212881369151951, \"cagr_pct\": 129.97108374025103, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2178761860444958, \"sortino\": 3.5095958902463797}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.125473764618524, \"dd_pct\": -40.77167746736794, \"calmar\": 0.5065879000998809, \"cagr_pct\": 20.654438471743553, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.41970802919708, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6300725020529064, \"sortino\": 0.8858543856340315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 93.23999404206174, \"dd_pct\": -24.408571322053806, \"calmar\": 3.823542303597449, \"cagr_pct\": 93.32720502024824, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7020184428715721, \"sortino\": 2.5750253548186226}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.17033188486271, \"dd_pct\": -36.71394934911223, \"calmar\": -1.4162773293485316, \"cagr_pct\": -51.997134133997925, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 83.27814569536423, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.487025230531464, \"sortino\": -2.0044407577525867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1965.4401234214686, \"dd_pct\": -58.815632865656006, \"calmar\": 0.7543232726496292, \"cagr_pct\": 44.366000666180724, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 73.48107569721115, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9788256168618671, \"sortino\": 1.4450298142033842}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 395.62998548515793, \"dd_pct\": -58.815632865656006, \"calmar\": 1.1560544959306664, \"cagr_pct\": 67.9940768053491, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 58.07453416149069, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2550054275337137, \"sortino\": 1.8866732603133358}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 316.7302592476678, \"dd_pct\": -54.06381076047697, \"calmar\": 0.5892705983600707, \"cagr_pct\": 31.858214116451894, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 82.6923076923077, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8055975983737957, \"sortino\": 1.1755642353361293}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.122909523281589, \"dd_pct\": -30.202780717585487, \"calmar\": 0.9813166968005358, \"cagr_pct\": 29.638493007971906, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 92.79538904899135, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8796669185654102, \"sortino\": 1.336848513136379}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 1965.4401234214686, "Sharpe Ratio": 0.9788256168618671, "Sortino Ratio": 1.4450298142033842, "Calmar Ratio": 0.7543232726496292, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.815632865656006, "% In Market": 73.48107569721115, "Composite": 1.4838619182569992, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1560544959306664, "Sub1_Sortino": 1.8866732603133358, "Sub1_Trades": 14, "Sub2_Calmar": 0.5892705983600707, "Sub2_Sortino": 1.1755642353361293, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.122909523281589, "OOS_Sortino Ratio": 1.336848513136379, "OOS_Calmar Ratio": 0.9813166968005358, "OOS_Max Drawdown %": -30.202780717585487, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3fa124b1059ef8812c803d03b61cd0b6ec7569c0f08d9acbc29698ab13a81017", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -85.05, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "f6d586642e31753d267be25e509ff3945f43d05fef8329c6bb495ce2bd79f574", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 47.22595791509114, \"dd_pct\": -54.06381076047697, \"calmar\": 0.8742441024019808, \"cagr_pct\": 47.264967710723745, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 62.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9242677639251707, \"sortino\": 1.3495182433821253}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -25.019970750195686, \"dd_pct\": -41.069377039904644, \"calmar\": -0.6095723633215521, \"cagr_pct\": -25.03475722235856, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 71.78082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.3533036837599118, \"sortino\": -0.5017524196454725}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.84003546741053, \"dd_pct\": -20.919614590676126, \"calmar\": 6.212881369151951, \"cagr_pct\": 129.97108374025103, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2178761860444958, \"sortino\": 3.5095958902463797}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.125473764618524, \"dd_pct\": -40.77167746736794, \"calmar\": 0.5065879000998809, \"cagr_pct\": 20.654438471743553, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.41970802919708, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6300725020529064, \"sortino\": 0.8858543856340315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 93.23999404206174, \"dd_pct\": -24.408571322053806, \"calmar\": 3.823542303597449, \"cagr_pct\": 93.32720502024824, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7020184428715721, \"sortino\": 2.5750253548186226}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.17033188486271, \"dd_pct\": -36.71394934911223, \"calmar\": -1.4162773293485316, \"cagr_pct\": -51.997134133997925, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 83.27814569536423, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.487025230531464, \"sortino\": -2.0044407577525867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1965.4401234214686, \"dd_pct\": -58.815632865656006, \"calmar\": 0.7543232726496292, \"cagr_pct\": 44.366000666180724, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 73.48107569721115, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9788256168618671, \"sortino\": 1.4450298142033842}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 395.62998548515793, \"dd_pct\": -58.815632865656006, \"calmar\": 1.1560544959306664, \"cagr_pct\": 67.9940768053491, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 58.07453416149069, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2550054275337137, \"sortino\": 1.8866732603133358}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 316.7302592476678, \"dd_pct\": -54.06381076047697, \"calmar\": 0.5892705983600707, \"cagr_pct\": 31.858214116451894, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 82.6923076923077, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8055975983737957, \"sortino\": 1.1755642353361293}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.122909523281589, \"dd_pct\": -30.202780717585487, \"calmar\": 0.9813166968005358, \"cagr_pct\": 29.638493007971906, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 92.79538904899135, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8796669185654102, \"sortino\": 1.336848513136379}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 1965.4401234214686, "Sharpe Ratio": 0.9788256168618671, "Sortino Ratio": 1.4450298142033842, "Calmar Ratio": 0.7543232726496292, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.815632865656006, "% In Market": 73.48107569721115, "Composite": 1.4838619182569992, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1560544959306664, "Sub1_Sortino": 1.8866732603133358, "Sub1_Trades": 14, "Sub2_Calmar": 0.5892705983600707, "Sub2_Sortino": 1.1755642353361293, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.122909523281589, "OOS_Sortino Ratio": 1.336848513136379, "OOS_Calmar Ratio": 0.9813166968005358, "OOS_Max Drawdown %": -30.202780717585487, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 52, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3fa124b1059ef8812c803d03b61cd0b6ec7569c0f08d9acbc29698ab13a81017", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -84.95, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "28a7e20c913771c03a02ed0dca04400e81a01be0ec4045d50df2132ff47c4152", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 47.22595791509114, \"dd_pct\": -54.06381076047697, \"calmar\": 0.8742441024019808, \"cagr_pct\": 47.264967710723745, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 62.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9242677639251707, \"sortino\": 1.3495182433821253}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -25.019970750195686, \"dd_pct\": -41.069377039904644, \"calmar\": -0.6095723633215521, \"cagr_pct\": -25.03475722235856, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 71.78082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.3533036837599118, \"sortino\": -0.5017524196454725}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.84003546741053, \"dd_pct\": -20.919614590676126, \"calmar\": 6.212881369151951, \"cagr_pct\": 129.97108374025103, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2178761860444958, \"sortino\": 3.5095958902463797}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.125473764618524, \"dd_pct\": -40.77167746736794, \"calmar\": 0.5065879000998809, \"cagr_pct\": 20.654438471743553, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.41970802919708, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6300725020529064, \"sortino\": 0.8858543856340315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 93.23999404206174, \"dd_pct\": -24.408571322053806, \"calmar\": 3.823542303597449, \"cagr_pct\": 93.32720502024824, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7020184428715721, \"sortino\": 2.5750253548186226}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.17033188486271, \"dd_pct\": -36.71394934911223, \"calmar\": -1.4162773293485316, \"cagr_pct\": -51.997134133997925, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 83.27814569536423, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.487025230531464, \"sortino\": -2.0044407577525867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1965.4401234214686, \"dd_pct\": -58.815632865656006, \"calmar\": 0.7543232726496292, \"cagr_pct\": 44.366000666180724, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 73.48107569721115, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9788256168618671, \"sortino\": 1.4450298142033842}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 395.62998548515793, \"dd_pct\": -58.815632865656006, \"calmar\": 1.1560544959306664, \"cagr_pct\": 67.9940768053491, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 58.07453416149069, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2550054275337137, \"sortino\": 1.8866732603133358}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 316.7302592476678, \"dd_pct\": -54.06381076047697, \"calmar\": 0.5892705983600707, \"cagr_pct\": 31.858214116451894, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 82.6923076923077, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8055975983737957, \"sortino\": 1.1755642353361293}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.122909523281589, \"dd_pct\": -30.202780717585487, \"calmar\": 0.9813166968005358, \"cagr_pct\": 29.638493007971906, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 92.79538904899135, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8796669185654102, \"sortino\": 1.336848513136379}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 1965.4401234214686, "Sharpe Ratio": 0.9788256168618671, "Sortino Ratio": 1.4450298142033842, "Calmar Ratio": 0.7543232726496292, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.815632865656006, "% In Market": 73.48107569721115, "Composite": 1.4838619182569992, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1560544959306664, "Sub1_Sortino": 1.8866732603133358, "Sub1_Trades": 14, "Sub2_Calmar": 0.5892705983600707, "Sub2_Sortino": 1.1755642353361293, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.122909523281589, "OOS_Sortino Ratio": 1.336848513136379, "OOS_Calmar Ratio": 0.9813166968005358, "OOS_Max Drawdown %": -30.202780717585487, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 52, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3fa124b1059ef8812c803d03b61cd0b6ec7569c0f08d9acbc29698ab13a81017", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -84.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "f2ed0ced53ae3c3bea1fc2c19896b7ae74c61be93733f95457cff158d7d70ec8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 47.22595791509114, \"dd_pct\": -54.06381076047697, \"calmar\": 0.8742441024019808, \"cagr_pct\": 47.264967710723745, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 62.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9242677639251707, \"sortino\": 1.3495182433821253}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -25.019970750195686, \"dd_pct\": -41.069377039904644, \"calmar\": -0.6095723633215521, \"cagr_pct\": -25.03475722235856, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 71.78082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.3533036837599118, \"sortino\": -0.5017524196454725}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.84003546741053, \"dd_pct\": -20.919614590676126, \"calmar\": 6.212881369151951, \"cagr_pct\": 129.97108374025103, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2178761860444958, \"sortino\": 3.5095958902463797}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.125473764618524, \"dd_pct\": -40.77167746736794, \"calmar\": 0.5065879000998809, \"cagr_pct\": 20.654438471743553, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.41970802919708, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6300725020529064, \"sortino\": 0.8858543856340315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 93.23999404206174, \"dd_pct\": -24.408571322053806, \"calmar\": 3.823542303597449, \"cagr_pct\": 93.32720502024824, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7020184428715721, \"sortino\": 2.5750253548186226}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.17033188486271, \"dd_pct\": -36.71394934911223, \"calmar\": -1.4162773293485316, \"cagr_pct\": -51.997134133997925, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 83.27814569536423, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.487025230531464, \"sortino\": -2.0044407577525867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1965.4401234214686, \"dd_pct\": -58.815632865656006, \"calmar\": 0.7543232726496292, \"cagr_pct\": 44.366000666180724, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 73.48107569721115, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9788256168618671, \"sortino\": 1.4450298142033842}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 395.62998548515793, \"dd_pct\": -58.815632865656006, \"calmar\": 1.1560544959306664, \"cagr_pct\": 67.9940768053491, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 58.07453416149069, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2550054275337137, \"sortino\": 1.8866732603133358}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 316.7302592476678, \"dd_pct\": -54.06381076047697, \"calmar\": 0.5892705983600707, \"cagr_pct\": 31.858214116451894, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 82.6923076923077, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8055975983737957, \"sortino\": 1.1755642353361293}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.122909523281589, \"dd_pct\": -30.202780717585487, \"calmar\": 0.9813166968005358, \"cagr_pct\": 29.638493007971906, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 92.79538904899135, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8796669185654102, \"sortino\": 1.336848513136379}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 1965.4401234214686, "Sharpe Ratio": 0.9788256168618671, "Sortino Ratio": 1.4450298142033842, "Calmar Ratio": 0.7543232726496292, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.815632865656006, "% In Market": 73.48107569721115, "Composite": 1.4838619182569992, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1560544959306664, "Sub1_Sortino": 1.8866732603133358, "Sub1_Trades": 14, "Sub2_Calmar": 0.5892705983600707, "Sub2_Sortino": 1.1755642353361293, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.122909523281589, "OOS_Sortino Ratio": 1.336848513136379, "OOS_Calmar Ratio": 0.9813166968005358, "OOS_Max Drawdown %": -30.202780717585487, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 54, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3fa124b1059ef8812c803d03b61cd0b6ec7569c0f08d9acbc29698ab13a81017", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 589.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "361b290d337e9a9e2a91a8df934f6277123bd91f3d8fae51b0c63694eb18854e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 47.22595791509114, \"dd_pct\": -54.06381076047697, \"calmar\": 0.8742441024019808, \"cagr_pct\": 47.264967710723745, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 62.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9242677639251707, \"sortino\": 1.3495182433821253}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -25.019970750195686, \"dd_pct\": -41.069377039904644, \"calmar\": -0.6095723633215521, \"cagr_pct\": -25.03475722235856, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 71.78082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.3533036837599118, \"sortino\": -0.5017524196454725}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.84003546741053, \"dd_pct\": -20.919614590676126, \"calmar\": 6.212881369151951, \"cagr_pct\": 129.97108374025103, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2178761860444958, \"sortino\": 3.5095958902463797}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.125473764618524, \"dd_pct\": -40.77167746736794, \"calmar\": 0.5065879000998809, \"cagr_pct\": 20.654438471743553, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.41970802919708, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6300725020529064, \"sortino\": 0.8858543856340315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 93.23999404206174, \"dd_pct\": -24.408571322053806, \"calmar\": 3.823542303597449, \"cagr_pct\": 93.32720502024824, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7020184428715721, \"sortino\": 2.5750253548186226}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.17033188486271, \"dd_pct\": -36.71394934911223, \"calmar\": -1.4162773293485316, \"cagr_pct\": -51.997134133997925, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 83.27814569536423, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.487025230531464, \"sortino\": -2.0044407577525867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1965.4401234214686, \"dd_pct\": -58.815632865656006, \"calmar\": 0.7543232726496292, \"cagr_pct\": 44.366000666180724, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 73.48107569721115, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9788256168618671, \"sortino\": 1.4450298142033842}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 395.62998548515793, \"dd_pct\": -58.815632865656006, \"calmar\": 1.1560544959306664, \"cagr_pct\": 67.9940768053491, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 58.07453416149069, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2550054275337137, \"sortino\": 1.8866732603133358}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 316.7302592476678, \"dd_pct\": -54.06381076047697, \"calmar\": 0.5892705983600707, \"cagr_pct\": 31.858214116451894, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 82.6923076923077, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8055975983737957, \"sortino\": 1.1755642353361293}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.122909523281589, \"dd_pct\": -30.202780717585487, \"calmar\": 0.9813166968005358, \"cagr_pct\": 29.638493007971906, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 92.79538904899135, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8796669185654102, \"sortino\": 1.336848513136379}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 1965.4401234214686, "Sharpe Ratio": 0.9788256168618671, "Sortino Ratio": 1.4450298142033842, "Calmar Ratio": 0.7543232726496292, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.815632865656006, "% In Market": 73.48107569721115, "Composite": 1.4838619182569992, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1560544959306664, "Sub1_Sortino": 1.8866732603133358, "Sub1_Trades": 14, "Sub2_Calmar": 0.5892705983600707, "Sub2_Sortino": 1.1755642353361293, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.122909523281589, "OOS_Sortino Ratio": 1.336848513136379, "OOS_Calmar Ratio": 0.9813166968005358, "OOS_Max Drawdown %": -30.202780717585487, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 52, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3fa124b1059ef8812c803d03b61cd0b6ec7569c0f08d9acbc29698ab13a81017", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 589.95, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "e8bad323ed9eaeb25e17fa50a4b21ed08bdf6b31273f86b25e4b9505ff19e6d9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 47.22595791509114, \"dd_pct\": -54.06381076047697, \"calmar\": 0.8742441024019808, \"cagr_pct\": 47.264967710723745, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 62.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9242677639251707, \"sortino\": 1.3495182433821253}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -25.019970750195686, \"dd_pct\": -41.069377039904644, \"calmar\": -0.6095723633215521, \"cagr_pct\": -25.03475722235856, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 71.78082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.3533036837599118, \"sortino\": -0.5017524196454725}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.84003546741053, \"dd_pct\": -20.919614590676126, \"calmar\": 6.212881369151951, \"cagr_pct\": 129.97108374025103, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2178761860444958, \"sortino\": 3.5095958902463797}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.125473764618524, \"dd_pct\": -40.77167746736794, \"calmar\": 0.5065879000998809, \"cagr_pct\": 20.654438471743553, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.41970802919708, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6300725020529064, \"sortino\": 0.8858543856340315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 93.23999404206174, \"dd_pct\": -24.408571322053806, \"calmar\": 3.823542303597449, \"cagr_pct\": 93.32720502024824, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7020184428715721, \"sortino\": 2.5750253548186226}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.17033188486271, \"dd_pct\": -36.71394934911223, \"calmar\": -1.4162773293485316, \"cagr_pct\": -51.997134133997925, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 83.27814569536423, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.487025230531464, \"sortino\": -2.0044407577525867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1965.4401234214686, \"dd_pct\": -58.815632865656006, \"calmar\": 0.7543232726496292, \"cagr_pct\": 44.366000666180724, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 73.48107569721115, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9788256168618671, \"sortino\": 1.4450298142033842}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 395.62998548515793, \"dd_pct\": -58.815632865656006, \"calmar\": 1.1560544959306664, \"cagr_pct\": 67.9940768053491, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 58.07453416149069, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2550054275337137, \"sortino\": 1.8866732603133358}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 316.7302592476678, \"dd_pct\": -54.06381076047697, \"calmar\": 0.5892705983600707, \"cagr_pct\": 31.858214116451894, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 82.6923076923077, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8055975983737957, \"sortino\": 1.1755642353361293}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.122909523281589, \"dd_pct\": -30.202780717585487, \"calmar\": 0.9813166968005358, \"cagr_pct\": 29.638493007971906, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 92.79538904899135, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8796669185654102, \"sortino\": 1.336848513136379}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 1965.4401234214686, "Sharpe Ratio": 0.9788256168618671, "Sortino Ratio": 1.4450298142033842, "Calmar Ratio": 0.7543232726496292, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.815632865656006, "% In Market": 73.48107569721115, "Composite": 1.4838619182569992, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1560544959306664, "Sub1_Sortino": 1.8866732603133358, "Sub1_Trades": 14, "Sub2_Calmar": 0.5892705983600707, "Sub2_Sortino": 1.1755642353361293, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.122909523281589, "OOS_Sortino Ratio": 1.336848513136379, "OOS_Calmar Ratio": 0.9813166968005358, "OOS_Max Drawdown %": -30.202780717585487, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 52, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3fa124b1059ef8812c803d03b61cd0b6ec7569c0f08d9acbc29698ab13a81017", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 590.05, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "93e173c6208d0d7cc8360ed454e3bebce465f70a847738cca282a275b45ecd4a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 47.22595791509114, \"dd_pct\": -54.06381076047697, \"calmar\": 0.8742441024019808, \"cagr_pct\": 47.264967710723745, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 62.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9242677639251707, \"sortino\": 1.3495182433821253}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -25.019970750195686, \"dd_pct\": -41.069377039904644, \"calmar\": -0.6095723633215521, \"cagr_pct\": -25.03475722235856, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 71.78082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.3533036837599118, \"sortino\": -0.5017524196454725}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.84003546741053, \"dd_pct\": -20.919614590676126, \"calmar\": 6.212881369151951, \"cagr_pct\": 129.97108374025103, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2178761860444958, \"sortino\": 3.5095958902463797}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.125473764618524, \"dd_pct\": -40.77167746736794, \"calmar\": 0.5065879000998809, \"cagr_pct\": 20.654438471743553, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.41970802919708, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6300725020529064, \"sortino\": 0.8858543856340315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 93.23999404206174, \"dd_pct\": -24.408571322053806, \"calmar\": 3.823542303597449, \"cagr_pct\": 93.32720502024824, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7020184428715721, \"sortino\": 2.5750253548186226}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.17033188486271, \"dd_pct\": -36.71394934911223, \"calmar\": -1.4162773293485316, \"cagr_pct\": -51.997134133997925, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 83.27814569536423, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.487025230531464, \"sortino\": -2.0044407577525867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1965.4401234214686, \"dd_pct\": -58.815632865656006, \"calmar\": 0.7543232726496292, \"cagr_pct\": 44.366000666180724, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 73.48107569721115, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9788256168618671, \"sortino\": 1.4450298142033842}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 395.62998548515793, \"dd_pct\": -58.815632865656006, \"calmar\": 1.1560544959306664, \"cagr_pct\": 67.9940768053491, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 58.07453416149069, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2550054275337137, \"sortino\": 1.8866732603133358}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 316.7302592476678, \"dd_pct\": -54.06381076047697, \"calmar\": 0.5892705983600707, \"cagr_pct\": 31.858214116451894, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 82.6923076923077, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8055975983737957, \"sortino\": 1.1755642353361293}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.122909523281589, \"dd_pct\": -30.202780717585487, \"calmar\": 0.9813166968005358, \"cagr_pct\": 29.638493007971906, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 92.79538904899135, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8796669185654102, \"sortino\": 1.336848513136379}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 1965.4401234214686, "Sharpe Ratio": 0.9788256168618671, "Sortino Ratio": 1.4450298142033842, "Calmar Ratio": 0.7543232726496292, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.815632865656006, "% In Market": 73.48107569721115, "Composite": 1.4838619182569992, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1560544959306664, "Sub1_Sortino": 1.8866732603133358, "Sub1_Trades": 14, "Sub2_Calmar": 0.5892705983600707, "Sub2_Sortino": 1.1755642353361293, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.122909523281589, "OOS_Sortino Ratio": 1.336848513136379, "OOS_Calmar Ratio": 0.9813166968005358, "OOS_Max Drawdown %": -30.202780717585487, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 52, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3fa124b1059ef8812c803d03b61cd0b6ec7569c0f08d9acbc29698ab13a81017", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 591.0, "i_long_exit_activation_confirmation_threshold": -720.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "676c5684b01fa2d680df9a2dfb27ec8f9989fef7775c75f58cd47d416550afd9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 47.22595791509114, \"dd_pct\": -54.06381076047697, \"calmar\": 0.8742441024019808, \"cagr_pct\": 47.264967710723745, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 62.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9242677639251707, \"sortino\": 1.3495182433821253}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -25.019970750195686, \"dd_pct\": -41.069377039904644, \"calmar\": -0.6095723633215521, \"cagr_pct\": -25.03475722235856, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 71.78082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.3533036837599118, \"sortino\": -0.5017524196454725}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.84003546741053, \"dd_pct\": -20.919614590676126, \"calmar\": 6.212881369151951, \"cagr_pct\": 129.97108374025103, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2178761860444958, \"sortino\": 3.5095958902463797}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.125473764618524, \"dd_pct\": -40.77167746736794, \"calmar\": 0.5065879000998809, \"cagr_pct\": 20.654438471743553, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.41970802919708, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6300725020529064, \"sortino\": 0.8858543856340315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 93.23999404206174, \"dd_pct\": -24.408571322053806, \"calmar\": 3.823542303597449, \"cagr_pct\": 93.32720502024824, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7020184428715721, \"sortino\": 2.5750253548186226}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.17033188486271, \"dd_pct\": -36.71394934911223, \"calmar\": -1.4162773293485316, \"cagr_pct\": -51.997134133997925, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 83.27814569536423, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.487025230531464, \"sortino\": -2.0044407577525867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1965.4401234214686, \"dd_pct\": -58.815632865656006, \"calmar\": 0.7543232726496292, \"cagr_pct\": 44.366000666180724, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 73.48107569721115, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9788256168618671, \"sortino\": 1.4450298142033842}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 395.62998548515793, \"dd_pct\": -58.815632865656006, \"calmar\": 1.1560544959306664, \"cagr_pct\": 67.9940768053491, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 58.07453416149069, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2550054275337137, \"sortino\": 1.8866732603133358}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 316.7302592476678, \"dd_pct\": -54.06381076047697, \"calmar\": 0.5892705983600707, \"cagr_pct\": 31.858214116451894, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 82.6923076923077, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8055975983737957, \"sortino\": 1.1755642353361293}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.122909523281589, \"dd_pct\": -30.202780717585487, \"calmar\": 0.9813166968005358, \"cagr_pct\": 29.638493007971906, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 92.79538904899135, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8796669185654102, \"sortino\": 1.336848513136379}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 1965.4401234214686, "Sharpe Ratio": 0.9788256168618671, "Sortino Ratio": 1.4450298142033842, "Calmar Ratio": 0.7543232726496292, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.815632865656006, "% In Market": 73.48107569721115, "Composite": 1.4838619182569992, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1560544959306664, "Sub1_Sortino": 1.8866732603133358, "Sub1_Trades": 14, "Sub2_Calmar": 0.5892705983600707, "Sub2_Sortino": 1.1755642353361293, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.122909523281589, "OOS_Sortino Ratio": 1.336848513136379, "OOS_Calmar Ratio": 0.9813166968005358, "OOS_Max Drawdown %": -30.202780717585487, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 52, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3fa124b1059ef8812c803d03b61cd0b6ec7569c0f08d9acbc29698ab13a81017", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -721.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "ba7c9833a501a65fa8a3dde1a66d45360e0e146ff3a1a19022eaf9fa213fbe35", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 47.22595791509114, \"dd_pct\": -54.06381076047697, \"calmar\": 0.8742441024019808, \"cagr_pct\": 47.264967710723745, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 62.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9242677639251707, \"sortino\": 1.3495182433821253}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -25.019970750195686, \"dd_pct\": -41.069377039904644, \"calmar\": -0.6095723633215521, \"cagr_pct\": -25.03475722235856, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 71.78082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.3533036837599118, \"sortino\": -0.5017524196454725}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.84003546741053, \"dd_pct\": -20.919614590676126, \"calmar\": 6.212881369151951, \"cagr_pct\": 129.97108374025103, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2178761860444958, \"sortino\": 3.5095958902463797}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.125473764618524, \"dd_pct\": -40.77167746736794, \"calmar\": 0.5065879000998809, \"cagr_pct\": 20.654438471743553, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.41970802919708, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6300725020529064, \"sortino\": 0.8858543856340315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 93.23999404206174, \"dd_pct\": -24.408571322053806, \"calmar\": 3.823542303597449, \"cagr_pct\": 93.32720502024824, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7020184428715721, \"sortino\": 2.5750253548186226}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.17033188486271, \"dd_pct\": -36.71394934911223, \"calmar\": -1.4162773293485316, \"cagr_pct\": -51.997134133997925, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 83.27814569536423, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.487025230531464, \"sortino\": -2.0044407577525867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1965.4401234214686, \"dd_pct\": -58.815632865656006, \"calmar\": 0.7543232726496292, \"cagr_pct\": 44.366000666180724, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 73.48107569721115, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9788256168618671, \"sortino\": 1.4450298142033842}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 395.62998548515793, \"dd_pct\": -58.815632865656006, \"calmar\": 1.1560544959306664, \"cagr_pct\": 67.9940768053491, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 58.07453416149069, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2550054275337137, \"sortino\": 1.8866732603133358}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 316.7302592476678, \"dd_pct\": -54.06381076047697, \"calmar\": 0.5892705983600707, \"cagr_pct\": 31.858214116451894, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 82.6923076923077, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8055975983737957, \"sortino\": 1.1755642353361293}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.122909523281589, \"dd_pct\": -30.202780717585487, \"calmar\": 0.9813166968005358, \"cagr_pct\": 29.638493007971906, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 92.79538904899135, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8796669185654102, \"sortino\": 1.336848513136379}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 1965.4401234214686, "Sharpe Ratio": 0.9788256168618671, "Sortino Ratio": 1.4450298142033842, "Calmar Ratio": 0.7543232726496292, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.815632865656006, "% In Market": 73.48107569721115, "Composite": 1.4838619182569992, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1560544959306664, "Sub1_Sortino": 1.8866732603133358, "Sub1_Trades": 14, "Sub2_Calmar": 0.5892705983600707, "Sub2_Sortino": 1.1755642353361293, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.122909523281589, "OOS_Sortino Ratio": 1.336848513136379, "OOS_Calmar Ratio": 0.9813166968005358, "OOS_Max Drawdown %": -30.202780717585487, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 8, "Fragile_1.0": 69, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3fa124b1059ef8812c803d03b61cd0b6ec7569c0f08d9acbc29698ab13a81017", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -720.05, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "9c97f0803c9fb5641d979173cd1207d475feaaf937b7c80a19ef2272cb9394f3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 47.22595791509114, \"dd_pct\": -54.06381076047697, \"calmar\": 0.8742441024019808, \"cagr_pct\": 47.264967710723745, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 62.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9242677639251707, \"sortino\": 1.3495182433821253}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -25.019970750195686, \"dd_pct\": -41.069377039904644, \"calmar\": -0.6095723633215521, \"cagr_pct\": -25.03475722235856, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 71.78082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.3533036837599118, \"sortino\": -0.5017524196454725}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.84003546741053, \"dd_pct\": -20.919614590676126, \"calmar\": 6.212881369151951, \"cagr_pct\": 129.97108374025103, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2178761860444958, \"sortino\": 3.5095958902463797}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.125473764618524, \"dd_pct\": -40.77167746736794, \"calmar\": 0.5065879000998809, \"cagr_pct\": 20.654438471743553, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.41970802919708, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6300725020529064, \"sortino\": 0.8858543856340315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 93.23999404206174, \"dd_pct\": -24.408571322053806, \"calmar\": 3.823542303597449, \"cagr_pct\": 93.32720502024824, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7020184428715721, \"sortino\": 2.5750253548186226}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.17033188486271, \"dd_pct\": -36.71394934911223, \"calmar\": -1.4162773293485316, \"cagr_pct\": -51.997134133997925, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 83.27814569536423, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.487025230531464, \"sortino\": -2.0044407577525867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1965.4401234214686, \"dd_pct\": -58.815632865656006, \"calmar\": 0.7543232726496292, \"cagr_pct\": 44.366000666180724, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 73.48107569721115, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9788256168618671, \"sortino\": 1.4450298142033842}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 395.62998548515793, \"dd_pct\": -58.815632865656006, \"calmar\": 1.1560544959306664, \"cagr_pct\": 67.9940768053491, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 58.07453416149069, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2550054275337137, \"sortino\": 1.8866732603133358}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 316.7302592476678, \"dd_pct\": -54.06381076047697, \"calmar\": 0.5892705983600707, \"cagr_pct\": 31.858214116451894, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 82.6923076923077, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8055975983737957, \"sortino\": 1.1755642353361293}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.122909523281589, \"dd_pct\": -30.202780717585487, \"calmar\": 0.9813166968005358, \"cagr_pct\": 29.638493007971906, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 92.79538904899135, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8796669185654102, \"sortino\": 1.336848513136379}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 1965.4401234214686, "Sharpe Ratio": 0.9788256168618671, "Sortino Ratio": 1.4450298142033842, "Calmar Ratio": 0.7543232726496292, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.815632865656006, "% In Market": 73.48107569721115, "Composite": 1.4838619182569992, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1560544959306664, "Sub1_Sortino": 1.8866732603133358, "Sub1_Trades": 14, "Sub2_Calmar": 0.5892705983600707, "Sub2_Sortino": 1.1755642353361293, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.122909523281589, "OOS_Sortino Ratio": 1.336848513136379, "OOS_Calmar Ratio": 0.9813166968005358, "OOS_Max Drawdown %": -30.202780717585487, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 56, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3fa124b1059ef8812c803d03b61cd0b6ec7569c0f08d9acbc29698ab13a81017", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -719.95, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "c6cd8baea870b1c6a1f609558a3c85eb9320ea37d2b112733845badc6680863a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 47.22595791509114, \"dd_pct\": -54.06381076047697, \"calmar\": 0.8742441024019808, \"cagr_pct\": 47.264967710723745, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 62.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9242677639251707, \"sortino\": 1.3495182433821253}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -25.019970750195686, \"dd_pct\": -41.069377039904644, \"calmar\": -0.6095723633215521, \"cagr_pct\": -25.03475722235856, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 71.78082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.3533036837599118, \"sortino\": -0.5017524196454725}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.84003546741053, \"dd_pct\": -20.919614590676126, \"calmar\": 6.212881369151951, \"cagr_pct\": 129.97108374025103, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2178761860444958, \"sortino\": 3.5095958902463797}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.125473764618524, \"dd_pct\": -40.77167746736794, \"calmar\": 0.5065879000998809, \"cagr_pct\": 20.654438471743553, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.41970802919708, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6300725020529064, \"sortino\": 0.8858543856340315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 93.23999404206174, \"dd_pct\": -24.408571322053806, \"calmar\": 3.823542303597449, \"cagr_pct\": 93.32720502024824, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7020184428715721, \"sortino\": 2.5750253548186226}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.17033188486271, \"dd_pct\": -36.71394934911223, \"calmar\": -1.4162773293485316, \"cagr_pct\": -51.997134133997925, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 83.27814569536423, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.487025230531464, \"sortino\": -2.0044407577525867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1965.4401234214686, \"dd_pct\": -58.815632865656006, \"calmar\": 0.7543232726496292, \"cagr_pct\": 44.366000666180724, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 73.48107569721115, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9788256168618671, \"sortino\": 1.4450298142033842}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 395.62998548515793, \"dd_pct\": -58.815632865656006, \"calmar\": 1.1560544959306664, \"cagr_pct\": 67.9940768053491, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 58.07453416149069, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2550054275337137, \"sortino\": 1.8866732603133358}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 316.7302592476678, \"dd_pct\": -54.06381076047697, \"calmar\": 0.5892705983600707, \"cagr_pct\": 31.858214116451894, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 82.6923076923077, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8055975983737957, \"sortino\": 1.1755642353361293}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.122909523281589, \"dd_pct\": -30.202780717585487, \"calmar\": 0.9813166968005358, \"cagr_pct\": 29.638493007971906, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 92.79538904899135, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8796669185654102, \"sortino\": 1.336848513136379}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 1965.4401234214686, "Sharpe Ratio": 0.9788256168618671, "Sortino Ratio": 1.4450298142033842, "Calmar Ratio": 0.7543232726496292, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.815632865656006, "% In Market": 73.48107569721115, "Composite": 1.4838619182569992, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1560544959306664, "Sub1_Sortino": 1.8866732603133358, "Sub1_Trades": 14, "Sub2_Calmar": 0.5892705983600707, "Sub2_Sortino": 1.1755642353361293, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.122909523281589, "OOS_Sortino Ratio": 1.336848513136379, "OOS_Calmar Ratio": 0.9813166968005358, "OOS_Max Drawdown %": -30.202780717585487, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 50, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3fa124b1059ef8812c803d03b61cd0b6ec7569c0f08d9acbc29698ab13a81017", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -85.0, "i_long_exit_activation_threshold": 590.0, "i_long_exit_activation_confirmation_threshold": -719.0, "i_trailing_stop_threshold": 20.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "034241c3fe58f20f4bb70e06283b8a191ea151e091026edd88ec0601e4c19129", "Evaluation_Status": "complete", "Evaluation_Key": "f0561691c57ffa205f986ad0ae839ba9633c86b87286d17f88aefb47e8460c3a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 47.22595791509114, \"dd_pct\": -54.06381076047697, \"calmar\": 0.8742441024019808, \"cagr_pct\": 47.264967710723745, \"entries\": 6, \"exits\": 7, \"exposure_pct\": 62.19178082191781, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9242677639251707, \"sortino\": 1.3495182433821253}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -25.019970750195686, \"dd_pct\": -41.069377039904644, \"calmar\": -0.6095723633215521, \"cagr_pct\": -25.03475722235856, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 71.78082191780823, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.3533036837599118, \"sortino\": -0.5017524196454725}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 129.84003546741053, \"dd_pct\": -20.919614590676126, \"calmar\": 6.212881369151951, \"cagr_pct\": 129.97108374025103, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 91.5068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.2178761860444958, \"sortino\": 3.5095958902463797}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 15.125473764618524, \"dd_pct\": -40.77167746736794, \"calmar\": 0.5065879000998809, \"cagr_pct\": 20.654438471743553, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 90.41970802919708, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.6300725020529064, \"sortino\": 0.8858543856340315}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 93.23999404206174, \"dd_pct\": -24.408571322053806, \"calmar\": 3.823542303597449, \"cagr_pct\": 93.32720502024824, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.24657534246575, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7020184428715721, \"sortino\": 2.5750253548186226}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -26.17033188486271, \"dd_pct\": -36.71394934911223, \"calmar\": -1.4162773293485316, \"cagr_pct\": -51.997134133997925, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 83.27814569536423, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.487025230531464, \"sortino\": -2.0044407577525867}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1965.4401234214686, \"dd_pct\": -58.815632865656006, \"calmar\": 0.7543232726496292, \"cagr_pct\": 44.366000666180724, \"entries\": 34, \"exits\": 33, \"exposure_pct\": 73.48107569721115, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.9788256168618671, \"sortino\": 1.4450298142033842}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 395.62998548515793, \"dd_pct\": -58.815632865656006, \"calmar\": 1.1560544959306664, \"cagr_pct\": 67.9940768053491, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 58.07453416149069, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2550054275337137, \"sortino\": 1.8866732603133358}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 316.7302592476678, \"dd_pct\": -54.06381076047697, \"calmar\": 0.5892705983600707, \"cagr_pct\": 31.858214116451894, \"entries\": 20, \"exits\": 20, \"exposure_pct\": 82.6923076923077, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8055975983737957, \"sortino\": 1.1755642353361293}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.122909523281589, \"dd_pct\": -30.202780717585487, \"calmar\": 0.9813166968005358, \"cagr_pct\": 29.638493007971906, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 92.79538904899135, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8796669185654102, \"sortino\": 1.336848513136379}]", "Additional_Threshold_Budget": 0, "Total Trades": 34, "Total P&L %": 1965.4401234214686, "Sharpe Ratio": 0.9788256168618671, "Sortino Ratio": 1.4450298142033842, "Calmar Ratio": 0.7543232726496292, "P&L/DD Ratio": 0.0, "Max Drawdown %": -58.815632865656006, "% In Market": 73.48107569721115, "Composite": 1.4838619182569992, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1560544959306664, "Sub1_Sortino": 1.8866732603133358, "Sub1_Trades": 14, "Sub2_Calmar": 0.5892705983600707, "Sub2_Sortino": 1.1755642353361293, "Sub2_Trades": 20, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.122909523281589, "OOS_Sortino Ratio": 1.336848513136379, "OOS_Calmar Ratio": 0.9813166968005358, "OOS_Max Drawdown %": -30.202780717585487, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 55, "source": "diagnostic_center", "Policy": "canonical", "center_id": "3fa124b1059ef8812c803d03b61cd0b6ec7569c0f08d9acbc29698ab13a81017", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": 60.0, "i_long_exit_activation_confirmation_threshold": -600.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "edf7d45b7917bebf4ed207602f57883d25ac9b157c33c7a84ef591e57c47fe92", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.74126983518826, \"dd_pct\": -47.29397956776995, \"calmar\": 1.3489366646413494, \"cagr_pct\": 63.79658305576372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 86.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.034165232268557, \"sortino\": 1.5182258740853563}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.06409318415416, \"dd_pct\": -37.38672412480679, \"calmar\": -0.42994299383370727, \"cagr_pct\": -16.07416009985432, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 73.15068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.08384000345562348, \"sortino\": -0.1191805707150906}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 142.58104618230658, \"dd_pct\": -20.802130078094283, \"calmar\": 6.861236229609337, \"cagr_pct\": 142.7283285448666, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.79452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3216699828162395, \"sortino\": 3.671109197946961}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 43.52151732800043, \"dd_pct\": -31.798425197581835, \"calmar\": 1.9457946276270244, \"cagr_pct\": 61.87320491645454, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.36131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.187883966267758, \"sortino\": 1.7170800982107899}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 81.79535048814859, \"dd_pct\": -27.845585850766753, \"calmar\": 2.9401353454616945, \"cagr_pct\": 81.86979117492737, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5567227782149728, \"sortino\": 2.338033759583614}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1109.4165797226149, \"dd_pct\": -63.103617539082336, \"calmar\": 0.5593021620390768, \"cagr_pct\": 35.29398972209576, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 86.01427622841965, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8156504110092201, \"sortino\": 1.1714633692810157}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 102.95138596131955, \"dd_pct\": -63.103617539082336, \"calmar\": 0.4085860352625962, \"cagr_pct\": 25.783256901020877, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 78.46051464063886, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6809824784998258, \"sortino\": 0.9584720114207621}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 495.9144225568925, \"dd_pct\": -49.88700078365511, \"calmar\": 0.8282790720463907, \"cagr_pct\": 41.32035871626342, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 90.53050397877985, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9143699752054314, \"sortino\": 1.3362507610058223}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.472912189434915, \"dd_pct\": -29.324151804243193, \"calmar\": 1.039563966419349, \"cagr_pct\": 30.484331561502167, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8744096543993046, \"sortino\": 1.3218795186351313}]", "Additional_Threshold_Budget": 0, "Total Trades": 35, "Total P&L %": 1109.4165797226149, "Sharpe Ratio": 0.8156504110092201, "Sortino Ratio": 1.1714633692810157, "Calmar Ratio": 0.5593021620390768, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.103617539082336, "% In Market": 86.01427622841965, "Composite": 0.8074689192916394, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4085860352625962, "Sub1_Sortino": 0.9584720114207621, "Sub1_Trades": 14, "Sub2_Calmar": 0.8282790720463907, "Sub2_Sortino": 1.3362507610058223, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.472912189434915, "OOS_Sortino Ratio": 1.3218795186351313, "OOS_Calmar Ratio": 1.039563966419349, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 48, "source": "diagnostic_center", "Policy": "canonical", "center_id": "db227338455448ecd855300187300f570dd4c6417dc07183a9980af2eb8e5e3d", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -126.0, "i_long_exit_activation_threshold": 60.0, "i_long_exit_activation_confirmation_threshold": -600.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "325ae24dddb9703e1341eb829481ced50d3f60f17c847ed4ccb37a06891416cb", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.74126983518826, \"dd_pct\": -47.29397956776995, \"calmar\": 1.3489366646413494, \"cagr_pct\": 63.79658305576372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 86.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.034165232268557, \"sortino\": 1.5182258740853563}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -46.43063292721974, \"dd_pct\": -51.62933009084145, \"calmar\": -0.89975078942397, \"cagr_pct\": -46.453530506665324, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 77.3972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.8591337532709009, \"sortino\": -1.1842245985373507}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 142.58104618230658, \"dd_pct\": -20.802130078094283, \"calmar\": 6.861236229609337, \"cagr_pct\": 142.7283285448666, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.79452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3216699828162395, \"sortino\": 3.671109197946961}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 43.14631727598004, \"dd_pct\": -31.976720653832167, \"calmar\": 1.9173118334502437, \"cagr_pct\": 61.30934490452523, \"entries\": 4, \"exits\": 4, \"exposure_pct\": 99.27007299270073, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.181163878613326, \"sortino\": 1.707346511363788}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 81.79535048814859, \"dd_pct\": -27.845585850766753, \"calmar\": 2.9401353454616945, \"cagr_pct\": 81.86979117492737, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5567227782149728, \"sortino\": 2.338033759583614}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 664.7620283613786, \"dd_pct\": -65.68255916706653, \"calmar\": 0.4259822624828461, \"cagr_pct\": 27.979605159650404, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 86.54548472775564, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.717006555208129, \"sortino\": 1.0242951404788279}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 101.60928490022539, \"dd_pct\": -62.563676078784795, \"calmar\": 0.40779374075585156, \"cagr_pct\": 25.513075503605037, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 78.52706299911269, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6775707900793088, \"sortino\": 0.9503626342112708}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 279.32877384087516, \"dd_pct\": -65.68255916706667, \"calmar\": 0.4487855205365619, \"cagr_pct\": 29.47738150596554, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 91.33952254641909, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7477498122371519, \"sortino\": 1.084831677372452}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.472912189434915, \"dd_pct\": -29.324151804243193, \"calmar\": 1.039563966419349, \"cagr_pct\": 30.484331561502167, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8744096543993046, \"sortino\": 1.3218795186351313}]", "Additional_Threshold_Budget": 0, "Total Trades": 35, "Total P&L %": 664.7620283613786, "Sharpe Ratio": 0.717006555208129, "Sortino Ratio": 1.0242951404788279, "Calmar Ratio": 0.4259822624828461, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.68255916706653, "% In Market": 86.54548472775564, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.40779374075585156, "Sub1_Sortino": 0.9503626342112708, "Sub1_Trades": 14, "Sub2_Calmar": 0.4487855205365619, "Sub2_Sortino": 1.084831677372452, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.472912189434915, "OOS_Sortino Ratio": 1.3218795186351313, "OOS_Calmar Ratio": 1.039563966419349, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 53, "source": "diagnostic_center", "Policy": "canonical", "center_id": "db227338455448ecd855300187300f570dd4c6417dc07183a9980af2eb8e5e3d", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -125.05, "i_long_exit_activation_threshold": 60.0, "i_long_exit_activation_confirmation_threshold": -600.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "c4949d0b6e3b3cd93580bd468dc9841b71c47afe0fe56cc6ada2a3f1fe0f3d62", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.74126983518826, \"dd_pct\": -47.29397956776995, \"calmar\": 1.3489366646413494, \"cagr_pct\": 63.79658305576372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 86.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.034165232268557, \"sortino\": 1.5182258740853563}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.06409318415416, \"dd_pct\": -37.38672412480679, \"calmar\": -0.42994299383370727, \"cagr_pct\": -16.07416009985432, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 73.15068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.08384000345562348, \"sortino\": -0.1191805707150906}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 142.58104618230658, \"dd_pct\": -20.802130078094283, \"calmar\": 6.861236229609337, \"cagr_pct\": 142.7283285448666, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.79452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3216699828162395, \"sortino\": 3.671109197946961}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 43.52151732800043, \"dd_pct\": -31.798425197581835, \"calmar\": 1.9457946276270244, \"cagr_pct\": 61.87320491645454, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.36131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.187883966267758, \"sortino\": 1.7170800982107899}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 81.79535048814859, \"dd_pct\": -27.845585850766753, \"calmar\": 2.9401353454616945, \"cagr_pct\": 81.86979117492737, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5567227782149728, \"sortino\": 2.338033759583614}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1101.418805934252, \"dd_pct\": -62.563676078784795, \"calmar\": 0.56238988940425, \"cagr_pct\": 35.1851788706711, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 86.03917662682603, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8138510352301603, \"sortino\": 1.16686200342914}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 101.60928490022539, \"dd_pct\": -62.563676078784795, \"calmar\": 0.40779374075585156, \"cagr_pct\": 25.513075503605037, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 78.52706299911269, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6775707900793088, \"sortino\": 0.9503626342112708}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 495.9144225568925, \"dd_pct\": -49.88700078365511, \"calmar\": 0.8282790720463907, \"cagr_pct\": 41.32035871626342, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 90.53050397877985, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9143699752054314, \"sortino\": 1.3362507610058223}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.472912189434915, \"dd_pct\": -29.324151804243193, \"calmar\": 1.039563966419349, \"cagr_pct\": 30.484331561502167, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8744096543993046, \"sortino\": 1.3218795186351313}]", "Additional_Threshold_Budget": 0, "Total Trades": 35, "Total P&L %": 1101.418805934252, "Sharpe Ratio": 0.8138510352301603, "Sortino Ratio": 1.16686200342914, "Calmar Ratio": 0.56238988940425, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.563676078784795, "% In Market": 86.03917662682603, "Composite": 0.8039903520789831, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.40779374075585156, "Sub1_Sortino": 0.9503626342112708, "Sub1_Trades": 14, "Sub2_Calmar": 0.8282790720463907, "Sub2_Sortino": 1.3362507610058223, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.472912189434915, "OOS_Sortino Ratio": 1.3218795186351313, "OOS_Calmar Ratio": 1.039563966419349, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 47, "source": "diagnostic_center", "Policy": "canonical", "center_id": "db227338455448ecd855300187300f570dd4c6417dc07183a9980af2eb8e5e3d", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -124.95, "i_long_exit_activation_threshold": 60.0, "i_long_exit_activation_confirmation_threshold": -600.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "4414e57d14d9af483e68dfc92d7da78ac0fb44921a13b7a76fcb7d52b3e01379", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.74126983518826, \"dd_pct\": -47.29397956776995, \"calmar\": 1.3489366646413494, \"cagr_pct\": 63.79658305576372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 86.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.034165232268557, \"sortino\": 1.5182258740853563}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.06409318415416, \"dd_pct\": -37.38672412480679, \"calmar\": -0.42994299383370727, \"cagr_pct\": -16.07416009985432, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 73.15068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.08384000345562348, \"sortino\": -0.1191805707150906}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 142.58104618230658, \"dd_pct\": -20.802130078094283, \"calmar\": 6.861236229609337, \"cagr_pct\": 142.7283285448666, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.79452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3216699828162395, \"sortino\": 3.671109197946961}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 43.52151732800043, \"dd_pct\": -31.798425197581835, \"calmar\": 1.9457946276270244, \"cagr_pct\": 61.87320491645454, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.36131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.187883966267758, \"sortino\": 1.7170800982107899}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 81.79535048814859, \"dd_pct\": -27.845585850766753, \"calmar\": 2.9401353454616945, \"cagr_pct\": 81.86979117492737, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5567227782149728, \"sortino\": 2.338033759583614}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1109.4165797226149, \"dd_pct\": -63.103617539082336, \"calmar\": 0.5593021620390768, \"cagr_pct\": 35.29398972209576, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 86.01427622841965, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8156504110092201, \"sortino\": 1.1714633692810157}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 102.95138596131955, \"dd_pct\": -63.103617539082336, \"calmar\": 0.4085860352625962, \"cagr_pct\": 25.783256901020877, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 78.46051464063886, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6809824784998258, \"sortino\": 0.9584720114207621}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 495.9144225568925, \"dd_pct\": -49.88700078365511, \"calmar\": 0.8282790720463907, \"cagr_pct\": 41.32035871626342, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 90.53050397877985, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9143699752054314, \"sortino\": 1.3362507610058223}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.472912189434915, \"dd_pct\": -29.324151804243193, \"calmar\": 1.039563966419349, \"cagr_pct\": 30.484331561502167, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8744096543993046, \"sortino\": 1.3218795186351313}]", "Additional_Threshold_Budget": 0, "Total Trades": 35, "Total P&L %": 1109.4165797226149, "Sharpe Ratio": 0.8156504110092201, "Sortino Ratio": 1.1714633692810157, "Calmar Ratio": 0.5593021620390768, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.103617539082336, "% In Market": 86.01427622841965, "Composite": 0.8074689192916394, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4085860352625962, "Sub1_Sortino": 0.9584720114207621, "Sub1_Trades": 14, "Sub2_Calmar": 0.8282790720463907, "Sub2_Sortino": 1.3362507610058223, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.472912189434915, "OOS_Sortino Ratio": 1.3218795186351313, "OOS_Calmar Ratio": 1.039563966419349, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 47, "source": "diagnostic_center", "Policy": "canonical", "center_id": "db227338455448ecd855300187300f570dd4c6417dc07183a9980af2eb8e5e3d", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -124.0, "i_long_exit_activation_threshold": 60.0, "i_long_exit_activation_confirmation_threshold": -600.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "20d3d0c085ea8d4a6a54b6246994441e3cc3b103d83ea256eba0621e0c584c3d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.74126983518826, \"dd_pct\": -47.29397956776995, \"calmar\": 1.3489366646413494, \"cagr_pct\": 63.79658305576372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 86.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.034165232268557, \"sortino\": 1.5182258740853563}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.06409318415416, \"dd_pct\": -37.38672412480679, \"calmar\": -0.42994299383370727, \"cagr_pct\": -16.07416009985432, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 73.15068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.08384000345562348, \"sortino\": -0.1191805707150906}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 142.58104618230658, \"dd_pct\": -20.802130078094283, \"calmar\": 6.861236229609337, \"cagr_pct\": 142.7283285448666, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.79452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3216699828162395, \"sortino\": 3.671109197946961}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 43.52151732800043, \"dd_pct\": -31.798425197581835, \"calmar\": 1.9457946276270244, \"cagr_pct\": 61.87320491645454, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.36131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.187883966267758, \"sortino\": 1.7170800982107899}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 81.79535048814859, \"dd_pct\": -27.845585850766753, \"calmar\": 2.9401353454616945, \"cagr_pct\": 81.86979117492737, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5567227782149728, \"sortino\": 2.338033759583614}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1100.9371219839372, \"dd_pct\": -63.362305340318635, \"calmar\": 0.555197684191962, \"cagr_pct\": 35.178605190008895, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 85.98937583001329, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8141519491177145, \"sortino\": 1.1692957443155123}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 101.52845383923915, \"dd_pct\": -63.362305340318635, \"calmar\": 0.40239641405025706, \"cagr_pct\": 25.496764454901673, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 78.39396628216504, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6773411839292509, \"sortino\": 0.9533206583134017}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 495.9144225568925, \"dd_pct\": -49.88700078365511, \"calmar\": 0.8282790720463907, \"cagr_pct\": 41.32035871626342, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 90.53050397877985, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9143699752054314, \"sortino\": 1.3362507610058223}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.472912189434915, \"dd_pct\": -29.324151804243193, \"calmar\": 1.039563966419349, \"cagr_pct\": 30.484331561502167, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8744096543993046, \"sortino\": 1.3218795186351313}]", "Additional_Threshold_Budget": 0, "Total Trades": 35, "Total P&L %": 1100.9371219839372, "Sharpe Ratio": 0.8141519491177145, "Sortino Ratio": 1.1692957443155123, "Calmar Ratio": 0.555197684191962, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.362305340318635, "% In Market": 85.98937583001329, "Composite": 0.7994186133362171, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.40239641405025706, "Sub1_Sortino": 0.9533206583134017, "Sub1_Trades": 14, "Sub2_Calmar": 0.8282790720463907, "Sub2_Sortino": 1.3362507610058223, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.472912189434915, "OOS_Sortino Ratio": 1.3218795186351313, "OOS_Calmar Ratio": 1.039563966419349, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 45, "source": "diagnostic_center", "Policy": "canonical", "center_id": "db227338455448ecd855300187300f570dd4c6417dc07183a9980af2eb8e5e3d", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": 59.0, "i_long_exit_activation_confirmation_threshold": -600.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "50b79c6c5240ccbb1187291c9a1cd1534b68333e39eceab9c78b49eb3ef5f59b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.74126983518826, \"dd_pct\": -47.29397956776995, \"calmar\": 1.3489366646413494, \"cagr_pct\": 63.79658305576372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 86.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.034165232268557, \"sortino\": 1.5182258740853563}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.06409318415416, \"dd_pct\": -37.38672412480679, \"calmar\": -0.42994299383370727, \"cagr_pct\": -16.07416009985432, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 73.15068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.08384000345562348, \"sortino\": -0.1191805707150906}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 142.58104618230658, \"dd_pct\": -20.802130078094283, \"calmar\": 6.861236229609337, \"cagr_pct\": 142.7283285448666, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.79452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3216699828162395, \"sortino\": 3.671109197946961}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 40.30052385937406, \"dd_pct\": -31.798425197581835, \"calmar\": 1.7940729519870995, \"cagr_pct\": 57.04869456276661, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 99.17883211678831, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.1332208918584028, \"sortino\": 1.6332313753325256}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 81.79535048814859, \"dd_pct\": -27.845585850766753, \"calmar\": 2.9401353454616945, \"cagr_pct\": 81.86979117492737, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5567227782149728, \"sortino\": 2.338033759583614}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1082.274148562051, \"dd_pct\": -63.103617539082336, \"calmar\": 0.5534089195747967, \"cagr_pct\": 34.92210480356474, \"entries\": 36, \"exits\": 35, \"exposure_pct\": 85.9976759628154, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8109331224560374, \"sortino\": 1.1644274021087095}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 102.95138596131955, \"dd_pct\": -63.103617539082336, \"calmar\": 0.4085860352625962, \"cagr_pct\": 25.783256901020877, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 78.46051464063886, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6809824784998258, \"sortino\": 0.9584720114207621}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 482.5405640675802, \"dd_pct\": -49.88700078365511, \"calmar\": 0.8158472760759768, \"cagr_pct\": 40.70017370094515, \"entries\": 22, \"exits\": 22, \"exposure_pct\": 90.50397877984085, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9064374127789477, \"sortino\": 1.324136032546646}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.472912189434915, \"dd_pct\": -29.324151804243193, \"calmar\": 1.039563966419349, \"cagr_pct\": 30.484331561502167, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8744096543993046, \"sortino\": 1.3218795186351313}]", "Additional_Threshold_Budget": 0, "Total Trades": 36, "Total P&L %": 1082.274148562051, "Sharpe Ratio": 0.8109331224560374, "Sortino Ratio": 1.1644274021087095, "Calmar Ratio": 0.5534089195747967, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.103617539082336, "% In Market": 85.9976759628154, "Composite": 0.8034802113465285, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4085860352625962, "Sub1_Sortino": 0.9584720114207621, "Sub1_Trades": 14, "Sub2_Calmar": 0.8158472760759768, "Sub2_Sortino": 1.324136032546646, "Sub2_Trades": 22, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.472912189434915, "OOS_Sortino Ratio": 1.3218795186351313, "OOS_Calmar Ratio": 1.039563966419349, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 48, "source": "diagnostic_center", "Policy": "canonical", "center_id": "db227338455448ecd855300187300f570dd4c6417dc07183a9980af2eb8e5e3d", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": 59.95, "i_long_exit_activation_confirmation_threshold": -600.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "520c5b7d8883f93adca24f3806f0f31129a95f8936c6d84293b29683116fee27", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.74126983518826, \"dd_pct\": -47.29397956776995, \"calmar\": 1.3489366646413494, \"cagr_pct\": 63.79658305576372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 86.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.034165232268557, \"sortino\": 1.5182258740853563}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.06409318415416, \"dd_pct\": -37.38672412480679, \"calmar\": -0.42994299383370727, \"cagr_pct\": -16.07416009985432, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 73.15068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.08384000345562348, \"sortino\": -0.1191805707150906}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 142.58104618230658, \"dd_pct\": -20.802130078094283, \"calmar\": 6.861236229609337, \"cagr_pct\": 142.7283285448666, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.79452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3216699828162395, \"sortino\": 3.671109197946961}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 43.52151732800043, \"dd_pct\": -31.798425197581835, \"calmar\": 1.9457946276270244, \"cagr_pct\": 61.87320491645454, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.36131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.187883966267758, \"sortino\": 1.7170800982107899}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 81.79535048814859, \"dd_pct\": -27.845585850766753, \"calmar\": 2.9401353454616945, \"cagr_pct\": 81.86979117492737, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5567227782149728, \"sortino\": 2.338033759583614}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1109.4165797226149, \"dd_pct\": -63.103617539082336, \"calmar\": 0.5593021620390768, \"cagr_pct\": 35.29398972209576, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 86.01427622841965, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8156504110092201, \"sortino\": 1.1714633692810157}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 102.95138596131955, \"dd_pct\": -63.103617539082336, \"calmar\": 0.4085860352625962, \"cagr_pct\": 25.783256901020877, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 78.46051464063886, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6809824784998258, \"sortino\": 0.9584720114207621}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 495.9144225568925, \"dd_pct\": -49.88700078365511, \"calmar\": 0.8282790720463907, \"cagr_pct\": 41.32035871626342, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 90.53050397877985, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9143699752054314, \"sortino\": 1.3362507610058223}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.472912189434915, \"dd_pct\": -29.324151804243193, \"calmar\": 1.039563966419349, \"cagr_pct\": 30.484331561502167, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8744096543993046, \"sortino\": 1.3218795186351313}]", "Additional_Threshold_Budget": 0, "Total Trades": 35, "Total P&L %": 1109.4165797226149, "Sharpe Ratio": 0.8156504110092201, "Sortino Ratio": 1.1714633692810157, "Calmar Ratio": 0.5593021620390768, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.103617539082336, "% In Market": 86.01427622841965, "Composite": 0.8074689192916394, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4085860352625962, "Sub1_Sortino": 0.9584720114207621, "Sub1_Trades": 14, "Sub2_Calmar": 0.8282790720463907, "Sub2_Sortino": 1.3362507610058223, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.472912189434915, "OOS_Sortino Ratio": 1.3218795186351313, "OOS_Calmar Ratio": 1.039563966419349, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 48, "source": "diagnostic_center", "Policy": "canonical", "center_id": "db227338455448ecd855300187300f570dd4c6417dc07183a9980af2eb8e5e3d", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": 60.05, "i_long_exit_activation_confirmation_threshold": -600.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "08bbff4e82f498349fadf33f8182388ea9e3307ef27952e9b0ce04e43e51bb1e", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.74126983518826, \"dd_pct\": -47.29397956776995, \"calmar\": 1.3489366646413494, \"cagr_pct\": 63.79658305576372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 86.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.034165232268557, \"sortino\": 1.5182258740853563}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.06409318415416, \"dd_pct\": -37.38672412480679, \"calmar\": -0.42994299383370727, \"cagr_pct\": -16.07416009985432, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 73.15068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.08384000345562348, \"sortino\": -0.1191805707150906}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 142.58104618230658, \"dd_pct\": -20.802130078094283, \"calmar\": 6.861236229609337, \"cagr_pct\": 142.7283285448666, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.79452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3216699828162395, \"sortino\": 3.671109197946961}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 43.52151732800043, \"dd_pct\": -31.798425197581835, \"calmar\": 1.9457946276270244, \"cagr_pct\": 61.87320491645454, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.36131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.187883966267758, \"sortino\": 1.7170800982107899}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 81.79535048814859, \"dd_pct\": -27.845585850766753, \"calmar\": 2.9401353454616945, \"cagr_pct\": 81.86979117492737, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5567227782149728, \"sortino\": 2.338033759583614}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1109.4165797226149, \"dd_pct\": -63.103617539082336, \"calmar\": 0.5593021620390768, \"cagr_pct\": 35.29398972209576, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 86.01427622841965, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8156504110092201, \"sortino\": 1.1714633692810157}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 102.95138596131955, \"dd_pct\": -63.103617539082336, \"calmar\": 0.4085860352625962, \"cagr_pct\": 25.783256901020877, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 78.46051464063886, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6809824784998258, \"sortino\": 0.9584720114207621}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 495.9144225568925, \"dd_pct\": -49.88700078365511, \"calmar\": 0.8282790720463907, \"cagr_pct\": 41.32035871626342, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 90.53050397877985, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9143699752054314, \"sortino\": 1.3362507610058223}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.472912189434915, \"dd_pct\": -29.324151804243193, \"calmar\": 1.039563966419349, \"cagr_pct\": 30.484331561502167, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8744096543993046, \"sortino\": 1.3218795186351313}]", "Additional_Threshold_Budget": 0, "Total Trades": 35, "Total P&L %": 1109.4165797226149, "Sharpe Ratio": 0.8156504110092201, "Sortino Ratio": 1.1714633692810157, "Calmar Ratio": 0.5593021620390768, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.103617539082336, "% In Market": 86.01427622841965, "Composite": 0.8074689192916394, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4085860352625962, "Sub1_Sortino": 0.9584720114207621, "Sub1_Trades": 14, "Sub2_Calmar": 0.8282790720463907, "Sub2_Sortino": 1.3362507610058223, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.472912189434915, "OOS_Sortino Ratio": 1.3218795186351313, "OOS_Calmar Ratio": 1.039563966419349, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 48, "source": "diagnostic_center", "Policy": "canonical", "center_id": "db227338455448ecd855300187300f570dd4c6417dc07183a9980af2eb8e5e3d", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": 61.0, "i_long_exit_activation_confirmation_threshold": -600.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "02423200ef8a7d17ead18d6d217ede6c56d58b41861f3c7031f52d98d1a4c08f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.74126983518826, \"dd_pct\": -47.29397956776995, \"calmar\": 1.3489366646413494, \"cagr_pct\": 63.79658305576372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 86.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.034165232268557, \"sortino\": 1.5182258740853563}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.06409318415416, \"dd_pct\": -37.38672412480679, \"calmar\": -0.42994299383370727, \"cagr_pct\": -16.07416009985432, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 73.15068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.08384000345562348, \"sortino\": -0.1191805707150906}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 142.58104618230658, \"dd_pct\": -20.802130078094283, \"calmar\": 6.861236229609337, \"cagr_pct\": 142.7283285448666, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.79452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3216699828162395, \"sortino\": 3.671109197946961}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 43.52151732800043, \"dd_pct\": -31.798425197581835, \"calmar\": 1.9457946276270244, \"cagr_pct\": 61.87320491645454, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.36131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.187883966267758, \"sortino\": 1.7170800982107899}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 81.79535048814859, \"dd_pct\": -27.845585850766753, \"calmar\": 2.9401353454616945, \"cagr_pct\": 81.86979117492737, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5567227782149728, \"sortino\": 2.338033759583614}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1109.4165797226149, \"dd_pct\": -63.103617539082336, \"calmar\": 0.5593021620390768, \"cagr_pct\": 35.29398972209576, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 86.01427622841965, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8156504110092201, \"sortino\": 1.1714633692810157}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 102.95138596131955, \"dd_pct\": -63.103617539082336, \"calmar\": 0.4085860352625962, \"cagr_pct\": 25.783256901020877, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 78.46051464063886, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6809824784998258, \"sortino\": 0.9584720114207621}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 495.9144225568925, \"dd_pct\": -49.88700078365511, \"calmar\": 0.8282790720463907, \"cagr_pct\": 41.32035871626342, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 90.53050397877985, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9143699752054314, \"sortino\": 1.3362507610058223}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.472912189434915, \"dd_pct\": -29.324151804243193, \"calmar\": 1.039563966419349, \"cagr_pct\": 30.484331561502167, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8744096543993046, \"sortino\": 1.3218795186351313}]", "Additional_Threshold_Budget": 0, "Total Trades": 35, "Total P&L %": 1109.4165797226149, "Sharpe Ratio": 0.8156504110092201, "Sortino Ratio": 1.1714633692810157, "Calmar Ratio": 0.5593021620390768, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.103617539082336, "% In Market": 86.01427622841965, "Composite": 0.8074689192916394, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4085860352625962, "Sub1_Sortino": 0.9584720114207621, "Sub1_Trades": 14, "Sub2_Calmar": 0.8282790720463907, "Sub2_Sortino": 1.3362507610058223, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.472912189434915, "OOS_Sortino Ratio": 1.3218795186351313, "OOS_Calmar Ratio": 1.039563966419349, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 47, "source": "diagnostic_center", "Policy": "canonical", "center_id": "db227338455448ecd855300187300f570dd4c6417dc07183a9980af2eb8e5e3d", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": 60.0, "i_long_exit_activation_confirmation_threshold": -601.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "5e2a3050c28e449cb3ff99a9eff5e6cbe83a3e01f1286be5697aac7572f24cc1", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.74126983518826, \"dd_pct\": -47.29397956776995, \"calmar\": 1.3489366646413494, \"cagr_pct\": 63.79658305576372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 86.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.034165232268557, \"sortino\": 1.5182258740853563}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.06409318415416, \"dd_pct\": -37.38672412480679, \"calmar\": -0.42994299383370727, \"cagr_pct\": -16.07416009985432, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 73.15068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.08384000345562348, \"sortino\": -0.1191805707150906}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 142.58104618230658, \"dd_pct\": -20.802130078094283, \"calmar\": 6.861236229609337, \"cagr_pct\": 142.7283285448666, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.79452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3216699828162395, \"sortino\": 3.671109197946961}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 43.52151732800043, \"dd_pct\": -31.798425197581835, \"calmar\": 1.9457946276270244, \"cagr_pct\": 61.87320491645454, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.36131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.187883966267758, \"sortino\": 1.7170800982107899}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 81.79535048814859, \"dd_pct\": -27.845585850766753, \"calmar\": 2.9401353454616945, \"cagr_pct\": 81.86979117492737, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5567227782149728, \"sortino\": 2.338033759583614}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1109.4165797226149, \"dd_pct\": -63.103617539082336, \"calmar\": 0.5593021620390768, \"cagr_pct\": 35.29398972209576, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 86.01427622841965, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8156504110092201, \"sortino\": 1.1714633692810157}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 102.95138596131955, \"dd_pct\": -63.103617539082336, \"calmar\": 0.4085860352625962, \"cagr_pct\": 25.783256901020877, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 78.46051464063886, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6809824784998258, \"sortino\": 0.9584720114207621}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 495.9144225568925, \"dd_pct\": -49.88700078365511, \"calmar\": 0.8282790720463907, \"cagr_pct\": 41.32035871626342, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 90.53050397877985, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9143699752054314, \"sortino\": 1.3362507610058223}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.472912189434915, \"dd_pct\": -29.324151804243193, \"calmar\": 1.039563966419349, \"cagr_pct\": 30.484331561502167, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8744096543993046, \"sortino\": 1.3218795186351313}]", "Additional_Threshold_Budget": 0, "Total Trades": 35, "Total P&L %": 1109.4165797226149, "Sharpe Ratio": 0.8156504110092201, "Sortino Ratio": 1.1714633692810157, "Calmar Ratio": 0.5593021620390768, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.103617539082336, "% In Market": 86.01427622841965, "Composite": 0.8074689192916394, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4085860352625962, "Sub1_Sortino": 0.9584720114207621, "Sub1_Trades": 14, "Sub2_Calmar": 0.8282790720463907, "Sub2_Sortino": 1.3362507610058223, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.472912189434915, "OOS_Sortino Ratio": 1.3218795186351313, "OOS_Calmar Ratio": 1.039563966419349, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 46, "source": "diagnostic_center", "Policy": "canonical", "center_id": "db227338455448ecd855300187300f570dd4c6417dc07183a9980af2eb8e5e3d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": 60.0, "i_long_exit_activation_confirmation_threshold": -600.05, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "f2b3e81d20142cfd3f9efda3d94493951b28977faa79cb17ab9bb22a225e5a61", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.74126983518826, \"dd_pct\": -47.29397956776995, \"calmar\": 1.3489366646413494, \"cagr_pct\": 63.79658305576372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 86.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.034165232268557, \"sortino\": 1.5182258740853563}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.06409318415416, \"dd_pct\": -37.38672412480679, \"calmar\": -0.42994299383370727, \"cagr_pct\": -16.07416009985432, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 73.15068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.08384000345562348, \"sortino\": -0.1191805707150906}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 142.58104618230658, \"dd_pct\": -20.802130078094283, \"calmar\": 6.861236229609337, \"cagr_pct\": 142.7283285448666, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.79452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3216699828162395, \"sortino\": 3.671109197946961}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 43.52151732800043, \"dd_pct\": -31.798425197581835, \"calmar\": 1.9457946276270244, \"cagr_pct\": 61.87320491645454, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.36131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.187883966267758, \"sortino\": 1.7170800982107899}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 81.79535048814859, \"dd_pct\": -27.845585850766753, \"calmar\": 2.9401353454616945, \"cagr_pct\": 81.86979117492737, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5567227782149728, \"sortino\": 2.338033759583614}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1109.4165797226149, \"dd_pct\": -63.103617539082336, \"calmar\": 0.5593021620390768, \"cagr_pct\": 35.29398972209576, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 86.01427622841965, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8156504110092201, \"sortino\": 1.1714633692810157}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 102.95138596131955, \"dd_pct\": -63.103617539082336, \"calmar\": 0.4085860352625962, \"cagr_pct\": 25.783256901020877, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 78.46051464063886, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6809824784998258, \"sortino\": 0.9584720114207621}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 495.9144225568925, \"dd_pct\": -49.88700078365511, \"calmar\": 0.8282790720463907, \"cagr_pct\": 41.32035871626342, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 90.53050397877985, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9143699752054314, \"sortino\": 1.3362507610058223}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.472912189434915, \"dd_pct\": -29.324151804243193, \"calmar\": 1.039563966419349, \"cagr_pct\": 30.484331561502167, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8744096543993046, \"sortino\": 1.3218795186351313}]", "Additional_Threshold_Budget": 0, "Total Trades": 35, "Total P&L %": 1109.4165797226149, "Sharpe Ratio": 0.8156504110092201, "Sortino Ratio": 1.1714633692810157, "Calmar Ratio": 0.5593021620390768, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.103617539082336, "% In Market": 86.01427622841965, "Composite": 0.8074689192916394, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4085860352625962, "Sub1_Sortino": 0.9584720114207621, "Sub1_Trades": 14, "Sub2_Calmar": 0.8282790720463907, "Sub2_Sortino": 1.3362507610058223, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.472912189434915, "OOS_Sortino Ratio": 1.3218795186351313, "OOS_Calmar Ratio": 1.039563966419349, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 48, "source": "diagnostic_center", "Policy": "canonical", "center_id": "db227338455448ecd855300187300f570dd4c6417dc07183a9980af2eb8e5e3d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": 60.0, "i_long_exit_activation_confirmation_threshold": -599.95, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "49b0089b6fa6660754e3b769037f4512aaa5744e1aa4770dfd93f0d71b0476b3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.74126983518826, \"dd_pct\": -47.29397956776995, \"calmar\": 1.3489366646413494, \"cagr_pct\": 63.79658305576372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 86.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.034165232268557, \"sortino\": 1.5182258740853563}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.06409318415416, \"dd_pct\": -37.38672412480679, \"calmar\": -0.42994299383370727, \"cagr_pct\": -16.07416009985432, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 73.15068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.08384000345562348, \"sortino\": -0.1191805707150906}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 142.58104618230658, \"dd_pct\": -20.802130078094283, \"calmar\": 6.861236229609337, \"cagr_pct\": 142.7283285448666, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.79452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3216699828162395, \"sortino\": 3.671109197946961}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 43.52151732800043, \"dd_pct\": -31.798425197581835, \"calmar\": 1.9457946276270244, \"cagr_pct\": 61.87320491645454, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.36131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.187883966267758, \"sortino\": 1.7170800982107899}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 81.79535048814859, \"dd_pct\": -27.845585850766753, \"calmar\": 2.9401353454616945, \"cagr_pct\": 81.86979117492737, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5567227782149728, \"sortino\": 2.338033759583614}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1109.4165797226149, \"dd_pct\": -63.103617539082336, \"calmar\": 0.5593021620390768, \"cagr_pct\": 35.29398972209576, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 86.01427622841965, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8156504110092201, \"sortino\": 1.1714633692810157}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 102.95138596131955, \"dd_pct\": -63.103617539082336, \"calmar\": 0.4085860352625962, \"cagr_pct\": 25.783256901020877, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 78.46051464063886, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6809824784998258, \"sortino\": 0.9584720114207621}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 495.9144225568925, \"dd_pct\": -49.88700078365511, \"calmar\": 0.8282790720463907, \"cagr_pct\": 41.32035871626342, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 90.53050397877985, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9143699752054314, \"sortino\": 1.3362507610058223}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.472912189434915, \"dd_pct\": -29.324151804243193, \"calmar\": 1.039563966419349, \"cagr_pct\": 30.484331561502167, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8744096543993046, \"sortino\": 1.3218795186351313}]", "Additional_Threshold_Budget": 0, "Total Trades": 35, "Total P&L %": 1109.4165797226149, "Sharpe Ratio": 0.8156504110092201, "Sortino Ratio": 1.1714633692810157, "Calmar Ratio": 0.5593021620390768, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.103617539082336, "% In Market": 86.01427622841965, "Composite": 0.8074689192916394, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4085860352625962, "Sub1_Sortino": 0.9584720114207621, "Sub1_Trades": 14, "Sub2_Calmar": 0.8282790720463907, "Sub2_Sortino": 1.3362507610058223, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.472912189434915, "OOS_Sortino Ratio": 1.3218795186351313, "OOS_Calmar Ratio": 1.039563966419349, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 48, "source": "diagnostic_center", "Policy": "canonical", "center_id": "db227338455448ecd855300187300f570dd4c6417dc07183a9980af2eb8e5e3d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": -125.0, "i_long_exit_activation_threshold": 60.0, "i_long_exit_activation_confirmation_threshold": -599.0, "i_trailing_stop_threshold": 35.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 5, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fdecf28ac6c1acd2b52b9ea765c97c438d10c97a301d7c30352b8678dd46c39f", "Evaluation_Status": "complete", "Evaluation_Key": "924c6102295de7997b14aa8753e9c7d848b5ecdc0c242f4123fd158fe84a15f6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 63.74126983518826, \"dd_pct\": -47.29397956776995, \"calmar\": 1.3489366646413494, \"cagr_pct\": 63.79658305576372, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 86.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.034165232268557, \"sortino\": 1.5182258740853563}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -16.06409318415416, \"dd_pct\": -37.38672412480679, \"calmar\": -0.42994299383370727, \"cagr_pct\": -16.07416009985432, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 73.15068493150685, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -0.08384000345562348, \"sortino\": -0.1191805707150906}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 142.58104618230658, \"dd_pct\": -20.802130078094283, \"calmar\": 6.861236229609337, \"cagr_pct\": 142.7283285448666, \"entries\": 3, \"exits\": 3, \"exposure_pct\": 99.79452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 2.3216699828162395, \"sortino\": 3.671109197946961}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 43.52151732800043, \"dd_pct\": -31.798425197581835, \"calmar\": 1.9457946276270244, \"cagr_pct\": 61.87320491645454, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 99.36131386861314, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.187883966267758, \"sortino\": 1.7170800982107899}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 81.79535048814859, \"dd_pct\": -27.845585850766753, \"calmar\": 2.9401353454616945, \"cagr_pct\": 81.86979117492737, \"entries\": 2, \"exits\": 2, \"exposure_pct\": 99.45205479452055, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.5567227782149728, \"sortino\": 2.338033759583614}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -31.49515277815035, \"dd_pct\": -40.57139934646422, \"calmar\": -1.4775783085759984, \"cagr_pct\": -59.94741962290997, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 82.78145695364239, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": -1.9622048434879158, \"sortino\": -2.515455201639405}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1109.4165797226149, \"dd_pct\": -63.103617539082336, \"calmar\": 0.5593021620390768, \"cagr_pct\": 35.29398972209576, \"entries\": 35, \"exits\": 34, \"exposure_pct\": 86.01427622841965, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.8156504110092201, \"sortino\": 1.1714633692810157}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 102.95138596131955, \"dd_pct\": -63.103617539082336, \"calmar\": 0.4085860352625962, \"cagr_pct\": 25.783256901020877, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 78.46051464063886, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6809824784998258, \"sortino\": 0.9584720114207621}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 495.9144225568925, \"dd_pct\": -49.88700078365511, \"calmar\": 0.8282790720463907, \"cagr_pct\": 41.32035871626342, \"entries\": 21, \"exits\": 21, \"exposure_pct\": 90.53050397877985, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.9143699752054314, \"sortino\": 1.3362507610058223}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 13.472912189434915, \"dd_pct\": -29.324151804243193, \"calmar\": 1.039563966419349, \"cagr_pct\": 30.484331561502167, \"entries\": 1, \"exits\": 1, \"exposure_pct\": 99.85590778097982, \"years\": 0.4750171115674196, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8744096543993046, \"sortino\": 1.3218795186351313}]", "Additional_Threshold_Budget": 0, "Total Trades": 35, "Total P&L %": 1109.4165797226149, "Sharpe Ratio": 0.8156504110092201, "Sortino Ratio": 1.1714633692810157, "Calmar Ratio": 0.5593021620390768, "P&L/DD Ratio": 0.0, "Max Drawdown %": -63.103617539082336, "% In Market": 86.01427622841965, "Composite": 0.8074689192916394, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.4085860352625962, "Sub1_Sortino": 0.9584720114207621, "Sub1_Trades": 14, "Sub2_Calmar": 0.8282790720463907, "Sub2_Sortino": 1.3362507610058223, "Sub2_Trades": 21, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 1, "OOS_Total P&L %": 13.472912189434915, "OOS_Sortino Ratio": 1.3218795186351313, "OOS_Calmar Ratio": 1.039563966419349, "OOS_Max Drawdown %": -29.324151804243193, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 44, "source": "diagnostic_center", "Policy": "canonical", "center_id": "db227338455448ecd855300187300f570dd4c6417dc07183a9980af2eb8e5e3d", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 75.0, "i_long_exit_activation_threshold": -550.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "bde3b24d1b79d9fc590930dfe13cf8682debd02e2162e6c2ea1753c21681e85b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 199.40970928779714, \"dd_pct\": -23.941414403858772, \"calmar\": 8.338466749086669, \"cagr_pct\": 199.63468793268103, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 38.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4913268116281992, \"sortino\": 4.152024778951867}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -22.45287630164212, \"dd_pct\": -39.08989037845723, \"calmar\": -0.574736359913575, \"cagr_pct\": -22.466381305535187, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7346497817410453, \"sortino\": -1.02785836377176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 91.88753683905165, \"dd_pct\": -12.937542602340535, \"calmar\": 7.109017281118164, \"cagr_pct\": 91.97321393524133, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 47.1917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4634986284662497, \"sortino\": 3.9920183000156015}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 19.062155843670723, \"dd_pct\": -18.503890312546, \"calmar\": 1.415121619372276, \"cagr_pct\": 26.185255223777066, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 30.83941605839416, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.06567979498367, \"sortino\": 1.6339991029167653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 24.399398233874493, \"dd_pct\": -24.951232373326715, \"calmar\": 0.9786291049516419, \"cagr_pct\": 24.418002204949154, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 62.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.818124180265221, \"sortino\": 1.219527989936239}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 11.711358746691559, \"dd_pct\": -7.652719846123879, \"calmar\": 4.014233898620936, \"cagr_pct\": 30.719807422959665, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 28.807947019867548, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4530617830398092, \"sortino\": 2.1146161748868213}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1624.0047981994792, \"dd_pct\": -74.1640765037168, \"calmar\": 0.5560251383470511, \"cagr_pct\": 41.23709089836042, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 43.09428950863214, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0383616537378675, \"sortino\": 1.5540246071483073}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.8679844787996, \"dd_pct\": -74.1640765037168, \"calmar\": 0.42740673537395524, \"cagr_pct\": 31.69822582047786, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 44.65394853593611, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7870458835561487, \"sortino\": 1.1470741419480646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 637.1700756910416, \"dd_pct\": -39.08989037845726, \"calmar\": 1.2091889241807152, \"cagr_pct\": 47.26706249306882, \"entries\": 42, \"exits\": 43, \"exposure_pct\": 42.16180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.3255479370634922, \"sortino\": 2.0688918836769794}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.09808181247322, \"dd_pct\": -12.762253902200026, \"calmar\": 0.6913260096772873, \"cagr_pct\": 8.822878064696333, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 18.876080691642652, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5848543650684324, \"sortino\": 1.0156693178296823}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 1624.0047981994792, "Sharpe Ratio": 1.0383616537378675, "Sortino Ratio": 1.5540246071483073, "Calmar Ratio": 0.5560251383470511, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.1640765037168, "% In Market": 43.09428950863214, "Composite": 1.739692766094111, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.42740673537395524, "Sub1_Sortino": 1.1470741419480646, "Sub1_Trades": 22, "Sub2_Calmar": 1.2091889241807152, "Sub2_Sortino": 2.0688918836769794, "Sub2_Trades": 42, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.574736]", "OOS_Total Trades": 8, "OOS_Total P&L %": 4.09808181247322, "OOS_Sortino Ratio": 1.0156693178296823, "OOS_Calmar Ratio": 0.6913260096772873, "OOS_Max Drawdown %": -12.762253902200026, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732a8cb3cf7b85d2d88680d94119b30ebe2d340e0c9887f4b641ddd64059e5de", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 74.0, "i_long_exit_activation_threshold": -550.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "4b9ea32cce4dee4b3a9dda7969c84729800aa32b8235fe443aebb6f36b6979c8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 199.40970928779714, \"dd_pct\": -23.941414403858772, \"calmar\": 8.338466749086669, \"cagr_pct\": 199.63468793268103, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 38.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4913268116281992, \"sortino\": 4.152024778951867}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -22.45287630164212, \"dd_pct\": -39.08989037845723, \"calmar\": -0.574736359913575, \"cagr_pct\": -22.466381305535187, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7346497817410453, \"sortino\": -1.02785836377176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 91.88753683905165, \"dd_pct\": -12.937542602340535, \"calmar\": 7.109017281118164, \"cagr_pct\": 91.97321393524133, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 47.1917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4634986284662497, \"sortino\": 3.9920183000156015}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 19.062155843670723, \"dd_pct\": -18.503890312546, \"calmar\": 1.415121619372276, \"cagr_pct\": 26.185255223777066, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 30.83941605839416, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.06567979498367, \"sortino\": 1.6339991029167653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 24.399398233874493, \"dd_pct\": -24.951232373326715, \"calmar\": 0.9786291049516419, \"cagr_pct\": 24.418002204949154, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 62.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.818124180265221, \"sortino\": 1.219527989936239}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 11.711358746691559, \"dd_pct\": -7.652719846123879, \"calmar\": 4.014233898620936, \"cagr_pct\": 30.719807422959665, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 28.807947019867548, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4530617830398092, \"sortino\": 2.1146161748868213}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1624.0047981994792, \"dd_pct\": -74.1640765037168, \"calmar\": 0.5560251383470511, \"cagr_pct\": 41.23709089836042, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 43.09428950863214, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0383616537378675, \"sortino\": 1.5540246071483073}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.8679844787996, \"dd_pct\": -74.1640765037168, \"calmar\": 0.42740673537395524, \"cagr_pct\": 31.69822582047786, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 44.65394853593611, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7870458835561487, \"sortino\": 1.1470741419480646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 637.1700756910416, \"dd_pct\": -39.08989037845726, \"calmar\": 1.2091889241807152, \"cagr_pct\": 47.26706249306882, \"entries\": 42, \"exits\": 43, \"exposure_pct\": 42.16180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.3255479370634922, \"sortino\": 2.0688918836769794}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.09808181247322, \"dd_pct\": -12.762253902200026, \"calmar\": 0.6913260096772873, \"cagr_pct\": 8.822878064696333, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 18.876080691642652, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5848543650684324, \"sortino\": 1.0156693178296823}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 1624.0047981994792, "Sharpe Ratio": 1.0383616537378675, "Sortino Ratio": 1.5540246071483073, "Calmar Ratio": 0.5560251383470511, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.1640765037168, "% In Market": 43.09428950863214, "Composite": 1.739692766094111, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.42740673537395524, "Sub1_Sortino": 1.1470741419480646, "Sub1_Trades": 22, "Sub2_Calmar": 1.2091889241807152, "Sub2_Sortino": 2.0688918836769794, "Sub2_Trades": 42, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.574736]", "OOS_Total Trades": 8, "OOS_Total P&L %": 4.09808181247322, "OOS_Sortino Ratio": 1.0156693178296823, "OOS_Calmar Ratio": 0.6913260096772873, "OOS_Max Drawdown %": -12.762253902200026, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732a8cb3cf7b85d2d88680d94119b30ebe2d340e0c9887f4b641ddd64059e5de", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 74.95, "i_long_exit_activation_threshold": -550.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "1c3bbeb520ce51a8517cc7b97bb91e9c90f78ea744cfe9fbcd4ac4975141f75b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 199.40970928779714, \"dd_pct\": -23.941414403858772, \"calmar\": 8.338466749086669, \"cagr_pct\": 199.63468793268103, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 38.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4913268116281992, \"sortino\": 4.152024778951867}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -22.45287630164212, \"dd_pct\": -39.08989037845723, \"calmar\": -0.574736359913575, \"cagr_pct\": -22.466381305535187, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7346497817410453, \"sortino\": -1.02785836377176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 91.88753683905165, \"dd_pct\": -12.937542602340535, \"calmar\": 7.109017281118164, \"cagr_pct\": 91.97321393524133, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 47.1917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4634986284662497, \"sortino\": 3.9920183000156015}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 19.062155843670723, \"dd_pct\": -18.503890312546, \"calmar\": 1.415121619372276, \"cagr_pct\": 26.185255223777066, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 30.83941605839416, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.06567979498367, \"sortino\": 1.6339991029167653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 24.399398233874493, \"dd_pct\": -24.951232373326715, \"calmar\": 0.9786291049516419, \"cagr_pct\": 24.418002204949154, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 62.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.818124180265221, \"sortino\": 1.219527989936239}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 11.711358746691559, \"dd_pct\": -7.652719846123879, \"calmar\": 4.014233898620936, \"cagr_pct\": 30.719807422959665, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 28.807947019867548, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4530617830398092, \"sortino\": 2.1146161748868213}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1624.0047981994792, \"dd_pct\": -74.1640765037168, \"calmar\": 0.5560251383470511, \"cagr_pct\": 41.23709089836042, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 43.09428950863214, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0383616537378675, \"sortino\": 1.5540246071483073}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.8679844787996, \"dd_pct\": -74.1640765037168, \"calmar\": 0.42740673537395524, \"cagr_pct\": 31.69822582047786, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 44.65394853593611, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7870458835561487, \"sortino\": 1.1470741419480646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 637.1700756910416, \"dd_pct\": -39.08989037845726, \"calmar\": 1.2091889241807152, \"cagr_pct\": 47.26706249306882, \"entries\": 42, \"exits\": 43, \"exposure_pct\": 42.16180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.3255479370634922, \"sortino\": 2.0688918836769794}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.09808181247322, \"dd_pct\": -12.762253902200026, \"calmar\": 0.6913260096772873, \"cagr_pct\": 8.822878064696333, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 18.876080691642652, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5848543650684324, \"sortino\": 1.0156693178296823}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 1624.0047981994792, "Sharpe Ratio": 1.0383616537378675, "Sortino Ratio": 1.5540246071483073, "Calmar Ratio": 0.5560251383470511, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.1640765037168, "% In Market": 43.09428950863214, "Composite": 1.739692766094111, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.42740673537395524, "Sub1_Sortino": 1.1470741419480646, "Sub1_Trades": 22, "Sub2_Calmar": 1.2091889241807152, "Sub2_Sortino": 2.0688918836769794, "Sub2_Trades": 42, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.574736]", "OOS_Total Trades": 8, "OOS_Total P&L %": 4.09808181247322, "OOS_Sortino Ratio": 1.0156693178296823, "OOS_Calmar Ratio": 0.6913260096772873, "OOS_Max Drawdown %": -12.762253902200026, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732a8cb3cf7b85d2d88680d94119b30ebe2d340e0c9887f4b641ddd64059e5de", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 75.05, "i_long_exit_activation_threshold": -550.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "d998f9910b5a36c495a2c1ab42195e73c84bbf3ecc3d84f11c8f90b5a2d5c441", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 199.40970928779714, \"dd_pct\": -23.941414403858772, \"calmar\": 8.338466749086669, \"cagr_pct\": 199.63468793268103, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 38.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4913268116281992, \"sortino\": 4.152024778951867}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -22.45287630164212, \"dd_pct\": -39.08989037845723, \"calmar\": -0.574736359913575, \"cagr_pct\": -22.466381305535187, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7346497817410453, \"sortino\": -1.02785836377176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 91.88753683905165, \"dd_pct\": -12.937542602340535, \"calmar\": 7.109017281118164, \"cagr_pct\": 91.97321393524133, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 47.1917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4634986284662497, \"sortino\": 3.9920183000156015}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 19.062155843670723, \"dd_pct\": -18.503890312546, \"calmar\": 1.415121619372276, \"cagr_pct\": 26.185255223777066, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 30.83941605839416, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.06567979498367, \"sortino\": 1.6339991029167653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 24.399398233874493, \"dd_pct\": -24.951232373326715, \"calmar\": 0.9786291049516419, \"cagr_pct\": 24.418002204949154, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 62.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.818124180265221, \"sortino\": 1.219527989936239}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 11.711358746691559, \"dd_pct\": -7.652719846123879, \"calmar\": 4.014233898620936, \"cagr_pct\": 30.719807422959665, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 28.807947019867548, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4530617830398092, \"sortino\": 2.1146161748868213}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1624.0047981994792, \"dd_pct\": -74.1640765037168, \"calmar\": 0.5560251383470511, \"cagr_pct\": 41.23709089836042, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 43.09428950863214, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0383616537378675, \"sortino\": 1.5540246071483073}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.8679844787996, \"dd_pct\": -74.1640765037168, \"calmar\": 0.42740673537395524, \"cagr_pct\": 31.69822582047786, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 44.65394853593611, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7870458835561487, \"sortino\": 1.1470741419480646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 637.1700756910416, \"dd_pct\": -39.08989037845726, \"calmar\": 1.2091889241807152, \"cagr_pct\": 47.26706249306882, \"entries\": 42, \"exits\": 43, \"exposure_pct\": 42.16180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.3255479370634922, \"sortino\": 2.0688918836769794}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.09808181247322, \"dd_pct\": -12.762253902200026, \"calmar\": 0.6913260096772873, \"cagr_pct\": 8.822878064696333, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 18.876080691642652, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5848543650684324, \"sortino\": 1.0156693178296823}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 1624.0047981994792, "Sharpe Ratio": 1.0383616537378675, "Sortino Ratio": 1.5540246071483073, "Calmar Ratio": 0.5560251383470511, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.1640765037168, "% In Market": 43.09428950863214, "Composite": 1.739692766094111, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.42740673537395524, "Sub1_Sortino": 1.1470741419480646, "Sub1_Trades": 22, "Sub2_Calmar": 1.2091889241807152, "Sub2_Sortino": 2.0688918836769794, "Sub2_Trades": 42, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.574736]", "OOS_Total Trades": 8, "OOS_Total P&L %": 4.09808181247322, "OOS_Sortino Ratio": 1.0156693178296823, "OOS_Calmar Ratio": 0.6913260096772873, "OOS_Max Drawdown %": -12.762253902200026, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732a8cb3cf7b85d2d88680d94119b30ebe2d340e0c9887f4b641ddd64059e5de", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 76.0, "i_long_exit_activation_threshold": -550.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "7c3f6b347d966e264a818dbdb8a785bf13a9d70f96a8d2789aa3ae68a351ecd3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 199.40970928779714, \"dd_pct\": -23.941414403858772, \"calmar\": 8.338466749086669, \"cagr_pct\": 199.63468793268103, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 38.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4913268116281992, \"sortino\": 4.152024778951867}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -22.45287630164212, \"dd_pct\": -39.08989037845723, \"calmar\": -0.574736359913575, \"cagr_pct\": -22.466381305535187, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7346497817410453, \"sortino\": -1.02785836377176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 91.88753683905165, \"dd_pct\": -12.937542602340535, \"calmar\": 7.109017281118164, \"cagr_pct\": 91.97321393524133, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 47.1917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4634986284662497, \"sortino\": 3.9920183000156015}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 19.062155843670723, \"dd_pct\": -18.503890312546, \"calmar\": 1.415121619372276, \"cagr_pct\": 26.185255223777066, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 30.83941605839416, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.06567979498367, \"sortino\": 1.6339991029167653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 24.399398233874493, \"dd_pct\": -24.951232373326715, \"calmar\": 0.9786291049516419, \"cagr_pct\": 24.418002204949154, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 62.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.818124180265221, \"sortino\": 1.219527989936239}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 11.711358746691559, \"dd_pct\": -7.652719846123879, \"calmar\": 4.014233898620936, \"cagr_pct\": 30.719807422959665, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 28.807947019867548, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4530617830398092, \"sortino\": 2.1146161748868213}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1624.0047981994792, \"dd_pct\": -74.1640765037168, \"calmar\": 0.5560251383470511, \"cagr_pct\": 41.23709089836042, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 43.09428950863214, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0383616537378675, \"sortino\": 1.5540246071483073}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.8679844787996, \"dd_pct\": -74.1640765037168, \"calmar\": 0.42740673537395524, \"cagr_pct\": 31.69822582047786, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 44.65394853593611, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7870458835561487, \"sortino\": 1.1470741419480646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 637.1700756910416, \"dd_pct\": -39.08989037845726, \"calmar\": 1.2091889241807152, \"cagr_pct\": 47.26706249306882, \"entries\": 42, \"exits\": 43, \"exposure_pct\": 42.16180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.3255479370634922, \"sortino\": 2.0688918836769794}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.09808181247322, \"dd_pct\": -12.762253902200026, \"calmar\": 0.6913260096772873, \"cagr_pct\": 8.822878064696333, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 18.876080691642652, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5848543650684324, \"sortino\": 1.0156693178296823}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 1624.0047981994792, "Sharpe Ratio": 1.0383616537378675, "Sortino Ratio": 1.5540246071483073, "Calmar Ratio": 0.5560251383470511, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.1640765037168, "% In Market": 43.09428950863214, "Composite": 1.739692766094111, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.42740673537395524, "Sub1_Sortino": 1.1470741419480646, "Sub1_Trades": 22, "Sub2_Calmar": 1.2091889241807152, "Sub2_Sortino": 2.0688918836769794, "Sub2_Trades": 42, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.574736]", "OOS_Total Trades": 8, "OOS_Total P&L %": 4.09808181247322, "OOS_Sortino Ratio": 1.0156693178296823, "OOS_Calmar Ratio": 0.6913260096772873, "OOS_Max Drawdown %": -12.762253902200026, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732a8cb3cf7b85d2d88680d94119b30ebe2d340e0c9887f4b641ddd64059e5de", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 75.0, "i_long_exit_activation_threshold": -551.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "d0fc895e5d6cba284e6877558faf621c94407b010ab45786c2472011714e0d4f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 199.40970928779714, \"dd_pct\": -23.941414403858772, \"calmar\": 8.338466749086669, \"cagr_pct\": 199.63468793268103, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 38.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4913268116281992, \"sortino\": 4.152024778951867}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -22.45287630164212, \"dd_pct\": -39.08989037845723, \"calmar\": -0.574736359913575, \"cagr_pct\": -22.466381305535187, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7346497817410453, \"sortino\": -1.02785836377176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 77.23736420629426, \"dd_pct\": -17.251536102177123, \"calmar\": 4.481157757587032, \"cagr_pct\": 77.30685483456377, \"entries\": 9, \"exits\": 10, \"exposure_pct\": 45.34246575342466, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.1992720632987135, \"sortino\": 3.525319344764523}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 19.062155843670723, \"dd_pct\": -18.503890312546, \"calmar\": 1.415121619372276, \"cagr_pct\": 26.185255223777066, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 30.83941605839416, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.06567979498367, \"sortino\": 1.6339991029167653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 24.399398233874493, \"dd_pct\": -24.951232373326715, \"calmar\": 0.9786291049516419, \"cagr_pct\": 24.418002204949154, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 62.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.818124180265221, \"sortino\": 1.219527989936239}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 11.711358746691559, \"dd_pct\": -7.652719846123879, \"calmar\": 4.014233898620936, \"cagr_pct\": 30.719807422959665, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 28.807947019867548, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4530617830398092, \"sortino\": 2.1146161748868213}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1492.3809922484502, \"dd_pct\": -74.1640765037168, \"calmar\": 0.5377723849045803, \"cagr_pct\": 39.883392295649536, \"entries\": 65, \"exits\": 65, \"exposure_pct\": 42.87018592297477, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0155022620756278, \"sortino\": 1.5189053975551572}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.8679844787996, \"dd_pct\": -74.1640765037168, \"calmar\": 0.42740673537395524, \"cagr_pct\": 31.69822582047786, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 44.65394853593611, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7870458835561487, \"sortino\": 1.1470741419480646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 580.8888338424126, \"dd_pct\": -39.08989037845726, \"calmar\": 1.151656819251807, \"cagr_pct\": 45.0181388181559, \"entries\": 43, \"exits\": 44, \"exposure_pct\": 41.80371352785146, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2807367998335568, \"sortino\": 1.995980238144534}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.09808181247322, \"dd_pct\": -12.762253902200026, \"calmar\": 0.6913260096772873, \"cagr_pct\": 8.822878064696333, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 18.876080691642652, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5848543650684324, \"sortino\": 1.0156693178296823}]", "Additional_Threshold_Budget": 0, "Total Trades": 65, "Total P&L %": 1492.3809922484502, "Sharpe Ratio": 1.0155022620756278, "Sortino Ratio": 1.5189053975551572, "Calmar Ratio": 0.5377723849045803, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.1640765037168, "% In Market": 42.87018592297477, "Composite": 1.614020972623005, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.42740673537395524, "Sub1_Sortino": 1.1470741419480646, "Sub1_Trades": 22, "Sub2_Calmar": 1.151656819251807, "Sub2_Sortino": 1.995980238144534, "Sub2_Trades": 43, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.574736]", "OOS_Total Trades": 8, "OOS_Total P&L %": 4.09808181247322, "OOS_Sortino Ratio": 1.0156693178296823, "OOS_Calmar Ratio": 0.6913260096772873, "OOS_Max Drawdown %": -12.762253902200026, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732a8cb3cf7b85d2d88680d94119b30ebe2d340e0c9887f4b641ddd64059e5de", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 75.0, "i_long_exit_activation_threshold": -550.05, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "a0e24b3c3e0bf06fc36ea05e0f293c32f50b3d624018936dfad186faee1f12ae", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 199.40970928779714, \"dd_pct\": -23.941414403858772, \"calmar\": 8.338466749086669, \"cagr_pct\": 199.63468793268103, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 38.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4913268116281992, \"sortino\": 4.152024778951867}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -22.45287630164212, \"dd_pct\": -39.08989037845723, \"calmar\": -0.574736359913575, \"cagr_pct\": -22.466381305535187, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7346497817410453, \"sortino\": -1.02785836377176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 91.88753683905165, \"dd_pct\": -12.937542602340535, \"calmar\": 7.109017281118164, \"cagr_pct\": 91.97321393524133, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 47.1917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4634986284662497, \"sortino\": 3.9920183000156015}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 19.062155843670723, \"dd_pct\": -18.503890312546, \"calmar\": 1.415121619372276, \"cagr_pct\": 26.185255223777066, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 30.83941605839416, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.06567979498367, \"sortino\": 1.6339991029167653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 24.399398233874493, \"dd_pct\": -24.951232373326715, \"calmar\": 0.9786291049516419, \"cagr_pct\": 24.418002204949154, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 62.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.818124180265221, \"sortino\": 1.219527989936239}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 11.711358746691559, \"dd_pct\": -7.652719846123879, \"calmar\": 4.014233898620936, \"cagr_pct\": 30.719807422959665, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 28.807947019867548, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4530617830398092, \"sortino\": 2.1146161748868213}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1624.0047981994792, \"dd_pct\": -74.1640765037168, \"calmar\": 0.5560251383470511, \"cagr_pct\": 41.23709089836042, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 43.09428950863214, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0383616537378675, \"sortino\": 1.5540246071483073}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.8679844787996, \"dd_pct\": -74.1640765037168, \"calmar\": 0.42740673537395524, \"cagr_pct\": 31.69822582047786, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 44.65394853593611, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7870458835561487, \"sortino\": 1.1470741419480646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 637.1700756910416, \"dd_pct\": -39.08989037845726, \"calmar\": 1.2091889241807152, \"cagr_pct\": 47.26706249306882, \"entries\": 42, \"exits\": 43, \"exposure_pct\": 42.16180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.3255479370634922, \"sortino\": 2.0688918836769794}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.09808181247322, \"dd_pct\": -12.762253902200026, \"calmar\": 0.6913260096772873, \"cagr_pct\": 8.822878064696333, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 18.876080691642652, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5848543650684324, \"sortino\": 1.0156693178296823}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 1624.0047981994792, "Sharpe Ratio": 1.0383616537378675, "Sortino Ratio": 1.5540246071483073, "Calmar Ratio": 0.5560251383470511, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.1640765037168, "% In Market": 43.09428950863214, "Composite": 1.739692766094111, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.42740673537395524, "Sub1_Sortino": 1.1470741419480646, "Sub1_Trades": 22, "Sub2_Calmar": 1.2091889241807152, "Sub2_Sortino": 2.0688918836769794, "Sub2_Trades": 42, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.574736]", "OOS_Total Trades": 8, "OOS_Total P&L %": 4.09808181247322, "OOS_Sortino Ratio": 1.0156693178296823, "OOS_Calmar Ratio": 0.6913260096772873, "OOS_Max Drawdown %": -12.762253902200026, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732a8cb3cf7b85d2d88680d94119b30ebe2d340e0c9887f4b641ddd64059e5de", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 75.0, "i_long_exit_activation_threshold": -549.95, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "7f8fcd902686212f976b87f3017b66f9b7827d09b07602aaef3c589c1b440564", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 199.40970928779714, \"dd_pct\": -23.941414403858772, \"calmar\": 8.338466749086669, \"cagr_pct\": 199.63468793268103, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 38.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4913268116281992, \"sortino\": 4.152024778951867}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -22.45287630164212, \"dd_pct\": -39.08989037845723, \"calmar\": -0.574736359913575, \"cagr_pct\": -22.466381305535187, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7346497817410453, \"sortino\": -1.02785836377176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 91.88753683905165, \"dd_pct\": -12.937542602340535, \"calmar\": 7.109017281118164, \"cagr_pct\": 91.97321393524133, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 47.1917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4634986284662497, \"sortino\": 3.9920183000156015}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 19.062155843670723, \"dd_pct\": -18.503890312546, \"calmar\": 1.415121619372276, \"cagr_pct\": 26.185255223777066, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 30.83941605839416, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.06567979498367, \"sortino\": 1.6339991029167653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 24.399398233874493, \"dd_pct\": -24.951232373326715, \"calmar\": 0.9786291049516419, \"cagr_pct\": 24.418002204949154, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 62.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.818124180265221, \"sortino\": 1.219527989936239}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 11.711358746691559, \"dd_pct\": -7.652719846123879, \"calmar\": 4.014233898620936, \"cagr_pct\": 30.719807422959665, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 28.807947019867548, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4530617830398092, \"sortino\": 2.1146161748868213}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1624.0047981994792, \"dd_pct\": -74.1640765037168, \"calmar\": 0.5560251383470511, \"cagr_pct\": 41.23709089836042, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 43.09428950863214, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0383616537378675, \"sortino\": 1.5540246071483073}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.8679844787996, \"dd_pct\": -74.1640765037168, \"calmar\": 0.42740673537395524, \"cagr_pct\": 31.69822582047786, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 44.65394853593611, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7870458835561487, \"sortino\": 1.1470741419480646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 637.1700756910416, \"dd_pct\": -39.08989037845726, \"calmar\": 1.2091889241807152, \"cagr_pct\": 47.26706249306882, \"entries\": 42, \"exits\": 43, \"exposure_pct\": 42.16180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.3255479370634922, \"sortino\": 2.0688918836769794}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.09808181247322, \"dd_pct\": -12.762253902200026, \"calmar\": 0.6913260096772873, \"cagr_pct\": 8.822878064696333, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 18.876080691642652, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5848543650684324, \"sortino\": 1.0156693178296823}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 1624.0047981994792, "Sharpe Ratio": 1.0383616537378675, "Sortino Ratio": 1.5540246071483073, "Calmar Ratio": 0.5560251383470511, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.1640765037168, "% In Market": 43.09428950863214, "Composite": 1.739692766094111, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.42740673537395524, "Sub1_Sortino": 1.1470741419480646, "Sub1_Trades": 22, "Sub2_Calmar": 1.2091889241807152, "Sub2_Sortino": 2.0688918836769794, "Sub2_Trades": 42, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.574736]", "OOS_Total Trades": 8, "OOS_Total P&L %": 4.09808181247322, "OOS_Sortino Ratio": 1.0156693178296823, "OOS_Calmar Ratio": 0.6913260096772873, "OOS_Max Drawdown %": -12.762253902200026, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732a8cb3cf7b85d2d88680d94119b30ebe2d340e0c9887f4b641ddd64059e5de", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 75.0, "i_long_exit_activation_threshold": -549.0, "i_long_exit_activation_confirmation_threshold": 200.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "89ead8f43cb9be66dab174e53113021e3439674f27387e95b88fdf303f2e6859", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 199.40970928779714, \"dd_pct\": -23.941414403858772, \"calmar\": 8.338466749086669, \"cagr_pct\": 199.63468793268103, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 38.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4913268116281992, \"sortino\": 4.152024778951867}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -22.45287630164212, \"dd_pct\": -39.08989037845723, \"calmar\": -0.574736359913575, \"cagr_pct\": -22.466381305535187, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7346497817410453, \"sortino\": -1.02785836377176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 126.15072727604031, \"dd_pct\": -22.28143445282289, \"calmar\": 5.667371386193528, \"cagr_pct\": 126.27716406127509, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 51.917808219178085, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.655592813593918, \"sortino\": 4.414938392980176}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 19.062155843670723, \"dd_pct\": -18.503890312546, \"calmar\": 1.415121619372276, \"cagr_pct\": 26.185255223777066, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 30.83941605839416, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.06567979498367, \"sortino\": 1.6339991029167653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 18.350493058612095, \"dd_pct\": -24.951232373326636, \"calmar\": 0.736001770179417, \"cagr_pct\": 18.364151194926382, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 59.65753424657534, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6791501512455247, \"sortino\": 1.0118481497495997}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 11.711358746691559, \"dd_pct\": -7.652719846123879, \"calmar\": 4.014233898620936, \"cagr_pct\": 30.719807422959665, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 28.807947019867548, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4530617830398092, \"sortino\": 2.1146161748868213}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1833.042857674705, \"dd_pct\": -74.1640765037168, \"calmar\": 0.5826388797063821, \"cagr_pct\": 43.21087444858397, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 43.29349269588313, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0666101837145372, \"sortino\": 1.601176035172833}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.8679844787996, \"dd_pct\": -74.1640765037168, \"calmar\": 0.42740673537395524, \"cagr_pct\": 31.69822582047786, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 44.65394853593611, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7870458835561487, \"sortino\": 1.1470741419480646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 726.5530068096729, \"dd_pct\": -39.08989037845726, \"calmar\": 1.2936667512364848, \"cagr_pct\": 50.56929149208913, \"entries\": 41, \"exits\": 42, \"exposure_pct\": 42.48010610079576, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.3718639468515081, \"sortino\": 2.154905856088938}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.09808181247322, \"dd_pct\": -12.762253902200026, \"calmar\": 0.6913260096772873, \"cagr_pct\": 8.822878064696333, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 18.876080691642652, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5848543650684324, \"sortino\": 1.0156693178296823}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": 1833.042857674705, "Sharpe Ratio": 1.0666101837145372, "Sortino Ratio": 1.601176035172833, "Calmar Ratio": 0.5826388797063821, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.1640765037168, "% In Market": 43.29349269588313, "Composite": 1.935441547889518, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.42740673537395524, "Sub1_Sortino": 1.1470741419480646, "Sub1_Trades": 22, "Sub2_Calmar": 1.2936667512364848, "Sub2_Sortino": 2.154905856088938, "Sub2_Trades": 41, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.574736]", "OOS_Total Trades": 8, "OOS_Total P&L %": 4.09808181247322, "OOS_Sortino Ratio": 1.0156693178296823, "OOS_Calmar Ratio": 0.6913260096772873, "OOS_Max Drawdown %": -12.762253902200026, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 31, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732a8cb3cf7b85d2d88680d94119b30ebe2d340e0c9887f4b641ddd64059e5de", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 75.0, "i_long_exit_activation_threshold": -550.0, "i_long_exit_activation_confirmation_threshold": 199.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "ec0b1b25f5c59cb5a39cd7865c74ca8bccd5b0ea84e6750a1170caa7e187c079", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 199.40970928779714, \"dd_pct\": -23.941414403858772, \"calmar\": 8.338466749086669, \"cagr_pct\": 199.63468793268103, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 38.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4913268116281992, \"sortino\": 4.152024778951867}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -22.45287630164212, \"dd_pct\": -39.08989037845723, \"calmar\": -0.574736359913575, \"cagr_pct\": -22.466381305535187, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7346497817410453, \"sortino\": -1.02785836377176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 91.88753683905165, \"dd_pct\": -12.937542602340535, \"calmar\": 7.109017281118164, \"cagr_pct\": 91.97321393524133, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 47.1917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4634986284662497, \"sortino\": 3.9920183000156015}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 19.062155843670723, \"dd_pct\": -18.503890312546, \"calmar\": 1.415121619372276, \"cagr_pct\": 26.185255223777066, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 30.83941605839416, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.06567979498367, \"sortino\": 1.6339991029167653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 24.399398233874493, \"dd_pct\": -24.951232373326715, \"calmar\": 0.9786291049516419, \"cagr_pct\": 24.418002204949154, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 62.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.818124180265221, \"sortino\": 1.219527989936239}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 11.711358746691559, \"dd_pct\": -7.652719846123879, \"calmar\": 4.014233898620936, \"cagr_pct\": 30.719807422959665, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 28.807947019867548, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4530617830398092, \"sortino\": 2.1146161748868213}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1624.0047981994792, \"dd_pct\": -74.1640765037168, \"calmar\": 0.5560251383470511, \"cagr_pct\": 41.23709089836042, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 43.09428950863214, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0383616537378675, \"sortino\": 1.5540246071483073}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.8679844787996, \"dd_pct\": -74.1640765037168, \"calmar\": 0.42740673537395524, \"cagr_pct\": 31.69822582047786, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 44.65394853593611, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7870458835561487, \"sortino\": 1.1470741419480646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 637.1700756910416, \"dd_pct\": -39.08989037845726, \"calmar\": 1.2091889241807152, \"cagr_pct\": 47.26706249306882, \"entries\": 42, \"exits\": 43, \"exposure_pct\": 42.16180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.3255479370634922, \"sortino\": 2.0688918836769794}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.09808181247322, \"dd_pct\": -12.762253902200026, \"calmar\": 0.6913260096772873, \"cagr_pct\": 8.822878064696333, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 18.876080691642652, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5848543650684324, \"sortino\": 1.0156693178296823}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 1624.0047981994792, "Sharpe Ratio": 1.0383616537378675, "Sortino Ratio": 1.5540246071483073, "Calmar Ratio": 0.5560251383470511, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.1640765037168, "% In Market": 43.09428950863214, "Composite": 1.739692766094111, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.42740673537395524, "Sub1_Sortino": 1.1470741419480646, "Sub1_Trades": 22, "Sub2_Calmar": 1.2091889241807152, "Sub2_Sortino": 2.0688918836769794, "Sub2_Trades": 42, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.574736]", "OOS_Total Trades": 8, "OOS_Total P&L %": 4.09808181247322, "OOS_Sortino Ratio": 1.0156693178296823, "OOS_Calmar Ratio": 0.6913260096772873, "OOS_Max Drawdown %": -12.762253902200026, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732a8cb3cf7b85d2d88680d94119b30ebe2d340e0c9887f4b641ddd64059e5de", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 75.0, "i_long_exit_activation_threshold": -550.0, "i_long_exit_activation_confirmation_threshold": 199.95, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "37d920fc667f20689c37dcf1df1fd6139e8679776132c400e3c0b4a0a62c40c9", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 199.40970928779714, \"dd_pct\": -23.941414403858772, \"calmar\": 8.338466749086669, \"cagr_pct\": 199.63468793268103, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 38.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4913268116281992, \"sortino\": 4.152024778951867}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -22.45287630164212, \"dd_pct\": -39.08989037845723, \"calmar\": -0.574736359913575, \"cagr_pct\": -22.466381305535187, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7346497817410453, \"sortino\": -1.02785836377176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 91.88753683905165, \"dd_pct\": -12.937542602340535, \"calmar\": 7.109017281118164, \"cagr_pct\": 91.97321393524133, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 47.1917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4634986284662497, \"sortino\": 3.9920183000156015}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 19.062155843670723, \"dd_pct\": -18.503890312546, \"calmar\": 1.415121619372276, \"cagr_pct\": 26.185255223777066, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 30.83941605839416, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.06567979498367, \"sortino\": 1.6339991029167653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 24.399398233874493, \"dd_pct\": -24.951232373326715, \"calmar\": 0.9786291049516419, \"cagr_pct\": 24.418002204949154, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 62.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.818124180265221, \"sortino\": 1.219527989936239}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 11.711358746691559, \"dd_pct\": -7.652719846123879, \"calmar\": 4.014233898620936, \"cagr_pct\": 30.719807422959665, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 28.807947019867548, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4530617830398092, \"sortino\": 2.1146161748868213}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1624.0047981994792, \"dd_pct\": -74.1640765037168, \"calmar\": 0.5560251383470511, \"cagr_pct\": 41.23709089836042, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 43.09428950863214, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0383616537378675, \"sortino\": 1.5540246071483073}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.8679844787996, \"dd_pct\": -74.1640765037168, \"calmar\": 0.42740673537395524, \"cagr_pct\": 31.69822582047786, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 44.65394853593611, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7870458835561487, \"sortino\": 1.1470741419480646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 637.1700756910416, \"dd_pct\": -39.08989037845726, \"calmar\": 1.2091889241807152, \"cagr_pct\": 47.26706249306882, \"entries\": 42, \"exits\": 43, \"exposure_pct\": 42.16180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.3255479370634922, \"sortino\": 2.0688918836769794}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.09808181247322, \"dd_pct\": -12.762253902200026, \"calmar\": 0.6913260096772873, \"cagr_pct\": 8.822878064696333, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 18.876080691642652, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5848543650684324, \"sortino\": 1.0156693178296823}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 1624.0047981994792, "Sharpe Ratio": 1.0383616537378675, "Sortino Ratio": 1.5540246071483073, "Calmar Ratio": 0.5560251383470511, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.1640765037168, "% In Market": 43.09428950863214, "Composite": 1.739692766094111, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.42740673537395524, "Sub1_Sortino": 1.1470741419480646, "Sub1_Trades": 22, "Sub2_Calmar": 1.2091889241807152, "Sub2_Sortino": 2.0688918836769794, "Sub2_Trades": 42, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.574736]", "OOS_Total Trades": 8, "OOS_Total P&L %": 4.09808181247322, "OOS_Sortino Ratio": 1.0156693178296823, "OOS_Calmar Ratio": 0.6913260096772873, "OOS_Max Drawdown %": -12.762253902200026, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732a8cb3cf7b85d2d88680d94119b30ebe2d340e0c9887f4b641ddd64059e5de", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 75.0, "i_long_exit_activation_threshold": -550.0, "i_long_exit_activation_confirmation_threshold": 200.05, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "55ba45c550407dad502dc6f4de4dbc5c7badf827c2e4741acc8ac763ff62294b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 199.40970928779714, \"dd_pct\": -23.941414403858772, \"calmar\": 8.338466749086669, \"cagr_pct\": 199.63468793268103, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 38.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4913268116281992, \"sortino\": 4.152024778951867}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -22.45287630164212, \"dd_pct\": -39.08989037845723, \"calmar\": -0.574736359913575, \"cagr_pct\": -22.466381305535187, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7346497817410453, \"sortino\": -1.02785836377176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 91.88753683905165, \"dd_pct\": -12.937542602340535, \"calmar\": 7.109017281118164, \"cagr_pct\": 91.97321393524133, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 47.1917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4634986284662497, \"sortino\": 3.9920183000156015}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 19.062155843670723, \"dd_pct\": -18.503890312546, \"calmar\": 1.415121619372276, \"cagr_pct\": 26.185255223777066, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 30.83941605839416, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.06567979498367, \"sortino\": 1.6339991029167653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 24.399398233874493, \"dd_pct\": -24.951232373326715, \"calmar\": 0.9786291049516419, \"cagr_pct\": 24.418002204949154, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 62.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.818124180265221, \"sortino\": 1.219527989936239}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 11.711358746691559, \"dd_pct\": -7.652719846123879, \"calmar\": 4.014233898620936, \"cagr_pct\": 30.719807422959665, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 28.807947019867548, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4530617830398092, \"sortino\": 2.1146161748868213}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1624.0047981994792, \"dd_pct\": -74.1640765037168, \"calmar\": 0.5560251383470511, \"cagr_pct\": 41.23709089836042, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 43.09428950863214, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0383616537378675, \"sortino\": 1.5540246071483073}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.8679844787996, \"dd_pct\": -74.1640765037168, \"calmar\": 0.42740673537395524, \"cagr_pct\": 31.69822582047786, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 44.65394853593611, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7870458835561487, \"sortino\": 1.1470741419480646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 637.1700756910416, \"dd_pct\": -39.08989037845726, \"calmar\": 1.2091889241807152, \"cagr_pct\": 47.26706249306882, \"entries\": 42, \"exits\": 43, \"exposure_pct\": 42.16180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.3255479370634922, \"sortino\": 2.0688918836769794}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.09808181247322, \"dd_pct\": -12.762253902200026, \"calmar\": 0.6913260096772873, \"cagr_pct\": 8.822878064696333, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 18.876080691642652, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5848543650684324, \"sortino\": 1.0156693178296823}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 1624.0047981994792, "Sharpe Ratio": 1.0383616537378675, "Sortino Ratio": 1.5540246071483073, "Calmar Ratio": 0.5560251383470511, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.1640765037168, "% In Market": 43.09428950863214, "Composite": 1.739692766094111, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.42740673537395524, "Sub1_Sortino": 1.1470741419480646, "Sub1_Trades": 22, "Sub2_Calmar": 1.2091889241807152, "Sub2_Sortino": 2.0688918836769794, "Sub2_Trades": 42, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.574736]", "OOS_Total Trades": 8, "OOS_Total P&L %": 4.09808181247322, "OOS_Sortino Ratio": 1.0156693178296823, "OOS_Calmar Ratio": 0.6913260096772873, "OOS_Max Drawdown %": -12.762253902200026, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732a8cb3cf7b85d2d88680d94119b30ebe2d340e0c9887f4b641ddd64059e5de", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": 75.0, "i_long_exit_activation_threshold": -550.0, "i_long_exit_activation_confirmation_threshold": 201.0, "i_trailing_stop_threshold": 95.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "90c9a9915a9d10af5af40f37e27a60605a72dda50295306693a3d230ebce982c", "Evaluation_Status": "complete", "Evaluation_Key": "2f8cae4a4792ec31108d75478472a2aadd36ed8438bdd0d7f325c4e33d426b5f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 199.40970928779714, \"dd_pct\": -23.941414403858772, \"calmar\": 8.338466749086669, \"cagr_pct\": 199.63468793268103, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 38.9041095890411, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4913268116281992, \"sortino\": 4.152024778951867}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -22.45287630164212, \"dd_pct\": -39.08989037845723, \"calmar\": -0.574736359913575, \"cagr_pct\": -22.466381305535187, \"entries\": 12, \"exits\": 11, \"exposure_pct\": 33.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": -0.7346497817410453, \"sortino\": -1.02785836377176}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 91.88753683905165, \"dd_pct\": -12.937542602340535, \"calmar\": 7.109017281118164, \"cagr_pct\": 91.97321393524133, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 47.1917808219178, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 2.4634986284662497, \"sortino\": 3.9920183000156015}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 19.062155843670723, \"dd_pct\": -18.503890312546, \"calmar\": 1.415121619372276, \"cagr_pct\": 26.185255223777066, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 30.83941605839416, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.06567979498367, \"sortino\": 1.6339991029167653}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 24.399398233874493, \"dd_pct\": -24.951232373326715, \"calmar\": 0.9786291049516419, \"cagr_pct\": 24.418002204949154, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 62.73972602739726, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.818124180265221, \"sortino\": 1.219527989936239}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 11.711358746691559, \"dd_pct\": -7.652719846123879, \"calmar\": 4.014233898620936, \"cagr_pct\": 30.719807422959665, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 28.807947019867548, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.4530617830398092, \"sortino\": 2.1146161748868213}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1624.0047981994792, \"dd_pct\": -74.1640765037168, \"calmar\": 0.5560251383470511, \"cagr_pct\": 41.23709089836042, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 43.09428950863214, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0383616537378675, \"sortino\": 1.5540246071483073}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 133.8679844787996, \"dd_pct\": -74.1640765037168, \"calmar\": 0.42740673537395524, \"cagr_pct\": 31.69822582047786, \"entries\": 22, \"exits\": 21, \"exposure_pct\": 44.65394853593611, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7870458835561487, \"sortino\": 1.1470741419480646}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 637.1700756910416, \"dd_pct\": -39.08989037845726, \"calmar\": 1.2091889241807152, \"cagr_pct\": 47.26706249306882, \"entries\": 42, \"exits\": 43, \"exposure_pct\": 42.16180371352785, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.3255479370634922, \"sortino\": 2.0688918836769794}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 4.09808181247322, \"dd_pct\": -12.762253902200026, \"calmar\": 0.6913260096772873, \"cagr_pct\": 8.822878064696333, \"entries\": 8, \"exits\": 7, \"exposure_pct\": 18.876080691642652, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.5848543650684324, \"sortino\": 1.0156693178296823}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 1624.0047981994792, "Sharpe Ratio": 1.0383616537378675, "Sortino Ratio": 1.5540246071483073, "Calmar Ratio": 0.5560251383470511, "P&L/DD Ratio": 0.0, "Max Drawdown %": -74.1640765037168, "% In Market": 43.09428950863214, "Composite": 1.739692766094111, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.42740673537395524, "Sub1_Sortino": 1.1470741419480646, "Sub1_Trades": 22, "Sub2_Calmar": 1.2091889241807152, "Sub2_Sortino": 2.0688918836769794, "Sub2_Trades": 42, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[-0.574736]", "OOS_Total Trades": 8, "OOS_Total P&L %": 4.09808181247322, "OOS_Sortino Ratio": 1.0156693178296823, "OOS_Calmar Ratio": 0.6913260096772873, "OOS_Max Drawdown %": -12.762253902200026, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 22, "source": "diagnostic_center", "Policy": "canonical", "center_id": "732a8cb3cf7b85d2d88680d94119b30ebe2d340e0c9887f4b641ddd64059e5de", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -540.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "733c56bef6bdfff67ad80ff48b7277a0676147a917c07e8364e734519b33986d", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 105.12280815670402, \"dd_pct\": -25.041173545048025, \"calmar\": 4.202030304266487, \"cagr_pct\": 105.22377009068806, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 29.726027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.681867980640023, \"sortino\": 2.674931813095731}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -6.709805568282656, \"dd_pct\": -29.574049075931196, \"calmar\": -0.2270315928164219, \"cagr_pct\": -6.71424346773969, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 52.26027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.025756903934123852, \"sortino\": 0.036694491273158096}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 83.07427756841952, \"dd_pct\": -33.818984118406725, \"calmar\": 2.4586818180743353, \"cagr_pct\": 83.15012135767131, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 80.13698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7357261245592424, \"sortino\": 2.7228557795582207}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.388225038703953, \"dd_pct\": -43.16411004232009, \"calmar\": 0.16787906171644545, \"cagr_pct\": 7.246350293730098, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 71.07664233576642, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.37681304994808906, \"sortino\": 0.5363122236463276}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 78.08553764134676, \"dd_pct\": -25.43858322706636, \"calmar\": 3.0723386864273, \"cagr_pct\": 78.1559433764166, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 75.82191780821917, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7403711986011106, \"sortino\": 2.6583902384458566}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.514678436314107, \"dd_pct\": -19.970981568109835, \"calmar\": -1.0756720939851234, \"cagr_pct\": -21.48222756230701, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 42.71523178807947, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7197938116946778, \"sortino\": -0.981263024014067}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2274.519980252019, \"dd_pct\": -48.71724882545772, \"calmar\": 0.9612217728546671, \"cagr_pct\": 46.828080284608426, \"entries\": 98, \"exits\": 98, \"exposure_pct\": 56.19189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0876791378339128, \"sortino\": 1.6100435529014772}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 299.1164900131891, \"dd_pct\": -48.71724882545772, \"calmar\": 1.161946345074154, \"cagr_pct\": 56.60682921480873, \"entries\": 37, \"exits\": 36, \"exposure_pct\": 50.1109139307897, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1561445846104925, \"sortino\": 1.6791621487034234}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 494.94409268169466, \"dd_pct\": -46.98556591080134, \"calmar\": 0.8784770493967807, \"cagr_pct\": 41.275741305558725, \"entries\": 61, \"exits\": 62, \"exposure_pct\": 59.827586206896555, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0461841475203328, \"sortino\": 1.575426624780533}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 30.682732370622247, \"dd_pct\": -12.97061154485828, \"calmar\": 5.832819327385958, \"cagr_pct\": 75.6552337068648, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.976945244956774, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1414969291454393, \"sortino\": 3.557956368817783}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": 2274.519980252019, "Sharpe Ratio": 1.0876791378339128, "Sortino Ratio": 1.6100435529014772, "Calmar Ratio": 0.9612217728546671, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.71724882545772, "% In Market": 56.19189907038512, "Composite": 3.491480193617011, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.161946345074154, "Sub1_Sortino": 1.6791621487034234, "Sub1_Trades": 37, "Sub2_Calmar": 0.8784770493967807, "Sub2_Sortino": 1.575426624780533, "Sub2_Trades": 61, "WFO_Score": 1.6503898978102114, "WFO_Min_Fold": -0.2270315928164219, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[4.20203, -0.227032, 2.458682, 0.167879]", "OOS_Total Trades": 2, "OOS_Total P&L %": 30.682732370622247, "OOS_Sortino Ratio": 3.557956368817783, "OOS_Calmar Ratio": 5.832819327385958, "OOS_Max Drawdown %": -12.97061154485828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "28f68ee0baaa3a6f700fcc524c6d631fc4197c209262454d66e81dcc82e5512c", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 119.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -540.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "9465fdf0e3de2845c60d728818ab76aaa109e6af68c5ebdc85cb6b13e0dc4fb3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 105.12280815670402, \"dd_pct\": -25.041173545048025, \"calmar\": 4.202030304266487, \"cagr_pct\": 105.22377009068806, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 29.726027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.681867980640023, \"sortino\": 2.674931813095731}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -6.709805568282656, \"dd_pct\": -29.574049075931196, \"calmar\": -0.2270315928164219, \"cagr_pct\": -6.71424346773969, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 52.26027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.025756903934123852, \"sortino\": 0.036694491273158096}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 83.07427756841952, \"dd_pct\": -33.818984118406725, \"calmar\": 2.4586818180743353, \"cagr_pct\": 83.15012135767131, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 80.13698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7357261245592424, \"sortino\": 2.7228557795582207}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.388225038703953, \"dd_pct\": -43.16411004232009, \"calmar\": 0.16787906171644545, \"cagr_pct\": 7.246350293730098, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 71.07664233576642, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.37681304994808906, \"sortino\": 0.5363122236463276}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 78.08553764134676, \"dd_pct\": -25.43858322706636, \"calmar\": 3.0723386864273, \"cagr_pct\": 78.1559433764166, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 75.82191780821917, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7403711986011106, \"sortino\": 2.6583902384458566}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.514678436314107, \"dd_pct\": -19.970981568109835, \"calmar\": -1.0756720939851234, \"cagr_pct\": -21.48222756230701, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 42.71523178807947, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7197938116946778, \"sortino\": -0.981263024014067}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2305.09877979792, \"dd_pct\": -48.71724882545772, \"calmar\": 0.9659019436550229, \"cagr_pct\": 47.056085330035, \"entries\": 98, \"exits\": 98, \"exposure_pct\": 56.117197875166, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0915378472190582, \"sortino\": 1.6158576867242052}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 304.2562669976249, \"dd_pct\": -48.71724882545772, \"calmar\": 1.1753048593134379, \"cagr_pct\": 57.25761927694234, \"entries\": 37, \"exits\": 36, \"exposure_pct\": 49.911268855368235, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1653420798215108, \"sortino\": 1.69266499120808}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 494.94409268169466, \"dd_pct\": -46.98556591080134, \"calmar\": 0.8784770493967807, \"cagr_pct\": 41.275741305558725, \"entries\": 61, \"exits\": 62, \"exposure_pct\": 59.827586206896555, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0461841475203328, \"sortino\": 1.575426624780533}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 30.682732370622247, \"dd_pct\": -12.97061154485828, \"calmar\": 5.832819327385958, \"cagr_pct\": 75.6552337068648, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.976945244956774, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1414969291454393, \"sortino\": 3.557956368817783}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": 2305.09877979792, "Sharpe Ratio": 1.0915378472190582, "Sortino Ratio": 1.6158576867242052, "Calmar Ratio": 0.9659019436550229, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.71724882545772, "% In Market": 56.117197875166, "Composite": 3.5337595722294357, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1753048593134379, "Sub1_Sortino": 1.69266499120808, "Sub1_Trades": 37, "Sub2_Calmar": 0.8784770493967807, "Sub2_Sortino": 1.575426624780533, "Sub2_Trades": 61, "WFO_Score": 1.6503898978102114, "WFO_Min_Fold": -0.2270315928164219, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[4.20203, -0.227032, 2.458682, 0.167879]", "OOS_Total Trades": 2, "OOS_Total P&L %": 30.682732370622247, "OOS_Sortino Ratio": 3.557956368817783, "OOS_Calmar Ratio": 5.832819327385958, "OOS_Max Drawdown %": -12.97061154485828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "28f68ee0baaa3a6f700fcc524c6d631fc4197c209262454d66e81dcc82e5512c", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 119.95, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -540.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "782174bad3f13698c3cb146832e9e6346308b7b75e8e7e47a4cec709b4d27d21", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 105.12280815670402, \"dd_pct\": -25.041173545048025, \"calmar\": 4.202030304266487, \"cagr_pct\": 105.22377009068806, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 29.726027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.681867980640023, \"sortino\": 2.674931813095731}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -6.709805568282656, \"dd_pct\": -29.574049075931196, \"calmar\": -0.2270315928164219, \"cagr_pct\": -6.71424346773969, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 52.26027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.025756903934123852, \"sortino\": 0.036694491273158096}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 83.07427756841952, \"dd_pct\": -33.818984118406725, \"calmar\": 2.4586818180743353, \"cagr_pct\": 83.15012135767131, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 80.13698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7357261245592424, \"sortino\": 2.7228557795582207}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.388225038703953, \"dd_pct\": -43.16411004232009, \"calmar\": 0.16787906171644545, \"cagr_pct\": 7.246350293730098, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 71.07664233576642, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.37681304994808906, \"sortino\": 0.5363122236463276}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 78.08553764134676, \"dd_pct\": -25.43858322706636, \"calmar\": 3.0723386864273, \"cagr_pct\": 78.1559433764166, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 75.82191780821917, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7403711986011106, \"sortino\": 2.6583902384458566}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.514678436314107, \"dd_pct\": -19.970981568109835, \"calmar\": -1.0756720939851234, \"cagr_pct\": -21.48222756230701, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 42.71523178807947, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7197938116946778, \"sortino\": -0.981263024014067}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2274.519980252019, \"dd_pct\": -48.71724882545772, \"calmar\": 0.9612217728546671, \"cagr_pct\": 46.828080284608426, \"entries\": 98, \"exits\": 98, \"exposure_pct\": 56.19189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0876791378339128, \"sortino\": 1.6100435529014772}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 299.1164900131891, \"dd_pct\": -48.71724882545772, \"calmar\": 1.161946345074154, \"cagr_pct\": 56.60682921480873, \"entries\": 37, \"exits\": 36, \"exposure_pct\": 50.1109139307897, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1561445846104925, \"sortino\": 1.6791621487034234}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 494.94409268169466, \"dd_pct\": -46.98556591080134, \"calmar\": 0.8784770493967807, \"cagr_pct\": 41.275741305558725, \"entries\": 61, \"exits\": 62, \"exposure_pct\": 59.827586206896555, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0461841475203328, \"sortino\": 1.575426624780533}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 30.682732370622247, \"dd_pct\": -12.97061154485828, \"calmar\": 5.832819327385958, \"cagr_pct\": 75.6552337068648, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.976945244956774, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1414969291454393, \"sortino\": 3.557956368817783}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": 2274.519980252019, "Sharpe Ratio": 1.0876791378339128, "Sortino Ratio": 1.6100435529014772, "Calmar Ratio": 0.9612217728546671, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.71724882545772, "% In Market": 56.19189907038512, "Composite": 3.491480193617011, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.161946345074154, "Sub1_Sortino": 1.6791621487034234, "Sub1_Trades": 37, "Sub2_Calmar": 0.8784770493967807, "Sub2_Sortino": 1.575426624780533, "Sub2_Trades": 61, "WFO_Score": 1.6503898978102114, "WFO_Min_Fold": -0.2270315928164219, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[4.20203, -0.227032, 2.458682, 0.167879]", "OOS_Total Trades": 2, "OOS_Total P&L %": 30.682732370622247, "OOS_Sortino Ratio": 3.557956368817783, "OOS_Calmar Ratio": 5.832819327385958, "OOS_Max Drawdown %": -12.97061154485828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "28f68ee0baaa3a6f700fcc524c6d631fc4197c209262454d66e81dcc82e5512c", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 120.05, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -540.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "94fe6c176442be4611abc6f395be99de4b92689fe053edb55a855795119bb4ae", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 105.12280815670402, \"dd_pct\": -25.041173545048025, \"calmar\": 4.202030304266487, \"cagr_pct\": 105.22377009068806, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 29.726027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.681867980640023, \"sortino\": 2.674931813095731}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -6.709805568282656, \"dd_pct\": -29.574049075931196, \"calmar\": -0.2270315928164219, \"cagr_pct\": -6.71424346773969, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 52.26027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.025756903934123852, \"sortino\": 0.036694491273158096}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 83.07427756841952, \"dd_pct\": -33.818984118406725, \"calmar\": 2.4586818180743353, \"cagr_pct\": 83.15012135767131, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 80.13698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7357261245592424, \"sortino\": 2.7228557795582207}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.388225038703953, \"dd_pct\": -43.16411004232009, \"calmar\": 0.16787906171644545, \"cagr_pct\": 7.246350293730098, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 71.07664233576642, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.37681304994808906, \"sortino\": 0.5363122236463276}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 78.08553764134676, \"dd_pct\": -25.43858322706636, \"calmar\": 3.0723386864273, \"cagr_pct\": 78.1559433764166, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 75.82191780821917, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7403711986011106, \"sortino\": 2.6583902384458566}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.514678436314107, \"dd_pct\": -19.970981568109835, \"calmar\": -1.0756720939851234, \"cagr_pct\": -21.48222756230701, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 42.71523178807947, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7197938116946778, \"sortino\": -0.981263024014067}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2274.519980252019, \"dd_pct\": -48.71724882545772, \"calmar\": 0.9612217728546671, \"cagr_pct\": 46.828080284608426, \"entries\": 98, \"exits\": 98, \"exposure_pct\": 56.19189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0876791378339128, \"sortino\": 1.6100435529014772}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 299.1164900131891, \"dd_pct\": -48.71724882545772, \"calmar\": 1.161946345074154, \"cagr_pct\": 56.60682921480873, \"entries\": 37, \"exits\": 36, \"exposure_pct\": 50.1109139307897, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1561445846104925, \"sortino\": 1.6791621487034234}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 494.94409268169466, \"dd_pct\": -46.98556591080134, \"calmar\": 0.8784770493967807, \"cagr_pct\": 41.275741305558725, \"entries\": 61, \"exits\": 62, \"exposure_pct\": 59.827586206896555, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0461841475203328, \"sortino\": 1.575426624780533}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 30.682732370622247, \"dd_pct\": -12.97061154485828, \"calmar\": 5.832819327385958, \"cagr_pct\": 75.6552337068648, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.976945244956774, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1414969291454393, \"sortino\": 3.557956368817783}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": 2274.519980252019, "Sharpe Ratio": 1.0876791378339128, "Sortino Ratio": 1.6100435529014772, "Calmar Ratio": 0.9612217728546671, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.71724882545772, "% In Market": 56.19189907038512, "Composite": 3.491480193617011, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.161946345074154, "Sub1_Sortino": 1.6791621487034234, "Sub1_Trades": 37, "Sub2_Calmar": 0.8784770493967807, "Sub2_Sortino": 1.575426624780533, "Sub2_Trades": 61, "WFO_Score": 1.6503898978102114, "WFO_Min_Fold": -0.2270315928164219, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[4.20203, -0.227032, 2.458682, 0.167879]", "OOS_Total Trades": 2, "OOS_Total P&L %": 30.682732370622247, "OOS_Sortino Ratio": 3.557956368817783, "OOS_Calmar Ratio": 5.832819327385958, "OOS_Max Drawdown %": -12.97061154485828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "28f68ee0baaa3a6f700fcc524c6d631fc4197c209262454d66e81dcc82e5512c", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 121.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -540.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "84316f992c8ef5f6a6315384dcd9a918644c8ef68ee70f6c97232f4762fd2cb0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 105.12280815670402, \"dd_pct\": -25.041173545048025, \"calmar\": 4.202030304266487, \"cagr_pct\": 105.22377009068806, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 29.726027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.681867980640023, \"sortino\": 2.674931813095731}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -6.709805568282656, \"dd_pct\": -29.574049075931196, \"calmar\": -0.2270315928164219, \"cagr_pct\": -6.71424346773969, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 52.26027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.025756903934123852, \"sortino\": 0.036694491273158096}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 83.07427756841952, \"dd_pct\": -33.818984118406725, \"calmar\": 2.4586818180743353, \"cagr_pct\": 83.15012135767131, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 80.13698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7357261245592424, \"sortino\": 2.7228557795582207}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.388225038703953, \"dd_pct\": -43.16411004232009, \"calmar\": 0.16787906171644545, \"cagr_pct\": 7.246350293730098, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 71.07664233576642, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.37681304994808906, \"sortino\": 0.5363122236463276}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 78.08553764134676, \"dd_pct\": -25.43858322706636, \"calmar\": 3.0723386864273, \"cagr_pct\": 78.1559433764166, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 75.82191780821917, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7403711986011106, \"sortino\": 2.6583902384458566}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.514678436314107, \"dd_pct\": -19.970981568109835, \"calmar\": -1.0756720939851234, \"cagr_pct\": -21.48222756230701, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 42.71523178807947, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7197938116946778, \"sortino\": -0.981263024014067}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2090.8059199838576, \"dd_pct\": -48.71724882545772, \"calmar\": 0.9319345555185192, \"cagr_pct\": 45.401287630238045, \"entries\": 99, \"exits\": 99, \"exposure_pct\": 56.46580345285525, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.064700485881516, \"sortino\": 1.5745586430346385}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 268.23727589408566, \"dd_pct\": -48.71724882545772, \"calmar\": 1.0791378796248867, \"cagr_pct\": 52.572628598662455, \"entries\": 38, \"exits\": 37, \"exposure_pct\": 50.84294587400178, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1013043034313201, \"sortino\": 1.5966435185476335}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 494.94409268169466, \"dd_pct\": -46.98556591080134, \"calmar\": 0.8784770493967807, \"cagr_pct\": 41.275741305558725, \"entries\": 61, \"exits\": 62, \"exposure_pct\": 59.827586206896555, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0461841475203328, \"sortino\": 1.575426624780533}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 30.682732370622247, \"dd_pct\": -12.97061154485828, \"calmar\": 5.832819327385958, \"cagr_pct\": 75.6552337068648, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.976945244956774, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1414969291454393, \"sortino\": 3.557956368817783}]", "Additional_Threshold_Budget": 0, "Total Trades": 99, "Total P&L %": 2090.8059199838576, "Sharpe Ratio": 1.064700485881516, "Sortino Ratio": 1.5745586430346385, "Calmar Ratio": 0.9319345555185192, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.71724882545772, "% In Market": 56.46580345285525, "Composite": 3.248168197800479, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.0791378796248867, "Sub1_Sortino": 1.5966435185476335, "Sub1_Trades": 38, "Sub2_Calmar": 0.8784770493967807, "Sub2_Sortino": 1.575426624780533, "Sub2_Trades": 61, "WFO_Score": 1.6503898978102114, "WFO_Min_Fold": -0.2270315928164219, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[4.20203, -0.227032, 2.458682, 0.167879]", "OOS_Total Trades": 2, "OOS_Total P&L %": 30.682732370622247, "OOS_Sortino Ratio": 3.557956368817783, "OOS_Calmar Ratio": 5.832819327385958, "OOS_Max Drawdown %": -12.97061154485828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 11, "source": "diagnostic_center", "Policy": "canonical", "center_id": "28f68ee0baaa3a6f700fcc524c6d631fc4197c209262454d66e81dcc82e5512c", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": -11.0, "i_long_exit_activation_confirmation_threshold": -540.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "f9bff354cb1fbbec7e3ce6f81528a9229c50c0fe3633668809088a70b823e3e3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 105.12280815670402, \"dd_pct\": -25.041173545048025, \"calmar\": 4.202030304266487, \"cagr_pct\": 105.22377009068806, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 29.726027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.681867980640023, \"sortino\": 2.674931813095731}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -6.709805568282656, \"dd_pct\": -29.574049075931196, \"calmar\": -0.2270315928164219, \"cagr_pct\": -6.71424346773969, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 52.26027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.025756903934123852, \"sortino\": 0.036694491273158096}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 83.07427756841952, \"dd_pct\": -33.818984118406725, \"calmar\": 2.4586818180743353, \"cagr_pct\": 83.15012135767131, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 80.13698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7357261245592424, \"sortino\": 2.7228557795582207}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.388225038703953, \"dd_pct\": -43.16411004232009, \"calmar\": 0.16787906171644545, \"cagr_pct\": 7.246350293730098, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 71.07664233576642, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.37681304994808906, \"sortino\": 0.5363122236463276}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 78.08553764134676, \"dd_pct\": -25.43858322706636, \"calmar\": 3.0723386864273, \"cagr_pct\": 78.1559433764166, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 75.82191780821917, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7403711986011106, \"sortino\": 2.6583902384458566}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.514678436314107, \"dd_pct\": -19.970981568109835, \"calmar\": -1.0756720939851234, \"cagr_pct\": -21.48222756230701, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 42.71523178807947, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7197938116946778, \"sortino\": -0.981263024014067}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2274.519980252019, \"dd_pct\": -48.71724882545772, \"calmar\": 0.9612217728546671, \"cagr_pct\": 46.828080284608426, \"entries\": 98, \"exits\": 98, \"exposure_pct\": 56.19189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0876791378339128, \"sortino\": 1.6100435529014772}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 299.1164900131891, \"dd_pct\": -48.71724882545772, \"calmar\": 1.161946345074154, \"cagr_pct\": 56.60682921480873, \"entries\": 37, \"exits\": 36, \"exposure_pct\": 50.1109139307897, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1561445846104925, \"sortino\": 1.6791621487034234}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 494.94409268169466, \"dd_pct\": -46.98556591080134, \"calmar\": 0.8784770493967807, \"cagr_pct\": 41.275741305558725, \"entries\": 61, \"exits\": 62, \"exposure_pct\": 59.827586206896555, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0461841475203328, \"sortino\": 1.575426624780533}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 30.682732370622247, \"dd_pct\": -12.97061154485828, \"calmar\": 5.832819327385958, \"cagr_pct\": 75.6552337068648, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.976945244956774, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1414969291454393, \"sortino\": 3.557956368817783}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": 2274.519980252019, "Sharpe Ratio": 1.0876791378339128, "Sortino Ratio": 1.6100435529014772, "Calmar Ratio": 0.9612217728546671, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.71724882545772, "% In Market": 56.19189907038512, "Composite": 3.491480193617011, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.161946345074154, "Sub1_Sortino": 1.6791621487034234, "Sub1_Trades": 37, "Sub2_Calmar": 0.8784770493967807, "Sub2_Sortino": 1.575426624780533, "Sub2_Trades": 61, "WFO_Score": 1.6503898978102114, "WFO_Min_Fold": -0.2270315928164219, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[4.20203, -0.227032, 2.458682, 0.167879]", "OOS_Total Trades": 2, "OOS_Total P&L %": 30.682732370622247, "OOS_Sortino Ratio": 3.557956368817783, "OOS_Calmar Ratio": 5.832819327385958, "OOS_Max Drawdown %": -12.97061154485828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "28f68ee0baaa3a6f700fcc524c6d631fc4197c209262454d66e81dcc82e5512c", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": -10.05, "i_long_exit_activation_confirmation_threshold": -540.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "8c5e2166767a9aa72bba8bd18d945d847bc2f92bdc50c40d8022f7e875116e86", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 105.12280815670402, \"dd_pct\": -25.041173545048025, \"calmar\": 4.202030304266487, \"cagr_pct\": 105.22377009068806, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 29.726027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.681867980640023, \"sortino\": 2.674931813095731}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -6.709805568282656, \"dd_pct\": -29.574049075931196, \"calmar\": -0.2270315928164219, \"cagr_pct\": -6.71424346773969, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 52.26027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.025756903934123852, \"sortino\": 0.036694491273158096}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 83.07427756841952, \"dd_pct\": -33.818984118406725, \"calmar\": 2.4586818180743353, \"cagr_pct\": 83.15012135767131, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 80.13698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7357261245592424, \"sortino\": 2.7228557795582207}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.388225038703953, \"dd_pct\": -43.16411004232009, \"calmar\": 0.16787906171644545, \"cagr_pct\": 7.246350293730098, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 71.07664233576642, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.37681304994808906, \"sortino\": 0.5363122236463276}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 78.08553764134676, \"dd_pct\": -25.43858322706636, \"calmar\": 3.0723386864273, \"cagr_pct\": 78.1559433764166, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 75.82191780821917, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7403711986011106, \"sortino\": 2.6583902384458566}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.514678436314107, \"dd_pct\": -19.970981568109835, \"calmar\": -1.0756720939851234, \"cagr_pct\": -21.48222756230701, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 42.71523178807947, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7197938116946778, \"sortino\": -0.981263024014067}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2274.519980252019, \"dd_pct\": -48.71724882545772, \"calmar\": 0.9612217728546671, \"cagr_pct\": 46.828080284608426, \"entries\": 98, \"exits\": 98, \"exposure_pct\": 56.19189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0876791378339128, \"sortino\": 1.6100435529014772}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 299.1164900131891, \"dd_pct\": -48.71724882545772, \"calmar\": 1.161946345074154, \"cagr_pct\": 56.60682921480873, \"entries\": 37, \"exits\": 36, \"exposure_pct\": 50.1109139307897, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1561445846104925, \"sortino\": 1.6791621487034234}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 494.94409268169466, \"dd_pct\": -46.98556591080134, \"calmar\": 0.8784770493967807, \"cagr_pct\": 41.275741305558725, \"entries\": 61, \"exits\": 62, \"exposure_pct\": 59.827586206896555, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0461841475203328, \"sortino\": 1.575426624780533}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 30.682732370622247, \"dd_pct\": -12.97061154485828, \"calmar\": 5.832819327385958, \"cagr_pct\": 75.6552337068648, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.976945244956774, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1414969291454393, \"sortino\": 3.557956368817783}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": 2274.519980252019, "Sharpe Ratio": 1.0876791378339128, "Sortino Ratio": 1.6100435529014772, "Calmar Ratio": 0.9612217728546671, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.71724882545772, "% In Market": 56.19189907038512, "Composite": 3.491480193617011, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.161946345074154, "Sub1_Sortino": 1.6791621487034234, "Sub1_Trades": 37, "Sub2_Calmar": 0.8784770493967807, "Sub2_Sortino": 1.575426624780533, "Sub2_Trades": 61, "WFO_Score": 1.6503898978102114, "WFO_Min_Fold": -0.2270315928164219, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[4.20203, -0.227032, 2.458682, 0.167879]", "OOS_Total Trades": 2, "OOS_Total P&L %": 30.682732370622247, "OOS_Sortino Ratio": 3.557956368817783, "OOS_Calmar Ratio": 5.832819327385958, "OOS_Max Drawdown %": -12.97061154485828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "28f68ee0baaa3a6f700fcc524c6d631fc4197c209262454d66e81dcc82e5512c", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": -9.95, "i_long_exit_activation_confirmation_threshold": -540.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "d2ce404b60ef398d3016aa69e07d7ce8630145d659a21b2decb265449a5004e3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 105.12280815670402, \"dd_pct\": -25.041173545048025, \"calmar\": 4.202030304266487, \"cagr_pct\": 105.22377009068806, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 29.726027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.681867980640023, \"sortino\": 2.674931813095731}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -6.709805568282656, \"dd_pct\": -29.574049075931196, \"calmar\": -0.2270315928164219, \"cagr_pct\": -6.71424346773969, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 52.26027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.025756903934123852, \"sortino\": 0.036694491273158096}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 81.74953389820317, \"dd_pct\": -34.297876527772516, \"calmar\": 2.385684850426572, \"cagr_pct\": 81.82392443410804, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 79.86301369863014, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.71627599288878, \"sortino\": 2.6896838888801375}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.388225038703953, \"dd_pct\": -43.16411004232009, \"calmar\": 0.16787906171644545, \"cagr_pct\": 7.246350293730098, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 71.07664233576642, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.37681304994808906, \"sortino\": 0.5363122236463276}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 78.08553764134676, \"dd_pct\": -25.43858322706636, \"calmar\": 3.0723386864273, \"cagr_pct\": 78.1559433764166, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 75.82191780821917, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7403711986011106, \"sortino\": 2.6583902384458566}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.514678436314107, \"dd_pct\": -19.970981568109835, \"calmar\": -1.0756720939851234, \"cagr_pct\": -21.48222756230701, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 42.71523178807947, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7197938116946778, \"sortino\": -0.981263024014067}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2257.337717645708, \"dd_pct\": -48.71724882545772, \"calmar\": 0.9585686889674283, \"cagr_pct\": 46.698829336719, \"entries\": 99, \"exits\": 99, \"exposure_pct\": 56.15869853917662, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0856509705032358, \"sortino\": 1.606917632592071}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 299.1164900131891, \"dd_pct\": -48.71724882545772, \"calmar\": 1.161946345074154, \"cagr_pct\": 56.60682921480873, \"entries\": 37, \"exits\": 36, \"exposure_pct\": 50.1109139307897, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1561445846104925, \"sortino\": 1.6791621487034234}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 490.6390180891282, \"dd_pct\": -46.985565910801306, \"calmar\": 0.8742488345405829, \"cagr_pct\": 41.07707623774778, \"entries\": 62, \"exits\": 63, \"exposure_pct\": 59.77453580901857, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.042676675274542, \"sortino\": 1.5699039729451705}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 30.682732370622247, \"dd_pct\": -12.97061154485828, \"calmar\": 5.832819327385958, \"cagr_pct\": 75.6552337068648, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.976945244956774, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1414969291454393, \"sortino\": 3.557956368817783}]", "Additional_Threshold_Budget": 0, "Total Trades": 99, "Total P&L %": 2257.337717645708, "Sharpe Ratio": 1.0856509705032358, "Sortino Ratio": 1.606917632592071, "Calmar Ratio": 0.9585686889674283, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.71724882545772, "% In Market": 56.15869853917662, "Composite": 3.482702223895377, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.161946345074154, "Sub1_Sortino": 1.6791621487034234, "Sub1_Trades": 37, "Sub2_Calmar": 0.8742488345405829, "Sub2_Sortino": 1.5699039729451705, "Sub2_Trades": 62, "WFO_Score": 1.6321406558982707, "WFO_Min_Fold": -0.2270315928164219, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[4.20203, -0.227032, 2.385685, 0.167879]", "OOS_Total Trades": 2, "OOS_Total P&L %": 30.682732370622247, "OOS_Sortino Ratio": 3.557956368817783, "OOS_Calmar Ratio": 5.832819327385958, "OOS_Max Drawdown %": -12.97061154485828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 16, "source": "diagnostic_center", "Policy": "canonical", "center_id": "28f68ee0baaa3a6f700fcc524c6d631fc4197c209262454d66e81dcc82e5512c", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": -9.0, "i_long_exit_activation_confirmation_threshold": -540.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "11d0f869ff65b80a7d3249729c6f5c287e9eba53964588dd4127752ac09606b0", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 105.12280815670402, \"dd_pct\": -25.041173545048025, \"calmar\": 4.202030304266487, \"cagr_pct\": 105.22377009068806, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 29.726027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.681867980640023, \"sortino\": 2.674931813095731}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -6.709805568282656, \"dd_pct\": -29.574049075931196, \"calmar\": -0.2270315928164219, \"cagr_pct\": -6.71424346773969, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 52.26027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.025756903934123852, \"sortino\": 0.036694491273158096}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 81.74953389820317, \"dd_pct\": -34.297876527772516, \"calmar\": 2.385684850426572, \"cagr_pct\": 81.82392443410804, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 79.86301369863014, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.71627599288878, \"sortino\": 2.6896838888801375}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.388225038703953, \"dd_pct\": -43.16411004232009, \"calmar\": 0.16787906171644545, \"cagr_pct\": 7.246350293730098, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 71.07664233576642, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.37681304994808906, \"sortino\": 0.5363122236463276}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 78.08553764134676, \"dd_pct\": -25.43858322706636, \"calmar\": 3.0723386864273, \"cagr_pct\": 78.1559433764166, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 75.82191780821917, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7403711986011106, \"sortino\": 2.6583902384458566}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.514678436314107, \"dd_pct\": -19.970981568109835, \"calmar\": -1.0756720939851234, \"cagr_pct\": -21.48222756230701, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 42.71523178807947, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7197938116946778, \"sortino\": -0.981263024014067}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2257.337717645708, \"dd_pct\": -48.71724882545772, \"calmar\": 0.9585686889674283, \"cagr_pct\": 46.698829336719, \"entries\": 99, \"exits\": 99, \"exposure_pct\": 56.15869853917662, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0856509705032358, \"sortino\": 1.606917632592071}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 299.1164900131891, \"dd_pct\": -48.71724882545772, \"calmar\": 1.161946345074154, \"cagr_pct\": 56.60682921480873, \"entries\": 37, \"exits\": 36, \"exposure_pct\": 50.1109139307897, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1561445846104925, \"sortino\": 1.6791621487034234}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 490.6390180891282, \"dd_pct\": -46.985565910801306, \"calmar\": 0.8742488345405829, \"cagr_pct\": 41.07707623774778, \"entries\": 62, \"exits\": 63, \"exposure_pct\": 59.77453580901857, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.042676675274542, \"sortino\": 1.5699039729451705}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 30.682732370622247, \"dd_pct\": -12.97061154485828, \"calmar\": 5.832819327385958, \"cagr_pct\": 75.6552337068648, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.976945244956774, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1414969291454393, \"sortino\": 3.557956368817783}]", "Additional_Threshold_Budget": 0, "Total Trades": 99, "Total P&L %": 2257.337717645708, "Sharpe Ratio": 1.0856509705032358, "Sortino Ratio": 1.606917632592071, "Calmar Ratio": 0.9585686889674283, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.71724882545772, "% In Market": 56.15869853917662, "Composite": 3.482702223895377, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.161946345074154, "Sub1_Sortino": 1.6791621487034234, "Sub1_Trades": 37, "Sub2_Calmar": 0.8742488345405829, "Sub2_Sortino": 1.5699039729451705, "Sub2_Trades": 62, "WFO_Score": 1.6321406558982707, "WFO_Min_Fold": -0.2270315928164219, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[4.20203, -0.227032, 2.385685, 0.167879]", "OOS_Total Trades": 2, "OOS_Total P&L %": 30.682732370622247, "OOS_Sortino Ratio": 3.557956368817783, "OOS_Calmar Ratio": 5.832819327385958, "OOS_Max Drawdown %": -12.97061154485828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "28f68ee0baaa3a6f700fcc524c6d631fc4197c209262454d66e81dcc82e5512c", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -541.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "fa2f056c03013e15a09158c95a8937570ec53683090ecb5edd71b285244b4b89", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 105.12280815670402, \"dd_pct\": -25.041173545048025, \"calmar\": 4.202030304266487, \"cagr_pct\": 105.22377009068806, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 29.726027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.681867980640023, \"sortino\": 2.674931813095731}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -6.709805568282656, \"dd_pct\": -29.574049075931196, \"calmar\": -0.2270315928164219, \"cagr_pct\": -6.71424346773969, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 52.26027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.025756903934123852, \"sortino\": 0.036694491273158096}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 83.07427756841952, \"dd_pct\": -33.818984118406725, \"calmar\": 2.4586818180743353, \"cagr_pct\": 83.15012135767131, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 80.13698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7357261245592424, \"sortino\": 2.7228557795582207}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.388225038703953, \"dd_pct\": -43.16411004232009, \"calmar\": 0.16787906171644545, \"cagr_pct\": 7.246350293730098, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 71.07664233576642, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.37681304994808906, \"sortino\": 0.5363122236463276}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 78.08553764134676, \"dd_pct\": -25.43858322706636, \"calmar\": 3.0723386864273, \"cagr_pct\": 78.1559433764166, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 75.82191780821917, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7403711986011106, \"sortino\": 2.6583902384458566}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.514678436314107, \"dd_pct\": -19.970981568109835, \"calmar\": -1.0756720939851234, \"cagr_pct\": -21.48222756230701, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 42.71523178807947, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7197938116946778, \"sortino\": -0.981263024014067}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2274.519980252019, \"dd_pct\": -48.71724882545772, \"calmar\": 0.9612217728546671, \"cagr_pct\": 46.828080284608426, \"entries\": 98, \"exits\": 98, \"exposure_pct\": 56.19189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0876791378339128, \"sortino\": 1.6100435529014772}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 299.1164900131891, \"dd_pct\": -48.71724882545772, \"calmar\": 1.161946345074154, \"cagr_pct\": 56.60682921480873, \"entries\": 37, \"exits\": 36, \"exposure_pct\": 50.1109139307897, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1561445846104925, \"sortino\": 1.6791621487034234}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 494.94409268169466, \"dd_pct\": -46.98556591080134, \"calmar\": 0.8784770493967807, \"cagr_pct\": 41.275741305558725, \"entries\": 61, \"exits\": 62, \"exposure_pct\": 59.827586206896555, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0461841475203328, \"sortino\": 1.575426624780533}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 30.682732370622247, \"dd_pct\": -12.97061154485828, \"calmar\": 5.832819327385958, \"cagr_pct\": 75.6552337068648, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.976945244956774, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1414969291454393, \"sortino\": 3.557956368817783}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": 2274.519980252019, "Sharpe Ratio": 1.0876791378339128, "Sortino Ratio": 1.6100435529014772, "Calmar Ratio": 0.9612217728546671, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.71724882545772, "% In Market": 56.19189907038512, "Composite": 3.491480193617011, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.161946345074154, "Sub1_Sortino": 1.6791621487034234, "Sub1_Trades": 37, "Sub2_Calmar": 0.8784770493967807, "Sub2_Sortino": 1.575426624780533, "Sub2_Trades": 61, "WFO_Score": 1.6503898978102114, "WFO_Min_Fold": -0.2270315928164219, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[4.20203, -0.227032, 2.458682, 0.167879]", "OOS_Total Trades": 2, "OOS_Total P&L %": 30.682732370622247, "OOS_Sortino Ratio": 3.557956368817783, "OOS_Calmar Ratio": 5.832819327385958, "OOS_Max Drawdown %": -12.97061154485828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "28f68ee0baaa3a6f700fcc524c6d631fc4197c209262454d66e81dcc82e5512c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -540.05, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "9faaa09fd7a953dfe19e54f10043b8927fc0a31c6d11c63473d9a0f5012b8b45", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 105.12280815670402, \"dd_pct\": -25.041173545048025, \"calmar\": 4.202030304266487, \"cagr_pct\": 105.22377009068806, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 29.726027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.681867980640023, \"sortino\": 2.674931813095731}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -6.709805568282656, \"dd_pct\": -29.574049075931196, \"calmar\": -0.2270315928164219, \"cagr_pct\": -6.71424346773969, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 52.26027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.025756903934123852, \"sortino\": 0.036694491273158096}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 83.07427756841952, \"dd_pct\": -33.818984118406725, \"calmar\": 2.4586818180743353, \"cagr_pct\": 83.15012135767131, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 80.13698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7357261245592424, \"sortino\": 2.7228557795582207}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.388225038703953, \"dd_pct\": -43.16411004232009, \"calmar\": 0.16787906171644545, \"cagr_pct\": 7.246350293730098, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 71.07664233576642, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.37681304994808906, \"sortino\": 0.5363122236463276}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 78.08553764134676, \"dd_pct\": -25.43858322706636, \"calmar\": 3.0723386864273, \"cagr_pct\": 78.1559433764166, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 75.82191780821917, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7403711986011106, \"sortino\": 2.6583902384458566}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.514678436314107, \"dd_pct\": -19.970981568109835, \"calmar\": -1.0756720939851234, \"cagr_pct\": -21.48222756230701, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 42.71523178807947, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7197938116946778, \"sortino\": -0.981263024014067}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2274.519980252019, \"dd_pct\": -48.71724882545772, \"calmar\": 0.9612217728546671, \"cagr_pct\": 46.828080284608426, \"entries\": 98, \"exits\": 98, \"exposure_pct\": 56.19189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0876791378339128, \"sortino\": 1.6100435529014772}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 299.1164900131891, \"dd_pct\": -48.71724882545772, \"calmar\": 1.161946345074154, \"cagr_pct\": 56.60682921480873, \"entries\": 37, \"exits\": 36, \"exposure_pct\": 50.1109139307897, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1561445846104925, \"sortino\": 1.6791621487034234}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 494.94409268169466, \"dd_pct\": -46.98556591080134, \"calmar\": 0.8784770493967807, \"cagr_pct\": 41.275741305558725, \"entries\": 61, \"exits\": 62, \"exposure_pct\": 59.827586206896555, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0461841475203328, \"sortino\": 1.575426624780533}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 30.682732370622247, \"dd_pct\": -12.97061154485828, \"calmar\": 5.832819327385958, \"cagr_pct\": 75.6552337068648, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.976945244956774, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1414969291454393, \"sortino\": 3.557956368817783}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": 2274.519980252019, "Sharpe Ratio": 1.0876791378339128, "Sortino Ratio": 1.6100435529014772, "Calmar Ratio": 0.9612217728546671, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.71724882545772, "% In Market": 56.19189907038512, "Composite": 3.491480193617011, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.161946345074154, "Sub1_Sortino": 1.6791621487034234, "Sub1_Trades": 37, "Sub2_Calmar": 0.8784770493967807, "Sub2_Sortino": 1.575426624780533, "Sub2_Trades": 61, "WFO_Score": 1.6503898978102114, "WFO_Min_Fold": -0.2270315928164219, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[4.20203, -0.227032, 2.458682, 0.167879]", "OOS_Total Trades": 2, "OOS_Total P&L %": 30.682732370622247, "OOS_Sortino Ratio": 3.557956368817783, "OOS_Calmar Ratio": 5.832819327385958, "OOS_Max Drawdown %": -12.97061154485828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "28f68ee0baaa3a6f700fcc524c6d631fc4197c209262454d66e81dcc82e5512c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -539.95, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "b5f3368084d01e929be79e4b2a0ff70b7266522aa3ee3b1853d4631037530069", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 105.12280815670402, \"dd_pct\": -25.041173545048025, \"calmar\": 4.202030304266487, \"cagr_pct\": 105.22377009068806, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 29.726027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.681867980640023, \"sortino\": 2.674931813095731}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -6.709805568282656, \"dd_pct\": -29.574049075931196, \"calmar\": -0.2270315928164219, \"cagr_pct\": -6.71424346773969, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 52.26027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.025756903934123852, \"sortino\": 0.036694491273158096}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 83.07427756841952, \"dd_pct\": -33.818984118406725, \"calmar\": 2.4586818180743353, \"cagr_pct\": 83.15012135767131, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 80.13698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7357261245592424, \"sortino\": 2.7228557795582207}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.388225038703953, \"dd_pct\": -43.16411004232009, \"calmar\": 0.16787906171644545, \"cagr_pct\": 7.246350293730098, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 71.07664233576642, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.37681304994808906, \"sortino\": 0.5363122236463276}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 78.08553764134676, \"dd_pct\": -25.43858322706636, \"calmar\": 3.0723386864273, \"cagr_pct\": 78.1559433764166, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 75.82191780821917, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7403711986011106, \"sortino\": 2.6583902384458566}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.514678436314107, \"dd_pct\": -19.970981568109835, \"calmar\": -1.0756720939851234, \"cagr_pct\": -21.48222756230701, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 42.71523178807947, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7197938116946778, \"sortino\": -0.981263024014067}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2274.519980252019, \"dd_pct\": -48.71724882545772, \"calmar\": 0.9612217728546671, \"cagr_pct\": 46.828080284608426, \"entries\": 98, \"exits\": 98, \"exposure_pct\": 56.19189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0876791378339128, \"sortino\": 1.6100435529014772}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 299.1164900131891, \"dd_pct\": -48.71724882545772, \"calmar\": 1.161946345074154, \"cagr_pct\": 56.60682921480873, \"entries\": 37, \"exits\": 36, \"exposure_pct\": 50.1109139307897, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1561445846104925, \"sortino\": 1.6791621487034234}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 494.94409268169466, \"dd_pct\": -46.98556591080134, \"calmar\": 0.8784770493967807, \"cagr_pct\": 41.275741305558725, \"entries\": 61, \"exits\": 62, \"exposure_pct\": 59.827586206896555, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0461841475203328, \"sortino\": 1.575426624780533}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 30.682732370622247, \"dd_pct\": -12.97061154485828, \"calmar\": 5.832819327385958, \"cagr_pct\": 75.6552337068648, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.976945244956774, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1414969291454393, \"sortino\": 3.557956368817783}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": 2274.519980252019, "Sharpe Ratio": 1.0876791378339128, "Sortino Ratio": 1.6100435529014772, "Calmar Ratio": 0.9612217728546671, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.71724882545772, "% In Market": 56.19189907038512, "Composite": 3.491480193617011, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.161946345074154, "Sub1_Sortino": 1.6791621487034234, "Sub1_Trades": 37, "Sub2_Calmar": 0.8784770493967807, "Sub2_Sortino": 1.575426624780533, "Sub2_Trades": 61, "WFO_Score": 1.6503898978102114, "WFO_Min_Fold": -0.2270315928164219, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[4.20203, -0.227032, 2.458682, 0.167879]", "OOS_Total Trades": 2, "OOS_Total P&L %": 30.682732370622247, "OOS_Sortino Ratio": 3.557956368817783, "OOS_Calmar Ratio": 5.832819327385958, "OOS_Max Drawdown %": -12.97061154485828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "28f68ee0baaa3a6f700fcc524c6d631fc4197c209262454d66e81dcc82e5512c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9090.json", "i_long_entry_activation_threshold": 120.0, "i_long_exit_activation_threshold": -10.0, "i_long_exit_activation_confirmation_threshold": -539.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 2, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fe0ea513705738fcea24ef1f5c25b91dcc56419cd8d3ee5ead2f392cf76d6baa", "Evaluation_Status": "complete", "Evaluation_Key": "d35fc0958c9d7c180d9142e85286e2006424dd5695ebf9b58856c8976d30c527", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 105.12280815670402, \"dd_pct\": -25.041173545048025, \"calmar\": 4.202030304266487, \"cagr_pct\": 105.22377009068806, \"entries\": 13, \"exits\": 14, \"exposure_pct\": 29.726027397260275, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.681867980640023, \"sortino\": 2.674931813095731}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": true, \"pnl_pct\": -6.709805568282656, \"dd_pct\": -29.574049075931196, \"calmar\": -0.2270315928164219, \"cagr_pct\": -6.71424346773969, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 52.26027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.025756903934123852, \"sortino\": 0.036694491273158096}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 83.07427756841952, \"dd_pct\": -33.818984118406725, \"calmar\": 2.4586818180743353, \"cagr_pct\": 83.15012135767131, \"entries\": 11, \"exits\": 11, \"exposure_pct\": 80.13698630136986, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7357261245592424, \"sortino\": 2.7228557795582207}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 5.388225038703953, \"dd_pct\": -43.16411004232009, \"calmar\": 0.16787906171644545, \"cagr_pct\": 7.246350293730098, \"entries\": 15, \"exits\": 15, \"exposure_pct\": 71.07664233576642, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.37681304994808906, \"sortino\": 0.5363122236463276}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 78.08553764134676, \"dd_pct\": -25.43858322706636, \"calmar\": 3.0723386864273, \"cagr_pct\": 78.1559433764166, \"entries\": 7, \"exits\": 7, \"exposure_pct\": 75.82191780821917, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.7403711986011106, \"sortino\": 2.6583902384458566}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.514678436314107, \"dd_pct\": -19.970981568109835, \"calmar\": -1.0756720939851234, \"cagr_pct\": -21.48222756230701, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 42.71523178807947, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.7197938116946778, \"sortino\": -0.981263024014067}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 2274.519980252019, \"dd_pct\": -48.71724882545772, \"calmar\": 0.9612217728546671, \"cagr_pct\": 46.828080284608426, \"entries\": 98, \"exits\": 98, \"exposure_pct\": 56.19189907038512, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0876791378339128, \"sortino\": 1.6100435529014772}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 299.1164900131891, \"dd_pct\": -48.71724882545772, \"calmar\": 1.161946345074154, \"cagr_pct\": 56.60682921480873, \"entries\": 37, \"exits\": 36, \"exposure_pct\": 50.1109139307897, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.1561445846104925, \"sortino\": 1.6791621487034234}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 494.94409268169466, \"dd_pct\": -46.98556591080134, \"calmar\": 0.8784770493967807, \"cagr_pct\": 41.275741305558725, \"entries\": 61, \"exits\": 62, \"exposure_pct\": 59.827586206896555, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.0461841475203328, \"sortino\": 1.575426624780533}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 30.682732370622247, \"dd_pct\": -12.97061154485828, \"calmar\": 5.832819327385958, \"cagr_pct\": 75.6552337068648, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 63.976945244956774, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.1414969291454393, \"sortino\": 3.557956368817783}]", "Additional_Threshold_Budget": 0, "Total Trades": 98, "Total P&L %": 2274.519980252019, "Sharpe Ratio": 1.0876791378339128, "Sortino Ratio": 1.6100435529014772, "Calmar Ratio": 0.9612217728546671, "P&L/DD Ratio": 0.0, "Max Drawdown %": -48.71724882545772, "% In Market": 56.19189907038512, "Composite": 3.491480193617011, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.161946345074154, "Sub1_Sortino": 1.6791621487034234, "Sub1_Trades": 37, "Sub2_Calmar": 0.8784770493967807, "Sub2_Sortino": 1.575426624780533, "Sub2_Trades": 61, "WFO_Score": 1.6503898978102114, "WFO_Min_Fold": -0.2270315928164219, "WFO_Neg_Folds": 1, "WFO_Fold_Calmars": "[4.20203, -0.227032, 2.458682, 0.167879]", "OOS_Total Trades": 2, "OOS_Total P&L %": 30.682732370622247, "OOS_Sortino Ratio": 3.557956368817783, "OOS_Calmar Ratio": 5.832819327385958, "OOS_Max Drawdown %": -12.97061154485828, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 15, "source": "diagnostic_center", "Policy": "canonical", "center_id": "28f68ee0baaa3a6f700fcc524c6d631fc4197c209262454d66e81dcc82e5512c", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -110.0, "i_long_exit_activation_threshold": -640.0, "i_long_exit_activation_confirmation_threshold": -50.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "b94097cb63af986a17a78567004ad045486857cf4b67125b086d57d081ea2015", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 79.74646756591406, \"dd_pct\": -30.44211487716141, \"calmar\": 2.6219818706918923, \"cagr_pct\": 79.81867331343715, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 41.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2893016826155967, \"sortino\": 1.9806007599429398}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 21.90834223127802, \"dd_pct\": -23.58575315793918, \"calmar\": 0.9295816958613746, \"cagr_pct\": 21.924884418724876, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 22.054794520547947, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7514401321822889, \"sortino\": 1.1451791519930041}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 82.07280256243385, \"dd_pct\": -22.49525603410907, \"calmar\": 3.651772044424743, \"cagr_pct\": 82.1475471175365, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.900632061174484, \"sortino\": 2.983282994379004}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.22860693722344116, \"dd_pct\": -27.322506490780707, \"calmar\": 0.011157675691020368, \"cagr_pct\": 0.3048556664899301, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 48.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.21562467634275026, \"sortino\": 0.3036739545363443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 20.302072905946233, \"dd_pct\": -23.151550104541705, \"calmar\": 0.8775785635685872, \"cagr_pct\": 20.317304085129887, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 43.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7356039515614685, \"sortino\": 1.1439188749301288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -23.811656553024473, \"dd_pct\": -34.4230133501643, \"calmar\": -1.4003180129829018, \"cagr_pct\": -48.20316565538597, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.22516556291391, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9676721950131542, \"sortino\": -2.4390546843527554}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1670.0852684300166, \"dd_pct\": -56.24258373205744, \"calmar\": 0.7412459785764703, \"cagr_pct\": 41.68958901613799, \"entries\": 49, \"exits\": 49, \"exposure_pct\": 37.300796812749006, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0294690836079978, \"sortino\": 1.515963031390762}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 382.94979379215874, \"dd_pct\": -56.24258373205744, \"calmar\": 1.1839593088926172, \"cagr_pct\": 66.58893056574189, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 26.68589174800355, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3421903709567815, \"sortino\": 1.9293899811339519}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 266.51537927600344, \"dd_pct\": -44.1396881685691, \"calmar\": 0.6483538640081236, \"cagr_pct\": 28.618137380205432, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 43.647214854111404, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8210587001982506, \"sortino\": 1.2326142212536564}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 49, "Total P&L %": 1670.0852684300166, "Sharpe Ratio": 1.0294690836079978, "Sortino Ratio": 1.515963031390762, "Calmar Ratio": 0.7412459785764703, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.24258373205744, "% In Market": 37.300796812749006, "Composite": 1.7416758113285769, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1839593088926172, "Sub1_Sortino": 1.9293899811339519, "Sub1_Trades": 11, "Sub2_Calmar": 0.6483538640081236, "Sub2_Sortino": 1.2326142212536564, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.877579]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 66, "source": "diagnostic_center", "Policy": "canonical", "center_id": "433145ff165cce90e7a4044022cd45fce916489a8510d846612819eccb07f697", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -111.0, "i_long_exit_activation_threshold": -640.0, "i_long_exit_activation_confirmation_threshold": -50.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "93a3e2c33a5c152479be61843753b0331bc3dbe48a0d41c4302e8acd960a916a", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 79.74646756591406, \"dd_pct\": -30.44211487716141, \"calmar\": 2.6219818706918923, \"cagr_pct\": 79.81867331343715, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 41.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2893016826155967, \"sortino\": 1.9806007599429398}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 21.90834223127802, \"dd_pct\": -23.58575315793918, \"calmar\": 0.9295816958613746, \"cagr_pct\": 21.924884418724876, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 22.054794520547947, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7514401321822889, \"sortino\": 1.1451791519930041}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 82.07280256243385, \"dd_pct\": -22.49525603410907, \"calmar\": 3.651772044424743, \"cagr_pct\": 82.1475471175365, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.900632061174484, \"sortino\": 2.983282994379004}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.22860693722344116, \"dd_pct\": -27.322506490780707, \"calmar\": 0.011157675691020368, \"cagr_pct\": 0.3048556664899301, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 48.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.21562467634275026, \"sortino\": 0.3036739545363443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 20.302072905946233, \"dd_pct\": -23.151550104541705, \"calmar\": 0.8775785635685872, \"cagr_pct\": 20.317304085129887, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 43.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7356039515614685, \"sortino\": 1.1439188749301288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -23.811656553024473, \"dd_pct\": -34.4230133501643, \"calmar\": -1.4003180129829018, \"cagr_pct\": -48.20316565538597, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.22516556291391, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9676721950131542, \"sortino\": -2.4390546843527554}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1670.0852684300166, \"dd_pct\": -56.24258373205744, \"calmar\": 0.7412459785764703, \"cagr_pct\": 41.68958901613799, \"entries\": 49, \"exits\": 49, \"exposure_pct\": 37.300796812749006, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0294690836079978, \"sortino\": 1.515963031390762}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 382.94979379215874, \"dd_pct\": -56.24258373205744, \"calmar\": 1.1839593088926172, \"cagr_pct\": 66.58893056574189, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 26.68589174800355, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3421903709567815, \"sortino\": 1.9293899811339519}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 266.51537927600344, \"dd_pct\": -44.1396881685691, \"calmar\": 0.6483538640081236, \"cagr_pct\": 28.618137380205432, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 43.647214854111404, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8210587001982506, \"sortino\": 1.2326142212536564}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 49, "Total P&L %": 1670.0852684300166, "Sharpe Ratio": 1.0294690836079978, "Sortino Ratio": 1.515963031390762, "Calmar Ratio": 0.7412459785764703, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.24258373205744, "% In Market": 37.300796812749006, "Composite": 1.7416758113285769, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1839593088926172, "Sub1_Sortino": 1.9293899811339519, "Sub1_Trades": 11, "Sub2_Calmar": 0.6483538640081236, "Sub2_Sortino": 1.2326142212536564, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.877579]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 73, "source": "diagnostic_center", "Policy": "canonical", "center_id": "433145ff165cce90e7a4044022cd45fce916489a8510d846612819eccb07f697", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -110.05, "i_long_exit_activation_threshold": -640.0, "i_long_exit_activation_confirmation_threshold": -50.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "156b597a05bcbc2ba422c1f67155d035e1ade956c4596e54c5ee5070e2b4671c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 79.74646756591406, \"dd_pct\": -30.44211487716141, \"calmar\": 2.6219818706918923, \"cagr_pct\": 79.81867331343715, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 41.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2893016826155967, \"sortino\": 1.9806007599429398}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 21.90834223127802, \"dd_pct\": -23.58575315793918, \"calmar\": 0.9295816958613746, \"cagr_pct\": 21.924884418724876, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 22.054794520547947, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7514401321822889, \"sortino\": 1.1451791519930041}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 82.07280256243385, \"dd_pct\": -22.49525603410907, \"calmar\": 3.651772044424743, \"cagr_pct\": 82.1475471175365, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.900632061174484, \"sortino\": 2.983282994379004}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.22860693722344116, \"dd_pct\": -27.322506490780707, \"calmar\": 0.011157675691020368, \"cagr_pct\": 0.3048556664899301, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 48.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.21562467634275026, \"sortino\": 0.3036739545363443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 20.302072905946233, \"dd_pct\": -23.151550104541705, \"calmar\": 0.8775785635685872, \"cagr_pct\": 20.317304085129887, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 43.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7356039515614685, \"sortino\": 1.1439188749301288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -23.811656553024473, \"dd_pct\": -34.4230133501643, \"calmar\": -1.4003180129829018, \"cagr_pct\": -48.20316565538597, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.22516556291391, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9676721950131542, \"sortino\": -2.4390546843527554}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1670.0852684300166, \"dd_pct\": -56.24258373205744, \"calmar\": 0.7412459785764703, \"cagr_pct\": 41.68958901613799, \"entries\": 49, \"exits\": 49, \"exposure_pct\": 37.300796812749006, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0294690836079978, \"sortino\": 1.515963031390762}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 382.94979379215874, \"dd_pct\": -56.24258373205744, \"calmar\": 1.1839593088926172, \"cagr_pct\": 66.58893056574189, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 26.68589174800355, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3421903709567815, \"sortino\": 1.9293899811339519}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 266.51537927600344, \"dd_pct\": -44.1396881685691, \"calmar\": 0.6483538640081236, \"cagr_pct\": 28.618137380205432, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 43.647214854111404, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8210587001982506, \"sortino\": 1.2326142212536564}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 49, "Total P&L %": 1670.0852684300166, "Sharpe Ratio": 1.0294690836079978, "Sortino Ratio": 1.515963031390762, "Calmar Ratio": 0.7412459785764703, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.24258373205744, "% In Market": 37.300796812749006, "Composite": 1.7416758113285769, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1839593088926172, "Sub1_Sortino": 1.9293899811339519, "Sub1_Trades": 11, "Sub2_Calmar": 0.6483538640081236, "Sub2_Sortino": 1.2326142212536564, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.877579]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 66, "source": "diagnostic_center", "Policy": "canonical", "center_id": "433145ff165cce90e7a4044022cd45fce916489a8510d846612819eccb07f697", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -109.95, "i_long_exit_activation_threshold": -640.0, "i_long_exit_activation_confirmation_threshold": -50.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "f62c248ad4f155d3f90d603cbc67fe21510781b7a7c8073f270fc0b6a049ca51", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 79.74646756591406, \"dd_pct\": -30.44211487716141, \"calmar\": 2.6219818706918923, \"cagr_pct\": 79.81867331343715, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 41.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2893016826155967, \"sortino\": 1.9806007599429398}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 21.90834223127802, \"dd_pct\": -23.58575315793918, \"calmar\": 0.9295816958613746, \"cagr_pct\": 21.924884418724876, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 22.054794520547947, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7514401321822889, \"sortino\": 1.1451791519930041}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 82.07280256243385, \"dd_pct\": -22.49525603410907, \"calmar\": 3.651772044424743, \"cagr_pct\": 82.1475471175365, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.900632061174484, \"sortino\": 2.983282994379004}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.22860693722344116, \"dd_pct\": -27.322506490780707, \"calmar\": 0.011157675691020368, \"cagr_pct\": 0.3048556664899301, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 48.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.21562467634275026, \"sortino\": 0.3036739545363443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 20.302072905946233, \"dd_pct\": -23.151550104541705, \"calmar\": 0.8775785635685872, \"cagr_pct\": 20.317304085129887, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 43.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7356039515614685, \"sortino\": 1.1439188749301288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -23.811656553024473, \"dd_pct\": -34.4230133501643, \"calmar\": -1.4003180129829018, \"cagr_pct\": -48.20316565538597, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.22516556291391, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9676721950131542, \"sortino\": -2.4390546843527554}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1670.0852684300166, \"dd_pct\": -56.24258373205744, \"calmar\": 0.7412459785764703, \"cagr_pct\": 41.68958901613799, \"entries\": 49, \"exits\": 49, \"exposure_pct\": 37.300796812749006, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0294690836079978, \"sortino\": 1.515963031390762}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 382.94979379215874, \"dd_pct\": -56.24258373205744, \"calmar\": 1.1839593088926172, \"cagr_pct\": 66.58893056574189, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 26.68589174800355, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3421903709567815, \"sortino\": 1.9293899811339519}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 266.51537927600344, \"dd_pct\": -44.1396881685691, \"calmar\": 0.6483538640081236, \"cagr_pct\": 28.618137380205432, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 43.647214854111404, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8210587001982506, \"sortino\": 1.2326142212536564}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 49, "Total P&L %": 1670.0852684300166, "Sharpe Ratio": 1.0294690836079978, "Sortino Ratio": 1.515963031390762, "Calmar Ratio": 0.7412459785764703, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.24258373205744, "% In Market": 37.300796812749006, "Composite": 1.7416758113285769, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1839593088926172, "Sub1_Sortino": 1.9293899811339519, "Sub1_Trades": 11, "Sub2_Calmar": 0.6483538640081236, "Sub2_Sortino": 1.2326142212536564, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.877579]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 68, "source": "diagnostic_center", "Policy": "canonical", "center_id": "433145ff165cce90e7a4044022cd45fce916489a8510d846612819eccb07f697", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -109.0, "i_long_exit_activation_threshold": -640.0, "i_long_exit_activation_confirmation_threshold": -50.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "471d77fefd61c500c2166e58d7ad043fd4fdb58708e1ccc063771b988a2c7d38", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 79.74646756591406, \"dd_pct\": -30.44211487716141, \"calmar\": 2.6219818706918923, \"cagr_pct\": 79.81867331343715, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 41.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2893016826155967, \"sortino\": 1.9806007599429398}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 21.90834223127802, \"dd_pct\": -23.58575315793918, \"calmar\": 0.9295816958613746, \"cagr_pct\": 21.924884418724876, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 22.054794520547947, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7514401321822889, \"sortino\": 1.1451791519930041}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 82.07280256243385, \"dd_pct\": -22.49525603410907, \"calmar\": 3.651772044424743, \"cagr_pct\": 82.1475471175365, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.900632061174484, \"sortino\": 2.983282994379004}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.22860693722344116, \"dd_pct\": -27.322506490780707, \"calmar\": 0.011157675691020368, \"cagr_pct\": 0.3048556664899301, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 48.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.21562467634275026, \"sortino\": 0.3036739545363443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 20.302072905946233, \"dd_pct\": -23.151550104541705, \"calmar\": 0.8775785635685872, \"cagr_pct\": 20.317304085129887, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 43.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7356039515614685, \"sortino\": 1.1439188749301288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -23.811656553024473, \"dd_pct\": -34.4230133501643, \"calmar\": -1.4003180129829018, \"cagr_pct\": -48.20316565538597, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.22516556291391, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9676721950131542, \"sortino\": -2.4390546843527554}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1670.0852684300166, \"dd_pct\": -56.24258373205744, \"calmar\": 0.7412459785764703, \"cagr_pct\": 41.68958901613799, \"entries\": 49, \"exits\": 49, \"exposure_pct\": 37.300796812749006, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0294690836079978, \"sortino\": 1.515963031390762}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 382.94979379215874, \"dd_pct\": -56.24258373205744, \"calmar\": 1.1839593088926172, \"cagr_pct\": 66.58893056574189, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 26.68589174800355, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3421903709567815, \"sortino\": 1.9293899811339519}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 266.51537927600344, \"dd_pct\": -44.1396881685691, \"calmar\": 0.6483538640081236, \"cagr_pct\": 28.618137380205432, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 43.647214854111404, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8210587001982506, \"sortino\": 1.2326142212536564}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 49, "Total P&L %": 1670.0852684300166, "Sharpe Ratio": 1.0294690836079978, "Sortino Ratio": 1.515963031390762, "Calmar Ratio": 0.7412459785764703, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.24258373205744, "% In Market": 37.300796812749006, "Composite": 1.7416758113285769, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1839593088926172, "Sub1_Sortino": 1.9293899811339519, "Sub1_Trades": 11, "Sub2_Calmar": 0.6483538640081236, "Sub2_Sortino": 1.2326142212536564, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.877579]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 8, "Fragile_1.0": 66, "source": "diagnostic_center", "Policy": "canonical", "center_id": "433145ff165cce90e7a4044022cd45fce916489a8510d846612819eccb07f697", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -110.0, "i_long_exit_activation_threshold": -641.0, "i_long_exit_activation_confirmation_threshold": -50.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "f2223705e290370a2b7dc134853f0a1147fe4aa6f2a68795a1c69ee5b2fc1120", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 46.21133851202131, \"dd_pct\": -42.43767247499777, \"calmar\": 1.0898191169482394, \"cagr_pct\": 46.24938674204067, \"entries\": 7, \"exits\": 8, \"exposure_pct\": 43.28767123287671, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.91491964504795, \"sortino\": 1.364971925384633}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 21.90834223127802, \"dd_pct\": -23.58575315793918, \"calmar\": 0.9295816958613746, \"cagr_pct\": 21.924884418724876, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 22.054794520547947, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7514401321822889, \"sortino\": 1.1451791519930041}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 82.07280256243385, \"dd_pct\": -22.49525603410907, \"calmar\": 3.651772044424743, \"cagr_pct\": 82.1475471175365, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.900632061174484, \"sortino\": 2.983282994379004}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.22860693722344116, \"dd_pct\": -27.322506490780707, \"calmar\": 0.011157675691020368, \"cagr_pct\": 0.3048556664899301, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 48.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.21562467634275026, \"sortino\": 0.3036739545363443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 20.302072905946233, \"dd_pct\": -23.151550104541705, \"calmar\": 0.8775785635685872, \"cagr_pct\": 20.317304085129887, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 43.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7356039515614685, \"sortino\": 1.1439188749301288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -23.811656553024473, \"dd_pct\": -34.4230133501643, \"calmar\": -1.4003180129829018, \"cagr_pct\": -48.20316565538597, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.22516556291391, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9676721950131542, \"sortino\": -2.4390546843527554}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1339.8421280944376, \"dd_pct\": -56.24258373205744, \"calmar\": 0.6789457334462738, \"cagr_pct\": 38.18566226287521, \"entries\": 48, \"exits\": 48, \"exposure_pct\": 37.54150066401063, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.9612225665984162, \"sortino\": 1.40748607448309}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 382.94979379215874, \"dd_pct\": -56.24258373205744, \"calmar\": 1.1839593088926172, \"cagr_pct\": 66.58893056574189, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 26.68589174800355, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3421903709567815, \"sortino\": 1.9293899811339519}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 198.1349503824562, \"dd_pct\": -44.13968816856898, \"calmar\": 0.5340659459793715, \"cagr_pct\": 23.573504316981264, \"entries\": 37, \"exits\": 38, \"exposure_pct\": 44.03183023872679, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7131822038978345, \"sortino\": 1.0586805794085494}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 48, "Total P&L %": 1339.8421280944376, "Sharpe Ratio": 0.9612225665984162, "Sortino Ratio": 1.40748607448309, "Calmar Ratio": 0.6789457334462738, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.24258373205744, "% In Market": 37.54150066401063, "Composite": 1.3730826336085415, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1839593088926172, "Sub1_Sortino": 1.9293899811339519, "Sub1_Trades": 11, "Sub2_Calmar": 0.5340659459793715, "Sub2_Sortino": 1.0586805794085494, "Sub2_Trades": 37, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.877579]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 5, "Fragile_1.0": 69, "source": "diagnostic_center", "Policy": "canonical", "center_id": "433145ff165cce90e7a4044022cd45fce916489a8510d846612819eccb07f697", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -110.0, "i_long_exit_activation_threshold": -640.05, "i_long_exit_activation_confirmation_threshold": -50.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "748f263c1d2faf56e2f4d684a2e9dfb7048d17da21f653fbe8d15cf66cc37d52", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 79.74646756591406, \"dd_pct\": -30.44211487716141, \"calmar\": 2.6219818706918923, \"cagr_pct\": 79.81867331343715, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 41.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2893016826155967, \"sortino\": 1.9806007599429398}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 21.90834223127802, \"dd_pct\": -23.58575315793918, \"calmar\": 0.9295816958613746, \"cagr_pct\": 21.924884418724876, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 22.054794520547947, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7514401321822889, \"sortino\": 1.1451791519930041}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 82.07280256243385, \"dd_pct\": -22.49525603410907, \"calmar\": 3.651772044424743, \"cagr_pct\": 82.1475471175365, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.900632061174484, \"sortino\": 2.983282994379004}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.22860693722344116, \"dd_pct\": -27.322506490780707, \"calmar\": 0.011157675691020368, \"cagr_pct\": 0.3048556664899301, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 48.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.21562467634275026, \"sortino\": 0.3036739545363443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 20.302072905946233, \"dd_pct\": -23.151550104541705, \"calmar\": 0.8775785635685872, \"cagr_pct\": 20.317304085129887, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 43.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7356039515614685, \"sortino\": 1.1439188749301288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -23.811656553024473, \"dd_pct\": -34.4230133501643, \"calmar\": -1.4003180129829018, \"cagr_pct\": -48.20316565538597, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.22516556291391, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9676721950131542, \"sortino\": -2.4390546843527554}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1670.0852684300166, \"dd_pct\": -56.24258373205744, \"calmar\": 0.7412459785764703, \"cagr_pct\": 41.68958901613799, \"entries\": 49, \"exits\": 49, \"exposure_pct\": 37.300796812749006, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0294690836079978, \"sortino\": 1.515963031390762}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 382.94979379215874, \"dd_pct\": -56.24258373205744, \"calmar\": 1.1839593088926172, \"cagr_pct\": 66.58893056574189, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 26.68589174800355, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3421903709567815, \"sortino\": 1.9293899811339519}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 266.51537927600344, \"dd_pct\": -44.1396881685691, \"calmar\": 0.6483538640081236, \"cagr_pct\": 28.618137380205432, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 43.647214854111404, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8210587001982506, \"sortino\": 1.2326142212536564}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 49, "Total P&L %": 1670.0852684300166, "Sharpe Ratio": 1.0294690836079978, "Sortino Ratio": 1.515963031390762, "Calmar Ratio": 0.7412459785764703, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.24258373205744, "% In Market": 37.300796812749006, "Composite": 1.7416758113285769, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1839593088926172, "Sub1_Sortino": 1.9293899811339519, "Sub1_Trades": 11, "Sub2_Calmar": 0.6483538640081236, "Sub2_Sortino": 1.2326142212536564, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.877579]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 65, "source": "diagnostic_center", "Policy": "canonical", "center_id": "433145ff165cce90e7a4044022cd45fce916489a8510d846612819eccb07f697", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -110.0, "i_long_exit_activation_threshold": -639.95, "i_long_exit_activation_confirmation_threshold": -50.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "a3a5ceb0b6cbec302f378bd61e88c26951da1b8635c115a11987a79e9b5c55ab", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 79.74646756591406, \"dd_pct\": -30.44211487716141, \"calmar\": 2.6219818706918923, \"cagr_pct\": 79.81867331343715, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 41.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2893016826155967, \"sortino\": 1.9806007599429398}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 21.90834223127802, \"dd_pct\": -23.58575315793918, \"calmar\": 0.9295816958613746, \"cagr_pct\": 21.924884418724876, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 22.054794520547947, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7514401321822889, \"sortino\": 1.1451791519930041}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 82.07280256243385, \"dd_pct\": -22.49525603410907, \"calmar\": 3.651772044424743, \"cagr_pct\": 82.1475471175365, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.900632061174484, \"sortino\": 2.983282994379004}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.22860693722344116, \"dd_pct\": -27.322506490780707, \"calmar\": 0.011157675691020368, \"cagr_pct\": 0.3048556664899301, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 48.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.21562467634275026, \"sortino\": 0.3036739545363443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 20.302072905946233, \"dd_pct\": -23.151550104541705, \"calmar\": 0.8775785635685872, \"cagr_pct\": 20.317304085129887, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 43.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7356039515614685, \"sortino\": 1.1439188749301288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -23.811656553024473, \"dd_pct\": -34.4230133501643, \"calmar\": -1.4003180129829018, \"cagr_pct\": -48.20316565538597, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.22516556291391, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9676721950131542, \"sortino\": -2.4390546843527554}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1670.0852684300166, \"dd_pct\": -56.24258373205744, \"calmar\": 0.7412459785764703, \"cagr_pct\": 41.68958901613799, \"entries\": 49, \"exits\": 49, \"exposure_pct\": 37.300796812749006, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0294690836079978, \"sortino\": 1.515963031390762}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 382.94979379215874, \"dd_pct\": -56.24258373205744, \"calmar\": 1.1839593088926172, \"cagr_pct\": 66.58893056574189, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 26.68589174800355, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3421903709567815, \"sortino\": 1.9293899811339519}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 266.51537927600344, \"dd_pct\": -44.1396881685691, \"calmar\": 0.6483538640081236, \"cagr_pct\": 28.618137380205432, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 43.647214854111404, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8210587001982506, \"sortino\": 1.2326142212536564}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 49, "Total P&L %": 1670.0852684300166, "Sharpe Ratio": 1.0294690836079978, "Sortino Ratio": 1.515963031390762, "Calmar Ratio": 0.7412459785764703, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.24258373205744, "% In Market": 37.300796812749006, "Composite": 1.7416758113285769, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1839593088926172, "Sub1_Sortino": 1.9293899811339519, "Sub1_Trades": 11, "Sub2_Calmar": 0.6483538640081236, "Sub2_Sortino": 1.2326142212536564, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.877579]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 4, "Fragile_1.0": 63, "source": "diagnostic_center", "Policy": "canonical", "center_id": "433145ff165cce90e7a4044022cd45fce916489a8510d846612819eccb07f697", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -110.0, "i_long_exit_activation_threshold": -639.0, "i_long_exit_activation_confirmation_threshold": -50.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "a0033309d0efa67cd0121db52d44944db1bcc25cf73776c6436ad1a17451a3f7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 79.74646756591406, \"dd_pct\": -30.44211487716141, \"calmar\": 2.6219818706918923, \"cagr_pct\": 79.81867331343715, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 41.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2893016826155967, \"sortino\": 1.9806007599429398}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 21.90834223127802, \"dd_pct\": -23.58575315793918, \"calmar\": 0.9295816958613746, \"cagr_pct\": 21.924884418724876, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 22.054794520547947, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7514401321822889, \"sortino\": 1.1451791519930041}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 82.07280256243385, \"dd_pct\": -22.49525603410907, \"calmar\": 3.651772044424743, \"cagr_pct\": 82.1475471175365, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.900632061174484, \"sortino\": 2.983282994379004}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.3874141714524937, \"dd_pct\": -27.322506490780608, \"calmar\": 0.018913611312517474, \"cagr_pct\": 0.5167672678503602, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 48.083941605839414, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.22061869479959892, \"sortino\": 0.31063852367200184}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 20.302072905946233, \"dd_pct\": -23.151550104541705, \"calmar\": 0.8775785635685872, \"cagr_pct\": 20.317304085129887, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 43.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7356039515614685, \"sortino\": 1.1439188749301288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -23.811656553024473, \"dd_pct\": -34.4230133501643, \"calmar\": -1.4003180129829018, \"cagr_pct\": -48.20316565538597, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.22516556291391, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9676721950131542, \"sortino\": -2.4390546843527554}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1672.8898803508866, \"dd_pct\": -56.24258373205744, \"calmar\": 0.7417296878125109, \"cagr_pct\": 41.71679407334797, \"entries\": 49, \"exits\": 49, \"exposure_pct\": 37.27589641434263, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.029939941318359, \"sortino\": 1.5166296346214339}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 382.94979379215874, \"dd_pct\": -56.24258373205744, \"calmar\": 1.1839593088926172, \"cagr_pct\": 66.58893056574189, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 26.68589174800355, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3421903709567815, \"sortino\": 1.9293899811339519}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 267.0961046344014, \"dd_pct\": -44.1396881685689, \"calmar\": 0.6492478962830862, \"cagr_pct\": 28.65759968603479, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 43.60742705570292, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8218393616239512, \"sortino\": 1.233749489760336}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 49, "Total P&L %": 1672.8898803508866, "Sharpe Ratio": 1.029939941318359, "Sortino Ratio": 1.5166296346214339, "Calmar Ratio": 0.7417296878125109, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.24258373205744, "% In Market": 37.27589641434263, "Composite": 1.7444897941549062, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1839593088926172, "Sub1_Sortino": 1.9293899811339519, "Sub1_Trades": 11, "Sub2_Calmar": 0.6492478962830862, "Sub2_Sortino": 1.233749489760336, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.877579]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 3, "Fragile_1.0": 57, "source": "diagnostic_center", "Policy": "canonical", "center_id": "433145ff165cce90e7a4044022cd45fce916489a8510d846612819eccb07f697", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -110.0, "i_long_exit_activation_threshold": -640.0, "i_long_exit_activation_confirmation_threshold": -51.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "175c51cc4e1c326d9cd87d1f229d49afc654490bf5620fa77944cd4af3911df2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 79.74646756591406, \"dd_pct\": -30.44211487716141, \"calmar\": 2.6219818706918923, \"cagr_pct\": 79.81867331343715, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 41.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2893016826155967, \"sortino\": 1.9806007599429398}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 21.90834223127802, \"dd_pct\": -23.58575315793918, \"calmar\": 0.9295816958613746, \"cagr_pct\": 21.924884418724876, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 22.054794520547947, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7514401321822889, \"sortino\": 1.1451791519930041}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 82.07280256243385, \"dd_pct\": -22.49525603410907, \"calmar\": 3.651772044424743, \"cagr_pct\": 82.1475471175365, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.900632061174484, \"sortino\": 2.983282994379004}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.22860693722344116, \"dd_pct\": -27.322506490780707, \"calmar\": 0.011157675691020368, \"cagr_pct\": 0.3048556664899301, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 48.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.21562467634275026, \"sortino\": 0.3036739545363443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 20.302072905946233, \"dd_pct\": -23.151550104541705, \"calmar\": 0.8775785635685872, \"cagr_pct\": 20.317304085129887, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 43.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7356039515614685, \"sortino\": 1.1439188749301288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -23.811656553024473, \"dd_pct\": -34.4230133501643, \"calmar\": -1.4003180129829018, \"cagr_pct\": -48.20316565538597, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.22516556291391, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9676721950131542, \"sortino\": -2.4390546843527554}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1670.0852684300166, \"dd_pct\": -56.24258373205744, \"calmar\": 0.7412459785764703, \"cagr_pct\": 41.68958901613799, \"entries\": 49, \"exits\": 49, \"exposure_pct\": 37.300796812749006, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0294690836079978, \"sortino\": 1.515963031390762}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 382.94979379215874, \"dd_pct\": -56.24258373205744, \"calmar\": 1.1839593088926172, \"cagr_pct\": 66.58893056574189, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 26.68589174800355, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3421903709567815, \"sortino\": 1.9293899811339519}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 266.51537927600344, \"dd_pct\": -44.1396881685691, \"calmar\": 0.6483538640081236, \"cagr_pct\": 28.618137380205432, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 43.647214854111404, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8210587001982506, \"sortino\": 1.2326142212536564}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 49, "Total P&L %": 1670.0852684300166, "Sharpe Ratio": 1.0294690836079978, "Sortino Ratio": 1.515963031390762, "Calmar Ratio": 0.7412459785764703, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.24258373205744, "% In Market": 37.300796812749006, "Composite": 1.7416758113285769, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1839593088926172, "Sub1_Sortino": 1.9293899811339519, "Sub1_Trades": 11, "Sub2_Calmar": 0.6483538640081236, "Sub2_Sortino": 1.2326142212536564, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.877579]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 7, "Fragile_1.0": 66, "source": "diagnostic_center", "Policy": "canonical", "center_id": "433145ff165cce90e7a4044022cd45fce916489a8510d846612819eccb07f697", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -110.0, "i_long_exit_activation_threshold": -640.0, "i_long_exit_activation_confirmation_threshold": -50.05, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "00f03b67022fd9836ddd0a8223ea954b01b509e61d6af101e3afdbc2df584e93", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 79.74646756591406, \"dd_pct\": -30.44211487716141, \"calmar\": 2.6219818706918923, \"cagr_pct\": 79.81867331343715, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 41.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2893016826155967, \"sortino\": 1.9806007599429398}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 21.90834223127802, \"dd_pct\": -23.58575315793918, \"calmar\": 0.9295816958613746, \"cagr_pct\": 21.924884418724876, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 22.054794520547947, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7514401321822889, \"sortino\": 1.1451791519930041}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 82.07280256243385, \"dd_pct\": -22.49525603410907, \"calmar\": 3.651772044424743, \"cagr_pct\": 82.1475471175365, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.900632061174484, \"sortino\": 2.983282994379004}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.22860693722344116, \"dd_pct\": -27.322506490780707, \"calmar\": 0.011157675691020368, \"cagr_pct\": 0.3048556664899301, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 48.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.21562467634275026, \"sortino\": 0.3036739545363443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 20.302072905946233, \"dd_pct\": -23.151550104541705, \"calmar\": 0.8775785635685872, \"cagr_pct\": 20.317304085129887, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 43.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7356039515614685, \"sortino\": 1.1439188749301288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -23.811656553024473, \"dd_pct\": -34.4230133501643, \"calmar\": -1.4003180129829018, \"cagr_pct\": -48.20316565538597, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.22516556291391, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9676721950131542, \"sortino\": -2.4390546843527554}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1670.0852684300166, \"dd_pct\": -56.24258373205744, \"calmar\": 0.7412459785764703, \"cagr_pct\": 41.68958901613799, \"entries\": 49, \"exits\": 49, \"exposure_pct\": 37.300796812749006, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0294690836079978, \"sortino\": 1.515963031390762}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 382.94979379215874, \"dd_pct\": -56.24258373205744, \"calmar\": 1.1839593088926172, \"cagr_pct\": 66.58893056574189, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 26.68589174800355, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3421903709567815, \"sortino\": 1.9293899811339519}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 266.51537927600344, \"dd_pct\": -44.1396881685691, \"calmar\": 0.6483538640081236, \"cagr_pct\": 28.618137380205432, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 43.647214854111404, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8210587001982506, \"sortino\": 1.2326142212536564}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 49, "Total P&L %": 1670.0852684300166, "Sharpe Ratio": 1.0294690836079978, "Sortino Ratio": 1.515963031390762, "Calmar Ratio": 0.7412459785764703, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.24258373205744, "% In Market": 37.300796812749006, "Composite": 1.7416758113285769, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1839593088926172, "Sub1_Sortino": 1.9293899811339519, "Sub1_Trades": 11, "Sub2_Calmar": 0.6483538640081236, "Sub2_Sortino": 1.2326142212536564, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.877579]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 67, "source": "diagnostic_center", "Policy": "canonical", "center_id": "433145ff165cce90e7a4044022cd45fce916489a8510d846612819eccb07f697", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -110.0, "i_long_exit_activation_threshold": -640.0, "i_long_exit_activation_confirmation_threshold": -49.95, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "200626372dc3fe4c5a733cba6a0cda0cffb49eaf1c1d5552463bc3e7de476331", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 79.74646756591406, \"dd_pct\": -30.44211487716141, \"calmar\": 2.6219818706918923, \"cagr_pct\": 79.81867331343715, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 41.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2893016826155967, \"sortino\": 1.9806007599429398}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 21.90834223127802, \"dd_pct\": -23.58575315793918, \"calmar\": 0.9295816958613746, \"cagr_pct\": 21.924884418724876, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 22.054794520547947, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7514401321822889, \"sortino\": 1.1451791519930041}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 82.07280256243385, \"dd_pct\": -22.49525603410907, \"calmar\": 3.651772044424743, \"cagr_pct\": 82.1475471175365, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.900632061174484, \"sortino\": 2.983282994379004}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.22860693722344116, \"dd_pct\": -27.322506490780707, \"calmar\": 0.011157675691020368, \"cagr_pct\": 0.3048556664899301, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 48.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.21562467634275026, \"sortino\": 0.3036739545363443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 20.302072905946233, \"dd_pct\": -23.151550104541705, \"calmar\": 0.8775785635685872, \"cagr_pct\": 20.317304085129887, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 43.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7356039515614685, \"sortino\": 1.1439188749301288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -23.811656553024473, \"dd_pct\": -34.4230133501643, \"calmar\": -1.4003180129829018, \"cagr_pct\": -48.20316565538597, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.22516556291391, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9676721950131542, \"sortino\": -2.4390546843527554}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1670.0852684300166, \"dd_pct\": -56.24258373205744, \"calmar\": 0.7412459785764703, \"cagr_pct\": 41.68958901613799, \"entries\": 49, \"exits\": 49, \"exposure_pct\": 37.300796812749006, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0294690836079978, \"sortino\": 1.515963031390762}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 382.94979379215874, \"dd_pct\": -56.24258373205744, \"calmar\": 1.1839593088926172, \"cagr_pct\": 66.58893056574189, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 26.68589174800355, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3421903709567815, \"sortino\": 1.9293899811339519}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 266.51537927600344, \"dd_pct\": -44.1396881685691, \"calmar\": 0.6483538640081236, \"cagr_pct\": 28.618137380205432, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 43.647214854111404, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8210587001982506, \"sortino\": 1.2326142212536564}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 49, "Total P&L %": 1670.0852684300166, "Sharpe Ratio": 1.0294690836079978, "Sortino Ratio": 1.515963031390762, "Calmar Ratio": 0.7412459785764703, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.24258373205744, "% In Market": 37.300796812749006, "Composite": 1.7416758113285769, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1839593088926172, "Sub1_Sortino": 1.9293899811339519, "Sub1_Trades": 11, "Sub2_Calmar": 0.6483538640081236, "Sub2_Sortino": 1.2326142212536564, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.877579]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 66, "source": "diagnostic_center", "Policy": "canonical", "center_id": "433145ff165cce90e7a4044022cd45fce916489a8510d846612819eccb07f697", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9191.json", "i_long_entry_activation_threshold": -110.0, "i_long_exit_activation_threshold": -640.0, "i_long_exit_activation_confirmation_threshold": -49.0, "i_trailing_stop_threshold": 70.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 3, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "7bfa69aa04483e416dbdeeac83340ac21dd799412a41128f813286c1ef46deb1", "Evaluation_Status": "complete", "Evaluation_Key": "a90b42943a2bb6c0ca47ca5f210e2f25eb6abfb65cc61e32935fc2b0f88096ed", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": false, \"pnl_pct\": 79.74646756591406, \"dd_pct\": -30.44211487716141, \"calmar\": 2.6219818706918923, \"cagr_pct\": 79.81867331343715, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 41.3013698630137, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2893016826155967, \"sortino\": 1.9806007599429398}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": 21.90834223127802, \"dd_pct\": -23.58575315793918, \"calmar\": 0.9295816958613746, \"cagr_pct\": 21.924884418724876, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 22.054794520547947, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.7514401321822889, \"sortino\": 1.1451791519930041}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 82.07280256243385, \"dd_pct\": -22.49525603410907, \"calmar\": 3.651772044424743, \"cagr_pct\": 82.1475471175365, \"entries\": 5, \"exits\": 4, \"exposure_pct\": 64.86301369863014, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.900632061174484, \"sortino\": 2.983282994379004}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 0.22860693722344116, \"dd_pct\": -27.322506490780707, \"calmar\": 0.011157675691020368, \"cagr_pct\": 0.3048556664899301, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 48.35766423357664, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.21562467634275026, \"sortino\": 0.3036739545363443}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 20.302072905946233, \"dd_pct\": -23.151550104541705, \"calmar\": 0.8775785635685872, \"cagr_pct\": 20.317304085129887, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 43.83561643835616, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7356039515614685, \"sortino\": 1.1439188749301288}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -23.811656553024473, \"dd_pct\": -34.4230133501643, \"calmar\": -1.4003180129829018, \"cagr_pct\": -48.20316565538597, \"entries\": 1, \"exits\": 2, \"exposure_pct\": 41.22516556291391, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -1.9676721950131542, \"sortino\": -2.4390546843527554}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1670.0852684300166, \"dd_pct\": -56.24258373205744, \"calmar\": 0.7412459785764703, \"cagr_pct\": 41.68958901613799, \"entries\": 49, \"exits\": 49, \"exposure_pct\": 37.300796812749006, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0294690836079978, \"sortino\": 1.515963031390762}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 382.94979379215874, \"dd_pct\": -56.24258373205744, \"calmar\": 1.1839593088926172, \"cagr_pct\": 66.58893056574189, \"entries\": 11, \"exits\": 10, \"exposure_pct\": 26.68589174800355, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.3421903709567815, \"sortino\": 1.9293899811339519}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 266.51537927600344, \"dd_pct\": -44.1396881685691, \"calmar\": 0.6483538640081236, \"cagr_pct\": 28.618137380205432, \"entries\": 38, \"exits\": 39, \"exposure_pct\": 43.647214854111404, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8210587001982506, \"sortino\": 1.2326142212536564}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 49, "Total P&L %": 1670.0852684300166, "Sharpe Ratio": 1.0294690836079978, "Sortino Ratio": 1.515963031390762, "Calmar Ratio": 0.7412459785764703, "P&L/DD Ratio": 0.0, "Max Drawdown %": -56.24258373205744, "% In Market": 37.300796812749006, "Composite": 1.7416758113285769, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.1839593088926172, "Sub1_Sortino": 1.9293899811339519, "Sub1_Trades": 11, "Sub2_Calmar": 0.6483538640081236, "Sub2_Sortino": 1.2326142212536564, "Sub2_Trades": 38, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[0.877579]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 6, "Fragile_1.0": 69, "source": "diagnostic_center", "Policy": "canonical", "center_id": "433145ff165cce90e7a4044022cd45fce916489a8510d846612819eccb07f697", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -530.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": 120.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "21ad9a125daa5a448af3e468342352de9ec7b73b5fbe7682cc2080eb2890f934", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "51c87c5a80dee50f3be9e892c890548b81ae4e128a95b0172942faa4a8d49cae", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -531.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": 120.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "9cc9f6bdfd5450a615bdd73538df7ae8086efddddf9e5d154bec973fcb88e82f", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "51c87c5a80dee50f3be9e892c890548b81ae4e128a95b0172942faa4a8d49cae", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -530.05, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": 120.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "4a9db67adf986f5e1ac0ebca2f173ce486dba34a66070cafb977eb47b183e4b7", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "51c87c5a80dee50f3be9e892c890548b81ae4e128a95b0172942faa4a8d49cae", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -529.95, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": 120.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "61503901e87cd8c39e08db4f643bc782f2537cb27693621b5bd5e0fa0c886eaf", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "51c87c5a80dee50f3be9e892c890548b81ae4e128a95b0172942faa4a8d49cae", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -529.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": 120.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "6a6a3b53e342d7884d1bbb64262e7c3ee3750b6115d26dc3a54983f2d3076b37", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "51c87c5a80dee50f3be9e892c890548b81ae4e128a95b0172942faa4a8d49cae", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -530.0, "i_long_exit_activation_threshold": 409.0, "i_long_exit_activation_confirmation_threshold": 120.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "7285eccccdc87581a0b789c07430a5eaaffaa66d8460e734d5fcbbdd5d0fa493", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "51c87c5a80dee50f3be9e892c890548b81ae4e128a95b0172942faa4a8d49cae", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -530.0, "i_long_exit_activation_threshold": 409.95, "i_long_exit_activation_confirmation_threshold": 120.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "e8ff3c8b468cc8e1aa9f2731c2036d8adc3844757ca80de476734a70df66de6c", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "51c87c5a80dee50f3be9e892c890548b81ae4e128a95b0172942faa4a8d49cae", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -530.0, "i_long_exit_activation_threshold": 410.05, "i_long_exit_activation_confirmation_threshold": 120.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "c46eb5fdd79dac0b3c9640111ece587b69c3c92d164b5428fd61e62f0237c5d6", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "51c87c5a80dee50f3be9e892c890548b81ae4e128a95b0172942faa4a8d49cae", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -530.0, "i_long_exit_activation_threshold": 411.0, "i_long_exit_activation_confirmation_threshold": 120.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "753b04176b55268caf6e9940c4c5f5f51923d90309faabdc9e1eec13a7b5004b", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "51c87c5a80dee50f3be9e892c890548b81ae4e128a95b0172942faa4a8d49cae", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -530.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": 119.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "cc00a377a31bf28bb1d64274b1d052eedf96bd3351d39a34cf723928fd74c756", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "51c87c5a80dee50f3be9e892c890548b81ae4e128a95b0172942faa4a8d49cae", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -530.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": 119.95, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "356495386a72b8ec24b329385c10dd68d667d680ed9925bb5f7db5eba10d4e50", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "51c87c5a80dee50f3be9e892c890548b81ae4e128a95b0172942faa4a8d49cae", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -530.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": 120.05, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "5d6da8183e284e7d50f0cc15103bc4b9a6879f28f7ff364920f2e375ad0d13c2", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "51c87c5a80dee50f3be9e892c890548b81ae4e128a95b0172942faa4a8d49cae", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_random_sparse_v1_seed9292.json", "i_long_entry_activation_threshold": -530.0, "i_long_exit_activation_threshold": 410.0, "i_long_exit_activation_confirmation_threshold": 121.0, "i_trailing_stop_threshold": 25.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 2, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "1aada66fb3964f390aad0800345ed7dba87c3a2b364924f9411972cbb5cea576", "Evaluation_Status": "complete", "Evaluation_Key": "b0f485a710987c60701e45b26b639205b5258625da5643835489bc5953ce18ef", "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\": 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\": \"2024-01-01\", \"end\": \"2024-09-30\", \"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\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"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\": \"2025-10-01\", \"end\": \"2026-02-28\", \"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\": 0.4134154688569473, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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\": 0.0, \"dd_pct\": 0.0, \"calmar\": null, \"cagr_pct\": 0.0, \"entries\": 0, \"exits\": 0, \"exposure_pct\": 0.0, \"years\": 5.160848733744011, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": null, \"sortino\": null}, {\"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}]", "Additional_Threshold_Budget": 0, "Total Trades": 0, "Total P&L %": 0.0, "Sharpe Ratio": -10.0, "Sortino Ratio": -10.0, "Calmar Ratio": -10.0, "P&L/DD Ratio": 0.0, "Max Drawdown %": 0.0, "% In Market": 0.0, "Composite": 0.0, "Min_Trades_Floor": 25, "Sub1_Calmar": -10.0, "Sub1_Sortino": -10.0, "Sub1_Trades": 0, "Sub2_Calmar": -10.0, "Sub2_Sortino": -10.0, "Sub2_Trades": 0, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[]", "OOS_Total Trades": 0, "OOS_Total P&L %": 0.0, "OOS_Sortino Ratio": 0.0, "OOS_Calmar Ratio": 0.0, "OOS_Max Drawdown %": 0.0, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 0, "source": "diagnostic_center", "Policy": "canonical", "center_id": "51c87c5a80dee50f3be9e892c890548b81ae4e128a95b0172942faa4a8d49cae", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": false, "positive_sub2": false, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -5.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "6c2b8451da606f35567610546243c773555768e94d0698055e5902f91b04e32f", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 32.41597863793979, \"dd_pct\": -31.87262238914417, \"calmar\": 1.017846793700233, \"cagr_pct\": 32.44144650560865, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9488060555901408, \"sortino\": 1.496755197978099}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -15.884469448856464, \"dd_pct\": -19.492902936332946, \"calmar\": -0.8153959834999495, \"cagr_pct\": -15.894434761040255, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.6301369863013697, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7201295298088888, \"sortino\": -1.9472548576747377}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 16.611190071808558, \"dd_pct\": -14.835547175059261, \"calmar\": 1.1205157890263893, \"cagr_pct\": 16.623464848499747, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 25.47945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8129880215434953, \"sortino\": 1.3083047997295885}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 71.07116933997656, \"dd_pct\": -18.39540644820795, \"calmar\": 5.684304234474297, \"cagr_pct\": 104.56508676842424, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.97810218978102, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3649567936716336, \"sortino\": 3.7148465940931232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.819313685114892, \"dd_pct\": -21.10611894030121, \"calmar\": 0.9397347643748253, \"cagr_pct\": 19.834153709230996, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 47.73972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7904353738915879, \"sortino\": 1.189837968115636}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.531737409199389, \"dd_pct\": -10.801461367673292, \"calmar\": 1.2877619054293554, \"cagr_pct\": 13.909710472256531, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 42.549668874172184, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6190602747532771, \"sortino\": 0.8090409184887859}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1037.7918295446555, \"dd_pct\": -31.8726223891442, \"calmar\": 1.0760362722799528, \"cagr_pct\": 34.29609778340129, \"entries\": 94, \"exits\": 94, \"exposure_pct\": 22.54316069057105, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.261784676983448, \"sortino\": 1.98917197679201}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 304.9666507947065, \"dd_pct\": -23.557432401889887, \"calmar\": 2.4343538466255055, \"cagr_pct\": 57.34712618416097, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 12.843833185448092, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.9861155733381222, \"sortino\": 3.409207531320202}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 180.9593894489471, \"dd_pct\": -31.87262238914417, \"calmar\": 0.6952949197713327, \"cagr_pct\": 22.160872426961976, \"entries\": 68, \"exits\": 69, \"exposure_pct\": 28.342175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8750353404335756, \"sortino\": 1.3300334591407441}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.88312993147769, \"dd_pct\": -9.485954109197802, \"calmar\": 3.575984592288942, \"cagr_pct\": 33.92162573765132, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 15.994236311239193, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958003552267882, \"sortino\": 4.06258620462348}]", "Additional_Threshold_Budget": 0, "Total Trades": 94, "Total P&L %": 1037.7918295446555, "Sharpe Ratio": 1.261784676983448, "Sortino Ratio": 1.98917197679201, "Calmar Ratio": 1.0760362722799528, "P&L/DD Ratio": 32.56060379575566, "Max Drawdown %": -31.8726223891442, "% In Market": 22.54316069057105, "Composite": 2.420821458264753, "Min_Trades_Floor": 25, "Sub1_Calmar": 2.4343538466255055, "Sub1_Sortino": 3.409207531320202, "Sub1_Trades": 26, "Sub2_Calmar": 0.6952949197713327, "Sub2_Sortino": 1.3300334591407441, "Sub2_Trades": 68, "WFO_Score": 2.190600395393936, "WFO_Min_Fold": 0.9397347643748253, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.017847, 1.120516, 5.684304, 0.939735]", "OOS_Total Trades": 2, "OOS_Total P&L %": 14.88312993147769, "OOS_Sortino Ratio": 4.06258620462348, "OOS_Calmar Ratio": 3.575984592288942, "OOS_Max Drawdown %": -9.485954109197802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 40, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e88f6ee90cf81d784a612ff4215a3135743589b20be69bdd67edd514695b7a8e", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -6.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "b6af1cb12b6cc7ca093a9bf1ff197764365e448281a157154a3d5fd855f59362", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 32.41597863793979, \"dd_pct\": -31.87262238914417, \"calmar\": 1.017846793700233, \"cagr_pct\": 32.44144650560865, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9488060555901408, \"sortino\": 1.496755197978099}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -15.884469448856464, \"dd_pct\": -19.492902936332946, \"calmar\": -0.8153959834999495, \"cagr_pct\": -15.894434761040255, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.6301369863013697, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7201295298088888, \"sortino\": -1.9472548576747377}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 16.611190071808558, \"dd_pct\": -14.835547175059261, \"calmar\": 1.1205157890263893, \"cagr_pct\": 16.623464848499747, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 25.47945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8129880215434953, \"sortino\": 1.3083047997295885}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 71.07116933997656, \"dd_pct\": -18.39540644820795, \"calmar\": 5.684304234474297, \"cagr_pct\": 104.56508676842424, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.97810218978102, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3649567936716336, \"sortino\": 3.7148465940931232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.819313685114892, \"dd_pct\": -21.10611894030121, \"calmar\": 0.9397347643748253, \"cagr_pct\": 19.834153709230996, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 47.73972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7904353738915879, \"sortino\": 1.189837968115636}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.531737409199389, \"dd_pct\": -10.801461367673292, \"calmar\": 1.2877619054293554, \"cagr_pct\": 13.909710472256531, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 42.549668874172184, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6190602747532771, \"sortino\": 0.8090409184887859}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1037.7918295446555, \"dd_pct\": -31.8726223891442, \"calmar\": 1.0760362722799528, \"cagr_pct\": 34.29609778340129, \"entries\": 94, \"exits\": 94, \"exposure_pct\": 22.54316069057105, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.261784676983448, \"sortino\": 1.98917197679201}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 304.9666507947065, \"dd_pct\": -23.557432401889887, \"calmar\": 2.4343538466255055, \"cagr_pct\": 57.34712618416097, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 12.843833185448092, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.9861155733381222, \"sortino\": 3.409207531320202}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 180.9593894489471, \"dd_pct\": -31.87262238914417, \"calmar\": 0.6952949197713327, \"cagr_pct\": 22.160872426961976, \"entries\": 68, \"exits\": 69, \"exposure_pct\": 28.342175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8750353404335756, \"sortino\": 1.3300334591407441}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.88312993147769, \"dd_pct\": -9.485954109197802, \"calmar\": 3.575984592288942, \"cagr_pct\": 33.92162573765132, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 15.994236311239193, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958003552267882, \"sortino\": 4.06258620462348}]", "Additional_Threshold_Budget": 0, "Total Trades": 94, "Total P&L %": 1037.7918295446555, "Sharpe Ratio": 1.261784676983448, "Sortino Ratio": 1.98917197679201, "Calmar Ratio": 1.0760362722799528, "P&L/DD Ratio": 32.56060379575566, "Max Drawdown %": -31.8726223891442, "% In Market": 22.54316069057105, "Composite": 2.420821458264753, "Min_Trades_Floor": 25, "Sub1_Calmar": 2.4343538466255055, "Sub1_Sortino": 3.409207531320202, "Sub1_Trades": 26, "Sub2_Calmar": 0.6952949197713327, "Sub2_Sortino": 1.3300334591407441, "Sub2_Trades": 68, "WFO_Score": 2.190600395393936, "WFO_Min_Fold": 0.9397347643748253, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.017847, 1.120516, 5.684304, 0.939735]", "OOS_Total Trades": 2, "OOS_Total P&L %": 14.88312993147769, "OOS_Sortino Ratio": 4.06258620462348, "OOS_Calmar Ratio": 3.575984592288942, "OOS_Max Drawdown %": -9.485954109197802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 39, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e88f6ee90cf81d784a612ff4215a3135743589b20be69bdd67edd514695b7a8e", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -5.05, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "451cf4c074c1b0470081c0ae3d86f869657652af08f6b3343e5526d65519f077", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 32.41597863793979, \"dd_pct\": -31.87262238914417, \"calmar\": 1.017846793700233, \"cagr_pct\": 32.44144650560865, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9488060555901408, \"sortino\": 1.496755197978099}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -15.884469448856464, \"dd_pct\": -19.492902936332946, \"calmar\": -0.8153959834999495, \"cagr_pct\": -15.894434761040255, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.6301369863013697, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7201295298088888, \"sortino\": -1.9472548576747377}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 16.611190071808558, \"dd_pct\": -14.835547175059261, \"calmar\": 1.1205157890263893, \"cagr_pct\": 16.623464848499747, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 25.47945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8129880215434953, \"sortino\": 1.3083047997295885}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 71.07116933997656, \"dd_pct\": -18.39540644820795, \"calmar\": 5.684304234474297, \"cagr_pct\": 104.56508676842424, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.97810218978102, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3649567936716336, \"sortino\": 3.7148465940931232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.819313685114892, \"dd_pct\": -21.10611894030121, \"calmar\": 0.9397347643748253, \"cagr_pct\": 19.834153709230996, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 47.73972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7904353738915879, \"sortino\": 1.189837968115636}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.531737409199389, \"dd_pct\": -10.801461367673292, \"calmar\": 1.2877619054293554, \"cagr_pct\": 13.909710472256531, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 42.549668874172184, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6190602747532771, \"sortino\": 0.8090409184887859}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1037.7918295446555, \"dd_pct\": -31.8726223891442, \"calmar\": 1.0760362722799528, \"cagr_pct\": 34.29609778340129, \"entries\": 94, \"exits\": 94, \"exposure_pct\": 22.54316069057105, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.261784676983448, \"sortino\": 1.98917197679201}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 304.9666507947065, \"dd_pct\": -23.557432401889887, \"calmar\": 2.4343538466255055, \"cagr_pct\": 57.34712618416097, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 12.843833185448092, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.9861155733381222, \"sortino\": 3.409207531320202}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 180.9593894489471, \"dd_pct\": -31.87262238914417, \"calmar\": 0.6952949197713327, \"cagr_pct\": 22.160872426961976, \"entries\": 68, \"exits\": 69, \"exposure_pct\": 28.342175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8750353404335756, \"sortino\": 1.3300334591407441}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.88312993147769, \"dd_pct\": -9.485954109197802, \"calmar\": 3.575984592288942, \"cagr_pct\": 33.92162573765132, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 15.994236311239193, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958003552267882, \"sortino\": 4.06258620462348}]", "Additional_Threshold_Budget": 0, "Total Trades": 94, "Total P&L %": 1037.7918295446555, "Sharpe Ratio": 1.261784676983448, "Sortino Ratio": 1.98917197679201, "Calmar Ratio": 1.0760362722799528, "P&L/DD Ratio": 32.56060379575566, "Max Drawdown %": -31.8726223891442, "% In Market": 22.54316069057105, "Composite": 2.420821458264753, "Min_Trades_Floor": 25, "Sub1_Calmar": 2.4343538466255055, "Sub1_Sortino": 3.409207531320202, "Sub1_Trades": 26, "Sub2_Calmar": 0.6952949197713327, "Sub2_Sortino": 1.3300334591407441, "Sub2_Trades": 68, "WFO_Score": 2.190600395393936, "WFO_Min_Fold": 0.9397347643748253, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.017847, 1.120516, 5.684304, 0.939735]", "OOS_Total Trades": 2, "OOS_Total P&L %": 14.88312993147769, "OOS_Sortino Ratio": 4.06258620462348, "OOS_Calmar Ratio": 3.575984592288942, "OOS_Max Drawdown %": -9.485954109197802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 40, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e88f6ee90cf81d784a612ff4215a3135743589b20be69bdd67edd514695b7a8e", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -4.95, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "1ccb3dd93fb48516a6fea855556e56b0da137f6c797bbc5c197e3e7a34549001", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 32.41597863793979, \"dd_pct\": -31.87262238914417, \"calmar\": 1.017846793700233, \"cagr_pct\": 32.44144650560865, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9488060555901408, \"sortino\": 1.496755197978099}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -15.884469448856464, \"dd_pct\": -19.492902936332946, \"calmar\": -0.8153959834999495, \"cagr_pct\": -15.894434761040255, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.6301369863013697, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7201295298088888, \"sortino\": -1.9472548576747377}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 16.611190071808558, \"dd_pct\": -14.835547175059261, \"calmar\": 1.1205157890263893, \"cagr_pct\": 16.623464848499747, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 25.47945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8129880215434953, \"sortino\": 1.3083047997295885}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 71.07116933997656, \"dd_pct\": -18.39540644820795, \"calmar\": 5.684304234474297, \"cagr_pct\": 104.56508676842424, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.97810218978102, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3649567936716336, \"sortino\": 3.7148465940931232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.819313685114892, \"dd_pct\": -21.10611894030121, \"calmar\": 0.9397347643748253, \"cagr_pct\": 19.834153709230996, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 47.73972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7904353738915879, \"sortino\": 1.189837968115636}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.531737409199389, \"dd_pct\": -10.801461367673292, \"calmar\": 1.2877619054293554, \"cagr_pct\": 13.909710472256531, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 42.549668874172184, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6190602747532771, \"sortino\": 0.8090409184887859}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1037.7918295446555, \"dd_pct\": -31.8726223891442, \"calmar\": 1.0760362722799528, \"cagr_pct\": 34.29609778340129, \"entries\": 94, \"exits\": 94, \"exposure_pct\": 22.54316069057105, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.261784676983448, \"sortino\": 1.98917197679201}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 304.9666507947065, \"dd_pct\": -23.557432401889887, \"calmar\": 2.4343538466255055, \"cagr_pct\": 57.34712618416097, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 12.843833185448092, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.9861155733381222, \"sortino\": 3.409207531320202}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 180.9593894489471, \"dd_pct\": -31.87262238914417, \"calmar\": 0.6952949197713327, \"cagr_pct\": 22.160872426961976, \"entries\": 68, \"exits\": 69, \"exposure_pct\": 28.342175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8750353404335756, \"sortino\": 1.3300334591407441}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.88312993147769, \"dd_pct\": -9.485954109197802, \"calmar\": 3.575984592288942, \"cagr_pct\": 33.92162573765132, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 15.994236311239193, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958003552267882, \"sortino\": 4.06258620462348}]", "Additional_Threshold_Budget": 0, "Total Trades": 94, "Total P&L %": 1037.7918295446555, "Sharpe Ratio": 1.261784676983448, "Sortino Ratio": 1.98917197679201, "Calmar Ratio": 1.0760362722799528, "P&L/DD Ratio": 32.56060379575566, "Max Drawdown %": -31.8726223891442, "% In Market": 22.54316069057105, "Composite": 2.420821458264753, "Min_Trades_Floor": 25, "Sub1_Calmar": 2.4343538466255055, "Sub1_Sortino": 3.409207531320202, "Sub1_Trades": 26, "Sub2_Calmar": 0.6952949197713327, "Sub2_Sortino": 1.3300334591407441, "Sub2_Trades": 68, "WFO_Score": 2.190600395393936, "WFO_Min_Fold": 0.9397347643748253, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.017847, 1.120516, 5.684304, 0.939735]", "OOS_Total Trades": 2, "OOS_Total P&L %": 14.88312993147769, "OOS_Sortino Ratio": 4.06258620462348, "OOS_Calmar Ratio": 3.575984592288942, "OOS_Max Drawdown %": -9.485954109197802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 40, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e88f6ee90cf81d784a612ff4215a3135743589b20be69bdd67edd514695b7a8e", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -4.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "0cca08882b600258ebbb6b9faa73bc2928cd929dd2fcc351309bdfc837d5b5d2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 32.41597863793979, \"dd_pct\": -31.87262238914417, \"calmar\": 1.017846793700233, \"cagr_pct\": 32.44144650560865, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9488060555901408, \"sortino\": 1.496755197978099}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -15.884469448856464, \"dd_pct\": -19.492902936332946, \"calmar\": -0.8153959834999495, \"cagr_pct\": -15.894434761040255, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.6301369863013697, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7201295298088888, \"sortino\": -1.9472548576747377}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 16.611190071808558, \"dd_pct\": -14.835547175059261, \"calmar\": 1.1205157890263893, \"cagr_pct\": 16.623464848499747, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 25.47945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8129880215434953, \"sortino\": 1.3083047997295885}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 71.07116933997656, \"dd_pct\": -18.39540644820795, \"calmar\": 5.684304234474297, \"cagr_pct\": 104.56508676842424, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.97810218978102, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3649567936716336, \"sortino\": 3.7148465940931232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 22.326689681992363, \"dd_pct\": -21.10611894030121, \"calmar\": 1.058630237489642, \"cagr_pct\": 22.3435757062557, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 45.47945205479452, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.8718947043246005, \"sortino\": 1.3192029997260548}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.531737409199389, \"dd_pct\": -10.801461367673292, \"calmar\": 1.2877619054293554, \"cagr_pct\": 13.909710472256531, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 42.549668874172184, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6190602747532771, \"sortino\": 0.8090409184887859}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1061.6016130854016, \"dd_pct\": -31.8726223891442, \"calmar\": 1.0866315903045807, \"cagr_pct\": 34.63379835389315, \"entries\": 94, \"exits\": 94, \"exposure_pct\": 22.26925630810093, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.2729965140943476, \"sortino\": 2.008660589372705}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 304.9666507947065, \"dd_pct\": -23.557432401889887, \"calmar\": 2.4343538466255055, \"cagr_pct\": 57.34712618416097, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 12.843833185448092, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.9861155733381222, \"sortino\": 3.409207531320202}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 186.83883248308902, \"dd_pct\": -31.87262238914417, \"calmar\": 0.7107066916939445, \"cagr_pct\": 22.652086013798996, \"entries\": 68, \"exits\": 69, \"exposure_pct\": 27.90450928381963, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8913078763036878, \"sortino\": 1.3562427415953444}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.88312993147769, \"dd_pct\": -9.485954109197802, \"calmar\": 3.575984592288942, \"cagr_pct\": 33.92162573765132, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 15.994236311239193, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958003552267882, \"sortino\": 4.06258620462348}]", "Additional_Threshold_Budget": 0, "Total Trades": 94, "Total P&L %": 1061.6016130854016, "Sharpe Ratio": 1.2729965140943476, "Sortino Ratio": 2.008660589372705, "Calmar Ratio": 1.0866315903045807, "P&L/DD Ratio": 33.30763311923096, "Max Drawdown %": -31.8726223891442, "% In Market": 22.26925630810093, "Composite": 2.484490153473358, "Min_Trades_Floor": 25, "Sub1_Calmar": 2.4343538466255055, "Sub1_Sortino": 3.409207531320202, "Sub1_Trades": 26, "Sub2_Calmar": 0.7107066916939445, "Sub2_Sortino": 1.3562427415953444, "Sub2_Trades": 68, "WFO_Score": 2.2203242636726404, "WFO_Min_Fold": 1.017846793700233, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.017847, 1.120516, 5.684304, 1.05863]", "OOS_Total Trades": 2, "OOS_Total P&L %": 14.88312993147769, "OOS_Sortino Ratio": 4.06258620462348, "OOS_Calmar Ratio": 3.575984592288942, "OOS_Max Drawdown %": -9.485954109197802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 40, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e88f6ee90cf81d784a612ff4215a3135743589b20be69bdd67edd514695b7a8e", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -5.0, "i_long_exit_activation_threshold": 419.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "cb911e393e7377f1cb276a28d1a67ff6f264192fbbba383130ca2bc4f6351d88", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 32.41597863793979, \"dd_pct\": -31.87262238914417, \"calmar\": 1.017846793700233, \"cagr_pct\": 32.44144650560865, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9488060555901408, \"sortino\": 1.496755197978099}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -15.884469448856464, \"dd_pct\": -19.492902936332946, \"calmar\": -0.8153959834999495, \"cagr_pct\": -15.894434761040255, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.6301369863013697, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7201295298088888, \"sortino\": -1.9472548576747377}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 16.611190071808558, \"dd_pct\": -14.835547175059261, \"calmar\": 1.1205157890263893, \"cagr_pct\": 16.623464848499747, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 25.47945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8129880215434953, \"sortino\": 1.3083047997295885}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 71.07116933997656, \"dd_pct\": -18.39540644820795, \"calmar\": 5.684304234474297, \"cagr_pct\": 104.56508676842424, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.97810218978102, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3649567936716336, \"sortino\": 3.7148465940931232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.819313685114892, \"dd_pct\": -21.10611894030121, \"calmar\": 0.9397347643748253, \"cagr_pct\": 19.834153709230996, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 47.73972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7904353738915879, \"sortino\": 1.189837968115636}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.531737409199389, \"dd_pct\": -10.801461367673292, \"calmar\": 1.2877619054293554, \"cagr_pct\": 13.909710472256531, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 42.549668874172184, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6190602747532771, \"sortino\": 0.8090409184887859}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1037.7918295446555, \"dd_pct\": -31.8726223891442, \"calmar\": 1.0760362722799528, \"cagr_pct\": 34.29609778340129, \"entries\": 94, \"exits\": 94, \"exposure_pct\": 22.54316069057105, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.261784676983448, \"sortino\": 1.98917197679201}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 304.9666507947065, \"dd_pct\": -23.557432401889887, \"calmar\": 2.4343538466255055, \"cagr_pct\": 57.34712618416097, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 12.843833185448092, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.9861155733381222, \"sortino\": 3.409207531320202}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 180.9593894489471, \"dd_pct\": -31.87262238914417, \"calmar\": 0.6952949197713327, \"cagr_pct\": 22.160872426961976, \"entries\": 68, \"exits\": 69, \"exposure_pct\": 28.342175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8750353404335756, \"sortino\": 1.3300334591407441}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.88312993147769, \"dd_pct\": -9.485954109197802, \"calmar\": 3.575984592288942, \"cagr_pct\": 33.92162573765132, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 15.994236311239193, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958003552267882, \"sortino\": 4.06258620462348}]", "Additional_Threshold_Budget": 0, "Total Trades": 94, "Total P&L %": 1037.7918295446555, "Sharpe Ratio": 1.261784676983448, "Sortino Ratio": 1.98917197679201, "Calmar Ratio": 1.0760362722799528, "P&L/DD Ratio": 32.56060379575566, "Max Drawdown %": -31.8726223891442, "% In Market": 22.54316069057105, "Composite": 2.420821458264753, "Min_Trades_Floor": 25, "Sub1_Calmar": 2.4343538466255055, "Sub1_Sortino": 3.409207531320202, "Sub1_Trades": 26, "Sub2_Calmar": 0.6952949197713327, "Sub2_Sortino": 1.3300334591407441, "Sub2_Trades": 68, "WFO_Score": 2.190600395393936, "WFO_Min_Fold": 0.9397347643748253, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.017847, 1.120516, 5.684304, 0.939735]", "OOS_Total Trades": 2, "OOS_Total P&L %": 14.88312993147769, "OOS_Sortino Ratio": 4.06258620462348, "OOS_Calmar Ratio": 3.575984592288942, "OOS_Max Drawdown %": -9.485954109197802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 41, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e88f6ee90cf81d784a612ff4215a3135743589b20be69bdd67edd514695b7a8e", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -5.0, "i_long_exit_activation_threshold": 419.95, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "b1d2dad7b7c6d2b5cfc627bcd6ab6cc9a976f259a80d104ee20213beebee8a96", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 32.41597863793979, \"dd_pct\": -31.87262238914417, \"calmar\": 1.017846793700233, \"cagr_pct\": 32.44144650560865, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9488060555901408, \"sortino\": 1.496755197978099}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -15.884469448856464, \"dd_pct\": -19.492902936332946, \"calmar\": -0.8153959834999495, \"cagr_pct\": -15.894434761040255, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.6301369863013697, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7201295298088888, \"sortino\": -1.9472548576747377}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 16.611190071808558, \"dd_pct\": -14.835547175059261, \"calmar\": 1.1205157890263893, \"cagr_pct\": 16.623464848499747, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 25.47945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8129880215434953, \"sortino\": 1.3083047997295885}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 71.07116933997656, \"dd_pct\": -18.39540644820795, \"calmar\": 5.684304234474297, \"cagr_pct\": 104.56508676842424, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.97810218978102, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3649567936716336, \"sortino\": 3.7148465940931232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.819313685114892, \"dd_pct\": -21.10611894030121, \"calmar\": 0.9397347643748253, \"cagr_pct\": 19.834153709230996, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 47.73972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7904353738915879, \"sortino\": 1.189837968115636}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.531737409199389, \"dd_pct\": -10.801461367673292, \"calmar\": 1.2877619054293554, \"cagr_pct\": 13.909710472256531, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 42.549668874172184, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6190602747532771, \"sortino\": 0.8090409184887859}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1037.7918295446555, \"dd_pct\": -31.8726223891442, \"calmar\": 1.0760362722799528, \"cagr_pct\": 34.29609778340129, \"entries\": 94, \"exits\": 94, \"exposure_pct\": 22.54316069057105, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.261784676983448, \"sortino\": 1.98917197679201}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 304.9666507947065, \"dd_pct\": -23.557432401889887, \"calmar\": 2.4343538466255055, \"cagr_pct\": 57.34712618416097, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 12.843833185448092, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.9861155733381222, \"sortino\": 3.409207531320202}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 180.9593894489471, \"dd_pct\": -31.87262238914417, \"calmar\": 0.6952949197713327, \"cagr_pct\": 22.160872426961976, \"entries\": 68, \"exits\": 69, \"exposure_pct\": 28.342175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8750353404335756, \"sortino\": 1.3300334591407441}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.88312993147769, \"dd_pct\": -9.485954109197802, \"calmar\": 3.575984592288942, \"cagr_pct\": 33.92162573765132, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 15.994236311239193, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958003552267882, \"sortino\": 4.06258620462348}]", "Additional_Threshold_Budget": 0, "Total Trades": 94, "Total P&L %": 1037.7918295446555, "Sharpe Ratio": 1.261784676983448, "Sortino Ratio": 1.98917197679201, "Calmar Ratio": 1.0760362722799528, "P&L/DD Ratio": 32.56060379575566, "Max Drawdown %": -31.8726223891442, "% In Market": 22.54316069057105, "Composite": 2.420821458264753, "Min_Trades_Floor": 25, "Sub1_Calmar": 2.4343538466255055, "Sub1_Sortino": 3.409207531320202, "Sub1_Trades": 26, "Sub2_Calmar": 0.6952949197713327, "Sub2_Sortino": 1.3300334591407441, "Sub2_Trades": 68, "WFO_Score": 2.190600395393936, "WFO_Min_Fold": 0.9397347643748253, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.017847, 1.120516, 5.684304, 0.939735]", "OOS_Total Trades": 2, "OOS_Total P&L %": 14.88312993147769, "OOS_Sortino Ratio": 4.06258620462348, "OOS_Calmar Ratio": 3.575984592288942, "OOS_Max Drawdown %": -9.485954109197802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 40, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e88f6ee90cf81d784a612ff4215a3135743589b20be69bdd67edd514695b7a8e", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -5.0, "i_long_exit_activation_threshold": 420.05, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "b3edcc369e2aa534d298fcc055b856df0714ecf304f696bc4aee4a3580b81f01", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 32.41597863793979, \"dd_pct\": -31.87262238914417, \"calmar\": 1.017846793700233, \"cagr_pct\": 32.44144650560865, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9488060555901408, \"sortino\": 1.496755197978099}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -15.884469448856464, \"dd_pct\": -19.492902936332946, \"calmar\": -0.8153959834999495, \"cagr_pct\": -15.894434761040255, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.6301369863013697, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7201295298088888, \"sortino\": -1.9472548576747377}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 16.611190071808558, \"dd_pct\": -14.835547175059261, \"calmar\": 1.1205157890263893, \"cagr_pct\": 16.623464848499747, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 25.47945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8129880215434953, \"sortino\": 1.3083047997295885}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 71.07116933997656, \"dd_pct\": -18.39540644820795, \"calmar\": 5.684304234474297, \"cagr_pct\": 104.56508676842424, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.97810218978102, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3649567936716336, \"sortino\": 3.7148465940931232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.819313685114892, \"dd_pct\": -21.10611894030121, \"calmar\": 0.9397347643748253, \"cagr_pct\": 19.834153709230996, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 47.73972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7904353738915879, \"sortino\": 1.189837968115636}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.531737409199389, \"dd_pct\": -10.801461367673292, \"calmar\": 1.2877619054293554, \"cagr_pct\": 13.909710472256531, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 42.549668874172184, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6190602747532771, \"sortino\": 0.8090409184887859}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1037.7918295446555, \"dd_pct\": -31.8726223891442, \"calmar\": 1.0760362722799528, \"cagr_pct\": 34.29609778340129, \"entries\": 94, \"exits\": 94, \"exposure_pct\": 22.54316069057105, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.261784676983448, \"sortino\": 1.98917197679201}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 304.9666507947065, \"dd_pct\": -23.557432401889887, \"calmar\": 2.4343538466255055, \"cagr_pct\": 57.34712618416097, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 12.843833185448092, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.9861155733381222, \"sortino\": 3.409207531320202}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 180.9593894489471, \"dd_pct\": -31.87262238914417, \"calmar\": 0.6952949197713327, \"cagr_pct\": 22.160872426961976, \"entries\": 68, \"exits\": 69, \"exposure_pct\": 28.342175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8750353404335756, \"sortino\": 1.3300334591407441}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.88312993147769, \"dd_pct\": -9.485954109197802, \"calmar\": 3.575984592288942, \"cagr_pct\": 33.92162573765132, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 15.994236311239193, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958003552267882, \"sortino\": 4.06258620462348}]", "Additional_Threshold_Budget": 0, "Total Trades": 94, "Total P&L %": 1037.7918295446555, "Sharpe Ratio": 1.261784676983448, "Sortino Ratio": 1.98917197679201, "Calmar Ratio": 1.0760362722799528, "P&L/DD Ratio": 32.56060379575566, "Max Drawdown %": -31.8726223891442, "% In Market": 22.54316069057105, "Composite": 2.420821458264753, "Min_Trades_Floor": 25, "Sub1_Calmar": 2.4343538466255055, "Sub1_Sortino": 3.409207531320202, "Sub1_Trades": 26, "Sub2_Calmar": 0.6952949197713327, "Sub2_Sortino": 1.3300334591407441, "Sub2_Trades": 68, "WFO_Score": 2.190600395393936, "WFO_Min_Fold": 0.9397347643748253, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.017847, 1.120516, 5.684304, 0.939735]", "OOS_Total Trades": 2, "OOS_Total P&L %": 14.88312993147769, "OOS_Sortino Ratio": 4.06258620462348, "OOS_Calmar Ratio": 3.575984592288942, "OOS_Max Drawdown %": -9.485954109197802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 40, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e88f6ee90cf81d784a612ff4215a3135743589b20be69bdd67edd514695b7a8e", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -5.0, "i_long_exit_activation_threshold": 421.0, "i_long_exit_activation_confirmation_threshold": -730.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "6221ec656ce30267eeabce4439efeb382daaaed12921585258524654157339f3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 32.41597863793979, \"dd_pct\": -31.87262238914417, \"calmar\": 1.017846793700233, \"cagr_pct\": 32.44144650560865, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9488060555901408, \"sortino\": 1.496755197978099}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -15.884469448856464, \"dd_pct\": -19.492902936332946, \"calmar\": -0.8153959834999495, \"cagr_pct\": -15.894434761040255, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.6301369863013697, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7201295298088888, \"sortino\": -1.9472548576747377}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 16.611190071808558, \"dd_pct\": -14.835547175059261, \"calmar\": 1.1205157890263893, \"cagr_pct\": 16.623464848499747, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 25.47945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8129880215434953, \"sortino\": 1.3083047997295885}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 71.07116933997656, \"dd_pct\": -18.39540644820795, \"calmar\": 5.684304234474297, \"cagr_pct\": 104.56508676842424, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.97810218978102, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3649567936716336, \"sortino\": 3.7148465940931232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.819313685114892, \"dd_pct\": -21.10611894030121, \"calmar\": 0.9397347643748253, \"cagr_pct\": 19.834153709230996, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 47.73972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7904353738915879, \"sortino\": 1.189837968115636}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.531737409199389, \"dd_pct\": -10.801461367673292, \"calmar\": 1.2877619054293554, \"cagr_pct\": 13.909710472256531, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 42.549668874172184, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6190602747532771, \"sortino\": 0.8090409184887859}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1037.7918295446555, \"dd_pct\": -31.8726223891442, \"calmar\": 1.0760362722799528, \"cagr_pct\": 34.29609778340129, \"entries\": 94, \"exits\": 94, \"exposure_pct\": 22.54316069057105, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.261784676983448, \"sortino\": 1.98917197679201}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 304.9666507947065, \"dd_pct\": -23.557432401889887, \"calmar\": 2.4343538466255055, \"cagr_pct\": 57.34712618416097, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 12.843833185448092, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.9861155733381222, \"sortino\": 3.409207531320202}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 180.9593894489471, \"dd_pct\": -31.87262238914417, \"calmar\": 0.6952949197713327, \"cagr_pct\": 22.160872426961976, \"entries\": 68, \"exits\": 69, \"exposure_pct\": 28.342175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8750353404335756, \"sortino\": 1.3300334591407441}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.88312993147769, \"dd_pct\": -9.485954109197802, \"calmar\": 3.575984592288942, \"cagr_pct\": 33.92162573765132, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 15.994236311239193, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958003552267882, \"sortino\": 4.06258620462348}]", "Additional_Threshold_Budget": 0, "Total Trades": 94, "Total P&L %": 1037.7918295446555, "Sharpe Ratio": 1.261784676983448, "Sortino Ratio": 1.98917197679201, "Calmar Ratio": 1.0760362722799528, "P&L/DD Ratio": 32.56060379575566, "Max Drawdown %": -31.8726223891442, "% In Market": 22.54316069057105, "Composite": 2.420821458264753, "Min_Trades_Floor": 25, "Sub1_Calmar": 2.4343538466255055, "Sub1_Sortino": 3.409207531320202, "Sub1_Trades": 26, "Sub2_Calmar": 0.6952949197713327, "Sub2_Sortino": 1.3300334591407441, "Sub2_Trades": 68, "WFO_Score": 2.190600395393936, "WFO_Min_Fold": 0.9397347643748253, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.017847, 1.120516, 5.684304, 0.939735]", "OOS_Total Trades": 2, "OOS_Total P&L %": 14.88312993147769, "OOS_Sortino Ratio": 4.06258620462348, "OOS_Calmar Ratio": 3.575984592288942, "OOS_Max Drawdown %": -9.485954109197802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 40, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e88f6ee90cf81d784a612ff4215a3135743589b20be69bdd67edd514695b7a8e", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -5.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -731.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "c8bea2d72da1eed0719ffb8523c5c586885e5dc00da00e9b3988179debc8f2c8", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 32.41597863793979, \"dd_pct\": -31.87262238914417, \"calmar\": 1.017846793700233, \"cagr_pct\": 32.44144650560865, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9488060555901408, \"sortino\": 1.496755197978099}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -15.884469448856464, \"dd_pct\": -19.492902936332946, \"calmar\": -0.8153959834999495, \"cagr_pct\": -15.894434761040255, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.6301369863013697, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7201295298088888, \"sortino\": -1.9472548576747377}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 16.611190071808558, \"dd_pct\": -14.835547175059261, \"calmar\": 1.1205157890263893, \"cagr_pct\": 16.623464848499747, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 25.47945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8129880215434953, \"sortino\": 1.3083047997295885}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 71.07116933997656, \"dd_pct\": -18.39540644820795, \"calmar\": 5.684304234474297, \"cagr_pct\": 104.56508676842424, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.97810218978102, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3649567936716336, \"sortino\": 3.7148465940931232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.819313685114892, \"dd_pct\": -21.10611894030121, \"calmar\": 0.9397347643748253, \"cagr_pct\": 19.834153709230996, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 47.73972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7904353738915879, \"sortino\": 1.189837968115636}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.531737409199389, \"dd_pct\": -10.801461367673292, \"calmar\": 1.2877619054293554, \"cagr_pct\": 13.909710472256531, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 42.549668874172184, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6190602747532771, \"sortino\": 0.8090409184887859}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1037.7918295446555, \"dd_pct\": -31.8726223891442, \"calmar\": 1.0760362722799528, \"cagr_pct\": 34.29609778340129, \"entries\": 94, \"exits\": 94, \"exposure_pct\": 22.54316069057105, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.261784676983448, \"sortino\": 1.98917197679201}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 304.9666507947065, \"dd_pct\": -23.557432401889887, \"calmar\": 2.4343538466255055, \"cagr_pct\": 57.34712618416097, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 12.843833185448092, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.9861155733381222, \"sortino\": 3.409207531320202}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 180.9593894489471, \"dd_pct\": -31.87262238914417, \"calmar\": 0.6952949197713327, \"cagr_pct\": 22.160872426961976, \"entries\": 68, \"exits\": 69, \"exposure_pct\": 28.342175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8750353404335756, \"sortino\": 1.3300334591407441}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.88312993147769, \"dd_pct\": -9.485954109197802, \"calmar\": 3.575984592288942, \"cagr_pct\": 33.92162573765132, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 15.994236311239193, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958003552267882, \"sortino\": 4.06258620462348}]", "Additional_Threshold_Budget": 0, "Total Trades": 94, "Total P&L %": 1037.7918295446555, "Sharpe Ratio": 1.261784676983448, "Sortino Ratio": 1.98917197679201, "Calmar Ratio": 1.0760362722799528, "P&L/DD Ratio": 32.56060379575566, "Max Drawdown %": -31.8726223891442, "% In Market": 22.54316069057105, "Composite": 2.420821458264753, "Min_Trades_Floor": 25, "Sub1_Calmar": 2.4343538466255055, "Sub1_Sortino": 3.409207531320202, "Sub1_Trades": 26, "Sub2_Calmar": 0.6952949197713327, "Sub2_Sortino": 1.3300334591407441, "Sub2_Trades": 68, "WFO_Score": 2.190600395393936, "WFO_Min_Fold": 0.9397347643748253, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.017847, 1.120516, 5.684304, 0.939735]", "OOS_Total Trades": 2, "OOS_Total P&L %": 14.88312993147769, "OOS_Sortino Ratio": 4.06258620462348, "OOS_Calmar Ratio": 3.575984592288942, "OOS_Max Drawdown %": -9.485954109197802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 37, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e88f6ee90cf81d784a612ff4215a3135743589b20be69bdd67edd514695b7a8e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": true } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -5.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -730.05, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "827ea58ab7d1167a8aeb4c05972a8ac57c5a7f833c43323abebc57ca6dc23a01", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 32.41597863793979, \"dd_pct\": -31.87262238914417, \"calmar\": 1.017846793700233, \"cagr_pct\": 32.44144650560865, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9488060555901408, \"sortino\": 1.496755197978099}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -15.884469448856464, \"dd_pct\": -19.492902936332946, \"calmar\": -0.8153959834999495, \"cagr_pct\": -15.894434761040255, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.6301369863013697, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7201295298088888, \"sortino\": -1.9472548576747377}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 16.611190071808558, \"dd_pct\": -14.835547175059261, \"calmar\": 1.1205157890263893, \"cagr_pct\": 16.623464848499747, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 25.47945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8129880215434953, \"sortino\": 1.3083047997295885}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 71.07116933997656, \"dd_pct\": -18.39540644820795, \"calmar\": 5.684304234474297, \"cagr_pct\": 104.56508676842424, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.97810218978102, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3649567936716336, \"sortino\": 3.7148465940931232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.819313685114892, \"dd_pct\": -21.10611894030121, \"calmar\": 0.9397347643748253, \"cagr_pct\": 19.834153709230996, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 47.73972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7904353738915879, \"sortino\": 1.189837968115636}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.531737409199389, \"dd_pct\": -10.801461367673292, \"calmar\": 1.2877619054293554, \"cagr_pct\": 13.909710472256531, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 42.549668874172184, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6190602747532771, \"sortino\": 0.8090409184887859}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1037.7918295446555, \"dd_pct\": -31.8726223891442, \"calmar\": 1.0760362722799528, \"cagr_pct\": 34.29609778340129, \"entries\": 94, \"exits\": 94, \"exposure_pct\": 22.54316069057105, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.261784676983448, \"sortino\": 1.98917197679201}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 304.9666507947065, \"dd_pct\": -23.557432401889887, \"calmar\": 2.4343538466255055, \"cagr_pct\": 57.34712618416097, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 12.843833185448092, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.9861155733381222, \"sortino\": 3.409207531320202}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 180.9593894489471, \"dd_pct\": -31.87262238914417, \"calmar\": 0.6952949197713327, \"cagr_pct\": 22.160872426961976, \"entries\": 68, \"exits\": 69, \"exposure_pct\": 28.342175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8750353404335756, \"sortino\": 1.3300334591407441}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.88312993147769, \"dd_pct\": -9.485954109197802, \"calmar\": 3.575984592288942, \"cagr_pct\": 33.92162573765132, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 15.994236311239193, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958003552267882, \"sortino\": 4.06258620462348}]", "Additional_Threshold_Budget": 0, "Total Trades": 94, "Total P&L %": 1037.7918295446555, "Sharpe Ratio": 1.261784676983448, "Sortino Ratio": 1.98917197679201, "Calmar Ratio": 1.0760362722799528, "P&L/DD Ratio": 32.56060379575566, "Max Drawdown %": -31.8726223891442, "% In Market": 22.54316069057105, "Composite": 2.420821458264753, "Min_Trades_Floor": 25, "Sub1_Calmar": 2.4343538466255055, "Sub1_Sortino": 3.409207531320202, "Sub1_Trades": 26, "Sub2_Calmar": 0.6952949197713327, "Sub2_Sortino": 1.3300334591407441, "Sub2_Trades": 68, "WFO_Score": 2.190600395393936, "WFO_Min_Fold": 0.9397347643748253, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.017847, 1.120516, 5.684304, 0.939735]", "OOS_Total Trades": 2, "OOS_Total P&L %": 14.88312993147769, "OOS_Sortino Ratio": 4.06258620462348, "OOS_Calmar Ratio": 3.575984592288942, "OOS_Max Drawdown %": -9.485954109197802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 38, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e88f6ee90cf81d784a612ff4215a3135743589b20be69bdd67edd514695b7a8e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -5.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -729.95, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "6eebf011ed259405052c6c5d72a71e6a26bbfd455158d60c61f49c28f71cf577", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 32.41597863793979, \"dd_pct\": -31.87262238914417, \"calmar\": 1.017846793700233, \"cagr_pct\": 32.44144650560865, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9488060555901408, \"sortino\": 1.496755197978099}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -15.884469448856464, \"dd_pct\": -19.492902936332946, \"calmar\": -0.8153959834999495, \"cagr_pct\": -15.894434761040255, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.6301369863013697, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7201295298088888, \"sortino\": -1.9472548576747377}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 16.611190071808558, \"dd_pct\": -14.835547175059261, \"calmar\": 1.1205157890263893, \"cagr_pct\": 16.623464848499747, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 25.47945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8129880215434953, \"sortino\": 1.3083047997295885}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 71.07116933997656, \"dd_pct\": -18.39540644820795, \"calmar\": 5.684304234474297, \"cagr_pct\": 104.56508676842424, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.97810218978102, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3649567936716336, \"sortino\": 3.7148465940931232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.819313685114892, \"dd_pct\": -21.10611894030121, \"calmar\": 0.9397347643748253, \"cagr_pct\": 19.834153709230996, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 47.73972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7904353738915879, \"sortino\": 1.189837968115636}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.531737409199389, \"dd_pct\": -10.801461367673292, \"calmar\": 1.2877619054293554, \"cagr_pct\": 13.909710472256531, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 42.549668874172184, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6190602747532771, \"sortino\": 0.8090409184887859}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1037.7918295446555, \"dd_pct\": -31.8726223891442, \"calmar\": 1.0760362722799528, \"cagr_pct\": 34.29609778340129, \"entries\": 94, \"exits\": 94, \"exposure_pct\": 22.54316069057105, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.261784676983448, \"sortino\": 1.98917197679201}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 304.9666507947065, \"dd_pct\": -23.557432401889887, \"calmar\": 2.4343538466255055, \"cagr_pct\": 57.34712618416097, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 12.843833185448092, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.9861155733381222, \"sortino\": 3.409207531320202}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 180.9593894489471, \"dd_pct\": -31.87262238914417, \"calmar\": 0.6952949197713327, \"cagr_pct\": 22.160872426961976, \"entries\": 68, \"exits\": 69, \"exposure_pct\": 28.342175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8750353404335756, \"sortino\": 1.3300334591407441}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.88312993147769, \"dd_pct\": -9.485954109197802, \"calmar\": 3.575984592288942, \"cagr_pct\": 33.92162573765132, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 15.994236311239193, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958003552267882, \"sortino\": 4.06258620462348}]", "Additional_Threshold_Budget": 0, "Total Trades": 94, "Total P&L %": 1037.7918295446555, "Sharpe Ratio": 1.261784676983448, "Sortino Ratio": 1.98917197679201, "Calmar Ratio": 1.0760362722799528, "P&L/DD Ratio": 32.56060379575566, "Max Drawdown %": -31.8726223891442, "% In Market": 22.54316069057105, "Composite": 2.420821458264753, "Min_Trades_Floor": 25, "Sub1_Calmar": 2.4343538466255055, "Sub1_Sortino": 3.409207531320202, "Sub1_Trades": 26, "Sub2_Calmar": 0.6952949197713327, "Sub2_Sortino": 1.3300334591407441, "Sub2_Trades": 68, "WFO_Score": 2.190600395393936, "WFO_Min_Fold": 0.9397347643748253, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.017847, 1.120516, 5.684304, 0.939735]", "OOS_Total Trades": 2, "OOS_Total P&L %": 14.88312993147769, "OOS_Sortino Ratio": 4.06258620462348, "OOS_Calmar Ratio": 3.575984592288942, "OOS_Max Drawdown %": -9.485954109197802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 40, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e88f6ee90cf81d784a612ff4215a3135743589b20be69bdd67edd514695b7a8e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9090.json", "i_long_entry_activation_threshold": -5.0, "i_long_exit_activation_threshold": 420.0, "i_long_exit_activation_confirmation_threshold": -729.0, "i_trailing_stop_threshold": 5.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": false, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 3, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "a96cb1e179b97dd1f7b7fca08c4c58d29f1f3aa90970154aec690573b10f49ec", "Evaluation_Status": "complete", "Evaluation_Key": "2aa69c0a635b8472807e9362fe6fee3b0071d8b370281eeedae6a3595b3f4bff", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 32.41597863793979, \"dd_pct\": -31.87262238914417, \"calmar\": 1.017846793700233, \"cagr_pct\": 32.44144650560865, \"entries\": 17, \"exits\": 18, \"exposure_pct\": 18.904109589041095, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.9488060555901408, \"sortino\": 1.496755197978099}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -15.884469448856464, \"dd_pct\": -19.492902936332946, \"calmar\": -0.8153959834999495, \"cagr_pct\": -15.894434761040255, \"entries\": 5, \"exits\": 5, \"exposure_pct\": 3.6301369863013697, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -1.7201295298088888, \"sortino\": -1.9472548576747377}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": true, \"pnl_pct\": 16.611190071808558, \"dd_pct\": -14.835547175059261, \"calmar\": 1.1205157890263893, \"cagr_pct\": 16.623464848499747, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 25.47945205479452, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.8129880215434953, \"sortino\": 1.3083047997295885}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": true, \"pnl_pct\": 71.07116933997656, \"dd_pct\": -18.39540644820795, \"calmar\": 5.684304234474297, \"cagr_pct\": 104.56508676842424, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.97810218978102, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3649567936716336, \"sortino\": 3.7148465940931232}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 19.819313685114892, \"dd_pct\": -21.10611894030121, \"calmar\": 0.9397347643748253, \"cagr_pct\": 19.834153709230996, \"entries\": 16, \"exits\": 16, \"exposure_pct\": 47.73972602739726, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 0.7904353738915879, \"sortino\": 1.189837968115636}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": 5.531737409199389, \"dd_pct\": -10.801461367673292, \"calmar\": 1.2877619054293554, \"cagr_pct\": 13.909710472256531, \"entries\": 5, \"exits\": 6, \"exposure_pct\": 42.549668874172184, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.6190602747532771, \"sortino\": 0.8090409184887859}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1037.7918295446555, \"dd_pct\": -31.8726223891442, \"calmar\": 1.0760362722799528, \"cagr_pct\": 34.29609778340129, \"entries\": 94, \"exits\": 94, \"exposure_pct\": 22.54316069057105, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.261784676983448, \"sortino\": 1.98917197679201}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 304.9666507947065, \"dd_pct\": -23.557432401889887, \"calmar\": 2.4343538466255055, \"cagr_pct\": 57.34712618416097, \"entries\": 26, \"exits\": 25, \"exposure_pct\": 12.843833185448092, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.9861155733381222, \"sortino\": 3.409207531320202}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 180.9593894489471, \"dd_pct\": -31.87262238914417, \"calmar\": 0.6952949197713327, \"cagr_pct\": 22.160872426961976, \"entries\": 68, \"exits\": 69, \"exposure_pct\": 28.342175066312997, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8750353404335756, \"sortino\": 1.3300334591407441}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 14.88312993147769, \"dd_pct\": -9.485954109197802, \"calmar\": 3.575984592288942, \"cagr_pct\": 33.92162573765132, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 15.994236311239193, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.958003552267882, \"sortino\": 4.06258620462348}]", "Additional_Threshold_Budget": 0, "Total Trades": 94, "Total P&L %": 1037.7918295446555, "Sharpe Ratio": 1.261784676983448, "Sortino Ratio": 1.98917197679201, "Calmar Ratio": 1.0760362722799528, "P&L/DD Ratio": 32.56060379575566, "Max Drawdown %": -31.8726223891442, "% In Market": 22.54316069057105, "Composite": 2.420821458264753, "Min_Trades_Floor": 25, "Sub1_Calmar": 2.4343538466255055, "Sub1_Sortino": 3.409207531320202, "Sub1_Trades": 26, "Sub2_Calmar": 0.6952949197713327, "Sub2_Sortino": 1.3300334591407441, "Sub2_Trades": 68, "WFO_Score": 2.190600395393936, "WFO_Min_Fold": 0.9397347643748253, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[1.017847, 1.120516, 5.684304, 0.939735]", "OOS_Total Trades": 2, "OOS_Total P&L %": 14.88312993147769, "OOS_Sortino Ratio": 4.06258620462348, "OOS_Calmar Ratio": 3.575984592288942, "OOS_Max Drawdown %": -9.485954109197802, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 2, "Fragile_1.0": 39, "source": "diagnostic_center", "Policy": "canonical", "center_id": "e88f6ee90cf81d784a612ff4215a3135743589b20be69bdd67edd514695b7a8e", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": true, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": true, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 465.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "20e2433b190ff45dade74c22532d4986191be2bb4ae6dc5e5398ddbc42b290ce", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 70.11509423548891, \"dd_pct\": -26.4277888701668, \"calmar\": 2.6554250155253407, \"cagr_pct\": 70.17701167086311, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2323690579296847, \"sortino\": 1.876105430374696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.709829188194243, \"dd_pct\": -20.380972080723758, \"calmar\": -0.6240112518816908, \"cagr_pct\": -12.71795590265822, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 10.479452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8030027769760538, \"sortino\": -1.0841779178407838}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.758491836726435, \"dd_pct\": -19.165094537106597, \"calmar\": 2.96407436604926, \"cagr_pct\": 56.80676544034837, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 49.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6879161200261006, \"sortino\": 2.7051772533348}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 42.06210737420828, \"dd_pct\": -26.283828640606078, \"calmar\": 2.270701729353069, \"cagr_pct\": 59.682735148243935, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 46.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4449738124205447, \"sortino\": 2.1736611306809257}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 106.03267483948522, \"dd_pct\": -9.773107533330371, \"calmar\": 10.859873293616808, \"cagr_pct\": 106.13470949685974, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.15068493150685, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6811208479036073, \"sortino\": 4.503820493849258}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.808719486316448, \"dd_pct\": -14.901031495742679, \"calmar\": -0.7541462745728721, \"cagr_pct\": -11.237557389807371, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 38.576158940397356, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.39780928905223434, \"sortino\": -0.5278127849838495}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1183.463641271527, \"dd_pct\": -62.37763215911223, \"calmar\": 0.5814977228567205, \"cagr_pct\": 36.2724510577179, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 31.349601593625497, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.042518375296311, \"sortino\": 1.5726645578442726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 97.8940687041192, \"dd_pct\": -62.37763215911223, \"calmar\": 0.39691727522460424, \"cagr_pct\": 24.758759791557473, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.918367346938776, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7772425649943759, \"sortino\": 1.1489772299786425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 548.5609445882369, \"dd_pct\": -30.361018337454947, \"calmar\": 1.437952620772642, \"cagr_pct\": 43.65770588766959, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 37.58620689655172, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2144082856144962, \"sortino\": 1.858914257180743}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.153802928316418, \"dd_pct\": -10.912878678370962, \"calmar\": 0.6190100541446911, \"cagr_pct\": 6.755181621572855, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 10.37463976945245, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153805519248703, \"sortino\": 1.0841235159241658}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": 1183.463641271527, "Sharpe Ratio": 1.042518375296311, "Sortino Ratio": 1.5726645578442726, "Calmar Ratio": 0.5814977228567205, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.37763215911223, "% In Market": 31.349601593625497, "Composite": 1.4370037638377897, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.39691727522460424, "Sub1_Sortino": 1.1489772299786425, "Sub1_Trades": 13, "Sub2_Calmar": 1.437952620772642, "Sub2_Sortino": 1.858914257180743, "Sub2_Trades": 50, "WFO_Score": 6.757649154571074, "WFO_Min_Fold": 2.6554250155253407, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.655425, 10.859873]", "OOS_Total Trades": 6, "OOS_Total P&L %": 3.153802928316418, "OOS_Sortino Ratio": 1.0841235159241658, "OOS_Calmar Ratio": 0.6190100541446911, "OOS_Max Drawdown %": -10.912878678370962, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "933c48aa6642a07a85edfa33a424e701fc72b3d0aafe85a6728fe252d6ae78c0", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 464.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "5a8eb44d296e0ddc773622939fe44a249bbbaf77e29d6a69db9bc61a0c361d57", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 70.11509423548891, \"dd_pct\": -26.4277888701668, \"calmar\": 2.6554250155253407, \"cagr_pct\": 70.17701167086311, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2323690579296847, \"sortino\": 1.876105430374696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.709829188194243, \"dd_pct\": -20.380972080723758, \"calmar\": -0.6240112518816908, \"cagr_pct\": -12.71795590265822, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 10.479452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8030027769760538, \"sortino\": -1.0841779178407838}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 58.56414129703922, \"dd_pct\": -19.165094537106597, \"calmar\": 3.058383827154743, \"cagr_pct\": 58.61421517817853, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 49.04109589041096, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.7292739000157547, \"sortino\": 2.777321304973525}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 42.06210737420828, \"dd_pct\": -26.283828640606078, \"calmar\": 2.270701729353069, \"cagr_pct\": 59.682735148243935, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 46.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4449738124205447, \"sortino\": 2.1736611306809257}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 106.03267483948522, \"dd_pct\": -9.773107533330371, \"calmar\": 10.859873293616808, \"cagr_pct\": 106.13470949685974, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.15068493150685, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6811208479036073, \"sortino\": 4.503820493849258}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.808719486316448, \"dd_pct\": -14.901031495742679, \"calmar\": -0.7541462745728721, \"cagr_pct\": -11.237557389807371, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 38.576158940397356, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.39780928905223434, \"sortino\": -0.5278127849838495}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1054.3555197188891, \"dd_pct\": -65.84043853134085, \"calmar\": 0.5244751515809605, \"cagr_pct\": 34.531673978881905, \"entries\": 64, \"exits\": 64, \"exposure_pct\": 31.889110225763613, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 0.995562640917597, \"sortino\": 1.4959836410888585}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 75.96037867639455, \"dd_pct\": -65.84043853134085, \"calmar\": 0.3052567430616256, \"cagr_pct\": 20.098237827826267, \"entries\": 14, \"exits\": 13, \"exposure_pct\": 22.382431233362908, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6638045043230864, \"sortino\": 0.974038091635791}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 556.0315045933394, \"dd_pct\": -30.361018337454947, \"calmar\": 1.4484646480848116, \"cagr_pct\": 43.97686174165819, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 37.57294429708223, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2209550092323906, \"sortino\": 1.8693933757875254}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 0.3636528515049475, \"dd_pct\": -14.856997864780919, \"calmar\": 0.051631963580200356, \"cagr_pct\": 0.7670959726654829, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 21.037463976945244, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.12454251397713727, \"sortino\": 0.19587665210371186}]", "Additional_Threshold_Budget": 0, "Total Trades": 64, "Total P&L %": 1054.3555197188891, "Sharpe Ratio": 0.995562640917597, "Sortino Ratio": 1.4959836410888585, "Calmar Ratio": 0.5244751515809605, "P&L/DD Ratio": 0.0, "Max Drawdown %": -65.84043853134085, "% In Market": 31.889110225763613, "Composite": 1.2371971781733064, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.3052567430616256, "Sub1_Sortino": 0.974038091635791, "Sub1_Trades": 14, "Sub2_Calmar": 1.4484646480848116, "Sub2_Sortino": 1.8693933757875254, "Sub2_Trades": 50, "WFO_Score": 6.757649154571074, "WFO_Min_Fold": 2.6554250155253407, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.655425, 10.859873]", "OOS_Total Trades": 6, "OOS_Total P&L %": 0.3636528515049475, "OOS_Sortino Ratio": 0.19587665210371186, "OOS_Calmar Ratio": 0.051631963580200356, "OOS_Max Drawdown %": -14.856997864780919, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 18, "source": "diagnostic_center", "Policy": "canonical", "center_id": "933c48aa6642a07a85edfa33a424e701fc72b3d0aafe85a6728fe252d6ae78c0", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 464.95, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "f625bff26a8e7da858631f8d77ecfb9b67745769ddb93935b9b081d90f15b193", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 70.11509423548891, \"dd_pct\": -26.4277888701668, \"calmar\": 2.6554250155253407, \"cagr_pct\": 70.17701167086311, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2323690579296847, \"sortino\": 1.876105430374696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.709829188194243, \"dd_pct\": -20.380972080723758, \"calmar\": -0.6240112518816908, \"cagr_pct\": -12.71795590265822, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 10.479452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8030027769760538, \"sortino\": -1.0841779178407838}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.758491836726435, \"dd_pct\": -19.165094537106597, \"calmar\": 2.96407436604926, \"cagr_pct\": 56.80676544034837, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 49.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6879161200261006, \"sortino\": 2.7051772533348}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 42.06210737420828, \"dd_pct\": -26.283828640606078, \"calmar\": 2.270701729353069, \"cagr_pct\": 59.682735148243935, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 46.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4449738124205447, \"sortino\": 2.1736611306809257}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 106.03267483948522, \"dd_pct\": -9.773107533330371, \"calmar\": 10.859873293616808, \"cagr_pct\": 106.13470949685974, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.15068493150685, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6811208479036073, \"sortino\": 4.503820493849258}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.808719486316448, \"dd_pct\": -14.901031495742679, \"calmar\": -0.7541462745728721, \"cagr_pct\": -11.237557389807371, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 38.576158940397356, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.39780928905223434, \"sortino\": -0.5278127849838495}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1183.463641271527, \"dd_pct\": -62.37763215911223, \"calmar\": 0.5814977228567205, \"cagr_pct\": 36.2724510577179, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 31.349601593625497, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.042518375296311, \"sortino\": 1.5726645578442726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 97.8940687041192, \"dd_pct\": -62.37763215911223, \"calmar\": 0.39691727522460424, \"cagr_pct\": 24.758759791557473, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.918367346938776, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7772425649943759, \"sortino\": 1.1489772299786425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 548.5609445882369, \"dd_pct\": -30.361018337454947, \"calmar\": 1.437952620772642, \"cagr_pct\": 43.65770588766959, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 37.58620689655172, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2144082856144962, \"sortino\": 1.858914257180743}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.153802928316418, \"dd_pct\": -10.912878678370962, \"calmar\": 0.6190100541446911, \"cagr_pct\": 6.755181621572855, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 10.37463976945245, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153805519248703, \"sortino\": 1.0841235159241658}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": 1183.463641271527, "Sharpe Ratio": 1.042518375296311, "Sortino Ratio": 1.5726645578442726, "Calmar Ratio": 0.5814977228567205, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.37763215911223, "% In Market": 31.349601593625497, "Composite": 1.4370037638377897, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.39691727522460424, "Sub1_Sortino": 1.1489772299786425, "Sub1_Trades": 13, "Sub2_Calmar": 1.437952620772642, "Sub2_Sortino": 1.858914257180743, "Sub2_Trades": 50, "WFO_Score": 6.757649154571074, "WFO_Min_Fold": 2.6554250155253407, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.655425, 10.859873]", "OOS_Total Trades": 6, "OOS_Total P&L %": 3.153802928316418, "OOS_Sortino Ratio": 1.0841235159241658, "OOS_Calmar Ratio": 0.6190100541446911, "OOS_Max Drawdown %": -10.912878678370962, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "933c48aa6642a07a85edfa33a424e701fc72b3d0aafe85a6728fe252d6ae78c0", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 465.05, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "5d5aa4aa730aa377607a4c423d8075c0cd9d9fcdde7ab314831d4e49e392bbcc", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 70.11509423548891, \"dd_pct\": -26.4277888701668, \"calmar\": 2.6554250155253407, \"cagr_pct\": 70.17701167086311, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2323690579296847, \"sortino\": 1.876105430374696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.709829188194243, \"dd_pct\": -20.380972080723758, \"calmar\": -0.6240112518816908, \"cagr_pct\": -12.71795590265822, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 10.479452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8030027769760538, \"sortino\": -1.0841779178407838}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.758491836726435, \"dd_pct\": -19.165094537106597, \"calmar\": 2.96407436604926, \"cagr_pct\": 56.80676544034837, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 49.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6879161200261006, \"sortino\": 2.7051772533348}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 42.06210737420828, \"dd_pct\": -26.283828640606078, \"calmar\": 2.270701729353069, \"cagr_pct\": 59.682735148243935, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 46.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4449738124205447, \"sortino\": 2.1736611306809257}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 106.03267483948522, \"dd_pct\": -9.773107533330371, \"calmar\": 10.859873293616808, \"cagr_pct\": 106.13470949685974, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.15068493150685, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6811208479036073, \"sortino\": 4.503820493849258}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.808719486316448, \"dd_pct\": -14.901031495742679, \"calmar\": -0.7541462745728721, \"cagr_pct\": -11.237557389807371, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 38.576158940397356, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.39780928905223434, \"sortino\": -0.5278127849838495}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1183.463641271527, \"dd_pct\": -62.37763215911223, \"calmar\": 0.5814977228567205, \"cagr_pct\": 36.2724510577179, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 31.349601593625497, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.042518375296311, \"sortino\": 1.5726645578442726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 97.8940687041192, \"dd_pct\": -62.37763215911223, \"calmar\": 0.39691727522460424, \"cagr_pct\": 24.758759791557473, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.918367346938776, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7772425649943759, \"sortino\": 1.1489772299786425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 548.5609445882369, \"dd_pct\": -30.361018337454947, \"calmar\": 1.437952620772642, \"cagr_pct\": 43.65770588766959, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 37.58620689655172, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2144082856144962, \"sortino\": 1.858914257180743}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.153802928316418, \"dd_pct\": -10.912878678370962, \"calmar\": 0.6190100541446911, \"cagr_pct\": 6.755181621572855, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 10.37463976945245, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153805519248703, \"sortino\": 1.0841235159241658}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": 1183.463641271527, "Sharpe Ratio": 1.042518375296311, "Sortino Ratio": 1.5726645578442726, "Calmar Ratio": 0.5814977228567205, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.37763215911223, "% In Market": 31.349601593625497, "Composite": 1.4370037638377897, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.39691727522460424, "Sub1_Sortino": 1.1489772299786425, "Sub1_Trades": 13, "Sub2_Calmar": 1.437952620772642, "Sub2_Sortino": 1.858914257180743, "Sub2_Trades": 50, "WFO_Score": 6.757649154571074, "WFO_Min_Fold": 2.6554250155253407, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.655425, 10.859873]", "OOS_Total Trades": 6, "OOS_Total P&L %": 3.153802928316418, "OOS_Sortino Ratio": 1.0841235159241658, "OOS_Calmar Ratio": 0.6190100541446911, "OOS_Max Drawdown %": -10.912878678370962, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "933c48aa6642a07a85edfa33a424e701fc72b3d0aafe85a6728fe252d6ae78c0", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 466.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "cd03dd0ea88aa85232e0f3bfeda2a4884128b82a672ed2ac90854ebaf259e651", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 70.11509423548891, \"dd_pct\": -26.4277888701668, \"calmar\": 2.6554250155253407, \"cagr_pct\": 70.17701167086311, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2323690579296847, \"sortino\": 1.876105430374696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.709829188194243, \"dd_pct\": -20.380972080723758, \"calmar\": -0.6240112518816908, \"cagr_pct\": -12.71795590265822, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 10.479452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8030027769760538, \"sortino\": -1.0841779178407838}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.758491836726435, \"dd_pct\": -19.165094537106597, \"calmar\": 2.96407436604926, \"cagr_pct\": 56.80676544034837, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 49.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6879161200261006, \"sortino\": 2.7051772533348}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 42.06210737420828, \"dd_pct\": -26.283828640606078, \"calmar\": 2.270701729353069, \"cagr_pct\": 59.682735148243935, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 46.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4449738124205447, \"sortino\": 2.1736611306809257}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 102.42114857574474, \"dd_pct\": -9.90408774780981, \"calmar\": 10.351174610795171, \"cagr_pct\": 102.51894163821642, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.42465753424658, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6149252761317676, \"sortino\": 4.3802033790873915}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.808719486316448, \"dd_pct\": -14.901031495742679, \"calmar\": -0.7541462745728721, \"cagr_pct\": -11.237557389807371, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 38.576158940397356, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.39780928905223434, \"sortino\": -0.5278127849838495}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1160.9659347663853, \"dd_pct\": -62.37763215911223, \"calmar\": 0.5768178077212495, \"cagr_pct\": 35.980529032861625, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 31.382802124833997, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0364426068434565, \"sortino\": 1.5632572426020424}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 97.8940687041192, \"dd_pct\": -62.37763215911223, \"calmar\": 0.39691727522460424, \"cagr_pct\": 24.758759791557473, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.918367346938776, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7772425649943759, \"sortino\": 1.1489772299786425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 537.1923843011776, \"dd_pct\": -30.361018337454947, \"calmar\": 1.4217667258697935, \"cagr_pct\": 43.166285635716086, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 37.639257294429704, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.204369629727036, \"sortino\": 1.8430406578557967}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.153802928316418, \"dd_pct\": -10.912878678370962, \"calmar\": 0.6190100541446911, \"cagr_pct\": 6.755181621572855, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 10.37463976945245, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153805519248703, \"sortino\": 1.0841235159241658}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": 1160.9659347663853, "Sharpe Ratio": 1.0364426068434565, "Sortino Ratio": 1.5632572426020424, "Calmar Ratio": 0.5768178077212495, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.37763215911223, "% In Market": 31.382802124833997, "Composite": 1.4079974831240143, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.39691727522460424, "Sub1_Sortino": 1.1489772299786425, "Sub1_Trades": 13, "Sub2_Calmar": 1.4217667258697935, "Sub2_Sortino": 1.8430406578557967, "Sub2_Trades": 50, "WFO_Score": 6.503299813160256, "WFO_Min_Fold": 2.6554250155253407, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.655425, 10.351175]", "OOS_Total Trades": 6, "OOS_Total P&L %": 3.153802928316418, "OOS_Sortino Ratio": 1.0841235159241658, "OOS_Calmar Ratio": 0.6190100541446911, "OOS_Max Drawdown %": -10.912878678370962, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 17, "source": "diagnostic_center", "Policy": "canonical", "center_id": "933c48aa6642a07a85edfa33a424e701fc72b3d0aafe85a6728fe252d6ae78c0", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 465.0, "i_long_exit_activation_threshold": 209.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "d814d6d06eb79c76f68697e3d14cb902eb5da5bb3a53cb6739d7bf6906014c3b", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 70.11509423548891, \"dd_pct\": -26.4277888701668, \"calmar\": 2.6554250155253407, \"cagr_pct\": 70.17701167086311, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2323690579296847, \"sortino\": 1.876105430374696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.709829188194243, \"dd_pct\": -20.380972080723758, \"calmar\": -0.6240112518816908, \"cagr_pct\": -12.71795590265822, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 10.479452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8030027769760538, \"sortino\": -1.0841779178407838}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.758491836726435, \"dd_pct\": -19.165094537106597, \"calmar\": 2.96407436604926, \"cagr_pct\": 56.80676544034837, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 49.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6879161200261006, \"sortino\": 2.7051772533348}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 42.06210737420828, \"dd_pct\": -26.283828640606078, \"calmar\": 2.270701729353069, \"cagr_pct\": 59.682735148243935, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 46.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4449738124205447, \"sortino\": 2.1736611306809257}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 106.03267483948522, \"dd_pct\": -9.773107533330371, \"calmar\": 10.859873293616808, \"cagr_pct\": 106.13470949685974, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.15068493150685, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6811208479036073, \"sortino\": 4.503820493849258}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.808719486316448, \"dd_pct\": -14.901031495742679, \"calmar\": -0.7541462745728721, \"cagr_pct\": -11.237557389807371, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 38.576158940397356, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.39780928905223434, \"sortino\": -0.5278127849838495}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1183.463641271527, \"dd_pct\": -62.37763215911223, \"calmar\": 0.5814977228567205, \"cagr_pct\": 36.2724510577179, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 31.349601593625497, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.042518375296311, \"sortino\": 1.5726645578442726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 97.8940687041192, \"dd_pct\": -62.37763215911223, \"calmar\": 0.39691727522460424, \"cagr_pct\": 24.758759791557473, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.918367346938776, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7772425649943759, \"sortino\": 1.1489772299786425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 548.5609445882369, \"dd_pct\": -30.361018337454947, \"calmar\": 1.437952620772642, \"cagr_pct\": 43.65770588766959, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 37.58620689655172, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2144082856144962, \"sortino\": 1.858914257180743}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.153802928316418, \"dd_pct\": -10.912878678370962, \"calmar\": 0.6190100541446911, \"cagr_pct\": 6.755181621572855, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 10.37463976945245, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153805519248703, \"sortino\": 1.0841235159241658}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": 1183.463641271527, "Sharpe Ratio": 1.042518375296311, "Sortino Ratio": 1.5726645578442726, "Calmar Ratio": 0.5814977228567205, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.37763215911223, "% In Market": 31.349601593625497, "Composite": 1.4370037638377897, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.39691727522460424, "Sub1_Sortino": 1.1489772299786425, "Sub1_Trades": 13, "Sub2_Calmar": 1.437952620772642, "Sub2_Sortino": 1.858914257180743, "Sub2_Trades": 50, "WFO_Score": 6.757649154571074, "WFO_Min_Fold": 2.6554250155253407, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.655425, 10.859873]", "OOS_Total Trades": 6, "OOS_Total P&L %": 3.153802928316418, "OOS_Sortino Ratio": 1.0841235159241658, "OOS_Calmar Ratio": 0.6190100541446911, "OOS_Max Drawdown %": -10.912878678370962, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "933c48aa6642a07a85edfa33a424e701fc72b3d0aafe85a6728fe252d6ae78c0", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 465.0, "i_long_exit_activation_threshold": 209.95, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "6d15d61f1eb444b225c803df5ba3f9d4720e84d710da3f39bd4f833ae808ed78", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 70.11509423548891, \"dd_pct\": -26.4277888701668, \"calmar\": 2.6554250155253407, \"cagr_pct\": 70.17701167086311, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2323690579296847, \"sortino\": 1.876105430374696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.709829188194243, \"dd_pct\": -20.380972080723758, \"calmar\": -0.6240112518816908, \"cagr_pct\": -12.71795590265822, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 10.479452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8030027769760538, \"sortino\": -1.0841779178407838}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.758491836726435, \"dd_pct\": -19.165094537106597, \"calmar\": 2.96407436604926, \"cagr_pct\": 56.80676544034837, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 49.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6879161200261006, \"sortino\": 2.7051772533348}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 42.06210737420828, \"dd_pct\": -26.283828640606078, \"calmar\": 2.270701729353069, \"cagr_pct\": 59.682735148243935, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 46.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4449738124205447, \"sortino\": 2.1736611306809257}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 106.03267483948522, \"dd_pct\": -9.773107533330371, \"calmar\": 10.859873293616808, \"cagr_pct\": 106.13470949685974, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.15068493150685, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6811208479036073, \"sortino\": 4.503820493849258}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.808719486316448, \"dd_pct\": -14.901031495742679, \"calmar\": -0.7541462745728721, \"cagr_pct\": -11.237557389807371, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 38.576158940397356, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.39780928905223434, \"sortino\": -0.5278127849838495}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1183.463641271527, \"dd_pct\": -62.37763215911223, \"calmar\": 0.5814977228567205, \"cagr_pct\": 36.2724510577179, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 31.349601593625497, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.042518375296311, \"sortino\": 1.5726645578442726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 97.8940687041192, \"dd_pct\": -62.37763215911223, \"calmar\": 0.39691727522460424, \"cagr_pct\": 24.758759791557473, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.918367346938776, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7772425649943759, \"sortino\": 1.1489772299786425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 548.5609445882369, \"dd_pct\": -30.361018337454947, \"calmar\": 1.437952620772642, \"cagr_pct\": 43.65770588766959, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 37.58620689655172, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2144082856144962, \"sortino\": 1.858914257180743}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.153802928316418, \"dd_pct\": -10.912878678370962, \"calmar\": 0.6190100541446911, \"cagr_pct\": 6.755181621572855, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 10.37463976945245, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153805519248703, \"sortino\": 1.0841235159241658}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": 1183.463641271527, "Sharpe Ratio": 1.042518375296311, "Sortino Ratio": 1.5726645578442726, "Calmar Ratio": 0.5814977228567205, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.37763215911223, "% In Market": 31.349601593625497, "Composite": 1.4370037638377897, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.39691727522460424, "Sub1_Sortino": 1.1489772299786425, "Sub1_Trades": 13, "Sub2_Calmar": 1.437952620772642, "Sub2_Sortino": 1.858914257180743, "Sub2_Trades": 50, "WFO_Score": 6.757649154571074, "WFO_Min_Fold": 2.6554250155253407, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.655425, 10.859873]", "OOS_Total Trades": 6, "OOS_Total P&L %": 3.153802928316418, "OOS_Sortino Ratio": 1.0841235159241658, "OOS_Calmar Ratio": 0.6190100541446911, "OOS_Max Drawdown %": -10.912878678370962, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 23, "source": "diagnostic_center", "Policy": "canonical", "center_id": "933c48aa6642a07a85edfa33a424e701fc72b3d0aafe85a6728fe252d6ae78c0", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 465.0, "i_long_exit_activation_threshold": 210.05, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "a390d9754ce3db0b30ed2daa12b9bed8006b03d67ccd1591388809da7e006193", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 70.11509423548891, \"dd_pct\": -26.4277888701668, \"calmar\": 2.6554250155253407, \"cagr_pct\": 70.17701167086311, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2323690579296847, \"sortino\": 1.876105430374696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.709829188194243, \"dd_pct\": -20.380972080723758, \"calmar\": -0.6240112518816908, \"cagr_pct\": -12.71795590265822, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 10.479452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8030027769760538, \"sortino\": -1.0841779178407838}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.758491836726435, \"dd_pct\": -19.165094537106597, \"calmar\": 2.96407436604926, \"cagr_pct\": 56.80676544034837, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 49.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6879161200261006, \"sortino\": 2.7051772533348}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 42.06210737420828, \"dd_pct\": -26.283828640606078, \"calmar\": 2.270701729353069, \"cagr_pct\": 59.682735148243935, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 46.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4449738124205447, \"sortino\": 2.1736611306809257}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 106.03267483948522, \"dd_pct\": -9.773107533330371, \"calmar\": 10.859873293616808, \"cagr_pct\": 106.13470949685974, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.15068493150685, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6811208479036073, \"sortino\": 4.503820493849258}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.808719486316448, \"dd_pct\": -14.901031495742679, \"calmar\": -0.7541462745728721, \"cagr_pct\": -11.237557389807371, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 38.576158940397356, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.39780928905223434, \"sortino\": -0.5278127849838495}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1183.463641271527, \"dd_pct\": -62.37763215911223, \"calmar\": 0.5814977228567205, \"cagr_pct\": 36.2724510577179, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 31.349601593625497, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.042518375296311, \"sortino\": 1.5726645578442726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 97.8940687041192, \"dd_pct\": -62.37763215911223, \"calmar\": 0.39691727522460424, \"cagr_pct\": 24.758759791557473, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.918367346938776, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7772425649943759, \"sortino\": 1.1489772299786425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 548.5609445882369, \"dd_pct\": -30.361018337454947, \"calmar\": 1.437952620772642, \"cagr_pct\": 43.65770588766959, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 37.58620689655172, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2144082856144962, \"sortino\": 1.858914257180743}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.153802928316418, \"dd_pct\": -10.912878678370962, \"calmar\": 0.6190100541446911, \"cagr_pct\": 6.755181621572855, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 10.37463976945245, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153805519248703, \"sortino\": 1.0841235159241658}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": 1183.463641271527, "Sharpe Ratio": 1.042518375296311, "Sortino Ratio": 1.5726645578442726, "Calmar Ratio": 0.5814977228567205, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.37763215911223, "% In Market": 31.349601593625497, "Composite": 1.4370037638377897, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.39691727522460424, "Sub1_Sortino": 1.1489772299786425, "Sub1_Trades": 13, "Sub2_Calmar": 1.437952620772642, "Sub2_Sortino": 1.858914257180743, "Sub2_Trades": 50, "WFO_Score": 6.757649154571074, "WFO_Min_Fold": 2.6554250155253407, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.655425, 10.859873]", "OOS_Total Trades": 6, "OOS_Total P&L %": 3.153802928316418, "OOS_Sortino Ratio": 1.0841235159241658, "OOS_Calmar Ratio": 0.6190100541446911, "OOS_Max Drawdown %": -10.912878678370962, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "933c48aa6642a07a85edfa33a424e701fc72b3d0aafe85a6728fe252d6ae78c0", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 465.0, "i_long_exit_activation_threshold": 211.0, "i_long_exit_activation_confirmation_threshold": 30.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "352bcc713a648509d9502e24a30f4a94e09352c76c13a331f269292fbe112f43", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 70.11509423548891, \"dd_pct\": -26.4277888701668, \"calmar\": 2.6554250155253407, \"cagr_pct\": 70.17701167086311, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2323690579296847, \"sortino\": 1.876105430374696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.709829188194243, \"dd_pct\": -20.380972080723758, \"calmar\": -0.6240112518816908, \"cagr_pct\": -12.71795590265822, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 10.479452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8030027769760538, \"sortino\": -1.0841779178407838}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.758491836726435, \"dd_pct\": -19.165094537106597, \"calmar\": 2.96407436604926, \"cagr_pct\": 56.80676544034837, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 49.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6879161200261006, \"sortino\": 2.7051772533348}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 42.06210737420828, \"dd_pct\": -26.283828640606078, \"calmar\": 2.270701729353069, \"cagr_pct\": 59.682735148243935, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 46.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4449738124205447, \"sortino\": 2.1736611306809257}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 106.03267483948522, \"dd_pct\": -9.773107533330371, \"calmar\": 10.859873293616808, \"cagr_pct\": 106.13470949685974, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.15068493150685, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6811208479036073, \"sortino\": 4.503820493849258}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.808719486316448, \"dd_pct\": -14.901031495742679, \"calmar\": -0.7541462745728721, \"cagr_pct\": -11.237557389807371, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 38.576158940397356, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.39780928905223434, \"sortino\": -0.5278127849838495}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1183.463641271527, \"dd_pct\": -62.37763215911223, \"calmar\": 0.5814977228567205, \"cagr_pct\": 36.2724510577179, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 31.349601593625497, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.042518375296311, \"sortino\": 1.5726645578442726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 97.8940687041192, \"dd_pct\": -62.37763215911223, \"calmar\": 0.39691727522460424, \"cagr_pct\": 24.758759791557473, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.918367346938776, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7772425649943759, \"sortino\": 1.1489772299786425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 548.5609445882369, \"dd_pct\": -30.361018337454947, \"calmar\": 1.437952620772642, \"cagr_pct\": 43.65770588766959, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 37.58620689655172, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2144082856144962, \"sortino\": 1.858914257180743}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.153802928316418, \"dd_pct\": -10.912878678370962, \"calmar\": 0.6190100541446911, \"cagr_pct\": 6.755181621572855, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 10.37463976945245, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153805519248703, \"sortino\": 1.0841235159241658}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": 1183.463641271527, "Sharpe Ratio": 1.042518375296311, "Sortino Ratio": 1.5726645578442726, "Calmar Ratio": 0.5814977228567205, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.37763215911223, "% In Market": 31.349601593625497, "Composite": 1.4370037638377897, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.39691727522460424, "Sub1_Sortino": 1.1489772299786425, "Sub1_Trades": 13, "Sub2_Calmar": 1.437952620772642, "Sub2_Sortino": 1.858914257180743, "Sub2_Trades": 50, "WFO_Score": 6.757649154571074, "WFO_Min_Fold": 2.6554250155253407, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.655425, 10.859873]", "OOS_Total Trades": 6, "OOS_Total P&L %": 3.153802928316418, "OOS_Sortino Ratio": 1.0841235159241658, "OOS_Calmar Ratio": 0.6190100541446911, "OOS_Max Drawdown %": -10.912878678370962, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 1, "Fragile_1.0": 20, "source": "diagnostic_center", "Policy": "canonical", "center_id": "933c48aa6642a07a85edfa33a424e701fc72b3d0aafe85a6728fe252d6ae78c0", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": false, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 465.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 29.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "31ddb3c33240d78047e5d42d8ba105064ca16c8b4be7dd1052946bcc32ef7e46", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 70.11509423548891, \"dd_pct\": -26.4277888701668, \"calmar\": 2.6554250155253407, \"cagr_pct\": 70.17701167086311, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2323690579296847, \"sortino\": 1.876105430374696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.709829188194243, \"dd_pct\": -20.380972080723758, \"calmar\": -0.6240112518816908, \"cagr_pct\": -12.71795590265822, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 10.479452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8030027769760538, \"sortino\": -1.0841779178407838}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.758491836726435, \"dd_pct\": -19.165094537106597, \"calmar\": 2.96407436604926, \"cagr_pct\": 56.80676544034837, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 49.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6879161200261006, \"sortino\": 2.7051772533348}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 42.06210737420828, \"dd_pct\": -26.283828640606078, \"calmar\": 2.270701729353069, \"cagr_pct\": 59.682735148243935, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 46.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4449738124205447, \"sortino\": 2.1736611306809257}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 106.03267483948522, \"dd_pct\": -9.773107533330371, \"calmar\": 10.859873293616808, \"cagr_pct\": 106.13470949685974, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.15068493150685, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6811208479036073, \"sortino\": 4.503820493849258}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.808719486316448, \"dd_pct\": -14.901031495742679, \"calmar\": -0.7541462745728721, \"cagr_pct\": -11.237557389807371, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 38.576158940397356, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.39780928905223434, \"sortino\": -0.5278127849838495}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1183.463641271527, \"dd_pct\": -62.37763215911223, \"calmar\": 0.5814977228567205, \"cagr_pct\": 36.2724510577179, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 31.349601593625497, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.042518375296311, \"sortino\": 1.5726645578442726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 97.8940687041192, \"dd_pct\": -62.37763215911223, \"calmar\": 0.39691727522460424, \"cagr_pct\": 24.758759791557473, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.918367346938776, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7772425649943759, \"sortino\": 1.1489772299786425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 548.5609445882369, \"dd_pct\": -30.361018337454947, \"calmar\": 1.437952620772642, \"cagr_pct\": 43.65770588766959, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 37.58620689655172, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2144082856144962, \"sortino\": 1.858914257180743}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.153802928316418, \"dd_pct\": -10.912878678370962, \"calmar\": 0.6190100541446911, \"cagr_pct\": 6.755181621572855, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 10.37463976945245, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153805519248703, \"sortino\": 1.0841235159241658}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": 1183.463641271527, "Sharpe Ratio": 1.042518375296311, "Sortino Ratio": 1.5726645578442726, "Calmar Ratio": 0.5814977228567205, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.37763215911223, "% In Market": 31.349601593625497, "Composite": 1.4370037638377897, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.39691727522460424, "Sub1_Sortino": 1.1489772299786425, "Sub1_Trades": 13, "Sub2_Calmar": 1.437952620772642, "Sub2_Sortino": 1.858914257180743, "Sub2_Trades": 50, "WFO_Score": 6.757649154571074, "WFO_Min_Fold": 2.6554250155253407, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.655425, 10.859873]", "OOS_Total Trades": 6, "OOS_Total P&L %": 3.153802928316418, "OOS_Sortino Ratio": 1.0841235159241658, "OOS_Calmar Ratio": 0.6190100541446911, "OOS_Max Drawdown %": -10.912878678370962, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "933c48aa6642a07a85edfa33a424e701fc72b3d0aafe85a6728fe252d6ae78c0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 465.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 29.95, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "4de189bb31a3c85402145bb2337d9aa3f3bb6f7a076a225628bef72a8d247a52", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 70.11509423548891, \"dd_pct\": -26.4277888701668, \"calmar\": 2.6554250155253407, \"cagr_pct\": 70.17701167086311, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2323690579296847, \"sortino\": 1.876105430374696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.709829188194243, \"dd_pct\": -20.380972080723758, \"calmar\": -0.6240112518816908, \"cagr_pct\": -12.71795590265822, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 10.479452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8030027769760538, \"sortino\": -1.0841779178407838}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.758491836726435, \"dd_pct\": -19.165094537106597, \"calmar\": 2.96407436604926, \"cagr_pct\": 56.80676544034837, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 49.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6879161200261006, \"sortino\": 2.7051772533348}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 42.06210737420828, \"dd_pct\": -26.283828640606078, \"calmar\": 2.270701729353069, \"cagr_pct\": 59.682735148243935, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 46.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4449738124205447, \"sortino\": 2.1736611306809257}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 106.03267483948522, \"dd_pct\": -9.773107533330371, \"calmar\": 10.859873293616808, \"cagr_pct\": 106.13470949685974, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.15068493150685, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6811208479036073, \"sortino\": 4.503820493849258}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.808719486316448, \"dd_pct\": -14.901031495742679, \"calmar\": -0.7541462745728721, \"cagr_pct\": -11.237557389807371, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 38.576158940397356, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.39780928905223434, \"sortino\": -0.5278127849838495}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1183.463641271527, \"dd_pct\": -62.37763215911223, \"calmar\": 0.5814977228567205, \"cagr_pct\": 36.2724510577179, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 31.349601593625497, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.042518375296311, \"sortino\": 1.5726645578442726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 97.8940687041192, \"dd_pct\": -62.37763215911223, \"calmar\": 0.39691727522460424, \"cagr_pct\": 24.758759791557473, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.918367346938776, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7772425649943759, \"sortino\": 1.1489772299786425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 548.5609445882369, \"dd_pct\": -30.361018337454947, \"calmar\": 1.437952620772642, \"cagr_pct\": 43.65770588766959, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 37.58620689655172, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2144082856144962, \"sortino\": 1.858914257180743}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.153802928316418, \"dd_pct\": -10.912878678370962, \"calmar\": 0.6190100541446911, \"cagr_pct\": 6.755181621572855, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 10.37463976945245, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153805519248703, \"sortino\": 1.0841235159241658}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": 1183.463641271527, "Sharpe Ratio": 1.042518375296311, "Sortino Ratio": 1.5726645578442726, "Calmar Ratio": 0.5814977228567205, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.37763215911223, "% In Market": 31.349601593625497, "Composite": 1.4370037638377897, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.39691727522460424, "Sub1_Sortino": 1.1489772299786425, "Sub1_Trades": 13, "Sub2_Calmar": 1.437952620772642, "Sub2_Sortino": 1.858914257180743, "Sub2_Trades": 50, "WFO_Score": 6.757649154571074, "WFO_Min_Fold": 2.6554250155253407, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.655425, 10.859873]", "OOS_Total Trades": 6, "OOS_Total P&L %": 3.153802928316418, "OOS_Sortino Ratio": 1.0841235159241658, "OOS_Calmar Ratio": 0.6190100541446911, "OOS_Max Drawdown %": -10.912878678370962, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "933c48aa6642a07a85edfa33a424e701fc72b3d0aafe85a6728fe252d6ae78c0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 465.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 30.05, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "10c52477c08708a76208af2d3823a393b91db95c0b9bbf1e5d97dc259709a992", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 70.11509423548891, \"dd_pct\": -26.4277888701668, \"calmar\": 2.6554250155253407, \"cagr_pct\": 70.17701167086311, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2323690579296847, \"sortino\": 1.876105430374696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.709829188194243, \"dd_pct\": -20.380972080723758, \"calmar\": -0.6240112518816908, \"cagr_pct\": -12.71795590265822, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 10.479452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8030027769760538, \"sortino\": -1.0841779178407838}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.758491836726435, \"dd_pct\": -19.165094537106597, \"calmar\": 2.96407436604926, \"cagr_pct\": 56.80676544034837, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 49.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6879161200261006, \"sortino\": 2.7051772533348}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 42.06210737420828, \"dd_pct\": -26.283828640606078, \"calmar\": 2.270701729353069, \"cagr_pct\": 59.682735148243935, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 46.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4449738124205447, \"sortino\": 2.1736611306809257}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 106.03267483948522, \"dd_pct\": -9.773107533330371, \"calmar\": 10.859873293616808, \"cagr_pct\": 106.13470949685974, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.15068493150685, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6811208479036073, \"sortino\": 4.503820493849258}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.808719486316448, \"dd_pct\": -14.901031495742679, \"calmar\": -0.7541462745728721, \"cagr_pct\": -11.237557389807371, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 38.576158940397356, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.39780928905223434, \"sortino\": -0.5278127849838495}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1183.463641271527, \"dd_pct\": -62.37763215911223, \"calmar\": 0.5814977228567205, \"cagr_pct\": 36.2724510577179, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 31.349601593625497, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.042518375296311, \"sortino\": 1.5726645578442726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 97.8940687041192, \"dd_pct\": -62.37763215911223, \"calmar\": 0.39691727522460424, \"cagr_pct\": 24.758759791557473, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.918367346938776, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7772425649943759, \"sortino\": 1.1489772299786425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 548.5609445882369, \"dd_pct\": -30.361018337454947, \"calmar\": 1.437952620772642, \"cagr_pct\": 43.65770588766959, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 37.58620689655172, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2144082856144962, \"sortino\": 1.858914257180743}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.153802928316418, \"dd_pct\": -10.912878678370962, \"calmar\": 0.6190100541446911, \"cagr_pct\": 6.755181621572855, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 10.37463976945245, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153805519248703, \"sortino\": 1.0841235159241658}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": 1183.463641271527, "Sharpe Ratio": 1.042518375296311, "Sortino Ratio": 1.5726645578442726, "Calmar Ratio": 0.5814977228567205, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.37763215911223, "% In Market": 31.349601593625497, "Composite": 1.4370037638377897, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.39691727522460424, "Sub1_Sortino": 1.1489772299786425, "Sub1_Trades": 13, "Sub2_Calmar": 1.437952620772642, "Sub2_Sortino": 1.858914257180743, "Sub2_Trades": 50, "WFO_Score": 6.757649154571074, "WFO_Min_Fold": 2.6554250155253407, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.655425, 10.859873]", "OOS_Total Trades": 6, "OOS_Total P&L %": 3.153802928316418, "OOS_Sortino Ratio": 1.0841235159241658, "OOS_Calmar Ratio": 0.6190100541446911, "OOS_Max Drawdown %": -10.912878678370962, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 24, "source": "diagnostic_center", "Policy": "canonical", "center_id": "933c48aa6642a07a85edfa33a424e701fc72b3d0aafe85a6728fe252d6ae78c0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9191.json", "i_long_entry_activation_threshold": 465.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 31.0, "i_trailing_stop_threshold": 30.0, "i_use_long_exit_confirmation": true, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": true, "i_exit_score_window": 1, "i_entry_score_window": 5, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "fc90a50a9d2ca859e6d4472cda9e1577234dc5e9fdf2fb59c280e893a1b41d1a", "Evaluation_Status": "complete", "Evaluation_Key": "2aa4ae0ef44531e856df43f8bdb31a7a8b5a4f69ec945c36804676f574f118c2", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 70.11509423548891, \"dd_pct\": -26.4277888701668, \"calmar\": 2.6554250155253407, \"cagr_pct\": 70.17701167086311, \"entries\": 12, \"exits\": 12, \"exposure_pct\": 40.136986301369866, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": true, \"sharpe\": 1.2323690579296847, \"sortino\": 1.876105430374696}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -12.709829188194243, \"dd_pct\": -20.380972080723758, \"calmar\": -0.6240112518816908, \"cagr_pct\": -12.71795590265822, \"entries\": 3, \"exits\": 4, \"exposure_pct\": 10.479452054794521, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8030027769760538, \"sortino\": -1.0841779178407838}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 56.758491836726435, \"dd_pct\": -19.165094537106597, \"calmar\": 2.96407436604926, \"cagr_pct\": 56.80676544034837, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 49.109589041095894, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.6879161200261006, \"sortino\": 2.7051772533348}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 42.06210737420828, \"dd_pct\": -26.283828640606078, \"calmar\": 2.270701729353069, \"cagr_pct\": 59.682735148243935, \"entries\": 9, \"exits\": 9, \"exposure_pct\": 46.98905109489051, \"years\": 0.7501711156741958, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.4449738124205447, \"sortino\": 2.1736611306809257}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": true, \"pnl_pct\": 106.03267483948522, \"dd_pct\": -9.773107533330371, \"calmar\": 10.859873293616808, \"cagr_pct\": 106.13470949685974, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 43.15068493150685, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.6811208479036073, \"sortino\": 4.503820493849258}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -4.808719486316448, \"dd_pct\": -14.901031495742679, \"calmar\": -0.7541462745728721, \"cagr_pct\": -11.237557389807371, \"entries\": 4, \"exits\": 5, \"exposure_pct\": 38.576158940397356, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.39780928905223434, \"sortino\": -0.5278127849838495}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1183.463641271527, \"dd_pct\": -62.37763215911223, \"calmar\": 0.5814977228567205, \"cagr_pct\": 36.2724510577179, \"entries\": 63, \"exits\": 63, \"exposure_pct\": 31.349601593625497, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.042518375296311, \"sortino\": 1.5726645578442726}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 97.8940687041192, \"dd_pct\": -62.37763215911223, \"calmar\": 0.39691727522460424, \"cagr_pct\": 24.758759791557473, \"entries\": 13, \"exits\": 12, \"exposure_pct\": 20.918367346938776, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.7772425649943759, \"sortino\": 1.1489772299786425}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 548.5609445882369, \"dd_pct\": -30.361018337454947, \"calmar\": 1.437952620772642, \"cagr_pct\": 43.65770588766959, \"entries\": 50, \"exits\": 51, \"exposure_pct\": 37.58620689655172, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.2144082856144962, \"sortino\": 1.858914257180743}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 3.153802928316418, \"dd_pct\": -10.912878678370962, \"calmar\": 0.6190100541446911, \"cagr_pct\": 6.755181621572855, \"entries\": 6, \"exits\": 5, \"exposure_pct\": 10.37463976945245, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 0.6153805519248703, \"sortino\": 1.0841235159241658}]", "Additional_Threshold_Budget": 0, "Total Trades": 63, "Total P&L %": 1183.463641271527, "Sharpe Ratio": 1.042518375296311, "Sortino Ratio": 1.5726645578442726, "Calmar Ratio": 0.5814977228567205, "P&L/DD Ratio": 0.0, "Max Drawdown %": -62.37763215911223, "% In Market": 31.349601593625497, "Composite": 1.4370037638377897, "Min_Trades_Floor": 25, "Sub1_Calmar": 0.39691727522460424, "Sub1_Sortino": 1.1489772299786425, "Sub1_Trades": 13, "Sub2_Calmar": 1.437952620772642, "Sub2_Sortino": 1.858914257180743, "Sub2_Trades": 50, "WFO_Score": 6.757649154571074, "WFO_Min_Fold": 2.6554250155253407, "WFO_Neg_Folds": 0, "WFO_Fold_Calmars": "[2.655425, 10.859873]", "OOS_Total Trades": 6, "OOS_Total P&L %": 3.153802928316418, "OOS_Sortino Ratio": 1.0841235159241658, "OOS_Calmar Ratio": 0.6190100541446911, "OOS_Max Drawdown %": -10.912878678370962, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 25, "source": "diagnostic_center", "Policy": "canonical", "center_id": "933c48aa6642a07a85edfa33a424e701fc72b3d0aafe85a6728fe252d6ae78c0", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": true, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -30.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "fb19dbfc74f8064707d2c72c661ccf176284815855985d44c2f094fcd24a6543", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.554917241350914, \"dd_pct\": -43.03701718543692, \"calmar\": 1.4082526223486993, \"cagr_pct\": 60.60699230945759, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.132267076408074, \"sortino\": 1.654006876863222}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.272568677589023, \"dd_pct\": -26.01874365267468, \"calmar\": -0.3950701898553562, \"cagr_pct\": -10.27922999466003, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.726027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2639190835618738, \"sortino\": -0.3685005255160143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.29535409176049, \"dd_pct\": -28.39230965815863, \"calmar\": 1.6319025228748494, \"cagr_pct\": 46.333481761393024, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.271964104912364, \"sortino\": 1.996897973000341}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.953095495159182, \"dd_pct\": -23.026039301529934, \"calmar\": 1.3772232015161567, \"cagr_pct\": 31.7119955650899, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8614995836949279, \"sortino\": 1.2509282851100834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 36.35606278838617, \"dd_pct\": -27.36435214490609, \"calmar\": 1.3296506077882644, \"cagr_pct\": 36.385027461206484, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 41.43835616438356, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2754212175989925, \"sortino\": 1.9612337316007356}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.964665743370361, \"dd_pct\": -19.883857014532413, \"calmar\": -1.127718866320119, \"cagr_pct\": -22.423400690499836, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 37.913907284768214, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8881695948260886, \"sortino\": -1.133906659179755}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1246.0960573606699, \"dd_pct\": -43.61264133892168, \"calmar\": 0.8498014735596133, \"cagr_pct\": 37.06208687564255, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 44.79581673306773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0285253609463165, \"sortino\": 1.5109760396599259}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 323.1260566498462, \"dd_pct\": -43.61264133892168, \"calmar\": 1.3665764031575491, \"cagr_pct\": 59.60000653314383, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 38.2209405501331, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4469352183892892, \"sortino\": 2.13021619581795}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 218.1312131941394, \"dd_pct\": -43.03701718543692, \"calmar\": 0.5840957242308386, \"cagr_pct\": 25.137737721662823, \"entries\": 39, \"exits\": 40, \"exposure_pct\": 48.726790450928384, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827898354848746, \"sortino\": 1.1485690412459089}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 35.013885243192, \"dd_pct\": -15.450796624756402, \"calmar\": 5.70427672838668, \"cagr_pct\": 88.13561962163341, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.71469740634006, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3954308753050966, \"sortino\": 4.0594693711120495}]", "Additional_Threshold_Budget": 0, "Total Trades": 58, "Total P&L %": 1246.0960573606699, "Sharpe Ratio": 1.0285253609463165, "Sortino Ratio": 1.5109760396599259, "Calmar Ratio": 0.8498014735596133, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.61264133892168, "% In Market": 44.79581673306773, "Composite": 1.6886029683711108, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.3665764031575491, "Sub1_Sortino": 2.13021619581795, "Sub1_Trades": 19, "Sub2_Calmar": 0.5840957242308386, "Sub2_Sortino": 1.1485690412459089, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.408253]", "OOS_Total Trades": 2, "OOS_Total P&L %": 35.013885243192, "OOS_Sortino Ratio": 4.0594693711120495, "OOS_Calmar Ratio": 5.70427672838668, "OOS_Max Drawdown %": -15.450796624756402, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c76a827130522f5cf57cfa40fe885346a06d7d4b0d5265eb827c086cc3934804", "threshold": null, "delta": 0.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -31.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "a0572451e041c03ab46a4994086a91c7eec3cd1a176787d93e643ed74b1fa290", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.554917241350914, \"dd_pct\": -43.03701718543692, \"calmar\": 1.4082526223486993, \"cagr_pct\": 60.60699230945759, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.132267076408074, \"sortino\": 1.654006876863222}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.272568677589023, \"dd_pct\": -26.01874365267468, \"calmar\": -0.3950701898553562, \"cagr_pct\": -10.27922999466003, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.726027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2639190835618738, \"sortino\": -0.3685005255160143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.29535409176049, \"dd_pct\": -28.39230965815863, \"calmar\": 1.6319025228748494, \"cagr_pct\": 46.333481761393024, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.271964104912364, \"sortino\": 1.996897973000341}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.953095495159182, \"dd_pct\": -23.026039301529934, \"calmar\": 1.3772232015161567, \"cagr_pct\": 31.7119955650899, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8614995836949279, \"sortino\": 1.2509282851100834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 36.35606278838617, \"dd_pct\": -27.36435214490609, \"calmar\": 1.3296506077882644, \"cagr_pct\": 36.385027461206484, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 41.43835616438356, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2754212175989925, \"sortino\": 1.9612337316007356}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.964665743370361, \"dd_pct\": -19.883857014532413, \"calmar\": -1.127718866320119, \"cagr_pct\": -22.423400690499836, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 37.913907284768214, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8881695948260886, \"sortino\": -1.133906659179755}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1246.0960573606699, \"dd_pct\": -43.61264133892168, \"calmar\": 0.8498014735596133, \"cagr_pct\": 37.06208687564255, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 44.79581673306773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0285253609463165, \"sortino\": 1.5109760396599259}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 323.1260566498462, \"dd_pct\": -43.61264133892168, \"calmar\": 1.3665764031575491, \"cagr_pct\": 59.60000653314383, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 38.2209405501331, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4469352183892892, \"sortino\": 2.13021619581795}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 218.1312131941394, \"dd_pct\": -43.03701718543692, \"calmar\": 0.5840957242308386, \"cagr_pct\": 25.137737721662823, \"entries\": 39, \"exits\": 40, \"exposure_pct\": 48.726790450928384, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827898354848746, \"sortino\": 1.1485690412459089}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 35.013885243192, \"dd_pct\": -15.450796624756402, \"calmar\": 5.70427672838668, \"cagr_pct\": 88.13561962163341, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.71469740634006, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3954308753050966, \"sortino\": 4.0594693711120495}]", "Additional_Threshold_Budget": 0, "Total Trades": 58, "Total P&L %": 1246.0960573606699, "Sharpe Ratio": 1.0285253609463165, "Sortino Ratio": 1.5109760396599259, "Calmar Ratio": 0.8498014735596133, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.61264133892168, "% In Market": 44.79581673306773, "Composite": 1.6886029683711108, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.3665764031575491, "Sub1_Sortino": 2.13021619581795, "Sub1_Trades": 19, "Sub2_Calmar": 0.5840957242308386, "Sub2_Sortino": 1.1485690412459089, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.408253]", "OOS_Total Trades": 2, "OOS_Total P&L %": 35.013885243192, "OOS_Sortino Ratio": 4.0594693711120495, "OOS_Calmar Ratio": 5.70427672838668, "OOS_Max Drawdown %": -15.450796624756402, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 8, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c76a827130522f5cf57cfa40fe885346a06d7d4b0d5265eb827c086cc3934804", "threshold": "i_long_entry_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -30.05, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "af5b04d2182b5b3fde437f22ed4e2c54963a267cf407fbbda47e5c92aee83cb3", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.554917241350914, \"dd_pct\": -43.03701718543692, \"calmar\": 1.4082526223486993, \"cagr_pct\": 60.60699230945759, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.132267076408074, \"sortino\": 1.654006876863222}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.272568677589023, \"dd_pct\": -26.01874365267468, \"calmar\": -0.3950701898553562, \"cagr_pct\": -10.27922999466003, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.726027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2639190835618738, \"sortino\": -0.3685005255160143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.29535409176049, \"dd_pct\": -28.39230965815863, \"calmar\": 1.6319025228748494, \"cagr_pct\": 46.333481761393024, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.271964104912364, \"sortino\": 1.996897973000341}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.953095495159182, \"dd_pct\": -23.026039301529934, \"calmar\": 1.3772232015161567, \"cagr_pct\": 31.7119955650899, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8614995836949279, \"sortino\": 1.2509282851100834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 36.35606278838617, \"dd_pct\": -27.36435214490609, \"calmar\": 1.3296506077882644, \"cagr_pct\": 36.385027461206484, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 41.43835616438356, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2754212175989925, \"sortino\": 1.9612337316007356}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.964665743370361, \"dd_pct\": -19.883857014532413, \"calmar\": -1.127718866320119, \"cagr_pct\": -22.423400690499836, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 37.913907284768214, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8881695948260886, \"sortino\": -1.133906659179755}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1246.0960573606699, \"dd_pct\": -43.61264133892168, \"calmar\": 0.8498014735596133, \"cagr_pct\": 37.06208687564255, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 44.79581673306773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0285253609463165, \"sortino\": 1.5109760396599259}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 323.1260566498462, \"dd_pct\": -43.61264133892168, \"calmar\": 1.3665764031575491, \"cagr_pct\": 59.60000653314383, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 38.2209405501331, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4469352183892892, \"sortino\": 2.13021619581795}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 218.1312131941394, \"dd_pct\": -43.03701718543692, \"calmar\": 0.5840957242308386, \"cagr_pct\": 25.137737721662823, \"entries\": 39, \"exits\": 40, \"exposure_pct\": 48.726790450928384, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827898354848746, \"sortino\": 1.1485690412459089}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 35.013885243192, \"dd_pct\": -15.450796624756402, \"calmar\": 5.70427672838668, \"cagr_pct\": 88.13561962163341, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.71469740634006, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3954308753050966, \"sortino\": 4.0594693711120495}]", "Additional_Threshold_Budget": 0, "Total Trades": 58, "Total P&L %": 1246.0960573606699, "Sharpe Ratio": 1.0285253609463165, "Sortino Ratio": 1.5109760396599259, "Calmar Ratio": 0.8498014735596133, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.61264133892168, "% In Market": 44.79581673306773, "Composite": 1.6886029683711108, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.3665764031575491, "Sub1_Sortino": 2.13021619581795, "Sub1_Trades": 19, "Sub2_Calmar": 0.5840957242308386, "Sub2_Sortino": 1.1485690412459089, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.408253]", "OOS_Total Trades": 2, "OOS_Total P&L %": 35.013885243192, "OOS_Sortino Ratio": 4.0594693711120495, "OOS_Calmar Ratio": 5.70427672838668, "OOS_Max Drawdown %": -15.450796624756402, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c76a827130522f5cf57cfa40fe885346a06d7d4b0d5265eb827c086cc3934804", "threshold": "i_long_entry_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -29.95, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "6ed1e3e56208131caec006c97d10c9344ebbad98c74a94a805e20f310ff3fae7", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.554917241350914, \"dd_pct\": -43.03701718543692, \"calmar\": 1.4082526223486993, \"cagr_pct\": 60.60699230945759, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.132267076408074, \"sortino\": 1.654006876863222}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.272568677589023, \"dd_pct\": -26.01874365267468, \"calmar\": -0.3950701898553562, \"cagr_pct\": -10.27922999466003, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.726027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2639190835618738, \"sortino\": -0.3685005255160143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.29535409176049, \"dd_pct\": -28.39230965815863, \"calmar\": 1.6319025228748494, \"cagr_pct\": 46.333481761393024, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.271964104912364, \"sortino\": 1.996897973000341}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.953095495159182, \"dd_pct\": -23.026039301529934, \"calmar\": 1.3772232015161567, \"cagr_pct\": 31.7119955650899, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8614995836949279, \"sortino\": 1.2509282851100834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 36.35606278838617, \"dd_pct\": -27.36435214490609, \"calmar\": 1.3296506077882644, \"cagr_pct\": 36.385027461206484, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 41.43835616438356, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2754212175989925, \"sortino\": 1.9612337316007356}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.964665743370361, \"dd_pct\": -19.883857014532413, \"calmar\": -1.127718866320119, \"cagr_pct\": -22.423400690499836, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 37.913907284768214, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8881695948260886, \"sortino\": -1.133906659179755}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1246.0960573606699, \"dd_pct\": -43.61264133892168, \"calmar\": 0.8498014735596133, \"cagr_pct\": 37.06208687564255, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 44.79581673306773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0285253609463165, \"sortino\": 1.5109760396599259}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 323.1260566498462, \"dd_pct\": -43.61264133892168, \"calmar\": 1.3665764031575491, \"cagr_pct\": 59.60000653314383, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 38.2209405501331, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4469352183892892, \"sortino\": 2.13021619581795}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 218.1312131941394, \"dd_pct\": -43.03701718543692, \"calmar\": 0.5840957242308386, \"cagr_pct\": 25.137737721662823, \"entries\": 39, \"exits\": 40, \"exposure_pct\": 48.726790450928384, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827898354848746, \"sortino\": 1.1485690412459089}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 35.013885243192, \"dd_pct\": -15.450796624756402, \"calmar\": 5.70427672838668, \"cagr_pct\": 88.13561962163341, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.71469740634006, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3954308753050966, \"sortino\": 4.0594693711120495}]", "Additional_Threshold_Budget": 0, "Total Trades": 58, "Total P&L %": 1246.0960573606699, "Sharpe Ratio": 1.0285253609463165, "Sortino Ratio": 1.5109760396599259, "Calmar Ratio": 0.8498014735596133, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.61264133892168, "% In Market": 44.79581673306773, "Composite": 1.6886029683711108, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.3665764031575491, "Sub1_Sortino": 2.13021619581795, "Sub1_Trades": 19, "Sub2_Calmar": 0.5840957242308386, "Sub2_Sortino": 1.1485690412459089, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.408253]", "OOS_Total Trades": 2, "OOS_Total P&L %": 35.013885243192, "OOS_Sortino Ratio": 4.0594693711120495, "OOS_Calmar Ratio": 5.70427672838668, "OOS_Max Drawdown %": -15.450796624756402, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c76a827130522f5cf57cfa40fe885346a06d7d4b0d5265eb827c086cc3934804", "threshold": "i_long_entry_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -29.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "f177e1a22cb0bca43b5ee201428dec658e4aa061a06fb0d86a3c2192b8b3b919", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.554917241350914, \"dd_pct\": -43.03701718543692, \"calmar\": 1.4082526223486993, \"cagr_pct\": 60.60699230945759, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.132267076408074, \"sortino\": 1.654006876863222}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.272568677589023, \"dd_pct\": -26.01874365267468, \"calmar\": -0.3950701898553562, \"cagr_pct\": -10.27922999466003, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.726027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2639190835618738, \"sortino\": -0.3685005255160143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.29535409176049, \"dd_pct\": -28.39230965815863, \"calmar\": 1.6319025228748494, \"cagr_pct\": 46.333481761393024, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.271964104912364, \"sortino\": 1.996897973000341}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.953095495159182, \"dd_pct\": -23.026039301529934, \"calmar\": 1.3772232015161567, \"cagr_pct\": 31.7119955650899, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8614995836949279, \"sortino\": 1.2509282851100834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 36.35606278838617, \"dd_pct\": -27.36435214490609, \"calmar\": 1.3296506077882644, \"cagr_pct\": 36.385027461206484, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 41.43835616438356, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2754212175989925, \"sortino\": 1.9612337316007356}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.964665743370361, \"dd_pct\": -19.883857014532413, \"calmar\": -1.127718866320119, \"cagr_pct\": -22.423400690499836, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 37.913907284768214, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8881695948260886, \"sortino\": -1.133906659179755}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1246.0960573606699, \"dd_pct\": -43.61264133892168, \"calmar\": 0.8498014735596133, \"cagr_pct\": 37.06208687564255, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 44.79581673306773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0285253609463165, \"sortino\": 1.5109760396599259}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 323.1260566498462, \"dd_pct\": -43.61264133892168, \"calmar\": 1.3665764031575491, \"cagr_pct\": 59.60000653314383, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 38.2209405501331, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4469352183892892, \"sortino\": 2.13021619581795}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 218.1312131941394, \"dd_pct\": -43.03701718543692, \"calmar\": 0.5840957242308386, \"cagr_pct\": 25.137737721662823, \"entries\": 39, \"exits\": 40, \"exposure_pct\": 48.726790450928384, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827898354848746, \"sortino\": 1.1485690412459089}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 35.013885243192, \"dd_pct\": -15.450796624756402, \"calmar\": 5.70427672838668, \"cagr_pct\": 88.13561962163341, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.71469740634006, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3954308753050966, \"sortino\": 4.0594693711120495}]", "Additional_Threshold_Budget": 0, "Total Trades": 58, "Total P&L %": 1246.0960573606699, "Sharpe Ratio": 1.0285253609463165, "Sortino Ratio": 1.5109760396599259, "Calmar Ratio": 0.8498014735596133, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.61264133892168, "% In Market": 44.79581673306773, "Composite": 1.6886029683711108, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.3665764031575491, "Sub1_Sortino": 2.13021619581795, "Sub1_Trades": 19, "Sub2_Calmar": 0.5840957242308386, "Sub2_Sortino": 1.1485690412459089, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.408253]", "OOS_Total Trades": 2, "OOS_Total P&L %": 35.013885243192, "OOS_Sortino Ratio": 4.0594693711120495, "OOS_Calmar Ratio": 5.70427672838668, "OOS_Max Drawdown %": -15.450796624756402, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 9, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c76a827130522f5cf57cfa40fe885346a06d7d4b0d5265eb827c086cc3934804", "threshold": "i_long_entry_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -30.0, "i_long_exit_activation_threshold": 209.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "35b66df60d2e1f44a0b02be6c7cc4676b85f45f3e87c304f9e4a5f4656172a90", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.554917241350914, \"dd_pct\": -43.03701718543692, \"calmar\": 1.4082526223486993, \"cagr_pct\": 60.60699230945759, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.132267076408074, \"sortino\": 1.654006876863222}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.272568677589023, \"dd_pct\": -26.01874365267468, \"calmar\": -0.3950701898553562, \"cagr_pct\": -10.27922999466003, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.726027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2639190835618738, \"sortino\": -0.3685005255160143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.29535409176049, \"dd_pct\": -28.39230965815863, \"calmar\": 1.6319025228748494, \"cagr_pct\": 46.333481761393024, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.271964104912364, \"sortino\": 1.996897973000341}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.953095495159182, \"dd_pct\": -23.026039301529934, \"calmar\": 1.3772232015161567, \"cagr_pct\": 31.7119955650899, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8614995836949279, \"sortino\": 1.2509282851100834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 36.35606278838617, \"dd_pct\": -27.36435214490609, \"calmar\": 1.3296506077882644, \"cagr_pct\": 36.385027461206484, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 41.43835616438356, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2754212175989925, \"sortino\": 1.9612337316007356}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.964665743370361, \"dd_pct\": -19.883857014532413, \"calmar\": -1.127718866320119, \"cagr_pct\": -22.423400690499836, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 37.913907284768214, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8881695948260886, \"sortino\": -1.133906659179755}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1246.0960573606699, \"dd_pct\": -43.61264133892168, \"calmar\": 0.8498014735596133, \"cagr_pct\": 37.06208687564255, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 44.79581673306773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0285253609463165, \"sortino\": 1.5109760396599259}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 323.1260566498462, \"dd_pct\": -43.61264133892168, \"calmar\": 1.3665764031575491, \"cagr_pct\": 59.60000653314383, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 38.2209405501331, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4469352183892892, \"sortino\": 2.13021619581795}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 218.1312131941394, \"dd_pct\": -43.03701718543692, \"calmar\": 0.5840957242308386, \"cagr_pct\": 25.137737721662823, \"entries\": 39, \"exits\": 40, \"exposure_pct\": 48.726790450928384, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827898354848746, \"sortino\": 1.1485690412459089}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 35.013885243192, \"dd_pct\": -15.450796624756402, \"calmar\": 5.70427672838668, \"cagr_pct\": 88.13561962163341, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.71469740634006, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3954308753050966, \"sortino\": 4.0594693711120495}]", "Additional_Threshold_Budget": 0, "Total Trades": 58, "Total P&L %": 1246.0960573606699, "Sharpe Ratio": 1.0285253609463165, "Sortino Ratio": 1.5109760396599259, "Calmar Ratio": 0.8498014735596133, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.61264133892168, "% In Market": 44.79581673306773, "Composite": 1.6886029683711108, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.3665764031575491, "Sub1_Sortino": 2.13021619581795, "Sub1_Trades": 19, "Sub2_Calmar": 0.5840957242308386, "Sub2_Sortino": 1.1485690412459089, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.408253]", "OOS_Total Trades": 2, "OOS_Total P&L %": 35.013885243192, "OOS_Sortino Ratio": 4.0594693711120495, "OOS_Calmar Ratio": 5.70427672838668, "OOS_Max Drawdown %": -15.450796624756402, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c76a827130522f5cf57cfa40fe885346a06d7d4b0d5265eb827c086cc3934804", "threshold": "i_long_exit_activation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -30.0, "i_long_exit_activation_threshold": 209.95, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "5f6bb426be9d83fa52a1107ff51ba6b0f0f13bd5d7e32bcf68e5ba8cfc2fcf0c", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.554917241350914, \"dd_pct\": -43.03701718543692, \"calmar\": 1.4082526223486993, \"cagr_pct\": 60.60699230945759, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.132267076408074, \"sortino\": 1.654006876863222}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.272568677589023, \"dd_pct\": -26.01874365267468, \"calmar\": -0.3950701898553562, \"cagr_pct\": -10.27922999466003, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.726027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2639190835618738, \"sortino\": -0.3685005255160143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.29535409176049, \"dd_pct\": -28.39230965815863, \"calmar\": 1.6319025228748494, \"cagr_pct\": 46.333481761393024, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.271964104912364, \"sortino\": 1.996897973000341}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.953095495159182, \"dd_pct\": -23.026039301529934, \"calmar\": 1.3772232015161567, \"cagr_pct\": 31.7119955650899, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8614995836949279, \"sortino\": 1.2509282851100834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 36.35606278838617, \"dd_pct\": -27.36435214490609, \"calmar\": 1.3296506077882644, \"cagr_pct\": 36.385027461206484, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 41.43835616438356, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2754212175989925, \"sortino\": 1.9612337316007356}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.964665743370361, \"dd_pct\": -19.883857014532413, \"calmar\": -1.127718866320119, \"cagr_pct\": -22.423400690499836, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 37.913907284768214, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8881695948260886, \"sortino\": -1.133906659179755}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1246.0960573606699, \"dd_pct\": -43.61264133892168, \"calmar\": 0.8498014735596133, \"cagr_pct\": 37.06208687564255, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 44.79581673306773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0285253609463165, \"sortino\": 1.5109760396599259}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 323.1260566498462, \"dd_pct\": -43.61264133892168, \"calmar\": 1.3665764031575491, \"cagr_pct\": 59.60000653314383, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 38.2209405501331, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4469352183892892, \"sortino\": 2.13021619581795}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 218.1312131941394, \"dd_pct\": -43.03701718543692, \"calmar\": 0.5840957242308386, \"cagr_pct\": 25.137737721662823, \"entries\": 39, \"exits\": 40, \"exposure_pct\": 48.726790450928384, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827898354848746, \"sortino\": 1.1485690412459089}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 35.013885243192, \"dd_pct\": -15.450796624756402, \"calmar\": 5.70427672838668, \"cagr_pct\": 88.13561962163341, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.71469740634006, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3954308753050966, \"sortino\": 4.0594693711120495}]", "Additional_Threshold_Budget": 0, "Total Trades": 58, "Total P&L %": 1246.0960573606699, "Sharpe Ratio": 1.0285253609463165, "Sortino Ratio": 1.5109760396599259, "Calmar Ratio": 0.8498014735596133, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.61264133892168, "% In Market": 44.79581673306773, "Composite": 1.6886029683711108, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.3665764031575491, "Sub1_Sortino": 2.13021619581795, "Sub1_Trades": 19, "Sub2_Calmar": 0.5840957242308386, "Sub2_Sortino": 1.1485690412459089, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.408253]", "OOS_Total Trades": 2, "OOS_Total P&L %": 35.013885243192, "OOS_Sortino Ratio": 4.0594693711120495, "OOS_Calmar Ratio": 5.70427672838668, "OOS_Max Drawdown %": -15.450796624756402, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c76a827130522f5cf57cfa40fe885346a06d7d4b0d5265eb827c086cc3934804", "threshold": "i_long_exit_activation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -30.0, "i_long_exit_activation_threshold": 210.05, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "8bef06a346e7421f9667c0d1826924f8eab19a88482ebee2f28aa0c4ffd151b6", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.554917241350914, \"dd_pct\": -43.03701718543692, \"calmar\": 1.4082526223486993, \"cagr_pct\": 60.60699230945759, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.132267076408074, \"sortino\": 1.654006876863222}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.272568677589023, \"dd_pct\": -26.01874365267468, \"calmar\": -0.3950701898553562, \"cagr_pct\": -10.27922999466003, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.726027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2639190835618738, \"sortino\": -0.3685005255160143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.29535409176049, \"dd_pct\": -28.39230965815863, \"calmar\": 1.6319025228748494, \"cagr_pct\": 46.333481761393024, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.271964104912364, \"sortino\": 1.996897973000341}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.953095495159182, \"dd_pct\": -23.026039301529934, \"calmar\": 1.3772232015161567, \"cagr_pct\": 31.7119955650899, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8614995836949279, \"sortino\": 1.2509282851100834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 36.35606278838617, \"dd_pct\": -27.36435214490609, \"calmar\": 1.3296506077882644, \"cagr_pct\": 36.385027461206484, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 41.43835616438356, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2754212175989925, \"sortino\": 1.9612337316007356}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.964665743370361, \"dd_pct\": -19.883857014532413, \"calmar\": -1.127718866320119, \"cagr_pct\": -22.423400690499836, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 37.913907284768214, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8881695948260886, \"sortino\": -1.133906659179755}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1246.0960573606699, \"dd_pct\": -43.61264133892168, \"calmar\": 0.8498014735596133, \"cagr_pct\": 37.06208687564255, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 44.79581673306773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0285253609463165, \"sortino\": 1.5109760396599259}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 323.1260566498462, \"dd_pct\": -43.61264133892168, \"calmar\": 1.3665764031575491, \"cagr_pct\": 59.60000653314383, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 38.2209405501331, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4469352183892892, \"sortino\": 2.13021619581795}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 218.1312131941394, \"dd_pct\": -43.03701718543692, \"calmar\": 0.5840957242308386, \"cagr_pct\": 25.137737721662823, \"entries\": 39, \"exits\": 40, \"exposure_pct\": 48.726790450928384, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827898354848746, \"sortino\": 1.1485690412459089}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 35.013885243192, \"dd_pct\": -15.450796624756402, \"calmar\": 5.70427672838668, \"cagr_pct\": 88.13561962163341, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.71469740634006, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3954308753050966, \"sortino\": 4.0594693711120495}]", "Additional_Threshold_Budget": 0, "Total Trades": 58, "Total P&L %": 1246.0960573606699, "Sharpe Ratio": 1.0285253609463165, "Sortino Ratio": 1.5109760396599259, "Calmar Ratio": 0.8498014735596133, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.61264133892168, "% In Market": 44.79581673306773, "Composite": 1.6886029683711108, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.3665764031575491, "Sub1_Sortino": 2.13021619581795, "Sub1_Trades": 19, "Sub2_Calmar": 0.5840957242308386, "Sub2_Sortino": 1.1485690412459089, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.408253]", "OOS_Total Trades": 2, "OOS_Total P&L %": 35.013885243192, "OOS_Sortino Ratio": 4.0594693711120495, "OOS_Calmar Ratio": 5.70427672838668, "OOS_Max Drawdown %": -15.450796624756402, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c76a827130522f5cf57cfa40fe885346a06d7d4b0d5265eb827c086cc3934804", "threshold": "i_long_exit_activation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -30.0, "i_long_exit_activation_threshold": 211.0, "i_long_exit_activation_confirmation_threshold": 330.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "a3bf5de9c1912efff1ca55444ab9013b71fdc2e87cdba09b975958e200a54189", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.554917241350914, \"dd_pct\": -43.03701718543692, \"calmar\": 1.4082526223486993, \"cagr_pct\": 60.60699230945759, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.132267076408074, \"sortino\": 1.654006876863222}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.272568677589023, \"dd_pct\": -26.01874365267468, \"calmar\": -0.3950701898553562, \"cagr_pct\": -10.27922999466003, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.726027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2639190835618738, \"sortino\": -0.3685005255160143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.29535409176049, \"dd_pct\": -28.39230965815863, \"calmar\": 1.6319025228748494, \"cagr_pct\": 46.333481761393024, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.271964104912364, \"sortino\": 1.996897973000341}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.953095495159182, \"dd_pct\": -23.026039301529934, \"calmar\": 1.3772232015161567, \"cagr_pct\": 31.7119955650899, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8614995836949279, \"sortino\": 1.2509282851100834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 36.35606278838617, \"dd_pct\": -27.36435214490609, \"calmar\": 1.3296506077882644, \"cagr_pct\": 36.385027461206484, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 41.43835616438356, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2754212175989925, \"sortino\": 1.9612337316007356}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.964665743370361, \"dd_pct\": -19.883857014532413, \"calmar\": -1.127718866320119, \"cagr_pct\": -22.423400690499836, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 37.913907284768214, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8881695948260886, \"sortino\": -1.133906659179755}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1246.0960573606699, \"dd_pct\": -43.61264133892168, \"calmar\": 0.8498014735596133, \"cagr_pct\": 37.06208687564255, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 44.79581673306773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0285253609463165, \"sortino\": 1.5109760396599259}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 323.1260566498462, \"dd_pct\": -43.61264133892168, \"calmar\": 1.3665764031575491, \"cagr_pct\": 59.60000653314383, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 38.2209405501331, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4469352183892892, \"sortino\": 2.13021619581795}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 218.1312131941394, \"dd_pct\": -43.03701718543692, \"calmar\": 0.5840957242308386, \"cagr_pct\": 25.137737721662823, \"entries\": 39, \"exits\": 40, \"exposure_pct\": 48.726790450928384, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827898354848746, \"sortino\": 1.1485690412459089}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 35.013885243192, \"dd_pct\": -15.450796624756402, \"calmar\": 5.70427672838668, \"cagr_pct\": 88.13561962163341, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.71469740634006, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3954308753050966, \"sortino\": 4.0594693711120495}]", "Additional_Threshold_Budget": 0, "Total Trades": 58, "Total P&L %": 1246.0960573606699, "Sharpe Ratio": 1.0285253609463165, "Sortino Ratio": 1.5109760396599259, "Calmar Ratio": 0.8498014735596133, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.61264133892168, "% In Market": 44.79581673306773, "Composite": 1.6886029683711108, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.3665764031575491, "Sub1_Sortino": 2.13021619581795, "Sub1_Trades": 19, "Sub2_Calmar": 0.5840957242308386, "Sub2_Sortino": 1.1485690412459089, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.408253]", "OOS_Total Trades": 2, "OOS_Total P&L %": 35.013885243192, "OOS_Sortino Ratio": 4.0594693711120495, "OOS_Calmar Ratio": 5.70427672838668, "OOS_Max Drawdown %": -15.450796624756402, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 5, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c76a827130522f5cf57cfa40fe885346a06d7d4b0d5265eb827c086cc3934804", "threshold": "i_long_exit_activation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -30.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 329.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "e5b5787d04434fa38ed97bf0efe14dd42cd52ec8766c3b26267fb64a37569925", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.554917241350914, \"dd_pct\": -43.03701718543692, \"calmar\": 1.4082526223486993, \"cagr_pct\": 60.60699230945759, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.132267076408074, \"sortino\": 1.654006876863222}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.272568677589023, \"dd_pct\": -26.01874365267468, \"calmar\": -0.3950701898553562, \"cagr_pct\": -10.27922999466003, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.726027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2639190835618738, \"sortino\": -0.3685005255160143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.29535409176049, \"dd_pct\": -28.39230965815863, \"calmar\": 1.6319025228748494, \"cagr_pct\": 46.333481761393024, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.271964104912364, \"sortino\": 1.996897973000341}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.953095495159182, \"dd_pct\": -23.026039301529934, \"calmar\": 1.3772232015161567, \"cagr_pct\": 31.7119955650899, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8614995836949279, \"sortino\": 1.2509282851100834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 36.35606278838617, \"dd_pct\": -27.36435214490609, \"calmar\": 1.3296506077882644, \"cagr_pct\": 36.385027461206484, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 41.43835616438356, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2754212175989925, \"sortino\": 1.9612337316007356}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.964665743370361, \"dd_pct\": -19.883857014532413, \"calmar\": -1.127718866320119, \"cagr_pct\": -22.423400690499836, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 37.913907284768214, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8881695948260886, \"sortino\": -1.133906659179755}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1246.0960573606699, \"dd_pct\": -43.61264133892168, \"calmar\": 0.8498014735596133, \"cagr_pct\": 37.06208687564255, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 44.79581673306773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0285253609463165, \"sortino\": 1.5109760396599259}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 323.1260566498462, \"dd_pct\": -43.61264133892168, \"calmar\": 1.3665764031575491, \"cagr_pct\": 59.60000653314383, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 38.2209405501331, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4469352183892892, \"sortino\": 2.13021619581795}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 218.1312131941394, \"dd_pct\": -43.03701718543692, \"calmar\": 0.5840957242308386, \"cagr_pct\": 25.137737721662823, \"entries\": 39, \"exits\": 40, \"exposure_pct\": 48.726790450928384, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827898354848746, \"sortino\": 1.1485690412459089}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 35.013885243192, \"dd_pct\": -15.450796624756402, \"calmar\": 5.70427672838668, \"cagr_pct\": 88.13561962163341, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.71469740634006, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3954308753050966, \"sortino\": 4.0594693711120495}]", "Additional_Threshold_Budget": 0, "Total Trades": 58, "Total P&L %": 1246.0960573606699, "Sharpe Ratio": 1.0285253609463165, "Sortino Ratio": 1.5109760396599259, "Calmar Ratio": 0.8498014735596133, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.61264133892168, "% In Market": 44.79581673306773, "Composite": 1.6886029683711108, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.3665764031575491, "Sub1_Sortino": 2.13021619581795, "Sub1_Trades": 19, "Sub2_Calmar": 0.5840957242308386, "Sub2_Sortino": 1.1485690412459089, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.408253]", "OOS_Total Trades": 2, "OOS_Total P&L %": 35.013885243192, "OOS_Sortino Ratio": 4.0594693711120495, "OOS_Calmar Ratio": 5.70427672838668, "OOS_Max Drawdown %": -15.450796624756402, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c76a827130522f5cf57cfa40fe885346a06d7d4b0d5265eb827c086cc3934804", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -30.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 329.95, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "4a15563a4740c906187dea65a1057bde39a0a37cfbc3284763c5d5c013c7a184", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.554917241350914, \"dd_pct\": -43.03701718543692, \"calmar\": 1.4082526223486993, \"cagr_pct\": 60.60699230945759, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.132267076408074, \"sortino\": 1.654006876863222}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.272568677589023, \"dd_pct\": -26.01874365267468, \"calmar\": -0.3950701898553562, \"cagr_pct\": -10.27922999466003, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.726027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2639190835618738, \"sortino\": -0.3685005255160143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.29535409176049, \"dd_pct\": -28.39230965815863, \"calmar\": 1.6319025228748494, \"cagr_pct\": 46.333481761393024, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.271964104912364, \"sortino\": 1.996897973000341}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.953095495159182, \"dd_pct\": -23.026039301529934, \"calmar\": 1.3772232015161567, \"cagr_pct\": 31.7119955650899, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8614995836949279, \"sortino\": 1.2509282851100834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 36.35606278838617, \"dd_pct\": -27.36435214490609, \"calmar\": 1.3296506077882644, \"cagr_pct\": 36.385027461206484, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 41.43835616438356, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2754212175989925, \"sortino\": 1.9612337316007356}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.964665743370361, \"dd_pct\": -19.883857014532413, \"calmar\": -1.127718866320119, \"cagr_pct\": -22.423400690499836, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 37.913907284768214, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8881695948260886, \"sortino\": -1.133906659179755}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1246.0960573606699, \"dd_pct\": -43.61264133892168, \"calmar\": 0.8498014735596133, \"cagr_pct\": 37.06208687564255, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 44.79581673306773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0285253609463165, \"sortino\": 1.5109760396599259}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 323.1260566498462, \"dd_pct\": -43.61264133892168, \"calmar\": 1.3665764031575491, \"cagr_pct\": 59.60000653314383, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 38.2209405501331, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4469352183892892, \"sortino\": 2.13021619581795}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 218.1312131941394, \"dd_pct\": -43.03701718543692, \"calmar\": 0.5840957242308386, \"cagr_pct\": 25.137737721662823, \"entries\": 39, \"exits\": 40, \"exposure_pct\": 48.726790450928384, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827898354848746, \"sortino\": 1.1485690412459089}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 35.013885243192, \"dd_pct\": -15.450796624756402, \"calmar\": 5.70427672838668, \"cagr_pct\": 88.13561962163341, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.71469740634006, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3954308753050966, \"sortino\": 4.0594693711120495}]", "Additional_Threshold_Budget": 0, "Total Trades": 58, "Total P&L %": 1246.0960573606699, "Sharpe Ratio": 1.0285253609463165, "Sortino Ratio": 1.5109760396599259, "Calmar Ratio": 0.8498014735596133, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.61264133892168, "% In Market": 44.79581673306773, "Composite": 1.6886029683711108, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.3665764031575491, "Sub1_Sortino": 2.13021619581795, "Sub1_Trades": 19, "Sub2_Calmar": 0.5840957242308386, "Sub2_Sortino": 1.1485690412459089, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.408253]", "OOS_Total Trades": 2, "OOS_Total P&L %": 35.013885243192, "OOS_Sortino Ratio": 4.0594693711120495, "OOS_Calmar Ratio": 5.70427672838668, "OOS_Max Drawdown %": -15.450796624756402, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c76a827130522f5cf57cfa40fe885346a06d7d4b0d5265eb827c086cc3934804", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": -0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -30.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 330.05, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "1d70e93d69941820180ecc22e4fd8e1e452c2a04801132d31f5e22c10a9e5d37", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.554917241350914, \"dd_pct\": -43.03701718543692, \"calmar\": 1.4082526223486993, \"cagr_pct\": 60.60699230945759, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.132267076408074, \"sortino\": 1.654006876863222}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.272568677589023, \"dd_pct\": -26.01874365267468, \"calmar\": -0.3950701898553562, \"cagr_pct\": -10.27922999466003, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.726027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2639190835618738, \"sortino\": -0.3685005255160143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.29535409176049, \"dd_pct\": -28.39230965815863, \"calmar\": 1.6319025228748494, \"cagr_pct\": 46.333481761393024, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.271964104912364, \"sortino\": 1.996897973000341}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.953095495159182, \"dd_pct\": -23.026039301529934, \"calmar\": 1.3772232015161567, \"cagr_pct\": 31.7119955650899, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8614995836949279, \"sortino\": 1.2509282851100834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 36.35606278838617, \"dd_pct\": -27.36435214490609, \"calmar\": 1.3296506077882644, \"cagr_pct\": 36.385027461206484, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 41.43835616438356, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2754212175989925, \"sortino\": 1.9612337316007356}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.964665743370361, \"dd_pct\": -19.883857014532413, \"calmar\": -1.127718866320119, \"cagr_pct\": -22.423400690499836, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 37.913907284768214, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8881695948260886, \"sortino\": -1.133906659179755}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1246.0960573606699, \"dd_pct\": -43.61264133892168, \"calmar\": 0.8498014735596133, \"cagr_pct\": 37.06208687564255, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 44.79581673306773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0285253609463165, \"sortino\": 1.5109760396599259}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 323.1260566498462, \"dd_pct\": -43.61264133892168, \"calmar\": 1.3665764031575491, \"cagr_pct\": 59.60000653314383, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 38.2209405501331, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4469352183892892, \"sortino\": 2.13021619581795}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 218.1312131941394, \"dd_pct\": -43.03701718543692, \"calmar\": 0.5840957242308386, \"cagr_pct\": 25.137737721662823, \"entries\": 39, \"exits\": 40, \"exposure_pct\": 48.726790450928384, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827898354848746, \"sortino\": 1.1485690412459089}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 35.013885243192, \"dd_pct\": -15.450796624756402, \"calmar\": 5.70427672838668, \"cagr_pct\": 88.13561962163341, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.71469740634006, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3954308753050966, \"sortino\": 4.0594693711120495}]", "Additional_Threshold_Budget": 0, "Total Trades": 58, "Total P&L %": 1246.0960573606699, "Sharpe Ratio": 1.0285253609463165, "Sortino Ratio": 1.5109760396599259, "Calmar Ratio": 0.8498014735596133, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.61264133892168, "% In Market": 44.79581673306773, "Composite": 1.6886029683711108, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.3665764031575491, "Sub1_Sortino": 2.13021619581795, "Sub1_Trades": 19, "Sub2_Calmar": 0.5840957242308386, "Sub2_Sortino": 1.1485690412459089, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.408253]", "OOS_Total Trades": 2, "OOS_Total P&L %": 35.013885243192, "OOS_Sortino Ratio": 4.0594693711120495, "OOS_Calmar Ratio": 5.70427672838668, "OOS_Max Drawdown %": -15.450796624756402, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c76a827130522f5cf57cfa40fe885346a06d7d4b0d5265eb827c086cc3934804", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 0.05, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } }, { "mlp_weights_file": "/Users/jameslopez/projects/TradingBot25/strategies/params/mlp/mlp_weights_COINBASE_BTCUSD_6H_hybrid_grouped_v1_seed9292.json", "i_long_entry_activation_threshold": -30.0, "i_long_exit_activation_threshold": 210.0, "i_long_exit_activation_confirmation_threshold": 331.0, "i_trailing_stop_threshold": 10.0, "i_use_long_exit_confirmation": false, "i_use_long_entry_confirmation": true, "i_regime_window": 0, "i_regime_entry_min_score": -1000.0, "i_mvrv_suppress_bear": false, "i_exit_score_window": 4, "i_entry_score_window": 1, "Comparison_Fingerprint": "dee8415bb6981fbddaed5e4afa657bf32b96a960bcae8a5cf6b48b093475b680", "Artifact_SHA256": "99eefd6c9027400136db748847e00434c43fa34165c014523919146e444e228e", "Evaluation_Status": "complete", "Evaluation_Key": "def04f847ccf558adc15b860ef311c2c710d18de3b629aa3983cd31ff4260e32", "Period_Measurements": "[{\"start\": \"2021-01-01\", \"end\": \"2021-12-31\", \"eligible\": true, \"pnl_pct\": 60.554917241350914, \"dd_pct\": -43.03701718543692, \"calmar\": 1.4082526223486993, \"cagr_pct\": 60.60699230945759, \"entries\": 12, \"exits\": 13, \"exposure_pct\": 49.65753424657534, \"years\": 0.999315537303217, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 1.132267076408074, \"sortino\": 1.654006876863222}, {\"start\": \"2022-01-01\", \"end\": \"2022-12-31\", \"eligible\": false, \"pnl_pct\": -10.272568677589023, \"dd_pct\": -26.01874365267468, \"calmar\": -0.3950701898553562, \"cagr_pct\": -10.27922999466003, \"entries\": 6, \"exits\": 6, \"exposure_pct\": 19.726027397260275, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": -0.2639190835618738, \"sortino\": -0.3685005255160143}, {\"start\": \"2023-01-01\", \"end\": \"2023-12-31\", \"eligible\": false, \"pnl_pct\": 46.29535409176049, \"dd_pct\": -28.39230965815863, \"calmar\": 1.6319025228748494, \"cagr_pct\": 46.333481761393024, \"entries\": 7, \"exits\": 6, \"exposure_pct\": 70.75342465753425, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.271964104912364, \"sortino\": 1.996897973000341}, {\"start\": \"2024-01-01\", \"end\": \"2024-09-30\", \"eligible\": false, \"pnl_pct\": 22.953095495159182, \"dd_pct\": -23.026039301529934, \"calmar\": 1.3772232015161567, \"cagr_pct\": 31.7119955650899, \"entries\": 8, \"exits\": 9, \"exposure_pct\": 72.44525547445255, \"years\": 0.7501711156741958, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.8614995836949279, \"sortino\": 1.2509282851100834}, {\"start\": \"2024-10-01\", \"end\": \"2025-09-30\", \"eligible\": false, \"pnl_pct\": 36.35606278838617, \"dd_pct\": -27.36435214490609, \"calmar\": 1.3296506077882644, \"cagr_pct\": 36.385027461206484, \"entries\": 4, \"exits\": 3, \"exposure_pct\": 41.43835616438356, \"years\": 0.999315537303217, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.2754212175989925, \"sortino\": 1.9612337316007356}, {\"start\": \"2025-10-01\", \"end\": \"2026-02-28\", \"eligible\": false, \"pnl_pct\": -9.964665743370361, \"dd_pct\": -19.883857014532413, \"calmar\": -1.127718866320119, \"cagr_pct\": -22.423400690499836, \"entries\": 2, \"exits\": 3, \"exposure_pct\": 37.913907284768214, \"years\": 0.4134154688569473, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": -0.8881695948260886, \"sortino\": -1.133906659179755}, {\"name\": \"IS\", \"start\": \"2017-12-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 1246.0960573606699, \"dd_pct\": -43.61264133892168, \"calmar\": 0.8498014735596133, \"cagr_pct\": 37.06208687564255, \"entries\": 58, \"exits\": 58, \"exposure_pct\": 44.79581673306773, \"years\": 8.24640657084189, \"carry_in\": false, \"open_at_end\": false, \"sharpe\": 1.0285253609463165, \"sortino\": 1.5109760396599259}, {\"name\": \"Sub1\", \"start\": \"2017-12-01\", \"end\": \"2020-12-31 23:59:59.999999999\", \"pnl_pct\": 323.1260566498462, \"dd_pct\": -43.61264133892168, \"calmar\": 1.3665764031575491, \"cagr_pct\": 59.60000653314383, \"entries\": 19, \"exits\": 18, \"exposure_pct\": 38.2209405501331, \"years\": 3.0855578370978782, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 1.4469352183892892, \"sortino\": 2.13021619581795}, {\"name\": \"Sub2\", \"start\": \"2021-01-01\", \"end\": \"2026-02-28\", \"pnl_pct\": 218.1312131941394, \"dd_pct\": -43.03701718543692, \"calmar\": 0.5840957242308386, \"cagr_pct\": 25.137737721662823, \"entries\": 39, \"exits\": 40, \"exposure_pct\": 48.726790450928384, \"years\": 5.160848733744011, \"carry_in\": true, \"open_at_end\": false, \"sharpe\": 0.7827898354848746, \"sortino\": 1.1485690412459089}, {\"name\": \"OOS\", \"start\": \"2026-03-01\", \"end\": null, \"pnl_pct\": 35.013885243192, \"dd_pct\": -15.450796624756402, \"calmar\": 5.70427672838668, \"cagr_pct\": 88.13561962163341, \"entries\": 2, \"exits\": 1, \"exposure_pct\": 66.71469740634006, \"years\": 0.4750171115674196, \"carry_in\": false, \"open_at_end\": true, \"sharpe\": 2.3954308753050966, \"sortino\": 4.0594693711120495}]", "Additional_Threshold_Budget": 0, "Total Trades": 58, "Total P&L %": 1246.0960573606699, "Sharpe Ratio": 1.0285253609463165, "Sortino Ratio": 1.5109760396599259, "Calmar Ratio": 0.8498014735596133, "P&L/DD Ratio": 0.0, "Max Drawdown %": -43.61264133892168, "% In Market": 44.79581673306773, "Composite": 1.6886029683711108, "Min_Trades_Floor": 25, "Sub1_Calmar": 1.3665764031575491, "Sub1_Sortino": 2.13021619581795, "Sub1_Trades": 19, "Sub2_Calmar": 0.5840957242308386, "Sub2_Sortino": 1.1485690412459089, "Sub2_Trades": 39, "WFO_Score": 0.0, "WFO_Min_Fold": -99.0, "WFO_Neg_Folds": 6, "WFO_Fold_Calmars": "[1.408253]", "OOS_Total Trades": 2, "OOS_Total P&L %": 35.013885243192, "OOS_Sortino Ratio": 4.0594693711120495, "OOS_Calmar Ratio": 5.70427672838668, "OOS_Max Drawdown %": -15.450796624756402, "OOS_Bear_Pct": 54.17867435158501, "OOS_Neutral_Pct": 35.30259365994236, "OOS_Bull_Pct": 10.518731988472622, "Fragile_0.05": 0, "Fragile_1.0": 7, "source": "diagnostic_center", "Policy": "canonical", "center_id": "c76a827130522f5cf57cfa40fe885346a06d7d4b0d5265eb827c086cc3934804", "threshold": "i_long_exit_activation_confirmation_threshold", "delta": 1.0, "gates": { "positive_eligible_pnl_dd": false, "fragility": true, "positive_sub1": true, "positive_sub2": true, "wfo": false, "common_contract": true, "complete": true, "incumbent_calmar": false, "incumbent_pnl_dd": true, "oos_sortino_gate_applies": false, "oos_sortino": true, "qualifies": false } } ]